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 |
| 751 | 2005.05.16 23:00 | buy | 376 | 0.10 | 106.823 | 106.023 | 108.423 | ||
| 752 | 2005.05.17 01:00 | close | 376 | 0.10 | 106.937 | 106.023 | 108.423 | 1320.00 | 1156200.00 |
| 753 | 2005.05.18 11:05 | buy | 377 | 0.10 | 107.433 | 106.633 | 109.033 | ||
| 754 | 2005.05.18 12:06 | close | 377 | 0.10 | 107.527 | 106.633 | 109.033 | 940.00 | 1157140.00 |
| 755 | 2005.05.18 20:00 | buy | 378 | 0.10 | 106.956 | 106.156 | 108.556 | ||
| 756 | 2005.05.18 23:45 | close | 378 | 0.10 | 106.897 | 106.156 | 108.556 | -590.00 | 1156550.00 |
| 757 | 2005.05.19 21:10 | buy | 379 | 0.10 | 107.493 | 106.693 | 109.093 | ||
| 758 | 2005.05.20 03:55 | close | 379 | 0.10 | 107.696 | 106.693 | 109.093 | 2570.00 | 1159120.00 |
| 759 | 2005.05.24 14:00 | buy | 380 | 0.10 | 107.297 | 106.497 | 108.897 | ||
| 760 | 2005.05.24 14:22 | close | 380 | 0.10 | 107.372 | 106.497 | 108.897 | 750.00 | 1159870.00 |
| 761 | 2005.05.24 19:35 | buy | 381 | 0.10 | 107.490 | 106.690 | 109.090 | ||
| 762 | 2005.05.25 01:20 | close | 381 | 0.10 | 107.650 | 106.690 | 109.090 | 1780.00 | 1161650.00 |
| 763 | 2005.05.26 12:07 | buy | 382 | 0.10 | 107.961 | 107.161 | 109.561 | ||
| 764 | 2005.05.26 13:36 | close | 382 | 0.10 | 108.059 | 107.161 | 109.561 | 980.00 | 1162630.00 |
| 765 | 2005.05.31 11:15 | buy | 383 | 0.10 | 108.022 | 107.222 | 109.622 | ||
| 766 | 2005.05.31 13:15 | close | 383 | 0.10 | 108.107 | 107.222 | 109.622 | 850.00 | 1163480.00 |
| 767 | 2005.06.02 12:15 | buy | 384 | 0.10 | 108.178 | 107.378 | 109.778 | ||
| 768 | 2005.06.02 12:27 | close | 384 | 0.10 | 108.228 | 107.378 | 109.778 | 500.00 | 1163980.00 |
| 769 | 2005.06.02 21:35 | buy | 385 | 0.10 | 108.187 | 107.387 | 109.787 | ||
| 770 | 2005.06.03 03:55 | close | 385 | 0.10 | 108.039 | 107.387 | 109.787 | -940.00 | 1163040.00 |
| 771 | 2005.06.06 12:00 | buy | 386 | 0.10 | 107.050 | 106.250 | 108.650 | ||
| 772 | 2005.06.06 13:06 | close | 386 | 0.10 | 107.107 | 106.250 | 108.650 | 570.00 | 1163610.00 |
| 773 | 2005.06.08 06:05 | sell | 387 | 0.10 | 106.886 | 107.686 | 105.686 | ||
| 774 | 2005.06.08 07:14 | close | 387 | 0.10 | 106.834 | 107.686 | 105.686 | 520.00 | 1164130.00 |
| 775 | 2005.06.09 21:40 | buy | 388 | 0.10 | 107.483 | 106.683 | 109.083 | ||
| 776 | 2005.06.10 03:55 | close | 388 | 0.10 | 107.536 | 106.683 | 109.083 | 1070.00 | 1165200.00 |
| 777 | 2005.06.14 21:05 | buy | 389 | 0.10 | 109.337 | 108.537 | 110.937 | ||
| 778 | 2005.06.15 03:55 | close | 389 | 0.10 | 109.426 | 108.537 | 110.937 | 1070.00 | 1166270.00 |
| 779 | 2005.06.15 20:02 | buy | 390 | 0.10 | 109.217 | 108.417 | 110.817 | ||
| 780 | 2005.06.15 21:57 | close | 390 | 0.10 | 109.298 | 108.417 | 110.817 | 810.00 | 1167080.00 |
| 781 | 2005.06.20 22:10 | buy | 391 | 0.10 | 109.377 | 108.577 | 110.977 | ||
| 782 | 2005.06.21 01:40 | close | 391 | 0.10 | 109.403 | 108.577 | 110.977 | 440.00 | 1167520.00 |
| 783 | 2005.06.21 09:01 | buy | 392 | 0.10 | 109.336 | 108.536 | 110.936 | ||
| 784 | 2005.06.21 10:39 | close | 392 | 0.10 | 109.414 | 108.536 | 110.936 | 780.00 | 1168300.00 |
| 785 | 2005.06.21 12:01 | buy | 393 | 0.10 | 109.316 | 108.516 | 110.916 | ||
| 786 | 2005.06.21 12:21 | close | 393 | 0.10 | 109.398 | 108.516 | 110.916 | 820.00 | 1169120.00 |
| 787 | 2005.06.21 20:00 | buy | 394 | 0.10 | 108.377 | 107.577 | 109.977 | ||
| 788 | 2005.06.22 00:35 | close | 394 | 0.10 | 108.265 | 107.577 | 109.977 | -940.00 | 1168180.00 |
| 789 | 2005.06.22 01:25 | sell | 395 | 0.10 | 108.370 | 109.170 | 107.170 | ||
| 790 | 2005.06.22 08:25 | close | 395 | 0.10 | 108.554 | 109.170 | 107.170 | -1840.00 | 1166340.00 |
| 791 | 2005.06.23 19:10 | buy | 396 | 0.10 | 108.771 | 107.971 | 110.371 | ||
| 792 | 2005.06.24 00:20 | close | 396 | 0.10 | 108.939 | 107.971 | 110.371 | 2220.00 | 1168560.00 |
| 793 | 2005.06.24 01:05 | buy | 397 | 0.10 | 108.958 | 108.158 | 110.558 | ||
| 794 | 2005.06.24 03:55 | close | 397 | 0.10 | 109.006 | 108.158 | 110.558 | 480.00 | 1169040.00 |
| 795 | 2005.06.24 03:55 | sell | 398 | 0.10 | 109.006 | 109.806 | 107.806 | ||
| 796 | 2005.06.24 05:10 | close | 398 | 0.10 | 108.907 | 109.806 | 107.806 | 990.00 | 1170030.00 |
| 797 | 2005.06.30 21:58 | buy | 399 | 0.10 | 110.827 | 110.027 | 112.427 | ||
| 798 | 2005.06.30 22:09 | close | 399 | 0.10 | 110.896 | 110.027 | 112.427 | 690.00 | 1170720.00 |
| 799 | 2005.07.05 22:20 | buy | 400 | 0.10 | 111.583 | 110.783 | 113.183 | ||
| 800 | 2005.07.05 23:40 | close | 400 | 0.10 | 111.674 | 110.783 | 113.183 | 910.00 | 1171630.00 |
| 801 | 2005.07.07 12:30 | buy | 401 | 0.10 | 111.568 | 110.768 | 113.168 | ||
| 802 | 2005.07.07 12:33 | close | 401 | 0.10 | 111.701 | 110.768 | 113.168 | 1330.00 | 1172960.00 |
| 803 | 2005.07.07 22:50 | buy | 402 | 0.10 | 112.025 | 111.225 | 113.625 | ||
| 804 | 2005.07.08 03:10 | close | 402 | 0.10 | 112.202 | 111.225 | 113.625 | 2310.00 | 1175270.00 |
| 805 | 2005.07.08 03:55 | sell | 403 | 0.10 | 112.275 | 113.075 | 111.075 | ||
| 806 | 2005.07.08 08:20 | close | 403 | 0.10 | 112.365 | 113.075 | 111.075 | -900.00 | 1174370.00 |
| 807 | 2005.07.11 06:00 | buy | 404 | 0.10 | 111.898 | 111.098 | 113.498 | ||
| 808 | 2005.07.11 07:29 | close | 404 | 0.10 | 111.939 | 111.098 | 113.498 | 410.00 | 1174780.00 |
| 809 | 2005.07.12 12:00 | buy | 405 | 0.10 | 111.003 | 110.203 | 112.603 | ||
| 810 | 2005.07.12 12:10 | close | 405 | 0.10 | 111.053 | 110.203 | 112.603 | 500.00 | 1175280.00 |
| 811 | 2005.07.12 13:30 | buy | 406 | 0.10 | 111.035 | 110.235 | 112.635 | ||
| 812 | 2005.07.12 13:59 | close | 406 | 0.10 | 111.105 | 110.235 | 112.635 | 700.00 | 1175980.00 |
| 813 | 2005.07.13 22:20 | buy | 407 | 0.10 | 111.910 | 111.110 | 113.510 | ||
| 814 | 2005.07.14 01:00 | close | 407 | 0.10 | 111.917 | 111.110 | 113.510 | 250.00 | 1176230.00 |
| 815 | 2005.07.14 21:55 | buy | 408 | 0.10 | 112.295 | 111.495 | 113.895 | ||
| 816 | 2005.07.15 03:55 | close | 408 | 0.10 | 112.216 | 111.495 | 113.895 | -250.00 | 1175980.00 |
| 817 | 2005.07.18 09:01 | buy | 409 | 0.10 | 112.110 | 111.310 | 113.710 | ||
| 818 | 2005.07.18 11:12 | close | 409 | 0.10 | 112.175 | 111.310 | 113.710 | 650.00 | 1176630.00 |
| 819 | 2005.07.18 19:00 | buy | 410 | 0.10 | 111.655 | 110.855 | 113.255 | ||
| 820 | 2005.07.18 19:10 | close | 410 | 0.10 | 111.714 | 110.855 | 113.255 | 590.00 | 1177220.00 |
| 821 | 2005.07.19 21:05 | buy | 411 | 0.10 | 112.803 | 112.003 | 114.403 | ||
| 822 | 2005.07.20 03:55 | close | 411 | 0.10 | 112.863 | 112.003 | 114.403 | 780.00 | 1178000.00 |
| 823 | 2005.07.20 21:02 | buy | 412 | 0.10 | 112.913 | 112.113 | 114.513 | ||
| 824 | 2005.07.21 02:22 | close | 412 | 0.10 | 112.818 | 112.113 | 114.513 | -770.00 | 1177230.00 |
| 825 | 2005.07.22 04:00 | sell | 413 | 0.10 | 111.001 | 111.801 | 109.801 | ||
| 826 | 2005.07.22 04:04 | close | 413 | 0.10 | 110.992 | 111.801 | 109.801 | 90.00 | 1177320.00 |
| 827 | 2005.07.22 04:15 | sell | 414 | 0.10 | 111.041 | 111.841 | 109.841 | ||
| 828 | 2005.07.22 04:34 | close | 414 | 0.10 | 110.926 | 111.841 | 109.841 | 1150.00 | 1178470.00 |
| 829 | 2005.07.22 05:30 | sell | 415 | 0.10 | 111.107 | 111.907 | 109.907 | ||
| 830 | 2005.07.22 05:35 | close | 415 | 0.10 | 111.018 | 111.907 | 109.907 | 890.00 | 1179360.00 |
| 831 | 2005.07.22 06:00 | sell | 416 | 0.10 | 111.152 | 111.952 | 109.952 | ||
| 832 | 2005.07.22 06:20 | close | 416 | 0.10 | 111.095 | 111.952 | 109.952 | 570.00 | 1179930.00 |
| 833 | 2005.07.26 01:40 | sell | 417 | 0.10 | 111.647 | 112.447 | 110.447 | ||
| 834 | 2005.07.26 02:55 | close | 417 | 0.10 | 111.546 | 112.447 | 110.447 | 1010.00 | 1180940.00 |
| 835 | 2005.07.28 19:30 | buy | 418 | 0.10 | 112.113 | 111.313 | 113.713 | ||
| 836 | 2005.07.29 01:35 | close | 418 | 0.10 | 112.267 | 111.313 | 113.713 | 2080.00 | 1183020.00 |
| 837 | 2005.07.29 03:55 | sell | 419 | 0.10 | 112.378 | 113.178 | 111.178 | ||
| 838 | 2005.07.29 08:20 | close | 419 | 0.10 | 112.252 | 113.178 | 111.178 | 1260.00 | 1184280.00 |
| 839 | 2005.08.01 06:15 | buy | 420 | 0.10 | 112.183 | 111.383 | 113.783 | ||
| 840 | 2005.08.01 06:24 | close | 420 | 0.10 | 112.240 | 111.383 | 113.783 | 570.00 | 1184850.00 |
| 841 | 2005.08.01 12:00 | buy | 421 | 0.10 | 111.863 | 111.063 | 113.463 | ||
| 842 | 2005.08.01 13:06 | close | 421 | 0.10 | 111.904 | 111.063 | 113.463 | 410.00 | 1185260.00 |
| 843 | 2005.08.01 13:40 | buy | 422 | 0.10 | 111.867 | 111.067 | 113.467 | ||
| 844 | 2005.08.01 16:15 | close | 422 | 0.10 | 111.889 | 111.067 | 113.467 | 220.00 | 1185480.00 |
| 845 | 2005.08.03 04:00 | sell | 423 | 0.10 | 111.643 | 112.443 | 110.443 | ||
| 846 | 2005.08.03 09:38 | close | 423 | 0.10 | 111.671 | 112.443 | 110.443 | -280.00 | 1185200.00 |
| 847 | 2005.08.04 01:00 | sell | 424 | 0.10 | 111.136 | 111.936 | 109.936 | ||
| 848 | 2005.08.04 04:01 | close | 424 | 0.10 | 111.058 | 111.936 | 109.936 | 780.00 | 1185980.00 |
| 849 | 2005.08.04 21:30 | buy | 425 | 0.10 | 111.194 | 110.394 | 112.794 | ||
| 850 | 2005.08.04 23:00 | close | 425 | 0.10 | 111.326 | 110.394 | 112.794 | 1320.00 | 1187300.00 |
| 851 | 2005.08.09 21:25 | buy | 426 | 0.10 | 112.087 | 111.287 | 113.687 | ||
| 852 | 2005.08.10 03:55 | close | 426 | 0.10 | 111.665 | 111.287 | 113.687 | -4040.00 | 1183260.00 |
| 853 | 2005.08.10 12:00 | buy | 427 | 0.10 | 110.945 | 110.145 | 112.545 | ||
| 854 | 2005.08.10 14:15 | close | 427 | 0.10 | 110.961 | 110.145 | 112.545 | 160.00 | 1183420.00 |
| 855 | 2005.08.11 01:35 | sell | 428 | 0.10 | 110.717 | 111.517 | 109.517 | ||
| 856 | 2005.08.11 02:15 | close | 428 | 0.10 | 110.581 | 111.517 | 109.517 | 1360.00 | 1184780.00 |
| 857 | 2005.08.12 01:20 | sell | 429 | 0.10 | 109.709 | 110.509 | 108.509 | ||
| 858 | 2005.08.12 08:25 | close | 429 | 0.10 | 109.863 | 110.509 | 108.509 | -1540.00 | 1183240.00 |
| 859 | 2005.08.15 01:05 | buy | 430 | 0.10 | 109.418 | 108.618 | 111.018 | ||
| 860 | 2005.08.15 03:55 | close | 430 | 0.10 | 109.578 | 108.618 | 111.018 | 1600.00 | 1184840.00 |
| 861 | 2005.08.15 03:55 | sell | 431 | 0.10 | 109.578 | 110.378 | 108.378 | ||
| 862 | 2005.08.15 08:20 | close | 431 | 0.10 | 109.560 | 110.378 | 108.378 | 180.00 | 1185020.00 |
| 863 | 2005.08.15 12:54 | sell | 432 | 0.10 | 109.597 | 110.397 | 108.397 | ||
| 864 | 2005.08.15 12:59 | close | 432 | 0.10 | 109.475 | 110.397 | 108.397 | 1220.00 | 1186240.00 |
| 865 | 2005.08.16 01:05 | sell | 433 | 0.10 | 109.312 | 110.112 | 108.112 | ||
| 866 | 2005.08.16 08:25 | close | 433 | 0.10 | 109.357 | 110.112 | 108.112 | -450.00 | 1185790.00 |
| 867 | 2005.08.16 12:21 | sell | 434 | 0.10 | 109.296 | 110.096 | 108.096 | ||
| 868 | 2005.08.16 13:21 | close | 434 | 0.10 | 109.240 | 110.096 | 108.096 | 560.00 | 1186350.00 |
| 869 | 2005.08.18 21:50 | buy | 435 | 0.10 | 110.588 | 109.788 | 112.188 | ||
| 870 | 2005.08.19 03:55 | close | 435 | 0.10 | 110.448 | 109.788 | 112.188 | -860.00 | 1185490.00 |
| 871 | 2005.08.19 04:20 | sell | 436 | 0.10 | 110.520 | 111.320 | 109.320 | ||
| 872 | 2005.08.19 04:40 | close | 436 | 0.10 | 110.449 | 111.320 | 109.320 | 710.00 | 1186200.00 |
| 873 | 2005.08.22 01:30 | sell | 437 | 0.10 | 110.470 | 111.270 | 109.270 | ||
| 874 | 2005.08.22 03:15 | close | 437 | 0.10 | 110.373 | 111.270 | 109.270 | 970.00 | 1187170.00 |
| 875 | 2005.08.24 19:15 | buy | 438 | 0.10 | 110.340 | 109.540 | 111.940 | ||
| 876 | 2005.08.25 02:20 | close | 438 | 0.10 | 110.349 | 109.540 | 111.940 | 270.00 | 1187440.00 |
| 877 | 2005.08.29 21:05 | buy | 439 | 0.10 | 110.505 | 109.705 | 112.105 | ||
| 878 | 2005.08.29 21:40 | close | 439 | 0.10 | 110.664 | 109.705 | 112.105 | 1590.00 | 1189030.00 |
| 879 | 2005.09.02 01:05 | sell | 440 | 0.10 | 109.873 | 110.673 | 108.673 | ||
| 880 | 2005.09.02 05:00 | close | 440 | 0.10 | 109.781 | 110.673 | 108.673 | 920.00 | 1189950.00 |
| 881 | 2005.09.05 18:15 | sell | 441 | 0.10 | 109.230 | 110.030 | 108.030 | ||
| 882 | 2005.09.05 18:34 | close | 441 | 0.10 | 109.161 | 110.030 | 108.030 | 690.00 | 1190640.00 |
| 883 | 2005.09.06 01:15 | sell | 442 | 0.10 | 109.197 | 109.997 | 107.997 | ||
| 884 | 2005.09.06 03:50 | close | 442 | 0.10 | 109.174 | 109.997 | 107.997 | 230.00 | 1190870.00 |
| 885 | 2005.09.08 23:05 | buy | 443 | 0.10 | 110.487 | 109.687 | 112.087 | ||
| 886 | 2005.09.09 03:25 | close | 443 | 0.10 | 110.660 | 109.687 | 112.087 | 2270.00 | 1193140.00 |
| 887 | 2005.09.14 23:20 | buy | 444 | 0.10 | 110.328 | 109.528 | 111.928 | ||
| 888 | 2005.09.15 03:05 | close | 444 | 0.10 | 110.610 | 109.528 | 111.928 | 3000.00 | 1196140.00 |
| 889 | 2005.09.19 22:00 | buy | 445 | 0.10 | 111.511 | 110.711 | 113.111 | ||
| 890 | 2005.09.20 03:55 | close | 445 | 0.10 | 111.530 | 110.711 | 113.111 | 370.00 | 1196510.00 |
| 891 | 2005.09.21 12:00 | buy | 446 | 0.10 | 111.187 | 110.387 | 112.787 | ||
| 892 | 2005.09.21 12:09 | close | 446 | 0.10 | 111.264 | 110.387 | 112.787 | 770.00 | 1197280.00 |
| 893 | 2005.09.22 19:10 | buy | 447 | 0.10 | 111.637 | 110.837 | 113.237 | ||
| 894 | 2005.09.23 03:55 | close | 447 | 0.10 | 111.624 | 110.837 | 113.237 | 410.00 | 1197690.00 |
| 895 | 2005.09.23 04:10 | sell | 448 | 0.10 | 111.689 | 112.489 | 110.489 | ||
| 896 | 2005.09.23 04:28 | close | 448 | 0.10 | 111.582 | 112.489 | 110.489 | 1070.00 | 1198760.00 |
| 897 | 2005.09.26 21:22 | buy | 449 | 0.10 | 112.262 | 111.462 | 113.862 | ||
| 898 | 2005.09.26 21:40 | close | 449 | 0.10 | 112.315 | 111.462 | 113.862 | 530.00 | 1199290.00 |
| 899 | 2005.09.26 21:53 | buy | 450 | 0.10 | 112.257 | 111.457 | 113.857 | ||
| 900 | 2005.09.27 01:15 | close | 450 | 0.10 | 112.278 | 111.457 | 113.857 | 390.00 | 1199680.00 |