CycleTrapCCI2_GBPJPY

プロフィットファクター 1.47 ※バックテスト参考値

#	Time	Type	Order	Size	Price	S/L	T/P	Profit	Balance
2400	2016.08.19 14:00	close	865	0.20	131.413	130.294	132.749	117.76	19567.29
2401	2016.09.06 12:21	sell stop	866	0.10	137.529	137.930	133.529
2402	2016.09.06 16:21	expiration	866	0.10	137.529	137.930	133.529
2403	2016.09.06 17:03	sell stop	867	0.10	137.575	138.308	133.575
2404	2016.09.06 17:05	sell	867	0.10	137.575	138.308	133.575
2405	2016.09.09 14:00	close	867	0.10	136.741	138.308	133.575	73.90	19641.19
2406	2016.09.14 14:00	sell stop	868	0.10	135.328	135.733	131.328
2407	2016.09.14 16:49	sell	868	0.10	135.328	135.733	131.328
2408	2016.09.15 01:29	s/l	868	0.10	135.733	135.733	131.328	-35.89	19605.30
2409	2016.09.15 14:00	buy stop	869	0.10	135.803	135.378	139.803
2410	2016.09.15 18:00	delete	869	0.10	135.803	135.378	139.803
2411	2016.09.27 12:24	sell stop	870	0.10	129.837	130.548	125.837
2412	2016.09.27 16:24	expiration	870	0.10	129.837	130.548	125.837
2413	2016.09.28 16:37	sell stop	871	0.10	130.595	131.068	126.595
2414	2016.09.28 17:09	sell	871	0.10	130.595	131.068	126.595
2415	2016.09.28 21:13	s/l	871	0.10	131.068	131.068	126.595	-41.92	19563.38
2416	2016.10.04 11:47	sell stop	872	0.10	130.488	130.951	126.488
2417	2016.10.04 12:25	sell	872	0.10	130.488	130.951	126.488
2418	2016.10.04 16:13	s/l	872	0.10	130.951	130.951	126.488	-41.03	19522.35
2419	2016.10.05 09:23	sell stop	873	0.10	130.676	131.047	126.676
2420	2016.10.05 09:29	sell	873	0.10	130.676	131.047	126.676
2421	2016.10.05 12:03	s/l	873	0.10	131.047	131.047	126.676	-32.88	19489.47
2422	2016.10.12 16:00	sell stop	874	0.10	126.399	127.318	122.399
2423	2016.10.12 18:00	delete	874	0.10	126.399	127.318	122.399
2424	2016.10.17 10:02	buy stop	875	0.10	127.115	126.662	131.115
2425	2016.10.17 14:02	expiration	875	0.10	127.115	126.662	131.115
2426	2016.10.20 14:15	sell stop	876	0.10	126.916	127.439	122.916
2427	2016.10.20 15:21	sell	876	0.10	126.916	127.439	122.916
2428	2016.10.20 18:01	s/l	876	0.10	127.439	127.439	122.916	-46.35	19443.12
2429	2016.10.24 09:04	buy stop	877	0.10	127.000	126.716	131.000
2430	2016.10.24 10:00	buy	877	0.10	127.000	126.716	131.000
2431	2016.10.25 15:22	sell stop	878	0.20	127.373	127.897	125.373
2432	2016.10.25 16:07	sell	878	0.20	127.373	127.897	125.373
2433	2016.10.25 16:19	modify	878	0.20	127.373	127.300	125.373
2434	2016.10.25 16:21	modify	878	0.20	127.373	127.200	125.373
2435	2016.10.25 16:47	modify	878	0.20	127.373	127.100	125.373
2436	2016.10.25 17:00	modify	878	0.20	127.373	127.000	125.373
2437	2016.10.25 17:02	s/l	878	0.20	127.000	127.000	125.373	66.11	19509.23
2438	2016.10.25 17:12	s/l	877	0.10	126.716	126.716	131.000	-25.18	19484.05
2439	2016.10.27 11:30	buy stop	879	0.10	128.386	127.621	132.386
2440	2016.10.27 11:30	buy	879	0.10	128.386	127.621	132.386
2441	2016.10.28 12:28	s/l	879	0.10	127.621	127.621	132.386	-67.84	19416.21
2442	2016.11.01 10:58	buy stop	880	0.10	128.761	128.060	132.761
2443	2016.11.01 11:03	buy	880	0.10	128.761	128.060	132.761
2444	2016.11.01 15:22	s/l	880	0.10	128.060	128.060	132.761	-62.16	19354.05
2445	2016.11.03 11:34	buy stop	881	0.10	127.246	126.546	131.246
2446	2016.11.03 13:00	buy	881	0.10	127.246	126.546	131.246
2447	2016.11.04 14:00	close	881	0.10	128.441	126.546	131.246	105.97	19460.02
2448	2016.11.08 16:13	sell stop	882	0.10	129.276	129.834	125.276
2449	2016.11.08 18:00	delete	882	0.10	129.276	129.834	125.276
2450	2016.11.14 09:56	sell stop	883	0.10	134.323	135.173	130.323
2451	2016.11.14 13:56	expiration	883	0.10	134.323	135.173	130.323
2452	2016.11.15 17:01	buy stop	884	0.10	135.134	134.760	139.134
2453	2016.11.15 17:07	buy	884	0.10	135.134	134.760	139.134
2454	2016.11.18 14:00	close	884	0.10	136.788	134.760	139.134	146.67	19606.69
2455	2016.11.21 10:31	sell stop	885	0.10	136.516	137.228	132.516
2456	2016.11.21 11:01	sell	885	0.10	136.516	137.228	132.516
2457	2016.11.21 15:00	s/l	885	0.10	137.228	137.228	132.516	-63.09	19543.60
2458	2016.11.23 14:52	buy stop	886	0.10	138.237	137.357	142.237
2459	2016.11.23 14:53	buy	886	0.10	138.237	137.357	142.237
2460	2016.11.25 14:00	close	886	0.10	140.812	137.357	142.237	228.34	19771.94
2461	2016.11.30 10:00	buy stop	887	0.10	140.816	140.425	144.816
2462	2016.11.30 10:08	buy	887	0.10	140.816	140.425	144.816
2463	2016.11.30 12:38	s/l	887	0.10	140.425	140.425	144.816	-34.67	19737.27
2464	2016.12.05 09:19	buy stop	888	0.10	144.713	143.845	148.713
2465	2016.12.05 09:39	buy	888	0.10	144.713	143.845	148.713
2466	2016.12.06 14:45	sell stop	889	0.20	144.670	145.571	142.670
2467	2016.12.06 17:29	sell	889	0.20	144.670	145.571	142.670
2468	2016.12.07 11:30	s/l	888	0.10	143.845	143.845	148.713	-76.97	19660.30
2469	2016.12.09 14:00	close	889	0.20	144.855	145.571	142.670	-32.79	19627.51
2470	2016.12.13 17:32	sell stop	890	0.10	145.862	146.621	141.862
2471	2016.12.13 18:00	delete	890	0.10	145.862	146.621	141.862
2472	2016.12.14 11:00	buy stop	891	0.10	146.107	145.584	150.107
2473	2016.12.14 15:00	expiration	891	0.10	146.107	145.584	150.107
2474	2016.12.15 14:07	sell stop	892	0.10	146.970	148.441	142.970
2475	2016.12.15 15:08	sell	892	0.10	146.970	148.441	142.970
2476	2016.12.16 14:00	close	892	0.10	146.804	148.441	142.970	14.71	19642.22
2477	2016.12.20 16:21	sell stop	893	0.10	145.229	145.907	141.229
2478	2016.12.20 18:00	delete	893	0.10	145.229	145.907	141.229
2479	2016.12.21 17:06	buy stop	894	0.10	145.617	144.982	149.617
2480	2016.12.21 17:57	buy	894	0.10	145.617	144.982	149.617
2481	2016.12.22 11:55	s/l	894	0.10	144.982	144.982	149.617	-56.31	19585.91
2482	2016.12.27 16:48	buy stop	895	0.10	144.218	143.685	148.218
2483	2016.12.27 18:00	delete	895	0.10	144.218	143.685	148.218
2484	2016.12.28 10:20	sell stop	896	0.10	144.016	144.481	140.016
2485	2016.12.28 11:28	sell	896	0.10	144.016	144.481	140.016
2486	2016.12.30 14:00	close	896	0.10	143.885	144.481	140.016	11.61	19597.52