スイング+デイトレモデル
(日経225先物ミニ1枚換算)
2023年3月の成績(225ミニ先物1枚)
デイ -120,500円
スイング +18,500円
ナイト +26,500円
2007年~2023年3月現在
パフォーマンス
(日経225先物ミニ1枚換算 単位:円)
デイトレ | スイング | 計 | |
損益 | 1,757,000 | 6,820,500 | 8,577,500 |
勝率 | 48.4% | 52.6% | 48.6% |
SR | 0.04 | 0.11 | 0.10 |
MDD | -335,500 | ||
PR | 25.6 | ||
相関 | 0.18 |
年次成績
(日経225先物ミニ1枚換算 単位:円)
2007 | 427,000 |
2008 | 1,624,500 |
2009 | 659,500 |
2010 | 579,500 |
2011 | 273,500 |
2012 | 31,500 |
2013 | 309,500 |
2014 | 315,000 |
2015 | 285,500 |
2016 | 252,500 |
2017 | 111,500 |
2018 | 812,000 |
2019 | 420,000 |
2020 | 611,000 |
2021 | 1,044,000 |
2022 | 674,500 |
2023 | -100,500 |
月次成績
(日経225先物ミニ1枚換算 単位:円)
デイ | スイング | 計 | 累計 | DD | |
2007/09 | 24,500 | 83,500 | 108,000 | 108,000 | |
2007/10 | -4,500 | 56,500 | 52,000 | 160,000 | 0 |
2007/11 | 99,500 | 60,500 | 160,000 | 320,000 | 0 |
2007/12 | 17,500 | 89,500 | 107,000 | 427,000 | 0 |
2008/01 | 84,500 | 63,500 | 148,000 | 575,000 | 0 |
2008/02 | 500 | 159,500 | 160,000 | 735,000 | 0 |
2008/03 | 25,500 | 198,500 | 224,000 | 959,000 | 0 |
2008/04 | 30,500 | 67,000 | 97,500 | 1,056,500 | 0 |
2008/05 | 53,500 | 70,500 | 124,000 | 1,180,500 | 0 |
2008/06 | -33,500 | 91,000 | 57,500 | 1,238,000 | 0 |
2008/07 | 15,000 | 50,000 | 65,000 | 1,303,000 | 0 |
2008/08 | 18,500 | 64,000 | 82,500 | 1,385,500 | 0 |
2008/09 | -46,000 | 111,000 | 65,000 | 1,450,500 | 0 |
2008/10 | 7,000 | 430,500 | 437,500 | 1,888,000 | 0 |
2008/11 | -15,000 | 117,500 | 102,500 | 1,990,500 | 0 |
2008/12 | 6,000 | 55,000 | 61,000 | 2,051,500 | 0 |
2009/01 | 22,000 | 190,000 | 212,000 | 2,263,500 | 0 |
2009/02 | 30,000 | -61,500 | -31,500 | 2,232,000 | -31,500 |
2009/03 | 29,000 | 113,000 | 142,000 | 2,374,000 | 0 |
2009/04 | -28,000 | 37,000 | 9,000 | 2,383,000 | 0 |
2009/05 | -32,500 | -5,000 | -37,500 | 2,345,500 | -37,500 |
2009/06 | 13,500 | 108,000 | 121,500 | 2,467,000 | 0 |
2009/07 | -16,000 | 16,000 | 0 | 2,467,000 | 0 |
2009/08 | 6,000 | 75,500 | 81,500 | 2,548,500 | 0 |
2009/09 | -29,500 | 59,000 | 29,500 | 2,578,000 | 0 |
2009/10 | -13,500 | 41,500 | 28,000 | 2,606,000 | 0 |
2009/11 | 13,500 | -6,500 | 7,000 | 2,613,000 | 0 |
2009/12 | 38,500 | 59,500 | 98,000 | 2,711,000 | 0 |
2010/01 | -12,500 | 59,000 | 46,500 | 2,757,500 | 0 |
2010/02 | -16,500 | 69,500 | 53,000 | 2,810,500 | 0 |
2010/03 | -3,000 | 31,000 | 28,000 | 2,838,500 | 0 |
2010/04 | -36,500 | 62,000 | 25,500 | 2,864,000 | 0 |
2010/05 | 22,000 | 115,000 | 137,000 | 3,001,000 | 0 |
2010/06 | -5,000 | 106,500 | 101,500 | 3,102,500 | 0 |
2010/07 | 7,500 | 64,500 | 72,000 | 3,174,500 | 0 |
2010/08 | -21,000 | -15,000 | -36,000 | 3,138,500 | -36,000 |
2010/09 | 500 | 54,000 | 54,500 | 3,193,000 | 0 |
2010/10 | 23,500 | -18,000 | 5,500 | 3,198,500 | 0 |
2010/11 | 3,500 | 60,000 | 63,500 | 3,262,000 | 0 |
2010/12 | 7,000 | 21,500 | 28,500 | 3,290,500 | 0 |
2011/01 | 28,000 | 19,500 | 47,500 | 3,338,000 | 0 |
2011/02 | -8,500 | -8,000 | -16,500 | 3,321,500 | -16,500 |
2011/03 | 75,000 | 17,000 | 92,000 | 3,413,500 | 0 |
2011/04 | 4,000 | -3,000 | 1,000 | 3,414,500 | 0 |
2011/05 | 11,000 | 29,000 | 40,000 | 3,454,500 | 0 |
2011/06 | -5,500 | 21,000 | 15,500 | 3,470,000 | 0 |
2011/07 | -24,000 | 13,000 | -11,000 | 3,459,000 | -11,000 |
2011/08 | -31,000 | -47,500 | -78,500 | 3,380,500 | -89,500 |
2011/09 | 18,000 | 89,500 | 107,500 | 3,488,000 | 0 |
2011/10 | -6,500 | 41,500 | 35,000 | 3,523,000 | 0 |
2011/11 | -20,000 | 18,500 | -1,500 | 3,521,500 | -1,500 |
2011/12 | 12,500 | 30,000 | 42,500 | 3,564,000 | 0 |
2012/01 | -2,000 | 1,000 | -1,000 | 3,563,000 | -1,000 |
2012/02 | 10,500 | -6,500 | 4,000 | 3,567,000 | 0 |
2012/03 | -31,000 | -26,000 | -57,000 | 3,510,000 | -57,000 |
2012/04 | -24,500 | -9,500 | -34,000 | 3,476,000 | -91,000 |
2012/05 | -6,500 | 22,000 | 15,500 | 3,491,500 | -75,500 |
2012/06 | 46,000 | -6,500 | 39,500 | 3,531,000 | -36,000 |
2012/07 | 5,000 | 13,500 | 18,500 | 3,549,500 | -17,500 |
2012/08 | 24,000 | 7,500 | 31,500 | 3,581,000 | 0 |
2012/09 | 3,500 | 9,000 | 12,500 | 3,593,500 | 0 |
2012/10 | -7,500 | -15,500 | -23,000 | 3,570,500 | -23,000 |
2012/11 | -6,500 | 2,500 | -4,000 | 3,566,500 | -27,000 |
2012/12 | 35,500 | -6,500 | 29,000 | 3,595,500 | 0 |
2013/01 | 58,000 | 8,000 | 66,000 | 3,661,500 | 0 |
2013/02 | -46,500 | 70,500 | 24,000 | 3,685,500 | 0 |
2013/03 | -2,000 | 34,000 | 32,000 | 3,717,500 | 0 |
2013/04 | -15,000 | -3,000 | -18,000 | 3,699,500 | -18,000 |
2013/05 | 38,500 | -40,500 | -2,000 | 3,697,500 | -20,000 |
2013/06 | 129,000 | -5,500 | 123,500 | 3,821,000 | 0 |
2013/07 | 49,500 | -11,000 | 38,500 | 3,859,500 | 0 |
2013/08 | -23,000 | 47,500 | 24,500 | 3,884,000 | 0 |
2013/09 | 12,500 | -54,000 | -41,500 | 3,842,500 | -41,500 |
2013/10 | 4,500 | -1,500 | 3,000 | 3,845,500 | -38,500 |
2013/11 | 49,000 | -22,500 | 26,500 | 3,872,000 | -12,000 |
2013/12 | 9,500 | 23,500 | 33,000 | 3,905,000 | 0 |
2014/01 | -11,000 | 83,000 | 72,000 | 3,977,000 | 0 |
2014/02 | -34,000 | 41,000 | 7,000 | 3,984,000 | 0 |
2014/03 | 19,500 | 1,500 | 21,000 | 4,005,000 | 0 |
2014/04 | 44,000 | -76,000 | -32,000 | 3,973,000 | -32,000 |
2014/05 | 0 | 2,500 | 2,500 | 3,975,500 | -29,500 |
2014/06 | 33,000 | 4,500 | 37,500 | 4,013,000 | 0 |
2014/07 | -20,000 | -18,000 | -38,000 | 3,975,000 | -38,000 |
2014/08 | -27,500 | 4,500 | -23,000 | 3,952,000 | -61,000 |
2014/09 | 34,500 | -45,500 | -11,000 | 3,941,000 | -72,000 |
2014/10 | 59,500 | 141,500 | 201,000 | 4,142,000 | 0 |
2014/11 | 28,000 | 14,000 | 42,000 | 4,184,000 | 0 |
2014/12 | -3,000 | 39,000 | 36,000 | 4,220,000 | 0 |
2015/01 | 0 | -49,000 | -49,000 | 4,171,000 | -49,000 |
2015/02 | 30,500 | -52,000 | -21,500 | 4,149,500 | -70,500 |
2015/03 | 31,000 | -53,500 | -22,500 | 4,127,000 | -93,000 |
2015/04 | 36,500 | 32,500 | 69,000 | 4,196,000 | -24,000 |
2015/05 | -71,000 | -10,000 | -81,000 | 4,115,000 | -105,000 |
2015/06 | 40,000 | 14,000 | 54,000 | 4,169,000 | -51,000 |
2015/07 | -10,000 | 81,500 | 71,500 | 4,240,500 | 0 |
2015/08 | -41,000 | -46,000 | -87,000 | 4,153,500 | -87,000 |
2015/09 | 162,000 | 89,000 | 251,000 | 4,404,500 | 0 |
2015/10 | 23,000 | 5,500 | 28,500 | 4,433,000 | 0 |
2015/11 | -21,500 | 2,500 | -19,000 | 4,414,000 | -19,000 |
2015/12 | -4,000 | 95,500 | 91,500 | 4,505,500 | 0 |
2016/01 | -39,000 | 62,500 | 23,500 | 4,529,000 | 0 |
2016/02 | -31,500 | 85,000 | 53,500 | 4,582,500 | 0 |
2016/03 | -2,000 | -26,500 | -28,500 | 4,554,000 | -28,500 |
2016/04 | 102,500 | 134,000 | 236,500 | 4,790,500 | 0 |
2016/05 | 47,000 | -25,000 | 22,000 | 4,812,500 | 0 |
2016/06 | 111,000 | 33,000 | 144,000 | 4,956,500 | 0 |
2016/07 | -18,500 | 46,000 | 27,500 | 4,984,000 | 0 |
2016/08 | -55,500 | -7,000 | -62,500 | 4,921,500 | -62,500 |
2016/09 | -23,500 | -13,000 | -36,500 | 4,885,000 | -99,000 |
2016/10 | -26,500 | -49,000 | -75,500 | 4,809,500 | -174,500 |
2016/11 | -82,000 | 55,000 | -27,000 | 4,782,500 | -201,500 |
2016/12 | -21,000 | -3,500 | -24,500 | 4,758,000 | -226,000 |
2017/01 | 33,000 | 59,500 | 92,500 | 4,850,500 | -133,500 |
2017/02 | 38,500 | -24,000 | 14,500 | 4,865,000 | -119,000 |
2017/03 | 18,000 | 38,500 | 56,500 | 4,921,500 | -62,500 |
2017/04 | 8,500 | 8,000 | 16,500 | 4,938,000 | -46,000 |
2017/05 | -31,500 | -24,000 | -55,500 | 4,882,500 | -101,500 |
2017/06 | -25,000 | -8,000 | -33,000 | 4,849,500 | -134,500 |
2017/07 | -11,500 | -19,000 | -30,500 | 4,819,000 | -165,000 |
2017/08 | 500 | -20,500 | -20,000 | 4,799,000 | -185,000 |
2017/09 | 16,000 | 51,000 | 67,000 | 4,866,000 | -118,000 |
2017/10 | -12,000 | -14,000 | -26,000 | 4,840,000 | -144,000 |
2017/11 | 7,500 | 2,500 | 10,000 | 4,850,000 | -134,000 |
2017/12 | 9,500 | 10,000 | 19,500 | 4,869,500 | -114,500 |
2018/01 | 17,000 | 68,000 | 85,000 | 4,954,500 | -29,500 |
2018/02 | -38,500 | 63,500 | 25,000 | 4,979,500 | -4,500 |
2018/03 | -33,500 | 92,000 | 58,500 | 5,038,000 | 0 |
2018/04 | 19,000 | -74,000 | -55,000 | 4,983,000 | -55,000 |
2018/05 | 28,000 | 31,000 | 59,000 | 5,042,000 | 0 |
2018/06 | 0 | 24,000 | 24,000 | 5,066,000 | 0 |
2018/07 | 24,000 | 72,000 | 96,000 | 5,162,000 | 0 |
2018/08 | 59,500 | 21,000 | 80,500 | 5,242,500 | 0 |
2018/09 | 5,500 | 19,000 | 24,500 | 5,267,000 | 0 |
2018/10 | 41,500 | 29,500 | 71,000 | 5,338,000 | 0 |
2018/11 | 44,500 | 7,000 | 51,500 | 5,389,500 | 0 |
2018/12 | 65,500 | 226,500 | 292,000 | 5,681,500 | 0 |
2019/01 | 6,500 | -90,500 | -84,000 | 5,597,500 | -84,000 |
2019/02 | 46,500 | 52,000 | 98,500 | 5,696,000 | 0 |
2019/03 | 31,500 | 107,000 | 138,500 | 5,834,500 | 0 |
2019/04 | 3,000 | -42,000 | -39,000 | 5,795,500 | -39,000 |
2019/05 | -7,000 | -19,000 | -26,000 | 5,769,500 | -65,000 |
2019/06 | -12,500 | 25,500 | 13,000 | 5,782,500 | -52,000 |
2019/07 | 10,000 | 97,000 | 107,000 | 5,889,500 | 0 |
2019/08 | 43,500 | 2,000 | 45,500 | 5,935,000 | 0 |
2019/09 | 8,500 | -44,000 | -35,500 | 5,899,500 | -35,500 |
2019/10 | -18,000 | 34,500 | 16,500 | 5,916,000 | -19,000 |
2019/11 | 8,000 | 72,000 | 80,000 | 5,996,000 | 0 |
2019/12 | 35,000 | 70,500 | 105,500 | 6,101,500 | 0 |
2020/01 | -31,500 | 69,500 | 38,000 | 6,139,500 | 0 |
2020/02 | 69,500 | 227,000 | 296,500 | 6,436,000 | 0 |
2020/03 | -155,500 | 103,000 | -52,500 | 6,383,500 | -52,500 |
2020/04 | -3,500 | 84,500 | 81,000 | 6,464,500 | 0 |
2020/05 | 165,500 | 83,500 | 249,000 | 6,713,500 | 0 |
2020/06 | -127,500 | 20,500 | -107,000 | 6,606,500 | -107,000 |
2020/07 | 23,000 | -89,500 | -66,500 | 6,540,000 | -173,500 |
2020/08 | -36,000 | 22,000 | -14,000 | 6,526,000 | -187,500 |
2020/09 | 28,000 | -21,500 | 6,500 | 6,532,500 | -181,000 |
2020/10 | 35,000 | 39,000 | 74,000 | 6,606,500 | -107,000 |
2020/11 | 91,500 | 60,500 | 152,000 | 6,758,500 | 0 |
2020/12 | 15,500 | -61,500 | -46,000 | 6,712,500 | -46,000 |
2021/01 | 115,500 | 76,000 | 191,500 | 6,904,000 | 0 |
2021/02 | 39,500 | 266,500 | 306,000 | 7,210,000 | 0 |
2021/03 | 51,500 | 162,500 | 214,000 | 7,424,000 | 0 |
2021/04 | -67,500 | 48,500 | -19,000 | 7,405,000 | -19,000 |
2021/05 | 75,500 | 3,000 | 78,500 | 7,483,500 | 0 |
2021/06 | -46,500 | 80,500 | 34,000 | 7,517,500 | 0 |
2021/07 | -56,000 | -23,500 | -79,500 | 7,438,000 | -79,500 |
2021/08 | 71,500 | -96,000 | -24,500 | 7,413,500 | -104,000 |
2021/09 | 18,500 | -21,000 | -2,500 | 7,411,000 | -106,500 |
2021/10 | 204,000 | 35,500 | 239,500 | 7,650,500 | 0 |
2021/11 | 167,500 | -54,000 | 113,500 | 7,764,000 | 0 |
2021/12 | -177,000 | 183,500 | 6,500 | 7,770,500 | 0 |
2022/1 | 43,500 | 39,500 | 83,000 | 7,853,500 | 0 |
2022/2 | +23,000 | +76,500 | +99,500 | +7,943,000 | 0 |
2022/3 | +30,000 | +211,000 | +241,000 | +8,169,500 | 0 |
2022/4 | +48,500 | +146,500 | +195,000 | +8,364,500 | 0 |
2022/5 | -14,000 | -16,000 | -30,000 | +8,344,500 | -30000 |
2022/6 | +15,000 | +97,000 | +112,000 | +8,456,500 | 0 |
2022/7 | -115,000 | -90,500 | -205,500 | +8,251,000 | -205,500 |
2022/8 | -37,000 | +97,500 | +65,000 | +8,311,500 | -145,000 |
2022/9 | -5,000 | +118,000 | +113,000 | +8,424,500 | -32,000 |
2022/10 | -6,000 | -52,000 | -58,000 | +8,366,500 | -90,000 |
2022/11 | -61,000 | +71,000 | +10,000 | +8,376,500 | -80,000 |
2022/12 | -50,000 | +104,500 | +54,500 | +8,431,000 | -25,500 |
2023/1 | +62,000 | +84,500 | +146,500 | +8,577,500 | 0 |
2023/1 | -25,500 | -119,500 | -145,000 | +8,426,000 | -145,000 |
2023/3 | -120,500 | +18,500 | -102,000 | +8,324,000 | -247,000 |
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