日足(旧)IYHLAveロジック 4通貨ペアセット 公開後成績

投稿者: | 2019年12月17日
   

 

日足(旧)IYHLAveロジック 4通貨ペアセットの公開後成績です。

 

ロジック本体については下記をご参照ください。

 

日足 IYHLAveロジック 4通貨ペアセット

 

 

ロジックは2019年7月25日に公開しています。

2019年7月26日以降の成績は以下の通り推移しました。

EUR sell 2019.07.29 120.846 2019.08.01 120.521 0.325
EUR buy 2019.07.30 121.256 2019.08.05 118.336 -2.92
GBP buy 2019.07.31 131.958 2019.08.01 132.158 0.2
EUR sell 2019.07.31 121.101 2019.08.01 120.701 0.4
GBP buy 2019.08.01 132.23 2019.08.02 132.43 0.2
USD sell 2019.08.01 108.748 2019.08.02 108.248 0.5
GBP sell 2019.08.02 130.178 2019.08.05 129.878 0.3
GBP buy 2019.08.05 129.399 2019.08.06 129.599 0.2
EUR sell 2019.08.05 118.336 2019.08.06 118.136 0.2
AUD buy 2019.08.08 71.835 2019.08.09 72.235 0.4
AUD buy 2019.08.12 71.62 2019.08.14 72.521 0.901
EUR sell 2019.08.13 118.04 2019.08.19 117.858 0.182
AUD buy 2019.08.14 72.58 2019.08.19 71.998 -0.582
USD sell 2019.08.16 106.039 2019.08.21 106.246 -0.207
EUR sell 2019.08.16 117.806 2019.08.21 117.909 -0.103
USD sell 2019.08.19 106.239 2019.08.26 105.715 0.524
AUD buy 2019.08.19 72.048 2019.08.20 72.248 0.2
EUR sell 2019.08.20 118.053 2019.08.21 117.853 0.2
AUD buy 2019.08.22 72.333 2019.08.27 71.873 -0.46
USD sell 2019.08.23 106.402 2019.08.26 106.202 0.2
USD buy 2019.08.23 106.432 2019.08.26 106.632 0.2
USD buy 2019.08.23 106.432 2019.08.26 106.632 0.2
USD buy 2019.08.23 106.432 2019.08.26 106.632 0.2
USD sell 2019.08.26 104.955 2019.08.27 104.655 0.3
USD sell 2019.08.26 104.955 2019.08.27 104.755 0.2
EUR sell 2019.08.28 117.22 2019.09.02 116.89 0.33
AUD buy 2019.08.28 71.418 2019.09.02 71.313 -0.105
EUR sell 2019.09.03 116.484 2019.09.04 116.084 0.4
AUD buy 2019.09.03 71.365 2019.09.04 71.665 0.3
AUD buy 2019.09.05 72.328 2019.09.06 72.528 0.2
USD sell 2019.09.09 106.787 2019.09.16 107.562 -0.775
USD sell 2019.09.09 106.787 2019.09.16 107.562 -0.775
EUR buy 2019.09.09 117.791 2019.09.10 117.991 0.2
AUD sell 2019.09.09 73.021 2019.09.16 73.818 -0.797
EUR buy 2019.09.10 118.483 2019.09.11 118.683 0.2
AUD buy 2019.09.10 73.618 2019.09.12 73.949 0.331
USD sell 2019.09.11 107.514 2019.09.16 107.562 -0.048
USD sell 2019.09.11 107.514 2019.09.16 107.562 -0.048
EUR buy 2019.09.11 118.767 2019.09.13 119.168 0.401
AUD buy 2019.09.12 74.012 2019.09.13 74.412 0.4
AUD buy 2019.09.16 73.818 2019.09.17 74.218 0.4
AUD buy 2019.09.16 73.818 2019.09.17 74.118 0.3
USD sell 2019.09.17 108.139 2019.09.23 107.574 0.565
USD sell 2019.09.17 108.139 2019.09.23 107.574 0.565
USD sell 2019.09.18 108.11 2019.09.23 107.574 0.536
USD sell 2019.09.18 108.11 2019.09.23 107.712 0.398
AUD buy 2019.09.18 74.266 2019.09.23 72.71 -1.556
AUD buy 2019.09.18 74.266 2019.09.23 72.71 -1.556
AUD buy 2019.09.19 74.069 2019.09.24 72.809 -1.26
GBP buy 2019.09.20 135.318 2019.09.23 135.518 0.2
GBP sell 2019.09.23 134.081 2019.09.24 133.781 0.3
USD sell 2019.09.23 107.544 2019.09.25 107.215 0.329
GBP sell 2019.09.24 133.668 2019.09.26 133.038 0.63
USD sell 2019.09.24 107.53 2019.09.25 107.03 0.5
AUD buy 2019.09.24 72.859 2019.09.25 73.259 0.4
AUD sell 2019.09.24 72.809 2019.09.30 73.015 -0.206
AUD buy 2019.09.24 72.859 2019.09.25 73.259 0.4
GBP buy 2019.09.25 133.776 2019.09.26 133.976 0.2
USD sell 2019.09.25 107.054 2019.09.30 107.983 -0.929
GBP buy 2019.09.27 132.857 2019.09.30 133.057 0.2
EUR buy 2019.09.27 117.745 2019.09.30 118.145 0.4
GBP buy 2019.09.30 132.699 2019.10.01 132.899 0.2
EUR buy 2019.09.30 118.123 2019.10.07 117.349 -0.774
GBP buy 2019.10.01 132.899 2019.10.02 133.099 0.2
AUD buy 2019.10.01 72.982 2019.10.07 72.035 -0.947
USD sell 2019.10.02 107.726 2019.10.03 107.226 0.5
USD sell 2019.10.03 107.169 2019.10.04 106.669 0.5
EUR sell 2019.10.04 117.198 2019.10.09 117.326 -0.128
USD sell 2019.10.07 106.664 2019.10.14 108.349 -1.685
AUD buy 2019.10.07 72.085 2019.10.11 72.926 0.841
AUD buy 2019.10.07 72.085 2019.10.11 72.926 0.841
USD sell 2019.10.09 107.057 2019.10.14 108.349 -1.292
EUR sell 2019.10.10 117.885 2019.10.11 117.685 0.2
AUD buy 2019.10.11 73.031 2019.10.14 73.431 0.4
AUD buy 2019.10.11 73.031 2019.10.14 73.431 0.4
AUD buy 2019.10.15 73.457 2019.10.18 74.031 0.574
USD sell 2019.10.16 108.839 2019.10.21 108.424 0.415
AUD buy 2019.10.16 73.534 2019.10.18 73.971 0.437
GBP buy 2019.10.17 139.531 2019.10.18 139.731 0.2
GBP buy 2019.10.18 140.078 2019.10.21 140.278 0.2
GBP buy 2019.10.21 140.478 2019.10.22 140.678 0.2
GBP buy 2019.10.22 140.755 2019.10.23 140.955 0.2
GBP sell 2019.10.22 140.705 2019.10.23 140.405 0.3
EUR buy 2019.10.22 121.096 2019.10.28 120.387 -0.709
GBP buy 2019.10.23 139.659 2019.10.24 139.959 0.3
EUR sell 2019.10.23 120.679 2019.10.24 120.479 0.2
GBP buy 2019.10.24 140.351 2019.10.25 140.651 0.3
AUD buy 2019.10.24 74.506 2019.10.29 74.491 -0.015
AUD buy 2019.10.24 74.506 2019.10.29 74.491 -0.015
AUD buy 2019.10.24 74.506 2019.10.29 74.491 -0.015
GBP buy 2019.10.25 139.589 2019.10.28 139.789 0.2
GBP sell 2019.10.29 140.039 2019.10.30 139.639 0.4
GBP buy 2019.10.29 140.089 2019.10.30 140.289 0.2
GBP buy 2019.10.29 140.089 2019.10.30 140.289 0.2
EUR buy 2019.10.29 120.942 2019.10.31 121.377 0.435
AUD buy 2019.10.29 74.541 2019.10.31 74.965 0.424
AUD buy 2019.10.29 74.541 2019.10.31 74.865 0.324
AUD buy 2019.10.29 74.541 2019.10.31 74.965 0.424
GBP sell 2019.10.30 140.055 2019.11.04 139.954 0.101
GBP buy 2019.10.30 140.105 2019.10.31 140.305 0.2
GBP buy 2019.10.30 140.105 2019.10.31 140.305 0.2
EUR buy 2019.10.31 121.348 2019.11.05 120.809 -0.539
GBP buy 2019.11.01 139.81 2019.11.04 140.01 0.2
AUD buy 2019.11.01 74.512 2019.11.06 75.242 0.73
AUD buy 2019.11.01 74.512 2019.11.04 74.812 0.3
AUD buy 2019.11.01 74.512 2019.11.04 74.812 0.3
GBP buy 2019.11.04 139.954 2019.11.05 140.154 0.2
USD buy 2019.11.04 108.247 2019.11.06 108.815 0.568
GBP sell 2019.11.05 139.865 2019.11.11 139.797 0.068
EUR sell 2019.11.06 120.887 2019.11.07 120.687 0.2
GBP buy 2019.11.08 140.052 2019.11.13 140.042 -0.01
EUR buy 2019.11.08 120.764 2019.11.13 119.987 -0.777
EUR sell 2019.11.08 120.734 2019.11.11 120.534 0.2
GBP buy 2019.11.11 139.797 2019.11.12 139.997 0.2
GBP sell 2019.11.12 140.153 2019.11.18 140.046 0.107
GBP buy 2019.11.12 140.203 2019.11.13 140.403 0.2
GBP buy 2019.11.13 140.092 2019.11.18 140.575 0.483
GBP buy 2019.11.14 139.864 2019.11.18 140.442 0.578
EUR buy 2019.11.14 119.793 2019.11.19 120.366 0.573
USD buy 2019.11.19 108.699 2019.11.25 108.633 -0.066
USD sell 2019.11.21 108.549 2019.11.22 108.349 0.2
EUR buy 2019.11.21 120.235 2019.11.22 120.435 0.2
GBP buy 2019.11.22 140.202 2019.11.25 140.502 0.3
EUR buy 2019.11.22 120.13 2019.11.25 120.33 0.2
GBP buy 2019.11.26 140.547 2019.11.27 140.847 0.3
GBP buy 2019.11.28 141.566 2019.11.29 141.766 0.2
GBP buy 2019.11.28 141.566 2019.11.29 141.766 0.2
EUR buy 2019.11.28 120.508 2019.12.03 120.982 0.474
GBP buy 2019.11.29 141.405 2019.12.02 141.605 0.2
GBP buy 2019.11.29 141.405 2019.12.02 141.605 0.2
GBP buy 2019.12.02 141.442 2019.12.03 141.642 0.2
EUR buy 2019.12.02 120.774 2019.12.09 120.069 -0.705
GBP sell 2019.12.03 140.986 2019.12.09 142.657 -1.671
GBP buy 2019.12.03 141.036 2019.12.04 141.236 0.2
GBP buy 2019.12.04 141.185 2019.12.05 141.385 0.2
AUD sell 2019.12.04 74.356 2019.12.05 73.956 0.4
GBP buy 2019.12.05 142.684 2019.12.06 142.984 0.3
GBP buy 2019.12.05 142.684 2019.12.06 142.884 0.2
GBP buy 2019.12.06 143.086 2019.12.11 143.538 0.452
GBP buy 2019.12.09 142.657 2019.12.10 142.857 0.2
USD sell 2019.12.09 108.56 2019.12.16 109.298 -0.738
AUD buy 2019.12.09 74.308 2019.12.13 74.919 0.611
GBP buy 2019.12.11 143.052 2019.12.12 143.352 0.3
GBP buy 2019.12.11 143.052 2019.12.12 143.252 0.2
GBP buy 2019.12.12 143.274 2019.12.13 143.474 0.2
GBP buy 2019.12.13 145.934 2019.12.16 146.134 0.2
GBP buy 2019.12.16 145.811 2019.12.17 146.011 0.2
GBP sell 2019.12.17 146.051 2019.12.17 145.551 0.5

 

 

月別損益は以下の通りです。(7月は公開後)

年月 損益 累計損益 取引回数
2019年07月 -2.00 -2.00 4
2019年08月 3.98 1.99 23
2019年09月 0.23 2.22 36
2019年10月 4.97 7.19 39
2019年11月 6.53 13.71 28
2019年12月 1.25 14.96 18

 

 

 

公開後の成績集計は以下の通り推移しました。

総損益 14.964
総利益 37.377
総損失 -22.413
総取引回数 148
勝取引回数 116
負取引回数 32
勝率 78.37837838
PF 1.66764824
最大DD 3.551
最大連勝数 11
最大連敗数 -3
平均保有期間 02日 22時間42分
最大保有期間 07日 00時間00分
保有期間中央値 03日 00時間00分
1日中取引回数 1.469503546
1取引中平均損益 0.101108108
1取引中損益中央値 0.2
1取引中最大利益 0.901
1取引中最大損失 -2.92

 

 

ロジック本体については下記をご参照ください。

 

日足 IYHLAveロジック 4通貨ペアセット