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 | S/L | T/P | Profit | Balance |
---|
714 |
2016.04.12 17:08 |
close |
332 |
0.21 |
1.13555 |
0.00000 |
0.00000 |
97.80 |
11930.03 |
831 |
2016.04.29 16:31 |
sell |
419 |
0.21 |
1.14425 |
0.00000 |
0.00000 |
|
864 |
2016.05.05 11:30 |
close |
419 |
0.21 |
1.14463 |
0.00000 |
0.00000 |
-5.75 |
12656.25 |
1072 |
2016.06.20 07:50 |
sell |
540 |
0.21 |
1.13779 |
0.00000 |
0.00000 |
|
1078 |
2016.06.21 16:01 |
close |
540 |
0.21 |
1.12942 |
0.00000 |
0.00000 |
176.14 |
12779.99 |
1198 |
2016.06.24 11:39 |
sell |
608 |
0.21 |
1.11675 |
0.00000 |
0.00000 |
|
1199 |
2016.06.24 13:16 |
close |
608 |
0.21 |
1.10986 |
0.00000 |
0.00000 |
144.69 |
13007.03 |
1389 |
2016.08.16 15:30 |
sell |
698 |
0.21 |
1.13071 |
0.00000 |
0.00000 |
|
1418 |
2016.08.22 07:01 |
close |
698 |
0.21 |
1.12788 |
0.00000 |
0.00000 |
61.66 |
13562.71 |
1797 |
2016.11.02 10:25 |
sell |
902 |
0.21 |
1.10958 |
0.00000 |
0.00000 |
|
1822 |
2016.11.08 21:14 |
close |
902 |
0.21 |
1.10204 |
0.00000 |
0.00000 |
160.57 |
13934.94 |
1858 |
2016.11.09 06:53 |
sell |
933 |
0.21 |
1.12786 |
0.00000 |
0.00000 |
|
1873 |
2016.11.09 09:04 |
close |
933 |
0.21 |
1.11943 |
0.00000 |
0.00000 |
177.03 |
14083.97 |
2014 |
2016.12.05 20:27 |
sell |
1016 |
0.21 |
1.07795 |
0.00000 |
0.00000 |
|
2017 |
2016.12.08 15:04 |
close |
1016 |
0.21 |
1.07417 |
0.00000 |
0.00000 |
81.24 |
14680.43 |
2152 |
2017.01.17 13:45 |
sell |
1085 |
0.21 |
1.07054 |
0.00000 |
0.00000 |
|
2153 |
2017.01.19 15:38 |
close |
1085 |
0.21 |
1.06280 |
0.00000 |
0.00000 |
164.03 |
15104.74 |
2328 |
2017.03.21 16:15 |
sell |
1173 |
0.21 |
1.08169 |
0.00000 |
0.00000 |
|
2331 |
2017.03.29 10:30 |
close |
1173 |
0.21 |
1.07846 |
0.00000 |
0.00000 |
70.80 |
15707.06 |
2378 |
2017.04.25 18:30 |
sell |
1198 |
0.21 |
1.09323 |
0.00000 |
0.00000 |
|
2381 |
2017.05.09 15:52 |
close |
1198 |
0.21 |
1.08832 |
0.00000 |
0.00000 |
108.31 |
16017.47 |
2400 |
2017.05.16 15:48 |
sell |
1209 |
0.21 |
1.10762 |
0.00000 |
0.00000 |
|
2470 |
2017.05.30 09:44 |
close |
1209 |
0.21 |
1.11215 |
0.00000 |
0.00000 |
-89.93 |
17129.77 |
2590 |
2017.06.28 08:47 |
sell |
1299 |
0.21 |
1.13593 |
0.00000 |
0.00000 |
|
2607 |
2017.07.05 12:01 |
close |
1299 |
0.21 |
1.13273 |
0.00000 |
0.00000 |
69.80 |
17193.55 |
2790 |
2017.08.02 20:04 |
sell |
1399 |
0.21 |
1.18770 |
0.00000 |
0.00000 |
|
2808 |
2017.08.04 16:57 |
close |
1399 |
0.21 |
1.18011 |
0.00000 |
0.00000 |
160.88 |
17384.47 |
3386 |
2017.11.14 20:20 |
sell |
1697 |
0.21 |
1.18003 |
0.00000 |
0.00000 |
|
3396 |
2017.11.16 13:50 |
close |
1697 |
0.21 |
1.17649 |
0.00000 |
0.00000 |
75.83 |
18404.90 |
3615 |
2017.12.29 14:17 |
sell |
1811 |
0.21 |
1.19917 |
0.00000 |
0.00000 |
|
3644 |
2018.01.08 20:51 |
close |
1811 |
0.21 |
1.19651 |
0.00000 |
0.00000 |
58.83 |
18813.19 |
3693 |
2018.01.12 21:45 |
sell |
1850 |
0.21 |
1.21770 |
0.00000 |
0.00000 |
|
3738 |
2018.01.18 00:06 |
close |
1850 |
0.21 |
1.21873 |
0.00000 |
0.00000 |
-19.40 |
19330.18 |
3819 |
2018.01.25 05:48 |
sell |
1914 |
0.21 |
1.24384 |
0.00000 |
0.00000 |
|
3838 |
2018.01.25 21:25 |
close |
1914 |
0.21 |
1.23957 |
0.00000 |
0.00000 |
89.67 |
19429.21 |
4902 |
2018.08.21 20:05 |
sell |
2460 |
0.21 |
1.15657 |
0.00000 |
0.00000 |
|
4905 |
2018.08.23 20:19 |
close |
2460 |
0.21 |
1.15394 |
0.00000 |
0.00000 |
56.72 |
21318.42 |
5364 |
2019.01.31 09:28 |
sell |
2691 |
0.21 |
1.15094 |
0.00000 |
0.00000 |
|
5365 |
2019.02.04 17:04 |
close |
2691 |
0.21 |
1.14345 |
0.00000 |
0.00000 |
158.03 |
22139.49 |
5444 |
2019.03.20 20:10 |
sell |
2731 |
0.21 |
1.14012 |
0.00000 |
0.00000 |
|
5445 |
2019.03.22 10:38 |
close |
2731 |
0.21 |
1.13201 |
0.00000 |
0.00000 |
171.80 |
22344.55 |
5576 |
2019.06.25 04:28 |
sell |
2797 |
0.21 |
1.14084 |
0.00000 |
0.00000 |
|
5577 |
2019.07.01 09:26 |
close |
2797 |
0.21 |
1.13325 |
0.00000 |
0.00000 |
161.62 |
22616.54 |
5642 |
2019.08.06 03:45 |
sell |
2830 |
0.21 |
1.12463 |
0.00000 |
0.00000 |
|
5643 |
2019.08.06 16:48 |
close |
2830 |
0.21 |
1.11774 |
0.00000 |
0.00000 |
144.69 |
22764.76 |
5766 |
2019.10.18 22:23 |
sell |
2892 |
0.21 |
1.11651 |
0.00000 |
0.00000 |
|
5767 |
2019.10.25 17:04 |
close |
2892 |
0.21 |
1.10957 |
0.00000 |
0.00000 |
148.34 |
22979.86 |
5930 |
2020.02.28 10:25 |
sell |
2974 |
0.21 |
1.10230 |
0.00000 |
0.00000 |
|
5939 |
2020.03.12 16:11 |
close |
2974 |
0.21 |
1.11393 |
0.00000 |
0.00000 |
-239.40 |
25003.69 |
6090 |
2020.03.26 21:02 |
sell |
3054 |
0.21 |
1.10440 |
0.00000 |
0.00000 |
|
6091 |
2020.03.27 15:35 |
close |
3054 |
0.21 |
1.09624 |
0.00000 |
0.00000 |
171.73 |
24771.97 |
6298 |
2020.06.02 16:59 |
sell |
3158 |
0.21 |
1.11876 |
0.00000 |
0.00000 |
|
6305 |
2020.06.12 03:21 |
close |
3158 |
0.21 |
1.12889 |
0.00000 |
0.00000 |
-208.27 |
26051.41 |
6410 |
2020.07.21 20:31 |
sell |
3214 |
0.21 |
1.15219 |
0.00000 |
0.00000 |
|
6419 |
2020.09.24 08:04 |
close |
3214 |
0.21 |
1.16530 |
0.00000 |
0.00000 |
-250.41 |
27178.95 |
6538 |
2020.11.06 10:40 |
sell |
3278 |
0.21 |
1.18498 |
0.00000 |
0.00000 |
|
6541 |
2020.11.09 17:50 |
close |
3278 |
0.21 |
1.18224 |
0.00000 |
0.00000 |
57.91 |
27090.34 |
6576 |
2020.12.01 17:44 |
sell |
3297 |
0.21 |
1.20285 |
0.00000 |
0.00000 |
|
6614 |
2020.12.21 12:40 |
close |
3297 |
0.21 |
1.21417 |
0.00000 |
0.00000 |
-230.29 |
27888.39 |
6976 |
2021.04.13 16:12 |
sell |
3497 |
0.21 |
1.19344 |
0.00000 |
0.00000 |
|
7012 |
2021.05.04 12:42 |
close |
3497 |
0.21 |
1.20095 |
0.00000 |
0.00000 |
-149.90 |
28539.41 |
7340 |
2021.09.03 15:30 |
sell |
3679 |
0.21 |
1.18887 |
0.00000 |
0.00000 |
|
7341 |
2021.09.08 16:31 |
close |
3679 |
0.21 |
1.18198 |
0.00000 |
0.00000 |
145.81 |
28648.30 |
7668 |
2022.02.03 15:55 |
sell |
3843 |
0.21 |
1.13477 |
0.00000 |
0.00000 |
|
7673 |
2022.02.11 20:43 |
close |
3843 |
0.21 |
1.13496 |
0.00000 |
0.00000 |
-1.02 |
29934.77 |
8314 |
2022.07.19 10:45 |
sell |
4166 |
0.21 |
1.02107 |
0.00000 |
0.00000 |
|
8317 |
2022.07.20 13:47 |
close |
4166 |
0.21 |
1.01813 |
0.00000 |
0.00000 |
62.11 |
31055.09 |
8860 |
2022.11.11 20:50 |
sell |
4439 |
0.21 |
1.03543 |
0.00000 |
0.00000 |
|
8861 |
2022.11.14 13:50 |
close |
4439 |
0.21 |
1.02847 |
0.00000 |
0.00000 |
146.53 |
32078.73 |
8934 |
2022.11.28 11:38 |
sell |
4476 |
0.21 |
1.04508 |
0.00000 |
0.00000 |
|
8935 |
2022.11.28 19:03 |
close |
4476 |
0.21 |
1.03760 |
0.00000 |
0.00000 |
157.08 |
32279.85 |
8966 |
2022.12.01 17:06 |
sell |
4492 |
0.21 |
1.05278 |
0.00000 |
0.00000 |
|
8967 |
2022.12.02 15:32 |
close |
4492 |
0.21 |
1.04589 |
0.00000 |
0.00000 |
145.06 |
32414.01 |
305 |
2016.02.03 20:43 |
sell |
157 |
0.34 |
1.11243 |
0.00000 |
0.00000 |
|
369 |
2016.02.10 17:22 |
close |
157 |
0.34 |
1.11952 |
0.00000 |
0.00000 |
-236.85 |
12130.81 |
712 |
2016.04.12 11:03 |
sell |
360 |
0.34 |
1.14525 |
0.00000 |
0.00000 |
|
713 |
2016.04.12 17:08 |
close |
360 |
0.34 |
1.13555 |
0.00000 |
0.00000 |
329.80 |
11832.23 |
840 |
2016.05.02 15:20 |
sell |
424 |
0.34 |
1.14961 |
0.00000 |
0.00000 |
|
863 |
2016.05.05 11:30 |
close |
424 |
0.34 |
1.14463 |
0.00000 |
0.00000 |
172.33 |
12662.00 |
1411 |
2016.08.18 22:42 |
sell |
710 |
0.34 |
1.13592 |
0.00000 |
0.00000 |
|
1417 |
2016.08.22 07:01 |
close |
710 |
0.34 |
1.12788 |
0.00000 |
0.00000 |
274.56 |
13501.05 |
2015 |
2016.12.08 14:45 |
sell |
1017 |
0.34 |
1.08317 |
0.00000 |
0.00000 |
|
2016 |
2016.12.08 15:04 |
close |
1017 |
0.34 |
1.07417 |
0.00000 |
0.00000 |
306.00 |
14599.19 |
2329 |
2017.03.27 10:16 |
sell |
1174 |
0.34 |
1.08690 |
0.00000 |
0.00000 |
|
2330 |
2017.03.29 10:30 |
close |
1174 |
0.34 |
1.07846 |
0.00000 |
0.00000 |
288.16 |
15636.26 |
2379 |
2017.05.04 22:45 |
sell |
1199 |
0.34 |
1.09844 |
0.00000 |
0.00000 |
|
2380 |
2017.05.09 15:52 |
close |
1199 |
0.34 |
1.08832 |
0.00000 |
0.00000 |
345.89 |
15909.15 |
2401 |
2017.05.17 17:30 |
sell |
1210 |
0.34 |
1.11386 |
0.00000 |
0.00000 |
|
2469 |
2017.05.30 09:44 |
close |
1210 |
0.34 |
1.11215 |
0.00000 |
0.00000 |
65.96 |
17219.69 |
2594 |
2017.06.29 05:20 |
sell |
1301 |
0.34 |
1.14131 |
0.00000 |
0.00000 |
|
2606 |
2017.07.05 12:01 |
close |
1301 |
0.34 |
1.13273 |
0.00000 |
0.00000 |
294.13 |
17123.75 |
3390 |
2017.11.15 11:44 |
sell |
1699 |
0.34 |
1.18524 |
0.00000 |
0.00000 |
|
3395 |
2017.11.16 13:50 |
close |
1699 |
0.34 |
1.17649 |
0.00000 |
0.00000 |
299.31 |
18329.08 |
3621 |
2018.01.02 10:36 |
sell |
1815 |
0.34 |
1.20438 |
0.00000 |
0.00000 |
|
3643 |
2018.01.08 20:51 |
close |
1815 |
0.34 |
1.19651 |
0.00000 |
0.00000 |
271.19 |
18754.36 |
3699 |
2018.01.15 07:18 |
sell |
1854 |
0.34 |
1.22291 |
0.00000 |
0.00000 |
|
3737 |
2018.01.18 00:06 |
close |
1854 |
0.34 |
1.21873 |
0.00000 |
0.00000 |
145.13 |
19349.58 |
3830 |
2018.01.25 16:00 |
sell |
1919 |
0.34 |
1.24967 |
0.00000 |
0.00000 |
|
3837 |
2018.01.25 21:25 |
close |
1919 |
0.34 |
1.23957 |
0.00000 |
0.00000 |
343.40 |
19339.54 |
4903 |
2018.08.22 15:16 |
sell |
2461 |
0.34 |
1.16178 |
0.00000 |
0.00000 |
|
4904 |
2018.08.23 20:19 |
close |
2461 |
0.34 |
1.15394 |
0.00000 |
0.00000 |
268.37 |
21261.70 |
5931 |
2020.03.02 10:06 |
sell |
2975 |
0.34 |
1.10751 |
0.00000 |
0.00000 |
|
5938 |
2020.03.12 16:11 |
close |
2975 |
0.34 |
1.11393 |
0.00000 |
0.00000 |
-211.06 |
25243.09 |
6299 |
2020.06.03 18:45 |
sell |
3159 |
0.34 |
1.12447 |
0.00000 |
0.00000 |
|
6304 |
2020.06.12 03:21 |
close |
3159 |
0.34 |
1.12889 |
0.00000 |
0.00000 |
-143.66 |
26259.68 |
6411 |
2020.07.22 13:30 |
sell |
3215 |
0.34 |
1.15743 |
0.00000 |
0.00000 |
|
6418 |
2020.09.24 08:04 |
close |
3215 |
0.34 |
1.16530 |
0.00000 |
0.00000 |
-227.86 |
27429.36 |
6539 |
2020.11.09 15:01 |
sell |
3279 |
0.34 |
1.19019 |
0.00000 |
0.00000 |
|
6540 |
2020.11.09 17:50 |
close |
3279 |
0.34 |
1.18224 |
0.00000 |
0.00000 |
270.30 |
27032.42 |
6577 |
2020.12.02 05:52 |
sell |
3298 |
0.34 |
1.20806 |
0.00000 |
0.00000 |
|
6613 |
2020.12.21 12:40 |
close |
3298 |
0.34 |
1.21417 |
0.00000 |
0.00000 |
-196.31 |
28118.67 |
6977 |
2021.04.15 03:41 |
sell |
3498 |
0.34 |
1.19865 |
0.00000 |
0.00000 |
|
7011 |
2021.05.04 12:42 |
close |
3498 |
0.34 |
1.20095 |
0.00000 |
0.00000 |
-67.97 |
28689.31 |
7669 |
2022.02.03 16:40 |
sell |
3844 |
0.34 |
1.13998 |
0.00000 |
0.00000 |
|
7672 |
2022.02.11 20:43 |
close |
3844 |
0.34 |
1.13496 |
0.00000 |
0.00000 |
175.49 |
29935.79 |
8315 |
2022.07.19 13:07 |
sell |
4167 |
0.34 |
1.02630 |
0.00000 |
0.00000 |
|
8316 |
2022.07.20 13:47 |
close |
4167 |
0.34 |
1.01813 |
0.00000 |
0.00000 |
278.38 |
30992.98 |
323 |
2016.02.04 12:59 |
sell |
166 |
0.54 |
1.11814 |
0.00000 |
0.00000 |
|
368 |
2016.02.10 17:22 |
close |
166 |
0.54 |
1.11952 |
0.00000 |
0.00000 |
-70.70 |
12367.66 |
846 |
2016.05.03 09:10 |
sell |
428 |
0.54 |
1.15538 |
0.00000 |
0.00000 |
|
862 |
2016.05.05 11:30 |
close |
428 |
0.54 |
1.14463 |
0.00000 |
0.00000 |
584.32 |
12489.67 |
2423 |
2017.05.19 17:42 |
sell |
1216 |
0.54 |
1.11957 |
0.00000 |
0.00000 |
|
2468 |
2017.05.30 09:44 |
close |
1216 |
0.54 |
1.11215 |
0.00000 |
0.00000 |
409.28 |
17153.73 |
3705 |
2018.01.15 15:59 |
sell |
1857 |
0.54 |
1.22862 |
0.00000 |
0.00000 |
|
3736 |
2018.01.18 00:06 |
close |
1857 |
0.54 |
1.21873 |
0.00000 |
0.00000 |
538.84 |
19204.45 |
5932 |
2020.03.02 15:31 |
sell |
2976 |
0.54 |
1.11325 |
0.00000 |
0.00000 |
|
5937 |
2020.03.12 16:11 |
close |
2976 |
0.54 |
1.11393 |
0.00000 |
0.00000 |
-25.25 |
25454.15 |
6300 |
2020.06.04 18:15 |
sell |
3160 |
0.54 |
1.13355 |
0.00000 |
0.00000 |
|
6303 |
2020.06.12 03:21 |
close |
3160 |
0.54 |
1.12889 |
0.00000 |
0.00000 |
259.29 |
26403.34 |
6412 |
2020.07.24 17:40 |
sell |
3216 |
0.54 |
1.16314 |
0.00000 |
0.00000 |
|
6417 |
2020.09.24 08:04 |
close |
3216 |
0.54 |
1.16530 |
0.00000 |
0.00000 |
-57.38 |
27657.22 |
6578 |
2020.12.03 10:03 |
sell |
3299 |
0.54 |
1.21377 |
0.00000 |
0.00000 |
|
6612 |
2020.12.21 12:40 |
close |
3299 |
0.54 |
1.21417 |
0.00000 |
0.00000 |
-6.31 |
28314.98 |
6978 |
2021.04.19 14:10 |
sell |
3499 |
0.54 |
1.20466 |
0.00000 |
0.00000 |
|
7010 |
2021.05.04 12:42 |
close |
3499 |
0.54 |
1.20095 |
0.00000 |
0.00000 |
214.68 |
28757.28 |
7670 |
2022.02.04 04:44 |
sell |
3845 |
0.54 |
1.14570 |
0.00000 |
0.00000 |
|
7671 |
2022.02.11 20:43 |
close |
3845 |
0.54 |
1.13496 |
0.00000 |
0.00000 |
586.65 |
29760.29 |
356 |
2016.02.09 15:21 |
sell |
183 |
0.86 |
1.12435 |
0.00000 |
0.00000 |
|
367 |
2016.02.10 17:22 |
close |
183 |
0.86 |
1.11952 |
0.00000 |
0.00000 |
416.90 |
12438.36 |
2436 |
2017.05.22 16:51 |
sell |
1223 |
0.86 |
1.12578 |
0.00000 |
0.00000 |
|
2467 |
2017.05.30 09:44 |
close |
1223 |
0.86 |
1.11215 |
0.00000 |
0.00000 |
1184.36 |
16744.45 |
5933 |
2020.03.03 17:17 |
sell |
2977 |
0.86 |
1.11946 |
0.00000 |
0.00000 |
|
5936 |
2020.03.12 16:11 |
close |
2977 |
0.86 |
1.11393 |
0.00000 |
0.00000 |
492.32 |
25479.40 |
6301 |
2020.06.10 21:25 |
sell |
3161 |
0.86 |
1.14062 |
0.00000 |
0.00000 |
|
6302 |
2020.06.12 03:21 |
close |
3161 |
0.86 |
1.12889 |
0.00000 |
0.00000 |
1014.87 |
26144.06 |
6413 |
2020.07.27 04:34 |
sell |
3217 |
0.86 |
1.16935 |
0.00000 |
0.00000 |
|
6416 |
2020.09.24 08:04 |
close |
3217 |
0.86 |
1.16530 |
0.00000 |
0.00000 |
441.15 |
27714.60 |
6579 |
2020.12.16 10:34 |
sell |
3300 |
0.86 |
1.21998 |
0.00000 |
0.00000 |
|
6611 |
2020.12.21 12:40 |
close |
3300 |
0.86 |
1.21417 |
0.00000 |
0.00000 |
507.27 |
28321.29 |
6979 |
2021.04.26 04:19 |
sell |
3500 |
0.86 |
1.21087 |
0.00000 |
0.00000 |
|
7009 |
2021.05.04 12:42 |
close |
3500 |
0.86 |
1.20095 |
0.00000 |
0.00000 |
865.30 |
28542.60 |
357 |
2016.02.09 17:58 |
sell |
184 |
1.38 |
1.13106 |
0.00000 |
0.00000 |
|
366 |
2016.02.10 17:22 |
close |
184 |
1.38 |
1.11952 |
0.00000 |
0.00000 |
1594.96 |
12021.45 |
5934 |
2020.03.06 10:45 |
sell |
2978 |
1.38 |
1.12687 |
0.00000 |
0.00000 |
|
5935 |
2020.03.12 16:11 |
close |
2978 |
1.38 |
1.11393 |
0.00000 |
0.00000 |
1800.38 |
24987.07 |
6414 |
2020.07.27 17:00 |
sell |
3218 |
1.38 |
1.17605 |
0.00000 |
0.00000 |
|
6415 |
2020.09.24 08:04 |
close |
3218 |
1.38 |
1.16530 |
0.00000 |
0.00000 |
1632.50 |
27273.44 |
6594 |
2020.12.17 19:42 |
sell |
3303 |
1.38 |
1.22669 |
0.00000 |
0.00000 |
|
6610 |
2020.12.21 12:40 |
close |
3303 |
1.38 |
1.21417 |
0.00000 |
0.00000 |
1732.65 |
27814.02 |
30:last-page