ヘッジトレード

プロフィットファクター 1.54 ※バックテスト参考値

#	Time	Type	Order	Size	Price	S/L	Profit	Balance
300	2010.01.12 16:16	modify	62	0.01	0.95510	0.98840
301	2010.01.12 20:16	buy	65	0.02	0.95600	0.00000
302	2010.01.12 20:16	modify	65	0.02	0.95600	0.92600
303	2010.01.12 20:16	modify	63	0.02	0.95850	0.92600
304	2010.01.12 20:16	modify	61	0.02	0.95520	0.92600
305	2010.01.12 20:16	modify	59	0.01	0.95740	0.92600
306	2010.01.12 20:16	modify	57	0.01	0.96030	0.92600
307	2010.01.12 20:16	modify	55	0.01	0.95810	0.92600
308	2010.01.12 20:16	modify	53	0.01	0.96140	0.92600
309	2010.01.12 20:16	sell	66	0.01	0.95590	0.00000
310	2010.01.12 20:16	modify	66	0.01	0.95590	0.98590
311	2010.01.12 20:16	modify	64	0.01	0.95840	0.98590
312	2010.01.12 20:16	modify	62	0.01	0.95510	0.98590
313	2010.01.13 04:07	close	53	0.01	0.95830	0.92600	-2.52	10061.97
314	2010.01.13 04:07	close	57	0.01	0.95830	0.92600	-1.63	10060.33
315	2010.01.13 04:07	close	61	0.02	0.95830	0.92600	5.25	10065.58
316	2010.01.13 04:07	close	63	0.02	0.95830	0.92600	-0.27	10065.31
317	2010.01.13 04:07	close	65	0.02	0.95830	0.92600	3.91	10069.23
318	2010.01.13 04:07	close	55	0.01	0.95830	0.92600	0.21	10069.43
319	2010.01.13 04:07	close	59	0.01	0.95830	0.92600	0.79	10070.22
320	2010.01.13 04:16	buy	67	0.01	0.95770	0.00000
321	2010.01.13 04:16	modify	67	0.01	0.95770	0.92770
322	2010.01.13 04:16	sell	68	0.01	0.95760	0.00000
323	2010.01.13 04:16	modify	68	0.01	0.95760	0.98760
324	2010.01.13 04:16	modify	66	0.01	0.95590	0.98760
325	2010.01.13 04:16	modify	64	0.01	0.95840	0.98760
326	2010.01.13 04:16	modify	62	0.01	0.95510	0.98760
327	2010.01.13 18:07	close	62	0.01	0.95480	0.98760	0.19	10070.41
328	2010.01.13 18:07	close	66	0.01	0.95480	0.98760	0.86	10071.28
329	2010.01.13 18:07	close	68	0.01	0.95480	0.98760	2.34	10073.62
330	2010.01.13 18:07	close	64	0.01	0.95480	0.98760	2.94	10076.56
331	2010.01.13 18:16	buy	69	0.01	0.95390	0.00000
332	2010.01.13 18:16	modify	69	0.01	0.95390	0.92390
333	2010.01.13 18:16	modify	67	0.01	0.95770	0.92390
334	2010.01.13 18:16	sell	70	0.01	0.95380	0.00000
335	2010.01.13 18:16	modify	70	0.01	0.95380	0.98380
336	2010.01.13 20:07	close	70	0.01	0.95140	0.98380	2.00	10078.56
337	2010.01.13 20:16	buy	71	0.01	0.95060	0.00000
338	2010.01.13 20:16	modify	71	0.01	0.95060	0.92060
339	2010.01.13 20:16	modify	69	0.01	0.95390	0.92060
340	2010.01.13 20:16	modify	67	0.01	0.95770	0.92060
341	2010.01.13 20:16	sell	72	0.01	0.95050	0.00000
342	2010.01.13 20:16	modify	72	0.01	0.95050	0.98050
343	2010.01.13 23:16	buy	73	0.02	0.95280	0.00000
344	2010.01.13 23:16	modify	73	0.02	0.95280	0.92280
345	2010.01.13 23:16	modify	71	0.01	0.95060	0.92280
346	2010.01.13 23:16	modify	69	0.01	0.95390	0.92280
347	2010.01.13 23:16	modify	67	0.01	0.95770	0.92280
348	2010.01.13 23:16	sell	74	0.01	0.95270	0.00000
349	2010.01.13 23:16	modify	74	0.01	0.95270	0.98270
350	2010.01.13 23:16	modify	72	0.01	0.95050	0.98270
351	2010.01.14 03:07	close	67	0.01	0.95640	0.92280	-0.98	10077.58
352	2010.01.14 03:07	close	71	0.01	0.95640	0.92280	4.95	10082.52
353	2010.01.14 03:07	close	73	0.02	0.95640	0.92280	6.23	10088.76
354	2010.01.14 03:07	close	69	0.01	0.95640	0.92280	2.19	10090.95
355	2010.01.14 03:16	close	72	0.01	0.95650	0.98270	-5.18	10085.77
356	2010.01.14 03:16	close	74	0.01	0.95650	0.98270	-3.35	10082.42
357	2010.01.14 03:16	buy	75	0.01	0.95650	0.00000
358	2010.01.14 03:16	modify	75	0.01	0.95650	0.92650
359	2010.01.14 03:16	sell	76	0.01	0.95640	0.00000
360	2010.01.14 03:16	modify	76	0.01	0.95640	0.98640
361	2010.01.14 09:07	close	75	0.01	0.95860	0.92650	1.75	10084.17
362	2010.01.14 09:16	buy	77	0.01	0.95910	0.00000
363	2010.01.14 09:16	modify	77	0.01	0.95910	0.92910
364	2010.01.14 09:16	sell	78	0.01	0.95900	0.00000
365	2010.01.14 09:16	modify	78	0.01	0.95900	0.98900
366	2010.01.14 09:16	modify	76	0.01	0.95640	0.98900
367	2010.01.14 17:16	buy	79	0.01	0.95660	0.00000
368	2010.01.14 17:16	modify	79	0.01	0.95660	0.92660
369	2010.01.14 17:16	modify	77	0.01	0.95910	0.92660
370	2010.01.14 17:16	sell	80	0.01	0.95650	0.00000
371	2010.01.14 17:16	modify	80	0.01	0.95650	0.98650
372	2010.01.14 17:16	modify	78	0.01	0.95900	0.98650
373	2010.01.14 17:16	modify	76	0.01	0.95640	0.98650
374	2010.01.14 18:07	close	76	0.01	0.95470	0.98650	1.42	10085.59
375	2010.01.14 18:07	close	78	0.01	0.95470	0.98650	3.60	10089.19
376	2010.01.14 18:07	close	80	0.01	0.95470	0.98650	1.51	10090.70
377	2010.01.14 18:16	buy	81	0.01	0.95480	0.00000
378	2010.01.14 18:16	modify	81	0.01	0.95480	0.92480
379	2010.01.14 18:16	modify	79	0.01	0.95660	0.92480
380	2010.01.14 18:16	modify	77	0.01	0.95910	0.92480
381	2010.01.14 18:16	sell	82	0.01	0.95470	0.00000
382	2010.01.14 18:16	modify	82	0.01	0.95470	0.98470
383	2010.01.14 22:07	close	82	0.01	0.95230	0.98470	2.00	10092.70
384	2010.01.14 22:16	buy	83	0.02	0.95210	0.00000
385	2010.01.14 22:16	modify	83	0.02	0.95210	0.92210
386	2010.01.14 22:16	modify	81	0.01	0.95480	0.92210
387	2010.01.14 22:16	modify	79	0.01	0.95660	0.92210
388	2010.01.14 22:16	modify	77	0.01	0.95910	0.92210
389	2010.01.14 22:16	sell	84	0.01	0.95200	0.00000
390	2010.01.14 22:16	modify	84	0.01	0.95200	0.98200
391	2010.01.15 10:07	close	84	0.01	0.94940	0.98200	2.11	10094.82
392	2010.01.15 10:16	buy	85	0.02	0.94910	0.00000
393	2010.01.15 10:16	modify	85	0.02	0.94910	0.91910
394	2010.01.15 10:16	modify	83	0.02	0.95210	0.91910
395	2010.01.15 10:16	modify	81	0.01	0.95480	0.91910
396	2010.01.15 10:16	modify	79	0.01	0.95660	0.91910
397	2010.01.15 10:16	modify	77	0.01	0.95910	0.91910
398	2010.01.15 10:16	sell	86	0.01	0.94900	0.00000
399	2010.01.15 10:16	modify	86	0.01	0.94900	0.97900
400	2010.01.15 11:16	buy	87	0.02	0.95190	0.00000
401	2010.01.15 11:16	modify	87	0.02	0.95190	0.92190
402	2010.01.15 11:16	modify	85	0.02	0.94910	0.92190
403	2010.01.15 11:16	modify	83	0.02	0.95210	0.92190
404	2010.01.15 11:16	modify	81	0.01	0.95480	0.92190
405	2010.01.15 11:16	modify	79	0.01	0.95660	0.92190
406	2010.01.15 11:16	modify	77	0.01	0.95910	0.92190
407	2010.01.15 11:16	sell	88	0.01	0.95180	0.00000
408	2010.01.15 11:16	modify	88	0.01	0.95180	0.98180
409	2010.01.15 11:16	modify	86	0.01	0.94900	0.98180
410	2010.01.18 01:07	close	86	0.01	0.94840	0.98180	0.44	10095.26
411	2010.01.18 01:07	close	88	0.01	0.94840	0.98180	2.78	10098.04
412	2010.01.18 01:16	buy	89	0.03	0.94820	0.00000
413	2010.01.18 01:16	modify	89	0.03	0.94820	0.91820
414	2010.01.18 01:16	modify	87	0.02	0.95190	0.91820
415	2010.01.18 01:16	modify	85	0.02	0.94910	0.91820
416	2010.01.18 01:16	modify	83	0.02	0.95210	0.91820
417	2010.01.18 01:16	modify	81	0.01	0.95480	0.91820
418	2010.01.18 01:16	modify	79	0.01	0.95660	0.91820
419	2010.01.18 01:16	modify	77	0.01	0.95910	0.91820
420	2010.01.18 01:16	sell	90	0.01	0.94810	0.00000
421	2010.01.18 01:16	modify	90	0.01	0.94810	0.97810
422	2010.01.18 13:16	buy	91	0.04	0.95080	0.00000
423	2010.01.18 13:16	modify	91	0.04	0.95080	0.92080
424	2010.01.18 13:16	modify	89	0.03	0.94820	0.92080
425	2010.01.18 13:16	modify	87	0.02	0.95190	0.92080
426	2010.01.18 13:16	modify	85	0.02	0.94910	0.92080
427	2010.01.18 13:16	modify	83	0.02	0.95210	0.92080
428	2010.01.18 13:16	modify	81	0.01	0.95480	0.92080
429	2010.01.18 13:16	modify	79	0.01	0.95660	0.92080
430	2010.01.18 13:16	modify	77	0.01	0.95910	0.92080
431	2010.01.18 13:16	sell	92	0.01	0.95070	0.00000
432	2010.01.18 13:16	modify	92	0.01	0.95070	0.98070
433	2010.01.18 13:16	modify	90	0.01	0.94810	0.98070
434	2010.01.19 13:07	close	90	0.01	0.94700	0.98070	0.86	10098.91
435	2010.01.19 13:07	close	92	0.01	0.94700	0.98070	3.03	10101.94
436	2010.01.19 13:16	buy	93	0.05	0.94760	0.00000
437	2010.01.19 13:16	modify	93	0.05	0.94760	0.91760
438	2010.01.19 13:16	modify	91	0.04	0.95080	0.91760
439	2010.01.19 13:16	modify	89	0.03	0.94820	0.91760
440	2010.01.19 13:16	modify	87	0.02	0.95190	0.91760
441	2010.01.19 13:16	modify	85	0.02	0.94910	0.91760
442	2010.01.19 13:16	modify	83	0.02	0.95210	0.91760
443	2010.01.19 13:16	modify	81	0.01	0.95480	0.91760
444	2010.01.19 13:16	modify	79	0.01	0.95660	0.91760
445	2010.01.19 13:16	modify	77	0.01	0.95910	0.91760
446	2010.01.19 13:16	sell	94	0.01	0.94750	0.00000
447	2010.01.19 13:16	modify	94	0.01	0.94750	0.97750
448	2010.01.19 16:16	buy	95	0.06	0.95030	0.00000
449	2010.01.19 16:16	modify	95	0.06	0.95030	0.92030
450	2010.01.19 16:16	modify	93	0.05	0.94760	0.92030
451	2010.01.19 16:16	modify	91	0.04	0.95080	0.92030
452	2010.01.19 16:16	modify	89	0.03	0.94820	0.92030
453	2010.01.19 16:16	modify	87	0.02	0.95190	0.92030
454	2010.01.19 16:16	modify	85	0.02	0.94910	0.92030
455	2010.01.19 16:16	modify	83	0.02	0.95210	0.92030
456	2010.01.19 16:16	modify	81	0.01	0.95480	0.92030
457	2010.01.19 16:16	modify	79	0.01	0.95660	0.92030
458	2010.01.19 16:16	modify	77	0.01	0.95910	0.92030
459	2010.01.19 16:16	sell	96	0.01	0.95020	0.00000
460	2010.01.19 16:16	modify	96	0.01	0.95020	0.98020
461	2010.01.19 16:16	modify	94	0.01	0.94750	0.98020
462	2010.01.19 18:07	close	77	0.01	0.95250	0.92030	-5.40	10096.54
463	2010.01.19 18:07	close	81	0.01	0.95250	0.92030	-1.81	10094.73
464	2010.01.19 18:07	close	85	0.02	0.95250	0.92030	5.82	10100.55
465	2010.01.19 18:07	close	89	0.03	0.95250	0.92030	10.89	10111.44
466	2010.01.19 18:07	close	93	0.05	0.95250	0.92030	20.47	10131.91
467	2010.01.19 18:07	close	95	0.06	0.95250	0.92030	11.03	10142.94
468	2010.01.19 18:07	close	79	0.01	0.95250	0.92030	-3.31	10139.62
469	2010.01.19 18:07	close	87	0.02	0.95250	0.92030	1.14	10140.77
470	2010.01.19 18:07	close	83	0.02	0.95250	0.92030	0.88	10141.65
471	2010.01.19 18:07	close	91	0.04	0.95250	0.92030	5.82	10147.47
472	2010.01.19 18:16	close	94	0.01	0.95240	0.98020	-4.09	10143.38
473	2010.01.19 18:16	close	96	0.01	0.95240	0.98020	-1.83	10141.55
474	2010.01.19 18:16	buy	97	0.01	0.95240	0.00000
475	2010.01.19 18:16	modify	97	0.01	0.95240	0.92240
476	2010.01.19 18:16	sell	98	0.01	0.95230	0.00000
477	2010.01.19 18:16	modify	98	0.01	0.95230	0.98230
478	2010.01.20 01:07	close	98	0.01	0.95000	0.98230	1.86	10143.42
479	2010.01.20 01:16	buy	99	0.01	0.95050	0.00000
480	2010.01.20 01:16	modify	99	0.01	0.95050	0.92050
481	2010.01.20 01:16	modify	97	0.01	0.95240	0.92050
482	2010.01.20 01:16	sell	100	0.01	0.95040	0.00000
483	2010.01.20 01:16	modify	100	0.01	0.95040	0.98040
484	2010.01.20 03:16	buy	101	0.01	0.95150	0.00000
485	2010.01.20 03:16	modify	101	0.01	0.95150	0.92150
486	2010.01.20 03:16	modify	99	0.01	0.95050	0.92150
487	2010.01.20 03:16	modify	97	0.01	0.95240	0.92150
488	2010.01.20 03:16	sell	102	0.01	0.95140	0.00000
489	2010.01.20 03:16	modify	102	0.01	0.95140	0.98140
490	2010.01.20 03:16	modify	100	0.01	0.95040	0.98140
491	2010.01.20 04:07	close	100	0.01	0.94880	0.98140	1.33	10144.75
492	2010.01.20 04:07	close	102	0.01	0.94880	0.98140	2.17	10146.92
493	2010.01.20 04:16	buy	103	0.01	0.94830	0.00000
494	2010.01.20 04:16	modify	103	0.01	0.94830	0.91830
495	2010.01.20 04:16	modify	101	0.01	0.95150	0.91830
496	2010.01.20 04:16	modify	99	0.01	0.95050	0.91830
497	2010.01.20 04:16	modify	97	0.01	0.95240	0.91830
498	2010.01.20 04:16	sell	104	0.01	0.94820	0.00000
499	2010.01.20 04:16	modify	104	0.01	0.94820	0.97820
500	2010.01.20 14:16	buy	105	0.02	0.95280	0.00000
501	2010.01.20 14:16	modify	105	0.02	0.95280	0.92280
502	2010.01.20 14:16	modify	103	0.01	0.94830	0.92280
503	2010.01.20 14:16	modify	101	0.01	0.95150	0.92280
504	2010.01.20 14:16	modify	99	0.01	0.95050	0.92280
505	2010.01.20 14:16	modify	97	0.01	0.95240	0.92280
506	2010.01.20 14:16	sell	106	0.01	0.95270	0.00000
507	2010.01.20 14:16	modify	106	0.01	0.95270	0.98270
508	2010.01.20 14:16	modify	104	0.01	0.94820	0.98270
509	2010.01.20 15:07	close	97	0.01	0.95460	0.92280	1.87	10148.78
510	2010.01.20 15:07	close	101	0.01	0.95460	0.92280	2.59	10151.37
511	2010.01.20 15:07	close	105	0.02	0.95460	0.92280	3.01	10154.38
512	2010.01.20 15:07	close	99	0.01	0.95460	0.92280	3.42	10157.80
513	2010.01.20 15:07	close	103	0.01	0.95460	0.92280	5.26	10163.06
514	2010.01.20 15:16	buy	107	0.01	0.95480	0.00000
515	2010.01.20 15:16	modify	107	0.01	0.95480	0.92480
516	2010.01.20 15:16	sell	108	0.01	0.95470	0.00000
517	2010.01.20 15:16	modify	108	0.01	0.95470	0.98470
518	2010.01.20 15:16	modify	106	0.01	0.95270	0.98470
519	2010.01.20 15:16	modify	104	0.01	0.94820	0.98470
520	2010.01.20 19:16	buy	109	0.01	0.95210	0.00000
521	2010.01.20 19:16	modify	109	0.01	0.95210	0.92210
522	2010.01.20 19:16	modify	107	0.01	0.95480	0.92210
523	2010.01.20 19:16	sell	110	0.01	0.95200	0.00000
524	2010.01.20 19:16	modify	110	0.01	0.95200	0.98200
525	2010.01.20 19:16	modify	108	0.01	0.95470	0.98200
526	2010.01.20 19:16	modify	106	0.01	0.95270	0.98200
527	2010.01.20 19:16	modify	104	0.01	0.94820	0.98200
528	2010.01.21 06:16	buy	111	0.01	0.95410	0.00000
529	2010.01.21 06:16	modify	111	0.01	0.95410	0.92410
530	2010.01.21 06:16	modify	109	0.01	0.95210	0.92410
531	2010.01.21 06:16	modify	107	0.01	0.95480	0.92410
532	2010.01.21 06:16	sell	112	0.01	0.95400	0.00000
533	2010.01.21 06:16	modify	112	0.01	0.95400	0.98400
534	2010.01.21 06:16	modify	110	0.01	0.95200	0.98400
535	2010.01.21 06:16	modify	108	0.01	0.95470	0.98400
536	2010.01.21 06:16	modify	106	0.01	0.95270	0.98400
537	2010.01.21 06:16	modify	104	0.01	0.94820	0.98400
538	2010.01.21 08:07	close	107	0.01	0.95580	0.92410	0.95	10164.01
539	2010.01.21 08:07	close	109	0.01	0.95580	0.92410	3.20	10167.21
540	2010.01.21 08:07	close	111	0.01	0.95580	0.92410	1.42	10168.63
541	2010.01.21 08:16	buy	113	0.01	0.95570	0.00000
542	2010.01.21 08:16	modify	113	0.01	0.95570	0.92570
543	2010.01.21 08:16	sell	114	0.01	0.95560	0.00000
544	2010.01.21 08:16	modify	114	0.01	0.95560	0.98560
545	2010.01.21 08:16	modify	112	0.01	0.95400	0.98560
546	2010.01.21 08:16	modify	110	0.01	0.95200	0.98560
547	2010.01.21 08:16	modify	108	0.01	0.95470	0.98560
548	2010.01.21 08:16	modify	106	0.01	0.95270	0.98560
549	2010.01.21 08:16	modify	104	0.01	0.94820	0.98560
550	2010.01.21 14:16	buy	115	0.01	0.95300	0.00000
551	2010.01.21 14:16	modify	115	0.01	0.95300	0.92300
552	2010.01.21 14:16	modify	113	0.01	0.95570	0.92300
553	2010.01.21 14:16	sell	116	0.01	0.95290	0.00000
554	2010.01.21 14:16	modify	116	0.01	0.95290	0.98290
555	2010.01.21 14:16	modify	114	0.01	0.95560	0.98290
556	2010.01.21 14:16	modify	112	0.01	0.95400	0.98290
557	2010.01.21 14:16	modify	110	0.01	0.95200	0.98290
558	2010.01.21 14:16	modify	108	0.01	0.95470	0.98290
559	2010.01.21 14:16	modify	106	0.01	0.95270	0.98290
560	2010.01.21 14:16	modify	104	0.01	0.94820	0.98290
561	2010.01.21 17:07	close	113	0.01	0.95640	0.92300	0.59	10169.22
562	2010.01.21 17:07	close	115	0.01	0.95640	0.92300	2.84	10172.06
563	2010.01.21 17:16	close	104	0.01	0.95650	0.98290	-7.11	10164.95
564	2010.01.21 17:16	close	108	0.01	0.95650	0.98290	-1.68	10163.27
565	2010.01.21 17:16	close	112	0.01	0.95650	0.98290	-2.09	10161.18
566	2010.01.21 17:16	close	116	0.01	0.95650	0.98290	-3.01	10158.17
567	2010.01.21 17:16	close	106	0.01	0.95650	0.98290	-3.35	10154.83
568	2010.01.21 17:16	close	114	0.01	0.95650	0.98290	-0.75	10154.08
569	2010.01.21 17:16	close	110	0.01	0.95650	0.98290	-3.93	10150.15
570	2010.01.21 17:16	buy	117	0.01	0.95650	0.00000
571	2010.01.21 17:16	modify	117	0.01	0.95650	0.92650
572	2010.01.21 17:16	sell	118	0.01	0.95640	0.00000
573	2010.01.21 17:16	modify	118	0.01	0.95640	0.98640
574	2010.01.21 18:07	close	118	0.01	0.94860	0.98640	6.51	10156.66
575	2010.01.21 18:16	buy	119	0.01	0.94870	0.00000
576	2010.01.21 18:16	modify	119	0.01	0.94870	0.91870
577	2010.01.21 18:16	modify	117	0.01	0.95650	0.91870
578	2010.01.21 18:16	sell	120	0.01	0.94860	0.00000
579	2010.01.21 18:16	modify	120	0.01	0.94860	0.97860
580	2010.01.22 03:16	buy	121	0.01	0.94520	0.00000
581	2010.01.22 03:16	modify	121	0.01	0.94520	0.91520
582	2010.01.22 03:16	modify	119	0.01	0.94870	0.91520
583	2010.01.22 03:16	modify	117	0.01	0.95650	0.91520
584	2010.01.22 03:16	sell	122	0.01	0.94510	0.00000
585	2010.01.22 03:16	modify	122	0.01	0.94510	0.97510
586	2010.01.22 03:16	modify	120	0.01	0.94860	0.97510
587	2010.01.22 05:16	buy	123	0.02	0.94880	0.00000
588	2010.01.22 05:16	modify	123	0.02	0.94880	0.91880
589	2010.01.22 05:16	modify	121	0.01	0.94520	0.91880
590	2010.01.22 05:16	modify	119	0.01	0.94870	0.91880
591	2010.01.22 05:16	modify	117	0.01	0.95650	0.91880
592	2010.01.22 05:16	sell	124	0.01	0.94870	0.00000
593	2010.01.22 05:16	modify	124	0.01	0.94870	0.97870
594	2010.01.22 05:16	modify	122	0.01	0.94510	0.97870
595	2010.01.22 05:16	modify	120	0.01	0.94860	0.97870
596	2010.01.22 10:16	buy	125	0.02	0.95120	0.00000
597	2010.01.22 10:16	modify	125	0.02	0.95120	0.92120
598	2010.01.22 10:16	modify	123	0.02	0.94880	0.92120
599	2010.01.22 10:16	modify	121	0.01	0.94520	0.92120