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 |
| 1201 | 2006.06.06 01:50 | sell | 601 | 0.10 | 112.331 | 113.131 | 111.131 | ||
| 1202 | 2006.06.06 02:27 | close | 601 | 0.10 | 112.227 | 113.131 | 111.131 | 1040.00 | 1278450.00 |
| 1203 | 2006.06.07 13:15 | buy | 602 | 0.10 | 113.086 | 112.286 | 114.686 | ||
| 1204 | 2006.06.07 13:22 | close | 602 | 0.10 | 113.149 | 112.286 | 114.686 | 630.00 | 1279080.00 |
| 1205 | 2006.06.08 22:20 | buy | 603 | 0.10 | 114.196 | 113.396 | 115.796 | ||
| 1206 | 2006.06.09 03:55 | close | 603 | 0.10 | 113.929 | 113.396 | 115.796 | -2130.00 | 1276950.00 |
| 1207 | 2006.06.09 04:00 | sell | 604 | 0.10 | 113.915 | 114.715 | 112.715 | ||
| 1208 | 2006.06.09 08:01 | close | 604 | 0.10 | 113.815 | 114.715 | 112.715 | 1000.00 | 1277950.00 |
| 1209 | 2006.06.14 09:25 | buy | 605 | 0.10 | 114.993 | 114.193 | 116.593 | ||
| 1210 | 2006.06.14 11:47 | close | 605 | 0.10 | 114.952 | 114.193 | 116.593 | -410.00 | 1277540.00 |
| 1211 | 2006.06.14 21:25 | buy | 606 | 0.10 | 114.969 | 114.169 | 116.569 | ||
| 1212 | 2006.06.15 03:55 | close | 606 | 0.10 | 115.038 | 114.169 | 116.569 | 870.00 | 1278410.00 |
| 1213 | 2006.06.15 03:55 | sell | 607 | 0.10 | 115.038 | 115.838 | 113.838 | ||
| 1214 | 2006.06.15 04:22 | close | 607 | 0.10 | 114.920 | 115.838 | 113.838 | 1180.00 | 1279590.00 |
| 1215 | 2006.06.15 21:42 | buy | 608 | 0.10 | 114.931 | 114.131 | 116.531 | ||
| 1216 | 2006.06.15 22:13 | close | 608 | 0.10 | 115.012 | 114.131 | 116.531 | 810.00 | 1280400.00 |
| 1217 | 2006.06.15 23:20 | buy | 609 | 0.10 | 114.785 | 113.985 | 116.385 | ||
| 1218 | 2006.06.16 01:00 | close | 609 | 0.10 | 114.817 | 113.985 | 116.385 | 860.00 | 1281260.00 |
| 1219 | 2006.06.19 23:05 | buy | 610 | 0.10 | 115.440 | 114.640 | 117.040 | ||
| 1220 | 2006.06.20 03:50 | close | 610 | 0.10 | 115.599 | 114.640 | 117.040 | 1770.00 | 1283030.00 |
| 1221 | 2006.06.20 09:00 | buy | 611 | 0.10 | 115.051 | 114.251 | 116.651 | ||
| 1222 | 2006.06.20 12:28 | close | 611 | 0.10 | 114.953 | 114.251 | 116.651 | -980.00 | 1282050.00 |
| 1223 | 2006.06.23 04:10 | sell | 612 | 0.10 | 116.155 | 116.955 | 114.955 | ||
| 1224 | 2006.06.23 06:08 | close | 612 | 0.10 | 116.040 | 116.955 | 114.955 | 1150.00 | 1283200.00 |
| 1225 | 2006.06.26 20:15 | buy | 613 | 0.10 | 116.232 | 115.432 | 117.832 | ||
| 1226 | 2006.06.26 21:24 | close | 613 | 0.10 | 116.250 | 115.432 | 117.832 | 180.00 | 1283380.00 |
| 1227 | 2006.06.26 23:09 | buy | 614 | 0.10 | 116.230 | 115.430 | 117.830 | ||
| 1228 | 2006.06.27 05:54 | close | 614 | 0.10 | 115.961 | 115.430 | 117.830 | -2510.00 | 1280870.00 |
| 1229 | 2006.06.28 12:56 | buy | 615 | 0.10 | 116.268 | 115.468 | 117.868 | ||
| 1230 | 2006.06.28 16:05 | close | 615 | 0.10 | 116.306 | 115.468 | 117.868 | 380.00 | 1281250.00 |
| 1231 | 2006.06.29 19:15 | buy | 616 | 0.10 | 116.132 | 115.332 | 117.732 | ||
| 1232 | 2006.06.29 21:27 | s/l | 616 | 0.10 | 115.332 | 115.332 | 117.732 | -8000.00 | 1273250.00 |
| 1233 | 2006.07.03 13:15 | sell | 617 | 0.10 | 114.845 | 115.645 | 113.645 | ||
| 1234 | 2006.07.03 13:39 | close | 617 | 0.10 | 114.770 | 115.645 | 113.645 | 750.00 | 1274000.00 |
| 1235 | 2006.07.04 01:00 | sell | 618 | 0.10 | 114.735 | 115.535 | 113.535 | ||
| 1236 | 2006.07.04 02:59 | close | 618 | 0.10 | 114.660 | 115.535 | 113.535 | 750.00 | 1274750.00 |
| 1237 | 2006.07.04 21:10 | buy | 619 | 0.10 | 114.515 | 113.715 | 116.115 | ||
| 1238 | 2006.07.04 22:50 | close | 619 | 0.10 | 114.649 | 113.715 | 116.115 | 1340.00 | 1276090.00 |
| 1239 | 2006.07.06 09:35 | buy | 620 | 0.10 | 115.412 | 114.612 | 117.012 | ||
| 1240 | 2006.07.06 10:07 | close | 620 | 0.10 | 115.491 | 114.612 | 117.012 | 790.00 | 1276880.00 |
| 1241 | 2006.07.06 13:45 | buy | 621 | 0.10 | 115.481 | 114.681 | 117.081 | ||
| 1242 | 2006.07.06 14:20 | close | 621 | 0.10 | 115.510 | 114.681 | 117.081 | 290.00 | 1277170.00 |
| 1243 | 2006.07.07 01:45 | sell | 622 | 0.10 | 115.245 | 116.045 | 114.045 | ||
| 1244 | 2006.07.07 04:25 | close | 622 | 0.10 | 115.154 | 116.045 | 114.045 | 910.00 | 1278080.00 |
| 1245 | 2006.07.10 01:10 | buy | 623 | 0.10 | 113.864 | 113.064 | 115.464 | ||
| 1246 | 2006.07.10 03:55 | close | 623 | 0.10 | 113.916 | 113.064 | 115.464 | 520.00 | 1278600.00 |
| 1247 | 2006.07.13 11:00 | buy | 624 | 0.10 | 115.116 | 114.316 | 116.716 | ||
| 1248 | 2006.07.13 12:55 | close | 624 | 0.10 | 115.180 | 114.316 | 116.716 | 640.00 | 1279240.00 |
| 1249 | 2006.07.13 21:20 | buy | 625 | 0.10 | 115.310 | 114.510 | 116.910 | ||
| 1250 | 2006.07.14 03:55 | close | 625 | 0.10 | 115.510 | 114.510 | 116.910 | 2540.00 | 1281780.00 |
| 1251 | 2006.07.14 03:55 | sell | 626 | 0.10 | 115.510 | 116.310 | 114.310 | ||
| 1252 | 2006.07.14 07:30 | close | 626 | 0.10 | 115.646 | 116.310 | 114.310 | -1360.00 | 1280420.00 |
| 1253 | 2006.07.18 09:05 | buy | 627 | 0.10 | 116.813 | 116.013 | 118.413 | ||
| 1254 | 2006.07.18 09:15 | close | 627 | 0.10 | 116.912 | 116.013 | 118.413 | 990.00 | 1281410.00 |
| 1255 | 2006.07.18 21:38 | buy | 628 | 0.10 | 117.366 | 116.566 | 118.966 | ||
| 1256 | 2006.07.19 02:07 | close | 628 | 0.10 | 117.340 | 116.566 | 118.966 | -80.00 | 1281330.00 |
| 1257 | 2006.07.19 21:10 | buy | 629 | 0.10 | 116.745 | 115.945 | 118.345 | ||
| 1258 | 2006.07.20 03:55 | close | 629 | 0.10 | 116.851 | 115.945 | 118.345 | 1240.00 | 1282570.00 |
| 1259 | 2006.07.24 01:35 | sell | 630 | 0.10 | 116.254 | 117.054 | 115.054 | ||
| 1260 | 2006.07.24 01:45 | close | 630 | 0.10 | 116.161 | 117.054 | 115.054 | 930.00 | 1283500.00 |
| 1261 | 2006.07.24 19:05 | buy | 631 | 0.10 | 116.683 | 115.883 | 118.283 | ||
| 1262 | 2006.07.24 21:05 | close | 631 | 0.10 | 116.862 | 115.883 | 118.283 | 1790.00 | 1285290.00 |
| 1263 | 2006.07.24 22:10 | buy | 632 | 0.10 | 116.813 | 116.013 | 118.413 | ||
| 1264 | 2006.07.25 03:20 | close | 632 | 0.10 | 116.854 | 116.013 | 118.413 | 590.00 | 1285880.00 |
| 1265 | 2006.07.25 21:58 | buy | 633 | 0.10 | 117.175 | 116.375 | 118.775 | ||
| 1266 | 2006.07.26 04:23 | close | 633 | 0.10 | 117.148 | 116.375 | 118.775 | -90.00 | 1285790.00 |
| 1267 | 2006.07.26 09:50 | buy | 634 | 0.10 | 116.940 | 116.140 | 118.540 | ||
| 1268 | 2006.07.26 11:55 | close | 634 | 0.10 | 116.832 | 116.140 | 118.540 | -1080.00 | 1284710.00 |
| 1269 | 2006.07.26 21:15 | buy | 635 | 0.10 | 116.535 | 115.735 | 118.135 | ||
| 1270 | 2006.07.27 03:55 | close | 635 | 0.10 | 116.248 | 115.735 | 118.135 | -2690.00 | 1282020.00 |
| 1271 | 2006.07.27 12:00 | buy | 636 | 0.10 | 115.750 | 114.950 | 117.350 | ||
| 1272 | 2006.07.27 14:31 | close | 636 | 0.10 | 115.652 | 114.950 | 117.350 | -980.00 | 1281040.00 |
| 1273 | 2006.07.27 15:30 | buy | 637 | 0.10 | 115.539 | 114.739 | 117.139 | ||
| 1274 | 2006.07.27 15:32 | close | 637 | 0.10 | 115.707 | 114.739 | 117.139 | 1680.00 | 1282720.00 |
| 1275 | 2006.07.27 19:10 | buy | 638 | 0.10 | 115.521 | 114.721 | 117.121 | ||
| 1276 | 2006.07.27 20:10 | close | 638 | 0.10 | 115.672 | 114.721 | 117.121 | 1510.00 | 1284230.00 |
| 1277 | 2006.07.27 22:30 | buy | 639 | 0.10 | 115.790 | 114.990 | 117.390 | ||
| 1278 | 2006.07.28 02:35 | close | 639 | 0.10 | 115.904 | 114.990 | 117.390 | 1680.00 | 1285910.00 |
| 1279 | 2006.07.28 03:55 | sell | 640 | 0.10 | 115.889 | 116.689 | 114.689 | ||
| 1280 | 2006.07.28 06:00 | close | 640 | 0.10 | 115.785 | 116.689 | 114.689 | 1040.00 | 1286950.00 |
| 1281 | 2006.07.31 01:15 | sell | 641 | 0.10 | 114.721 | 115.521 | 113.521 | ||
| 1282 | 2006.07.31 04:11 | close | 641 | 0.10 | 114.645 | 115.521 | 113.521 | 760.00 | 1287710.00 |
| 1283 | 2006.07.31 12:15 | sell | 642 | 0.10 | 114.439 | 115.239 | 113.239 | ||
| 1284 | 2006.07.31 12:39 | close | 642 | 0.10 | 114.372 | 115.239 | 113.239 | 670.00 | 1288380.00 |
| 1285 | 2006.07.31 20:15 | sell | 643 | 0.10 | 114.680 | 115.480 | 113.480 | ||
| 1286 | 2006.07.31 21:51 | close | 643 | 0.10 | 114.640 | 115.480 | 113.480 | 400.00 | 1288780.00 |
| 1287 | 2006.08.01 12:41 | sell | 644 | 0.10 | 114.771 | 115.571 | 113.571 | ||
| 1288 | 2006.08.01 13:02 | close | 644 | 0.10 | 114.685 | 115.571 | 113.571 | 860.00 | 1289640.00 |
| 1289 | 2006.08.02 01:00 | sell | 645 | 0.10 | 114.618 | 115.418 | 113.418 | ||
| 1290 | 2006.08.02 01:23 | close | 645 | 0.10 | 114.538 | 115.418 | 113.418 | 800.00 | 1290440.00 |
| 1291 | 2006.08.02 12:00 | sell | 646 | 0.10 | 114.531 | 115.331 | 113.331 | ||
| 1292 | 2006.08.02 12:33 | close | 646 | 0.10 | 114.521 | 115.331 | 113.331 | 100.00 | 1290540.00 |
| 1293 | 2006.08.03 21:55 | buy | 647 | 0.10 | 114.920 | 114.120 | 116.520 | ||
| 1294 | 2006.08.04 01:50 | close | 647 | 0.10 | 115.052 | 114.120 | 116.520 | 1860.00 | 1292400.00 |
| 1295 | 2006.08.08 01:00 | sell | 648 | 0.10 | 115.193 | 115.993 | 113.993 | ||
| 1296 | 2006.08.08 01:29 | close | 648 | 0.10 | 115.088 | 115.993 | 113.993 | 1050.00 | 1293450.00 |
| 1297 | 2006.08.08 21:20 | buy | 649 | 0.10 | 114.630 | 113.830 | 116.230 | ||
| 1298 | 2006.08.08 21:25 | close | 649 | 0.10 | 115.210 | 113.830 | 116.230 | 5800.00 | 1299250.00 |
| 1299 | 2006.08.10 21:40 | buy | 650 | 0.10 | 115.295 | 114.495 | 116.895 | ||
| 1300 | 2006.08.11 02:50 | close | 650 | 0.10 | 115.311 | 114.495 | 116.895 | 700.00 | 1299950.00 |
| 1301 | 2006.08.14 22:30 | buy | 651 | 0.10 | 116.695 | 115.895 | 118.295 | ||
| 1302 | 2006.08.15 03:55 | close | 651 | 0.10 | 116.529 | 115.895 | 118.295 | -1480.00 | 1298470.00 |
| 1303 | 2006.08.17 22:05 | buy | 652 | 0.10 | 115.985 | 115.185 | 117.585 | ||
| 1304 | 2006.08.18 03:55 | close | 652 | 0.10 | 115.993 | 115.185 | 117.585 | 620.00 | 1299090.00 |
| 1305 | 2006.08.18 03:55 | sell | 653 | 0.10 | 115.993 | 116.793 | 114.793 | ||
| 1306 | 2006.08.18 07:25 | close | 653 | 0.10 | 115.935 | 116.793 | 114.793 | 580.00 | 1299670.00 |
| 1307 | 2006.08.22 22:50 | buy | 654 | 0.10 | 116.557 | 115.757 | 118.157 | ||
| 1308 | 2006.08.23 03:55 | close | 654 | 0.10 | 116.307 | 115.757 | 118.157 | -2320.00 | 1297350.00 |
| 1309 | 2006.08.23 21:35 | buy | 655 | 0.10 | 116.328 | 115.528 | 117.928 | ||
| 1310 | 2006.08.23 23:22 | close | 655 | 0.10 | 116.380 | 115.528 | 117.928 | 520.00 | 1297870.00 |
| 1311 | 2006.08.24 20:00 | buy | 656 | 0.10 | 116.487 | 115.687 | 118.087 | ||
| 1312 | 2006.08.25 02:30 | s/l | 656 | 0.10 | 115.687 | 115.687 | 118.087 | -7460.00 | 1290410.00 |
| 1313 | 2006.08.29 06:00 | buy | 657 | 0.10 | 116.863 | 116.063 | 118.463 | ||
| 1314 | 2006.08.29 08:50 | close | 657 | 0.10 | 116.776 | 116.063 | 118.463 | -870.00 | 1289540.00 |
| 1315 | 2006.08.29 21:15 | buy | 658 | 0.10 | 116.824 | 116.024 | 118.424 | ||
| 1316 | 2006.08.30 03:10 | close | 658 | 0.10 | 116.827 | 116.024 | 118.424 | 210.00 | 1289750.00 |
| 1317 | 2006.08.30 22:50 | buy | 659 | 0.10 | 117.073 | 116.273 | 118.673 | ||
| 1318 | 2006.08.31 01:00 | close | 659 | 0.10 | 117.090 | 116.273 | 118.673 | 350.00 | 1290100.00 |
| 1319 | 2006.08.31 12:26 | buy | 660 | 0.10 | 117.129 | 116.329 | 118.729 | ||
| 1320 | 2006.08.31 13:21 | close | 660 | 0.10 | 117.188 | 116.329 | 118.729 | 590.00 | 1290690.00 |
| 1321 | 2006.09.04 06:00 | buy | 661 | 0.10 | 116.655 | 115.855 | 118.255 | ||
| 1322 | 2006.09.04 09:04 | close | 661 | 0.10 | 116.553 | 115.855 | 118.255 | -1020.00 | 1289670.00 |
| 1323 | 2006.09.04 09:20 | buy | 662 | 0.10 | 116.454 | 115.654 | 118.054 | ||
| 1324 | 2006.09.04 18:08 | close | 662 | 0.10 | 115.982 | 115.654 | 118.054 | -4720.00 | 1284950.00 |
| 1325 | 2006.09.04 21:30 | buy | 663 | 0.10 | 116.020 | 115.220 | 117.620 | ||
| 1326 | 2006.09.05 01:20 | close | 663 | 0.10 | 116.152 | 115.220 | 117.620 | 1500.00 | 1286450.00 |
| 1327 | 2006.09.06 01:15 | sell | 664 | 0.10 | 116.129 | 116.929 | 114.929 | ||
| 1328 | 2006.09.06 02:30 | close | 664 | 0.10 | 116.033 | 116.929 | 114.929 | 960.00 | 1287410.00 |
| 1329 | 2006.09.06 21:20 | buy | 665 | 0.10 | 116.612 | 115.812 | 118.212 | ||
| 1330 | 2006.09.07 01:00 | close | 665 | 0.10 | 116.616 | 115.812 | 118.212 | 220.00 | 1287630.00 |
| 1331 | 2006.09.07 21:15 | buy | 666 | 0.10 | 116.340 | 115.540 | 117.940 | ||
| 1332 | 2006.09.08 03:55 | close | 666 | 0.10 | 116.419 | 115.540 | 117.940 | 1330.00 | 1288960.00 |
| 1333 | 2006.09.08 03:55 | sell | 667 | 0.10 | 116.419 | 117.219 | 115.219 | ||
| 1334 | 2006.09.08 05:45 | close | 667 | 0.10 | 116.272 | 117.219 | 115.219 | 1470.00 | 1290430.00 |
| 1335 | 2006.09.11 22:35 | buy | 668 | 0.10 | 117.530 | 116.730 | 119.130 | ||
| 1336 | 2006.09.11 23:35 | close | 668 | 0.10 | 117.621 | 116.730 | 119.130 | 910.00 | 1291340.00 |
| 1337 | 2006.09.13 09:40 | buy | 669 | 0.10 | 117.738 | 116.938 | 119.338 | ||
| 1338 | 2006.09.13 14:15 | close | 669 | 0.10 | 117.657 | 116.938 | 119.338 | -810.00 | 1290530.00 |
| 1339 | 2006.09.14 12:22 | buy | 670 | 0.10 | 117.611 | 116.811 | 119.211 | ||
| 1340 | 2006.09.14 12:42 | close | 670 | 0.10 | 117.660 | 116.811 | 119.211 | 490.00 | 1291020.00 |
| 1341 | 2006.09.14 21:00 | buy | 671 | 0.10 | 117.473 | 116.673 | 119.073 | ||
| 1342 | 2006.09.15 03:54 | close | 671 | 0.10 | 117.708 | 116.673 | 119.073 | 2890.00 | 1293910.00 |
| 1343 | 2006.09.18 01:35 | sell | 672 | 0.10 | 117.863 | 118.663 | 116.663 | ||
| 1344 | 2006.09.18 01:55 | close | 672 | 0.10 | 117.753 | 118.663 | 116.663 | 1100.00 | 1295010.00 |
| 1345 | 2006.09.18 21:35 | buy | 673 | 0.10 | 117.928 | 117.128 | 119.528 | ||
| 1346 | 2006.09.19 00:16 | close | 673 | 0.10 | 117.926 | 117.128 | 119.528 | 160.00 | 1295170.00 |
| 1347 | 2006.09.19 21:20 | buy | 674 | 0.10 | 117.586 | 116.786 | 119.186 | ||
| 1348 | 2006.09.20 03:55 | close | 674 | 0.10 | 117.463 | 116.786 | 119.186 | -1050.00 | 1294120.00 |
| 1349 | 2006.09.25 03:55 | sell | 675 | 0.10 | 116.583 | 117.383 | 115.383 | ||
| 1350 | 2006.09.25 04:50 | close | 675 | 0.10 | 116.477 | 117.383 | 115.383 | 1060.00 | 1295180.00 |