EURSTAR

プロフィットファクター 2.04 ※バックテスト参考値

#	Time	Type	Order	Size	Price	Profit	Balance
1	2016.01.05 00:00	sell	1	0.01	1.08274
4	2016.01.05 10:03	close	1	0.01	1.08154	1.20	10001.20
2	2016.01.05 00:05	buy	2	0.01	1.08316
20	2016.01.06 21:12	close	2	0.01	1.07837	-4.87	10008.74
3	2016.01.05 09:41	buy	3	0.01	1.08106
19	2016.01.06 21:12	close	3	0.01	1.07837	-2.77	10013.61
5	2016.01.05 11:00	buy	4	0.01	1.07906
18	2016.01.06 21:12	close	4	0.01	1.07837	-0.77	10016.38
6	2016.01.05 12:04	buy	5	0.01	1.07684
17	2016.01.06 21:12	close	5	0.01	1.07837	1.45	10017.15
7	2016.01.05 15:58	buy	6	0.01	1.07433
16	2016.01.06 21:12	close	6	0.01	1.07837	3.96	10015.70
8	2016.01.05 18:31	sell	7	0.01	1.07248
11	2016.01.06 09:57	close	7	0.01	1.07274	-0.24	10004.89
12	2016.01.06 15:15	buy	9	0.01	1.07152
15	2016.01.06 21:12	close	9	0.01	1.07837	6.85	10011.74
13	2016.01.06 18:40	sell	10	0.01	1.07544
51	2016.01.08 08:45	close	10	0.01	1.08623	-10.72	10088.53
21	2016.01.06 21:30	buy	12	0.01	1.07737
22	2016.01.06 21:53	close	12	0.01	1.07877	1.40	10010.14
23	2016.01.06 22:00	buy	13	0.01	1.07893
25	2016.01.07 03:47	close	13	0.01	1.07964	0.47	10010.60
26	2016.01.07 04:05	buy	15	0.01	1.08035
27	2016.01.07 05:28	close	15	0.01	1.08175	1.40	10012.00
28	2016.01.07 05:35	buy	16	0.01	1.08205
33	2016.01.07 11:12	close	16	0.01	1.08385	1.80	10022.53
29	2016.01.07 09:24	buy	17	0.01	1.08044
32	2016.01.07 11:12	close	17	0.01	1.08385	3.41	10020.73
30	2016.01.07 09:37	buy	18	0.01	1.07853
31	2016.01.07 11:12	close	18	0.01	1.08385	5.32	10017.32
35	2016.01.07 18:31	buy	20	0.01	1.08497
36	2016.01.07 19:34	close	20	0.01	1.08638	1.41	10023.94
37	2016.01.07 19:34	buy	21	0.01	1.08648
39	2016.01.07 20:49	close	21	0.01	1.08998	3.50	10027.44
40	2016.01.07 21:00	buy	23	0.01	1.09020
42	2016.01.07 22:34	close	23	0.01	1.09301	2.81	10030.25
43	2016.01.07 22:45	buy	25	0.01	1.09299
64	2016.01.08 16:23	close	25	0.01	1.08786	-5.21	10096.29
44	2016.01.08 02:48	buy	26	0.01	1.09138
63	2016.01.08 16:23	close	26	0.01	1.08786	-3.52	10101.50
45	2016.01.08 03:42	buy	27	0.01	1.08908
62	2016.01.08 16:23	close	27	0.01	1.08786	-1.22	10105.02
52	2016.01.08 08:50	buy	28	0.01	1.08577
61	2016.01.08 16:23	close	28	0.01	1.08786	2.09	10106.24
53	2016.01.08 09:00	sell	29	0.01	1.08609
56	2016.01.08 15:29	close	29	0.01	1.08638	-0.29	10092.08
57	2016.01.08 15:30	buy	31	0.01	1.08323
60	2016.01.08 16:23	close	31	0.01	1.08786	4.63	10104.15
58	2016.01.08 15:33	buy	32	0.01	1.08042
59	2016.01.08 16:23	close	32	0.01	1.08786	7.44	10099.52
65	2016.01.08 18:31	buy	33	0.01	1.09087
73	2016.01.08 20:37	close	33	0.01	1.08916	-1.71	10098.09
66	2016.01.08 18:40	sell	34	0.01	1.08965
69	2016.01.08 19:26	close	34	0.01	1.08785	1.80	10098.09
67	2016.01.08 18:45	buy	35	0.01	1.08926
72	2016.01.08 20:37	close	35	0.01	1.08916	-0.10	10099.80
68	2016.01.08 19:23	buy	36	0.01	1.08735
71	2016.01.08 20:37	close	36	0.01	1.08916	1.81	10099.90
70	2016.01.08 19:40	sell	37	0.01	1.08857
85	2016.01.11 09:56	close	37	0.01	1.09016	-1.57	10114.29
74	2016.01.08 20:45	buy	38	0.01	1.08909
76	2016.01.11 00:01	close	38	0.01	1.09171	2.54	10100.63
77	2016.01.11 00:15	buy	40	0.01	1.09282
79	2016.01.11 01:19	close	40	0.01	1.09562	2.80	10103.43
80	2016.01.11 01:50	buy	42	0.01	1.09378
111	2016.01.14 11:03	close	42	0.01	1.09212	-2.07	10144.55
81	2016.01.11 04:25	buy	43	0.01	1.09199
110	2016.01.14 11:03	close	43	0.01	1.09212	-0.28	10146.62
82	2016.01.11 09:46	buy	44	0.01	1.09008
109	2016.01.14 11:03	close	44	0.01	1.09212	1.63	10146.89
86	2016.01.11 10:34	buy	45	0.01	1.08787
108	2016.01.14 11:03	close	45	0.01	1.09212	3.84	10145.26
87	2016.01.11 17:45	buy	46	0.01	1.08536
107	2016.01.14 11:03	close	46	0.01	1.09212	6.35	10141.42
88	2016.01.11 18:50	sell	47	0.01	1.08872
89	2016.01.11 22:06	close	47	0.01	1.08751	1.21	10115.50
90	2016.01.11 22:06	sell	48	0.01	1.08741
91	2016.01.12 00:22	close	48	0.01	1.08620	1.23	10116.73
92	2016.01.12 00:30	sell	49	0.01	1.08571
95	2016.01.12 12:29	close	49	0.01	1.08598	-0.27	10120.34
96	2016.01.12 17:58	buy	51	0.01	1.08255
106	2016.01.14 11:03	close	51	0.01	1.09212	9.24	10135.06
97	2016.01.12 18:31	sell	52	0.01	1.08373
100	2016.01.13 02:56	close	52	0.01	1.08399	-0.24	10124.03
101	2016.01.13 02:56	sell	54	0.01	1.08389
102	2016.01.13 04:24	close	54	0.01	1.08210	1.79	10125.82
103	2016.01.13 04:40	sell	55	0.01	1.08205
116	2016.01.14 17:39	close	55	0.01	1.08701	-4.91	10164.83
117	2016.01.14 18:31	sell	59	0.01	1.08502
137	2016.01.15 22:09	close	59	0.01	1.09195	-6.91	10194.77
118	2016.01.14 18:55	buy	60	0.01	1.08589
120	2016.01.15 06:33	close	60	0.01	1.08798	2.01	10166.84
121	2016.01.15 06:33	buy	62	0.01	1.08808
124	2016.01.15 10:39	close	62	0.01	1.08869	0.61	10169.67
122	2016.01.15 09:55	buy	63	0.01	1.08647
123	2016.01.15 10:39	close	63	0.01	1.08869	2.22	10169.06
128	2016.01.15 18:35	buy	67	0.01	1.09486
129	2016.01.15 19:37	close	67	0.01	1.09696	2.10	10171.77
130	2016.01.15 19:37	buy	68	0.01	1.09706
154	2016.01.20 08:34	close	68	0.01	1.09534	-1.96	10210.18
131	2016.01.15 19:51	buy	69	0.01	1.09545
153	2016.01.20 08:34	close	69	0.01	1.09534	-0.35	10212.15
132	2016.01.15 21:15	buy	70	0.01	1.09353
152	2016.01.20 08:34	close	70	0.01	1.09534	1.57	10212.50
138	2016.01.15 22:15	sell	71	0.01	1.09189
140	2016.01.18 03:20	close	71	0.01	1.09009	1.82	10196.58
139	2016.01.15 22:44	buy	72	0.01	1.09132
151	2016.01.20 08:34	close	72	0.01	1.09534	3.78	10210.94
141	2016.01.18 03:40	sell	73	0.01	1.09058
143	2016.01.18 09:18	close	73	0.01	1.08818	2.40	10198.98
142	2016.01.18 08:48	buy	74	0.01	1.08882
150	2016.01.20 08:34	close	74	0.01	1.09534	6.36	10207.16
144	2016.01.18 09:45	sell	75	0.01	1.08876
145	2016.01.19 09:09	close	75	0.01	1.08696	1.82	10200.80
146	2016.01.19 09:35	sell	76	0.01	1.08632
162	2016.01.20 14:33	close	76	0.01	1.09056	-4.22	10226.29
155	2016.01.20 08:45	buy	80	0.01	1.09557
158	2016.01.20 10:33	close	80	0.01	1.09617	0.60	10212.99
156	2016.01.20 09:49	buy	81	0.01	1.09396
157	2016.01.20 10:33	close	81	0.01	1.09617	2.21	10212.39
163	2016.01.20 18:31	buy	82	0.01	1.09044
166	2016.01.20 19:55	close	82	0.01	1.09255	2.11	10228.40
164	2016.01.20 18:35	sell	83	0.01	1.09002
170	2016.01.20 21:28	close	83	0.01	1.09029	-0.27	10232.03
167	2016.01.20 20:10	buy	85	0.01	1.09203
178	2016.01.21 09:14	close	85	0.01	1.09103	-1.24	10234.63
168	2016.01.20 20:41	buy	86	0.01	1.09042
177	2016.01.21 09:14	close	86	0.01	1.09103	0.37	10235.87
171	2016.01.20 21:35	sell	87	0.01	1.08983
173	2016.01.20 22:40	close	87	0.01	1.08863	1.20	10233.23
172	2016.01.20 22:11	buy	88	0.01	1.08851
176	2016.01.21 09:14	close	88	0.01	1.09103	2.28	10235.51
174	2016.01.20 22:40	sell	89	0.01	1.08853
180	2016.01.21 15:33	close	89	0.01	1.08340	5.18	10254.49
181	2016.01.21 18:35	sell	91	0.01	1.08253
193	2016.01.22 03:39	close	91	0.01	1.08485	-2.30	10267.03
182	2016.01.21 18:40	buy	92	0.01	1.08328
183	2016.01.21 20:00	close	92	0.01	1.08399	0.71	10255.20
184	2016.01.21 20:25	buy	93	0.01	1.08433
186	2016.01.21 20:38	close	93	0.01	1.08878	4.45	10259.65
188	2016.01.21 21:15	buy	96	0.01	1.08880
211	2016.01.26 10:02	close	96	0.01	1.08618	-2.86	10282.19
189	2016.01.22 00:19	buy	97	0.01	1.08719
210	2016.01.26 10:02	close	97	0.01	1.08618	-1.17	10285.06
190	2016.01.22 02:40	buy	98	0.01	1.08493
209	2016.01.26 10:02	close	98	0.01	1.08618	1.09	10286.23
194	2016.01.22 03:45	sell	99	0.01	1.08469
196	2016.01.22 09:36	close	99	0.01	1.08229	2.40	10269.43
195	2016.01.22 09:00	buy	100	0.01	1.08272
208	2016.01.26 10:02	close	100	0.01	1.08618	3.30	10285.14
197	2016.01.22 09:45	sell	101	0.01	1.08243
200	2016.01.22 14:37	close	101	0.01	1.08210	0.33	10274.84
201	2016.01.22 19:00	sell	103	0.01	1.08129
203	2016.01.22 23:27	close	103	0.01	1.08009	1.20	10276.04
202	2016.01.22 20:15	buy	104	0.01	1.08021
207	2016.01.26 10:02	close	104	0.01	1.08618	5.81	10281.85
204	2016.01.22 23:27	sell	105	0.01	1.07999
243	2016.01.29 05:41	close	105	0.01	1.08979	-9.68	10347.30
212	2016.01.26 19:00	buy	108	0.01	1.08456
213	2016.01.26 23:02	close	108	0.01	1.08527	0.71	10282.90
214	2016.01.26 23:02	buy	109	0.01	1.08537
215	2016.01.27 00:33	close	109	0.01	1.08608	0.63	10283.53
216	2016.01.27 00:55	buy	110	0.01	1.08648
217	2016.01.27 09:40	close	110	0.01	1.08717	0.69	10284.22
219	2016.01.27 18:35	buy	112	0.01	1.08732
220	2016.01.27 21:00	close	112	0.01	1.08802	0.70	10284.92
221	2016.01.27 21:25	buy	113	0.01	1.08872
222	2016.01.27 21:33	close	113	0.01	1.08872	0.00	10284.92
223	2016.01.27 21:33	buy	114	0.01	1.08882
224	2016.01.27 21:42	close	114	0.01	1.08951	0.69	10285.61
225	2016.01.27 21:55	buy	115	0.01	1.09023
226	2016.01.27 22:15	close	115	0.01	1.09094	0.71	10286.32
227	2016.01.27 23:10	buy	116	0.01	1.08969
230	2016.01.28 10:51	close	116	0.01	1.08959	-0.34	10287.49
228	2016.01.28 08:10	buy	117	0.01	1.08808
229	2016.01.28 10:51	close	117	0.01	1.08959	1.51	10287.83
232	2016.01.28 18:45	buy	119	0.01	1.09507
234	2016.01.28 20:34	close	119	0.01	1.09578	0.71	10288.20
235	2016.01.28 20:50	buy	121	0.01	1.09622
250	2016.01.29 06:30	close	121	0.01	1.09346	-2.84	10347.11
236	2016.01.28 22:38	buy	122	0.01	1.09461
249	2016.01.29 06:30	close	122	0.01	1.09346	-1.23	10349.95
237	2016.01.29 05:30	buy	123	0.01	1.09270
248	2016.01.29 06:30	close	123	0.01	1.09346	0.76	10351.18
244	2016.01.29 05:50	buy	124	0.01	1.09034
247	2016.01.29 06:30	close	124	0.01	1.09346	3.12	10350.42
245	2016.01.29 06:05	sell	125	0.01	1.09253
253	2016.01.29 07:55	close	125	0.01	1.09160	0.93	10354.32
251	2016.01.29 07:00	buy	127	0.01	1.09295
262	2016.01.29 14:18	close	127	0.01	1.09124	-1.71	10355.52
254	2016.01.29 07:55	buy	128	0.01	1.09134
261	2016.01.29 14:18	close	128	0.01	1.09124	-0.10	10357.23
255	2016.01.29 08:00	sell	129	0.01	1.09121
257	2016.01.29 09:03	close	129	0.01	1.09001	1.20	10355.52
256	2016.01.29 09:02	buy	130	0.01	1.08943
260	2016.01.29 14:18	close	130	0.01	1.09124	1.81	10357.33
258	2016.01.29 09:03	sell	131	0.01	1.08991
264	2016.01.29 15:49	close	131	0.01	1.08718	2.73	10368.13
265	2016.01.29 18:40	buy	133	0.01	1.08270
267	2016.01.29 20:19	close	133	0.01	1.08341	0.71	10368.84
266	2016.01.29 18:55	sell	134	0.01	1.08232
376	2016.02.10 17:22	close	134	0.01	1.11952	-37.02	11106.19
268	2016.01.29 20:19	buy	135	0.01	1.08351
272	2016.02.01 04:37	close	135	0.01	1.08406	0.47	10371.57
269	2016.02.01 01:25	buy	136	0.01	1.08180
271	2016.02.01 04:37	close	136	0.01	1.08406	2.26	10371.10
273	2016.02.01 04:45	buy	138	0.01	1.08483
275	2016.02.01 15:31	close	138	0.01	1.08763	2.80	10374.37
277	2016.02.01 18:40	buy	141	0.01	1.08849
278	2016.02.01 19:40	close	141	0.01	1.08919	0.70	10375.07
279	2016.02.01 20:15	buy	142	0.01	1.08913
280	2016.02.01 21:29	close	142	0.01	1.08984	0.71	10375.78
281	2016.02.01 21:35	buy	143	0.01	1.09019
284	2016.02.02 05:12	close	143	0.01	1.08937	-0.90	10375.70
282	2016.02.02 00:00	buy	144	0.01	1.08854
283	2016.02.02 05:12	close	144	0.01	1.08937	0.83	10376.61
285	2016.02.02 05:25	buy	145	0.01	1.08996
286	2016.02.02 07:37	close	145	0.01	1.09067	0.71	10376.41
287	2016.02.02 08:05	buy	146	0.01	1.09103
288	2016.02.02 15:01	close	146	0.01	1.09103	0.00	10376.41
289	2016.02.02 19:35	buy	147	0.01	1.09080
290	2016.02.02 21:45	close	147	0.01	1.09080	0.00	10376.41
291	2016.02.02 21:45	buy	148	0.01	1.09090
292	2016.02.02 22:53	close	148	0.01	1.09161	0.71	10377.12
293	2016.02.02 23:05	buy	149	0.01	1.09189
294	2016.02.03 03:47	close	149	0.01	1.09260	0.63	10377.75
295	2016.02.03 03:55	buy	150	0.01	1.09297
298	2016.02.03 15:15	close	150	0.01	1.09287	-0.10	10379.17
296	2016.02.03 06:08	buy	151	0.01	1.09135
297	2016.02.03 15:15	close	151	0.01	1.09287	1.52	10379.27
302	2016.02.03 18:35	buy	155	0.01	1.10577
303	2016.02.03 20:10	close	155	0.01	1.11068	4.91	10384.08
304	2016.02.03 20:35	buy	156	0.01	1.11091
306	2016.02.03 20:44	close	156	0.01	1.11162	0.71	10384.79
307	2016.02.03 21:20	buy	158	0.01	1.11166
312	2016.02.03 22:44	close	158	0.01	1.11066	-1.00	10386.93
308	2016.02.03 21:29	buy	159	0.01	1.11005
311	2016.02.03 22:44	close	159	0.01	1.11066	0.61	10387.93
309	2016.02.03 22:09	buy	160	0.01	1.10813
310	2016.02.03 22:44	close	160	0.01	1.11066	2.53	10387.32
313	2016.02.03 22:50	buy	161	0.01	1.11075
316	2016.02.04 02:40	close	161	0.01	1.11066	-0.33	10388.12
314	2016.02.04 00:18	buy	162	0.01	1.10914
315	2016.02.04 02:40	close	162	0.01	1.11066	1.52	10388.45
317	2016.02.04 02:50	buy	163	0.01	1.11076
322	2016.02.04 10:04	close	163	0.01	1.11099	0.23	10393.94
318	2016.02.04 03:31	buy	164	0.01	1.10915
321	2016.02.04 10:04	close	164	0.01	1.11099	1.84	10393.71
319	2016.02.04 08:57	buy	165	0.01	1.10724
320	2016.02.04 10:04	close	165	0.01	1.11099	3.75	10391.87
324	2016.02.04 18:31	buy	167	0.01	1.11895
325	2016.02.04 18:44	close	167	0.01	1.11964	0.69	10394.63
326	2016.02.04 19:00	buy	168	0.01	1.11991
327	2016.02.04 20:56	close	168	0.01	1.12062	0.71	10395.34
328	2016.02.04 21:30	buy	169	0.01	1.12212
333	2016.02.05 15:30	close	169	0.01	1.12389	1.69	10405.62
329	2016.02.04 22:10	buy	170	0.01	1.12051
332	2016.02.05 15:30	close	170	0.01	1.12389	3.30	10403.93
330	2016.02.05 10:09	buy	171	0.01	1.11860
331	2016.02.05 15:30	close	171	0.01	1.12389	5.29	10400.63
334	2016.02.05 18:45	buy	172	0.01	1.11369
335	2016.02.05 23:44	close	172	0.01	1.11580	2.11	10407.73
336	2016.02.05 23:44	buy	173	0.01	1.11590
339	2016.02.08 12:02	close	173	0.01	1.11719	1.21	10411.87
337	2016.02.08 00:00	buy	174	0.01	1.11425
338	2016.02.08 12:02	close	174	0.01	1.11719	2.94	10410.67
340	2016.02.08 18:35	buy	175	0.01	1.11815
343	2016.02.08 22:05	close	175	0.01	1.12016	2.01	10417.50
341	2016.02.08 19:00	buy	176	0.01	1.11654
342	2016.02.08 22:05	close	176	0.01	1.12016	3.62	10415.49
344	2016.02.08 22:10	buy	177	0.01	1.12064
347	2016.02.09 03:32	close	177	0.01	1.12055	-0.17	10418.77
345	2016.02.08 22:47	buy	178	0.01	1.11903
346	2016.02.09 03:32	close	178	0.01	1.12055	1.44	10418.94
348	2016.02.09 03:50	buy	179	0.01	1.12057
349	2016.02.09 05:30	close	179	0.01	1.12267	2.10	10420.87
350	2016.02.09 06:05	buy	180	0.01	1.12130
355	2016.02.09 13:42	close	180	0.01	1.12100	-0.30	10425.10
351	2016.02.09 08:58	buy	181	0.01	1.11969
354	2016.02.09 13:42	close	181	0.01	1.12100	1.31	10425.40
352	2016.02.09 10:05	buy	182	0.01	1.11778
353	2016.02.09 13:42	close	182	0.01	1.12100	3.22	10424.09
358	2016.02.09 18:31	buy	185	0.01	1.13130
359	2016.02.09 19:35	close	185	0.01	1.13269	1.39	10426.49
360	2016.02.09 19:50	buy	186	0.01	1.13271
387	2016.02.10 22:01	close	186	0.01	1.12709	-5.70	11110.94
361	2016.02.09 19:58	buy	187	0.01	1.13110
386	2016.02.10 22:01	close	187	0.01	1.12709	-4.09	11116.64
362	2016.02.09 20:44	buy	188	0.01	1.12918
385	2016.02.10 22:01	close	188	0.01	1.12709	-2.17	11120.74
363	2016.02.10 10:34	buy	189	0.01	1.12697
384	2016.02.10 22:01	close	189	0.01	1.12709	0.12	11122.91
364	2016.02.10 15:44	buy	190	0.01	1.12446
383	2016.02.10 22:01	close	190	0.01	1.12709	2.63	11122.79
365	2016.02.10 17:09	buy	191	0.01	1.12166
382	2016.02.10 22:01	close	191	0.01	1.12709	5.43	11120.16
377	2016.02.10 17:44	buy	192	0.01	1.11855
381	2016.02.10 22:01	close	192	0.01	1.12709	8.54	11114.73
378	2016.02.10 19:00	sell	193	0.01	1.12222