エリクサー

プロフィットファクター 1.99 ※バックテスト参考値

#	Time	Type	Order	Size	Price	S/L	Profit	Balance
1	2010.01.04 00:16	buy	1	0.01	0.94465	0.00000
2	2010.01.04 00:16	modify	1	0.01	0.94465	0.91465
3	2010.01.04 00:16	sell	2	0.01	0.94460	0.00000
4	2010.01.04 00:16	modify	2	0.01	0.94460	0.97460
5	2010.01.04 01:07	close	2	0.01	0.94155	0.97460	2.78	10002.78
6	2010.01.04 07:16	buy	3	0.01	0.93815	0.00000
7	2010.01.04 07:16	modify	3	0.01	0.93815	0.90815
8	2010.01.04 07:16	modify	1	0.01	0.94465	0.90815
9	2010.01.04 07:16	sell	4	0.01	0.93810	0.00000
10	2010.01.04 07:16	modify	4	0.01	0.93810	0.96810
11	2010.01.04 16:07	close	1	0.01	0.94390	0.90815	-0.68	10002.10
12	2010.01.04 16:07	close	3	0.01	0.94390	0.90815	5.25	10007.35
13	2010.01.04 21:16	buy	5	0.01	0.95025	0.00000
14	2010.01.04 21:16	modify	5	0.01	0.95025	0.92025
15	2010.01.04 21:16	sell	6	0.01	0.95020	0.00000
16	2010.01.04 21:16	modify	6	0.01	0.95020	0.98020
17	2010.01.04 21:16	modify	4	0.01	0.93810	0.98020
18	2010.01.05 14:16	buy	7	0.01	0.94715	0.00000
19	2010.01.05 14:16	modify	7	0.01	0.94715	0.91715
20	2010.01.05 14:16	modify	5	0.01	0.95025	0.91715
21	2010.01.07 03:07	close	5	0.01	0.95370	0.91715	3.30	10010.65
22	2010.01.07 03:07	close	7	0.01	0.95370	0.91715	6.10	10016.74
23	2010.01.07 07:16	buy	8	0.01	0.95235	0.00000
24	2010.01.07 07:16	modify	8	0.01	0.95235	0.92235
25	2010.01.07 07:16	sell	9	0.02	0.95230	0.00000
26	2010.01.07 07:16	modify	9	0.02	0.95230	0.98230
27	2010.01.07 07:16	modify	6	0.01	0.95020	0.98230
28	2010.01.07 07:16	modify	4	0.01	0.93810	0.98230
29	2010.01.07 14:16	buy	10	0.01	0.94695	0.00000
30	2010.01.07 14:16	modify	10	0.01	0.94695	0.91695
31	2010.01.07 14:16	modify	8	0.01	0.95235	0.91695
32	2010.01.08 08:07	close	4	0.01	0.94465	0.98230	-6.29	10010.45
33	2010.01.08 08:07	close	9	0.02	0.94465	0.98230	13.84	10024.29
34	2010.01.08 08:07	close	6	0.01	0.94465	0.98230	4.74	10029.03
35	2010.01.08 14:16	sell	11	0.01	0.94780	0.00000
36	2010.01.08 14:16	modify	11	0.01	0.94780	0.97780
37	2010.01.08 18:07	close	8	0.01	0.95230	0.91695	-0.02	10029.01
38	2010.01.08 18:07	close	10	0.01	0.95230	0.91695	4.91	10033.92
39	2010.01.08 18:16	close	11	0.01	0.95225	0.97780	-4.06	10029.86
40	2010.01.08 21:16	buy	12	0.01	0.95245	0.00000
41	2010.01.08 21:16	modify	12	0.01	0.95245	0.92245
42	2010.01.08 21:16	sell	13	0.01	0.95240	0.00000
43	2010.01.08 21:16	modify	13	0.01	0.95240	0.98240
44	2010.01.11 00:07	close	12	0.01	0.95490	0.92245	2.26	10032.12
45	2010.01.11 00:16	buy	14	0.01	0.95475	0.00000
46	2010.01.11 00:16	modify	14	0.01	0.95475	0.92475
47	2010.01.11 00:16	sell	15	0.01	0.95470	0.00000
48	2010.01.11 00:16	modify	15	0.01	0.95470	0.98470
49	2010.01.11 00:16	modify	13	0.01	0.95240	0.98470
50	2010.01.11 12:07	close	14	0.01	0.95800	0.92475	2.96	10035.08
51	2010.01.11 14:16	buy	16	0.01	0.95685	0.00000
52	2010.01.11 14:16	modify	16	0.01	0.95685	0.92685
53	2010.01.11 17:07	close	16	0.01	0.95930	0.92685	2.24	10037.32
54	2010.01.11 21:16	buy	17	0.01	0.96105	0.00000
55	2010.01.11 21:16	modify	17	0.01	0.96105	0.93105
56	2010.01.11 21:16	sell	18	0.02	0.96100	0.00000
57	2010.01.11 21:16	modify	18	0.02	0.96100	0.99100
58	2010.01.11 21:16	modify	15	0.01	0.95470	0.99100
59	2010.01.11 21:16	modify	13	0.01	0.95240	0.99100
60	2010.01.12 13:07	close	13	0.01	0.95455	0.99100	-2.07	10035.25
61	2010.01.12 13:07	close	18	0.02	0.95455	0.99100	11.65	10046.91
62	2010.01.12 13:07	close	15	0.01	0.95455	0.99100	0.09	10046.99
63	2010.01.12 14:16	buy	19	0.01	0.95545	0.00000
64	2010.01.12 14:16	modify	19	0.01	0.95545	0.92545
65	2010.01.12 14:16	modify	17	0.01	0.96105	0.92545
66	2010.01.12 14:16	sell	20	0.01	0.95540	0.00000
67	2010.01.12 14:16	modify	20	0.01	0.95540	0.98540
68	2010.01.13 07:16	sell	21	0.01	0.95850	0.00000
69	2010.01.13 07:16	modify	21	0.01	0.95850	0.98850
70	2010.01.13 07:16	modify	20	0.01	0.95540	0.98850
71	2010.01.13 18:07	close	20	0.01	0.95475	0.98850	0.54	10047.53
72	2010.01.13 18:07	close	21	0.01	0.95475	0.98850	3.42	10050.95
73	2010.01.13 21:16	buy	22	0.02	0.95225	0.00000
74	2010.01.13 21:16	modify	22	0.02	0.95225	0.92225
75	2010.01.13 21:16	modify	19	0.01	0.95545	0.92225
76	2010.01.13 21:16	modify	17	0.01	0.96105	0.92225
77	2010.01.13 21:16	sell	23	0.01	0.95220	0.00000
78	2010.01.13 21:16	modify	23	0.01	0.95220	0.98220
79	2010.01.14 04:07	close	17	0.01	0.95740	0.92225	-3.18	10047.76
80	2010.01.14 04:07	close	22	0.02	0.95740	0.92225	9.57	10057.34
81	2010.01.14 04:07	close	19	0.01	0.95740	0.92225	1.89	10059.23
82	2010.01.14 07:16	buy	24	0.01	0.95765	0.00000
83	2010.01.14 07:16	modify	24	0.01	0.95765	0.92765
84	2010.01.14 07:16	sell	25	0.01	0.95760	0.00000
85	2010.01.14 07:16	modify	25	0.01	0.95760	0.98760
86	2010.01.14 07:16	modify	23	0.01	0.95220	0.98760
87	2010.01.14 10:07	close	24	0.01	0.95980	0.92765	1.96	10061.19
88	2010.01.14 10:16	close	23	0.01	0.96015	0.98760	-7.41	10053.78
89	2010.01.14 10:16	close	25	0.01	0.96015	0.98760	-2.33	10051.45
90	2010.01.14 14:16	buy	26	0.01	0.95765	0.00000
91	2010.01.14 14:16	modify	26	0.01	0.95765	0.92765
92	2010.01.14 14:16	sell	27	0.01	0.95760	0.00000
93	2010.01.14 14:16	modify	27	0.01	0.95760	0.98760
94	2010.01.14 18:07	close	27	0.01	0.95465	0.98760	2.69	10054.14
95	2010.01.14 21:16	buy	28	0.01	0.95335	0.00000
96	2010.01.14 21:16	modify	28	0.01	0.95335	0.92335
97	2010.01.14 21:16	modify	26	0.01	0.95765	0.92335
98	2010.01.14 21:16	sell	29	0.01	0.95330	0.00000
99	2010.01.14 21:16	modify	29	0.01	0.95330	0.98330
100	2010.01.15 05:07	close	29	0.01	0.95115	0.98330	1.91	10056.04
101	2010.01.15 07:16	buy	30	0.02	0.95095	0.00000
102	2010.01.15 07:16	modify	30	0.02	0.95095	0.92095
103	2010.01.15 07:16	modify	28	0.01	0.95335	0.92095
104	2010.01.15 07:16	modify	26	0.01	0.95765	0.92095
105	2010.01.15 07:16	sell	31	0.01	0.95090	0.00000
106	2010.01.15 07:16	modify	31	0.01	0.95090	0.98090
107	2010.01.15 15:07	close	31	0.01	0.94885	0.98090	1.87	10057.91
108	2010.01.15 21:16	sell	32	0.01	0.95010	0.00000
109	2010.01.15 21:16	modify	32	0.01	0.95010	0.98010
110	2010.01.18 00:16	buy	33	0.03	0.94895	0.00000
111	2010.01.18 00:16	modify	33	0.03	0.94895	0.91895
112	2010.01.18 00:16	modify	30	0.02	0.95095	0.91895
113	2010.01.18 00:16	modify	28	0.01	0.95335	0.91895
114	2010.01.18 00:16	modify	26	0.01	0.95765	0.91895
115	2010.01.18 03:07	close	32	0.01	0.94675	0.98010	3.00	10060.91
116	2010.01.18 07:16	sell	34	0.01	0.94770	0.00000
117	2010.01.18 07:16	modify	34	0.01	0.94770	0.97770
118	2010.01.18 14:16	sell	35	0.01	0.95100	0.00000
119	2010.01.18 14:16	modify	35	0.01	0.95100	0.98100
120	2010.01.18 14:16	modify	34	0.01	0.94770	0.98100
121	2010.01.19 13:07	close	34	0.01	0.94695	0.98100	0.63	10061.54
122	2010.01.19 13:07	close	35	0.01	0.94695	0.98100	3.64	10065.17
123	2010.01.19 14:16	buy	36	0.05	0.94695	0.00000
124	2010.01.19 14:16	modify	36	0.05	0.94695	0.91695
125	2010.01.19 14:16	modify	33	0.03	0.94895	0.91695
126	2010.01.19 14:16	modify	30	0.02	0.95095	0.91695
127	2010.01.19 14:16	modify	28	0.01	0.95335	0.91695
128	2010.01.19 14:16	modify	26	0.01	0.95765	0.91695
129	2010.01.19 14:16	sell	37	0.01	0.94690	0.00000
130	2010.01.19 14:16	modify	37	0.01	0.94690	0.97690
131	2010.01.19 18:07	close	26	0.01	0.95250	0.91695	-4.61	10060.56
132	2010.01.19 18:07	close	30	0.02	0.95250	0.91695	2.95	10063.51
133	2010.01.19 18:07	close	36	0.05	0.95250	0.91695	25.31	10088.82
134	2010.01.19 18:07	close	28	0.01	0.95250	0.91695	-0.69	10088.12
135	2010.01.19 18:07	close	33	0.03	0.95250	0.91695	9.80	10097.92
136	2010.01.19 18:16	close	37	0.01	0.95235	0.97690	-4.97	10092.95
137	2010.01.19 21:16	buy	38	0.01	0.95255	0.00000
138	2010.01.19 21:16	modify	38	0.01	0.95255	0.92255
139	2010.01.19 21:16	sell	39	0.01	0.95250	0.00000
140	2010.01.19 21:16	modify	39	0.01	0.95250	0.98250
141	2010.01.20 01:07	close	39	0.01	0.94995	0.98250	2.28	10095.23
142	2010.01.20 07:16	buy	40	0.01	0.94885	0.00000
143	2010.01.20 07:16	modify	40	0.01	0.94885	0.91885
144	2010.01.20 07:16	modify	38	0.01	0.95255	0.91885
145	2010.01.20 07:16	sell	41	0.01	0.94880	0.00000
146	2010.01.20 07:16	modify	41	0.01	0.94880	0.97880
147	2010.01.20 14:16	sell	42	0.01	0.95270	0.00000
148	2010.01.20 14:16	modify	42	0.01	0.95270	0.98270
149	2010.01.20 14:16	modify	41	0.01	0.94880	0.98270
150	2010.01.20 15:07	close	38	0.01	0.95460	0.91885	1.90	10097.13
151	2010.01.20 15:07	close	40	0.01	0.95460	0.91885	5.25	10102.38
152	2010.01.20 21:16	buy	43	0.01	0.95065	0.00000
153	2010.01.20 21:16	modify	43	0.01	0.95065	0.92065
154	2010.01.21 02:07	close	43	0.01	0.95270	0.92065	1.96	10104.33
155	2010.01.21 07:16	buy	44	0.01	0.95515	0.00000
156	2010.01.21 07:16	modify	44	0.01	0.95515	0.92515
157	2010.01.21 07:16	sell	45	0.02	0.95510	0.00000
158	2010.01.21 07:16	modify	45	0.02	0.95510	0.98510
159	2010.01.21 07:16	modify	42	0.01	0.95270	0.98510
160	2010.01.21 07:16	modify	41	0.01	0.94880	0.98510
161	2010.01.21 18:07	close	41	0.01	0.94855	0.98510	0.07	10104.40
162	2010.01.21 18:07	close	45	0.02	0.94855	0.98510	11.95	10116.35
163	2010.01.21 18:07	close	42	0.01	0.94855	0.98510	3.62	10119.97
164	2010.01.21 21:16	buy	46	0.01	0.94915	0.00000
165	2010.01.21 21:16	modify	46	0.01	0.94915	0.91915
166	2010.01.21 21:16	modify	44	0.01	0.95515	0.91915
167	2010.01.21 21:16	sell	47	0.01	0.94910	0.00000
168	2010.01.21 21:16	modify	47	0.01	0.94910	0.97910
169	2010.01.22 00:07	close	47	0.01	0.94695	0.97910	1.91	10121.88
170	2010.01.22 00:16	buy	48	0.02	0.94705	0.00000
171	2010.01.22 00:16	modify	48	0.02	0.94705	0.91705
172	2010.01.22 00:16	modify	46	0.01	0.94915	0.91705
173	2010.01.22 00:16	modify	44	0.01	0.95515	0.91705
174	2010.01.22 00:16	sell	49	0.01	0.94700	0.00000
175	2010.01.22 00:16	modify	49	0.01	0.94700	0.97700
176	2010.01.22 14:16	sell	50	0.01	0.95040	0.00000
177	2010.01.22 14:16	modify	50	0.01	0.95040	0.98040
178	2010.01.22 14:16	modify	49	0.01	0.94700	0.98040
179	2010.01.22 16:07	close	44	0.01	0.95380	0.91705	-1.20	10120.68
180	2010.01.22 16:07	close	48	0.02	0.95380	0.91705	12.31	10132.99
181	2010.01.22 16:07	close	46	0.01	0.95380	0.91705	4.27	10137.26
182	2010.01.22 16:16	close	49	0.01	0.95415	0.98040	-6.52	10130.74
183	2010.01.22 16:16	close	50	0.01	0.95415	0.98040	-3.42	10127.32
184	2010.01.22 21:16	buy	51	0.01	0.95555	0.00000
185	2010.01.22 21:16	modify	51	0.01	0.95555	0.92555
186	2010.01.22 21:16	sell	52	0.01	0.95550	0.00000
187	2010.01.22 21:16	modify	52	0.01	0.95550	0.98550
188	2010.01.25 01:07	close	52	0.01	0.95355	0.98550	1.73	10129.04
189	2010.01.25 07:16	sell	53	0.01	0.95560	0.00000
190	2010.01.25 07:16	modify	53	0.01	0.95560	0.98560
191	2010.01.25 16:07	close	51	0.01	0.95810	0.92555	2.35	10131.39
192	2010.01.25 21:16	buy	54	0.01	0.95765	0.00000
193	2010.01.25 21:16	modify	54	0.01	0.95765	0.92765
194	2010.01.26 07:07	close	53	0.01	0.95265	0.98560	2.64	10134.03
195	2010.01.26 07:16	buy	55	0.01	0.95105	0.00000
196	2010.01.26 07:16	modify	55	0.01	0.95105	0.92105
197	2010.01.26 07:16	modify	54	0.01	0.95765	0.92105
198	2010.01.26 07:16	sell	56	0.01	0.95100	0.00000
199	2010.01.26 07:16	modify	56	0.01	0.95100	0.98100
200	2010.01.26 14:16	sell	57	0.01	0.95360	0.00000
201	2010.01.26 14:16	modify	57	0.01	0.95360	0.98360
202	2010.01.26 14:16	modify	56	0.01	0.95100	0.98360
203	2010.01.26 21:16	sell	58	0.02	0.95590	0.00000
204	2010.01.26 21:16	modify	58	0.02	0.95590	0.98590
205	2010.01.26 21:16	modify	57	0.01	0.95360	0.98590
206	2010.01.26 21:16	modify	56	0.01	0.95100	0.98590
207	2010.01.27 03:07	close	54	0.01	0.95830	0.92105	0.66	10134.69
208	2010.01.27 03:07	close	55	0.01	0.95830	0.92105	6.65	10141.34
209	2010.01.27 07:16	buy	59	0.01	0.95865	0.00000
210	2010.01.27 07:16	modify	59	0.01	0.95865	0.92865
211	2010.01.27 07:16	sell	60	0.03	0.95860	0.00000
212	2010.01.27 07:16	modify	60	0.03	0.95860	0.98860
213	2010.01.27 07:16	modify	58	0.02	0.95590	0.98860
214	2010.01.27 07:16	modify	57	0.01	0.95360	0.98860
215	2010.01.27 07:16	modify	56	0.01	0.95100	0.98860
216	2010.01.27 14:16	buy	61	0.01	0.95645	0.00000
217	2010.01.27 14:16	modify	61	0.01	0.95645	0.92645
218	2010.01.27 14:16	modify	59	0.01	0.95865	0.92645
219	2010.01.27 17:07	close	56	0.01	0.95355	0.98860	-2.38	10138.95
220	2010.01.27 17:07	close	58	0.02	0.95355	0.98860	4.18	10143.14
221	2010.01.27 17:07	close	60	0.03	0.95355	0.98860	13.82	10156.96
222	2010.01.27 17:07	close	57	0.01	0.95355	0.98860	-0.01	10156.94
223	2010.01.27 21:16	sell	62	0.01	0.95550	0.00000
224	2010.01.27 21:16	modify	62	0.01	0.95550	0.98550
225	2010.01.27 22:07	close	62	0.01	0.95315	0.98550	2.15	10159.09
226	2010.01.27 22:16	close	59	0.01	0.95160	0.92645	-6.44	10152.65
227	2010.01.27 22:16	close	61	0.01	0.95160	0.92645	-4.43	10148.22
228	2010.01.28 00:16	buy	63	0.01	0.95245	0.00000
229	2010.01.28 00:16	modify	63	0.01	0.95245	0.92245
230	2010.01.28 00:16	sell	64	0.01	0.95240	0.00000
231	2010.01.28 00:16	modify	64	0.01	0.95240	0.98240
232	2010.01.28 06:07	close	63	0.01	0.95520	0.92245	2.51	10150.73
233	2010.01.28 07:16	buy	65	0.01	0.95645	0.00000
234	2010.01.28 07:16	modify	65	0.01	0.95645	0.92645
235	2010.01.28 07:16	sell	66	0.01	0.95640	0.00000
236	2010.01.28 07:16	modify	66	0.01	0.95640	0.98640
237	2010.01.28 07:16	modify	64	0.01	0.95240	0.98640
238	2010.01.28 14:16	buy	67	0.01	0.95375	0.00000
239	2010.01.28 14:16	modify	67	0.01	0.95375	0.92375
240	2010.01.28 14:16	modify	65	0.01	0.95645	0.92375
241	2010.01.28 18:07	close	64	0.01	0.95225	0.98640	0.14	10150.87
242	2010.01.28 18:07	close	66	0.01	0.95225	0.98640	3.79	10154.66
243	2010.01.28 21:16	sell	68	0.01	0.95330	0.00000
244	2010.01.28 21:16	modify	68	0.01	0.95330	0.98330
245	2010.01.29 07:16	buy	69	0.02	0.95175	0.00000
246	2010.01.29 07:16	modify	69	0.02	0.95175	0.92175
247	2010.01.29 07:16	modify	67	0.01	0.95375	0.92175
248	2010.01.29 07:16	modify	65	0.01	0.95645	0.92175
249	2010.01.29 10:07	close	68	0.01	0.95035	0.98330	2.64	10157.30
250	2010.01.29 14:16	sell	70	0.01	0.95300	0.00000
251	2010.01.29 14:16	modify	70	0.01	0.95300	0.98300
252	2010.01.29 16:07	close	70	0.01	0.95045	0.98300	2.33	10159.63
253	2010.01.29 21:16	buy	71	0.03	0.94765	0.00000
254	2010.01.29 21:16	modify	71	0.03	0.94765	0.91765
255	2010.01.29 21:16	modify	69	0.02	0.95175	0.91765
256	2010.01.29 21:16	modify	67	0.01	0.95375	0.91765
257	2010.01.29 21:16	modify	65	0.01	0.95645	0.91765
258	2010.01.29 21:16	sell	72	0.01	0.94760	0.00000
259	2010.01.29 21:16	modify	72	0.01	0.94760	0.97760
260	2010.02.01 00:07	close	72	0.01	0.94265	0.97760	4.46	10164.09
261	2010.02.01 00:16	buy	73	0.05	0.94465	0.00000
262	2010.02.01 00:16	modify	73	0.05	0.94465	0.91465
263	2010.02.01 00:16	modify	71	0.03	0.94765	0.91465
264	2010.02.01 00:16	modify	69	0.02	0.95175	0.91465
265	2010.02.01 00:16	modify	67	0.01	0.95375	0.91465
266	2010.02.01 00:16	modify	65	0.01	0.95645	0.91465
267	2010.02.01 00:16	sell	74	0.01	0.94460	0.00000
268	2010.02.01 00:16	modify	74	0.01	0.94460	0.97460
269	2010.02.01 13:07	close	74	0.01	0.94265	0.97460	1.77	10165.86
270	2010.02.01 14:16	sell	75	0.01	0.94400	0.00000
271	2010.02.01 14:16	modify	75	0.01	0.94400	0.97400
272	2010.02.01 17:07	close	75	0.01	0.94195	0.97400	1.87	10167.73
273	2010.02.01 21:16	sell	76	0.01	0.94560	0.00000
274	2010.02.01 21:16	modify	76	0.01	0.94560	0.97560
275	2010.02.02 06:07	close	76	0.01	0.93585	0.97560	8.84	10176.56
276	2010.02.02 07:16	buy	77	0.07	0.93635	0.00000
277	2010.02.02 07:16	modify	77	0.07	0.93635	0.90635
278	2010.02.02 07:16	modify	73	0.05	0.94465	0.90635
279	2010.02.02 07:16	modify	71	0.03	0.94765	0.90635
280	2010.02.02 07:16	modify	69	0.02	0.95175	0.90635
281	2010.02.02 07:16	modify	67	0.01	0.95375	0.90635
282	2010.02.02 07:16	modify	65	0.01	0.95645	0.90635
283	2010.02.02 07:16	sell	78	0.01	0.93630	0.00000
284	2010.02.02 07:16	modify	78	0.01	0.93630	0.96630
285	2010.02.02 08:07	close	78	0.01	0.93425	0.96630	1.87	10178.43
286	2010.02.02 14:16	buy	79	0.10	0.93355	0.00000
287	2010.02.02 14:16	modify	79	0.10	0.93355	0.90355
288	2010.02.02 14:16	modify	77	0.07	0.93635	0.90355
289	2010.02.02 14:16	modify	73	0.05	0.94465	0.90355
290	2010.02.02 14:16	modify	71	0.03	0.94765	0.90355
291	2010.02.02 14:16	modify	69	0.02	0.95175	0.90355
292	2010.02.02 14:16	modify	67	0.01	0.95375	0.90355
293	2010.02.02 14:16	modify	65	0.01	0.95645	0.90355
294	2010.02.02 14:16	sell	80	0.01	0.93350	0.00000
295	2010.02.02 14:16	modify	80	0.01	0.93350	0.96350
296	2010.02.02 21:16	sell	81	0.01	0.93740	0.00000
297	2010.02.02 21:16	modify	81	0.01	0.93740	0.96740
298	2010.02.02 21:16	modify	80	0.01	0.93350	0.96740
299	2010.02.03 11:16	close	65	0.01	0.94010	0.90355	-14.80	10163.63