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 |
| 4651 | 2015.07.21 11:05 | buy | 2326 | 0.10 | 124.278 | 123.478 | 125.878 | ||
| 4652 | 2015.07.21 11:23 | close | 2326 | 0.10 | 124.346 | 123.478 | 125.878 | 680.00 | 2135230.00 |
| 4653 | 2015.07.21 12:34 | buy | 2327 | 0.10 | 124.282 | 123.482 | 125.882 | ||
| 4654 | 2015.07.21 13:29 | close | 2327 | 0.10 | 124.354 | 123.482 | 125.882 | 720.00 | 2135950.00 |
| 4655 | 2015.07.21 19:00 | buy | 2328 | 0.10 | 123.936 | 123.136 | 125.536 | ||
| 4656 | 2015.07.21 21:31 | close | 2328 | 0.10 | 123.893 | 123.136 | 125.536 | -430.00 | 2135520.00 |
| 4657 | 2015.07.21 23:40 | buy | 2329 | 0.10 | 123.860 | 123.060 | 125.460 | ||
| 4658 | 2015.07.22 01:00 | close | 2329 | 0.10 | 123.875 | 123.060 | 125.460 | 330.00 | 2135850.00 |
| 4659 | 2015.07.22 23:45 | buy | 2330 | 0.10 | 123.956 | 123.156 | 125.556 | ||
| 4660 | 2015.07.23 01:00 | close | 2330 | 0.10 | 123.966 | 123.156 | 125.556 | 280.00 | 2136130.00 |
| 4661 | 2015.07.23 19:10 | buy | 2331 | 0.10 | 123.867 | 123.067 | 125.467 | ||
| 4662 | 2015.07.24 03:10 | close | 2331 | 0.10 | 123.934 | 123.067 | 125.467 | 1210.00 | 2137340.00 |
| 4663 | 2015.07.24 04:00 | sell | 2332 | 0.10 | 123.978 | 124.778 | 122.778 | ||
| 4664 | 2015.07.24 06:35 | close | 2332 | 0.10 | 123.868 | 124.778 | 122.778 | 1100.00 | 2138440.00 |
| 4665 | 2015.07.28 01:55 | sell | 2333 | 0.10 | 123.265 | 124.065 | 122.065 | ||
| 4666 | 2015.07.28 03:30 | close | 2333 | 0.10 | 123.182 | 124.065 | 122.065 | 830.00 | 2139270.00 |
| 4667 | 2015.07.29 20:00 | buy | 2334 | 0.10 | 123.810 | 123.010 | 125.410 | ||
| 4668 | 2015.07.29 21:10 | close | 2334 | 0.10 | 123.964 | 123.010 | 125.410 | 1540.00 | 2140810.00 |
| 4669 | 2015.07.30 03:54 | sell | 2335 | 0.10 | 124.069 | 124.869 | 122.869 | ||
| 4670 | 2015.07.30 08:20 | close | 2335 | 0.10 | 124.112 | 124.869 | 122.869 | -430.00 | 2140380.00 |
| 4671 | 2015.07.30 22:10 | buy | 2336 | 0.10 | 124.157 | 123.357 | 125.757 | ||
| 4672 | 2015.07.31 00:17 | close | 2336 | 0.10 | 124.167 | 123.357 | 125.757 | 640.00 | 2141020.00 |
| 4673 | 2015.08.05 21:02 | buy | 2337 | 0.10 | 124.732 | 123.932 | 126.332 | ||
| 4674 | 2015.08.05 21:37 | close | 2337 | 0.10 | 124.794 | 123.932 | 126.332 | 620.00 | 2141640.00 |
| 4675 | 2015.08.06 12:21 | buy | 2338 | 0.10 | 124.779 | 123.979 | 126.379 | ||
| 4676 | 2015.08.06 12:52 | close | 2338 | 0.10 | 124.840 | 123.979 | 126.379 | 610.00 | 2142250.00 |
| 4677 | 2015.08.10 03:54 | sell | 2339 | 0.10 | 124.380 | 125.180 | 123.180 | ||
| 4678 | 2015.08.10 08:20 | close | 2339 | 0.10 | 124.381 | 125.180 | 123.180 | -10.00 | 2142240.00 |
| 4679 | 2015.08.12 09:00 | buy | 2340 | 0.10 | 124.898 | 124.098 | 126.498 | ||
| 4680 | 2015.08.12 11:50 | close | 2340 | 0.10 | 124.593 | 124.098 | 126.498 | -3050.00 | 2139190.00 |
| 4681 | 2015.08.12 13:00 | buy | 2341 | 0.10 | 124.488 | 123.688 | 126.088 | ||
| 4682 | 2015.08.12 19:23 | close | 2341 | 0.10 | 123.937 | 123.688 | 126.088 | -5510.00 | 2133680.00 |
| 4683 | 2015.08.13 04:15 | sell | 2342 | 0.10 | 124.384 | 125.184 | 123.184 | ||
| 4684 | 2015.08.13 04:19 | close | 2342 | 0.10 | 124.280 | 125.184 | 123.184 | 1040.00 | 2134720.00 |
| 4685 | 2015.08.13 22:40 | buy | 2343 | 0.10 | 124.419 | 123.619 | 126.019 | ||
| 4686 | 2015.08.14 03:54 | close | 2343 | 0.10 | 124.399 | 123.619 | 126.019 | 340.00 | 2135060.00 |
| 4687 | 2015.08.14 03:55 | sell | 2344 | 0.10 | 124.412 | 125.212 | 123.212 | ||
| 4688 | 2015.08.14 08:20 | close | 2344 | 0.10 | 124.381 | 125.212 | 123.212 | 310.00 | 2135370.00 |
| 4689 | 2015.08.19 21:05 | buy | 2345 | 0.10 | 123.871 | 123.071 | 125.471 | ||
| 4690 | 2015.08.20 03:54 | close | 2345 | 0.10 | 123.861 | 123.071 | 125.471 | 80.00 | 2135450.00 |
| 4691 | 2015.08.20 04:15 | sell | 2346 | 0.10 | 123.901 | 124.701 | 122.701 | ||
| 4692 | 2015.08.20 08:20 | close | 2346 | 0.10 | 124.024 | 124.701 | 122.701 | -1230.00 | 2134220.00 |
| 4693 | 2015.08.21 01:35 | sell | 2347 | 0.10 | 123.451 | 124.251 | 122.251 | ||
| 4694 | 2015.08.21 04:25 | close | 2347 | 0.10 | 123.360 | 124.251 | 122.251 | 910.00 | 2135130.00 |
| 4695 | 2015.08.25 12:25 | sell | 2348 | 0.10 | 119.660 | 120.460 | 118.460 | ||
| 4696 | 2015.08.25 12:30 | close | 2348 | 0.10 | 119.582 | 120.460 | 118.460 | 780.00 | 2135910.00 |
| 4697 | 2015.08.25 12:43 | sell | 2349 | 0.10 | 119.730 | 120.530 | 118.530 | ||
| 4698 | 2015.08.25 12:56 | close | 2349 | 0.10 | 119.619 | 120.530 | 118.530 | 1110.00 | 2137020.00 |
| 4699 | 2015.08.27 21:25 | buy | 2350 | 0.10 | 120.879 | 120.079 | 122.479 | ||
| 4700 | 2015.08.27 23:00 | close | 2350 | 0.10 | 121.031 | 120.079 | 122.479 | 1520.00 | 2138540.00 |
| 4701 | 2015.08.27 23:30 | buy | 2351 | 0.10 | 120.991 | 120.191 | 122.591 | ||
| 4702 | 2015.08.28 00:40 | close | 2351 | 0.10 | 121.151 | 120.191 | 122.591 | 2140.00 | 2140680.00 |
| 4703 | 2015.08.28 04:00 | sell | 2352 | 0.10 | 121.178 | 121.978 | 119.978 | ||
| 4704 | 2015.08.28 06:29 | close | 2352 | 0.10 | 120.959 | 121.978 | 119.978 | 2190.00 | 2142870.00 |
| 4705 | 2015.09.02 04:03 | sell | 2353 | 0.10 | 120.341 | 121.141 | 119.141 | ||
| 4706 | 2015.09.02 04:27 | close | 2353 | 0.10 | 120.210 | 121.141 | 119.141 | 1310.00 | 2144180.00 |
| 4707 | 2015.09.02 12:48 | sell | 2354 | 0.10 | 119.976 | 120.776 | 118.776 | ||
| 4708 | 2015.09.02 18:51 | close | 2354 | 0.10 | 120.025 | 120.776 | 118.776 | -490.00 | 2143690.00 |
| 4709 | 2015.09.03 01:05 | sell | 2355 | 0.10 | 120.378 | 121.178 | 119.178 | ||
| 4710 | 2015.09.03 08:20 | close | 2355 | 0.10 | 120.405 | 121.178 | 119.178 | -270.00 | 2143420.00 |
| 4711 | 2015.09.03 22:35 | buy | 2356 | 0.10 | 119.905 | 119.105 | 121.505 | ||
| 4712 | 2015.09.04 00:10 | close | 2356 | 0.10 | 120.083 | 119.105 | 121.505 | 2320.00 | 2145740.00 |
| 4713 | 2015.09.07 01:15 | sell | 2357 | 0.10 | 119.019 | 119.819 | 117.819 | ||
| 4714 | 2015.09.07 03:29 | close | 2357 | 0.10 | 118.939 | 119.819 | 117.819 | 800.00 | 2146540.00 |
| 4715 | 2015.09.07 04:51 | sell | 2358 | 0.10 | 119.486 | 120.286 | 118.286 | ||
| 4716 | 2015.09.07 05:00 | close | 2358 | 0.10 | 119.420 | 120.286 | 118.286 | 660.00 | 2147200.00 |
| 4717 | 2015.09.07 12:56 | sell | 2359 | 0.10 | 119.398 | 120.198 | 118.198 | ||
| 4718 | 2015.09.07 13:06 | close | 2359 | 0.10 | 119.330 | 120.198 | 118.198 | 680.00 | 2147880.00 |
| 4719 | 2015.09.09 01:50 | sell | 2360 | 0.10 | 119.986 | 120.786 | 118.786 | ||
| 4720 | 2015.09.09 08:25 | close | 2360 | 0.10 | 120.344 | 120.786 | 118.786 | -3580.00 | 2144300.00 |
| 4721 | 2015.09.09 21:10 | buy | 2361 | 0.10 | 120.842 | 120.042 | 122.442 | ||
| 4722 | 2015.09.10 03:54 | close | 2361 | 0.10 | 120.209 | 120.042 | 122.442 | -6150.00 | 2138150.00 |
| 4723 | 2015.09.10 04:00 | sell | 2362 | 0.10 | 120.254 | 121.054 | 119.054 | ||
| 4724 | 2015.09.10 04:23 | close | 2362 | 0.10 | 120.093 | 121.054 | 119.054 | 1610.00 | 2139760.00 |
| 4725 | 2015.09.14 01:05 | sell | 2363 | 0.10 | 120.603 | 121.403 | 119.403 | ||
| 4726 | 2015.09.14 05:15 | close | 2363 | 0.10 | 120.512 | 121.403 | 119.403 | 910.00 | 2140670.00 |
| 4727 | 2015.09.14 21:40 | buy | 2364 | 0.10 | 120.057 | 119.257 | 121.657 | ||
| 4728 | 2015.09.15 02:00 | close | 2364 | 0.10 | 120.337 | 119.257 | 121.657 | 2980.00 | 2143650.00 |
| 4729 | 2015.09.15 03:54 | sell | 2365 | 0.10 | 120.613 | 121.413 | 119.413 | ||
| 4730 | 2015.09.15 04:35 | close | 2365 | 0.10 | 120.420 | 121.413 | 119.413 | 1930.00 | 2145580.00 |
| 4731 | 2015.09.18 04:25 | sell | 2366 | 0.10 | 119.973 | 120.773 | 118.773 | ||
| 4732 | 2015.09.18 04:40 | close | 2366 | 0.10 | 119.880 | 120.773 | 118.773 | 930.00 | 2146510.00 |
| 4733 | 2015.09.24 20:10 | buy | 2367 | 0.10 | 119.599 | 118.799 | 121.199 | ||
| 4734 | 2015.09.24 21:10 | close | 2367 | 0.10 | 119.763 | 118.799 | 121.199 | 1640.00 | 2148150.00 |
| 4735 | 2015.09.24 23:45 | buy | 2368 | 0.10 | 120.016 | 119.216 | 121.616 | ||
| 4736 | 2015.09.25 00:10 | close | 2368 | 0.10 | 120.293 | 119.216 | 121.616 | 3310.00 | 2151460.00 |
| 4737 | 2015.09.25 01:00 | buy | 2369 | 0.10 | 120.268 | 119.468 | 121.868 | ||
| 4738 | 2015.09.25 03:54 | close | 2369 | 0.10 | 120.336 | 119.468 | 121.868 | 680.00 | 2152140.00 |
| 4739 | 2015.09.25 03:55 | sell | 2370 | 0.10 | 120.349 | 121.149 | 119.149 | ||
| 4740 | 2015.09.25 04:31 | close | 2370 | 0.10 | 120.176 | 121.149 | 119.149 | 1730.00 | 2153870.00 |
| 4741 | 2015.09.28 01:25 | sell | 2371 | 0.10 | 120.564 | 121.364 | 119.364 | ||
| 4742 | 2015.09.28 02:02 | close | 2371 | 0.10 | 120.491 | 121.364 | 119.364 | 730.00 | 2154600.00 |
| 4743 | 2015.09.29 11:00 | sell | 2372 | 0.10 | 119.843 | 120.643 | 118.643 | ||
| 4744 | 2015.09.29 12:47 | close | 2372 | 0.10 | 119.778 | 120.643 | 118.643 | 650.00 | 2155250.00 |
| 4745 | 2015.09.29 19:20 | buy | 2373 | 0.10 | 119.681 | 118.881 | 121.281 | ||
| 4746 | 2015.09.29 20:40 | close | 2373 | 0.10 | 119.831 | 118.881 | 121.281 | 1500.00 | 2156750.00 |
| 4747 | 2015.09.29 22:05 | buy | 2374 | 0.10 | 119.657 | 118.857 | 121.257 | ||
| 4748 | 2015.09.29 23:10 | close | 2374 | 0.10 | 119.809 | 118.857 | 121.257 | 1520.00 | 2158270.00 |
| 4749 | 2015.09.30 04:00 | sell | 2375 | 0.10 | 119.981 | 120.781 | 118.781 | ||
| 4750 | 2015.09.30 05:05 | close | 2375 | 0.10 | 119.826 | 120.781 | 118.781 | 1550.00 | 2159820.00 |
| 4751 | 2015.10.07 01:30 | sell | 2376 | 0.10 | 120.252 | 121.052 | 119.052 | ||
| 4752 | 2015.10.07 05:42 | close | 2376 | 0.10 | 120.180 | 121.052 | 119.052 | 720.00 | 2160540.00 |
| 4753 | 2015.10.13 01:00 | sell | 2377 | 0.10 | 120.041 | 120.841 | 118.841 | ||
| 4754 | 2015.10.13 03:07 | close | 2377 | 0.10 | 119.967 | 120.841 | 118.841 | 740.00 | 2161280.00 |
| 4755 | 2015.10.14 21:15 | buy | 2378 | 0.10 | 118.926 | 118.126 | 120.526 | ||
| 4756 | 2015.10.15 03:54 | close | 2378 | 0.10 | 119.006 | 118.126 | 120.526 | 980.00 | 2162260.00 |
| 4757 | 2015.10.15 03:54 | sell | 2379 | 0.10 | 119.006 | 119.806 | 117.806 | ||
| 4758 | 2015.10.15 08:15 | close | 2379 | 0.10 | 118.921 | 119.806 | 117.806 | 850.00 | 2163110.00 |
| 4759 | 2015.10.19 21:00 | buy | 2380 | 0.10 | 119.418 | 118.618 | 121.018 | ||
| 4760 | 2015.10.20 03:54 | close | 2380 | 0.10 | 119.520 | 118.618 | 121.018 | 1200.00 | 2164310.00 |
| 4761 | 2015.10.22 20:30 | buy | 2381 | 0.10 | 120.609 | 119.809 | 122.209 | ||
| 4762 | 2015.10.23 02:25 | close | 2381 | 0.10 | 120.788 | 119.809 | 122.209 | 2330.00 | 2166640.00 |
| 4763 | 2015.10.23 03:54 | sell | 2382 | 0.10 | 120.919 | 121.719 | 119.719 | ||
| 4764 | 2015.10.23 04:09 | close | 2382 | 0.10 | 120.776 | 121.719 | 119.719 | 1430.00 | 2168070.00 |
| 4765 | 2015.10.27 06:15 | buy | 2383 | 0.10 | 120.595 | 119.795 | 122.195 | ||
| 4766 | 2015.10.27 08:22 | close | 2383 | 0.10 | 120.637 | 119.795 | 122.195 | 420.00 | 2168490.00 |
| 4767 | 2015.10.29 21:20 | buy | 2384 | 0.10 | 121.091 | 120.291 | 122.691 | ||
| 4768 | 2015.10.30 03:54 | close | 2384 | 0.10 | 120.866 | 120.291 | 122.691 | -1710.00 | 2166780.00 |
| 4769 | 2015.10.30 06:31 | buy | 2385 | 0.10 | 120.589 | 119.789 | 122.189 | ||
| 4770 | 2015.10.30 06:45 | close | 2385 | 0.10 | 120.694 | 119.789 | 122.189 | 1050.00 | 2167830.00 |
| 4771 | 2015.11.03 20:15 | buy | 2386 | 0.10 | 121.009 | 120.209 | 122.609 | ||
| 4772 | 2015.11.03 20:35 | close | 2386 | 0.10 | 121.115 | 120.209 | 122.609 | 1060.00 | 2168890.00 |
| 4773 | 2015.11.03 22:35 | buy | 2387 | 0.10 | 120.991 | 120.191 | 122.591 | ||
| 4774 | 2015.11.04 00:10 | close | 2387 | 0.10 | 121.086 | 120.191 | 122.591 | 1130.00 | 2170020.00 |
| 4775 | 2015.11.04 22:10 | buy | 2388 | 0.10 | 121.547 | 120.747 | 123.147 | ||
| 4776 | 2015.11.05 02:54 | close | 2388 | 0.10 | 121.524 | 120.747 | 123.147 | -50.00 | 2169970.00 |
| 4777 | 2015.11.05 21:26 | buy | 2389 | 0.10 | 121.668 | 120.868 | 123.268 | ||
| 4778 | 2015.11.05 22:45 | close | 2389 | 0.10 | 121.730 | 120.868 | 123.268 | 620.00 | 2170590.00 |
| 4779 | 2015.11.09 12:37 | buy | 2390 | 0.10 | 123.415 | 122.615 | 125.015 | ||
| 4780 | 2015.11.09 14:03 | close | 2390 | 0.10 | 123.480 | 122.615 | 125.015 | 650.00 | 2171240.00 |
| 4781 | 2015.11.09 20:20 | buy | 2391 | 0.10 | 123.028 | 122.228 | 124.628 | ||
| 4782 | 2015.11.10 02:54 | close | 2391 | 0.10 | 123.149 | 122.228 | 124.628 | 1390.00 | 2172630.00 |
| 4783 | 2015.11.10 02:54 | sell | 2392 | 0.10 | 123.149 | 123.949 | 121.949 | ||
| 4784 | 2015.11.10 07:20 | close | 2392 | 0.10 | 123.222 | 123.949 | 121.949 | -730.00 | 2171900.00 |
| 4785 | 2015.11.10 11:45 | buy | 2393 | 0.10 | 123.138 | 122.338 | 124.738 | ||
| 4786 | 2015.11.10 13:29 | close | 2393 | 0.10 | 123.186 | 122.338 | 124.738 | 480.00 | 2172380.00 |
| 4787 | 2015.11.10 20:30 | buy | 2394 | 0.10 | 123.106 | 122.306 | 124.706 | ||
| 4788 | 2015.11.10 21:45 | close | 2394 | 0.10 | 123.207 | 122.306 | 124.706 | 1010.00 | 2173390.00 |
| 4789 | 2015.11.11 22:40 | buy | 2395 | 0.10 | 122.846 | 122.046 | 124.446 | ||
| 4790 | 2015.11.12 00:10 | close | 2395 | 0.10 | 122.852 | 122.046 | 124.446 | 240.00 | 2173630.00 |
| 4791 | 2015.11.12 02:00 | buy | 2396 | 0.10 | 122.756 | 121.956 | 124.356 | ||
| 4792 | 2015.11.12 02:08 | close | 2396 | 0.10 | 122.836 | 121.956 | 124.356 | 800.00 | 2174430.00 |
| 4793 | 2015.11.12 23:10 | buy | 2397 | 0.10 | 122.577 | 121.777 | 124.177 | ||
| 4794 | 2015.11.13 02:54 | close | 2397 | 0.10 | 122.533 | 121.777 | 124.177 | 100.00 | 2174530.00 |
| 4795 | 2015.11.16 01:00 | buy | 2398 | 0.10 | 122.387 | 121.587 | 123.987 | ||
| 4796 | 2015.11.16 02:19 | close | 2398 | 0.10 | 122.455 | 121.587 | 123.987 | 680.00 | 2175210.00 |
| 4797 | 2015.11.17 21:39 | buy | 2399 | 0.10 | 123.331 | 122.531 | 124.931 | ||
| 4798 | 2015.11.17 21:57 | close | 2399 | 0.10 | 123.405 | 122.531 | 124.931 | 740.00 | 2175950.00 |
| 4799 | 2015.11.19 06:00 | buy | 2400 | 0.10 | 123.212 | 122.412 | 124.812 | ||
| 4800 | 2015.11.19 07:10 | close | 2400 | 0.10 | 123.279 | 122.412 | 124.812 | 670.00 | 2176620.00 |