プロフィットファクター
1.71
※バックテスト参考値
# | Time | Type | Order | Size | Price | S/L | T/P | Profit | Balance |
---|
4500 |
2014.11.12 18:40 |
sell |
2060 |
0.10 |
115.364 |
116.564 |
115.114 |
|
4501 |
2014.11.12 23:55 |
close |
2060 |
0.10 |
115.444 |
116.564 |
115.114 |
-6.93 |
13015.64 |
4502 |
2014.11.13 10:25 |
buy |
2061 |
0.10 |
115.571 |
114.371 |
115.821 |
|
4503 |
2014.11.13 13:30 |
close |
2061 |
0.10 |
115.613 |
114.371 |
115.821 |
3.63 |
13019.27 |
4504 |
2014.11.14 19:15 |
buy |
2062 |
0.10 |
116.239 |
115.039 |
116.489 |
|
4505 |
2014.11.17 00:05 |
close |
2062 |
0.10 |
116.445 |
115.039 |
116.489 |
17.69 |
13036.96 |
4506 |
2014.11.17 10:10 |
sell |
2063 |
0.10 |
116.069 |
117.269 |
115.819 |
|
4507 |
2014.11.17 11:30 |
modify |
2063 |
0.10 |
116.069 |
116.051 |
115.819 |
|
4508 |
2014.11.17 11:40 |
t/p |
2063 |
0.10 |
115.819 |
116.051 |
115.819 |
21.57 |
13058.53 |
4509 |
2014.11.20 23:55 |
sell |
2064 |
0.10 |
118.220 |
119.420 |
117.970 |
|
4510 |
2014.11.21 02:15 |
close |
2064 |
0.10 |
118.120 |
119.420 |
117.970 |
8.47 |
13067.00 |
4511 |
2014.11.25 02:55 |
buy |
2065 |
0.10 |
118.075 |
116.875 |
118.325 |
|
4512 |
2014.11.25 09:45 |
close |
2065 |
0.10 |
118.018 |
116.875 |
118.325 |
-4.83 |
13062.17 |
4513 |
2014.11.26 20:25 |
sell |
2066 |
0.10 |
117.781 |
118.981 |
117.531 |
|
4514 |
2014.11.27 00:15 |
close |
2066 |
0.10 |
117.660 |
118.981 |
117.531 |
10.28 |
13072.45 |
4515 |
2014.11.28 08:20 |
buy |
2067 |
0.10 |
118.145 |
116.945 |
118.395 |
|
4516 |
2014.11.28 13:00 |
close |
2067 |
0.10 |
118.193 |
116.945 |
118.395 |
4.06 |
13076.51 |
4517 |
2014.12.01 09:20 |
buy |
2068 |
0.10 |
118.720 |
117.520 |
118.970 |
|
4518 |
2014.12.01 10:35 |
t/p |
2068 |
0.10 |
118.970 |
117.520 |
118.970 |
20.99 |
13097.50 |
4519 |
2014.12.03 06:20 |
buy |
2069 |
0.10 |
119.168 |
117.968 |
119.418 |
|
4520 |
2014.12.03 08:55 |
close |
2069 |
0.10 |
119.292 |
117.968 |
119.418 |
10.39 |
13107.89 |
4521 |
2014.12.03 15:25 |
buy |
2070 |
0.10 |
119.288 |
118.088 |
119.538 |
|
4522 |
2014.12.03 16:30 |
t/p |
2070 |
0.10 |
119.538 |
118.088 |
119.538 |
20.92 |
13128.81 |
4523 |
2014.12.04 15:40 |
buy |
2071 |
0.10 |
119.763 |
118.563 |
120.013 |
|
4524 |
2014.12.04 16:20 |
t/p |
2071 |
0.10 |
120.013 |
118.563 |
120.013 |
20.82 |
13149.63 |
4525 |
2014.12.08 08:45 |
buy |
2072 |
0.10 |
121.348 |
120.148 |
121.598 |
|
4526 |
2014.12.08 16:45 |
close |
2072 |
0.10 |
121.020 |
120.148 |
121.598 |
-27.10 |
13122.53 |
4527 |
2014.12.08 23:20 |
sell |
2073 |
0.10 |
120.778 |
121.978 |
120.528 |
|
4528 |
2014.12.09 00:45 |
close |
2073 |
0.10 |
120.585 |
121.978 |
120.528 |
16.01 |
13138.54 |
4529 |
2014.12.10 15:10 |
buy |
2074 |
0.10 |
118.922 |
117.722 |
119.172 |
|
4530 |
2014.12.10 16:25 |
modify |
2074 |
0.10 |
118.922 |
118.958 |
119.172 |
|
4531 |
2014.12.10 16:40 |
s/l |
2074 |
0.10 |
118.958 |
118.958 |
119.172 |
3.02 |
13141.56 |
4532 |
2014.12.11 03:50 |
sell |
2075 |
0.10 |
118.295 |
119.495 |
118.045 |
|
4533 |
2014.12.11 04:20 |
t/p |
2075 |
0.10 |
118.045 |
119.495 |
118.045 |
21.19 |
13162.75 |
4534 |
2014.12.11 21:55 |
buy |
2076 |
0.10 |
119.095 |
117.895 |
119.345 |
|
4535 |
2014.12.11 22:25 |
modify |
2076 |
0.10 |
119.095 |
119.153 |
119.345 |
|
4536 |
2014.12.11 22:50 |
s/l |
2076 |
0.10 |
119.153 |
119.153 |
119.345 |
4.87 |
13167.62 |
4537 |
2014.12.15 03:20 |
sell |
2077 |
0.10 |
118.765 |
119.965 |
118.515 |
|
4538 |
2014.12.15 05:35 |
t/p |
2077 |
0.10 |
118.515 |
119.965 |
118.515 |
21.08 |
13188.70 |
4539 |
2014.12.15 08:35 |
buy |
2078 |
0.10 |
118.332 |
117.132 |
118.582 |
|
4540 |
2014.12.15 11:00 |
close |
2078 |
0.10 |
118.532 |
117.132 |
118.582 |
16.87 |
13205.57 |
4541 |
2014.12.16 22:50 |
buy |
2079 |
0.10 |
116.794 |
115.594 |
117.044 |
|
4542 |
2014.12.17 01:30 |
close |
2079 |
0.10 |
116.693 |
115.594 |
117.044 |
-8.66 |
13196.91 |
4543 |
2014.12.18 04:45 |
buy |
2080 |
0.10 |
118.483 |
117.283 |
118.733 |
|
4544 |
2014.12.18 08:10 |
close |
2080 |
0.10 |
118.604 |
117.283 |
118.733 |
10.20 |
13207.11 |
4545 |
2014.12.19 15:35 |
buy |
2081 |
0.10 |
119.080 |
117.880 |
119.330 |
|
4546 |
2014.12.19 16:20 |
modify |
2081 |
0.10 |
119.080 |
119.098 |
119.330 |
|
4547 |
2014.12.19 16:35 |
s/l |
2081 |
0.10 |
119.098 |
119.098 |
119.330 |
1.51 |
13208.62 |
4548 |
2014.12.24 02:45 |
buy |
2082 |
0.10 |
120.591 |
119.391 |
120.841 |
|
4549 |
2014.12.24 08:30 |
close |
2082 |
0.10 |
120.414 |
119.391 |
120.841 |
-14.70 |
13193.92 |
4550 |
2014.12.30 02:55 |
buy |
2083 |
0.10 |
120.536 |
119.336 |
120.786 |
|
4551 |
2014.12.30 10:10 |
s/l |
2083 |
0.10 |
119.336 |
119.336 |
120.786 |
-100.52 |
13093.40 |
4552 |
2014.12.30 20:30 |
sell |
2084 |
0.10 |
119.588 |
120.788 |
119.338 |
|
4553 |
2014.12.30 23:30 |
close |
2084 |
0.10 |
119.447 |
120.788 |
119.338 |
11.80 |
13105.20 |
4554 |
2015.01.02 17:10 |
buy |
2085 |
0.10 |
120.403 |
119.203 |
120.653 |
|
4555 |
2015.01.05 00:05 |
close |
2085 |
0.10 |
120.558 |
119.203 |
120.653 |
12.86 |
13118.06 |
4556 |
2015.01.06 13:25 |
sell |
2086 |
0.10 |
119.145 |
120.345 |
118.895 |
|
4557 |
2015.01.06 15:10 |
modify |
2086 |
0.10 |
119.145 |
119.141 |
118.895 |
|
4558 |
2015.01.06 15:15 |
close |
2086 |
0.10 |
118.926 |
119.141 |
118.895 |
18.41 |
13136.47 |
4559 |
2015.01.06 22:15 |
sell |
2087 |
0.10 |
118.739 |
119.939 |
118.489 |
|
4560 |
2015.01.06 23:05 |
t/p |
2087 |
0.10 |
118.489 |
119.939 |
118.489 |
21.10 |
13157.57 |
4561 |
2015.01.07 21:50 |
buy |
2088 |
0.10 |
118.966 |
117.766 |
119.216 |
|
4562 |
2015.01.07 23:20 |
modify |
2088 |
0.10 |
118.966 |
119.003 |
119.216 |
|
4563 |
2015.01.07 23:55 |
modify |
2088 |
0.10 |
118.966 |
119.023 |
119.216 |
|
4564 |
2015.01.08 00:00 |
t/p |
2088 |
0.10 |
119.216 |
119.023 |
119.216 |
20.97 |
13178.54 |
4565 |
2015.01.08 15:45 |
buy |
2089 |
0.10 |
119.564 |
118.364 |
119.814 |
|
4566 |
2015.01.08 20:10 |
close |
2089 |
0.10 |
119.642 |
118.364 |
119.814 |
6.52 |
13185.06 |
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