2011年からのデータを使用しました。すこしきつめの条件設定。LとSはそれぞれロングとショート。R1/S2のR1の部分がリミット、S2の部分がストップ。単位はpt(= 銭)。
トレード | 成功回数 | 失敗回数 | 回数合計 | 利益合計 | 損失合計 | 損益合計 |
L, S1 to R1/S2 | 168 | 207 | 375 | 8283.33 | -8962.0 | -678.67 |
L, S1 to R2/S2 | 168 | 207 | 375 | 8704.66 | -8962.0 | -257.34 |
L, S1 to R3/S2 | 168 | 207 | 375 | 8738.99 | -8962.0 | -223.01 |
L, S2 to R1/S3 | 82 | 78 | 160 | 4114.33 | -3262.6 | 851.73 |
L, S2 to R2/S3 | 82 | 78 | 160 | 4150.33 | -3262.6 | 887.73 |
L, S2 to R3/S3 | 82 | 78 | 160 | 4169.66 | -3262.6 | 907.06 |
L, S3 to R1 | 37 | 23 | 60 | 1416.33 | -977.66 | 438.67 |
L, S3 to R2 | 37 | 23 | 60 | 1416.33 | -977.66 | 438.67 |
L, S3 to R3 | 37 | 23 | 60 | 1416.33 | -977.66 | 438.67 |
S, R1 to S1/R2 | 145 | 226 | 371 | 7239.66 | -8080.6 | -840.94 |
S, R1 to S2/R2 | 145 | 226 | 371 | 7022.33 | -8080.6 | -1058.2 |
S, R1 to S3/R2 | 145 | 226 | 371 | 7064.66 | -8080.6 | -1015.9 |
S, R2 to S1/R3 | 29 | 88 | 117 | 1752.66 | -3614.9 | -1862.2 |
S, R2 to S2/R3 | 29 | 88 | 117 | 1824.33 | -3614.9 | -1790.5 |
S, R2 to S3/R3 | 29 | 88 | 117 | 1847.66 | -3614.9 | -1767.2 |
S, R3 to S1 | 22 | 35 | 57 | 895.999 | -3545.3 | -2649.3 |
S, R3 to S2 | 22 | 35 | 57 | 956.333 | -3545.3 | -2588.9 |
S, R3 to S3 | 22 | 35 | 57 | 1017.99 | -3545.3 | -2527.3 |
L, S2 to S1/S3 | 82 | 78 | 160 | 3135 | -3262.6 | -127.6 |
S, R2 to R1/R3 | 25 | 88 | 113 | 823.333 | -3614.9 | -2791.5 |
L, S1 to R1/S3 | 206 | 171 | 377 | 9473.99 | -9315.0 | 158.99 |
L, S1 to R2/S3 | 206 | 171 | 377 | 9920.33 | -9375.3 | 545.030 |
L, S1 to R3/S3 | 206 | 171 | 377 | 9923.99 | -9437.0 | 486.99 |
S, R1 to S1/R3 | 154 | 177 | 331 | 7762.99 | -9340.3 | -1577.3 |
S, R1 to S2/R3 | 154 | 177 | 331 | 7798.33 | -9340.3 | -1541.9 |
S, R1 to S3/R3 | 154 | 177 | 331 | 7553.33 | -9340.3 | -1786.9 |