プロフィットファクター
1.33
※バックテスト参考値
# | Time | Type | Order | Size | Price | S/L | T/P | Profit | Balance |
---|
3900 |
2016.06.30 13:15 |
expiration |
1454 |
0.10 |
138.877 |
137.877 |
141.877 |
|
3901 |
2016.06.30 15:00 |
sell stop |
1455 |
0.10 |
137.651 |
138.651 |
134.651 |
|
3902 |
2016.06.30 16:18 |
sell |
1455 |
0.10 |
137.651 |
138.651 |
134.651 |
|
3903 |
2016.07.01 14:00 |
close |
1455 |
0.10 |
136.377 |
138.651 |
134.651 |
113.00 |
23197.34 |
3904 |
2016.07.04 11:45 |
sell stop |
1456 |
0.10 |
135.922 |
136.541 |
132.922 |
|
3905 |
2016.07.04 13:45 |
expiration |
1456 |
0.10 |
135.922 |
136.541 |
132.922 |
|
3906 |
2016.07.05 10:27 |
sell stop |
1457 |
0.10 |
134.097 |
135.097 |
131.097 |
|
3907 |
2016.07.05 10:36 |
sell |
1457 |
0.10 |
134.097 |
135.097 |
131.097 |
|
3908 |
2016.07.06 02:22 |
t/p |
1457 |
0.10 |
131.097 |
135.097 |
131.097 |
266.09 |
23463.43 |
3909 |
2016.07.07 11:59 |
buy stop |
1458 |
0.10 |
131.327 |
130.389 |
134.327 |
|
3910 |
2016.07.07 13:14 |
buy |
1458 |
0.10 |
131.327 |
130.389 |
134.327 |
|
3911 |
2016.07.07 17:57 |
s/l |
1458 |
0.10 |
130.389 |
130.389 |
134.327 |
-83.25 |
23380.18 |
3912 |
2016.07.13 11:28 |
sell stop |
1459 |
0.10 |
137.589 |
138.589 |
134.589 |
|
3913 |
2016.07.13 13:28 |
expiration |
1459 |
0.10 |
137.589 |
138.589 |
134.589 |
|
3914 |
2016.07.13 15:34 |
sell stop |
1460 |
0.10 |
138.320 |
139.320 |
135.320 |
|
3915 |
2016.07.13 16:43 |
sell |
1460 |
0.10 |
138.320 |
139.320 |
135.320 |
|
3916 |
2016.07.14 09:08 |
s/l |
1460 |
0.10 |
139.320 |
139.320 |
135.320 |
-88.70 |
23291.48 |
3917 |
2016.07.14 14:32 |
buy stop |
1461 |
0.10 |
141.306 |
140.306 |
144.306 |
|
3918 |
2016.07.14 14:34 |
buy |
1461 |
0.10 |
141.306 |
140.306 |
144.306 |
|
3919 |
2016.07.14 16:43 |
s/l |
1461 |
0.10 |
140.306 |
140.306 |
144.306 |
-88.75 |
23202.73 |
3920 |
2016.07.18 11:48 |
buy stop |
1462 |
0.10 |
140.263 |
139.561 |
143.263 |
|
3921 |
2016.07.18 11:49 |
buy |
1462 |
0.10 |
140.263 |
139.561 |
143.263 |
|
3922 |
2016.07.18 12:52 |
s/l |
1462 |
0.10 |
139.561 |
139.561 |
143.263 |
-62.31 |
23140.42 |
3923 |
2016.07.19 14:45 |
sell stop |
1463 |
0.10 |
139.543 |
140.133 |
136.543 |
|
3924 |
2016.07.19 14:52 |
sell |
1463 |
0.10 |
139.543 |
140.133 |
136.543 |
|
3925 |
2016.07.20 11:37 |
buy stop |
1464 |
0.20 |
139.925 |
138.925 |
141.425 |
|
3926 |
2016.07.20 11:44 |
buy |
1464 |
0.20 |
139.925 |
138.925 |
141.425 |
|
3927 |
2016.07.20 11:51 |
s/l |
1463 |
0.10 |
140.133 |
140.133 |
136.543 |
-52.33 |
23088.09 |
3928 |
2016.07.20 14:30 |
modify |
1464 |
0.20 |
139.925 |
140.000 |
141.425 |
|
3929 |
2016.07.20 15:44 |
s/l |
1464 |
0.20 |
140.000 |
140.000 |
141.425 |
13.31 |
23101.40 |
3930 |
2016.07.21 11:28 |
sell stop |
1465 |
0.10 |
140.814 |
141.814 |
137.814 |
|
3931 |
2016.07.21 11:33 |
sell |
1465 |
0.10 |
140.814 |
141.814 |
137.814 |
|
3932 |
2016.07.22 14:00 |
close |
1465 |
0.10 |
139.135 |
141.814 |
137.814 |
148.92 |
23250.32 |
3933 |
2016.07.25 11:12 |
buy stop |
1466 |
0.10 |
139.777 |
139.334 |
142.777 |
|
3934 |
2016.07.25 11:48 |
buy |
1466 |
0.10 |
139.777 |
139.334 |
142.777 |
|
3935 |
2016.07.25 14:16 |
s/l |
1466 |
0.10 |
139.334 |
139.334 |
142.777 |
-39.32 |
23211.00 |
3936 |
2016.07.25 15:45 |
sell stop |
1467 |
0.10 |
138.838 |
139.649 |
135.838 |
|
3937 |
2016.07.25 17:29 |
sell |
1467 |
0.10 |
138.838 |
139.649 |
135.838 |
|
3938 |
2016.07.27 06:26 |
s/l |
1467 |
0.10 |
139.649 |
139.649 |
135.838 |
-71.93 |
23139.07 |
3939 |
2016.07.27 15:32 |
buy stop |
1468 |
0.10 |
138.683 |
138.078 |
141.683 |
|
3940 |
2016.07.27 16:06 |
buy |
1468 |
0.10 |
138.683 |
138.078 |
141.683 |
|
3941 |
2016.07.28 07:39 |
s/l |
1468 |
0.10 |
138.078 |
138.078 |
141.683 |
-53.70 |
23085.37 |
3942 |
2016.08.02 10:45 |
sell stop |
1469 |
0.10 |
134.362 |
135.195 |
131.362 |
|
3943 |
2016.08.02 10:47 |
sell |
1469 |
0.10 |
134.362 |
135.195 |
131.362 |
|
3944 |
2016.08.02 11:00 |
modify |
1469 |
0.10 |
134.362 |
134.300 |
131.362 |
|
3945 |
2016.08.02 11:03 |
s/l |
1469 |
0.10 |
134.300 |
134.300 |
131.362 |
5.50 |
23090.87 |
3946 |
2016.08.02 11:03 |
sell stop |
1470 |
0.10 |
134.080 |
135.080 |
131.080 |
|
3947 |
2016.08.02 11:11 |
sell |
1470 |
0.10 |
134.080 |
135.080 |
131.080 |
|
3948 |
2016.08.02 15:15 |
buy stop |
1471 |
0.20 |
135.153 |
134.602 |
136.653 |
|
3949 |
2016.08.02 17:15 |
expiration |
1471 |
0.20 |
135.153 |
134.602 |
136.653 |
|
3950 |
2016.08.03 11:30 |
buy stop |
1472 |
0.20 |
134.884 |
134.308 |
136.384 |
|
3951 |
2016.08.03 11:37 |
buy |
1472 |
0.20 |
134.884 |
134.308 |
136.384 |
|
3952 |
2016.08.03 12:06 |
s/l |
1470 |
0.10 |
135.080 |
135.080 |
131.080 |
-88.69 |
23002.18 |
3953 |
2016.08.04 13:59 |
s/l |
1472 |
0.20 |
134.308 |
134.308 |
136.384 |
-102.24 |
22899.94 |
3954 |
2016.08.04 14:36 |
sell stop |
1473 |
0.10 |
132.693 |
133.693 |
129.693 |
|
3955 |
2016.08.04 16:08 |
sell |
1473 |
0.10 |
132.693 |
133.693 |
129.693 |
|
3956 |
2016.08.05 14:00 |
close |
1473 |
0.10 |
132.995 |
133.693 |
129.693 |
-26.78 |
22873.16 |
3957 |
2016.08.10 15:45 |
sell stop |
1474 |
0.10 |
131.880 |
132.456 |
128.880 |
|
3958 |
2016.08.10 16:45 |
sell |
1474 |
0.10 |
131.880 |
132.456 |
128.880 |
|
3959 |
2016.08.12 04:17 |
s/l |
1474 |
0.10 |
132.456 |
132.456 |
128.880 |
-51.09 |
22822.07 |
3960 |
2016.08.15 11:45 |
sell stop |
1475 |
0.10 |
130.334 |
130.900 |
127.334 |
|
3961 |
2016.08.15 12:06 |
sell |
1475 |
0.10 |
130.334 |
130.900 |
127.334 |
|
3962 |
2016.08.16 11:33 |
buy stop |
1476 |
0.20 |
130.331 |
129.331 |
131.831 |
|
3963 |
2016.08.16 11:36 |
buy |
1476 |
0.20 |
130.331 |
129.331 |
131.831 |
|
3964 |
2016.08.16 15:29 |
s/l |
1476 |
0.20 |
129.331 |
129.331 |
131.831 |
-177.51 |
22644.56 |
3965 |
2016.08.17 01:33 |
s/l |
1475 |
0.10 |
130.900 |
130.900 |
127.334 |
-50.20 |
22594.36 |
3966 |
2016.08.18 11:15 |
buy stop |
1477 |
0.10 |
130.950 |
130.260 |
133.950 |
|
3967 |
2016.08.18 11:26 |
buy |
1477 |
0.10 |
130.950 |
130.260 |
133.950 |
|
3968 |
2016.08.19 14:00 |
close |
1477 |
0.10 |
131.413 |
130.260 |
133.950 |
41.09 |
22635.45 |
3969 |
2016.08.22 11:15 |
buy stop |
1478 |
0.10 |
132.095 |
131.284 |
135.095 |
|
3970 |
2016.08.22 11:50 |
buy |
1478 |
0.10 |
132.095 |
131.284 |
135.095 |
|
3971 |
2016.08.26 14:00 |
close |
1478 |
0.10 |
132.595 |
131.284 |
135.095 |
44.38 |
22679.83 |
3972 |
2016.08.30 15:09 |
buy stop |
1479 |
0.10 |
134.323 |
133.851 |
137.323 |
|
3973 |
2016.08.30 15:56 |
buy |
1479 |
0.10 |
134.323 |
133.851 |
137.323 |
|
3974 |
2016.09.01 11:49 |
t/p |
1479 |
0.10 |
137.323 |
133.851 |
137.323 |
266.26 |
22946.09 |
3975 |
2016.09.01 11:49 |
buy stop |
1480 |
0.10 |
137.523 |
136.523 |
140.523 |
|
3976 |
2016.09.01 13:49 |
expiration |
1480 |
0.10 |
137.523 |
136.523 |
140.523 |
|
3977 |
2016.09.05 11:45 |
buy stop |
1481 |
0.10 |
138.427 |
137.427 |
141.427 |
|
3978 |
2016.09.05 13:45 |
expiration |
1481 |
0.10 |
138.427 |
137.427 |
141.427 |
|
3979 |
2016.09.06 11:35 |
sell stop |
1482 |
0.10 |
137.508 |
138.069 |
134.508 |
|
3980 |
2016.09.06 13:35 |
expiration |
1482 |
0.10 |
137.508 |
138.069 |
134.508 |
|
3981 |
2016.09.06 15:14 |
buy stop |
1483 |
0.10 |
138.289 |
137.644 |
141.289 |
|
3982 |
2016.09.06 16:54 |
buy |
1483 |
0.10 |
138.289 |
137.644 |
141.289 |
|
3983 |
2016.09.06 17:04 |
s/l |
1483 |
0.10 |
137.644 |
137.644 |
141.289 |
-57.25 |
22888.84 |
3984 |
2016.09.06 17:56 |
sell stop |
1484 |
0.10 |
136.900 |
137.900 |
133.900 |
|
3985 |
2016.09.06 18:00 |
delete |
1484 |
0.10 |
136.900 |
137.900 |
133.900 |
|
3986 |
2016.09.12 11:30 |
sell stop |
1485 |
0.10 |
135.396 |
135.949 |
132.396 |
|
3987 |
2016.09.12 12:35 |
sell |
1485 |
0.10 |
135.396 |
135.949 |
132.396 |
|
3988 |
2016.09.12 17:29 |
s/l |
1485 |
0.10 |
135.949 |
135.949 |
132.396 |
-49.05 |
22839.79 |
3989 |
2016.09.13 15:13 |
buy stop |
1486 |
0.10 |
135.807 |
135.402 |
138.807 |
|
3990 |
2016.09.13 17:13 |
expiration |
1486 |
0.10 |
135.807 |
135.402 |
138.807 |
|
3991 |
2016.09.15 15:30 |
sell stop |
1487 |
0.10 |
134.650 |
135.650 |
131.650 |
|
3992 |
2016.09.15 15:30 |
sell |
1487 |
0.10 |
134.650 |
135.650 |
131.650 |
|
3993 |
2016.09.16 14:00 |
close |
1487 |
0.10 |
134.076 |
135.650 |
131.650 |
50.91 |
22890.70 |
3994 |
2016.09.19 11:45 |
sell stop |
1488 |
0.10 |
132.766 |
133.466 |
129.766 |
|
3995 |
2016.09.19 13:45 |
expiration |
1488 |
0.10 |
132.766 |
133.466 |
129.766 |
|
3996 |
2016.09.20 11:00 |
sell stop |
1489 |
0.10 |
132.322 |
132.778 |
129.322 |
|
3997 |
2016.09.20 11:15 |
sell |
1489 |
0.10 |
132.322 |
132.778 |
129.322 |
|
3998 |
2016.09.21 07:30 |
s/l |
1489 |
0.10 |
132.778 |
132.778 |
129.322 |
-40.45 |
22850.25 |
3999 |
2016.09.21 10:35 |
sell stop |
1490 |
0.10 |
131.817 |
132.817 |
128.817 |
|
4000 |
2016.09.21 12:35 |
expiration |
1490 |
0.10 |
131.817 |
132.817 |
128.817 |
|
4001 |
2016.09.21 15:11 |
sell stop |
1491 |
0.10 |
130.956 |
131.910 |
127.956 |
|
4002 |
2016.09.21 15:35 |
sell |
1491 |
0.10 |
130.956 |
131.910 |
127.956 |
|
4003 |
2016.09.22 11:48 |
s/l |
1491 |
0.10 |
131.910 |
131.910 |
127.956 |
-84.62 |
22765.63 |
4004 |
2016.09.26 11:16 |
sell stop |
1492 |
0.10 |
129.780 |
130.566 |
126.780 |
|
4005 |
2016.09.26 13:16 |
expiration |
1492 |
0.10 |
129.780 |
130.566 |
126.780 |
|
4006 |
2016.09.27 15:30 |
buy stop |
1493 |
0.10 |
130.541 |
129.991 |
133.541 |
|
4007 |
2016.09.27 17:02 |
buy |
1493 |
0.10 |
130.541 |
129.991 |
133.541 |
|
4008 |
2016.09.30 14:00 |
close |
1493 |
0.10 |
131.075 |
129.991 |
133.541 |
47.40 |
22813.03 |
4009 |
2016.10.06 15:30 |
sell stop |
1494 |
0.10 |
130.916 |
131.647 |
127.916 |
|
4010 |
2016.10.06 17:30 |
expiration |
1494 |
0.10 |
130.916 |
131.647 |
127.916 |
|
4011 |
2016.10.20 15:45 |
sell stop |
1495 |
0.10 |
126.637 |
127.218 |
123.637 |
|
4012 |
2016.10.20 16:23 |
sell |
1495 |
0.10 |
126.637 |
127.218 |
123.637 |
|
4013 |
2016.10.20 17:04 |
s/l |
1495 |
0.10 |
127.218 |
127.218 |
123.637 |
-51.53 |
22761.50 |
4014 |
2016.10.24 11:02 |
buy stop |
1496 |
0.10 |
127.428 |
126.847 |
130.428 |
|
4015 |
2016.10.24 13:02 |
expiration |
1496 |
0.10 |
127.428 |
126.847 |
130.428 |
|
4016 |
2016.10.26 11:34 |
buy stop |
1497 |
0.10 |
127.348 |
126.693 |
130.348 |
|
4017 |
2016.10.26 13:34 |
expiration |
1497 |
0.10 |
127.348 |
126.693 |
130.348 |
|
4018 |
2016.10.27 11:35 |
buy stop |
1498 |
0.10 |
128.508 |
127.621 |
131.508 |
|
4019 |
2016.10.27 13:35 |
expiration |
1498 |
0.10 |
128.508 |
127.621 |
131.508 |
|
4020 |
2016.11.01 15:35 |
sell stop |
1499 |
0.10 |
127.944 |
128.571 |
124.944 |
|
4021 |
2016.11.01 17:27 |
sell |
1499 |
0.10 |
127.944 |
128.571 |
124.944 |
|
4022 |
2016.11.02 15:34 |
buy stop |
1500 |
0.20 |
127.559 |
126.902 |
129.059 |
|
4023 |
2016.11.02 17:34 |
expiration |
1500 |
0.20 |
127.559 |
126.902 |
129.059 |
|
4024 |
2016.11.03 15:00 |
s/l |
1499 |
0.10 |
128.571 |
128.571 |
124.944 |
-55.61 |
22705.89 |
4025 |
2016.11.03 15:15 |
buy stop |
1501 |
0.10 |
128.917 |
127.917 |
131.917 |
|
4026 |
2016.11.03 17:15 |
expiration |
1501 |
0.10 |
128.917 |
127.917 |
131.917 |
|
4027 |
2016.11.14 15:30 |
buy stop |
1502 |
0.10 |
135.507 |
134.857 |
138.507 |
|
4028 |
2016.11.14 17:30 |
expiration |
1502 |
0.10 |
135.507 |
134.857 |
138.507 |
|
4029 |
2016.11.15 11:45 |
sell stop |
1503 |
0.10 |
134.128 |
135.084 |
131.128 |
|
4030 |
2016.11.15 13:45 |
expiration |
1503 |
0.10 |
134.128 |
135.084 |
131.128 |
|
4031 |
2016.11.15 15:56 |
buy stop |
1504 |
0.10 |
135.172 |
134.255 |
138.172 |
|
4032 |
2016.11.15 16:06 |
buy |
1504 |
0.10 |
135.172 |
134.255 |
138.172 |
|
4033 |
2016.11.18 14:00 |
close |
1504 |
0.10 |
136.788 |
134.255 |
138.172 |
143.42 |
22849.31 |
4034 |
2016.11.21 15:39 |
buy stop |
1505 |
0.10 |
138.255 |
137.255 |
141.255 |
|
4035 |
2016.11.21 15:56 |
buy |
1505 |
0.10 |
138.255 |
137.255 |
141.255 |
|
4036 |
2016.11.24 17:02 |
t/p |
1505 |
0.10 |
141.255 |
137.255 |
141.255 |
266.26 |
23115.57 |
4037 |
2016.11.29 11:58 |
buy stop |
1506 |
0.10 |
140.562 |
139.562 |
143.562 |
|
4038 |
2016.11.29 13:21 |
buy |
1506 |
0.10 |
140.562 |
139.562 |
143.562 |
|
4039 |
2016.12.01 01:46 |
t/p |
1506 |
0.10 |
143.562 |
139.562 |
143.562 |
266.26 |
23381.83 |
4040 |
2016.12.07 11:51 |
sell stop |
1507 |
0.10 |
143.649 |
144.495 |
140.649 |
|
4041 |
2016.12.07 11:55 |
sell |
1507 |
0.10 |
143.649 |
144.495 |
140.649 |
|
4042 |
2016.12.08 11:43 |
buy stop |
1508 |
0.20 |
144.166 |
143.341 |
145.666 |
|
4043 |
2016.12.08 13:43 |
expiration |
1508 |
0.20 |
144.166 |
143.341 |
145.666 |
|
4044 |
2016.12.08 15:15 |
buy stop |
1509 |
0.20 |
144.412 |
143.604 |
145.912 |
|
4045 |
2016.12.08 15:30 |
buy |
1509 |
0.20 |
144.412 |
143.604 |
145.912 |
|
4046 |
2016.12.08 16:25 |
s/l |
1509 |
0.20 |
143.604 |
143.604 |
145.912 |
-143.42 |
23238.41 |
4047 |
2016.12.09 12:58 |
s/l |
1507 |
0.10 |
144.495 |
144.495 |
140.649 |
-75.04 |
23163.37 |
4048 |
2016.12.13 11:44 |
buy stop |
1510 |
0.10 |
146.701 |
146.025 |
149.701 |
|
4049 |
2016.12.13 13:44 |
expiration |
1510 |
0.10 |
146.701 |
146.025 |
149.701 |
|
4050 |
2016.12.14 15:48 |
buy stop |
1511 |
0.10 |
146.061 |
145.336 |
149.061 |
|
4051 |
2016.12.14 16:14 |
buy |
1511 |
0.10 |
146.061 |
145.336 |
149.061 |
|
4052 |
2016.12.15 15:08 |
sell stop |
1512 |
0.20 |
146.740 |
147.740 |
145.240 |
|
4053 |
2016.12.15 17:08 |
expiration |
1512 |
0.20 |
146.740 |
147.740 |
145.240 |
|
4054 |
2016.12.16 14:00 |
close |
1511 |
0.10 |
146.784 |
145.336 |
149.061 |
64.17 |
23227.54 |
4055 |
2016.12.28 11:30 |
sell stop |
1513 |
0.10 |
143.788 |
144.326 |
140.788 |
|
4056 |
2016.12.28 13:30 |
expiration |
1513 |
0.10 |
143.788 |
144.326 |
140.788 |
|
4057 |
2016.12.28 15:30 |
sell stop |
1514 |
0.10 |
143.451 |
144.100 |
140.451 |
|
4058 |
2016.12.28 17:30 |
expiration |
1514 |
0.10 |
143.451 |
144.100 |
140.451 |
|
13:last-page