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 |
| 151 | 2003.10.20 03:55 | sell | 76 | 0.10 | 109.150 | 109.950 | 107.950 | ||
| 152 | 2003.10.20 08:20 | close | 76 | 0.10 | 109.858 | 109.950 | 107.950 | -7080.00 | 1031960.00 |
| 153 | 2003.10.22 01:10 | sell | 77 | 0.10 | 109.555 | 110.355 | 108.355 | ||
| 154 | 2003.10.22 01:20 | close | 77 | 0.10 | 109.457 | 110.355 | 108.355 | 980.00 | 1032940.00 |
| 155 | 2003.10.22 01:35 | sell | 78 | 0.10 | 109.560 | 110.360 | 108.360 | ||
| 156 | 2003.10.22 06:20 | close | 78 | 0.10 | 109.469 | 110.360 | 108.360 | 910.00 | 1033850.00 |
| 157 | 2003.10.23 01:10 | sell | 79 | 0.10 | 108.985 | 109.785 | 107.785 | ||
| 158 | 2003.10.23 02:25 | close | 79 | 0.10 | 108.876 | 109.785 | 107.785 | 1090.00 | 1034940.00 |
| 159 | 2003.10.23 19:05 | buy | 80 | 0.10 | 109.622 | 108.822 | 111.222 | ||
| 160 | 2003.10.24 03:55 | close | 80 | 0.10 | 109.593 | 108.822 | 111.222 | 250.00 | 1035190.00 |
| 161 | 2003.10.24 03:55 | sell | 81 | 0.10 | 109.593 | 110.393 | 108.393 | ||
| 162 | 2003.10.24 06:35 | close | 81 | 0.10 | 109.502 | 110.393 | 108.393 | 910.00 | 1036100.00 |
| 163 | 2003.10.28 11:15 | sell | 82 | 0.10 | 108.562 | 109.362 | 107.362 | ||
| 164 | 2003.10.28 11:19 | close | 82 | 0.10 | 108.463 | 109.362 | 107.362 | 990.00 | 1037090.00 |
| 165 | 2003.10.28 12:20 | sell | 83 | 0.10 | 108.547 | 109.347 | 107.347 | ||
| 166 | 2003.10.28 12:29 | close | 83 | 0.10 | 108.448 | 109.347 | 107.347 | 990.00 | 1038080.00 |
| 167 | 2003.10.29 12:08 | sell | 84 | 0.10 | 107.955 | 108.755 | 106.755 | ||
| 168 | 2003.10.29 12:42 | close | 84 | 0.10 | 107.912 | 108.755 | 106.755 | 430.00 | 1038510.00 |
| 169 | 2003.10.29 21:20 | buy | 85 | 0.10 | 108.218 | 107.418 | 109.818 | ||
| 170 | 2003.10.30 03:54 | close | 85 | 0.10 | 108.209 | 107.418 | 109.818 | 90.00 | 1038600.00 |
| 171 | 2003.10.30 04:05 | sell | 86 | 0.10 | 108.229 | 109.029 | 107.029 | ||
| 172 | 2003.10.30 05:05 | close | 86 | 0.10 | 108.109 | 109.029 | 107.029 | 1200.00 | 1039800.00 |
| 173 | 2003.11.04 20:55 | buy | 87 | 0.10 | 109.603 | 108.803 | 111.203 | ||
| 174 | 2003.11.05 02:15 | close | 87 | 0.10 | 109.743 | 108.803 | 111.203 | 1580.00 | 1041380.00 |
| 175 | 2003.11.10 02:55 | sell | 88 | 0.10 | 109.536 | 110.336 | 108.336 | ||
| 176 | 2003.11.10 03:06 | close | 88 | 0.10 | 109.432 | 110.336 | 108.336 | 1040.00 | 1042420.00 |
| 177 | 2003.11.11 06:45 | sell | 89 | 0.10 | 108.960 | 109.760 | 107.760 | ||
| 178 | 2003.11.11 08:35 | close | 89 | 0.10 | 108.998 | 109.760 | 107.760 | -380.00 | 1042040.00 |
| 179 | 2003.11.13 20:00 | buy | 90 | 0.10 | 108.260 | 107.460 | 109.860 | ||
| 180 | 2003.11.14 02:55 | close | 90 | 0.10 | 108.110 | 107.460 | 109.860 | -960.00 | 1041080.00 |
| 181 | 2003.11.19 01:15 | sell | 91 | 0.10 | 108.090 | 108.890 | 106.890 | ||
| 182 | 2003.11.19 07:45 | close | 91 | 0.10 | 108.073 | 108.890 | 106.890 | 170.00 | 1041250.00 |
| 183 | 2003.11.19 23:05 | buy | 92 | 0.10 | 109.258 | 108.458 | 110.858 | ||
| 184 | 2003.11.20 02:55 | close | 92 | 0.10 | 109.043 | 108.458 | 110.858 | -1970.00 | 1039280.00 |
| 185 | 2003.11.21 01:20 | sell | 93 | 0.10 | 109.060 | 109.860 | 107.860 | ||
| 186 | 2003.11.21 04:55 | close | 93 | 0.10 | 109.083 | 109.860 | 107.860 | -230.00 | 1039050.00 |
| 187 | 2003.11.24 01:00 | sell | 94 | 0.10 | 108.810 | 109.610 | 107.610 | ||
| 188 | 2003.11.24 08:25 | close | 94 | 0.10 | 108.872 | 109.610 | 107.610 | -620.00 | 1038430.00 |
| 189 | 2003.11.24 18:55 | buy | 95 | 0.10 | 109.301 | 108.501 | 110.901 | ||
| 190 | 2003.11.24 22:30 | close | 95 | 0.10 | 109.469 | 108.501 | 110.901 | 1680.00 | 1040110.00 |
| 191 | 2003.11.24 22:45 | buy | 96 | 0.10 | 109.455 | 108.655 | 111.055 | ||
| 192 | 2003.11.25 02:55 | close | 96 | 0.10 | 109.425 | 108.655 | 111.055 | -120.00 | 1039990.00 |
| 193 | 2003.11.25 02:55 | sell | 97 | 0.10 | 109.425 | 110.225 | 108.225 | ||
| 194 | 2003.11.25 07:20 | close | 97 | 0.10 | 109.370 | 110.225 | 108.225 | 550.00 | 1040540.00 |
| 195 | 2003.11.25 20:00 | buy | 98 | 0.10 | 109.441 | 108.641 | 111.041 | ||
| 196 | 2003.11.26 01:05 | close | 98 | 0.10 | 109.448 | 108.641 | 111.041 | 250.00 | 1040790.00 |
| 197 | 2003.11.27 01:00 | sell | 99 | 0.10 | 109.104 | 109.904 | 107.904 | ||
| 198 | 2003.11.27 02:20 | close | 99 | 0.10 | 108.996 | 109.904 | 107.904 | 1080.00 | 1041870.00 |
| 199 | 2003.11.27 20:35 | buy | 100 | 0.10 | 109.143 | 108.343 | 110.743 | ||
| 200 | 2003.11.28 02:15 | close | 100 | 0.10 | 109.303 | 108.343 | 110.743 | 2140.00 | 1044010.00 |
| 201 | 2003.11.28 02:55 | sell | 101 | 0.10 | 109.418 | 110.218 | 108.218 | ||
| 202 | 2003.11.28 07:20 | close | 101 | 0.10 | 109.490 | 110.218 | 108.218 | -720.00 | 1043290.00 |
| 203 | 2003.12.01 20:55 | buy | 102 | 0.10 | 109.349 | 108.549 | 110.949 | ||
| 204 | 2003.12.01 21:30 | close | 102 | 0.10 | 109.441 | 108.549 | 110.949 | 920.00 | 1044210.00 |
| 205 | 2003.12.03 01:30 | sell | 103 | 0.10 | 108.712 | 109.512 | 107.512 | ||
| 206 | 2003.12.03 07:00 | close | 103 | 0.10 | 108.697 | 109.512 | 107.512 | 150.00 | 1044360.00 |
| 207 | 2003.12.04 01:15 | sell | 104 | 0.10 | 108.292 | 109.092 | 107.092 | ||
| 208 | 2003.12.04 02:35 | close | 104 | 0.10 | 108.185 | 109.092 | 107.092 | 1070.00 | 1045430.00 |
| 209 | 2003.12.04 20:00 | buy | 105 | 0.10 | 108.045 | 107.245 | 109.645 | ||
| 210 | 2003.12.04 22:10 | close | 105 | 0.10 | 108.180 | 107.245 | 109.645 | 1350.00 | 1046780.00 |
| 211 | 2003.12.09 01:30 | sell | 106 | 0.10 | 107.370 | 108.170 | 106.170 | ||
| 212 | 2003.12.09 06:15 | close | 106 | 0.10 | 107.270 | 108.170 | 106.170 | 1000.00 | 1047780.00 |
| 213 | 2003.12.10 05:05 | sell | 107 | 0.10 | 107.317 | 108.117 | 106.117 | ||
| 214 | 2003.12.10 09:39 | s/l | 107 | 0.10 | 108.117 | 108.117 | 106.117 | -8000.00 | 1039780.00 |
| 215 | 2003.12.15 03:05 | sell | 108 | 0.10 | 108.168 | 108.968 | 106.968 | ||
| 216 | 2003.12.15 05:45 | close | 108 | 0.10 | 107.963 | 108.968 | 106.968 | 2050.00 | 1041830.00 |
| 217 | 2003.12.16 01:25 | sell | 109 | 0.10 | 107.665 | 108.465 | 106.465 | ||
| 218 | 2003.12.16 08:25 | close | 109 | 0.10 | 107.725 | 108.465 | 106.465 | -600.00 | 1041230.00 |
| 219 | 2003.12.17 01:00 | sell | 110 | 0.10 | 107.549 | 108.349 | 106.349 | ||
| 220 | 2003.12.17 02:45 | close | 110 | 0.10 | 107.459 | 108.349 | 106.349 | 900.00 | 1042130.00 |
| 221 | 2003.12.18 20:05 | buy | 111 | 0.10 | 107.706 | 106.906 | 109.306 | ||
| 222 | 2003.12.19 02:54 | close | 111 | 0.10 | 107.626 | 106.906 | 109.306 | -260.00 | 1041870.00 |
| 223 | 2003.12.19 03:30 | sell | 112 | 0.10 | 107.628 | 108.428 | 106.428 | ||
| 224 | 2003.12.19 07:20 | close | 112 | 0.10 | 107.610 | 108.428 | 106.428 | 180.00 | 1042050.00 |
| 225 | 2003.12.22 01:45 | sell | 113 | 0.10 | 107.874 | 108.674 | 106.674 | ||
| 226 | 2003.12.22 03:36 | close | 113 | 0.10 | 107.802 | 108.674 | 106.674 | 720.00 | 1042770.00 |
| 227 | 2003.12.23 12:46 | sell | 114 | 0.10 | 107.430 | 108.230 | 106.230 | ||
| 228 | 2003.12.23 13:58 | close | 114 | 0.10 | 107.370 | 108.230 | 106.230 | 600.00 | 1043370.00 |
| 229 | 2003.12.24 18:05 | buy | 115 | 0.10 | 107.144 | 106.344 | 108.744 | ||
| 230 | 2003.12.24 19:20 | close | 115 | 0.10 | 107.304 | 106.344 | 108.744 | 1600.00 | 1044970.00 |
| 231 | 2003.12.24 20:15 | buy | 116 | 0.10 | 107.275 | 106.475 | 108.875 | ||
| 232 | 2003.12.25 02:55 | close | 116 | 0.10 | 107.203 | 106.475 | 108.875 | -540.00 | 1044430.00 |
| 233 | 2004.01.05 04:20 | sell | 117 | 0.10 | 107.003 | 107.803 | 105.803 | ||
| 234 | 2004.01.05 04:35 | close | 117 | 0.10 | 106.949 | 107.803 | 105.803 | 540.00 | 1044970.00 |
| 235 | 2004.01.06 01:00 | sell | 118 | 0.10 | 106.280 | 107.080 | 105.080 | ||
| 236 | 2004.01.06 02:40 | close | 118 | 0.10 | 106.180 | 107.080 | 105.080 | 1000.00 | 1045970.00 |
| 237 | 2004.01.07 01:45 | sell | 119 | 0.10 | 106.253 | 107.053 | 105.053 | ||
| 238 | 2004.01.07 07:00 | close | 119 | 0.10 | 106.250 | 107.053 | 105.053 | 30.00 | 1046000.00 |
| 239 | 2004.01.14 01:00 | sell | 120 | 0.10 | 106.242 | 107.042 | 105.042 | ||
| 240 | 2004.01.14 07:00 | close | 120 | 0.10 | 106.211 | 107.042 | 105.042 | 310.00 | 1046310.00 |
| 241 | 2004.01.14 20:00 | buy | 121 | 0.10 | 106.037 | 105.237 | 107.637 | ||
| 242 | 2004.01.15 02:35 | close | 121 | 0.10 | 106.324 | 105.237 | 107.637 | 3050.00 | 1049360.00 |
| 243 | 2004.01.15 02:55 | sell | 122 | 0.10 | 106.308 | 107.108 | 105.108 | ||
| 244 | 2004.01.15 05:45 | close | 122 | 0.10 | 106.161 | 107.108 | 105.108 | 1470.00 | 1050830.00 |
| 245 | 2004.01.19 20:50 | buy | 123 | 0.10 | 107.199 | 106.399 | 108.799 | ||
| 246 | 2004.01.20 02:55 | close | 123 | 0.10 | 107.308 | 106.399 | 108.799 | 1270.00 | 1052100.00 |
| 247 | 2004.01.20 23:30 | buy | 124 | 0.10 | 107.012 | 106.212 | 108.612 | ||
| 248 | 2004.01.21 00:10 | close | 124 | 0.10 | 107.050 | 106.212 | 108.612 | 560.00 | 1052660.00 |
| 249 | 2004.01.22 18:25 | buy | 125 | 0.10 | 106.203 | 105.403 | 107.803 | ||
| 250 | 2004.01.23 02:10 | close | 125 | 0.10 | 106.217 | 105.403 | 107.803 | 680.00 | 1053340.00 |
| 251 | 2004.01.26 01:55 | sell | 126 | 0.10 | 106.634 | 107.434 | 105.434 | ||
| 252 | 2004.01.26 02:20 | close | 126 | 0.10 | 106.536 | 107.434 | 105.434 | 980.00 | 1054320.00 |
| 253 | 2004.01.29 20:50 | buy | 127 | 0.10 | 105.973 | 105.173 | 107.573 | ||
| 254 | 2004.01.30 02:55 | close | 127 | 0.10 | 106.040 | 105.173 | 107.573 | 1210.00 | 1055530.00 |
| 255 | 2004.01.30 02:55 | sell | 128 | 0.10 | 106.040 | 106.840 | 104.840 | ||
| 256 | 2004.01.30 03:48 | close | 128 | 0.10 | 105.876 | 106.840 | 104.840 | 1640.00 | 1057170.00 |
| 257 | 2004.02.04 20:45 | buy | 129 | 0.10 | 105.395 | 104.595 | 106.995 | ||
| 258 | 2004.02.05 02:45 | close | 129 | 0.10 | 105.528 | 104.595 | 106.995 | 1510.00 | 1058680.00 |
| 259 | 2004.02.09 20:35 | buy | 130 | 0.10 | 105.587 | 104.787 | 107.187 | ||
| 260 | 2004.02.10 01:55 | close | 130 | 0.10 | 105.810 | 104.787 | 107.187 | 2410.00 | 1061090.00 |
| 261 | 2004.02.10 18:10 | sell | 131 | 0.10 | 105.593 | 106.393 | 104.393 | ||
| 262 | 2004.02.10 18:23 | close | 131 | 0.10 | 105.552 | 106.393 | 104.393 | 410.00 | 1061500.00 |
| 263 | 2004.02.12 21:05 | buy | 132 | 0.10 | 105.375 | 104.575 | 106.975 | ||
| 264 | 2004.02.13 02:55 | close | 132 | 0.10 | 105.346 | 104.575 | 106.975 | 250.00 | 1061750.00 |
| 265 | 2004.02.13 03:05 | sell | 133 | 0.10 | 105.368 | 106.168 | 104.168 | ||
| 266 | 2004.02.13 07:20 | close | 133 | 0.10 | 105.388 | 106.168 | 104.168 | -200.00 | 1061550.00 |
| 267 | 2004.02.19 20:15 | buy | 134 | 0.10 | 107.060 | 106.260 | 108.660 | ||
| 268 | 2004.02.20 02:55 | close | 134 | 0.10 | 107.103 | 106.260 | 108.660 | 970.00 | 1062520.00 |
| 269 | 2004.02.20 02:55 | sell | 135 | 0.10 | 107.103 | 107.903 | 105.903 | ||
| 270 | 2004.02.20 07:20 | close | 135 | 0.10 | 107.450 | 107.903 | 105.903 | -3470.00 | 1059050.00 |
| 271 | 2004.02.23 09:30 | buy | 136 | 0.10 | 108.373 | 107.573 | 109.973 | ||
| 272 | 2004.02.23 12:00 | close | 136 | 0.10 | 108.333 | 107.573 | 109.973 | -400.00 | 1058650.00 |
| 273 | 2004.02.24 01:00 | buy | 137 | 0.10 | 108.283 | 107.483 | 109.883 | ||
| 274 | 2004.02.24 02:30 | close | 137 | 0.10 | 108.352 | 107.483 | 109.883 | 690.00 | 1059340.00 |
| 275 | 2004.02.24 09:45 | buy | 138 | 0.10 | 108.445 | 107.645 | 110.045 | ||
| 276 | 2004.02.24 13:34 | close | 138 | 0.10 | 108.363 | 107.645 | 110.045 | -820.00 | 1058520.00 |
| 277 | 2004.02.24 18:10 | buy | 139 | 0.10 | 108.140 | 107.340 | 109.740 | ||
| 278 | 2004.02.25 02:55 | close | 139 | 0.10 | 108.180 | 107.340 | 109.740 | 580.00 | 1059100.00 |
| 279 | 2004.03.05 02:55 | sell | 140 | 0.10 | 111.303 | 112.103 | 110.103 | ||
| 280 | 2004.03.05 07:20 | close | 140 | 0.10 | 111.302 | 112.103 | 110.103 | 10.00 | 1059110.00 |
| 281 | 2004.03.09 20:05 | buy | 141 | 0.10 | 111.006 | 110.206 | 112.606 | ||
| 282 | 2004.03.09 20:20 | close | 141 | 0.10 | 111.178 | 110.206 | 112.606 | 1720.00 | 1060830.00 |
| 283 | 2004.03.10 14:30 | buy | 142 | 0.10 | 110.807 | 110.007 | 112.407 | ||
| 284 | 2004.03.10 15:34 | close | 142 | 0.10 | 110.901 | 110.007 | 112.407 | 940.00 | 1061770.00 |
| 285 | 2004.03.11 06:15 | buy | 143 | 0.10 | 110.675 | 109.875 | 112.275 | ||
| 286 | 2004.03.11 08:12 | close | 143 | 0.10 | 110.639 | 109.875 | 112.275 | -360.00 | 1061410.00 |
| 287 | 2004.03.11 23:45 | buy | 144 | 0.10 | 110.798 | 109.998 | 112.398 | ||
| 288 | 2004.03.12 00:55 | close | 144 | 0.10 | 110.810 | 109.998 | 112.398 | 660.00 | 1062070.00 |
| 289 | 2004.03.18 01:25 | sell | 145 | 0.10 | 108.283 | 109.083 | 107.083 | ||
| 290 | 2004.03.18 02:45 | close | 145 | 0.10 | 108.183 | 109.083 | 107.083 | 1000.00 | 1063070.00 |
| 291 | 2004.03.18 21:05 | buy | 146 | 0.10 | 106.559 | 105.759 | 108.159 | ||
| 292 | 2004.03.19 02:40 | close | 146 | 0.10 | 106.862 | 105.759 | 108.159 | 3570.00 | 1066640.00 |
| 293 | 2004.03.19 03:54 | sell | 147 | 0.10 | 107.085 | 107.885 | 105.885 | ||
| 294 | 2004.03.19 08:20 | close | 147 | 0.10 | 107.170 | 107.885 | 105.885 | -850.00 | 1065790.00 |
| 295 | 2004.03.22 01:20 | sell | 148 | 0.10 | 106.850 | 107.650 | 105.650 | ||
| 296 | 2004.03.22 08:25 | close | 148 | 0.10 | 107.306 | 107.650 | 105.650 | -4560.00 | 1061230.00 |
| 297 | 2004.03.23 01:25 | sell | 149 | 0.10 | 106.828 | 107.628 | 105.628 | ||
| 298 | 2004.03.23 02:00 | close | 149 | 0.10 | 106.733 | 107.628 | 105.628 | 950.00 | 1062180.00 |
| 299 | 2004.03.24 01:30 | sell | 150 | 0.10 | 106.765 | 107.565 | 105.565 | ||
| 300 | 2004.03.24 03:30 | close | 150 | 0.10 | 106.674 | 107.565 | 105.565 | 910.00 | 1063090.00 |