プロフィットファクター
1.54
※バックテスト参考値
# | Time | Type | Order | Size | Price | S/L | T/P | Profit | Balance |
---|
2700 |
2018.01.23 08:00 |
close |
900 |
0.20 |
110.844 |
111.820 |
108.920 |
13.71 |
18475.27 |
2701 |
2018.01.24 01:00 |
sell |
901 |
0.20 |
110.271 |
0.000 |
0.000 |
|
2702 |
2018.01.24 01:00 |
modify |
901 |
0.20 |
110.271 |
111.171 |
108.271 |
|
2703 |
2018.01.24 08:00 |
close |
901 |
0.20 |
109.948 |
111.171 |
108.271 |
58.76 |
18534.03 |
2704 |
2018.01.25 01:00 |
sell |
902 |
0.20 |
109.169 |
0.000 |
0.000 |
|
2705 |
2018.01.25 01:00 |
modify |
902 |
0.20 |
109.169 |
110.069 |
107.169 |
|
2706 |
2018.01.25 08:00 |
close |
902 |
0.20 |
108.933 |
110.069 |
107.169 |
43.33 |
18577.36 |
2707 |
2018.01.26 01:00 |
sell |
903 |
0.20 |
109.640 |
0.000 |
0.000 |
|
2708 |
2018.01.26 01:00 |
modify |
903 |
0.20 |
109.640 |
110.540 |
107.640 |
|
2709 |
2018.01.26 08:00 |
close |
903 |
0.20 |
109.373 |
110.540 |
107.640 |
48.82 |
18626.18 |
2710 |
2018.01.29 01:00 |
sell |
904 |
0.20 |
108.643 |
0.000 |
0.000 |
|
2711 |
2018.01.29 01:00 |
modify |
904 |
0.20 |
108.643 |
109.543 |
106.643 |
|
2712 |
2018.01.29 08:00 |
close |
904 |
0.20 |
108.799 |
109.543 |
106.643 |
-28.68 |
18597.50 |
2713 |
2018.01.30 01:00 |
sell |
905 |
0.20 |
108.982 |
0.000 |
0.000 |
|
2714 |
2018.01.30 01:00 |
modify |
905 |
0.20 |
108.982 |
109.882 |
106.982 |
|
2715 |
2018.01.30 08:00 |
close |
905 |
0.20 |
108.690 |
109.882 |
106.982 |
53.73 |
18651.23 |
2716 |
2018.01.31 01:00 |
sell |
906 |
0.20 |
108.754 |
0.000 |
0.000 |
|
2717 |
2018.01.31 01:00 |
modify |
906 |
0.20 |
108.754 |
109.654 |
106.754 |
|
2718 |
2018.01.31 08:00 |
close |
906 |
0.20 |
108.699 |
109.654 |
106.754 |
10.12 |
18661.35 |
2719 |
2018.02.23 01:00 |
sell |
907 |
0.20 |
106.713 |
0.000 |
0.000 |
|
2720 |
2018.02.23 01:00 |
modify |
907 |
0.20 |
106.713 |
107.613 |
104.713 |
|
2721 |
2018.02.23 08:00 |
close |
907 |
0.20 |
106.968 |
107.613 |
104.713 |
-47.68 |
18613.67 |
2722 |
2018.02.26 01:00 |
sell |
908 |
0.20 |
107.049 |
0.000 |
0.000 |
|
2723 |
2018.02.26 01:00 |
modify |
908 |
0.20 |
107.049 |
107.949 |
105.049 |
|
2724 |
2018.02.26 08:00 |
close |
908 |
0.20 |
106.549 |
107.949 |
105.049 |
93.85 |
18707.52 |
2725 |
2018.02.27 01:00 |
sell |
909 |
0.20 |
106.992 |
0.000 |
0.000 |
|
2726 |
2018.02.27 01:00 |
modify |
909 |
0.20 |
106.992 |
107.892 |
104.992 |
|
2727 |
2018.02.27 08:00 |
close |
909 |
0.20 |
106.878 |
107.892 |
104.992 |
21.33 |
18728.85 |
2728 |
2018.02.28 01:00 |
sell |
910 |
0.20 |
107.337 |
0.000 |
0.000 |
|
2729 |
2018.02.28 01:00 |
modify |
910 |
0.20 |
107.337 |
108.237 |
105.337 |
|
2730 |
2018.02.28 08:00 |
close |
910 |
0.20 |
107.070 |
108.237 |
105.337 |
49.87 |
18778.72 |
2731 |
2018.03.23 02:00 |
sell |
911 |
0.20 |
104.844 |
0.000 |
0.000 |
|
2732 |
2018.03.23 02:00 |
modify |
911 |
0.20 |
104.844 |
105.744 |
102.844 |
|
2733 |
2018.03.23 09:00 |
close |
911 |
0.20 |
104.800 |
105.744 |
102.844 |
8.40 |
18787.12 |
2734 |
2018.03.26 02:00 |
sell |
912 |
0.20 |
104.717 |
0.000 |
0.000 |
|
2735 |
2018.03.26 02:00 |
modify |
912 |
0.20 |
104.717 |
105.617 |
102.717 |
|
2736 |
2018.03.26 09:00 |
close |
912 |
0.20 |
104.974 |
105.617 |
102.717 |
-48.96 |
18738.16 |
2737 |
2018.03.27 02:00 |
sell |
913 |
0.20 |
105.444 |
0.000 |
0.000 |
|
2738 |
2018.03.27 02:00 |
modify |
913 |
0.20 |
105.444 |
106.344 |
103.444 |
|
2739 |
2018.03.27 09:00 |
close |
913 |
0.20 |
105.628 |
106.344 |
103.444 |
-34.84 |
18703.32 |
2740 |
2018.03.28 02:00 |
sell |
914 |
0.20 |
105.388 |
0.000 |
0.000 |
|
2741 |
2018.03.28 02:00 |
modify |
914 |
0.20 |
105.388 |
106.288 |
103.388 |
|
2742 |
2018.03.28 09:00 |
close |
914 |
0.20 |
105.629 |
106.288 |
103.388 |
-45.63 |
18657.69 |
2743 |
2018.03.29 02:00 |
sell |
915 |
0.20 |
106.813 |
0.000 |
0.000 |
|
2744 |
2018.03.29 02:00 |
modify |
915 |
0.20 |
106.813 |
107.713 |
104.813 |
|
2745 |
2018.03.29 09:00 |
close |
915 |
0.20 |
106.492 |
107.713 |
104.813 |
60.29 |
18717.98 |
2746 |
2018.03.30 02:00 |
sell |
916 |
0.20 |
106.468 |
0.000 |
0.000 |
|
2747 |
2018.03.30 02:00 |
modify |
916 |
0.20 |
106.468 |
107.368 |
104.468 |
|
2748 |
2018.03.30 09:00 |
close |
916 |
0.20 |
106.167 |
107.368 |
104.468 |
56.70 |
18774.68 |
2749 |
2018.04.23 02:00 |
sell |
917 |
0.20 |
107.770 |
0.000 |
0.000 |
|
2750 |
2018.04.23 02:00 |
modify |
917 |
0.20 |
107.770 |
108.670 |
105.770 |
|
2751 |
2018.04.23 09:00 |
close |
917 |
0.20 |
107.809 |
108.670 |
105.770 |
-7.24 |
18767.44 |
2752 |
2018.04.24 02:00 |
sell |
918 |
0.20 |
108.662 |
0.000 |
0.000 |
|
2753 |
2018.04.24 02:00 |
modify |
918 |
0.20 |
108.662 |
109.562 |
106.662 |
|
2754 |
2018.04.24 09:00 |
close |
918 |
0.20 |
108.800 |
109.562 |
106.662 |
-25.37 |
18742.07 |
2755 |
2018.04.25 02:00 |
sell |
919 |
0.20 |
108.846 |
0.000 |
0.000 |
|
2756 |
2018.04.25 02:00 |
modify |
919 |
0.20 |
108.846 |
109.746 |
106.846 |
|
2757 |
2018.04.25 09:00 |
close |
919 |
0.20 |
109.066 |
109.746 |
106.846 |
-40.34 |
18701.73 |
2758 |
2018.04.26 02:00 |
sell |
920 |
0.20 |
109.396 |
0.000 |
0.000 |
|
2759 |
2018.04.26 02:00 |
modify |
920 |
0.20 |
109.396 |
110.296 |
107.396 |
|
2760 |
2018.04.26 09:00 |
close |
920 |
0.20 |
109.330 |
110.296 |
107.396 |
12.07 |
18713.80 |
2761 |
2018.04.27 02:00 |
sell |
921 |
0.20 |
109.339 |
0.000 |
0.000 |
|
2762 |
2018.04.27 02:00 |
modify |
921 |
0.20 |
109.339 |
110.239 |
107.339 |
|
2763 |
2018.04.27 09:00 |
close |
921 |
0.20 |
109.249 |
110.239 |
107.339 |
16.48 |
18730.28 |
2764 |
2018.04.30 02:00 |
sell |
922 |
0.20 |
109.132 |
0.000 |
0.000 |
|
2765 |
2018.04.30 02:00 |
modify |
922 |
0.20 |
109.132 |
110.032 |
107.132 |
|
2766 |
2018.04.30 09:00 |
close |
922 |
0.20 |
109.147 |
110.032 |
107.132 |
-2.75 |
18727.53 |
2767 |
2018.05.23 02:00 |
sell |
923 |
0.20 |
110.814 |
0.000 |
0.000 |
|
2768 |
2018.05.23 02:00 |
modify |
923 |
0.20 |
110.814 |
111.714 |
108.814 |
|
2769 |
2018.05.23 09:00 |
close |
923 |
0.20 |
110.506 |
111.714 |
108.814 |
55.74 |
18783.27 |
2770 |
2018.05.24 02:00 |
sell |
924 |
0.20 |
109.977 |
0.000 |
0.000 |
|
2771 |
2018.05.24 02:00 |
modify |
924 |
0.20 |
109.977 |
110.877 |
107.977 |
|
2772 |
2018.05.24 09:00 |
close |
924 |
0.20 |
109.469 |
110.877 |
107.977 |
92.81 |
18876.08 |
2773 |
2018.05.25 02:00 |
sell |
925 |
0.20 |
109.253 |
0.000 |
0.000 |
|
2774 |
2018.05.25 02:00 |
modify |
925 |
0.20 |
109.253 |
110.153 |
107.253 |
|
2775 |
2018.05.25 09:00 |
close |
925 |
0.20 |
109.569 |
110.153 |
107.253 |
-57.68 |
18818.40 |
2776 |
2018.05.28 02:00 |
sell |
926 |
0.20 |
109.633 |
0.000 |
0.000 |
|
2777 |
2018.05.28 02:00 |
modify |
926 |
0.20 |
109.633 |
110.533 |
107.633 |
|
2778 |
2018.05.28 09:00 |
close |
926 |
0.20 |
109.560 |
110.533 |
107.633 |
13.33 |
18831.73 |
2779 |
2018.05.29 02:00 |
sell |
927 |
0.20 |
109.440 |
0.000 |
0.000 |
|
2780 |
2018.05.29 02:00 |
modify |
927 |
0.20 |
109.440 |
110.340 |
107.440 |
|
2781 |
2018.05.29 09:00 |
close |
927 |
0.20 |
109.092 |
110.340 |
107.440 |
63.80 |
18895.53 |
2782 |
2018.05.30 02:00 |
sell |
928 |
0.20 |
108.616 |
0.000 |
0.000 |
|
2783 |
2018.05.30 02:00 |
modify |
928 |
0.20 |
108.616 |
109.516 |
106.616 |
|
2784 |
2018.05.30 09:00 |
close |
928 |
0.20 |
108.689 |
109.516 |
106.616 |
-13.43 |
18882.10 |
2785 |
2018.05.31 02:00 |
sell |
929 |
0.20 |
108.814 |
0.000 |
0.000 |
|
2786 |
2018.05.31 02:00 |
modify |
929 |
0.20 |
108.814 |
109.714 |
106.814 |
|
2787 |
2018.05.31 09:00 |
close |
929 |
0.20 |
108.795 |
109.714 |
106.814 |
3.49 |
18885.59 |
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