プロフィットファクター
6.49
※バックテスト参考値
| # | Time | Type | Order | Size | Price | S/L | T/P | Profit | Balance |
|---|
| 1 |
2020.05.01 00:02 |
buy |
1 |
0.01 |
107.107 |
0.000 |
0.000 |
|
| 2 |
2020.05.01 02:33 |
close |
1 |
0.01 |
107.257 |
0.000 |
0.000 |
150.00 |
10150.00 |
| 3 |
2020.05.01 02:35 |
sell |
2 |
0.01 |
107.263 |
0.000 |
0.000 |
|
| 4 |
2020.05.01 03:18 |
sell |
3 |
0.01 |
107.398 |
0.000 |
0.000 |
|
| 5 |
2020.05.01 03:55 |
close |
3 |
0.01 |
107.254 |
0.000 |
0.000 |
144.00 |
10294.00 |
| 6 |
2020.05.01 03:55 |
close |
2 |
0.01 |
107.254 |
0.000 |
0.000 |
9.00 |
10303.00 |
| 7 |
2020.05.01 03:57 |
buy |
4 |
0.01 |
107.214 |
0.000 |
0.000 |
|
| 8 |
2020.05.01 08:23 |
buy |
5 |
0.01 |
107.049 |
0.000 |
0.000 |
|
| 9 |
2020.05.01 11:04 |
buy |
6 |
0.02 |
106.928 |
0.000 |
0.000 |
|
| 10 |
2020.05.01 14:56 |
buy |
7 |
0.03 |
106.704 |
0.000 |
0.000 |
|
| 11 |
2020.05.01 15:01 |
buy |
8 |
0.05 |
106.674 |
0.000 |
0.000 |
|
| 12 |
2020.05.01 17:01 |
close |
8 |
0.05 |
106.951 |
0.000 |
0.000 |
1385.00 |
11688.00 |
| 13 |
2020.05.01 17:01 |
close |
7 |
0.03 |
106.951 |
0.000 |
0.000 |
741.00 |
12429.00 |
| 14 |
2020.05.01 17:01 |
close |
6 |
0.02 |
106.951 |
0.000 |
0.000 |
46.00 |
12475.00 |
| 15 |
2020.05.01 17:01 |
close |
5 |
0.01 |
106.951 |
0.000 |
0.000 |
-98.00 |
12377.00 |
| 16 |
2020.05.01 17:01 |
close |
4 |
0.01 |
106.951 |
0.000 |
0.000 |
-263.00 |
12114.00 |
| 17 |
2020.05.01 17:02 |
buy |
9 |
0.01 |
106.913 |
0.000 |
0.000 |
|
| 18 |
2020.05.01 17:11 |
close |
9 |
0.01 |
107.064 |
0.000 |
0.000 |
151.00 |
12265.00 |
| 19 |
2020.05.01 17:14 |
sell |
10 |
0.01 |
107.052 |
0.000 |
0.000 |
|
| 20 |
2020.05.01 17:26 |
close |
10 |
0.01 |
106.902 |
0.000 |
0.000 |
150.00 |
12415.00 |
| 21 |
2020.05.01 17:28 |
buy |
11 |
0.01 |
106.873 |
0.000 |
0.000 |
|
| 22 |
2020.05.04 03:08 |
buy |
12 |
0.01 |
106.707 |
0.000 |
0.000 |
|
| 23 |
2020.05.04 15:30 |
close |
12 |
0.01 |
106.865 |
0.000 |
0.000 |
158.00 |
12573.00 |
| 24 |
2020.05.04 15:30 |
close |
11 |
0.01 |
106.865 |
0.000 |
0.000 |
-9.72 |
12563.28 |
| 25 |
2020.05.04 15:40 |
sell |
13 |
0.01 |
106.887 |
0.000 |
0.000 |
|
| 26 |
2020.05.04 17:22 |
sell |
14 |
0.01 |
107.023 |
0.000 |
0.000 |
|
| 27 |
2020.05.04 18:23 |
close |
14 |
0.01 |
106.880 |
0.000 |
0.000 |
143.00 |
12706.28 |
| 28 |
2020.05.04 18:23 |
close |
13 |
0.01 |
106.880 |
0.000 |
0.000 |
7.00 |
12713.28 |
| 29 |
2020.05.04 18:52 |
buy |
15 |
0.01 |
106.850 |
0.000 |
0.000 |
|
| 30 |
2020.05.04 22:32 |
buy |
16 |
0.01 |
106.685 |
0.000 |
0.000 |
|
| 31 |
2020.05.05 03:27 |
buy |
17 |
0.02 |
106.565 |
0.000 |
0.000 |
|
| 32 |
2020.05.05 10:02 |
close |
17 |
0.02 |
106.757 |
0.000 |
0.000 |
384.00 |
13097.28 |
| 33 |
2020.05.05 10:02 |
close |
16 |
0.01 |
106.757 |
0.000 |
0.000 |
70.28 |
13167.56 |
| 34 |
2020.05.05 10:02 |
close |
15 |
0.01 |
106.757 |
0.000 |
0.000 |
-94.72 |
13072.84 |
| 35 |
2020.05.05 10:42 |
buy |
18 |
0.01 |
106.738 |
0.000 |
0.000 |
|
| 36 |
2020.05.05 12:46 |
close |
18 |
0.01 |
106.888 |
0.000 |
0.000 |
150.00 |
13222.84 |
| 37 |
2020.05.05 13:02 |
buy |
19 |
0.01 |
106.853 |
0.000 |
0.000 |
|
| 38 |
2020.05.05 14:10 |
buy |
20 |
0.01 |
106.688 |
0.000 |
0.000 |
|
| 39 |
2020.05.05 16:42 |
buy |
21 |
0.02 |
106.568 |
0.000 |
0.000 |
|
| 40 |
2020.05.06 03:10 |
buy |
22 |
0.03 |
106.342 |
0.000 |
0.000 |
|
| 41 |
2020.05.06 03:10 |
buy |
23 |
0.05 |
106.312 |
0.000 |
0.000 |
|
| 42 |
2020.05.06 14:44 |
buy |
24 |
0.07 |
106.118 |
0.000 |
0.000 |
|
| 43 |
2020.05.07 12:35 |
close |
24 |
0.07 |
106.510 |
0.000 |
0.000 |
2707.88 |
15930.72 |
| 44 |
2020.05.07 12:35 |
close |
23 |
0.05 |
106.510 |
0.000 |
0.000 |
964.20 |
16894.92 |
| 45 |
2020.05.07 12:35 |
close |
22 |
0.03 |
106.510 |
0.000 |
0.000 |
488.52 |
17383.44 |
| 46 |
2020.05.07 12:35 |
close |
21 |
0.02 |
106.510 |
0.000 |
0.000 |
-129.76 |
17253.68 |
| 47 |
2020.05.07 12:35 |
close |
20 |
0.01 |
106.510 |
0.000 |
0.000 |
-184.88 |
17068.80 |
| 48 |
2020.05.07 12:35 |
close |
19 |
0.01 |
106.510 |
0.000 |
0.000 |
-349.88 |
16718.92 |
| 49 |
2020.05.07 12:39 |
buy |
25 |
0.01 |
106.479 |
0.000 |
0.000 |
|
| 50 |
2020.05.07 16:51 |
close |
25 |
0.01 |
106.629 |
0.000 |
0.000 |
150.00 |
16868.92 |
| 51 |
2020.05.07 16:54 |
sell |
26 |
0.01 |
106.644 |
0.000 |
0.000 |
|
| 52 |
2020.05.07 18:16 |
close |
26 |
0.01 |
106.494 |
0.000 |
0.000 |
150.00 |
17018.92 |
| 53 |
2020.05.07 18:19 |
sell |
27 |
0.01 |
106.492 |
0.000 |
0.000 |
|
| 54 |
2020.05.07 19:24 |
close |
27 |
0.01 |
106.341 |
0.000 |
0.000 |
151.00 |
17169.92 |
| 55 |
2020.05.07 19:30 |
buy |
28 |
0.01 |
106.309 |
0.000 |
0.000 |
|
| 56 |
2020.05.08 15:30 |
close |
28 |
0.01 |
106.463 |
0.000 |
0.000 |
152.28 |
17322.20 |
| 57 |
2020.05.08 15:31 |
sell |
29 |
0.01 |
106.489 |
0.000 |
0.000 |
|
| 58 |
2020.05.08 15:46 |
sell |
30 |
0.01 |
106.624 |
0.000 |
0.000 |
|
| 59 |
2020.05.08 17:53 |
close |
30 |
0.01 |
106.481 |
0.000 |
0.000 |
143.00 |
17465.20 |
| 60 |
2020.05.08 17:53 |
close |
29 |
0.01 |
106.481 |
0.000 |
0.000 |
8.00 |
17473.20 |
| 61 |
2020.05.08 17:57 |
buy |
31 |
0.01 |
106.446 |
0.000 |
0.000 |
|
| 62 |
2020.05.08 19:15 |
close |
31 |
0.01 |
106.596 |
0.000 |
0.000 |
150.00 |
17623.20 |
| 63 |
2020.05.08 19:47 |
sell |
32 |
0.01 |
106.613 |
0.000 |
0.000 |
|
| 64 |
2020.05.11 00:00 |
close |
32 |
0.01 |
106.458 |
0.000 |
0.000 |
151.03 |
17774.23 |
| 65 |
2020.05.11 00:01 |
buy |
33 |
0.01 |
106.457 |
0.000 |
0.000 |
|
| 66 |
2020.05.11 00:30 |
close |
33 |
0.01 |
106.609 |
0.000 |
0.000 |
152.00 |
17926.23 |
| 67 |
2020.05.11 00:32 |
sell |
34 |
0.01 |
106.636 |
0.000 |
0.000 |
|
| 68 |
2020.05.11 01:20 |
sell |
35 |
0.01 |
106.768 |
0.000 |
0.000 |
|
| 69 |
2020.05.11 02:51 |
sell |
36 |
0.02 |
106.949 |
0.000 |
0.000 |
|
| 70 |
2020.05.11 09:31 |
sell |
37 |
0.03 |
107.024 |
0.000 |
0.000 |
|
| 71 |
2020.05.11 13:24 |
sell |
38 |
0.05 |
107.293 |
0.000 |
0.000 |
|
| 72 |
2020.05.11 15:44 |
sell |
39 |
0.07 |
107.399 |
0.000 |
0.000 |
|
| 73 |
2020.05.11 17:17 |
sell |
40 |
0.09 |
107.518 |
0.000 |
0.000 |
|
| 74 |
2020.05.13 10:25 |
close |
40 |
0.09 |
107.049 |
0.000 |
0.000 |
4149.54 |
22075.77 |
| 75 |
2020.05.13 10:25 |
close |
39 |
0.07 |
107.049 |
0.000 |
0.000 |
2394.42 |
24470.19 |
| 76 |
2020.05.13 10:25 |
close |
38 |
0.05 |
107.049 |
0.000 |
0.000 |
1180.30 |
25650.49 |
| 77 |
2020.05.13 10:25 |
close |
37 |
0.03 |
107.049 |
0.000 |
0.000 |
-98.82 |
25551.67 |
| 78 |
2020.05.13 10:25 |
close |
36 |
0.02 |
107.049 |
0.000 |
0.000 |
-215.88 |
25335.79 |
| 79 |
2020.05.13 10:25 |
close |
35 |
0.01 |
107.049 |
0.000 |
0.000 |
-288.94 |
25046.85 |
| 80 |
2020.05.13 10:25 |
close |
34 |
0.01 |
107.049 |
0.000 |
0.000 |
-420.94 |
24625.91 |
| 81 |
2020.05.13 10:30 |
buy |
41 |
0.01 |
107.027 |
0.000 |
0.000 |
|
| 82 |
2020.05.13 15:38 |
buy |
42 |
0.01 |
106.862 |
0.000 |
0.000 |
|
| 83 |
2020.05.13 16:32 |
close |
42 |
0.01 |
107.020 |
0.000 |
0.000 |
158.00 |
24783.91 |
| 84 |
2020.05.13 16:32 |
close |
41 |
0.01 |
107.020 |
0.000 |
0.000 |
-7.00 |
24776.91 |
| 85 |
2020.05.13 16:39 |
buy |
43 |
0.01 |
107.014 |
0.000 |
0.000 |
|
| 86 |
2020.05.14 03:40 |
buy |
44 |
0.01 |
106.849 |
0.000 |
0.000 |
|
| 87 |
2020.05.14 13:49 |
close |
44 |
0.01 |
107.007 |
0.000 |
0.000 |
158.00 |
24934.91 |
| 88 |
2020.05.14 13:49 |
close |
43 |
0.01 |
107.007 |
0.000 |
0.000 |
-12.16 |
24922.75 |
| 89 |
2020.05.14 13:52 |
sell |
45 |
0.01 |
107.031 |
0.000 |
0.000 |
|
| 90 |
2020.05.14 17:01 |
close |
45 |
0.01 |
106.881 |
0.000 |
0.000 |
150.00 |
25072.75 |
| 91 |
2020.05.14 17:05 |
sell |
46 |
0.01 |
106.882 |
0.000 |
0.000 |
|
| 92 |
2020.05.14 17:40 |
sell |
47 |
0.01 |
107.017 |
0.000 |
0.000 |
|
| 93 |
2020.05.14 19:55 |
sell |
48 |
0.02 |
107.197 |
0.000 |
0.000 |
|
| 94 |
2020.05.14 20:45 |
sell |
49 |
0.03 |
107.272 |
0.000 |
0.000 |
|
| 95 |
2020.05.15 12:35 |
close |
49 |
0.03 |
107.029 |
0.000 |
0.000 |
717.09 |
25789.84 |
| 96 |
2020.05.15 12:35 |
close |
48 |
0.02 |
107.029 |
0.000 |
0.000 |
328.06 |
26117.90 |
| 97 |
2020.05.15 12:35 |
close |
47 |
0.01 |
107.029 |
0.000 |
0.000 |
-15.97 |
26101.93 |
| 98 |
2020.05.15 12:35 |
close |
46 |
0.01 |
107.029 |
0.000 |
0.000 |
-150.97 |
25950.96 |
| 99 |
2020.05.15 12:44 |
sell |
50 |
0.01 |
107.042 |
0.000 |
0.000 |
|
| 100 |
2020.05.15 15:44 |
close |
50 |
0.01 |
106.892 |
0.000 |
0.000 |
150.00 |
26100.96 |
| 101 |
2020.05.15 15:45 |
sell |
51 |
0.01 |
106.890 |
0.000 |
0.000 |
|
| 102 |
2020.05.15 16:44 |
sell |
52 |
0.01 |
107.025 |
0.000 |
0.000 |
|
| 103 |
2020.05.15 17:28 |
sell |
53 |
0.02 |
107.205 |
0.000 |
0.000 |
|
| 104 |
2020.05.15 17:47 |
sell |
54 |
0.03 |
107.280 |
0.000 |
0.000 |
|
| 105 |
2020.05.19 11:30 |
sell |
55 |
0.05 |
107.553 |
0.000 |
0.000 |
|
| 106 |
2020.05.19 14:03 |
sell |
56 |
0.07 |
107.655 |
0.000 |
0.000 |
|
| 107 |
2020.05.19 15:02 |
sell |
57 |
0.09 |
107.775 |
0.000 |
0.000 |
|
| 108 |
2020.05.19 16:07 |
sell |
58 |
0.10 |
107.970 |
0.000 |
0.000 |
|
| 109 |
2020.05.20 18:26 |
close |
58 |
0.10 |
107.386 |
0.000 |
0.000 |
5800.30 |
31901.26 |
| 110 |
2020.05.20 18:26 |
close |
57 |
0.09 |
107.386 |
0.000 |
0.000 |
3465.27 |
35366.53 |
| 111 |
2020.05.20 18:26 |
close |
56 |
0.07 |
107.386 |
0.000 |
0.000 |
1855.21 |
37221.74 |
| 112 |
2020.05.20 18:26 |
close |
55 |
0.05 |
107.386 |
0.000 |
0.000 |
815.15 |
38036.89 |
| 113 |
2020.05.20 18:26 |
close |
54 |
0.03 |
107.386 |
0.000 |
0.000 |
-353.73 |
37683.16 |
| 114 |
2020.05.20 18:26 |
close |
53 |
0.02 |
107.386 |
0.000 |
0.000 |
-385.82 |
37297.34 |
| 115 |
2020.05.20 18:26 |
close |
52 |
0.01 |
107.386 |
0.000 |
0.000 |
-372.91 |
36924.43 |
| 116 |
2020.05.20 18:26 |
close |
51 |
0.01 |
107.386 |
0.000 |
0.000 |
-507.91 |
36416.52 |
| 117 |
2020.05.20 18:28 |
buy |
59 |
0.01 |
107.351 |
0.000 |
0.000 |
|
| 118 |
2020.05.20 19:13 |
close |
59 |
0.01 |
107.501 |
0.000 |
0.000 |
150.00 |
36566.52 |
| 119 |
2020.05.20 19:22 |
sell |
60 |
0.01 |
107.516 |
0.000 |
0.000 |
|
| 120 |
2020.05.21 03:06 |
sell |
61 |
0.01 |
107.651 |
0.000 |
0.000 |
|
| 121 |
2020.05.21 10:13 |
sell |
62 |
0.02 |
107.831 |
0.000 |
0.000 |
|
| 122 |
2020.05.21 19:39 |
close |
62 |
0.02 |
107.616 |
0.000 |
0.000 |
430.00 |
36996.52 |
| 123 |
2020.05.21 19:39 |
close |
61 |
0.01 |
107.616 |
0.000 |
0.000 |
35.00 |
37031.52 |
| 124 |
2020.05.21 19:39 |
close |
60 |
0.01 |
107.616 |
0.000 |
0.000 |
-111.91 |
36919.61 |
| 125 |
2020.05.21 19:42 |
sell |
63 |
0.01 |
107.610 |
0.000 |
0.000 |
|
| 126 |
2020.05.22 03:52 |
sell |
64 |
0.01 |
107.744 |
0.000 |
0.000 |
|
| 127 |
2020.05.22 04:09 |
close |
64 |
0.01 |
107.602 |
0.000 |
0.000 |
142.00 |
37061.61 |
| 128 |
2020.05.22 04:09 |
close |
63 |
0.01 |
107.602 |
0.000 |
0.000 |
4.03 |
37065.64 |
| 129 |
2020.05.22 04:13 |
sell |
65 |
0.01 |
107.619 |
0.000 |
0.000 |
|
| 130 |
2020.05.22 07:22 |
close |
65 |
0.01 |
107.469 |
0.000 |
0.000 |
150.00 |
37215.64 |
| 131 |
2020.05.22 07:34 |
buy |
66 |
0.01 |
107.431 |
0.000 |
0.000 |
|
| 132 |
2020.05.22 15:54 |
close |
66 |
0.01 |
107.581 |
0.000 |
0.000 |
150.00 |
37365.64 |
| 133 |
2020.05.22 16:23 |
buy |
67 |
0.01 |
107.554 |
0.000 |
0.000 |
|
| 134 |
2020.05.25 02:18 |
close |
67 |
0.01 |
107.704 |
0.000 |
0.000 |
148.28 |
37513.92 |
| 135 |
2020.05.25 02:28 |
sell |
68 |
0.01 |
107.717 |
0.000 |
0.000 |
|
| 136 |
2020.05.26 04:09 |
sell |
69 |
0.01 |
107.851 |
0.000 |
0.000 |
|
| 137 |
2020.05.26 12:43 |
close |
69 |
0.01 |
107.709 |
0.000 |
0.000 |
142.00 |
37655.92 |
| 138 |
2020.05.26 12:43 |
close |
68 |
0.01 |
107.709 |
0.000 |
0.000 |
4.03 |
37659.95 |
| 139 |
2020.05.26 12:58 |
buy |
70 |
0.01 |
107.678 |
0.000 |
0.000 |
|
| 140 |
2020.05.26 14:50 |
buy |
71 |
0.01 |
107.513 |
0.000 |
0.000 |
|
| 141 |
2020.05.26 18:17 |
close |
71 |
0.01 |
107.671 |
0.000 |
0.000 |
158.00 |
37817.95 |
| 142 |
2020.05.26 18:17 |
close |
70 |
0.01 |
107.671 |
0.000 |
0.000 |
-7.00 |
37810.95 |
| 143 |
2020.05.26 18:29 |
buy |
72 |
0.01 |
107.640 |
0.000 |
0.000 |
|
| 144 |
2020.05.26 22:59 |
buy |
73 |
0.01 |
107.476 |
0.000 |
0.000 |
|
| 145 |
2020.05.27 12:01 |
close |
73 |
0.01 |
107.633 |
0.000 |
0.000 |
155.28 |
37966.23 |
| 146 |
2020.05.27 12:01 |
close |
72 |
0.01 |
107.633 |
0.000 |
0.000 |
-8.72 |
37957.51 |
| 147 |
2020.05.27 12:03 |
sell |
74 |
0.01 |
107.658 |
0.000 |
0.000 |
|
| 148 |
2020.05.27 14:32 |
sell |
75 |
0.01 |
107.792 |
0.000 |
0.000 |
|
| 149 |
2020.05.28 17:49 |
close |
75 |
0.01 |
107.650 |
0.000 |
0.000 |
130.09 |
38087.60 |
| 150 |
2020.05.28 17:49 |
close |
74 |
0.01 |
107.650 |
0.000 |
0.000 |
-3.91 |
38083.69 |
| 151 |
2020.05.28 17:50 |
sell |
76 |
0.01 |
107.664 |
0.000 |
0.000 |
|
| 152 |
2020.05.29 03:53 |
close |
76 |
0.01 |
107.514 |
0.000 |
0.000 |
146.03 |
38229.72 |
| 153 |
2020.05.29 03:54 |
buy |
77 |
0.01 |
107.511 |
0.000 |
0.000 |
|
| 154 |
2020.05.29 07:12 |
buy |
78 |
0.01 |
107.347 |
0.000 |
0.000 |
|
| 155 |
2020.05.29 07:48 |
buy |
79 |
0.02 |
107.227 |
0.000 |
0.000 |
|
| 156 |
2020.05.29 16:40 |
close |
79 |
0.02 |
107.418 |
0.000 |
0.000 |
382.00 |
38611.72 |
| 157 |
2020.05.29 16:40 |
close |
78 |
0.01 |
107.418 |
0.000 |
0.000 |
71.00 |
38682.72 |
| 158 |
2020.05.29 16:40 |
close |
77 |
0.01 |
107.418 |
0.000 |
0.000 |
-93.00 |
38589.72 |
| 159 |
2020.05.29 16:46 |
sell |
80 |
0.01 |
107.450 |
0.000 |
0.000 |
|
| 160 |
2020.05.29 16:52 |
sell |
81 |
0.01 |
107.585 |
0.000 |
0.000 |
|
| 161 |
2020.05.29 18:01 |
sell |
82 |
0.02 |
107.765 |
0.000 |
0.000 |
|
| 162 |
2020.05.29 19:34 |
sell |
83 |
0.03 |
107.840 |
0.000 |
0.000 |
|
| 163 |
2020.05.29 23:58 |
close at stop |
83 |
0.03 |
107.850 |
0.000 |
0.000 |
-30.00 |
38559.72 |
| 164 |
2020.05.29 23:58 |
close at stop |
82 |
0.02 |
107.850 |
0.000 |
0.000 |
-170.00 |
38389.72 |
| 165 |
2020.05.29 23:58 |
close at stop |
81 |
0.01 |
107.850 |
0.000 |
0.000 |
-265.00 |
38124.72 |
| 166 |
2020.05.29 23:58 |
close at stop |
80 |
0.01 |
107.850 |
0.000 |
0.000 |
-400.00 |
37724.72 |
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