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
1800	2007.01.12 03:15	sell	529	0.02	120.653	0.000
1801	2007.01.12 03:15	modify	529	0.02	120.653	120.570
1802	2007.01.12 03:15	modify	528	0.01	120.594	120.570
1803	2007.01.12 03:15	modify	527	0.01	120.498	120.570
1804	2007.01.12 03:42	t/p	527	0.01	120.575	120.570	-0.67	1115.16
1805	2007.01.12 03:42	t/p	528	0.01	120.566	120.570	0.24	1115.40
1806	2007.01.12 03:42	t/p	529	0.02	120.563	120.570	1.49	1116.89
1807	2007.01.12 05:05	buy	530	0.01	120.568	0.000
1808	2007.01.12 06:55	buy	531	0.01	120.508	0.000
1809	2007.01.12 06:55	modify	531	0.01	120.508	120.568
1810	2007.01.12 06:55	modify	530	0.01	120.568	120.568
1811	2007.01.12 07:40	t/p	530	0.01	120.563	120.568	-0.04	1116.85
1812	2007.01.12 07:40	t/p	531	0.01	120.569	120.568	0.51	1117.36
1813	2007.01.12 07:45	sell	532	0.01	120.553	0.000
1814	2007.01.12 07:45	modify	532	0.01	120.553	120.523
1815	2007.01.12 07:55	sell	533	0.01	120.659	0.000
1816	2007.01.12 07:55	modify	533	0.01	120.659	120.576
1817	2007.01.12 07:55	modify	532	0.01	120.553	120.576
1818	2007.01.12 08:33	t/p	532	0.01	120.581	120.576	-0.23	1117.13
1819	2007.01.12 08:33	t/p	533	0.01	120.574	120.576	0.71	1117.84
1820	2007.01.12 09:10	sell	534	0.01	120.651	0.000
1821	2007.01.12 09:10	modify	534	0.01	120.651	120.621
1822	2007.01.12 09:33	t/p	534	0.01	120.631	120.621	0.16	1118.00
1823	2007.01.12 09:40	buy	535	0.01	120.574	0.000
1824	2007.01.12 09:40	modify	535	0.01	120.574	120.604
1825	2007.01.12 09:44	t/p	535	0.01	120.609	120.604	0.29	1118.29
1826	2007.01.12 10:05	buy	536	0.01	120.400	0.000
1827	2007.01.12 10:05	modify	536	0.01	120.400	120.430
1828	2007.01.12 10:24	t/p	536	0.01	120.439	120.430	0.32	1118.61
1829	2007.01.12 11:10	buy	537	0.01	120.360	0.000
1830	2007.01.12 11:10	modify	537	0.01	120.360	120.390
1831	2007.01.12 11:45	buy	538	0.01	120.302	0.000
1832	2007.01.12 11:45	modify	538	0.01	120.302	120.361
1833	2007.01.12 11:45	modify	537	0.01	120.360	120.361
1834	2007.01.12 11:51	t/p	537	0.01	120.352	120.361	-0.06	1118.55
1835	2007.01.12 11:51	t/p	538	0.01	120.358	120.361	0.47	1119.02
1836	2007.01.12 12:00	sell	539	0.01	120.384	0.000
1837	2007.01.12 12:40	sell	540	0.01	120.456	0.000
1838	2007.01.12 12:40	modify	540	0.01	120.456	120.390
1839	2007.01.12 12:40	modify	539	0.01	120.384	120.390
1840	2007.01.12 13:13	t/p	539	0.01	120.382	120.390	0.01	1119.03
1841	2007.01.12 13:13	t/p	540	0.01	120.386	120.390	0.58	1119.61
1842	2007.01.12 13:15	buy	541	0.01	120.431	0.000
1843	2007.01.12 13:15	modify	541	0.01	120.431	120.461
1844	2007.01.12 13:19	t/p	541	0.01	120.463	120.461	0.27	1119.88
1845	2007.01.12 13:30	sell	542	0.01	120.498	0.000
1846	2007.01.12 13:30	modify	542	0.01	120.498	120.468
1847	2007.01.12 13:39	t/p	542	0.01	120.467	120.468	0.25	1120.13
1848	2007.01.12 14:00	buy	543	0.01	120.455	0.000
1849	2007.01.12 14:00	modify	543	0.01	120.455	120.485
1850	2007.01.12 14:30	buy	544	0.01	120.387	0.000
1851	2007.01.12 14:30	modify	544	0.01	120.387	120.451
1852	2007.01.12 14:30	modify	543	0.01	120.455	120.451
1853	2007.01.12 14:56	t/p	543	0.01	120.448	120.451	-0.05	1120.08
1854	2007.01.12 14:56	t/p	544	0.01	120.460	120.451	0.61	1120.69
1855	2007.01.12 15:00	sell	545	0.01	120.498	0.000
1856	2007.01.12 15:45	sell	546	0.01	120.601	0.000
1857	2007.01.12 15:45	modify	546	0.01	120.601	120.520
1858	2007.01.12 15:45	modify	545	0.01	120.498	120.520
1859	2007.01.12 15:53	t/p	545	0.01	120.529	120.520	-0.26	1120.43
1860	2007.01.12 15:53	t/p	546	0.01	120.524	120.520	0.64	1121.07
1861	2007.01.12 16:00	buy	547	0.01	120.365	0.000
1862	2007.01.12 16:00	modify	547	0.01	120.365	120.395
1863	2007.01.12 16:01	t/p	547	0.01	120.398	120.395	0.28	1121.35
1864	2007.01.12 16:30	buy	548	0.01	120.297	0.000
1865	2007.01.12 16:30	modify	548	0.01	120.297	120.327
1866	2007.01.12 16:36	t/p	548	0.01	120.324	120.327	0.23	1121.58
1867	2007.01.12 16:45	sell	549	0.01	120.394	0.000
1868	2007.01.12 16:45	modify	549	0.01	120.394	120.364
1869	2007.01.12 16:59	t/p	549	0.01	120.364	120.364	0.25	1121.83
1870	2007.01.12 18:00	sell	550	0.01	120.329	0.000
1871	2007.01.12 18:00	modify	550	0.01	120.329	120.299
1872	2007.01.12 18:11	t/p	550	0.01	120.289	120.299	0.33	1122.16
1873	2007.01.12 18:15	buy	551	0.01	120.232	0.000
1874	2007.01.15 02:15	buy	552	0.01	120.162	0.000
1875	2007.01.15 02:15	modify	552	0.01	120.162	120.227
1876	2007.01.15 02:15	modify	551	0.01	120.232	120.227
1877	2007.01.15 03:00	buy	553	0.02	120.093	0.000
1878	2007.01.15 03:00	modify	553	0.02	120.093	120.175
1879	2007.01.15 03:00	modify	552	0.01	120.162	120.175
1880	2007.01.15 03:00	modify	551	0.01	120.232	120.175
1881	2007.01.15 03:21	t/p	551	0.01	120.167	120.175	-0.55	1121.60
1882	2007.01.15 03:21	t/p	552	0.01	120.168	120.175	0.05	1121.65
1883	2007.01.15 03:21	t/p	553	0.02	120.178	120.175	1.41	1123.06
1884	2007.01.15 03:30	sell	554	0.01	120.216	0.000
1885	2007.01.15 03:30	modify	554	0.01	120.216	120.186
1886	2007.01.15 04:10	t/p	554	0.01	120.178	120.186	0.32	1123.38
1887	2007.01.15 05:40	buy	555	0.01	120.216	0.000
1888	2007.02.06 01:40	buy	556	0.01	120.119	0.000
1889	2007.02.06 01:40	modify	556	0.01	120.119	120.198
1890	2007.02.06 01:40	modify	555	0.01	120.216	120.198
1891	2007.02.06 01:53	t/p	555	0.01	120.199	120.198	-0.47	1122.92
1892	2007.02.06 01:53	t/p	556	0.01	120.206	120.198	0.72	1123.64
1893	2007.02.06 02:10	buy	557	0.01	120.177	0.000
1894	2007.02.06 02:10	modify	557	0.01	120.177	120.207
1895	2007.02.06 02:30	buy	558	0.01	120.082	0.000
1896	2007.02.06 02:30	modify	558	0.01	120.082	120.160
1897	2007.02.06 02:30	modify	557	0.01	120.177	120.160
1898	2007.02.06 03:05	t/p	557	0.01	120.157	120.160	-0.16	1123.48
1899	2007.02.06 03:05	t/p	558	0.01	120.151	120.160	0.58	1124.06
1900	2007.02.06 03:10	sell	559	0.01	120.131	0.000
1901	2007.02.06 03:10	modify	559	0.01	120.131	120.101
1902	2007.02.06 03:41	t/p	559	0.01	120.093	120.101	0.32	1124.38
1903	2007.02.06 03:45	buy	560	0.01	120.119	0.000
1904	2007.02.06 03:45	modify	560	0.01	120.119	120.149
1905	2007.02.06 03:54	t/p	560	0.01	120.156	120.149	0.31	1124.69
1906	2007.02.06 04:35	buy	561	0.01	120.221	0.000
1907	2007.02.06 04:35	modify	561	0.01	120.221	120.251
1908	2007.02.06 06:05	t/p	561	0.01	120.261	120.251	0.33	1125.02
1909	2007.02.06 06:05	sell	562	0.01	120.263	0.000
1910	2007.02.06 06:05	modify	562	0.01	120.263	120.233
1911	2007.02.06 06:06	t/p	562	0.01	120.224	120.233	0.32	1125.34
1912	2007.02.06 06:10	sell	563	0.01	120.251	0.000
1913	2007.02.06 06:10	modify	563	0.01	120.251	120.221
1914	2007.02.06 06:13	t/p	563	0.01	120.224	120.221	0.23	1125.57
1915	2007.02.06 06:30	sell	564	0.01	120.245	0.000
1916	2007.02.06 06:30	modify	564	0.01	120.245	120.215
1917	2007.02.06 08:05	sell	565	0.01	120.317	0.000
1918	2007.02.06 08:05	modify	565	0.01	120.317	120.251
1919	2007.02.06 08:05	modify	564	0.01	120.245	120.251
1920	2007.02.06 09:10	sell	566	0.02	120.383	0.000
1921	2007.02.06 09:10	modify	566	0.02	120.383	120.302
1922	2007.02.06 09:10	modify	565	0.01	120.317	120.302
1923	2007.02.06 09:10	modify	564	0.01	120.245	120.302
1924	2007.02.06 09:44	t/p	564	0.01	120.301	120.302	-0.46	1125.11
1925	2007.02.06 09:44	t/p	565	0.01	120.296	120.302	0.18	1125.29
1926	2007.02.06 09:44	t/p	566	0.02	120.304	120.302	1.31	1126.60
1927	2007.02.06 10:20	sell	567	0.01	120.459	0.000
1928	2007.02.06 10:20	modify	567	0.01	120.459	120.429
1929	2007.02.06 10:29	t/p	567	0.01	120.424	120.429	0.29	1126.89
1930	2007.02.06 11:25	buy	568	0.01	120.438	0.000
1931	2007.02.06 11:25	modify	568	0.01	120.438	120.468
1932	2007.02.06 11:55	t/p	568	0.01	120.465	120.468	0.23	1127.12
1933	2007.02.06 12:00	sell	569	0.01	120.527	0.000
1934	2007.02.06 12:00	modify	569	0.01	120.527	120.497
1935	2007.02.06 12:03	t/p	569	0.01	120.491	120.497	0.30	1127.42
1936	2007.02.06 12:15	buy	570	0.01	120.409	0.000
1937	2007.02.06 12:15	modify	570	0.01	120.409	120.439
1938	2007.02.06 12:40	buy	571	0.01	120.333	0.000
1939	2007.02.06 12:40	modify	571	0.01	120.333	120.401
1940	2007.02.06 12:40	modify	570	0.01	120.409	120.401
1941	2007.02.06 13:15	buy	572	0.02	120.262	0.000
1942	2007.02.06 13:15	modify	572	0.02	120.262	120.347
1943	2007.02.06 13:15	modify	571	0.01	120.333	120.347
1944	2007.02.06 13:15	modify	570	0.01	120.409	120.347
1945	2007.02.06 13:45	buy	573	0.02	120.187	0.000
1946	2007.02.06 13:45	modify	573	0.02	120.187	120.303
1947	2007.02.06 13:45	modify	572	0.02	120.262	120.303
1948	2007.02.06 13:45	modify	571	0.01	120.333	120.303
1949	2007.02.06 13:45	modify	570	0.01	120.409	120.303
1950	2007.02.06 14:35	buy	574	0.03	120.118	0.000
1951	2007.02.06 14:35	modify	574	0.03	120.118	120.252
1952	2007.02.06 14:35	modify	573	0.02	120.187	120.252
1953	2007.02.06 14:35	modify	572	0.02	120.262	120.252
1954	2007.02.06 14:35	modify	571	0.01	120.333	120.252
1955	2007.02.06 14:35	modify	570	0.01	120.409	120.252
1956	2007.02.06 15:43	t/p	570	0.01	120.246	120.252	-1.36	1126.06
1957	2007.02.06 15:43	t/p	571	0.01	120.245	120.252	-0.73	1125.33
1958	2007.02.06 15:43	t/p	572	0.02	120.257	120.252	-0.08	1125.25
1959	2007.02.06 15:43	t/p	573	0.02	120.247	120.252	0.99	1126.24
1960	2007.02.06 15:43	t/p	574	0.03	120.242	120.252	3.09	1129.33
1961	2007.02.06 15:50	sell	575	0.01	120.325	0.000
1962	2007.02.06 15:50	modify	575	0.01	120.325	120.295
1963	2007.02.06 15:56	t/p	575	0.01	120.297	120.295	0.24	1129.57
1964	2007.02.06 16:05	buy	576	0.01	120.275	0.000
1965	2007.02.06 16:05	modify	576	0.01	120.275	120.305
1966	2007.02.06 17:30	buy	577	0.01	120.202	0.000
1967	2007.02.06 17:30	modify	577	0.01	120.202	120.269
1968	2007.02.06 17:30	modify	576	0.01	120.275	120.269
1969	2007.02.06 17:42	t/p	576	0.01	120.272	120.269	-0.03	1129.54
1970	2007.02.06 17:42	t/p	577	0.01	120.260	120.269	0.48	1130.02
1971	2007.02.06 18:30	buy	578	0.01	120.424	0.000
1972	2007.02.06 18:50	buy	579	0.01	120.347	0.000
1973	2007.02.06 18:50	modify	579	0.01	120.347	120.416
1974	2007.02.06 18:50	modify	578	0.01	120.424	120.416
1975	2007.02.06 20:05	buy	580	0.02	120.276	0.000
1976	2007.02.06 20:05	modify	580	0.02	120.276	120.361
1977	2007.02.06 20:05	modify	579	0.01	120.347	120.361
1978	2007.02.06 20:05	modify	578	0.01	120.424	120.361
1979	2007.02.06 20:10	buy	581	0.02	120.190	0.000
1980	2007.02.06 20:10	modify	581	0.02	120.190	120.314
1981	2007.02.06 20:10	modify	580	0.02	120.276	120.314
1982	2007.02.06 20:10	modify	579	0.01	120.347	120.314
1983	2007.02.06 20:10	modify	578	0.01	120.424	120.314
1984	2007.02.06 20:25	buy	582	0.03	120.111	0.000
1985	2007.02.06 20:25	modify	582	0.03	120.111	120.256
1986	2007.02.06 20:25	modify	581	0.02	120.190	120.256
1987	2007.02.06 20:25	modify	580	0.02	120.276	120.256
1988	2007.02.06 20:25	modify	579	0.01	120.347	120.256
1989	2007.02.06 20:25	modify	578	0.01	120.424	120.256
1990	2007.02.06 22:10	buy	583	0.05	120.035	0.000
1991	2007.02.06 22:10	modify	583	0.05	120.035	120.188
1992	2007.02.06 22:10	modify	582	0.03	120.111	120.188
1993	2007.02.06 22:10	modify	581	0.02	120.190	120.188
1994	2007.02.06 22:10	modify	580	0.02	120.276	120.188
1995	2007.02.06 22:10	modify	579	0.01	120.347	120.188
1996	2007.02.06 22:10	modify	578	0.01	120.424	120.188
1997	2007.02.07 02:47	t/p	578	0.01	120.185	120.188	-2.00	1128.01
1998	2007.02.07 02:47	t/p	579	0.01	120.193	120.188	-1.29	1126.72
1999	2007.02.07 02:47	t/p	580	0.02	120.184	120.188	-1.56	1125.16
2000	2007.02.07 02:47	t/p	581	0.02	120.190	120.188	-0.03	1125.13
2001	2007.02.07 02:47	t/p	582	0.03	120.184	120.188	1.79	1126.91
2002	2007.02.07 02:47	t/p	583	0.05	120.180	120.188	5.97	1132.88
2003	2007.02.07 03:35	buy	584	0.01	120.097	0.000
2004	2007.02.07 03:35	modify	584	0.01	120.097	120.127
2005	2007.02.07 03:44	t/p	584	0.01	120.137	120.127	0.34	1133.22
2006	2007.02.07 04:05	sell	585	0.01	120.139	0.000
2007	2007.02.07 04:05	modify	585	0.01	120.139	120.109
2008	2007.02.07 05:50	sell	586	0.01	120.231	0.000
2009	2007.02.07 05:50	modify	586	0.01	120.231	120.155
2010	2007.02.07 05:50	modify	585	0.01	120.139	120.155
2011	2007.02.07 06:31	t/p	585	0.01	120.146	120.155	-0.06	1133.16
2012	2007.02.07 06:31	t/p	586	0.01	120.154	120.155	0.65	1133.81
2013	2007.02.07 06:35	buy	587	0.01	120.188	0.000
2014	2007.02.07 06:35	modify	587	0.01	120.188	120.218
2015	2007.02.07 06:45	buy	588	0.01	120.123	0.000
2016	2007.02.07 06:45	modify	588	0.01	120.123	120.186
2017	2007.02.07 06:45	modify	587	0.01	120.188	120.186
2018	2007.02.07 07:11	t/p	587	0.01	120.187	120.186	0.00	1133.81
2019	2007.02.07 07:11	t/p	588	0.01	120.187	120.186	0.54	1134.35
2020	2007.02.07 07:55	sell	589	0.01	120.285	0.000
2021	2007.02.07 08:10	sell	590	0.01	120.369	0.000
2022	2007.02.07 08:10	modify	590	0.01	120.369	120.297
2023	2007.02.07 08:10	modify	589	0.01	120.285	120.297
2024	2007.02.07 08:40	sell	591	0.02	120.440	0.000
2025	2007.02.07 08:40	modify	591	0.02	120.440	120.354
2026	2007.02.07 08:40	modify	590	0.01	120.369	120.354
2027	2007.02.07 08:40	modify	589	0.01	120.285	120.354
2028	2007.02.07 09:13	t/p	589	0.01	120.353	120.354	-0.57	1133.78
2029	2007.02.07 09:13	t/p	590	0.01	120.357	120.354	0.10	1133.88
2030	2007.02.07 09:13	t/p	591	0.02	120.361	120.354	1.32	1135.20
2031	2007.02.07 10:30	sell	592	0.01	120.427	0.000
2032	2007.02.07 10:30	modify	592	0.01	120.427	120.397
2033	2007.02.07 10:36	t/p	592	0.01	120.403	120.397	0.20	1135.40
2034	2007.02.07 10:55	sell	593	0.01	120.608	0.000
2035	2007.02.07 10:55	modify	593	0.01	120.608	120.578
2036	2007.02.07 10:57	t/p	593	0.01	120.568	120.578	0.33	1135.73
2037	2007.02.07 14:20	sell	594	0.01	120.689	0.000
2038	2007.02.07 14:20	modify	594	0.01	120.689	120.659
2039	2007.02.07 14:34	t/p	594	0.01	120.655	120.659	0.28	1136.01
2040	2007.02.07 14:45	buy	595	0.01	120.655	0.000
2041	2007.02.07 14:45	modify	595	0.01	120.655	120.685
2042	2007.02.07 16:15	buy	596	0.01	120.571	0.000
2043	2007.02.07 16:15	modify	596	0.01	120.571	120.643
2044	2007.02.07 16:15	modify	595	0.01	120.655	120.643
2045	2007.02.07 17:01	t/p	595	0.01	120.639	120.643	-0.13	1135.88
2046	2007.02.07 17:01	t/p	596	0.01	120.653	120.643	0.67	1136.55
2047	2007.02.07 17:05	sell	597	0.01	120.650	0.000
2048	2007.02.07 17:10	sell	598	0.01	120.740	0.000
2049	2007.02.07 17:10	modify	598	0.01	120.740	120.665
2050	2007.02.07 17:10	modify	597	0.01	120.650	120.665
2051	2007.02.07 17:59	t/p	597	0.01	120.672	120.665	-0.18	1136.37
2052	2007.02.07 17:59	t/p	598	0.01	120.671	120.665	0.58	1136.95
2053	2007.02.07 18:00	buy	599	0.01	120.641	0.000
2054	2007.02.15 01:55	buy	600	0.01	120.312	0.000
2055	2007.02.15 01:55	modify	600	0.01	120.312	120.507
2056	2007.02.15 01:55	modify	599	0.01	120.641	120.507
2057	2007.02.15 02:10	buy	601	0.02	120.200	0.000
2058	2007.02.15 02:10	modify	601	0.02	120.200	120.368
2059	2007.02.15 02:10	modify	600	0.01	120.312	120.368
2060	2007.02.15 02:10	modify	599	0.01	120.641	120.368
2061	2007.02.15 03:15	buy	602	0.02	120.094	0.000
2062	2007.02.15 03:15	modify	602	0.02	120.094	120.287
2063	2007.02.15 03:15	modify	601	0.02	120.200	120.287
2064	2007.02.15 03:15	modify	600	0.01	120.312	120.287
2065	2007.02.15 03:15	modify	599	0.01	120.641	120.287
2066	2007.02.15 03:25	buy	603	0.03	119.928	0.000
2067	2007.02.15 03:25	modify	603	0.03	119.928	120.177
2068	2007.02.15 03:25	modify	602	0.02	120.094	120.177
2069	2007.02.15 03:25	modify	601	0.02	120.200	120.177
2070	2007.02.15 03:25	modify	600	0.01	120.312	120.177
2071	2007.02.15 03:25	modify	599	0.01	120.641	120.177
2072	2007.02.15 09:25	buy	604	0.05	119.858	0.000
2073	2007.02.15 09:25	modify	604	0.05	119.858	120.074
2074	2007.02.15 09:25	modify	603	0.03	119.928	120.074
2075	2007.02.15 09:25	modify	602	0.02	120.094	120.074
2076	2007.02.15 09:25	modify	601	0.02	120.200	120.074
2077	2007.02.15 09:25	modify	600	0.01	120.312	120.074
2078	2007.02.15 09:25	modify	599	0.01	120.641	120.074
2079	2007.02.15 10:20	t/p	599	0.01	120.069	120.074	-4.91	1132.04
2080	2007.02.15 10:20	t/p	600	0.01	120.076	120.074	-1.97	1130.07
2081	2007.02.15 10:20	t/p	601	0.02	120.067	120.074	-2.21	1127.86
2082	2007.02.15 10:20	t/p	602	0.02	120.064	120.074	-0.50	1127.36
2083	2007.02.15 10:20	t/p	603	0.03	120.077	120.074	3.73	1131.09
2084	2007.02.15 10:20	t/p	604	0.05	120.079	120.074	9.20	1140.29
2085	2007.02.15 10:25	sell	605	0.01	120.022	0.000
2086	2007.02.15 10:25	modify	605	0.01	120.022	119.992
2087	2007.02.15 10:26	t/p	605	0.01	119.995	119.992	0.23	1140.52
2088	2007.02.15 10:45	sell	606	0.01	120.002	0.000
2089	2007.02.15 10:45	modify	606	0.01	120.002	119.972
2090	2007.02.15 10:50	sell	607	0.01	120.173	0.000
2091	2007.02.15 10:50	modify	607	0.01	120.173	120.058
2092	2007.02.15 10:50	modify	606	0.01	120.002	120.058
2093	2007.02.15 11:35	sell	608	0.02	120.325	0.000
2094	2007.02.15 11:35	modify	608	0.02	120.325	120.176
2095	2007.02.15 11:35	modify	607	0.01	120.173	120.176
2096	2007.02.15 11:35	modify	606	0.01	120.002	120.176
2097	2007.02.15 12:41	t/p	606	0.01	120.186	120.176	-1.53	1138.99
2098	2007.02.15 12:41	t/p	607	0.01	120.174	120.176	-0.01	1138.98
2099	2007.02.15 12:41	t/p	608	0.02	120.176	120.176	2.48	1141.46