Robust

プロフィットファクター 1.3 ※バックテスト参考値

#	Time	Type	Order	Size	Price	S/L	T/P	Profit	Balance
2100	2017.11.16 00:45	sell	701	0.08	1.17723	0.00000	0.00000
2101	2017.11.16 00:45	modify	701	0.08	1.17723	1.18923	1.15323
2102	2017.11.24 15:49	s/l	701	0.08	1.18923	1.18923	1.15323	-93.70	20836.01
2103	2017.12.29 14:15	t/p	700	0.08	1.19893	1.16993	1.19893	126.05	20962.06
2104	2018.01.02 12:00	buy	702	0.08	1.20712	0.00000	0.00000
2105	2018.01.02 12:00	modify	702	0.08	1.20712	1.19812	1.22712
2106	2018.01.08 14:40	s/l	702	0.08	1.19812	1.19812	1.22712	-76.82	20885.24
2107	2018.01.09 10:05	sell	703	0.08	1.19453	0.00000	0.00000
2108	2018.01.09 10:05	modify	703	0.08	1.19453	1.20653	1.17053
2109	2018.01.12 02:11	s/l	703	0.08	1.20653	1.20653	1.17053	-94.77	20790.47
2110	2018.01.29 15:40	sell	704	0.08	1.23638	0.00000	0.00000
2111	2018.01.29 15:40	modify	704	0.08	1.23638	1.24838	1.21238
2112	2018.02.01 18:14	s/l	704	0.08	1.24838	1.24838	1.21238	-94.77	20695.70
2113	2018.02.02 17:15	sell	705	0.08	1.24193	0.00000	0.00000
2114	2018.02.02 17:15	modify	705	0.08	1.24193	1.25393	1.21793
2115	2018.02.15 09:40	buy	706	0.08	1.25033	0.00000	0.00000
2116	2018.02.15 09:40	modify	706	0.08	1.25033	1.24133	1.27033
2117	2018.02.16 04:32	s/l	705	0.08	1.25393	1.25393	1.21793	-91.55	20604.14
2118	2018.02.16 13:10	sell	707	0.08	1.24789	0.00000	0.00000
2119	2018.02.16 13:10	modify	707	0.08	1.24789	1.25989	1.22389
2120	2018.02.16 20:58	s/l	706	0.08	1.24133	1.24133	1.27033	-73.27	20530.87
2121	2018.02.27 17:47	t/p	707	0.08	1.22389	1.25989	1.22389	194.66	20725.53
2122	2018.03.06 02:40	buy	708	0.08	1.23510	0.00000	0.00000
2123	2018.03.06 02:40	modify	708	0.08	1.23510	1.22610	1.25510
2124	2018.03.15 22:00	sell	709	0.08	1.23022	0.00000	0.00000
2125	2018.03.15 22:00	modify	709	0.08	1.23022	1.24222	1.20622
2126	2018.03.16 17:59	s/l	708	0.08	1.22610	1.22610	1.25510	-81.08	20644.45
2127	2018.03.26 01:20	buy	710	0.08	1.23659	0.00000	0.00000
2128	2018.03.26 01:20	modify	710	0.08	1.23659	1.22759	1.25659
2129	2018.03.26 16:28	s/l	709	0.08	1.24222	1.24222	1.20622	-93.34	20551.10
2130	2018.03.28 20:50	sell	711	0.08	1.23138	0.00000	0.00000
2131	2018.03.28 20:50	modify	711	0.08	1.23138	1.24338	1.20738
2132	2018.04.03 16:12	s/l	710	0.08	1.22759	1.22759	1.25659	-78.24	20472.86
2133	2018.04.06 02:00	buy	712	0.08	1.22452	0.00000	0.00000
2134	2018.04.06 02:00	modify	712	0.08	1.22452	1.21552	1.24452
2135	2018.04.26 14:59	s/l	712	0.08	1.21552	1.21552	1.24452	-86.77	20386.09
2136	2018.04.27 10:21	t/p	711	0.08	1.20738	1.24338	1.20738	202.88	20588.98
2137	2018.04.30 21:45	buy	713	0.08	1.20940	0.00000	0.00000
2138	2018.04.30 21:45	modify	713	0.08	1.20940	1.20040	1.22940
2139	2018.05.01 17:13	s/l	713	0.08	1.20040	1.20040	1.22940	-73.27	20515.71
2140	2018.05.10 07:55	buy	714	0.08	1.18728	0.00000	0.00000
2141	2018.05.10 07:55	modify	714	0.08	1.18728	1.17828	1.20728
2142	2018.05.15 14:25	sell	715	0.08	1.18874	0.00000	0.00000
2143	2018.05.15 14:25	modify	715	0.08	1.18874	1.20074	1.16474
2144	2018.05.16 13:33	s/l	714	0.08	1.17828	1.17828	1.20728	-75.40	20440.30
2145	2018.05.25 16:53	t/p	715	0.08	1.16474	1.20074	1.16474	195.73	20636.04
2146	2018.05.30 11:05	buy	716	0.08	1.16053	0.00000	0.00000
2147	2018.05.30 11:05	modify	716	0.08	1.16053	1.15153	1.18053
2148	2018.06.07 09:36	t/p	716	0.08	1.18053	1.15153	1.18053	152.34	20788.37
2149	2018.06.08 02:50	sell	717	0.08	1.17927	0.00000	0.00000
2150	2018.06.08 02:50	modify	717	0.08	1.17927	1.19127	1.15527
2151	2018.06.12 10:35	buy	718	0.08	1.18004	0.00000	0.00000
2152	2018.06.12 10:35	modify	718	0.08	1.18004	1.17104	1.20004
2153	2018.06.14 15:49	s/l	718	0.08	1.17104	1.17104	1.20004	-75.40	20712.97
2154	2018.06.15 09:04	t/p	717	0.08	1.15527	1.19127	1.15527	193.94	20906.91
2155	2018.06.15 10:55	buy	719	0.08	1.15868	0.00000	0.00000
2156	2018.06.15 10:55	modify	719	0.08	1.15868	1.14968	1.17868
2157	2018.06.27 21:05	sell	720	0.08	1.15658	0.00000	0.00000
2158	2018.06.27 21:05	modify	720	0.08	1.15658	1.16858	1.13258
2159	2018.06.29 23:26	s/l	720	0.08	1.16858	1.16858	1.13258	-95.13	20811.78
2160	2018.07.09 14:46	t/p	719	0.08	1.17868	1.14968	1.17868	143.81	20955.59
2161	2018.07.11 12:10	sell	721	0.08	1.16993	0.00000	0.00000
2162	2018.07.11 12:10	modify	721	0.08	1.16993	1.18193	1.14593
2163	2018.07.23 01:50	buy	722	0.08	1.17334	0.00000	0.00000
2164	2018.07.23 01:50	modify	722	0.08	1.17334	1.16434	1.19334
2165	2018.07.26 21:26	s/l	722	0.08	1.16434	1.16434	1.19334	-76.11	20879.48
2166	2018.08.10 08:16	t/p	721	0.08	1.14593	1.18193	1.14593	202.88	21082.37
2167	2018.08.15 19:30	buy	723	0.08	1.13458	0.00000	0.00000
2168	2018.08.15 19:30	modify	723	0.08	1.13458	1.12558	1.15458
2169	2018.08.21 19:54	t/p	723	0.08	1.15458	1.12558	1.15458	155.18	21237.54
2170	2018.08.27 08:05	sell	724	0.08	1.16167	0.00000	0.00000
2171	2018.08.27 08:05	modify	724	0.08	1.16167	1.17367	1.13767
2172	2018.09.05 05:40	buy	725	0.08	1.16068	0.00000	0.00000
2173	2018.09.05 05:40	modify	725	0.08	1.16068	1.15168	1.18068
2174	2018.09.20 14:31	s/l	724	0.08	1.17367	1.17367	1.13767	-87.26	21150.28
2175	2018.09.24 16:20	t/p	725	0.08	1.18068	1.15168	1.18068	145.94	21296.22
2176	2018.09.27 23:40	sell	726	0.08	1.16411	0.00000	0.00000
2177	2018.09.27 23:40	modify	726	0.08	1.16411	1.17611	1.14011
2178	2018.10.08 03:25	buy	727	0.08	1.15287	0.00000	0.00000
2179	2018.10.08 03:25	modify	727	0.08	1.15287	1.14387	1.17287
2180	2018.10.09 14:20	s/l	727	0.08	1.14387	1.14387	1.17287	-73.27	21222.95
2181	2018.10.09 21:50	buy	728	0.08	1.15012	0.00000	0.00000
2182	2018.10.09 21:50	modify	728	0.08	1.15012	1.14112	1.17012
2183	2018.10.24 11:37	s/l	728	0.08	1.14112	1.14112	1.17012	-83.22	21139.74
2184	2018.10.24 13:37	t/p	726	0.08	1.14011	1.17611	1.14011	200.38	21340.12
2185	2018.10.30 21:15	sell	729	0.08	1.13416	0.00000	0.00000
2186	2018.10.30 21:15	modify	729	0.08	1.13416	1.14616	1.11016
2187	2018.11.05 20:45	buy	730	0.08	1.14185	0.00000	0.00000
2188	2018.11.05 20:45	modify	730	0.08	1.14185	1.13285	1.16185
2189	2018.11.07 02:43	s/l	729	0.08	1.14616	1.14616	1.11016	-93.70	21246.42
2190	2018.11.09 12:26	s/l	730	0.08	1.13285	1.13285	1.16185	-76.82	21169.60
2191	2018.11.12 10:20	sell	731	0.08	1.12429	0.00000	0.00000
2192	2018.11.12 10:20	modify	731	0.08	1.12429	1.13629	1.10029
2193	2018.11.15 06:50	buy	732	0.08	1.13392	0.00000	0.00000
2194	2018.11.15 06:50	modify	732	0.08	1.13392	1.12492	1.15392
2195	2018.11.15 21:33	s/l	731	0.08	1.13629	1.13629	1.10029	-94.77	21074.82
2196	2018.11.20 20:05	sell	733	0.08	1.13669	0.00000	0.00000
2197	2018.11.20 20:05	modify	733	0.08	1.13669	1.14869	1.11269
2198	2018.12.26 20:05	close	733	0.08	1.13586	1.14869	1.11269	18.95	21093.78
2199	2018.12.31 07:00	sell	734	0.08	1.14215	0.00000	0.00000
2200	2018.12.31 07:00	modify	734	0.08	1.14215	1.15415	1.11815
2201	2019.01.09 17:20	t/p	732	0.08	1.15392	1.12492	1.15392	121.79	21215.57
2202	2019.01.09 21:00	s/l	734	0.08	1.15415	1.15415	1.11815	-93.34	21122.22
2203	2019.01.11 14:05	buy	735	0.08	1.15337	0.00000	0.00000
2204	2019.01.11 14:05	modify	735	0.08	1.15337	1.14437	1.17337
2205	2019.01.15 11:13	s/l	735	0.08	1.14437	1.14437	1.17337	-73.98	21048.24
2206	2019.01.25 04:40	buy	736	0.08	1.13168	0.00000	0.00000
2207	2019.01.25 04:40	modify	736	0.08	1.13168	1.12268	1.15168
2208	2019.01.28 10:25	sell	737	0.08	1.13927	0.00000	0.00000
2209	2019.01.28 10:25	modify	737	0.08	1.13927	1.15127	1.11527
2210	2019.01.31 09:28	s/l	737	0.08	1.15127	1.15127	1.11527	-94.77	20953.47
2211	2019.02.05 23:40	sell	738	0.08	1.14015	0.00000	0.00000
2212	2019.02.05 23:40	modify	738	0.08	1.14015	1.15215	1.11615
2213	2019.03.07 18:10	s/l	736	0.08	1.12268	1.12268	1.15168	-101.69	20851.78
2214	2019.03.08 04:40	buy	739	0.08	1.11990	0.00000	0.00000
2215	2019.03.08 04:40	modify	739	0.08	1.11990	1.11090	1.13990
2216	2019.03.20 21:04	t/p	739	0.08	1.13990	1.11090	1.13990	152.34	21004.12
2217	2019.04.12 04:00	buy	740	0.08	1.12843	0.00000	0.00000
2218	2019.04.12 04:00	modify	740	0.08	1.12843	1.11943	1.14843
2219	2019.04.23 17:32	s/l	740	0.08	1.11943	1.11943	1.14843	-78.95	20925.17
2220	2019.04.23 22:15	buy	741	0.08	1.12198	0.00000	0.00000
2221	2019.04.23 22:15	modify	741	0.08	1.12198	1.11298	1.14198
2222	2019.04.24 19:43	t/p	738	0.08	1.11615	1.15215	1.11615	219.33	21144.50
2223	2019.04.25 12:46	s/l	741	0.08	1.11298	1.11298	1.14198	-75.40	21069.10
2224	2019.04.29 05:25	buy	742	0.08	1.11548	0.00000	0.00000
2225	2019.04.29 05:25	modify	742	0.08	1.11548	1.10648	1.13548
2226	2019.05.21 08:30	sell	743	0.08	1.11545	0.00000	0.00000
2227	2019.05.21 08:30	modify	743	0.08	1.11545	1.12745	1.09145
2228	2019.06.04 10:06	s/l	743	0.08	1.12745	1.12745	1.09145	-91.55	20977.54
2229	2019.06.10 10:35	sell	744	0.08	1.12969	0.00000	0.00000
2230	2019.06.10 10:35	modify	744	0.08	1.12969	1.14169	1.10569
2231	2019.06.21 20:16	t/p	742	0.08	1.13548	1.10648	1.13548	120.37	21097.91
2232	2019.07.15 12:55	buy	745	0.08	1.12813	0.00000	0.00000
2233	2019.07.15 12:55	modify	745	0.08	1.12813	1.11913	1.14813
2234	2019.07.23 06:47	s/l	745	0.08	1.11913	1.11913	1.14813	-78.24	21019.67
2235	2019.07.25 16:10	buy	746	0.08	1.11676	0.00000	0.00000
2236	2019.07.25 16:10	modify	746	0.08	1.11676	1.10776	1.13676
2237	2019.07.31 21:48	s/l	746	0.08	1.10776	1.10776	1.13676	-75.40	20944.27
2238	2019.08.01 03:17	t/p	744	0.08	1.10569	1.14169	1.10569	210.75	21155.02
2239	2019.08.06 02:10	buy	747	0.08	1.12329	0.00000	0.00000
2240	2019.08.06 02:10	modify	747	0.08	1.12329	1.11429	1.14329
2241	2019.08.13 05:50	sell	748	0.08	1.11892	0.00000	0.00000
2242	2019.08.13 05:50	modify	748	0.08	1.11892	1.13092	1.09492
2243	2019.08.14 17:13	s/l	747	0.08	1.11429	1.11429	1.14329	-78.24	21076.78
2244	2019.08.20 19:40	buy	749	0.08	1.10987	0.00000	0.00000
2245	2019.08.20 19:40	modify	749	0.08	1.10987	1.10087	1.12987
2246	2019.08.30 18:01	s/l	749	0.08	1.10087	1.10087	1.12987	-81.08	20995.69
2247	2019.09.02 21:25	buy	750	0.08	1.09708	0.00000	0.00000
2248	2019.09.02 21:25	modify	750	0.08	1.09708	1.08808	1.11708
2249	2019.09.03 04:02	t/p	748	0.08	1.09492	1.13092	1.09492	198.95	21194.64
2250	2019.09.10 05:15	sell	751	0.08	1.10400	0.00000	0.00000
2251	2019.09.10 05:15	modify	751	0.08	1.10400	1.11600	1.08000
2252	2019.09.23 10:50	close	751	0.08	1.09738	1.11600	1.08000	57.05	21251.69
2253	2019.09.27 23:57	close at stop	750	0.08	1.09411	1.08808	1.11708	-43.50	21208.19