Strategy Tester Report
Gotobix_Scalplus_je_M1_6.00
通貨ペア | USDJPY (USD/JPY) |
期間 | 1分足(M1) 2003.05.05 01:40 - 2024.01.31 23:59 (2003.01.01 - 2024.02.01) |
モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) |
パラメーター | group01=0; Comments="45115:Gotobix Scalplus je"; GMT_Type=0; MagicNumber=230600; Lot_Type_Select=0; Fixed_Lots=0.1; Auto_Lots=0.1; Slippage=10; Open_Max_Spread=50; Close_Max_Spread=50; Long_TP=1600; Long_SL=800; Short_TP=1200; Short_SL=800; group02=0; Gotobi_Trade=true;
Morning_Trade=true;
Scalping_Trade=true;
Long_Entry=true;
Short_Entry=true;
Entry_Interval=10; Fixing_Time_Adjust=-10; Weekend_Entry=false;
Volatility_Filter=true;
Economic_Indicator_Filter=true;
group03=0; Trailing_Stop=false;
Long_Trail_Start=200; Long_Trail_Stop=60; Short_Trail_Start=200; Short_Trail_Stop=60; Trail_Step=30; group04=0; Break_Even=false;
Long_Break_Profit=140; Short_Break_Profit=140; group06=0; Email_Sending=false;
group07=0; Display_Parameters=true;
|
|
テストバー数 | 7717385 | モデルティック数 | 312325475 | モデリング品質 | 99.90% |
不整合チャートエラー | 0 | | | | |
|
初期証拠金 | 1000000.00 | | | スプレッド | 変動 |
純益 | 1826900.00 | 総利益 | 3112600.00 | 総損失 | -1285700.00 |
プロフィットファクタ | 2.42 | 期待利得 | 469.76 | | |
絶対ドローダウン | 440.00 | 最大ドローダウン | 34080.00 (2.48%) | 相対ドローダウン | 2.48% (34080.00) |
|
総取引数 | 3889 | 売りポジション(勝率%) | 1535 (78.63%) | 買いポジション(勝率%) | 2354 (79.91%) |
| 勝率(%) | 3088 (79.40%) | 負率 (%) | 801 (20.60%) |
最大 | 勝トレード | 13370.00 | 敗トレード | -8000.00 |
平均 | 勝トレード | 1007.97 | 敗トレード | -1605.12 |
最大 | 連勝(金額) | 40 (39330.00) | 連敗(金額) | 5 (-18190.00) |
最大 | 連勝(トレード数) | 50060.00 (33) | 連敗(トレード数) | -18190.00 (5) |
平均 | 連勝 | 5 | 連敗 | 1 |
# | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
7651 | 2023.09.11 06:00 | buy | 3826 | 0.10 | 146.640 | 145.840 | 148.240 | |
7652 | 2023.09.11 07:03 | close | 3826 | 0.10 | 146.695 | 145.840 | 148.240 | 550.00 | 2807320.00 |
7653 | 2023.09.11 08:00 | buy | 3827 | 0.10 | 146.205 | 145.405 | 147.805 | |
7654 | 2023.09.11 09:02 | close | 3827 | 0.10 | 146.272 | 145.405 | 147.805 | 670.00 | 2807990.00 |
7655 | 2023.09.11 09:13 | buy | 3828 | 0.10 | 146.012 | 145.212 | 147.612 | |
7656 | 2023.09.11 09:19 | close | 3828 | 0.10 | 146.081 | 145.212 | 147.612 | 690.00 | 2808680.00 |
7657 | 2023.09.11 09:35 | buy | 3829 | 0.10 | 146.069 | 145.269 | 147.669 | |
7658 | 2023.09.11 09:56 | close | 3829 | 0.10 | 146.130 | 145.269 | 147.669 | 610.00 | 2809290.00 |
7659 | 2023.09.11 13:30 | sell | 3830 | 0.10 | 146.846 | 147.646 | 145.646 | |
7660 | 2023.09.11 14:37 | close | 3830 | 0.10 | 146.785 | 147.646 | 145.646 | 610.00 | 2809900.00 |
7661 | 2023.09.14 23:20 | buy | 3831 | 0.10 | 147.449 | 146.649 | 149.049 | |
7662 | 2023.09.15 03:54 | close | 3831 | 0.10 | 147.477 | 146.649 | 149.049 | 820.00 | 2810720.00 |
7663 | 2023.09.18 09:10 | buy | 3832 | 0.10 | 147.626 | 146.826 | 149.226 | |
7664 | 2023.09.18 10:00 | close | 3832 | 0.10 | 147.671 | 146.826 | 149.226 | 450.00 | 2811170.00 |
7665 | 2023.09.19 22:05 | buy | 3833 | 0.10 | 147.855 | 147.055 | 149.455 | |
7666 | 2023.09.20 03:54 | close | 3833 | 0.10 | 147.798 | 147.055 | 149.455 | -390.00 | 2810780.00 |
7667 | 2023.09.25 03:55 | sell | 3834 | 0.10 | 148.423 | 149.223 | 147.223 | |
7668 | 2023.09.25 06:15 | close | 3834 | 0.10 | 148.327 | 149.223 | 147.223 | 960.00 | 2811740.00 |
7669 | 2023.09.26 11:05 | buy | 3835 | 0.10 | 148.803 | 148.003 | 150.403 | |
7670 | 2023.09.26 11:17 | close | 3835 | 0.10 | 148.882 | 148.003 | 150.403 | 790.00 | 2812530.00 |
7671 | 2023.09.26 11:30 | buy | 3836 | 0.10 | 148.795 | 147.995 | 150.395 | |
7672 | 2023.09.26 11:46 | close | 3836 | 0.10 | 148.861 | 147.995 | 150.395 | 660.00 | 2813190.00 |
7673 | 2023.09.26 12:51 | buy | 3837 | 0.10 | 148.835 | 148.035 | 150.435 | |
7674 | 2023.09.26 13:08 | close | 3837 | 0.10 | 148.899 | 148.035 | 150.435 | 640.00 | 2813830.00 |
7675 | 2023.09.28 12:43 | buy | 3838 | 0.10 | 149.288 | 148.488 | 150.888 | |
7676 | 2023.09.28 13:30 | close | 3838 | 0.10 | 149.318 | 148.488 | 150.888 | 300.00 | 2814130.00 |
7677 | 2023.09.28 19:05 | buy | 3839 | 0.10 | 149.226 | 148.426 | 150.826 | |
7678 | 2023.09.28 21:00 | close | 3839 | 0.10 | 149.379 | 148.426 | 150.826 | 1530.00 | 2815660.00 |
7679 | 2023.09.28 22:10 | buy | 3840 | 0.10 | 149.268 | 148.468 | 150.868 | |
7680 | 2023.09.29 03:50 | close | 3840 | 0.10 | 149.418 | 148.468 | 150.868 | 2040.00 | 2817700.00 |
7681 | 2023.09.29 03:55 | sell | 3841 | 0.10 | 149.440 | 150.240 | 148.240 | |
7682 | 2023.09.29 08:20 | close | 3841 | 0.10 | 149.335 | 150.240 | 148.240 | 1050.00 | 2818750.00 |
7683 | 2023.10.02 21:13 | buy | 3842 | 0.10 | 149.725 | 148.925 | 151.325 | |
7684 | 2023.10.02 21:41 | close | 3842 | 0.10 | 149.784 | 148.925 | 151.325 | 590.00 | 2819340.00 |
7685 | 2023.10.03 09:35 | buy | 3843 | 0.10 | 149.780 | 148.980 | 151.380 | |
7686 | 2023.10.03 11:55 | close | 3843 | 0.10 | 149.834 | 148.980 | 151.380 | 540.00 | 2819880.00 |
7687 | 2023.10.04 22:30 | buy | 3844 | 0.10 | 149.051 | 148.251 | 150.651 | |
7688 | 2023.10.05 03:54 | close | 3844 | 0.10 | 148.786 | 148.251 | 150.651 | -2470.00 | 2817410.00 |
7689 | 2023.10.05 11:06 | sell | 3845 | 0.10 | 149.029 | 149.829 | 147.829 | |
7690 | 2023.10.05 11:20 | close | 3845 | 0.10 | 148.957 | 149.829 | 147.829 | 720.00 | 2818130.00 |
7691 | 2023.10.09 21:00 | buy | 3846 | 0.10 | 148.532 | 147.732 | 150.132 | |
7692 | 2023.10.10 03:54 | close | 3846 | 0.10 | 148.530 | 147.732 | 150.132 | 160.00 | 2818290.00 |
7693 | 2023.10.10 03:54 | sell | 3847 | 0.10 | 148.530 | 149.330 | 147.330 | |
7694 | 2023.10.10 04:15 | close | 3847 | 0.10 | 148.377 | 149.330 | 147.330 | 1530.00 | 2819820.00 |
7695 | 2023.10.17 22:20 | buy | 3848 | 0.10 | 149.744 | 148.944 | 151.344 | |
7696 | 2023.10.17 23:40 | close | 3848 | 0.10 | 149.846 | 148.944 | 151.344 | 1020.00 | 2820840.00 |
7697 | 2023.10.18 06:15 | buy | 3849 | 0.10 | 149.596 | 148.796 | 151.196 | |
7698 | 2023.10.18 06:28 | close | 3849 | 0.10 | 149.668 | 148.796 | 151.196 | 720.00 | 2821560.00 |
7699 | 2023.10.23 19:30 | buy | 3850 | 0.10 | 149.769 | 148.969 | 151.369 | |
7700 | 2023.10.23 22:49 | close | 3850 | 0.10 | 149.635 | 148.969 | 151.369 | -1340.00 | 2820220.00 |
7701 | 2023.10.24 19:30 | buy | 3851 | 0.10 | 149.769 | 148.969 | 151.369 | |
7702 | 2023.10.25 03:54 | close | 3851 | 0.10 | 149.919 | 148.969 | 151.369 | 1680.00 | 2821900.00 |
7703 | 2023.10.25 03:54 | sell | 3852 | 0.10 | 149.919 | 150.719 | 148.719 | |
7704 | 2023.10.25 05:38 | close | 3852 | 0.10 | 149.809 | 150.719 | 148.719 | 1100.00 | 2823000.00 |
7705 | 2023.10.26 12:23 | buy | 3853 | 0.10 | 150.337 | 149.537 | 151.937 | |
7706 | 2023.10.26 14:25 | close | 3853 | 0.10 | 150.340 | 149.537 | 151.937 | 30.00 | 2823030.00 |
7707 | 2023.10.27 06:00 | buy | 3854 | 0.10 | 150.175 | 149.375 | 151.775 | |
7708 | 2023.10.27 06:43 | close | 3854 | 0.10 | 150.227 | 149.375 | 151.775 | 520.00 | 2823550.00 |
7709 | 2023.10.30 01:00 | buy | 3855 | 0.10 | 149.583 | 148.783 | 151.183 | |
7710 | 2023.10.30 02:30 | close | 3855 | 0.10 | 149.735 | 148.783 | 151.183 | 1520.00 | 2825070.00 |
7711 | 2023.10.30 03:55 | sell | 3856 | 0.10 | 149.790 | 150.590 | 148.590 | |
7712 | 2023.10.30 05:27 | close | 3856 | 0.10 | 149.637 | 150.590 | 148.590 | 1530.00 | 2826600.00 |
7713 | 2023.11.06 01:10 | sell | 3857 | 0.10 | 149.417 | 150.217 | 148.217 | |
7714 | 2023.11.06 06:15 | close | 3857 | 0.10 | 149.533 | 150.217 | 148.217 | -1160.00 | 2825440.00 |
7715 | 2023.11.07 21:15 | buy | 3858 | 0.10 | 150.349 | 149.549 | 151.949 | |
7716 | 2023.11.07 22:00 | close | 3858 | 0.10 | 150.439 | 149.549 | 151.949 | 900.00 | 2826340.00 |
7717 | 2023.11.16 11:20 | buy | 3859 | 0.10 | 151.173 | 150.373 | 152.773 | |
7718 | 2023.11.16 11:37 | close | 3859 | 0.10 | 151.241 | 150.373 | 152.773 | 680.00 | 2827020.00 |
7719 | 2023.11.20 02:54 | sell | 3860 | 0.10 | 149.890 | 150.690 | 148.690 | |
7720 | 2023.11.20 03:00 | close | 3860 | 0.10 | 149.815 | 150.690 | 148.690 | 750.00 | 2827770.00 |
7721 | 2023.11.21 01:50 | sell | 3861 | 0.10 | 148.352 | 149.152 | 147.152 | |
7722 | 2023.11.21 02:34 | close | 3861 | 0.10 | 148.277 | 149.152 | 147.152 | 750.00 | 2828520.00 |
7723 | 2023.11.21 20:15 | sell | 3862 | 0.10 | 148.075 | 148.875 | 146.875 | |
7724 | 2023.11.21 23:22 | close | 3862 | 0.10 | 148.342 | 148.875 | 146.875 | -2670.00 | 2825850.00 |
7725 | 2023.11.28 12:25 | sell | 3863 | 0.10 | 148.624 | 149.424 | 147.424 | |
7726 | 2023.11.28 13:06 | close | 3863 | 0.10 | 148.588 | 149.424 | 147.424 | 360.00 | 2826210.00 |
7727 | 2023.11.29 12:28 | sell | 3864 | 0.10 | 147.628 | 148.428 | 146.428 | |
7728 | 2023.11.29 14:19 | close | 3864 | 0.10 | 147.555 | 148.428 | 146.428 | 730.00 | 2826940.00 |
7729 | 2023.11.29 18:05 | buy | 3865 | 0.10 | 147.412 | 146.612 | 149.012 | |
7730 | 2023.11.30 02:54 | close | 3865 | 0.10 | 146.955 | 146.612 | 149.012 | -4390.00 | 2822550.00 |
7731 | 2023.12.04 21:50 | buy | 3866 | 0.10 | 147.325 | 146.525 | 148.925 | |
7732 | 2023.12.05 02:54 | close | 3866 | 0.10 | 147.067 | 146.525 | 148.925 | -2400.00 | 2820150.00 |
7733 | 2023.12.06 01:35 | sell | 3867 | 0.10 | 147.181 | 147.981 | 145.981 | |
7734 | 2023.12.06 07:40 | close | 3867 | 0.10 | 147.171 | 147.981 | 145.981 | 100.00 | 2820250.00 |
7735 | 2023.12.11 21:25 | buy | 3868 | 0.10 | 146.141 | 145.341 | 147.741 | |
7736 | 2023.12.12 00:30 | close | 3868 | 0.10 | 146.142 | 145.341 | 147.741 | 190.00 | 2820440.00 |
7737 | 2023.12.14 22:10 | buy | 3869 | 0.10 | 141.920 | 141.120 | 143.520 | |
7738 | 2023.12.15 01:15 | close | 3869 | 0.10 | 142.107 | 141.120 | 143.520 | 2410.00 | 2822850.00 |
7739 | 2023.12.15 02:54 | sell | 3870 | 0.10 | 142.394 | 143.194 | 141.194 | |
7740 | 2023.12.15 03:15 | close | 3870 | 0.10 | 142.138 | 143.194 | 141.194 | 2560.00 | 2825410.00 |
7741 | 2023.12.18 01:05 | sell | 3871 | 0.10 | 142.350 | 143.150 | 141.150 | |
7742 | 2023.12.18 01:10 | close | 3871 | 0.10 | 142.259 | 143.150 | 141.150 | 910.00 | 2826320.00 |
7743 | 2023.12.19 20:10 | buy | 3872 | 0.10 | 143.826 | 143.026 | 145.426 | |
7744 | 2023.12.20 02:54 | close | 3872 | 0.10 | 143.941 | 143.026 | 145.426 | 1330.00 | 2827650.00 |
7745 | 2023.12.20 22:35 | buy | 3873 | 0.10 | 143.607 | 142.807 | 145.207 | |
7746 | 2023.12.20 22:55 | close | 3873 | 0.10 | 143.699 | 142.807 | 145.207 | 920.00 | 2828570.00 |
7747 | 2024.01.02 01:45 | sell | 3874 | 0.10 | 140.968 | 141.768 | 139.768 | |
7748 | 2024.01.02 07:55 | close | 3874 | 0.10 | 141.373 | 141.768 | 139.768 | -4050.00 | 2824520.00 |
7749 | 2024.01.05 02:55 | sell | 3875 | 0.10 | 144.869 | 145.669 | 143.669 | |
7750 | 2024.01.05 07:20 | close | 3875 | 0.10 | 144.741 | 145.669 | 143.669 | 1280.00 | 2825800.00 |
7751 | 2024.01.08 01:15 | sell | 3876 | 0.10 | 144.843 | 145.643 | 143.643 | |
7752 | 2024.01.08 02:00 | close | 3876 | 0.10 | 144.727 | 145.643 | 143.643 | 1160.00 | 2826960.00 |
7753 | 2024.01.09 22:15 | buy | 3877 | 0.10 | 144.398 | 143.598 | 145.998 | |
7754 | 2024.01.10 02:40 | close | 3877 | 0.10 | 144.650 | 143.598 | 145.998 | 2700.00 | 2829660.00 |
7755 | 2024.01.10 03:15 | sell | 3878 | 0.10 | 144.751 | 145.551 | 143.551 | |
7756 | 2024.01.10 07:20 | close | 3878 | 0.10 | 144.828 | 145.551 | 143.551 | -770.00 | 2828890.00 |
7757 | 2024.01.15 03:15 | sell | 3879 | 0.10 | 145.134 | 145.934 | 143.934 | |
7758 | 2024.01.15 04:18 | close | 3879 | 0.10 | 144.996 | 145.934 | 143.934 | 1380.00 | 2830270.00 |
7759 | 2024.01.17 21:25 | buy | 3880 | 0.10 | 148.226 | 147.426 | 149.826 | |
7760 | 2024.01.18 02:20 | close | 3880 | 0.10 | 148.184 | 147.426 | 149.826 | -240.00 | 2830030.00 |
7761 | 2024.01.23 21:15 | buy | 3881 | 0.10 | 148.448 | 147.648 | 150.048 | |
7762 | 2024.01.24 01:00 | close | 3881 | 0.10 | 148.377 | 147.648 | 150.048 | -530.00 | 2829500.00 |
7763 | 2024.01.24 06:00 | buy | 3882 | 0.10 | 147.810 | 147.010 | 149.410 | |
7764 | 2024.01.24 06:26 | close | 3882 | 0.10 | 147.909 | 147.010 | 149.410 | 990.00 | 2830490.00 |
7765 | 2024.01.24 14:30 | buy | 3883 | 0.10 | 147.406 | 146.606 | 149.006 | |
7766 | 2024.01.24 16:46 | close | 3883 | 0.10 | 147.035 | 146.606 | 149.006 | -3710.00 | 2826780.00 |
7767 | 2024.01.24 19:40 | buy | 3884 | 0.10 | 147.159 | 146.359 | 148.759 | |
7768 | 2024.01.24 20:05 | close | 3884 | 0.10 | 147.320 | 146.359 | 148.759 | 1610.00 | 2828390.00 |
7769 | 2024.01.25 02:54 | sell | 3885 | 0.10 | 147.739 | 148.539 | 146.539 | |
7770 | 2024.01.25 03:37 | close | 3885 | 0.10 | 147.635 | 148.539 | 146.539 | 1040.00 | 2829430.00 |
7771 | 2024.01.25 23:29 | buy | 3886 | 0.10 | 147.696 | 146.896 | 149.296 | |
7772 | 2024.01.26 01:45 | close | 3886 | 0.10 | 147.687 | 146.896 | 149.296 | 450.00 | 2829880.00 |
7773 | 2024.01.29 18:05 | buy | 3887 | 0.10 | 147.686 | 146.886 | 149.286 | |
7774 | 2024.01.30 02:54 | close | 3887 | 0.10 | 147.319 | 146.886 | 149.286 | -3490.00 | 2826390.00 |
7775 | 2024.01.30 03:05 | sell | 3888 | 0.10 | 147.406 | 148.206 | 146.206 | |
7776 | 2024.01.30 03:55 | close | 3888 | 0.10 | 147.256 | 148.206 | 146.206 | 1500.00 | 2827890.00 |
7777 | 2024.01.30 21:50 | buy | 3889 | 0.10 | 147.609 | 146.809 | 149.209 | |
7778 | 2024.01.31 02:54 | close | 3889 | 0.10 | 147.492 | 146.809 | 149.209 | -990.00 | 2826900.00 |