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 |
| 1051 | 2006.01.19 23:25 | buy | 526 | 0.10 | 115.420 | 114.620 | 117.020 | ||
| 1052 | 2006.01.20 02:55 | close | 526 | 0.10 | 115.576 | 114.620 | 117.020 | 2100.00 | 1249150.00 |
| 1053 | 2006.01.20 02:55 | sell | 527 | 0.10 | 115.576 | 116.376 | 114.376 | ||
| 1054 | 2006.01.20 07:20 | close | 527 | 0.10 | 115.584 | 116.376 | 114.376 | -80.00 | 1249070.00 |
| 1055 | 2006.01.24 01:00 | sell | 528 | 0.10 | 114.537 | 115.337 | 113.337 | ||
| 1056 | 2006.01.24 01:22 | close | 528 | 0.10 | 114.432 | 115.337 | 113.337 | 1050.00 | 1250120.00 |
| 1057 | 2006.01.24 06:06 | sell | 529 | 0.10 | 114.769 | 115.569 | 113.569 | ||
| 1058 | 2006.01.24 07:14 | close | 529 | 0.10 | 114.739 | 115.569 | 113.569 | 300.00 | 1250420.00 |
| 1059 | 2006.01.24 18:25 | buy | 530 | 0.10 | 114.597 | 113.797 | 116.197 | ||
| 1060 | 2006.01.25 00:40 | close | 530 | 0.10 | 114.799 | 113.797 | 116.197 | 2200.00 | 1252620.00 |
| 1061 | 2006.01.30 23:40 | buy | 531 | 0.10 | 117.550 | 116.750 | 119.150 | ||
| 1062 | 2006.01.31 00:06 | close | 531 | 0.10 | 117.611 | 116.750 | 119.150 | 790.00 | 1253410.00 |
| 1063 | 2006.01.31 09:15 | buy | 532 | 0.10 | 117.343 | 116.543 | 118.943 | ||
| 1064 | 2006.01.31 10:40 | close | 532 | 0.10 | 117.292 | 116.543 | 118.943 | -510.00 | 1252900.00 |
| 1065 | 2006.02.02 12:14 | buy | 533 | 0.10 | 118.407 | 117.607 | 120.007 | ||
| 1066 | 2006.02.02 12:29 | close | 533 | 0.10 | 118.481 | 117.607 | 120.007 | 740.00 | 1253640.00 |
| 1067 | 2006.02.07 14:40 | buy | 534 | 0.10 | 117.884 | 117.084 | 119.484 | ||
| 1068 | 2006.02.07 14:52 | close | 534 | 0.10 | 117.957 | 117.084 | 119.484 | 730.00 | 1254370.00 |
| 1069 | 2006.02.08 01:00 | buy | 535 | 0.10 | 117.754 | 116.954 | 119.354 | ||
| 1070 | 2006.02.08 02:01 | close | 535 | 0.10 | 117.697 | 116.954 | 119.354 | -570.00 | 1253800.00 |
| 1071 | 2006.02.08 22:45 | buy | 536 | 0.10 | 118.515 | 117.715 | 120.115 | ||
| 1072 | 2006.02.09 00:55 | close | 536 | 0.10 | 118.535 | 117.715 | 120.115 | 380.00 | 1254180.00 |
| 1073 | 2006.02.09 12:25 | buy | 537 | 0.10 | 118.449 | 117.649 | 120.049 | ||
| 1074 | 2006.02.09 13:11 | close | 537 | 0.10 | 118.498 | 117.649 | 120.049 | 490.00 | 1254670.00 |
| 1075 | 2006.02.09 22:55 | buy | 538 | 0.10 | 118.791 | 117.991 | 120.391 | ||
| 1076 | 2006.02.10 02:55 | close | 538 | 0.10 | 118.876 | 117.991 | 120.391 | 1390.00 | 1256060.00 |
| 1077 | 2006.02.10 06:00 | buy | 539 | 0.10 | 118.406 | 117.606 | 120.006 | ||
| 1078 | 2006.02.10 09:38 | s/l | 539 | 0.10 | 117.606 | 117.606 | 120.006 | -8000.00 | 1248060.00 |
| 1079 | 2006.02.14 21:10 | buy | 540 | 0.10 | 117.449 | 116.649 | 119.049 | ||
| 1080 | 2006.02.15 01:40 | close | 540 | 0.10 | 117.658 | 116.649 | 119.049 | 2270.00 | 1250330.00 |
| 1081 | 2006.02.15 02:55 | sell | 541 | 0.10 | 117.686 | 118.486 | 116.486 | ||
| 1082 | 2006.02.15 07:02 | close | 541 | 0.10 | 117.571 | 118.486 | 116.486 | 1150.00 | 1251480.00 |
| 1083 | 2006.02.21 21:00 | buy | 542 | 0.10 | 118.763 | 117.963 | 120.363 | ||
| 1084 | 2006.02.21 22:40 | close | 542 | 0.10 | 118.760 | 117.963 | 120.363 | -30.00 | 1251450.00 |
| 1085 | 2006.02.22 22:35 | buy | 543 | 0.10 | 118.502 | 117.702 | 120.102 | ||
| 1086 | 2006.02.23 02:55 | close | 543 | 0.10 | 118.391 | 117.702 | 120.102 | -930.00 | 1250520.00 |
| 1087 | 2006.02.23 06:15 | buy | 544 | 0.10 | 118.122 | 117.322 | 119.722 | ||
| 1088 | 2006.02.23 09:35 | close | 544 | 0.10 | 117.613 | 117.322 | 119.722 | -5090.00 | 1245430.00 |
| 1089 | 2006.02.23 18:15 | buy | 545 | 0.10 | 117.055 | 116.255 | 118.655 | ||
| 1090 | 2006.02.24 02:55 | close | 545 | 0.10 | 116.619 | 116.255 | 118.655 | -3820.00 | 1241610.00 |
| 1091 | 2006.02.27 01:00 | sell | 546 | 0.10 | 117.020 | 117.820 | 115.820 | ||
| 1092 | 2006.02.27 02:13 | close | 546 | 0.10 | 116.907 | 117.820 | 115.820 | 1130.00 | 1242740.00 |
| 1093 | 2006.02.28 04:30 | sell | 547 | 0.10 | 116.438 | 117.238 | 115.238 | ||
| 1094 | 2006.02.28 04:39 | close | 547 | 0.10 | 116.372 | 117.238 | 115.238 | 660.00 | 1243400.00 |
| 1095 | 2006.03.01 01:05 | sell | 548 | 0.10 | 115.816 | 116.616 | 114.616 | ||
| 1096 | 2006.03.01 01:29 | close | 548 | 0.10 | 115.624 | 116.616 | 114.616 | 1920.00 | 1245320.00 |
| 1097 | 2006.03.01 12:26 | sell | 549 | 0.10 | 115.932 | 116.732 | 114.732 | ||
| 1098 | 2006.03.01 13:39 | close | 549 | 0.10 | 116.178 | 116.732 | 114.732 | -2460.00 | 1242860.00 |
| 1099 | 2006.03.02 20:10 | buy | 550 | 0.10 | 116.054 | 115.254 | 117.654 | ||
| 1100 | 2006.03.03 02:40 | close | 550 | 0.10 | 116.205 | 115.254 | 117.654 | 2050.00 | 1244910.00 |
| 1101 | 2006.03.08 01:35 | buy | 551 | 0.10 | 117.672 | 116.872 | 119.272 | ||
| 1102 | 2006.03.08 02:01 | close | 551 | 0.10 | 117.741 | 116.872 | 119.272 | 690.00 | 1245600.00 |
| 1103 | 2006.03.09 22:45 | buy | 552 | 0.10 | 118.168 | 117.368 | 119.768 | ||
| 1104 | 2006.03.10 02:45 | close | 552 | 0.10 | 118.339 | 117.368 | 119.768 | 2250.00 | 1247850.00 |
| 1105 | 2006.03.10 03:05 | sell | 553 | 0.10 | 118.553 | 119.353 | 117.353 | ||
| 1106 | 2006.03.10 03:15 | close | 553 | 0.10 | 118.402 | 119.353 | 117.353 | 1510.00 | 1249360.00 |
| 1107 | 2006.03.13 21:03 | buy | 554 | 0.10 | 119.010 | 118.210 | 120.610 | ||
| 1108 | 2006.03.14 04:30 | close | 554 | 0.10 | 118.595 | 118.210 | 120.610 | -3970.00 | 1245390.00 |
| 1109 | 2006.03.14 21:20 | buy | 555 | 0.10 | 117.410 | 116.610 | 119.010 | ||
| 1110 | 2006.03.15 02:05 | close | 555 | 0.10 | 117.694 | 116.610 | 119.010 | 3020.00 | 1248410.00 |
| 1111 | 2006.03.16 01:05 | sell | 556 | 0.10 | 117.428 | 118.228 | 116.228 | ||
| 1112 | 2006.03.16 04:45 | close | 556 | 0.10 | 117.455 | 118.228 | 116.228 | -270.00 | 1248140.00 |
| 1113 | 2006.03.17 01:20 | sell | 557 | 0.10 | 116.937 | 117.737 | 115.737 | ||
| 1114 | 2006.03.17 02:09 | close | 557 | 0.10 | 116.847 | 117.737 | 115.737 | 900.00 | 1249040.00 |
| 1115 | 2006.03.20 01:00 | buy | 558 | 0.10 | 116.034 | 115.234 | 117.634 | ||
| 1116 | 2006.03.20 03:40 | close | 558 | 0.10 | 116.343 | 115.234 | 117.634 | 3090.00 | 1252130.00 |
| 1117 | 2006.03.20 03:54 | sell | 559 | 0.10 | 116.258 | 117.058 | 115.058 | ||
| 1118 | 2006.03.20 08:05 | close | 559 | 0.10 | 116.183 | 117.058 | 115.058 | 750.00 | 1252880.00 |
| 1119 | 2006.03.20 12:57 | sell | 560 | 0.10 | 116.138 | 116.938 | 114.938 | ||
| 1120 | 2006.03.20 14:19 | close | 560 | 0.10 | 116.075 | 116.938 | 114.938 | 630.00 | 1253510.00 |
| 1121 | 2006.03.23 22:55 | buy | 561 | 0.10 | 117.905 | 117.105 | 119.505 | ||
| 1122 | 2006.03.24 02:45 | close | 561 | 0.10 | 118.015 | 117.105 | 119.505 | 1640.00 | 1255150.00 |
| 1123 | 2006.03.29 19:00 | buy | 562 | 0.10 | 117.794 | 116.994 | 119.394 | ||
| 1124 | 2006.03.30 03:54 | close | 562 | 0.10 | 117.708 | 116.994 | 119.394 | -680.00 | 1254470.00 |
| 1125 | 2006.03.30 04:05 | sell | 563 | 0.10 | 117.729 | 118.529 | 116.529 | ||
| 1126 | 2006.03.30 06:14 | close | 563 | 0.10 | 117.628 | 118.529 | 116.529 | 1010.00 | 1255480.00 |
| 1127 | 2006.04.03 01:45 | buy | 564 | 0.10 | 117.611 | 116.811 | 119.211 | ||
| 1128 | 2006.04.03 02:05 | close | 564 | 0.10 | 117.685 | 116.811 | 119.211 | 740.00 | 1256220.00 |
| 1129 | 2006.04.04 21:05 | buy | 565 | 0.10 | 117.430 | 116.630 | 119.030 | ||
| 1130 | 2006.04.05 00:10 | close | 565 | 0.10 | 117.566 | 116.630 | 119.030 | 1540.00 | 1257760.00 |
| 1131 | 2006.04.05 12:20 | sell | 566 | 0.10 | 117.367 | 118.167 | 116.167 | ||
| 1132 | 2006.04.05 13:50 | close | 566 | 0.10 | 117.450 | 118.167 | 116.167 | -830.00 | 1256930.00 |
| 1133 | 2006.04.06 01:35 | sell | 567 | 0.10 | 117.447 | 118.247 | 116.247 | ||
| 1134 | 2006.04.06 04:35 | close | 567 | 0.10 | 117.427 | 118.247 | 116.247 | 200.00 | 1257130.00 |
| 1135 | 2006.04.10 01:00 | buy | 568 | 0.10 | 118.181 | 117.381 | 119.781 | ||
| 1136 | 2006.04.10 03:55 | close | 568 | 0.10 | 118.163 | 117.381 | 119.781 | -180.00 | 1256950.00 |
| 1137 | 2006.04.10 21:35 | buy | 569 | 0.10 | 118.507 | 117.707 | 120.107 | ||
| 1138 | 2006.04.11 01:16 | close | 569 | 0.10 | 118.400 | 117.707 | 120.107 | -890.00 | 1256060.00 |
| 1139 | 2006.04.11 20:00 | buy | 570 | 0.10 | 118.386 | 117.586 | 119.986 | ||
| 1140 | 2006.04.12 00:15 | close | 570 | 0.10 | 118.303 | 117.586 | 119.986 | -650.00 | 1255410.00 |
| 1141 | 2006.04.12 23:25 | buy | 571 | 0.10 | 118.465 | 117.665 | 120.065 | ||
| 1142 | 2006.04.13 02:45 | close | 571 | 0.10 | 118.526 | 117.665 | 120.065 | 790.00 | 1256200.00 |
| 1143 | 2006.04.13 22:05 | buy | 572 | 0.10 | 118.415 | 117.615 | 120.015 | ||
| 1144 | 2006.04.14 02:35 | close | 572 | 0.10 | 118.687 | 117.615 | 120.015 | 3260.00 | 1259460.00 |
| 1145 | 2006.04.17 01:00 | buy | 573 | 0.10 | 118.456 | 117.656 | 120.056 | ||
| 1146 | 2006.04.17 01:02 | close | 573 | 0.10 | 118.520 | 117.656 | 120.056 | 640.00 | 1260100.00 |
| 1147 | 2006.04.17 01:17 | buy | 574 | 0.10 | 118.438 | 117.638 | 120.038 | ||
| 1148 | 2006.04.17 01:46 | close | 574 | 0.10 | 118.510 | 117.638 | 120.038 | 720.00 | 1260820.00 |
| 1149 | 2006.04.17 15:00 | buy | 575 | 0.10 | 117.958 | 117.158 | 119.558 | ||
| 1150 | 2006.04.17 16:02 | close | 575 | 0.10 | 117.893 | 117.158 | 119.558 | -650.00 | 1260170.00 |
| 1151 | 2006.04.19 21:00 | buy | 576 | 0.10 | 117.354 | 116.554 | 118.954 | ||
| 1152 | 2006.04.20 03:55 | close | 576 | 0.10 | 117.494 | 116.554 | 118.954 | 1580.00 | 1261750.00 |
| 1153 | 2006.04.20 03:55 | sell | 577 | 0.10 | 117.494 | 118.294 | 116.294 | ||
| 1154 | 2006.04.20 04:05 | close | 577 | 0.10 | 117.419 | 118.294 | 116.294 | 750.00 | 1262500.00 |
| 1155 | 2006.04.20 04:20 | sell | 578 | 0.10 | 117.554 | 118.354 | 116.354 | ||
| 1156 | 2006.04.20 04:30 | close | 578 | 0.10 | 117.479 | 118.354 | 116.354 | 750.00 | 1263250.00 |
| 1157 | 2006.04.21 01:40 | sell | 579 | 0.10 | 117.523 | 118.323 | 116.323 | ||
| 1158 | 2006.04.21 02:00 | close | 579 | 0.10 | 117.431 | 118.323 | 116.323 | 920.00 | 1264170.00 |
| 1159 | 2006.04.25 01:50 | buy | 580 | 0.10 | 114.609 | 113.809 | 116.209 | ||
| 1160 | 2006.04.25 02:45 | close | 580 | 0.10 | 114.739 | 113.809 | 116.209 | 1300.00 | 1265470.00 |
| 1161 | 2006.04.25 12:10 | sell | 581 | 0.10 | 114.587 | 115.387 | 113.387 | ||
| 1162 | 2006.04.25 13:48 | close | 581 | 0.10 | 114.630 | 115.387 | 113.387 | -430.00 | 1265040.00 |
| 1163 | 2006.04.26 01:35 | sell | 582 | 0.10 | 114.973 | 115.773 | 113.773 | ||
| 1164 | 2006.04.26 02:35 | close | 582 | 0.10 | 114.837 | 115.773 | 113.773 | 1360.00 | 1266400.00 |
| 1165 | 2006.04.27 23:15 | buy | 583 | 0.10 | 114.120 | 113.320 | 115.720 | ||
| 1166 | 2006.04.28 03:50 | close | 583 | 0.10 | 114.273 | 113.320 | 115.720 | 2070.00 | 1268470.00 |
| 1167 | 2006.04.28 03:55 | sell | 584 | 0.10 | 114.295 | 115.095 | 113.095 | ||
| 1168 | 2006.04.28 07:50 | close | 584 | 0.10 | 114.263 | 115.095 | 113.095 | 320.00 | 1268790.00 |
| 1169 | 2006.05.02 01:15 | sell | 585 | 0.10 | 113.652 | 114.452 | 112.452 | ||
| 1170 | 2006.05.02 01:37 | close | 585 | 0.10 | 113.543 | 114.452 | 112.452 | 1090.00 | 1269880.00 |
| 1171 | 2006.05.03 01:05 | sell | 586 | 0.10 | 113.375 | 114.175 | 112.175 | ||
| 1172 | 2006.05.03 01:40 | close | 586 | 0.10 | 113.295 | 114.175 | 112.175 | 800.00 | 1270680.00 |
| 1173 | 2006.05.04 21:55 | buy | 587 | 0.10 | 113.449 | 112.649 | 115.049 | ||
| 1174 | 2006.05.04 23:00 | close | 587 | 0.10 | 113.584 | 112.649 | 115.049 | 1350.00 | 1272030.00 |
| 1175 | 2006.05.09 21:20 | buy | 588 | 0.10 | 111.138 | 110.338 | 112.738 | ||
| 1176 | 2006.05.10 03:55 | close | 588 | 0.10 | 111.166 | 110.338 | 112.738 | 460.00 | 1272490.00 |
| 1177 | 2006.05.10 04:10 | sell | 589 | 0.10 | 111.198 | 111.998 | 109.998 | ||
| 1178 | 2006.05.10 06:33 | close | 589 | 0.10 | 111.097 | 111.998 | 109.998 | 1010.00 | 1273500.00 |
| 1179 | 2006.05.11 01:00 | sell | 590 | 0.10 | 110.582 | 111.382 | 109.382 | ||
| 1180 | 2006.05.11 04:18 | s/l | 590 | 0.10 | 111.382 | 111.382 | 109.382 | -8000.00 | 1265500.00 |
| 1181 | 2006.05.12 01:00 | sell | 591 | 0.10 | 110.702 | 111.502 | 109.502 | ||
| 1182 | 2006.05.12 01:23 | close | 591 | 0.10 | 110.608 | 111.502 | 109.502 | 940.00 | 1266440.00 |
| 1183 | 2006.05.15 01:00 | buy | 592 | 0.10 | 109.640 | 108.840 | 111.240 | ||
| 1184 | 2006.05.15 03:55 | close | 592 | 0.10 | 109.878 | 108.840 | 111.240 | 2380.00 | 1268820.00 |
| 1185 | 2006.05.15 03:55 | sell | 593 | 0.10 | 109.878 | 110.678 | 108.678 | ||
| 1186 | 2006.05.15 04:10 | close | 593 | 0.10 | 109.727 | 110.678 | 108.678 | 1510.00 | 1270330.00 |
| 1187 | 2006.05.18 21:05 | buy | 594 | 0.10 | 110.820 | 110.020 | 112.420 | ||
| 1188 | 2006.05.19 03:55 | close | 594 | 0.10 | 110.776 | 110.020 | 112.420 | 100.00 | 1270430.00 |
| 1189 | 2006.05.22 01:00 | sell | 595 | 0.10 | 111.804 | 112.604 | 110.604 | ||
| 1190 | 2006.05.22 01:05 | close | 595 | 0.10 | 111.674 | 112.604 | 110.604 | 1300.00 | 1271730.00 |
| 1191 | 2006.05.24 01:00 | sell | 596 | 0.10 | 112.113 | 112.913 | 110.913 | ||
| 1192 | 2006.05.24 03:14 | close | 596 | 0.10 | 111.945 | 112.913 | 110.913 | 1680.00 | 1273410.00 |
| 1193 | 2006.05.24 20:00 | buy | 597 | 0.10 | 112.724 | 111.924 | 114.324 | ||
| 1194 | 2006.05.25 00:10 | close | 597 | 0.10 | 112.932 | 111.924 | 114.324 | 2260.00 | 1275670.00 |
| 1195 | 2006.05.25 01:05 | buy | 598 | 0.10 | 112.878 | 112.078 | 114.478 | ||
| 1196 | 2006.05.25 03:55 | close | 598 | 0.10 | 112.690 | 112.078 | 114.478 | -1880.00 | 1273790.00 |
| 1197 | 2006.05.26 01:40 | sell | 599 | 0.10 | 111.781 | 112.581 | 110.581 | ||
| 1198 | 2006.05.26 02:45 | close | 599 | 0.10 | 111.679 | 112.581 | 110.581 | 1020.00 | 1274810.00 |
| 1199 | 2006.05.29 21:35 | buy | 600 | 0.10 | 112.397 | 111.597 | 113.997 | ||
| 1200 | 2006.05.30 02:55 | close | 600 | 0.10 | 112.639 | 111.597 | 113.997 | 2600.00 | 1277410.00 |