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 |
| 901 | 2005.09.27 21:55 | buy | 451 | 0.10 | 113.283 | 112.483 | 114.883 | ||
| 902 | 2005.09.27 22:08 | close | 451 | 0.10 | 113.363 | 112.483 | 114.883 | 800.00 | 1200480.00 |
| 903 | 2005.09.28 09:20 | buy | 452 | 0.10 | 112.931 | 112.131 | 114.531 | ||
| 904 | 2005.09.28 10:41 | close | 452 | 0.10 | 113.012 | 112.131 | 114.531 | 810.00 | 1201290.00 |
| 905 | 2005.09.28 23:21 | buy | 453 | 0.10 | 113.074 | 112.274 | 114.674 | ||
| 906 | 2005.09.29 02:46 | close | 453 | 0.10 | 113.005 | 112.274 | 114.674 | -510.00 | 1200780.00 |
| 907 | 2005.09.29 21:05 | buy | 454 | 0.10 | 112.936 | 112.136 | 114.536 | ||
| 908 | 2005.09.30 00:10 | close | 454 | 0.10 | 113.101 | 112.136 | 114.536 | 2190.00 | 1202970.00 |
| 909 | 2005.10.03 21:33 | buy | 455 | 0.10 | 114.131 | 113.331 | 115.731 | ||
| 910 | 2005.10.03 21:47 | close | 455 | 0.10 | 114.195 | 113.331 | 115.731 | 640.00 | 1203610.00 |
| 911 | 2005.10.03 22:45 | buy | 456 | 0.10 | 114.107 | 113.307 | 115.707 | ||
| 912 | 2005.10.04 01:00 | close | 456 | 0.10 | 114.134 | 113.307 | 115.707 | 450.00 | 1204060.00 |
| 913 | 2005.10.04 22:35 | buy | 457 | 0.10 | 114.167 | 113.367 | 115.767 | ||
| 914 | 2005.10.05 00:45 | close | 457 | 0.10 | 114.309 | 113.367 | 115.767 | 1600.00 | 1205660.00 |
| 915 | 2005.10.05 06:00 | buy | 458 | 0.10 | 113.937 | 113.137 | 115.537 | ||
| 916 | 2005.10.05 09:10 | close | 458 | 0.10 | 113.953 | 113.137 | 115.537 | 160.00 | 1205820.00 |
| 917 | 2005.10.05 12:00 | buy | 459 | 0.10 | 113.627 | 112.827 | 115.227 | ||
| 918 | 2005.10.05 13:01 | close | 459 | 0.10 | 113.692 | 112.827 | 115.227 | 650.00 | 1206470.00 |
| 919 | 2005.10.06 21:00 | buy | 460 | 0.10 | 113.159 | 112.359 | 114.759 | ||
| 920 | 2005.10.06 22:32 | close | 460 | 0.10 | 113.211 | 112.359 | 114.759 | 520.00 | 1206990.00 |
| 921 | 2005.10.10 01:20 | buy | 461 | 0.10 | 113.738 | 112.938 | 115.338 | ||
| 922 | 2005.10.10 03:55 | close | 461 | 0.10 | 113.750 | 112.938 | 115.338 | 120.00 | 1207110.00 |
| 923 | 2005.10.10 22:30 | buy | 462 | 0.10 | 114.137 | 113.337 | 115.737 | ||
| 924 | 2005.10.11 01:10 | close | 462 | 0.10 | 114.138 | 113.337 | 115.737 | 190.00 | 1207300.00 |
| 925 | 2005.10.11 12:00 | buy | 463 | 0.10 | 113.832 | 113.032 | 115.432 | ||
| 926 | 2005.10.11 12:06 | close | 463 | 0.10 | 113.908 | 113.032 | 115.432 | 760.00 | 1208060.00 |
| 927 | 2005.10.13 22:10 | buy | 464 | 0.10 | 114.484 | 113.684 | 116.084 | ||
| 928 | 2005.10.14 03:20 | close | 464 | 0.10 | 114.659 | 113.684 | 116.084 | 2290.00 | 1210350.00 |
| 929 | 2005.10.14 03:55 | sell | 465 | 0.10 | 114.741 | 115.541 | 113.541 | ||
| 930 | 2005.10.14 05:24 | close | 465 | 0.10 | 114.565 | 115.541 | 113.541 | 1760.00 | 1212110.00 |
| 931 | 2005.10.17 01:15 | sell | 466 | 0.10 | 114.233 | 115.033 | 113.033 | ||
| 932 | 2005.10.17 03:10 | close | 466 | 0.10 | 114.139 | 115.033 | 113.033 | 940.00 | 1213050.00 |
| 933 | 2005.10.19 12:00 | buy | 467 | 0.10 | 115.649 | 114.849 | 117.249 | ||
| 934 | 2005.10.19 14:39 | close | 467 | 0.10 | 115.565 | 114.849 | 117.249 | -840.00 | 1212210.00 |
| 935 | 2005.10.19 21:20 | buy | 468 | 0.10 | 115.420 | 114.620 | 117.020 | ||
| 936 | 2005.10.20 03:55 | close | 468 | 0.10 | 115.510 | 114.620 | 117.020 | 1080.00 | 1213290.00 |
| 937 | 2005.10.20 09:57 | buy | 469 | 0.10 | 115.456 | 114.656 | 117.056 | ||
| 938 | 2005.10.20 10:06 | close | 469 | 0.10 | 115.540 | 114.656 | 117.056 | 840.00 | 1214130.00 |
| 939 | 2005.10.24 09:10 | buy | 470 | 0.10 | 115.673 | 114.873 | 117.273 | ||
| 940 | 2005.10.24 11:01 | close | 470 | 0.10 | 115.708 | 114.873 | 117.273 | 350.00 | 1214480.00 |
| 941 | 2005.10.24 19:10 | buy | 471 | 0.10 | 115.170 | 114.370 | 116.770 | ||
| 942 | 2005.10.24 19:35 | close | 471 | 0.10 | 115.333 | 114.370 | 116.770 | 1630.00 | 1216110.00 |
| 943 | 2005.10.24 22:50 | buy | 472 | 0.10 | 115.457 | 114.657 | 117.057 | ||
| 944 | 2005.10.25 02:10 | close | 472 | 0.10 | 115.522 | 114.657 | 117.057 | 830.00 | 1216940.00 |
| 945 | 2005.10.25 19:00 | buy | 473 | 0.10 | 114.782 | 113.982 | 116.382 | ||
| 946 | 2005.10.25 19:41 | close | 473 | 0.10 | 114.860 | 113.982 | 116.382 | 780.00 | 1217720.00 |
| 947 | 2005.10.27 06:45 | buy | 474 | 0.10 | 115.449 | 114.649 | 117.049 | ||
| 948 | 2005.10.27 08:22 | close | 474 | 0.10 | 115.355 | 114.649 | 117.049 | -940.00 | 1216780.00 |
| 949 | 2005.10.27 19:00 | buy | 475 | 0.10 | 115.150 | 114.350 | 116.750 | ||
| 950 | 2005.10.27 19:55 | close | 475 | 0.10 | 115.305 | 114.350 | 116.750 | 1550.00 | 1218330.00 |
| 951 | 2005.11.01 12:00 | buy | 476 | 0.10 | 116.503 | 115.703 | 118.103 | ||
| 952 | 2005.11.01 12:29 | close | 476 | 0.10 | 116.577 | 115.703 | 118.103 | 740.00 | 1219070.00 |
| 953 | 2005.11.03 22:20 | buy | 477 | 0.10 | 117.128 | 116.328 | 118.728 | ||
| 954 | 2005.11.04 00:50 | close | 477 | 0.10 | 117.262 | 116.328 | 118.728 | 1880.00 | 1220950.00 |
| 955 | 2005.11.07 12:52 | buy | 478 | 0.10 | 117.745 | 116.945 | 119.345 | ||
| 956 | 2005.11.07 14:19 | close | 478 | 0.10 | 117.806 | 116.945 | 119.345 | 610.00 | 1221560.00 |
| 957 | 2005.11.08 12:30 | buy | 479 | 0.10 | 117.772 | 116.972 | 119.372 | ||
| 958 | 2005.11.08 13:30 | close | 479 | 0.10 | 117.842 | 116.972 | 119.372 | 700.00 | 1222260.00 |
| 959 | 2005.11.08 19:00 | buy | 480 | 0.10 | 117.110 | 116.310 | 118.710 | ||
| 960 | 2005.11.08 21:08 | close | 480 | 0.10 | 117.188 | 116.310 | 118.710 | 780.00 | 1223040.00 |
| 961 | 2005.11.09 20:45 | buy | 481 | 0.10 | 117.489 | 116.689 | 119.089 | ||
| 962 | 2005.11.10 01:25 | close | 481 | 0.10 | 117.659 | 116.689 | 119.089 | 1880.00 | 1224920.00 |
| 963 | 2005.11.11 06:00 | buy | 482 | 0.10 | 117.708 | 116.908 | 119.308 | ||
| 964 | 2005.11.11 07:30 | close | 482 | 0.10 | 117.747 | 116.908 | 119.308 | 390.00 | 1225310.00 |
| 965 | 2005.11.14 20:25 | buy | 483 | 0.10 | 118.703 | 117.903 | 120.303 | ||
| 966 | 2005.11.15 02:55 | close | 483 | 0.10 | 118.790 | 117.903 | 120.303 | 1050.00 | 1226360.00 |
| 967 | 2005.11.15 21:56 | buy | 484 | 0.10 | 118.922 | 118.122 | 120.522 | ||
| 968 | 2005.11.16 00:48 | close | 484 | 0.10 | 118.928 | 118.122 | 120.522 | 240.00 | 1226600.00 |
| 969 | 2005.11.17 20:30 | buy | 485 | 0.10 | 118.600 | 117.800 | 120.200 | ||
| 970 | 2005.11.18 00:20 | close | 485 | 0.10 | 118.910 | 117.800 | 120.200 | 3640.00 | 1230240.00 |
| 971 | 2005.11.21 12:00 | buy | 486 | 0.10 | 118.800 | 118.000 | 120.400 | ||
| 972 | 2005.11.21 12:08 | close | 486 | 0.10 | 118.867 | 118.000 | 120.400 | 670.00 | 1230910.00 |
| 973 | 2005.11.22 12:37 | buy | 487 | 0.10 | 119.165 | 118.365 | 120.765 | ||
| 974 | 2005.11.22 12:51 | close | 487 | 0.10 | 119.233 | 118.365 | 120.765 | 680.00 | 1231590.00 |
| 975 | 2005.11.22 21:06 | buy | 488 | 0.10 | 119.183 | 118.383 | 120.783 | ||
| 976 | 2005.11.23 01:18 | close | 488 | 0.10 | 118.792 | 118.383 | 120.783 | -3730.00 | 1227860.00 |
| 977 | 2005.11.23 06:45 | buy | 489 | 0.10 | 118.633 | 117.833 | 120.233 | ||
| 978 | 2005.11.23 11:30 | close | 489 | 0.10 | 118.578 | 117.833 | 120.233 | -550.00 | 1227310.00 |
| 979 | 2005.11.23 22:40 | buy | 490 | 0.10 | 118.695 | 117.895 | 120.295 | ||
| 980 | 2005.11.24 00:10 | close | 490 | 0.10 | 118.710 | 117.895 | 120.295 | 330.00 | 1227640.00 |
| 981 | 2005.11.24 21:35 | buy | 491 | 0.10 | 118.875 | 118.075 | 120.475 | ||
| 982 | 2005.11.25 01:35 | close | 491 | 0.10 | 119.066 | 118.075 | 120.475 | 2450.00 | 1230090.00 |
| 983 | 2005.11.25 02:55 | sell | 492 | 0.10 | 119.281 | 120.081 | 118.081 | ||
| 984 | 2005.11.25 07:20 | close | 492 | 0.10 | 119.275 | 120.081 | 118.081 | 60.00 | 1230150.00 |
| 985 | 2005.11.28 12:09 | buy | 493 | 0.10 | 119.790 | 118.990 | 121.390 | ||
| 986 | 2005.11.28 15:37 | close | 493 | 0.10 | 119.813 | 118.990 | 121.390 | 230.00 | 1230380.00 |
| 987 | 2005.11.28 19:00 | buy | 494 | 0.10 | 119.242 | 118.442 | 120.842 | ||
| 988 | 2005.11.28 21:09 | s/l | 494 | 0.10 | 118.442 | 118.442 | 120.842 | -8000.00 | 1222380.00 |
| 989 | 2005.11.29 01:05 | buy | 495 | 0.10 | 118.820 | 118.020 | 120.420 | ||
| 990 | 2005.11.29 01:17 | close | 495 | 0.10 | 118.887 | 118.020 | 120.420 | 670.00 | 1223050.00 |
| 991 | 2005.11.30 21:03 | buy | 496 | 0.10 | 119.646 | 118.846 | 121.246 | ||
| 992 | 2005.11.30 21:13 | close | 496 | 0.10 | 119.723 | 118.846 | 121.246 | 770.00 | 1223820.00 |
| 993 | 2005.12.01 21:03 | buy | 497 | 0.10 | 120.432 | 119.632 | 122.032 | ||
| 994 | 2005.12.01 23:21 | close | 497 | 0.10 | 120.507 | 119.632 | 122.032 | 750.00 | 1224570.00 |
| 995 | 2005.12.05 12:45 | buy | 498 | 0.10 | 121.126 | 120.326 | 122.726 | ||
| 996 | 2005.12.05 17:47 | close | 498 | 0.10 | 120.934 | 120.326 | 122.726 | -1920.00 | 1222650.00 |
| 997 | 2005.12.08 12:15 | buy | 499 | 0.10 | 120.300 | 119.500 | 121.900 | ||
| 998 | 2005.12.08 12:27 | close | 499 | 0.10 | 120.401 | 119.500 | 121.900 | 1010.00 | 1223660.00 |
| 999 | 2005.12.08 20:00 | buy | 500 | 0.10 | 120.140 | 119.340 | 121.740 | ||
| 1000 | 2005.12.08 21:50 | close | 500 | 0.10 | 120.315 | 119.340 | 121.740 | 1750.00 | 1225410.00 |
| 1001 | 2005.12.09 02:55 | sell | 501 | 0.10 | 120.686 | 121.486 | 119.486 | ||
| 1002 | 2005.12.09 04:56 | close | 501 | 0.10 | 120.573 | 121.486 | 119.486 | 1130.00 | 1226540.00 |
| 1003 | 2005.12.12 15:30 | buy | 502 | 0.10 | 120.012 | 119.212 | 121.612 | ||
| 1004 | 2005.12.12 16:55 | close | 502 | 0.10 | 120.067 | 119.212 | 121.612 | 550.00 | 1227090.00 |
| 1005 | 2005.12.12 19:00 | buy | 503 | 0.10 | 119.894 | 119.094 | 121.494 | ||
| 1006 | 2005.12.12 20:42 | close | 503 | 0.10 | 119.661 | 119.094 | 121.494 | -2330.00 | 1224760.00 |
| 1007 | 2005.12.13 01:55 | sell | 504 | 0.10 | 119.955 | 120.755 | 118.755 | ||
| 1008 | 2005.12.13 02:20 | close | 504 | 0.10 | 119.860 | 120.755 | 118.755 | 950.00 | 1225710.00 |
| 1009 | 2005.12.13 11:00 | sell | 505 | 0.10 | 120.165 | 120.965 | 118.965 | ||
| 1010 | 2005.12.13 11:44 | close | 505 | 0.10 | 120.094 | 120.965 | 118.965 | 710.00 | 1226420.00 |
| 1011 | 2005.12.16 01:00 | sell | 506 | 0.10 | 116.415 | 117.215 | 115.215 | ||
| 1012 | 2005.12.16 01:55 | close | 506 | 0.10 | 116.323 | 117.215 | 115.215 | 920.00 | 1227340.00 |
| 1013 | 2005.12.19 20:00 | buy | 507 | 0.10 | 116.005 | 115.205 | 117.605 | ||
| 1014 | 2005.12.20 02:55 | close | 507 | 0.10 | 116.246 | 115.205 | 117.605 | 2590.00 | 1229930.00 |
| 1015 | 2005.12.20 03:10 | sell | 508 | 0.10 | 116.325 | 117.125 | 115.125 | ||
| 1016 | 2005.12.20 03:15 | close | 508 | 0.10 | 116.247 | 117.125 | 115.125 | 780.00 | 1230710.00 |
| 1017 | 2005.12.20 03:30 | sell | 509 | 0.10 | 116.428 | 117.228 | 115.228 | ||
| 1018 | 2005.12.20 04:00 | close | 509 | 0.10 | 116.354 | 117.228 | 115.228 | 740.00 | 1231450.00 |
| 1019 | 2005.12.21 01:10 | sell | 510 | 0.10 | 117.270 | 118.070 | 116.070 | ||
| 1020 | 2005.12.21 02:05 | close | 510 | 0.10 | 117.179 | 118.070 | 116.070 | 910.00 | 1232360.00 |
| 1021 | 2005.12.22 20:50 | buy | 511 | 0.10 | 116.610 | 115.810 | 118.210 | ||
| 1022 | 2005.12.23 02:55 | close | 511 | 0.10 | 116.661 | 115.810 | 118.210 | 1050.00 | 1233410.00 |
| 1023 | 2005.12.26 01:00 | sell | 512 | 0.10 | 116.430 | 117.230 | 115.230 | ||
| 1024 | 2005.12.26 01:35 | close | 512 | 0.10 | 116.333 | 117.230 | 115.230 | 970.00 | 1234380.00 |
| 1025 | 2006.01.04 01:15 | sell | 513 | 0.10 | 116.245 | 117.045 | 115.045 | ||
| 1026 | 2006.01.04 01:37 | close | 513 | 0.10 | 116.175 | 117.045 | 115.045 | 700.00 | 1235080.00 |
| 1027 | 2006.01.04 12:32 | sell | 514 | 0.10 | 116.200 | 117.000 | 115.000 | ||
| 1028 | 2006.01.04 14:02 | close | 514 | 0.10 | 116.199 | 117.000 | 115.000 | 10.00 | 1235090.00 |
| 1029 | 2006.01.04 20:15 | buy | 515 | 0.10 | 115.952 | 115.152 | 117.552 | ||
| 1030 | 2006.01.04 23:40 | close | 515 | 0.10 | 116.085 | 115.152 | 117.552 | 1330.00 | 1236420.00 |
| 1031 | 2006.01.05 12:22 | sell | 516 | 0.10 | 116.226 | 117.026 | 115.026 | ||
| 1032 | 2006.01.05 14:54 | close | 516 | 0.10 | 116.232 | 117.026 | 115.026 | -60.00 | 1236360.00 |
| 1033 | 2006.01.09 01:00 | sell | 517 | 0.10 | 114.500 | 115.300 | 113.300 | ||
| 1034 | 2006.01.09 02:07 | close | 517 | 0.10 | 114.428 | 115.300 | 113.300 | 720.00 | 1237080.00 |
| 1035 | 2006.01.09 20:35 | buy | 518 | 0.10 | 114.405 | 113.605 | 116.005 | ||
| 1036 | 2006.01.10 02:05 | close | 518 | 0.10 | 114.583 | 113.605 | 116.005 | 1960.00 | 1239040.00 |
| 1037 | 2006.01.10 12:04 | sell | 519 | 0.10 | 114.411 | 115.211 | 113.211 | ||
| 1038 | 2006.01.10 12:12 | close | 519 | 0.10 | 114.320 | 115.211 | 113.211 | 910.00 | 1239950.00 |
| 1039 | 2006.01.12 01:55 | sell | 520 | 0.10 | 114.297 | 115.097 | 113.097 | ||
| 1040 | 2006.01.12 02:50 | close | 520 | 0.10 | 114.197 | 115.097 | 113.097 | 1000.00 | 1240950.00 |
| 1041 | 2006.01.12 20:00 | buy | 521 | 0.10 | 114.225 | 113.425 | 115.825 | ||
| 1042 | 2006.01.13 00:45 | close | 521 | 0.10 | 114.510 | 113.425 | 115.825 | 3390.00 | 1244340.00 |
| 1043 | 2006.01.13 02:55 | sell | 522 | 0.10 | 114.655 | 115.455 | 113.455 | ||
| 1044 | 2006.01.13 04:29 | close | 522 | 0.10 | 114.544 | 115.455 | 113.455 | 1110.00 | 1245450.00 |
| 1045 | 2006.01.17 01:00 | sell | 523 | 0.10 | 115.107 | 115.907 | 113.907 | ||
| 1046 | 2006.01.17 02:10 | close | 523 | 0.10 | 115.015 | 115.907 | 113.907 | 920.00 | 1246370.00 |
| 1047 | 2006.01.17 21:49 | buy | 524 | 0.10 | 115.539 | 114.739 | 117.139 | ||
| 1048 | 2006.01.18 00:06 | close | 524 | 0.10 | 115.475 | 114.739 | 117.139 | -460.00 | 1245910.00 |
| 1049 | 2006.01.19 01:45 | sell | 525 | 0.10 | 115.335 | 116.135 | 114.135 | ||
| 1050 | 2006.01.19 01:55 | close | 525 | 0.10 | 115.221 | 116.135 | 114.135 | 1140.00 | 1247050.00 |