Happy Invest

プロフィットファクター 3.67 ※バックテスト参考値

#	Time	Type	Order	Size	Price	Profit	Balance
1	2007.02.12 20:10	buy	1	0.01	0.90710
2	2007.02.13 06:45	close	1	0.01	0.90870	1.19	10001.19
3	2007.02.13 08:10	buy	2	0.01	0.90810
4	2007.02.13 14:35	buy	3	0.01	0.90590
5	2007.02.13 18:25	close	3	0.01	0.90870	2.16	10003.35
6	2007.02.13 18:25	close	2	0.01	0.90870	0.46	10003.81
7	2007.02.13 20:15	buy	4	0.01	0.90800
8	2007.02.14 04:40	close	4	0.01	0.91030	1.73	10005.55
9	2007.02.14 10:45	buy	5	0.01	0.91260
10	2007.02.14 16:10	close	5	0.01	0.91420	1.23	10006.78
11	2007.02.15 00:15	buy	6	0.01	0.91240
12	2007.02.15 10:50	close	6	0.01	0.91400	1.23	10008.01
13	2007.02.15 14:35	buy	7	0.01	0.91380
14	2007.02.15 17:10	buy	8	0.01	0.91160
15	2007.02.16 17:30	close	8	0.01	0.91440	2.11	10010.12
16	2007.02.16 17:30	close	7	0.01	0.91440	0.42	10010.54
17	2007.02.16 22:15	buy	9	0.01	0.91450
18	2007.02.19 00:23	close	9	0.01	0.91620	1.27	10011.82
19	2007.02.19 07:35	buy	10	0.01	0.91680
20	2007.02.19 11:55	buy	11	0.01	0.91490
21	2007.02.20 15:45	close	11	0.01	0.91750	1.96	10013.78
22	2007.02.20 15:45	close	10	0.01	0.91750	0.50	10014.28
23	2007.02.20 22:05	buy	12	0.01	0.91930
24	2007.02.21 00:55	close	12	0.01	0.92150	1.65	10015.93
25	2007.02.21 04:00	buy	13	0.01	0.92090
26	2007.02.21 08:30	close	13	0.01	0.92270	1.39	10017.32
27	2007.02.21 10:40	buy	14	0.01	0.92230
28	2007.02.21 14:35	buy	15	0.01	0.91950
29	2007.02.21 14:55	buy	16	0.01	0.91850
30	2007.02.21 15:10	buy	17	0.01	0.91680
31	2007.02.22 11:25	buy	18	0.01	0.91510
32	2007.02.26 16:00	close	18	0.01	0.92020	3.85	10021.17
33	2007.02.26 16:00	close	17	0.01	0.92020	2.43	10023.60
34	2007.02.26 16:00	close	16	0.01	0.92020	1.12	10024.71
35	2007.02.26 16:00	close	15	0.01	0.92020	0.36	10025.07
36	2007.02.26 16:00	close	14	0.01	0.92020	-1.80	10023.26
37	2007.02.26 16:35	buy	19	0.01	0.91960
38	2007.02.26 22:15	close	19	0.01	0.92130	1.31	10024.57
39	2007.02.26 23:15	buy	20	0.01	0.92050
40	2007.02.27 10:05	buy	21	0.01	0.91820
41	2007.02.27 16:45	close	21	0.01	0.92150	2.54	10027.11
42	2007.02.27 16:45	close	20	0.01	0.92150	0.73	10027.84
43	2007.02.27 19:21	buy	22	0.01	0.92170
44	2007.02.27 21:05	buy	23	0.01	0.91970
45	2007.02.28 00:10	buy	24	0.01	0.91790
46	2007.02.28 15:30	close	24	0.01	0.92140	2.70	10030.54
47	2007.02.28 15:30	close	23	0.01	0.92140	1.27	10031.82
48	2007.02.28 15:30	close	22	0.01	0.92140	-0.27	10031.55
49	2007.02.28 17:45	buy	25	0.01	0.92270
50	2007.03.01 00:45	buy	26	0.01	0.92070
51	2007.03.01 04:45	buy	27	0.01	0.91900
52	2007.03.01 14:55	close	27	0.01	0.92260	2.77	10034.32
53	2007.03.01 14:55	close	26	0.01	0.92260	1.46	10035.78
54	2007.03.01 14:55	close	25	0.01	0.92260	-0.19	10035.59
55	2007.03.01 15:55	buy	28	0.01	0.92090
56	2007.03.01 16:10	close	28	0.01	0.92240	1.16	10036.75
57	2007.03.01 17:00	buy	29	0.01	0.92030
58	2007.03.01 23:15	buy	30	0.01	0.91790
59	2007.03.02 01:20	close	30	0.01	0.92070	2.12	10038.87
60	2007.03.02 01:20	close	29	0.01	0.92070	0.27	10039.15
61	2007.03.02 03:45	buy	31	0.01	0.92010
62	2007.03.02 07:15	buy	32	0.01	0.91820
63	2007.03.02 16:05	close	32	0.01	0.92120	2.31	10041.46
64	2007.03.02 16:05	close	31	0.01	0.92120	0.84	10042.30
65	2007.03.02 19:25	buy	33	0.01	0.91970
66	2007.03.05 01:05	buy	34	0.01	0.91650
67	2007.03.05 02:35	buy	35	0.01	0.91490
68	2007.03.05 02:55	buy	36	0.01	0.91400
69	2007.03.05 08:20	buy	37	0.01	0.91230
70	2007.03.05 19:10	buy	38	0.01	0.91060
71	2007.03.05 23:10	buy	39	0.01	0.90860
72	2007.03.06 16:15	buy	40	0.01	0.90680
73	2007.03.07 11:05	close	40	0.01	0.91470	6.03	10048.33
74	2007.03.07 11:05	close	39	0.01	0.91470	4.62	10052.94
75	2007.03.07 11:05	close	38	0.01	0.91470	3.08	10056.02
76	2007.03.07 11:05	close	37	0.01	0.91470	1.77	10057.79
77	2007.03.07 11:05	close	36	0.01	0.91470	0.47	10058.25
78	2007.03.07 11:05	close	35	0.01	0.91470	-0.23	10058.02
79	2007.03.07 11:05	close	34	0.01	0.91470	-1.46	10056.56
80	2007.03.07 11:05	close	33	0.01	0.91470	-3.96	10052.59
81	2007.03.07 12:40	buy	41	0.01	0.91400
82	2007.03.07 18:35	close	41	0.01	0.91570	1.31	10053.90
83	2007.03.07 21:30	buy	42	0.01	0.91640
84	2007.03.08 00:20	buy	43	0.01	0.91360
85	2007.03.08 11:15	close	43	0.01	0.91690	2.53	10056.43
86	2007.03.08 11:15	close	42	0.01	0.91690	0.27	10056.70
87	2007.03.08 13:00	buy	44	0.01	0.91580
88	2007.03.08 15:20	close	44	0.01	0.91760	1.38	10058.08
89	2007.03.08 17:00	buy	45	0.01	0.91550
90	2007.03.08 19:51	close	45	0.01	0.91710	1.23	10059.31
91	2007.03.08 21:10	buy	46	0.01	0.91670
92	2007.03.09 01:20	close	46	0.01	0.91840	1.27	10060.59
93	2007.03.09 03:05	buy	47	0.01	0.91860
94	2007.03.09 10:55	buy	48	0.01	0.91660
95	2007.03.09 14:40	buy	49	0.01	0.91390
96	2007.03.09 19:45	buy	50	0.01	0.91300
97	2007.03.12 09:10	close	50	0.01	0.91710	3.12	10063.71
98	2007.03.12 09:10	close	49	0.01	0.91710	2.42	10066.13
99	2007.03.12 09:10	close	48	0.01	0.91710	0.35	10066.49
100	2007.03.12 09:10	close	47	0.01	0.91710	-1.19	10065.30
101	2007.03.12 12:10	buy	51	0.01	0.91620
102	2007.03.12 14:15	buy	52	0.01	0.91380
103	2007.03.12 18:20	close	52	0.01	0.91650	2.08	10067.38
104	2007.03.12 18:20	close	51	0.01	0.91650	0.23	10067.61
105	2007.03.12 23:35	buy	53	0.01	0.92060
106	2007.03.13 06:45	buy	54	0.01	0.91860
107	2007.03.13 07:20	buy	55	0.01	0.91660
108	2007.03.13 14:40	close	55	0.01	0.92040	2.93	10070.54
109	2007.03.13 14:40	close	54	0.01	0.92040	1.39	10071.93
110	2007.03.13 14:40	close	53	0.01	0.92040	-0.19	10071.74
111	2007.03.13 17:00	buy	56	0.01	0.91980
112	2007.03.13 18:05	close	56	0.01	0.92160	1.38	10073.12
113	2007.03.13 19:30	buy	57	0.01	0.92000
114	2007.03.13 21:05	buy	58	0.01	0.91810
115	2007.03.13 23:31	buy	59	0.01	0.91630
116	2007.03.14 14:05	close	59	0.01	0.91970	2.58	10075.70
117	2007.03.14 14:05	close	58	0.01	0.91970	1.19	10076.90
118	2007.03.14 14:05	close	57	0.01	0.91970	-0.27	10076.63
119	2007.03.14 19:45	buy	60	0.01	0.92330
120	2007.03.14 22:00	close	60	0.01	0.92500	1.31	10077.94
121	2007.03.14 23:50	buy	61	0.01	0.92450
122	2007.03.15 06:15	buy	62	0.01	0.92250
123	2007.03.15 10:30	close	62	0.01	0.92530	2.16	10080.10
124	2007.03.15 10:30	close	61	0.01	0.92530	0.51	10080.61
125	2007.03.15 12:50	buy	63	0.01	0.92340
126	2007.03.15 14:00	close	63	0.01	0.92500	1.23	10081.84
127	2007.03.15 23:25	buy	64	0.01	0.92730
128	2007.03.16 02:05	close	64	0.01	0.92960	1.72	10083.56
129	2007.03.16 03:20	buy	65	0.01	0.92820
130	2007.03.16 04:47	close	65	0.01	0.92990	1.31	10084.87
131	2007.03.19 19:50	sell	66	0.01	0.94060
132	2007.03.19 22:10	sell	67	0.01	0.94270
133	2007.03.20 02:35	close	67	0.01	0.93980	2.22	10087.09
134	2007.03.20 02:35	close	66	0.01	0.93980	0.61	10087.70
135	2007.03.20 05:00	sell	68	0.01	0.94030
136	2007.03.20 10:35	sell	69	0.01	0.94200
137	2007.03.20 12:00	close	69	0.01	0.93780	3.23	10090.93
138	2007.03.20 12:00	close	68	0.01	0.93780	1.92	10092.85
139	2007.03.20 16:00	buy	70	0.01	0.92990
140	2007.03.20 16:55	close	70	0.01	0.93180	1.46	10094.31
141	2007.03.21 07:40	buy	71	0.01	0.93010
142	2007.03.21 11:00	close	71	0.01	0.93180	1.31	10095.62
143	2007.03.21 12:25	buy	72	0.01	0.93020
144	2007.03.21 14:10	buy	73	0.01	0.92830
145	2007.03.21 19:25	close	73	0.01	0.93110	2.16	10097.78
146	2007.03.21 19:25	close	72	0.01	0.93110	0.69	10098.47
147	2007.03.26 17:20	sell	74	0.01	0.94090
148	2007.03.27 01:15	close	74	0.01	0.93930	1.22	10099.69
149	2007.03.28 08:15	buy	75	0.01	0.93000
150	2007.03.28 09:35	close	75	0.01	0.93150	1.16	10100.85
151	2007.03.30 16:20	buy	76	0.01	0.92960
152	2007.03.30 17:00	close	76	0.01	0.93170	1.62	10102.47
153	2007.04.02 10:35	sell	77	0.01	0.94000
154	2007.04.02 12:10	sell	78	0.01	0.94180
155	2007.04.02 14:15	sell	79	0.01	0.94360
156	2007.04.03 10:00	close	79	0.01	0.94010	2.69	10105.15
157	2007.04.03 10:00	close	78	0.01	0.94010	1.30	10106.45
158	2007.04.03 10:00	close	77	0.01	0.94010	-0.08	10106.37
159	2007.04.03 13:10	sell	80	0.01	0.94040
160	2007.04.03 13:50	sell	81	0.01	0.94200
161	2007.04.04 01:35	close	81	0.01	0.93550	4.99	10111.36
162	2007.04.04 01:35	close	80	0.01	0.93550	3.76	10115.11
163	2007.04.04 06:20	sell	82	0.01	0.94110
164	2007.04.04 12:10	close	82	0.01	0.93920	1.46	10116.57
165	2007.04.04 14:20	sell	83	0.01	0.94030
166	2007.04.04 16:05	sell	84	0.01	0.94250
167	2007.04.04 16:30	sell	85	0.01	0.94370
168	2007.04.04 17:00	sell	86	0.01	0.94560
169	2007.04.04 17:35	sell	87	0.01	0.94730
170	2007.04.04 23:00	sell	88	0.01	0.94910
171	2007.04.05 13:10	close	88	0.01	0.94260	4.96	10121.54
172	2007.04.05 13:10	close	87	0.01	0.94260	3.57	10125.11
173	2007.04.05 13:10	close	86	0.01	0.94260	2.26	10127.37
174	2007.04.05 13:10	close	85	0.01	0.94260	0.80	10128.18
175	2007.04.05 13:10	close	84	0.01	0.94260	-0.12	10128.06
176	2007.04.05 13:10	close	83	0.01	0.94260	-1.81	10126.25
177	2007.04.05 17:25	sell	89	0.01	0.94270
178	2007.04.06 15:20	close	89	0.01	0.94110	1.22	10127.47
179	2007.04.09 11:00	sell	90	0.01	0.94030
180	2007.04.10 02:10	sell	91	0.01	0.94220
181	2007.04.10 02:55	sell	92	0.01	0.94370
182	2007.04.10 03:40	sell	93	0.01	0.94680
183	2007.04.10 06:10	sell	94	0.01	0.94730
184	2007.04.11 19:20	close	94	0.01	0.94250	3.68	10131.15
185	2007.04.11 19:20	close	93	0.01	0.94250	3.30	10134.45
186	2007.04.11 19:20	close	92	0.01	0.94250	0.91	10135.35
187	2007.04.11 19:20	close	91	0.01	0.94250	-0.24	10135.11
188	2007.04.11 19:20	close	90	0.01	0.94250	-1.71	10133.40
189	2007.04.12 00:41	sell	95	0.01	0.94020
190	2007.04.12 03:40	sell	96	0.01	0.94200
191	2007.04.12 12:15	close	96	0.01	0.93950	1.93	10135.33
192	2007.04.12 12:15	close	95	0.01	0.93950	0.54	10135.87
193	2007.04.12 16:20	sell	97	0.01	0.94050
194	2007.04.12 19:55	close	97	0.01	0.93890	1.23	10137.10
195	2007.04.12 21:22	sell	98	0.01	0.94050
196	2007.04.13 00:50	sell	99	0.01	0.94230
197	2007.04.13 04:50	sell	100	0.01	0.94420
198	2007.04.13 16:05	sell	101	0.01	0.94620
199	2007.04.13 18:25	sell	102	0.01	0.94770
200	2007.04.16 00:55	sell	103	0.01	0.94940
201	2007.04.16 13:00	close	103	0.01	0.94350	4.54	10141.64
202	2007.04.16 13:00	close	102	0.01	0.94350	3.22	10144.85
203	2007.04.16 13:00	close	101	0.01	0.94350	2.07	10146.92
204	2007.04.16 13:00	close	100	0.01	0.94350	0.53	10147.45
205	2007.04.16 13:00	close	99	0.01	0.94350	-0.93	10146.52
206	2007.04.16 13:00	close	98	0.01	0.94350	-2.33	10144.18
207	2007.04.16 19:35	sell	104	0.01	0.94120
208	2007.04.17 08:40	sell	105	0.01	0.94300
209	2007.04.17 13:40	sell	106	0.01	0.94480
210	2007.04.17 14:35	sell	107	0.01	0.94640
211	2007.04.18 14:30	close	107	0.01	0.94200	3.37	10147.55
212	2007.04.18 14:30	close	106	0.01	0.94200	2.14	10149.69
213	2007.04.18 14:30	close	105	0.01	0.94200	0.76	10150.45
214	2007.04.18 14:30	close	104	0.01	0.94200	-0.64	10149.80
215	2007.04.18 16:30	sell	108	0.01	0.94250
216	2007.04.18 22:00	sell	109	0.01	0.94410
217	2007.04.19 02:55	close	109	0.01	0.94170	1.80	10151.60
218	2007.04.19 02:55	close	108	0.01	0.94170	0.57	10152.18
219	2007.04.19 11:20	sell	110	0.01	0.94020
220	2007.04.19 11:45	close	110	0.01	0.93860	1.23	10153.41
221	2007.04.19 15:30	sell	111	0.01	0.94060
222	2007.04.19 16:05	sell	112	0.01	0.94230
223	2007.04.20 00:05	sell	113	0.01	0.94420
224	2007.04.20 05:05	close	113	0.01	0.94080	2.62	10156.03
225	2007.04.20 05:05	close	112	0.01	0.94080	1.15	10157.17
226	2007.04.20 05:05	close	111	0.01	0.94080	-0.16	10157.01
227	2007.04.20 10:25	sell	114	0.01	0.94260
228	2007.04.20 14:20	close	114	0.01	0.94100	1.23	10158.24
229	2007.04.20 21:25	sell	115	0.01	0.94010
230	2007.04.23 03:35	close	115	0.01	0.93820	1.45	10159.69
231	2007.04.24 03:35	buy	116	0.01	0.92980
232	2007.04.24 04:00	buy	117	0.01	0.92720
233	2007.04.24 07:50	buy	118	0.01	0.92610
234	2007.04.24 08:05	buy	119	0.01	0.92430
235	2007.04.24 16:30	close	119	0.01	0.92850	3.23	10162.92
236	2007.04.24 16:30	close	118	0.01	0.92850	1.85	10164.77
237	2007.04.24 16:30	close	117	0.01	0.92850	1.00	10165.77
238	2007.04.24 16:30	close	116	0.01	0.92850	-1.00	10164.77
239	2007.04.24 18:35	buy	120	0.01	0.92830
240	2007.04.25 01:15	close	120	0.01	0.93010	1.35	10166.12
241	2007.04.25 03:05	buy	121	0.01	0.92930
242	2007.04.25 03:35	close	121	0.01	0.93120	1.47	10167.59
243	2007.04.25 04:55	buy	122	0.01	0.92970
244	2007.04.25 08:30	close	122	0.01	0.93130	1.23	10168.82
245	2007.04.25 17:15	buy	123	0.01	0.92940
246	2007.04.25 23:20	close	123	0.01	0.93130	1.46	10170.28
247	2007.04.26 05:35	buy	124	0.01	0.92970
248	2007.04.26 09:35	buy	125	0.01	0.92770
249	2007.04.26 15:25	buy	126	0.01	0.92510
250	2007.04.26 16:10	buy	127	0.01	0.92410
251	2007.04.27 16:20	close	127	0.01	0.92840	3.27	10173.56
252	2007.04.27 16:20	close	126	0.01	0.92840	2.50	10176.06
253	2007.04.27 16:20	close	125	0.01	0.92840	0.50	10176.56
254	2007.04.27 16:20	close	124	0.01	0.92840	-1.04	10175.53
255	2007.04.27 17:05	buy	128	0.01	0.92680
256	2007.04.30 00:05	buy	129	0.01	0.92490
257	2007.04.30 01:25	buy	130	0.01	0.92300
258	2007.04.30 14:40	buy	131	0.01	0.92060
259	2007.04.30 17:00	buy	132	0.01	0.91940
260	2007.05.01 17:15	buy	133	0.01	0.91720
261	2007.05.02 05:20	buy	134	0.01	0.91550
262	2007.05.02 16:15	buy	135	0.01	0.91400
263	2007.05.03 08:55	buy	136	0.01	0.91210
264	2007.05.03 16:31	buy	137	0.01	0.91040
265	2007.05.04 03:35	buy	138	0.01	0.90740
266	2007.05.04 04:25	buy	139	0.01	0.90610
267	2007.05.04 11:40	buy	140	0.01	0.90510
268	2007.05.04 14:35	buy	141	0.01	0.90320
269	2007.05.08 23:41	close	141	0.01	0.91660	10.23	10185.75
270	2007.05.08 23:41	close	140	0.01	0.91660	8.77	10194.52
271	2007.05.08 23:41	close	139	0.01	0.91660	8.00	10202.51
272	2007.05.08 23:41	close	138	0.01	0.91660	7.00	10209.51
273	2007.05.08 23:41	close	137	0.01	0.91660	4.66	10214.17
274	2007.05.08 23:41	close	136	0.01	0.91660	3.35	10217.52
275	2007.05.08 23:41	close	135	0.01	0.91660	1.78	10219.30
276	2007.05.08 23:41	close	134	0.01	0.91660	0.62	10219.91
277	2007.05.08 23:41	close	133	0.01	0.91660	-0.73	10219.19
278	2007.05.08 23:41	close	132	0.01	0.91660	-2.46	10216.73
279	2007.05.08 23:41	close	131	0.01	0.91660	-3.38	10213.35
280	2007.05.08 23:41	close	130	0.01	0.91660	-5.23	10208.13
281	2007.05.08 23:41	close	129	0.01	0.91660	-6.69	10201.44
282	2007.05.08 23:41	close	128	0.01	0.91660	-8.18	10193.26
283	2007.05.09 00:51	buy	142	0.01	0.91530
284	2007.05.09 06:30	close	142	0.01	0.91680	1.16	10194.42
285	2007.05.09 08:15	buy	143	0.01	0.91660
286	2007.05.09 11:00	close	143	0.01	0.91860	1.54	10195.96
287	2007.05.09 14:15	buy	144	0.01	0.91730
288	2007.05.09 20:15	buy	145	0.01	0.91530
289	2007.05.10 03:35	close	145	0.01	0.91980	3.36	10199.32
290	2007.05.10 03:35	close	144	0.01	0.91980	1.82	10201.14
291	2007.05.10 10:00	buy	146	0.01	0.92040
292	2007.05.10 11:15	close	146	0.01	0.92200	1.23	10202.37
293	2007.05.10 13:45	buy	147	0.01	0.92070
294	2007.05.10 22:50	buy	148	0.01	0.91860
295	2007.05.10 23:35	buy	149	0.01	0.91680
296	2007.05.11 04:05	close	149	0.01	0.92030	2.65	10205.02
297	2007.05.11 04:05	close	148	0.01	0.92030	1.27	10206.29
298	2007.05.11 04:05	close	147	0.01	0.92030	-0.35	10205.95
299	2007.05.11 05:00	buy	150	0.01	0.91870