プロフィットファクター
1.43
※バックテスト参考値
# | Time | Type | Order | Size | Price | S/L | T/P | Profit | Balance |
---|
5100 |
2020.03.16 00:10 |
close |
2550 |
0.10 |
112.516 |
113.996 |
112.196 |
5790.56 |
682734.39 |
5101 |
2020.03.16 01:20 |
buy |
2551 |
0.10 |
112.149 |
111.249 |
113.049 |
|
5102 |
2020.03.16 03:25 |
close |
2551 |
0.10 |
112.618 |
111.249 |
113.049 |
4690.00 |
687424.39 |
5103 |
2020.03.17 21:20 |
sell |
2552 |
0.10 |
111.838 |
112.738 |
110.938 |
|
5104 |
2020.03.18 00:10 |
close |
2552 |
0.10 |
111.973 |
112.738 |
110.938 |
-1359.33 |
686065.06 |
5105 |
2020.03.18 01:15 |
buy |
2553 |
0.10 |
111.853 |
110.953 |
112.753 |
|
5106 |
2020.03.18 03:15 |
close |
2553 |
0.10 |
111.980 |
110.953 |
112.753 |
1270.00 |
687335.06 |
5107 |
2020.03.18 20:10 |
buy |
2554 |
0.10 |
111.148 |
110.248 |
112.048 |
|
5108 |
2020.03.18 20:45 |
close |
2554 |
0.10 |
111.567 |
110.248 |
112.048 |
4190.00 |
691525.06 |
5109 |
2020.03.18 20:50 |
sell |
2555 |
0.10 |
111.839 |
112.739 |
110.939 |
|
5110 |
2020.03.18 21:55 |
close |
2555 |
0.10 |
111.307 |
112.739 |
110.939 |
5320.00 |
696845.06 |
5111 |
2020.03.20 20:40 |
buy |
2556 |
0.10 |
112.489 |
111.589 |
113.389 |
|
5112 |
2020.03.20 23:25 |
close |
2556 |
0.10 |
112.675 |
111.589 |
113.389 |
1860.00 |
698705.06 |
5113 |
2020.03.25 21:00 |
buy |
2557 |
0.10 |
113.615 |
112.715 |
114.515 |
|
5114 |
2020.03.25 23:05 |
close |
2557 |
0.10 |
113.928 |
112.715 |
114.515 |
3130.00 |
701835.06 |
5115 |
2020.03.26 01:50 |
buy |
2558 |
0.10 |
113.618 |
112.718 |
114.518 |
|
5116 |
2020.03.26 05:45 |
close |
2558 |
0.10 |
113.517 |
112.718 |
114.518 |
-1010.00 |
700825.06 |
5117 |
2020.03.26 23:05 |
sell |
2559 |
0.10 |
113.886 |
114.786 |
112.986 |
|
5118 |
2020.03.27 00:15 |
close |
2559 |
0.10 |
113.558 |
114.786 |
112.986 |
3270.52 |
704095.58 |
5119 |
2020.03.27 23:10 |
sell |
2560 |
0.10 |
113.417 |
114.317 |
112.517 |
|
5120 |
2020.03.30 00:10 |
close |
2560 |
0.10 |
112.843 |
114.317 |
112.517 |
5730.56 |
709826.14 |
5121 |
2020.03.31 21:25 |
sell |
2561 |
0.10 |
111.802 |
112.702 |
110.902 |
|
5122 |
2020.03.31 22:50 |
close |
2561 |
0.10 |
111.651 |
112.702 |
110.902 |
1510.00 |
711336.14 |
5123 |
2020.04.01 22:00 |
sell |
2562 |
0.10 |
110.894 |
111.794 |
109.994 |
|
5124 |
2020.04.02 00:25 |
close |
2562 |
0.10 |
110.741 |
111.794 |
109.994 |
1502.26 |
712838.40 |
5125 |
2020.04.06 20:30 |
buy |
2563 |
0.10 |
111.427 |
110.527 |
112.327 |
|
5126 |
2020.04.06 22:40 |
close |
2563 |
0.10 |
111.566 |
110.527 |
112.327 |
1390.00 |
714228.40 |
5127 |
2020.04.06 22:55 |
sell |
2564 |
0.10 |
111.651 |
112.551 |
110.751 |
|
5128 |
2020.04.07 01:40 |
close |
2564 |
0.10 |
111.556 |
112.551 |
110.751 |
940.70 |
715169.10 |
5129 |
2020.04.10 20:55 |
buy |
2565 |
0.10 |
112.263 |
111.363 |
113.163 |
|
5130 |
2020.04.13 00:30 |
close |
2565 |
0.10 |
112.143 |
111.363 |
113.163 |
-1231.14 |
713937.96 |
5131 |
2020.04.13 01:00 |
sell |
2566 |
0.10 |
112.277 |
113.177 |
111.377 |
|
5132 |
2020.04.13 02:30 |
close |
2566 |
0.10 |
112.145 |
113.177 |
111.377 |
1320.00 |
715257.96 |
5133 |
2020.04.13 22:45 |
sell |
2567 |
0.10 |
111.315 |
112.215 |
110.415 |
|
5134 |
2020.04.14 01:00 |
close |
2567 |
0.10 |
111.315 |
112.215 |
110.415 |
-9.28 |
715248.68 |
5135 |
2020.04.14 21:50 |
sell |
2568 |
0.10 |
111.589 |
112.489 |
110.689 |
|
5136 |
2020.04.15 01:00 |
close |
2568 |
0.10 |
111.568 |
112.489 |
110.689 |
200.70 |
715449.38 |
5137 |
2020.04.15 01:00 |
buy |
2569 |
0.10 |
111.568 |
110.668 |
112.468 |
|
5138 |
2020.04.15 01:55 |
close |
2569 |
0.10 |
111.630 |
110.668 |
112.468 |
620.00 |
716069.38 |
5139 |
2020.04.16 22:30 |
sell |
2570 |
0.10 |
111.113 |
112.013 |
110.213 |
|
5140 |
2020.04.17 03:05 |
close |
2570 |
0.10 |
111.278 |
112.013 |
110.213 |
-1659.27 |
714410.11 |
5141 |
2020.04.22 20:35 |
buy |
2571 |
0.10 |
110.777 |
109.877 |
111.677 |
|
5142 |
2020.04.22 23:30 |
close |
2571 |
0.10 |
110.829 |
109.877 |
111.677 |
520.00 |
714930.11 |
5143 |
2020.04.23 20:20 |
buy |
2572 |
0.10 |
110.298 |
109.398 |
111.198 |
|
5144 |
2020.04.23 23:40 |
close |
2572 |
0.10 |
110.186 |
109.398 |
111.198 |
-1120.00 |
713810.11 |
5145 |
2020.04.27 21:40 |
sell |
2573 |
0.10 |
109.936 |
110.836 |
109.036 |
|
5146 |
2020.04.28 00:00 |
close |
2573 |
0.10 |
109.959 |
110.836 |
109.036 |
-239.16 |
713570.95 |
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