プロフィットファクター
1.1
※バックテスト参考値
| # | Time | Type | Order | Size | Price | S/L | T/P | Profit | Balance |
|---|
| 44400 |
2019.12.31 18:30 |
close |
22200 |
50.00 |
108.672 |
0.000 |
0.000 |
-430000.00 |
230907122.16 |
| 44401 |
2020.01.02 19:05 |
sell |
22201 |
50.00 |
108.461 |
0.000 |
0.000 |
|
| 44402 |
2020.01.02 20:00 |
close |
22201 |
50.00 |
108.525 |
0.000 |
0.000 |
-320000.00 |
230587122.16 |
| 44403 |
2020.01.03 05:50 |
sell |
22202 |
50.00 |
108.173 |
0.000 |
0.000 |
|
| 44404 |
2020.01.03 06:15 |
close |
22202 |
50.00 |
108.156 |
0.000 |
0.000 |
85000.00 |
230672122.16 |
| 44405 |
2020.01.03 10:15 |
sell |
22203 |
50.00 |
107.999 |
0.000 |
0.000 |
|
| 44406 |
2020.01.03 10:40 |
close |
22203 |
50.00 |
107.982 |
0.000 |
0.000 |
85000.00 |
230757122.16 |
| 44407 |
2020.01.03 11:20 |
sell |
22204 |
50.00 |
107.984 |
0.000 |
0.000 |
|
| 44408 |
2020.01.03 12:20 |
close |
22204 |
50.00 |
108.084 |
0.000 |
0.000 |
-500000.00 |
230257122.16 |
| 44409 |
2020.01.03 13:10 |
sell |
22205 |
50.00 |
108.095 |
0.000 |
0.000 |
|
| 44410 |
2020.01.03 13:20 |
close |
22205 |
50.00 |
108.069 |
0.000 |
0.000 |
130000.00 |
230387122.16 |
| 44411 |
2020.01.03 15:05 |
sell |
22206 |
50.00 |
108.152 |
0.000 |
0.000 |
|
| 44412 |
2020.01.03 15:35 |
close |
22206 |
50.00 |
108.101 |
0.000 |
0.000 |
255000.00 |
230642122.16 |
| 44413 |
2020.01.03 16:05 |
sell |
22207 |
50.00 |
108.173 |
0.000 |
0.000 |
|
| 44414 |
2020.01.03 16:15 |
close |
22207 |
50.00 |
108.152 |
0.000 |
0.000 |
105000.00 |
230747122.16 |
| 44415 |
2020.01.03 20:50 |
sell |
22208 |
50.00 |
108.017 |
0.000 |
0.000 |
|
| 44416 |
2020.01.03 21:15 |
close |
22208 |
50.00 |
108.025 |
0.000 |
0.000 |
-40000.00 |
230707122.16 |
| 44417 |
2020.01.03 21:25 |
sell |
22209 |
50.00 |
108.064 |
0.000 |
0.000 |
|
| 44418 |
2020.01.03 21:50 |
close |
22209 |
50.00 |
108.064 |
0.000 |
0.000 |
0.00 |
230707122.16 |
| 44419 |
2020.01.06 01:40 |
sell |
22210 |
50.00 |
107.913 |
0.000 |
0.000 |
|
| 44420 |
2020.01.06 03:00 |
close |
22210 |
50.00 |
108.064 |
0.000 |
0.000 |
-755000.00 |
229952122.16 |
| 44421 |
2020.01.06 11:05 |
sell |
22211 |
50.00 |
108.024 |
0.000 |
0.000 |
|
| 44422 |
2020.01.06 11:15 |
close |
22211 |
50.00 |
107.966 |
0.000 |
0.000 |
290000.00 |
230242122.16 |
| 44423 |
2020.01.06 20:00 |
buy |
22212 |
50.00 |
108.347 |
0.000 |
0.000 |
|
| 44424 |
2020.01.06 20:40 |
close |
22212 |
50.00 |
108.353 |
0.000 |
0.000 |
30000.00 |
230272122.16 |
| 44425 |
2020.01.07 09:10 |
buy |
22213 |
50.00 |
108.403 |
0.000 |
0.000 |
|
| 44426 |
2020.01.07 09:50 |
close |
22213 |
50.00 |
108.346 |
0.000 |
0.000 |
-285000.00 |
229987122.16 |
| 44427 |
2020.01.07 10:10 |
sell |
22214 |
50.00 |
108.365 |
0.000 |
0.000 |
|
| 44428 |
2020.01.07 11:10 |
close |
22214 |
50.00 |
108.439 |
0.000 |
0.000 |
-370000.00 |
229617122.16 |
| 44429 |
2020.01.08 03:00 |
sell |
22215 |
50.00 |
107.859 |
0.000 |
0.000 |
|
| 44430 |
2020.01.08 03:15 |
close |
22215 |
50.00 |
107.834 |
0.000 |
0.000 |
125000.00 |
229742122.16 |
| 44431 |
2020.01.08 03:45 |
sell |
22216 |
50.00 |
108.105 |
0.000 |
0.000 |
|
| 44432 |
2020.01.08 04:25 |
close |
22216 |
50.00 |
108.124 |
0.000 |
0.000 |
-95000.00 |
229647122.16 |
| 44433 |
2020.01.08 05:15 |
buy |
22217 |
50.00 |
108.327 |
0.000 |
0.000 |
|
| 44434 |
2020.01.08 05:55 |
close |
22217 |
50.00 |
108.344 |
0.000 |
0.000 |
85000.00 |
229732122.16 |
| 44435 |
2020.01.09 03:35 |
buy |
22218 |
50.00 |
109.189 |
0.000 |
0.000 |
|
| 44436 |
2020.01.09 04:00 |
close |
22218 |
50.00 |
109.230 |
0.000 |
0.000 |
205000.00 |
229937122.16 |
| 44437 |
2020.01.09 10:20 |
buy |
22219 |
50.00 |
109.291 |
0.000 |
0.000 |
|
| 44438 |
2020.01.09 10:40 |
close |
22219 |
50.00 |
109.329 |
0.000 |
0.000 |
190000.00 |
230127122.16 |
| 44439 |
2020.01.09 14:35 |
buy |
22220 |
50.00 |
109.382 |
0.000 |
0.000 |
|
| 44440 |
2020.01.09 15:05 |
close |
22220 |
50.00 |
109.379 |
0.000 |
0.000 |
-15000.00 |
230112122.16 |
| 44441 |
2020.01.09 18:05 |
buy |
22221 |
50.00 |
109.515 |
0.000 |
0.000 |
|
| 44442 |
2020.01.09 18:20 |
close |
22221 |
50.00 |
109.541 |
0.000 |
0.000 |
130000.00 |
230242122.16 |
| 44443 |
2020.01.09 18:30 |
buy |
22222 |
50.00 |
109.502 |
0.000 |
0.000 |
|
| 44444 |
2020.01.09 18:50 |
close |
22222 |
50.00 |
109.492 |
0.000 |
0.000 |
-50000.00 |
230192122.16 |
| 44445 |
2020.01.10 03:00 |
buy |
22223 |
50.00 |
109.487 |
0.000 |
0.000 |
|
| 44446 |
2020.01.10 03:20 |
close |
22223 |
50.00 |
109.504 |
0.000 |
0.000 |
85000.00 |
230277122.16 |
| 44447 |
2020.01.10 16:35 |
buy |
22224 |
50.00 |
109.574 |
0.000 |
0.000 |
|
| 44448 |
2020.01.10 17:00 |
close |
22224 |
50.00 |
109.586 |
0.000 |
0.000 |
60000.00 |
230337122.16 |
| 44449 |
2020.01.13 16:35 |
buy |
22225 |
50.00 |
109.815 |
0.000 |
0.000 |
|
| 44450 |
2020.01.13 16:45 |
close |
22225 |
50.00 |
109.866 |
0.000 |
0.000 |
255000.00 |
230592122.16 |
| 44451 |
2020.01.14 04:10 |
buy |
22226 |
50.00 |
110.018 |
0.000 |
0.000 |
|
| 44452 |
2020.01.14 04:35 |
close |
22226 |
50.00 |
110.056 |
0.000 |
0.000 |
190000.00 |
230782122.16 |
| 44453 |
2020.01.14 09:10 |
buy |
22227 |
50.00 |
110.075 |
0.000 |
0.000 |
|
| 44454 |
2020.01.14 10:10 |
close |
22227 |
50.00 |
110.003 |
0.000 |
0.000 |
-360000.00 |
230422122.16 |
| 44455 |
2020.01.14 15:35 |
buy |
22228 |
50.00 |
110.004 |
0.000 |
0.000 |
|
| 44456 |
2020.01.14 15:50 |
close |
22228 |
50.00 |
110.064 |
0.000 |
0.000 |
300000.00 |
230722122.16 |
| 44457 |
2020.01.15 02:15 |
sell |
22229 |
50.00 |
109.915 |
0.000 |
0.000 |
|
| 44458 |
2020.01.15 02:55 |
close |
22229 |
50.00 |
109.914 |
0.000 |
0.000 |
5000.00 |
230727122.16 |
| 44459 |
2020.01.17 03:40 |
buy |
22230 |
50.00 |
110.161 |
0.000 |
0.000 |
|
| 44460 |
2020.01.17 04:05 |
close |
22230 |
50.00 |
110.205 |
0.000 |
0.000 |
220000.00 |
230947122.16 |
| 44461 |
2020.01.21 05:20 |
sell |
22231 |
50.00 |
109.990 |
0.000 |
0.000 |
|
| 44462 |
2020.01.21 05:50 |
close |
22231 |
50.00 |
109.982 |
0.000 |
0.000 |
40000.00 |
230987122.16 |
| 44463 |
2020.01.21 09:30 |
sell |
22232 |
50.00 |
109.968 |
0.000 |
0.000 |
|
| 44464 |
2020.01.21 09:50 |
close |
22232 |
50.00 |
109.943 |
0.000 |
0.000 |
125000.00 |
231112122.16 |
| 44465 |
2020.01.21 13:05 |
sell |
22233 |
50.00 |
110.016 |
0.000 |
0.000 |
|
| 44466 |
2020.01.21 13:30 |
close |
22233 |
50.00 |
110.044 |
0.000 |
0.000 |
-140000.00 |
230972122.16 |
| 44467 |
2020.01.21 16:45 |
buy |
22234 |
50.00 |
110.065 |
0.000 |
0.000 |
|
| 44468 |
2020.01.21 17:40 |
close |
22234 |
50.00 |
109.945 |
0.000 |
0.000 |
-600000.00 |
230372122.16 |
| 44469 |
2020.01.22 17:35 |
sell |
22235 |
50.00 |
109.900 |
0.000 |
0.000 |
|
| 44470 |
2020.01.22 17:50 |
close |
22235 |
50.00 |
109.885 |
0.000 |
0.000 |
75000.00 |
230447122.16 |
| 44471 |
2020.01.23 14:00 |
sell |
22236 |
50.00 |
109.626 |
0.000 |
0.000 |
|
| 44472 |
2020.01.23 14:15 |
close |
22236 |
50.00 |
109.601 |
0.000 |
0.000 |
125000.00 |
230572122.16 |
| 44473 |
2020.01.23 15:35 |
sell |
22237 |
50.00 |
109.570 |
0.000 |
0.000 |
|
| 44474 |
2020.01.23 15:55 |
close |
22237 |
50.00 |
109.550 |
0.000 |
0.000 |
100000.00 |
230672122.16 |
| 44475 |
2020.01.24 11:05 |
buy |
22238 |
50.00 |
109.610 |
0.000 |
0.000 |
|
| 44476 |
2020.01.24 11:35 |
close |
22238 |
50.00 |
109.616 |
0.000 |
0.000 |
30000.00 |
230702122.16 |
| 44477 |
2020.01.24 11:55 |
buy |
22239 |
50.00 |
109.572 |
0.000 |
0.000 |
|
| 44478 |
2020.01.24 12:25 |
close |
22239 |
50.00 |
109.569 |
0.000 |
0.000 |
-15000.00 |
230687122.16 |
| 44479 |
2020.01.24 18:00 |
sell |
22240 |
50.00 |
109.432 |
0.000 |
0.000 |
|
| 44480 |
2020.01.24 18:20 |
close |
22240 |
50.00 |
109.388 |
0.000 |
0.000 |
220000.00 |
230907122.16 |
| 44481 |
2020.01.24 19:40 |
sell |
22241 |
50.00 |
109.335 |
0.000 |
0.000 |
|
| 44482 |
2020.01.24 20:00 |
close |
22241 |
50.00 |
109.318 |
0.000 |
0.000 |
85000.00 |
230992122.16 |
| 44483 |
2020.01.24 22:55 |
sell |
22242 |
50.00 |
109.277 |
0.000 |
0.000 |
|
| 44484 |
2020.01.24 23:10 |
close |
22242 |
50.00 |
109.266 |
0.000 |
0.000 |
55000.00 |
231047122.16 |
| 44485 |
2020.01.27 02:10 |
sell |
22243 |
50.00 |
108.921 |
0.000 |
0.000 |
|
| 44486 |
2020.01.27 03:05 |
close |
22243 |
50.00 |
109.000 |
0.000 |
0.000 |
-395000.00 |
230652122.16 |
| 44487 |
2020.01.27 10:25 |
sell |
22244 |
50.00 |
109.107 |
0.000 |
0.000 |
|
| 44488 |
2020.01.27 10:40 |
close |
22244 |
50.00 |
109.083 |
0.000 |
0.000 |
120000.00 |
230772122.16 |
| 44489 |
2020.01.27 13:25 |
sell |
22245 |
50.00 |
108.906 |
0.000 |
0.000 |
|
| 44490 |
2020.01.27 13:50 |
close |
22245 |
50.00 |
108.889 |
0.000 |
0.000 |
85000.00 |
230857122.16 |
| 44491 |
2020.01.27 14:10 |
sell |
22246 |
50.00 |
108.952 |
0.000 |
0.000 |
|
| 44492 |
2020.01.27 14:40 |
close |
22246 |
50.00 |
108.950 |
0.000 |
0.000 |
10000.00 |
230867122.16 |
| 44493 |
2020.01.27 18:45 |
sell |
22247 |
50.00 |
108.995 |
0.000 |
0.000 |
|
| 44494 |
2020.01.27 18:55 |
close |
22247 |
50.00 |
108.954 |
0.000 |
0.000 |
205000.00 |
231072122.16 |
| 44495 |
2020.01.28 14:00 |
sell |
22248 |
50.00 |
108.891 |
0.000 |
0.000 |
|
| 44496 |
2020.01.28 15:25 |
close |
22248 |
50.00 |
109.033 |
0.000 |
0.000 |
-710000.00 |
230362122.16 |
| 44497 |
2020.01.28 16:10 |
buy |
22249 |
50.00 |
108.976 |
0.000 |
0.000 |
|
| 44498 |
2020.01.28 16:20 |
close |
22249 |
50.00 |
108.996 |
0.000 |
0.000 |
100000.00 |
230462122.16 |
| 44499 |
2020.01.29 01:05 |
buy |
22250 |
50.00 |
109.129 |
0.000 |
0.000 |
|
| 44500 |
2020.01.29 01:30 |
close |
22250 |
50.00 |
109.134 |
0.000 |
0.000 |
25000.00 |
230487122.16 |
| 44501 |
2020.01.29 02:10 |
buy |
22251 |
50.00 |
109.091 |
0.000 |
0.000 |
|
| 44502 |
2020.01.29 02:40 |
close |
22251 |
50.00 |
109.124 |
0.000 |
0.000 |
165000.00 |
230652122.16 |
| 44503 |
2020.01.29 04:05 |
buy |
22252 |
50.00 |
109.152 |
0.000 |
0.000 |
|
| 44504 |
2020.01.29 04:20 |
close |
22252 |
50.00 |
109.191 |
0.000 |
0.000 |
195000.00 |
230847122.16 |
| 44505 |
2020.01.29 12:10 |
sell |
22253 |
50.00 |
109.054 |
0.000 |
0.000 |
|
| 44506 |
2020.01.29 13:15 |
close |
22253 |
50.00 |
109.077 |
0.000 |
0.000 |
-115000.00 |
230732122.16 |
| 44507 |
2020.01.29 21:45 |
buy |
22254 |
50.00 |
109.151 |
0.000 |
0.000 |
|
| 44508 |
2020.01.29 22:30 |
close |
22254 |
50.00 |
109.067 |
0.000 |
0.000 |
-420000.00 |
230312122.16 |
| 44509 |
2020.01.30 02:05 |
sell |
22255 |
50.00 |
109.026 |
0.000 |
0.000 |
|
| 44510 |
2020.01.30 02:20 |
close |
22255 |
50.00 |
108.989 |
0.000 |
0.000 |
185000.00 |
230497122.16 |
| 44511 |
2020.01.30 09:50 |
sell |
22256 |
50.00 |
108.869 |
0.000 |
0.000 |
|
| 44512 |
2020.01.30 10:20 |
close |
22256 |
50.00 |
108.850 |
0.000 |
0.000 |
95000.00 |
230592122.16 |
| 44513 |
2020.01.30 20:30 |
sell |
22257 |
50.00 |
108.641 |
0.000 |
0.000 |
|
| 44514 |
2020.01.30 20:50 |
close |
22257 |
50.00 |
108.622 |
0.000 |
0.000 |
95000.00 |
230687122.16 |
| 44515 |
2020.01.31 13:05 |
sell |
22258 |
50.00 |
108.959 |
0.000 |
0.000 |
|
| 44516 |
2020.01.31 13:25 |
close |
22258 |
50.00 |
108.954 |
0.000 |
0.000 |
25000.00 |
230712122.16 |
| 44517 |
2020.01.31 18:50 |
sell |
22259 |
50.00 |
108.485 |
0.000 |
0.000 |
|
| 44518 |
2020.01.31 19:20 |
close |
22259 |
50.00 |
108.482 |
0.000 |
0.000 |
15000.00 |
230727122.16 |
148:last-page