検証結果


損益曲線

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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
SaitoCounter4061.tLONG2001/09/1340002052001/09/173233280.1366112000112000
SaitoCounter4183.tLONG2001/09/1330002812001/09/17328980.028524000136000
SaitoCounter5803.tLONG2001/09/1310005062001/09/17350710.00201000137000
SaitoCounter3010.tLONG2001/12/1870001302001/12/192151210.1615147000284000
SaitoCounter6362.tLONG2001/12/1850001702001/12/203200300.1765150000434000
SaitoCounter1792.tLONG2001/12/1840002452001/12/214272270.1102108000542000
SaitoCounter5721.tLONG2001/12/1870001132001/12/214126130.115091000633000
SaitoCounter7588.tLONG2001/12/1840024502001/12/21430506000.2449240000873000
SaitoCounter8258.tLONG2001/12/1840002152001/12/214254390.18141560001029000
SaitoCounter6792.tLONG2001/12/1930002722001/12/254334620.22791860001215000
SaitoCounter7753.tLONG2001/12/1880001212001/12/266145240.19831920001407000
SaitoCounter8101.tLONG2001/12/1860001482002/01/0811214660.44593960001803000
SaitoCounter8236.tLONG2001/12/1850001882002/01/0811205170.0904850001888000
SaitoCounter8258.tLONG2002/10/0830002552002/10/092298430.16861290002017000
SaitoCounter8236.tLONG2002/10/1080001212002/10/112147260.21492080002225000
SaitoCounter8305.tLONG2002/10/1051640002002/10/112188000240000.14631200002345000
SaitoCounter4755.tLONG2002/10/0814695002002/10/15583100136000.19571904002535400
SaitoCounter6146.tLONG2002/10/0820033802002/10/15539806000.17751200002655400
SaitoCounter6506.tLONG2002/10/0840002172002/10/166255380.17511520002807400
SaitoCounter7453.tLONG2002/10/1050017032002/10/16419512480.14561240002931400
SaitoCounter1923.tLONG2002/10/08100001002002/10/219115150.15001500003081400
SaitoCounter6875.tLONG2002/10/0870014002002/10/21915751750.12501225003203900
SaitoCounter7631.tLONG2002/10/0850018212002/11/082220602390.13121195003323400
SaitoCounter9715.tLONG2002/11/1990010242002/11/20212001760.17191584003481800
SaitoCounter6751.tLONG2002/11/1950001932002/11/213223300.15541500003631800
SaitoCounter5016.tLONG2002/11/1980001142002/11/224141270.23682160003847800
SaitoCounter8268.tLONG2002/11/1930002402002/11/224307670.27922010004048800
SaitoCounter8305.tLONG2002/11/1981150002002/11/224132000170000.14781360004184800
SaitoCounter8621.tLONG2002/11/1960001352002/11/224182470.34812820004466800
SaitoCounter9737.tLONG2002/11/1940020102002/11/22424154050.20151620004628800
SaitoCounter8307.tLONG2002/11/1910960002002/11/255108000120000.12501200004748800
SaitoCounter9786.tLONG2002/11/1916005902002/11/2667701800.30512880005036800
SaitoCounter6844.tLONG2002/10/0840002102002/12/0541203-7-0.0333-280005008800
SaitoCounter4310.tLONG2003/11/1851680002003/11/192190000220000.13101100005118800
SaitoCounter2731.tLONG2003/11/1842040002003/11/203241000370000.18141480005266800
SaitoCounter8611.tLONG2003/11/1850001912003/11/214201100.0524500005316800
SaitoCounter8585.tLONG2003/11/1850001762003/11/255209330.18751650005481800
SaitoCounter1808.tLONG2003/11/1865001492003/11/266166170.11411105005592300
SaitoCounter8606.tLONG2003/11/1830002742003/11/266315410.14961230005715300
SaitoCounter8607.tLONG2003/11/1850001862003/11/266213270.14521350005850300
SaitoCounter6791.tLONG2003/11/1890001062003/11/277121150.14151350005985300
SaitoCounter8029.tLONG2003/11/1810004992003/11/2776301310.26251310006116300
SaitoCounter8840.tLONG2003/11/1850001752003/11/277196210.12001050006221300
SaitoCounter3113.tLONG2004/05/1880001202004/05/192144240.20001920006413300
SaitoCounter8263.tLONG2004/05/1825003312004/05/192393620.18731550006568300
SaitoCounter1821.tLONG2004/05/1890001092004/05/203125160.14681440006712300
SaitoCounter5563.tLONG2004/05/1820003492004/05/203409600.17191200006832300
SaitoCounter8078.tLONG2004/05/1830002922004/05/203347550.18841650006997300
SaitoCounter8896.tLONG2004/05/1870012632004/05/20314401770.14011239007121200
SaitoCounter3789.tLONG2006/02/2132780002006/02/222300000220000.0791660007187200
SaitoCounter8839.tLONG2006/02/2170001402006/02/222155150.10711050007292200
SaitoCounter9448.tLONG2006/02/2121842802006/02/233531010300.24072245407516740
SaitoCounter1839.tLONG2006/02/2130002602006/02/244348880.33852640007780740
SaitoCounter4723.tLONG2008/01/1611479302008/01/214898010500.13241197007900440
SaitoCounter5977.tLONG2008/01/1630025602008/01/21429203600.14061080008008440
SaitoCounter6378.tLONG2008/01/1614006312008/01/214715840.13311176008126040
SaitoCounter7007.tLONG2008/01/1620003802008/01/214431510.13421020008228040
SaitoCounter8882.tLONG2008/01/1615607002008/01/2146520045000.0741675008295540
SaitoCounter1518.tLONG2008/01/1650001862008/01/289207210.11291050008400540
SaitoCounter4756.tLONG2008/01/1623004312008/02/0113481500.11601150008515540
SaitoCounter7732.tLONG2008/01/1613007442008/02/2025840960.12901248008640340
SaitoCounter7581.tLONG2008/01/1680011502008/03/1341890-260-0.2261-2080008432340
SaitoCounter7718.tLONG2008/01/1650017582008/03/13411446-312-0.1775-1560008276340
SaitoCounter5302.tLONG2008/10/0630002582008/10/157295370.14341110008387340
SaitoCounter6506.tLONG2008/10/1720004122008/10/224452400.0971800008467340
SaitoCounter3086.tLONG2008/10/2720003812008/10/315446650.17061300008597340
SaitoCounter5632.tLONG2008/10/0630002512008/10/3119280290.1155870008684340
SaitoCounter4997.tLONG2008/10/0610004912008/11/0521580890.1813890008773340
SaitoCounter6995.tLONG2008/10/0690010152008/11/06221064490.0483441008817440
SaitoCounter9065.tLONG2008/10/0630003152008/11/0622357420.13331260008943440
SaitoCounter1518.tLONG2008/10/0650001702008/12/0441129-41-0.2412-2050008738440
SaitoCounter5471.tLONG2008/10/0620003952008/12/0441264-131-0.3316-2620008476440
SaitoCounter6269.tLONG2008/10/0640019982008/12/04411280-718-0.3594-2872008189240
SaitoCounter7276.tLONG2008/10/0610008152008/12/0441558-257-0.3153-2570007932240
SaitoCounter7278.tLONG2008/10/0660015392008/12/04411111-428-0.2781-2568007675440
SaitoCounter2174.tLONG2011/03/1571000002011/03/17310500050000.0500350007710440
SaitoCounter4098.tLONG2011/03/1530002672011/03/17327360.0225180007728440
SaitoCounter1983.tLONG2011/03/1510007852011/03/22510262410.30702410007969440
SaitoCounter3315.tLONG2011/03/1580001192011/03/225151320.26892560008225440
SaitoCounter6409.tLONG2011/03/1515601002011/03/22572500124000.20631860008411440
SaitoCounter4064.tLONG2011/03/1550001762011/03/236194180.1023900008501440
SaitoCounter3770.tLONG2011/03/1510930002011/03/24710230093000.1000930008594440
SaitoCounter8572.tLONG2011/03/1510009912011/04/011311361450.14631450008739440
SaitoCounter6461.tLONG2011/03/1550001602011/04/1925182220.13751100008849440
SaitoCounter8875.tLONG2011/03/1510009132011/05/1741890-23-0.0252-230008826440
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
2001/010000.00000.00000.00000.00000.00000
2001/020000.00000.00000.00000.00000.00000
2001/030000.00000.00000.00000.00000.00000
2001/040000.00000.00000.00000.00000.00000
2001/050000.00000.00000.00000.00000.00000
2001/060000.00000.00000.00000.00000.00000
2001/070000.00000.00000.00000.00000.00000
2001/080000.00000.00000.00000.00000.00000
2001/093301.00000.05570.05570.00000.0000137000
2001/100000.00000.00000.00000.00000.00000
2001/110000.00000.00000.00000.00000.00000
2001/128801.00000.17700.17700.00000.00001270000
2002/012201.00000.26820.26820.00000.0000481000
2002/020000.00000.00000.00000.00000.00000
2002/030000.00000.00000.00000.00000.00000
2002/040000.00000.00000.00000.00000.00000
2002/050000.00000.00000.00000.00000.00000
2002/060000.00000.00000.00000.00000.00000
2002/070000.00000.00000.00000.00000.00000
2002/080000.00000.00000.00000.00000.00000
2002/090000.00000.00000.00000.00000.00000
2002/109901.00000.16650.16650.00000.00001315900
2002/11101001.00000.21020.21020.00000.00001832900
2002/121010.0000-0.03330.0000-0.03330.0000-28000
2003/010000.00000.00000.00000.00000.00000
2003/020000.00000.00000.00000.00000.00000
2003/030000.00000.00000.00000.00000.00000
2003/040000.00000.00000.00000.00000.00000
2003/050000.00000.00000.00000.00000.00000
2003/060000.00000.00000.00000.00000.00000
2003/070000.00000.00000.00000.00000.00000
2003/080000.00000.00000.00000.00000.00000
2003/090000.00000.00000.00000.00000.00000
2003/100000.00000.00000.00000.00000.00000
2003/11101001.00000.14850.14850.00000.00001212500
2003/120000.00000.00000.00000.00000.00000
2004/010000.00000.00000.00000.00000.00000
2004/020000.00000.00000.00000.00000.00000
2004/030000.00000.00000.00000.00000.00000
2004/040000.00000.00000.00000.00000.00000
2004/056601.00000.17240.17240.00000.0000899900
2004/060000.00000.00000.00000.00000.00000
2004/070000.00000.00000.00000.00000.00000
2004/080000.00000.00000.00000.00000.00000
2004/090000.00000.00000.00000.00000.00000
2004/100000.00000.00000.00000.00000.00000
2004/110000.00000.00000.00000.00000.00000
2004/120000.00000.00000.00000.00000.00000
2005/010000.00000.00000.00000.00000.00000
2005/020000.00000.00000.00000.00000.00000
2005/030000.00000.00000.00000.00000.00000
2005/040000.00000.00000.00000.00000.00000
2005/050000.00000.00000.00000.00000.00000
2005/060000.00000.00000.00000.00000.00000
2005/070000.00000.00000.00000.00000.00000
2005/080000.00000.00000.00000.00000.00000
2005/090000.00000.00000.00000.00000.00000
2005/100000.00000.00000.00000.00000.00000
2005/110000.00000.00000.00000.00000.00000
2005/120000.00000.00000.00000.00000.00000
2006/010000.00000.00000.00000.00000.00000
2006/024401.00000.19130.19130.00000.0000659540
2006/030000.00000.00000.00000.00000.00000
2006/040000.00000.00000.00000.00000.00000
2006/050000.00000.00000.00000.00000.00000
2006/060000.00000.00000.00000.00000.00000
2006/070000.00000.00000.00000.00000.00000
2006/080000.00000.00000.00000.00000.00000
2006/090000.00000.00000.00000.00000.00000
2006/100000.00000.00000.00000.00000.00000
2006/110000.00000.00000.00000.00000.00000
2006/120000.00000.00000.00000.00000.00000
2007/010000.00000.00000.00000.00000.00000
2007/020000.00000.00000.00000.00000.00000
2007/030000.00000.00000.00000.00000.00000
2007/040000.00000.00000.00000.00000.00000
2007/050000.00000.00000.00000.00000.00000
2007/060000.00000.00000.00000.00000.00000
2007/070000.00000.00000.00000.00000.00000
2007/080000.00000.00000.00000.00000.00000
2007/090000.00000.00000.00000.00000.00000
2007/100000.00000.00000.00000.00000.00000
2007/110000.00000.00000.00000.00000.00000
2007/120000.00000.00000.00000.00000.00000
2008/016601.00000.12120.12120.00000.0000619800
2008/022201.00000.12250.12250.00000.0000239800
2008/032020.0000-0.20180.0000-0.20180.0000-364000
2008/040000.00000.00000.00000.00000.00000
2008/050000.00000.00000.00000.00000.00000
2008/060000.00000.00000.00000.00000.00000
2008/070000.00000.00000.00000.00000.00000
2008/080000.00000.00000.00000.00000.00000
2008/090000.00000.00000.00000.00000.00000
2008/104401.00000.13170.13170.00000.0000408000
2008/113301.00000.12100.12100.00000.0000259100
2008/125050.0000-0.30510.0000-0.30510.0000-1268000
2009/010000.00000.00000.00000.00000.00000
2009/020000.00000.00000.00000.00000.00000
2009/030000.00000.00000.00000.00000.00000
2009/040000.00000.00000.00000.00000.00000
2009/050000.00000.00000.00000.00000.00000
2009/060000.00000.00000.00000.00000.00000
2009/070000.00000.00000.00000.00000.00000
2009/080000.00000.00000.00000.00000.00000
2009/090000.00000.00000.00000.00000.00000
2009/100000.00000.00000.00000.00000.00000
2009/110000.00000.00000.00000.00000.00000
2009/120000.00000.00000.00000.00000.00000
2010/010000.00000.00000.00000.00000.00000
2010/020000.00000.00000.00000.00000.00000
2010/030000.00000.00000.00000.00000.00000
2010/040000.00000.00000.00000.00000.00000
2010/050000.00000.00000.00000.00000.00000
2010/060000.00000.00000.00000.00000.00000
2010/070000.00000.00000.00000.00000.00000
2010/080000.00000.00000.00000.00000.00000
2010/090000.00000.00000.00000.00000.00000
2010/100000.00000.00000.00000.00000.00000
2010/110000.00000.00000.00000.00000.00000
2010/120000.00000.00000.00000.00000.00000
2011/010000.00000.00000.00000.00000.00000
2011/020000.00000.00000.00000.00000.00000
2011/037701.00000.15100.15100.00000.0000919000
2011/042201.00000.14190.14190.00000.0000255000
2011/051010.0000-0.02520.0000-0.02520.0000-23000
2011/060000.00000.00000.00000.00000.00000
2011/070000.00000.00000.00000.00000.00000
2011/080000.00000.00000.00000.00000.00000
2011/090000.00000.00000.00000.00000.00000
2011/100000.00000.00000.00000.00000.00000
2011/110000.00000.00000.00000.00000.00000
2011/120000.00000.00000.00000.00000.00000
2012/010000.00000.00000.00000.00000.00000
2012/020000.00000.00000.00000.00000.00000
2012/030000.00000.00000.00000.00000.00000
2012/040000.00000.00000.00000.00000.00000
2012/050000.00000.00000.00000.00000.00000
2012/060000.00000.00000.00000.00000.00000
2012/070000.00000.00000.00000.00000.00000
2012/080000.00000.00000.00000.00000.00000
2012/090000.00000.00000.00000.00000.00000
2012/100000.00000.00000.00000.00000.00000
2012/110000.00000.00000.00000.00000.00000
2012/120000.00000.00000.00000.00000.00000
2013/010000.00000.00000.00000.00000.00000
2013/020000.00000.00000.00000.00000.00000
2013/030000.00000.00000.00000.00000.00000
2013/040000.00000.00000.00000.00000.00000
2013/050000.00000.00000.00000.00000.00000
2013/060000.00000.00000.00000.00000.00000
2013/070000.00000.00000.00000.00000.00000
2013/080000.00000.00000.00000.00000.00000
2013/090000.00000.00000.00000.00000.00000
2013/100000.00000.00000.00000.00000.00000
2013/110000.00000.00000.00000.00000.00000
2013/120000.00000.00000.00000.00000.00000
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)
2001111101.00000.14390.14390.00000.000014070000.140700.0000
2002222110.95450.18650.1970-0.0333124.118336018000.3602-28000-0.0028
2003101001.00000.14850.14850.00000.000012125000.121300.0000
20046601.00000.17240.17240.00000.00008999000.090000.0000
20050000.00000.00000.00000.00000.000000.000000.0000
20064401.00000.19130.19130.00000.00006595400.066000.0000
20070000.00000.00000.00000.00000.000000.000000.0000
2008221570.6818-0.00310.1241-0.27560.9652-105300-0.0105-1268000-0.1268
20090000.00000.00000.00000.00000.000000.000000.0000
20100000.00000.00000.00000.00000.000000.000000.0000
201110910.90000.13160.1490-0.025253.223911510000.1151-23000-0.0023
20120000.00000.00000.00000.00000.000000.000000.0000
20130000.00000.00000.00000.00000.000000.000000.0000
回数勝ち回数負け回数勝率
857690.8941
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PFPOR
0.12020.1606-0.22096.14170.7273
合計利益額合計利益率年利
88264400.88260.0679
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
2002/01/080.44592008/12/04-0.3594
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
2002/11/26322008/12/045
平均保持日数勝ち平均保持日数負け平均保持日数
10.02356.355341.0000