Monster

プロフィットファクター 1.67 ※バックテスト参考値

#	Time	Type	Order	Size	Price	T/P	Profit	Balance
3300	2007.03.14 14:42	t/p	881	0.01	116.330	116.320	-0.14	1286.18
3301	2007.03.14 14:42	t/p	882	0.01	116.325	116.320	0.53	1286.71
3302	2007.03.14 14:50	buy	883	0.01	116.169	0.000
3303	2007.03.14 14:50	modify	883	0.01	116.169	116.199
3304	2007.03.14 14:51	t/p	883	0.01	116.189	116.199	0.18	1286.89
3305	2007.03.14 15:05	sell	884	0.01	116.313	0.000
3306	2007.03.14 15:05	modify	884	0.01	116.313	116.283
3307	2007.03.14 15:12	t/p	884	0.01	116.274	116.283	0.33	1287.22
3308	2007.03.14 16:50	buy	885	0.01	116.553	0.000
3309	2007.03.14 16:50	modify	885	0.01	116.553	116.583
3310	2007.03.14 16:57	t/p	885	0.01	116.584	116.583	0.26	1287.48
3311	2007.03.14 17:10	buy	886	0.01	116.394	0.000
3312	2007.03.14 17:10	modify	886	0.01	116.394	116.424
3313	2007.03.14 17:13	t/p	886	0.01	116.428	116.424	0.29	1287.77
3314	2007.03.14 17:30	buy	887	0.01	116.378	0.000
3315	2007.03.14 19:05	buy	888	0.01	116.233	0.000
3316	2007.03.14 19:05	modify	888	0.01	116.233	116.336
3317	2007.03.14 19:05	modify	887	0.01	116.378	116.336
3318	2007.03.14 19:15	buy	889	0.02	116.117	0.000
3319	2007.03.14 19:15	modify	889	0.02	116.117	116.241
3320	2007.03.14 19:15	modify	888	0.01	116.233	116.241
3321	2007.03.14 19:15	modify	887	0.01	116.378	116.241
3322	2007.03.14 19:40	t/p	887	0.01	116.239	116.241	-1.19	1286.58
3323	2007.03.14 19:40	t/p	888	0.01	116.233	116.241	0.00	1286.58
3324	2007.03.14 19:40	t/p	889	0.02	116.250	116.241	2.29	1288.87
3325	2007.03.14 19:55	buy	890	0.01	116.107	0.000
3326	2007.03.14 19:55	modify	890	0.01	116.107	116.137
3327	2007.03.14 19:58	t/p	890	0.01	116.129	116.137	0.19	1289.06
3328	2007.03.14 20:10	sell	891	0.01	116.272	0.000
3329	2007.03.14 20:10	modify	891	0.01	116.272	116.242
3330	2007.03.14 20:25	sell	892	0.01	116.384	0.000
3331	2007.03.14 20:25	modify	892	0.01	116.384	116.298
3332	2007.03.14 20:25	modify	891	0.01	116.272	116.298
3333	2007.03.14 20:30	sell	893	0.02	116.453	0.000
3334	2007.03.14 20:30	modify	893	0.02	116.453	116.361
3335	2007.03.14 20:30	modify	892	0.01	116.384	116.361
3336	2007.03.14 20:30	modify	891	0.01	116.272	116.361
3337	2007.03.14 20:45	sell	894	0.02	116.595	0.000
3338	2007.03.14 20:45	modify	894	0.02	116.595	116.429
3339	2007.03.14 20:45	modify	893	0.02	116.453	116.429
3340	2007.03.14 20:45	modify	892	0.01	116.384	116.429
3341	2007.03.14 20:45	modify	891	0.01	116.272	116.429
3342	2007.03.14 21:25	sell	895	0.03	116.685	0.000
3343	2007.03.14 21:25	modify	895	0.03	116.685	116.504
3344	2007.03.14 21:25	modify	894	0.02	116.595	116.504
3345	2007.03.14 21:25	modify	893	0.02	116.453	116.504
3346	2007.03.14 21:25	modify	892	0.01	116.384	116.504
3347	2007.03.14 21:25	modify	891	0.01	116.272	116.504
3348	2007.03.14 21:40	sell	896	0.05	116.860	0.000
3349	2007.03.14 21:40	modify	896	0.05	116.860	116.621
3350	2007.03.14 21:40	modify	895	0.03	116.685	116.621
3351	2007.03.14 21:40	modify	894	0.02	116.595	116.621
3352	2007.03.14 21:40	modify	893	0.02	116.453	116.621
3353	2007.03.14 21:40	modify	892	0.01	116.384	116.621
3354	2007.03.14 21:40	modify	891	0.01	116.272	116.621
3355	2007.03.14 22:20	sell	897	0.08	117.030	0.000
3356	2007.03.14 22:20	modify	897	0.08	117.030	116.759
3357	2007.03.14 22:20	modify	896	0.05	116.860	116.759
3358	2007.03.14 22:20	modify	895	0.03	116.685	116.759
3359	2007.03.14 22:20	modify	894	0.02	116.595	116.759
3360	2007.03.14 22:20	modify	893	0.02	116.453	116.759
3361	2007.03.14 22:20	modify	892	0.01	116.384	116.759
3362	2007.03.14 22:20	modify	891	0.01	116.272	116.759
3363	2007.03.15 01:20	sell	898	0.11	117.131	0.000
3364	2007.03.15 01:20	modify	898	0.11	117.131	116.873
3365	2007.03.15 01:20	modify	897	0.08	117.030	116.873
3366	2007.03.15 01:20	modify	896	0.05	116.860	116.873
3367	2007.03.15 01:20	modify	895	0.03	116.685	116.873
3368	2007.03.15 01:20	modify	894	0.02	116.595	116.873
3369	2007.03.15 01:20	modify	893	0.02	116.453	116.873
3370	2007.03.15 01:20	modify	892	0.01	116.384	116.873
3371	2007.03.15 01:20	modify	891	0.01	116.272	116.873
3372	2007.03.15 01:35	sell	899	0.17	117.234	0.000
3373	2007.03.15 01:35	modify	899	0.17	117.234	116.985
3374	2007.03.15 01:35	modify	898	0.11	117.131	116.985
3375	2007.03.15 01:35	modify	897	0.08	117.030	116.985
3376	2007.03.15 01:35	modify	896	0.05	116.860	116.985
3377	2007.03.15 01:35	modify	895	0.03	116.685	116.985
3378	2007.03.15 01:35	modify	894	0.02	116.595	116.985
3379	2007.03.15 01:35	modify	893	0.02	116.453	116.985
3380	2007.03.15 01:35	modify	892	0.01	116.384	116.985
3381	2007.03.15 01:35	modify	891	0.01	116.272	116.985
3382	2007.03.15 02:10	sell	900	0.26	117.323	0.000
3383	2007.03.15 02:10	modify	900	0.26	117.323	117.091
3384	2007.03.15 02:10	modify	899	0.17	117.234	117.091
3385	2007.03.15 02:10	modify	898	0.11	117.131	117.091
3386	2007.03.15 02:10	modify	897	0.08	117.030	117.091
3387	2007.03.15 02:10	modify	896	0.05	116.860	117.091
3388	2007.03.15 02:10	modify	895	0.03	116.685	117.091
3389	2007.03.15 02:10	modify	894	0.02	116.595	117.091
3390	2007.03.15 02:10	modify	893	0.02	116.453	117.091
3391	2007.03.15 02:10	modify	892	0.01	116.384	117.091
3392	2007.03.15 02:10	modify	891	0.01	116.272	117.091
3393	2007.03.15 03:05	t/p	891	0.01	117.100	117.091	-7.17	1281.88
3394	2007.03.15 03:05	t/p	892	0.01	117.083	117.091	-6.07	1275.81
3395	2007.03.15 03:05	t/p	893	0.02	117.100	117.091	-11.25	1264.56
3396	2007.03.15 03:05	t/p	894	0.02	117.091	117.091	-8.67	1255.89
3397	2007.03.15 03:05	t/p	895	0.03	117.087	117.091	-10.60	1245.28
3398	2007.03.15 03:05	t/p	896	0.05	117.083	117.091	-10.03	1235.25
3399	2007.03.15 03:05	t/p	897	0.08	117.092	117.091	-5.05	1230.20
3400	2007.03.15 03:05	t/p	898	0.11	117.092	117.091	3.67	1233.87
3401	2007.03.15 03:05	t/p	899	0.17	117.093	117.091	20.47	1254.34
3402	2007.03.15 03:05	t/p	900	0.26	117.099	117.091	49.74	1304.08
3403	2007.03.15 03:35	sell	901	0.01	117.219	0.000
3404	2007.03.15 03:35	modify	901	0.01	117.219	117.189
3405	2007.03.15 03:47	t/p	901	0.01	117.198	117.189	0.18	1304.26
3406	2007.03.15 03:55	buy	902	0.01	117.195	0.000
3407	2007.03.15 04:10	buy	903	0.01	117.130	0.000
3408	2007.03.15 04:10	modify	903	0.01	117.130	117.193
3409	2007.03.15 04:10	modify	902	0.01	117.195	117.193
3410	2007.03.15 04:40	t/p	902	0.01	117.188	117.193	-0.06	1304.20
3411	2007.03.15 04:40	t/p	903	0.01	117.203	117.193	0.62	1304.82
3412	2007.03.15 04:50	sell	904	0.01	117.235	0.000
3413	2007.03.15 04:50	modify	904	0.01	117.235	117.205
3414	2007.03.15 04:51	t/p	904	0.01	117.214	117.205	0.18	1305.00
3415	2007.03.15 05:10	sell	905	0.01	117.259	0.000
3416	2007.03.15 05:10	modify	905	0.01	117.259	117.229
3417	2007.03.15 05:20	sell	906	0.01	117.313	0.000
3418	2007.03.15 05:20	modify	906	0.01	117.313	117.256
3419	2007.03.15 05:20	modify	905	0.01	117.259	117.256
3420	2007.03.15 05:32	t/p	905	0.01	117.253	117.256	0.05	1305.05
3421	2007.03.15 05:32	t/p	906	0.01	117.263	117.256	0.43	1305.48
3422	2007.03.15 05:35	buy	907	0.01	117.284	0.000
3423	2007.03.15 05:35	modify	907	0.01	117.284	117.314
3424	2007.03.15 06:05	buy	908	0.01	117.200	0.000
3425	2007.03.15 06:05	modify	908	0.01	117.200	117.272
3426	2007.03.15 06:05	modify	907	0.01	117.284	117.272
3427	2007.03.15 06:22	t/p	907	0.01	117.281	117.272	-0.02	1305.46
3428	2007.03.15 06:22	t/p	908	0.01	117.275	117.272	0.64	1306.10
3429	2007.03.15 06:30	sell	909	0.01	117.260	0.000
3430	2007.03.15 06:30	modify	909	0.01	117.260	117.230
3431	2007.03.15 06:33	t/p	909	0.01	117.222	117.230	0.32	1306.42
3432	2007.03.15 06:55	buy	910	0.01	117.212	0.000
3433	2007.03.15 08:15	buy	911	0.01	117.118	0.000
3434	2007.03.15 08:15	modify	911	0.01	117.118	117.195
3435	2007.03.15 08:15	modify	910	0.01	117.212	117.195
3436	2007.03.15 09:14	t/p	910	0.01	117.204	117.195	-0.06	1306.36
3437	2007.03.15 09:14	t/p	911	0.01	117.185	117.195	0.57	1306.93
3438	2007.03.15 09:20	sell	912	0.01	117.232	0.000
3439	2007.03.15 09:20	modify	912	0.01	117.232	117.202
3440	2007.03.15 10:00	sell	913	0.01	117.298	0.000
3441	2007.03.15 10:00	modify	913	0.01	117.298	117.235
3442	2007.03.15 10:00	modify	912	0.01	117.232	117.235
3443	2007.03.15 10:10	sell	914	0.02	117.442	0.000
3444	2007.03.15 10:10	modify	914	0.02	117.442	117.324
3445	2007.03.15 10:10	modify	913	0.01	117.298	117.324
3446	2007.03.15 10:10	modify	912	0.01	117.232	117.324
3447	2007.03.15 10:25	t/p	912	0.01	117.334	117.324	-0.87	1306.06
3448	2007.03.15 10:25	t/p	913	0.01	117.316	117.324	-0.15	1305.91
3449	2007.03.15 10:25	t/p	914	0.02	117.325	117.324	2.00	1307.91
3450	2007.03.15 10:25	buy	915	0.01	117.323	0.000
3451	2007.03.15 10:25	modify	915	0.01	117.323	117.353
3452	2007.03.15 10:29	t/p	915	0.01	117.350	117.353	0.23	1308.14
3453	2007.03.15 10:45	buy	916	0.01	117.281	0.000
3454	2007.03.15 10:45	modify	916	0.01	117.281	117.311
3455	2007.03.15 10:48	t/p	916	0.01	117.305	117.311	0.20	1308.34
3456	2007.03.15 11:10	sell	917	0.01	117.291	0.000
3457	2007.03.15 11:10	modify	917	0.01	117.291	117.261
3458	2007.03.15 11:13	t/p	917	0.01	117.256	117.261	0.30	1308.64
3459	2007.03.15 11:45	buy	918	0.01	117.156	0.000
3460	2007.03.15 11:45	modify	918	0.01	117.156	117.186
3461	2007.03.15 11:45	t/p	918	0.01	117.195	117.186	0.33	1308.97
3462	2007.03.15 13:25	sell	919	0.01	117.262	0.000
3463	2007.03.15 13:25	modify	919	0.01	117.262	117.232
3464	2007.03.15 13:40	sell	920	0.01	117.348	0.000
3465	2007.03.15 13:40	modify	920	0.01	117.348	117.275
3466	2007.03.15 13:40	modify	919	0.01	117.262	117.275
3467	2007.03.15 14:44	t/p	919	0.01	117.271	117.275	-0.08	1308.89
3468	2007.03.15 14:44	t/p	920	0.01	117.273	117.275	0.64	1309.53
3469	2007.03.15 14:45	buy	921	0.01	117.267	0.000
3470	2007.03.15 15:40	buy	922	0.01	117.204	0.000
3471	2007.03.15 15:40	modify	922	0.01	117.204	117.266
3472	2007.03.15 15:40	modify	921	0.01	117.267	117.266
3473	2007.03.15 15:42	t/p	921	0.01	117.267	117.266	0.00	1309.53
3474	2007.03.15 15:42	t/p	922	0.01	117.276	117.266	0.62	1310.15
3475	2007.03.15 16:20	buy	923	0.01	117.225	0.000
3476	2007.03.15 16:20	modify	923	0.01	117.225	117.255
3477	2007.03.15 16:25	buy	924	0.01	117.079	0.000
3478	2007.03.15 16:25	modify	924	0.01	117.079	117.182
3479	2007.03.15 16:25	modify	923	0.01	117.225	117.182
3480	2007.03.15 16:37	t/p	923	0.01	117.172	117.182	-0.46	1309.69
3481	2007.03.15 16:37	t/p	924	0.01	117.175	117.182	0.82	1310.51
3482	2007.03.15 16:55	sell	925	0.01	117.181	0.000
3483	2007.03.15 16:55	modify	925	0.01	117.181	117.151
3484	2007.03.15 17:00	sell	926	0.01	117.261	0.000
3485	2007.03.15 17:00	modify	926	0.01	117.261	117.191
3486	2007.03.15 17:00	modify	925	0.01	117.181	117.191
3487	2007.03.15 17:35	sell	927	0.02	117.389	0.000
3488	2007.03.15 17:35	modify	927	0.02	117.389	117.275
3489	2007.03.15 17:35	modify	926	0.01	117.261	117.275
3490	2007.03.15 17:35	modify	925	0.01	117.181	117.275
3491	2007.03.15 17:50	t/p	925	0.01	117.281	117.275	-0.85	1309.66
3492	2007.03.15 17:50	t/p	926	0.01	117.273	117.275	-0.10	1309.56
3493	2007.03.15 17:50	t/p	927	0.02	117.279	117.275	1.87	1311.43
3494	2007.03.15 17:55	buy	928	0.01	117.207	0.000
3495	2007.03.16 03:10	buy	929	0.01	117.137	0.000
3496	2007.03.16 03:10	modify	929	0.01	117.137	117.202
3497	2007.03.16 03:10	modify	928	0.01	117.207	117.202
3498	2007.03.16 03:17	t/p	928	0.01	117.193	117.202	-0.13	1311.30
3499	2007.03.16 03:17	t/p	929	0.01	117.194	117.202	0.48	1311.78
3500	2007.03.16 03:40	buy	930	0.01	117.059	0.000
3501	2007.03.16 03:40	modify	930	0.01	117.059	117.089
3502	2007.03.16 03:51	t/p	930	0.01	117.086	117.089	0.23	1312.01
3503	2007.03.16 04:00	sell	931	0.01	117.103	0.000
3504	2007.03.16 04:00	modify	931	0.01	117.103	117.073
3505	2007.03.16 04:08	t/p	931	0.01	117.077	117.073	0.22	1312.23
3506	2007.03.16 04:30	sell	932	0.01	116.988	0.000
3507	2007.03.16 07:15	sell	933	0.01	117.085	0.000
3508	2007.03.16 07:15	modify	933	0.01	117.085	117.007
3509	2007.03.16 07:15	modify	932	0.01	116.988	117.007
3510	2007.03.16 07:35	sell	934	0.02	117.161	0.000
3511	2007.03.16 07:35	modify	934	0.02	117.161	117.069
3512	2007.03.16 07:35	modify	933	0.01	117.085	117.069
3513	2007.03.16 07:35	modify	932	0.01	116.988	117.069
3514	2007.03.16 07:56	t/p	932	0.01	117.078	117.069	-0.77	1311.46
3515	2007.03.16 07:56	t/p	933	0.01	117.068	117.069	0.14	1311.60
3516	2007.03.16 07:56	t/p	934	0.02	117.073	117.069	1.50	1313.10
3517	2007.03.16 08:05	buy	935	0.01	117.061	0.000
3518	2007.03.16 08:05	modify	935	0.01	117.061	117.091
3519	2007.03.16 08:14	t/p	935	0.01	117.092	117.091	0.26	1313.36
3520	2007.03.16 08:20	sell	936	0.01	117.144	0.000
3521	2007.03.19 04:20	sell	937	0.01	117.306	0.000
3522	2007.03.19 04:20	modify	937	0.01	117.306	117.195
3523	2007.03.19 04:20	modify	936	0.01	117.144	117.195
3524	2007.03.19 04:23	t/p	936	0.01	117.197	117.195	-0.49	1312.86
3525	2007.03.19 04:23	t/p	937	0.01	117.198	117.195	0.93	1313.79
3526	2007.03.19 05:50	buy	938	0.01	117.085	0.000
3527	2007.03.19 05:50	modify	938	0.01	117.085	117.115
3528	2007.03.19 05:55	buy	939	0.01	116.995	0.000
3529	2007.03.19 05:55	modify	939	0.01	116.995	117.070
3530	2007.03.19 05:55	modify	938	0.01	117.085	117.070
3531	2007.03.19 06:16	t/p	938	0.01	117.074	117.070	-0.09	1313.70
3532	2007.03.19 06:16	t/p	939	0.01	117.074	117.070	0.68	1314.38
3533	2007.03.19 06:20	sell	940	0.01	117.142	0.000
3534	2007.03.19 06:20	modify	940	0.01	117.142	117.112
3535	2007.03.19 06:27	t/p	940	0.01	117.104	117.112	0.32	1314.70
3536	2007.03.19 06:40	sell	941	0.01	117.275	0.000
3537	2007.03.19 06:40	modify	941	0.01	117.275	117.245
3538	2007.03.19 06:47	t/p	941	0.01	117.235	117.245	0.34	1315.04
3539	2007.03.19 07:35	buy	942	0.01	117.250	0.000
3540	2007.03.19 07:35	modify	942	0.01	117.250	117.280
3541	2007.03.19 07:59	t/p	942	0.01	117.274	117.280	0.20	1315.24
3542	2007.03.19 08:00	sell	943	0.01	117.263	0.000
3543	2007.03.19 12:00	sell	944	0.01	117.368	0.000
3544	2007.03.19 12:00	modify	944	0.01	117.368	117.286
3545	2007.03.19 12:00	modify	943	0.01	117.263	117.286
3546	2007.03.19 12:15	sell	945	0.02	117.429	0.000
3547	2007.03.19 12:15	modify	945	0.02	117.429	117.342
3548	2007.03.19 12:15	modify	944	0.01	117.368	117.342
3549	2007.03.19 12:15	modify	943	0.01	117.263	117.342
3550	2007.03.19 12:26	t/p	943	0.01	117.346	117.342	-0.70	1314.54
3551	2007.03.19 12:26	t/p	944	0.01	117.337	117.342	0.26	1314.80
3552	2007.03.19 12:26	t/p	945	0.02	117.332	117.342	1.65	1316.45
3553	2007.03.19 13:25	buy	946	0.01	117.467	0.000
3554	2007.03.19 13:25	modify	946	0.01	117.467	117.497
3555	2007.03.19 13:45	buy	947	0.01	117.395	0.000
3556	2007.03.19 13:45	modify	947	0.01	117.395	117.461
3557	2007.03.19 13:45	modify	946	0.01	117.467	117.461
3558	2007.03.19 14:22	t/p	946	0.01	117.469	117.461	0.02	1316.47
3559	2007.03.19 14:22	t/p	947	0.01	117.471	117.461	0.64	1317.11
3560	2007.03.19 14:45	sell	948	0.01	117.535	0.000
3561	2007.03.19 14:45	modify	948	0.01	117.535	117.505
3562	2007.03.19 14:49	t/p	948	0.01	117.500	117.505	0.30	1317.41
3563	2007.03.19 15:10	sell	949	0.01	117.500	0.000
3564	2007.03.19 18:05	sell	950	0.01	117.571	0.000
3565	2007.03.19 18:05	modify	950	0.01	117.571	117.506
3566	2007.03.19 18:05	modify	949	0.01	117.500	117.506
3567	2007.03.19 18:15	t/p	949	0.01	117.498	117.506	0.02	1317.43
3568	2007.03.19 18:15	t/p	950	0.01	117.498	117.506	0.62	1318.05
3569	2007.03.19 19:15	sell	951	0.01	117.731	0.000
3570	2007.03.19 19:15	modify	951	0.01	117.731	117.701
3571	2007.03.19 19:32	t/p	951	0.01	117.701	117.701	0.25	1318.30
3572	2007.03.19 19:35	buy	952	0.01	117.674	0.000
3573	2007.03.19 19:35	modify	952	0.01	117.674	117.704
3574	2007.03.19 20:21	t/p	952	0.01	117.708	117.704	0.29	1318.59
3575	2007.03.19 20:25	sell	953	0.01	117.736	0.000
3576	2007.03.20 03:55	sell	954	0.01	117.796	0.000
3577	2007.03.20 03:55	modify	954	0.01	117.796	117.736
3578	2007.03.20 03:55	modify	953	0.01	117.736	117.736
3579	2007.03.20 04:05	sell	955	0.02	117.977	0.000
3580	2007.03.20 04:05	modify	955	0.02	117.977	117.842
3581	2007.03.20 04:05	modify	954	0.01	117.796	117.842
3582	2007.03.20 04:05	modify	953	0.01	117.736	117.842
3583	2007.03.20 04:13	t/p	953	0.01	117.848	117.842	-0.98	1317.61
3584	2007.03.20 04:13	t/p	954	0.01	117.849	117.842	-0.45	1317.16
3585	2007.03.20 04:13	t/p	955	0.02	117.846	117.842	2.23	1319.39
3586	2007.03.20 04:20	buy	956	0.01	117.867	0.000
3587	2007.03.20 04:35	buy	957	0.01	117.812	0.000
3588	2007.03.20 04:35	modify	957	0.01	117.812	117.870
3589	2007.03.20 04:35	modify	956	0.01	117.867	117.870
3590	2007.03.20 04:43	t/p	956	0.01	117.861	117.870	-0.05	1319.34
3591	2007.03.20 04:43	t/p	957	0.01	117.868	117.870	0.47	1319.81
3592	2007.03.20 05:40	sell	958	0.01	117.849	0.000
3593	2007.03.20 11:25	sell	959	0.01	117.924	0.000
3594	2007.03.20 11:25	modify	959	0.01	117.924	117.857
3595	2007.03.20 11:25	modify	958	0.01	117.849	117.857
3596	2007.03.20 12:18	t/p	958	0.01	117.867	117.857	-0.15	1319.66
3597	2007.03.20 12:18	t/p	959	0.01	117.848	117.857	0.65	1320.31
3598	2007.03.20 14:25	buy	960	0.01	117.789	0.000
3599	2007.03.20 15:50	buy	961	0.01	117.610	0.000