検証結果
損益曲線
詳細
ストラテジー | コード | 買売 | エントリー日 | エントリー数 | エントリー価格 | イグジット日 | 保有期間 | イグジット価格 | 利益額 | 利益率 | 実際の利益額 | 現合計利益額 |
SaitoCounter | 4061.t | LONG | 2001/09/13 | 4000 | 205 | 2001/09/17 | 3 | 233 | 28 | 0.1366 | 112000 | 112000 |
SaitoCounter | 4183.t | LONG | 2001/09/13 | 3000 | 281 | 2001/09/17 | 3 | 289 | 8 | 0.0285 | 24000 | 136000 |
SaitoCounter | 5803.t | LONG | 2001/09/13 | 1000 | 506 | 2001/09/17 | 3 | 507 | 1 | 0.0020 | 1000 | 137000 |
SaitoCounter | 3010.t | LONG | 2001/12/18 | 7000 | 130 | 2001/12/19 | 2 | 151 | 21 | 0.1615 | 147000 | 284000 |
SaitoCounter | 6362.t | LONG | 2001/12/18 | 5000 | 170 | 2001/12/20 | 3 | 200 | 30 | 0.1765 | 150000 | 434000 |
SaitoCounter | 1792.t | LONG | 2001/12/18 | 4000 | 245 | 2001/12/21 | 4 | 272 | 27 | 0.1102 | 108000 | 542000 |
SaitoCounter | 5721.t | LONG | 2001/12/18 | 7000 | 113 | 2001/12/21 | 4 | 126 | 13 | 0.1150 | 91000 | 633000 |
SaitoCounter | 7588.t | LONG | 2001/12/18 | 400 | 2450 | 2001/12/21 | 4 | 3050 | 600 | 0.2449 | 240000 | 873000 |
SaitoCounter | 8258.t | LONG | 2001/12/18 | 4000 | 215 | 2001/12/21 | 4 | 254 | 39 | 0.1814 | 156000 | 1029000 |
SaitoCounter | 6792.t | LONG | 2001/12/19 | 3000 | 272 | 2001/12/25 | 4 | 334 | 62 | 0.2279 | 186000 | 1215000 |
SaitoCounter | 7753.t | LONG | 2001/12/18 | 8000 | 121 | 2001/12/26 | 6 | 145 | 24 | 0.1983 | 192000 | 1407000 |
SaitoCounter | 8101.t | LONG | 2001/12/18 | 6000 | 148 | 2002/01/08 | 11 | 214 | 66 | 0.4459 | 396000 | 1803000 |
SaitoCounter | 8236.t | LONG | 2001/12/18 | 5000 | 188 | 2002/01/08 | 11 | 205 | 17 | 0.0904 | 85000 | 1888000 |
SaitoCounter | 8258.t | LONG | 2002/10/08 | 3000 | 255 | 2002/10/09 | 2 | 298 | 43 | 0.1686 | 129000 | 2017000 |
SaitoCounter | 8236.t | LONG | 2002/10/10 | 8000 | 121 | 2002/10/11 | 2 | 147 | 26 | 0.2149 | 208000 | 2225000 |
SaitoCounter | 8305.t | LONG | 2002/10/10 | 5 | 164000 | 2002/10/11 | 2 | 188000 | 24000 | 0.1463 | 120000 | 2345000 |
SaitoCounter | 4755.t | LONG | 2002/10/08 | 14 | 69500 | 2002/10/15 | 5 | 83100 | 13600 | 0.1957 | 190400 | 2535400 |
SaitoCounter | 6146.t | LONG | 2002/10/08 | 200 | 3380 | 2002/10/15 | 5 | 3980 | 600 | 0.1775 | 120000 | 2655400 |
SaitoCounter | 6506.t | LONG | 2002/10/08 | 4000 | 217 | 2002/10/16 | 6 | 255 | 38 | 0.1751 | 152000 | 2807400 |
SaitoCounter | 7453.t | LONG | 2002/10/10 | 500 | 1703 | 2002/10/16 | 4 | 1951 | 248 | 0.1456 | 124000 | 2931400 |
SaitoCounter | 1923.t | LONG | 2002/10/08 | 10000 | 100 | 2002/10/21 | 9 | 115 | 15 | 0.1500 | 150000 | 3081400 |
SaitoCounter | 6875.t | LONG | 2002/10/08 | 700 | 1400 | 2002/10/21 | 9 | 1575 | 175 | 0.1250 | 122500 | 3203900 |
SaitoCounter | 7631.t | LONG | 2002/10/08 | 500 | 1821 | 2002/11/08 | 22 | 2060 | 239 | 0.1312 | 119500 | 3323400 |
SaitoCounter | 9715.t | LONG | 2002/11/19 | 900 | 1024 | 2002/11/20 | 2 | 1200 | 176 | 0.1719 | 158400 | 3481800 |
SaitoCounter | 6751.t | LONG | 2002/11/19 | 5000 | 193 | 2002/11/21 | 3 | 223 | 30 | 0.1554 | 150000 | 3631800 |
SaitoCounter | 5016.t | LONG | 2002/11/19 | 8000 | 114 | 2002/11/22 | 4 | 141 | 27 | 0.2368 | 216000 | 3847800 |
SaitoCounter | 8268.t | LONG | 2002/11/19 | 3000 | 240 | 2002/11/22 | 4 | 307 | 67 | 0.2792 | 201000 | 4048800 |
SaitoCounter | 8305.t | LONG | 2002/11/19 | 8 | 115000 | 2002/11/22 | 4 | 132000 | 17000 | 0.1478 | 136000 | 4184800 |
SaitoCounter | 8621.t | LONG | 2002/11/19 | 6000 | 135 | 2002/11/22 | 4 | 182 | 47 | 0.3481 | 282000 | 4466800 |
SaitoCounter | 9737.t | LONG | 2002/11/19 | 400 | 2010 | 2002/11/22 | 4 | 2415 | 405 | 0.2015 | 162000 | 4628800 |
SaitoCounter | 8307.t | LONG | 2002/11/19 | 10 | 96000 | 2002/11/25 | 5 | 108000 | 12000 | 0.1250 | 120000 | 4748800 |
SaitoCounter | 9786.t | LONG | 2002/11/19 | 1600 | 590 | 2002/11/26 | 6 | 770 | 180 | 0.3051 | 288000 | 5036800 |
SaitoCounter | 6844.t | LONG | 2002/10/08 | 4000 | 210 | 2002/12/05 | 41 | 203 | -7 | -0.0333 | -28000 | 5008800 |
SaitoCounter | 4310.t | LONG | 2003/11/18 | 5 | 168000 | 2003/11/19 | 2 | 190000 | 22000 | 0.1310 | 110000 | 5118800 |
SaitoCounter | 2731.t | LONG | 2003/11/18 | 4 | 204000 | 2003/11/20 | 3 | 241000 | 37000 | 0.1814 | 148000 | 5266800 |
SaitoCounter | 8611.t | LONG | 2003/11/18 | 5000 | 191 | 2003/11/21 | 4 | 201 | 10 | 0.0524 | 50000 | 5316800 |
SaitoCounter | 8585.t | LONG | 2003/11/18 | 5000 | 176 | 2003/11/25 | 5 | 209 | 33 | 0.1875 | 165000 | 5481800 |
SaitoCounter | 1808.t | LONG | 2003/11/18 | 6500 | 149 | 2003/11/26 | 6 | 166 | 17 | 0.1141 | 110500 | 5592300 |
SaitoCounter | 8606.t | LONG | 2003/11/18 | 3000 | 274 | 2003/11/26 | 6 | 315 | 41 | 0.1496 | 123000 | 5715300 |
SaitoCounter | 8607.t | LONG | 2003/11/18 | 5000 | 186 | 2003/11/26 | 6 | 213 | 27 | 0.1452 | 135000 | 5850300 |
SaitoCounter | 6791.t | LONG | 2003/11/18 | 9000 | 106 | 2003/11/27 | 7 | 121 | 15 | 0.1415 | 135000 | 5985300 |
SaitoCounter | 8029.t | LONG | 2003/11/18 | 1000 | 499 | 2003/11/27 | 7 | 630 | 131 | 0.2625 | 131000 | 6116300 |
SaitoCounter | 8840.t | LONG | 2003/11/18 | 5000 | 175 | 2003/11/27 | 7 | 196 | 21 | 0.1200 | 105000 | 6221300 |
SaitoCounter | 3113.t | LONG | 2004/05/18 | 8000 | 120 | 2004/05/19 | 2 | 144 | 24 | 0.2000 | 192000 | 6413300 |
SaitoCounter | 8263.t | LONG | 2004/05/18 | 2500 | 331 | 2004/05/19 | 2 | 393 | 62 | 0.1873 | 155000 | 6568300 |
SaitoCounter | 1821.t | LONG | 2004/05/18 | 9000 | 109 | 2004/05/20 | 3 | 125 | 16 | 0.1468 | 144000 | 6712300 |
SaitoCounter | 5563.t | LONG | 2004/05/18 | 2000 | 349 | 2004/05/20 | 3 | 409 | 60 | 0.1719 | 120000 | 6832300 |
SaitoCounter | 8078.t | LONG | 2004/05/18 | 3000 | 292 | 2004/05/20 | 3 | 347 | 55 | 0.1884 | 165000 | 6997300 |
SaitoCounter | 8896.t | LONG | 2004/05/18 | 700 | 1263 | 2004/05/20 | 3 | 1440 | 177 | 0.1401 | 123900 | 7121200 |
SaitoCounter | 3789.t | LONG | 2006/02/21 | 3 | 278000 | 2006/02/22 | 2 | 300000 | 22000 | 0.0791 | 66000 | 7187200 |
SaitoCounter | 8839.t | LONG | 2006/02/21 | 7000 | 140 | 2006/02/22 | 2 | 155 | 15 | 0.1071 | 105000 | 7292200 |
SaitoCounter | 9448.t | LONG | 2006/02/21 | 218 | 4280 | 2006/02/23 | 3 | 5310 | 1030 | 0.2407 | 224540 | 7516740 |
SaitoCounter | 1839.t | LONG | 2006/02/21 | 3000 | 260 | 2006/02/24 | 4 | 348 | 88 | 0.3385 | 264000 | 7780740 |
SaitoCounter | 4723.t | LONG | 2008/01/16 | 114 | 7930 | 2008/01/21 | 4 | 8980 | 1050 | 0.1324 | 119700 | 7900440 |
SaitoCounter | 5977.t | LONG | 2008/01/16 | 300 | 2560 | 2008/01/21 | 4 | 2920 | 360 | 0.1406 | 108000 | 8008440 |
SaitoCounter | 6378.t | LONG | 2008/01/16 | 1400 | 631 | 2008/01/21 | 4 | 715 | 84 | 0.1331 | 117600 | 8126040 |
SaitoCounter | 7007.t | LONG | 2008/01/16 | 2000 | 380 | 2008/01/21 | 4 | 431 | 51 | 0.1342 | 102000 | 8228040 |
SaitoCounter | 8882.t | LONG | 2008/01/16 | 15 | 60700 | 2008/01/21 | 4 | 65200 | 4500 | 0.0741 | 67500 | 8295540 |
SaitoCounter | 1518.t | LONG | 2008/01/16 | 5000 | 186 | 2008/01/28 | 9 | 207 | 21 | 0.1129 | 105000 | 8400540 |
SaitoCounter | 4756.t | LONG | 2008/01/16 | 2300 | 431 | 2008/02/01 | 13 | 481 | 50 | 0.1160 | 115000 | 8515540 |
SaitoCounter | 7732.t | LONG | 2008/01/16 | 1300 | 744 | 2008/02/20 | 25 | 840 | 96 | 0.1290 | 124800 | 8640340 |
SaitoCounter | 7581.t | LONG | 2008/01/16 | 800 | 1150 | 2008/03/13 | 41 | 890 | -260 | -0.2261 | -208000 | 8432340 |
SaitoCounter | 7718.t | LONG | 2008/01/16 | 500 | 1758 | 2008/03/13 | 41 | 1446 | -312 | -0.1775 | -156000 | 8276340 |
SaitoCounter | 5302.t | LONG | 2008/10/06 | 3000 | 258 | 2008/10/15 | 7 | 295 | 37 | 0.1434 | 111000 | 8387340 |
SaitoCounter | 6506.t | LONG | 2008/10/17 | 2000 | 412 | 2008/10/22 | 4 | 452 | 40 | 0.0971 | 80000 | 8467340 |
SaitoCounter | 3086.t | LONG | 2008/10/27 | 2000 | 381 | 2008/10/31 | 5 | 446 | 65 | 0.1706 | 130000 | 8597340 |
SaitoCounter | 5632.t | LONG | 2008/10/06 | 3000 | 251 | 2008/10/31 | 19 | 280 | 29 | 0.1155 | 87000 | 8684340 |
SaitoCounter | 4997.t | LONG | 2008/10/06 | 1000 | 491 | 2008/11/05 | 21 | 580 | 89 | 0.1813 | 89000 | 8773340 |
SaitoCounter | 6995.t | LONG | 2008/10/06 | 900 | 1015 | 2008/11/06 | 22 | 1064 | 49 | 0.0483 | 44100 | 8817440 |
SaitoCounter | 9065.t | LONG | 2008/10/06 | 3000 | 315 | 2008/11/06 | 22 | 357 | 42 | 0.1333 | 126000 | 8943440 |
SaitoCounter | 1518.t | LONG | 2008/10/06 | 5000 | 170 | 2008/12/04 | 41 | 129 | -41 | -0.2412 | -205000 | 8738440 |
SaitoCounter | 5471.t | LONG | 2008/10/06 | 2000 | 395 | 2008/12/04 | 41 | 264 | -131 | -0.3316 | -262000 | 8476440 |
SaitoCounter | 6269.t | LONG | 2008/10/06 | 400 | 1998 | 2008/12/04 | 41 | 1280 | -718 | -0.3594 | -287200 | 8189240 |
SaitoCounter | 7276.t | LONG | 2008/10/06 | 1000 | 815 | 2008/12/04 | 41 | 558 | -257 | -0.3153 | -257000 | 7932240 |
SaitoCounter | 7278.t | LONG | 2008/10/06 | 600 | 1539 | 2008/12/04 | 41 | 1111 | -428 | -0.2781 | -256800 | 7675440 |
SaitoCounter | 2174.t | LONG | 2011/03/15 | 7 | 100000 | 2011/03/17 | 3 | 105000 | 5000 | 0.0500 | 35000 | 7710440 |
SaitoCounter | 4098.t | LONG | 2011/03/15 | 3000 | 267 | 2011/03/17 | 3 | 273 | 6 | 0.0225 | 18000 | 7728440 |
SaitoCounter | 1983.t | LONG | 2011/03/15 | 1000 | 785 | 2011/03/22 | 5 | 1026 | 241 | 0.3070 | 241000 | 7969440 |
SaitoCounter | 3315.t | LONG | 2011/03/15 | 8000 | 119 | 2011/03/22 | 5 | 151 | 32 | 0.2689 | 256000 | 8225440 |
SaitoCounter | 6409.t | LONG | 2011/03/15 | 15 | 60100 | 2011/03/22 | 5 | 72500 | 12400 | 0.2063 | 186000 | 8411440 |
SaitoCounter | 4064.t | LONG | 2011/03/15 | 5000 | 176 | 2011/03/23 | 6 | 194 | 18 | 0.1023 | 90000 | 8501440 |
SaitoCounter | 3770.t | LONG | 2011/03/15 | 10 | 93000 | 2011/03/24 | 7 | 102300 | 9300 | 0.1000 | 93000 | 8594440 |
SaitoCounter | 8572.t | LONG | 2011/03/15 | 1000 | 991 | 2011/04/01 | 13 | 1136 | 145 | 0.1463 | 145000 | 8739440 |
SaitoCounter | 6461.t | LONG | 2011/03/15 | 5000 | 160 | 2011/04/19 | 25 | 182 | 22 | 0.1375 | 110000 | 8849440 |
SaitoCounter | 8875.t | LONG | 2011/03/15 | 1000 | 913 | 2011/05/17 | 41 | 890 | -23 | -0.0252 | -23000 | 8826440 |
年月 | 回数 | 勝ち回数 | 負け回数 | 勝率 | 1tradeの平均利益率 | 1tradeの勝ち平均利益率 | 1tradeの負け平均利益率 | PF | 合計利益額 |
2001/01 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2001/02 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2001/03 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2001/04 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2001/05 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2001/06 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2001/07 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2001/08 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2001/09 | 3 | 3 | 0 | 1.0000 | 0.0557 | 0.0557 | 0.0000 | 0.0000 | 137000 |
2001/10 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2001/11 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2001/12 | 8 | 8 | 0 | 1.0000 | 0.1770 | 0.1770 | 0.0000 | 0.0000 | 1270000 |
2002/01 | 2 | 2 | 0 | 1.0000 | 0.2682 | 0.2682 | 0.0000 | 0.0000 | 481000 |
2002/02 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2002/03 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2002/04 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2002/05 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2002/06 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2002/07 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2002/08 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2002/09 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2002/10 | 9 | 9 | 0 | 1.0000 | 0.1665 | 0.1665 | 0.0000 | 0.0000 | 1315900 |
2002/11 | 10 | 10 | 0 | 1.0000 | 0.2102 | 0.2102 | 0.0000 | 0.0000 | 1832900 |
2002/12 | 1 | 0 | 1 | 0.0000 | -0.0333 | 0.0000 | -0.0333 | 0.0000 | -28000 |
2003/01 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2003/02 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2003/03 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2003/04 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2003/05 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2003/06 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2003/07 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2003/08 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2003/09 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2003/10 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2003/11 | 10 | 10 | 0 | 1.0000 | 0.1485 | 0.1485 | 0.0000 | 0.0000 | 1212500 |
2003/12 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2004/01 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2004/02 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2004/03 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2004/04 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2004/05 | 6 | 6 | 0 | 1.0000 | 0.1724 | 0.1724 | 0.0000 | 0.0000 | 899900 |
2004/06 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2004/07 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2004/08 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2004/09 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2004/10 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2004/11 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2004/12 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2005/01 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2005/02 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2005/03 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2005/04 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2005/05 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2005/06 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2005/07 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2005/08 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2005/09 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2005/10 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2005/11 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2005/12 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2006/01 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2006/02 | 4 | 4 | 0 | 1.0000 | 0.1913 | 0.1913 | 0.0000 | 0.0000 | 659540 |
2006/03 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2006/04 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2006/05 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2006/06 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2006/07 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2006/08 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2006/09 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2006/10 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2006/11 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2006/12 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2007/01 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2007/02 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2007/03 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2007/04 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2007/05 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2007/06 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2007/07 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2007/08 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2007/09 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2007/10 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2007/11 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2007/12 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2008/01 | 6 | 6 | 0 | 1.0000 | 0.1212 | 0.1212 | 0.0000 | 0.0000 | 619800 |
2008/02 | 2 | 2 | 0 | 1.0000 | 0.1225 | 0.1225 | 0.0000 | 0.0000 | 239800 |
2008/03 | 2 | 0 | 2 | 0.0000 | -0.2018 | 0.0000 | -0.2018 | 0.0000 | -364000 |
2008/04 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2008/05 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2008/06 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2008/07 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2008/08 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2008/09 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2008/10 | 4 | 4 | 0 | 1.0000 | 0.1317 | 0.1317 | 0.0000 | 0.0000 | 408000 |
2008/11 | 3 | 3 | 0 | 1.0000 | 0.1210 | 0.1210 | 0.0000 | 0.0000 | 259100 |
2008/12 | 5 | 0 | 5 | 0.0000 | -0.3051 | 0.0000 | -0.3051 | 0.0000 | -1268000 |
2009/01 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2009/02 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2009/03 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2009/04 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2009/05 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2009/06 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2009/07 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2009/08 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2009/09 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2009/10 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2009/11 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2009/12 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2010/01 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2010/02 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2010/03 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2010/04 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2010/05 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2010/06 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2010/07 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2010/08 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2010/09 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2010/10 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2010/11 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2010/12 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2011/01 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2011/02 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2011/03 | 7 | 7 | 0 | 1.0000 | 0.1510 | 0.1510 | 0.0000 | 0.0000 | 919000 |
2011/04 | 2 | 2 | 0 | 1.0000 | 0.1419 | 0.1419 | 0.0000 | 0.0000 | 255000 |
2011/05 | 1 | 0 | 1 | 0.0000 | -0.0252 | 0.0000 | -0.0252 | 0.0000 | -23000 |
2011/06 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2011/07 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2011/08 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2011/09 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2011/10 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2011/11 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2011/12 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2012/01 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2012/02 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2012/03 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2012/04 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2012/05 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2012/06 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2012/07 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2012/08 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2012/09 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2012/10 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2012/11 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2012/12 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2013/01 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2013/02 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2013/03 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2013/04 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2013/05 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2013/06 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2013/07 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2013/08 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2013/09 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2013/10 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2013/11 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
2013/12 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 |
年 | 回数 | 勝ち回数 | 負け回数 | 勝率 | 1tradeの平均利益率 | 1tradeの勝ち平均利益率 | 1tradeの負け平均利益率 | PF | 合計利益額 | 合計利益率 | 最大ドローダウン(額) | 最大ドローダウン(率) |
2001 | 11 | 11 | 0 | 1.0000 | 0.1439 | 0.1439 | 0.0000 | 0.0000 | 1407000 | 0.1407 | 0 | 0.0000 |
2002 | 22 | 21 | 1 | 0.9545 | 0.1865 | 0.1970 | -0.0333 | 124.1183 | 3601800 | 0.3602 | -28000 | -0.0028 |
2003 | 10 | 10 | 0 | 1.0000 | 0.1485 | 0.1485 | 0.0000 | 0.0000 | 1212500 | 0.1213 | 0 | 0.0000 |
2004 | 6 | 6 | 0 | 1.0000 | 0.1724 | 0.1724 | 0.0000 | 0.0000 | 899900 | 0.0900 | 0 | 0.0000 |
2005 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 | 0.0000 | 0 | 0.0000 |
2006 | 4 | 4 | 0 | 1.0000 | 0.1913 | 0.1913 | 0.0000 | 0.0000 | 659540 | 0.0660 | 0 | 0.0000 |
2007 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 | 0.0000 | 0 | 0.0000 |
2008 | 22 | 15 | 7 | 0.6818 | -0.0031 | 0.1241 | -0.2756 | 0.9652 | -105300 | -0.0105 | -1268000 | -0.1268 |
2009 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 | 0.0000 | 0 | 0.0000 |
2010 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 | 0.0000 | 0 | 0.0000 |
2011 | 10 | 9 | 1 | 0.9000 | 0.1316 | 0.1490 | -0.0252 | 53.2239 | 1151000 | 0.1151 | -23000 | -0.0023 |
2012 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 | 0.0000 | 0 | 0.0000 |
2013 | 0 | 0 | 0 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0 | 0.0000 | 0 | 0.0000 |
回数 | 勝ち回数 | 負け回数 | 勝率 |
85 | 76 | 9 | 0.8941 |
1tradeの平均利益率 | 1tradeの勝ち平均利益率 | 1tradeの負け平均利益率 | PF | POR |
0.1202 | 0.1606 | -0.2209 | 6.1417 | 0.7273 |
合計利益額 | 合計利益率 | 年利 |
8826440 | 0.8826 | 0.0679 |
1tradeの最大利益率が発生した日 | 1tradeの最大利益率 | 1tradeの最大損失率が発生した日 | 1tradeの最大損失率 |
2002/01/08 | 0.4459 | 2008/12/04 | -0.3594 |
最大ドローダウンの最終日 | 最大ドローダウン(額) | 最大ドローダウン(率) |
2008/12/04 | -1268000 | -0.1268 |
連続勝ち回数の最終日 | 連続勝ち回数 | 連続負け回数の最終日 | 連続負け回数 |
2002/11/26 | 32 | 2008/12/04 | 5 |
平均保持日数 | 勝ち平均保持日数 | 負け平均保持日数 |
10.0235 | 6.3553 | 41.0000 |