【先物投資】日経225先物・スイング+デイモデル成績

スイング+デイトレモデル 
(日経225先物ミニ1枚換算)
2007年~2022年8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
損益1,837,5006,530,5008,368,000
勝率48.6%52.5%48.6%
SR0.040.110.10
MDD  -335,500
PR  25.1
相関  0.17


年次成績
(日経225先物ミニ1枚換算 単位:円)

2007427,000
20081,624,500
2009659,500
2010579,500
2011273,500
201231,500
2013309,500
2014315,000
2015285,500
2016252,500
2017111,500
2018812,000
2019420,000
2020611,000
20211,044,000
2022494,500



月次成績
(日経225先物ミニ1枚換算 単位:円)

 デイスイング累計DD
2007/0924,50083,500108,000108,000
2007/10-4,50056,50052,000160,0000
2007/1199,50060,500160,000320,0000
2007/1217,50089,500107,000427,0000
2008/0184,50063,500148,000575,0000
2008/02500159,500160,000735,0000
2008/0325,500198,500224,000959,0000
2008/0430,50067,00097,5001,056,5000
2008/0553,50070,500124,0001,180,5000
2008/06-33,50091,00057,5001,238,0000
2008/0715,00050,00065,0001,303,0000
2008/0818,50064,00082,5001,385,5000
2008/09-46,000111,00065,0001,450,5000
2008/107,000430,500437,5001,888,0000
2008/11-15,000117,500102,5001,990,5000
2008/126,00055,00061,0002,051,5000
2009/0122,000190,000212,0002,263,5000
2009/0230,000-61,500-31,5002,232,000-31,500
2009/0329,000113,000142,0002,374,0000
2009/04-28,00037,0009,0002,383,0000
2009/05-32,500-5,000-37,5002,345,500-37,500
2009/0613,500108,000121,5002,467,0000
2009/07-16,00016,00002,467,0000
2009/086,00075,50081,5002,548,5000
2009/09-29,50059,00029,5002,578,0000
2009/10-13,50041,50028,0002,606,0000
2009/1113,500-6,5007,0002,613,0000
2009/1238,50059,50098,0002,711,0000
2010/01-12,50059,00046,5002,757,5000
2010/02-16,50069,50053,0002,810,5000
2010/03-3,00031,00028,0002,838,5000
2010/04-36,50062,00025,5002,864,0000
2010/0522,000115,000137,0003,001,0000
2010/06-5,000106,500101,5003,102,5000
2010/077,50064,50072,0003,174,5000
2010/08-21,000-15,000-36,0003,138,500-36,000
2010/0950054,00054,5003,193,0000
2010/1023,500-18,0005,5003,198,5000
2010/113,50060,00063,5003,262,0000
2010/127,00021,50028,5003,290,5000
2011/0128,00019,50047,5003,338,0000
2011/02-8,500-8,000-16,5003,321,500-16,500
2011/0375,00017,00092,0003,413,5000
2011/044,000-3,0001,0003,414,5000
2011/0511,00029,00040,0003,454,5000
2011/06-5,50021,00015,5003,470,0000
2011/07-24,00013,000-11,0003,459,000-11,000
2011/08-31,000-47,500-78,5003,380,500-89,500
2011/0918,00089,500107,5003,488,0000
2011/10-6,50041,50035,0003,523,0000
2011/11-20,00018,500-1,5003,521,500-1,500
2011/1212,50030,00042,5003,564,0000
2012/01-2,0001,000-1,0003,563,000-1,000
2012/0210,500-6,5004,0003,567,0000
2012/03-31,000-26,000-57,0003,510,000-57,000
2012/04-24,500-9,500-34,0003,476,000-91,000
2012/05-6,50022,00015,5003,491,500-75,500
2012/0646,000-6,50039,5003,531,000-36,000
2012/075,00013,50018,5003,549,500-17,500
2012/0824,0007,50031,5003,581,0000
2012/093,5009,00012,5003,593,5000
2012/10-7,500-15,500-23,0003,570,500-23,000
2012/11-6,5002,500-4,0003,566,500-27,000
2012/1235,500-6,50029,0003,595,5000
2013/0158,0008,00066,0003,661,5000
2013/02-46,50070,50024,0003,685,5000
2013/03-2,00034,00032,0003,717,5000
2013/04-15,000-3,000-18,0003,699,500-18,000
2013/0538,500-40,500-2,0003,697,500-20,000
2013/06129,000-5,500123,5003,821,0000
2013/0749,500-11,00038,5003,859,5000
2013/08-23,00047,50024,5003,884,0000
2013/0912,500-54,000-41,5003,842,500-41,500
2013/104,500-1,5003,0003,845,500-38,500
2013/1149,000-22,50026,5003,872,000-12,000
2013/129,50023,50033,0003,905,0000
2014/01-11,00083,00072,0003,977,0000
2014/02-34,00041,0007,0003,984,0000
2014/0319,5001,50021,0004,005,0000
2014/0444,000-76,000-32,0003,973,000-32,000
2014/0502,5002,5003,975,500-29,500
2014/0633,0004,50037,5004,013,0000
2014/07-20,000-18,000-38,0003,975,000-38,000
2014/08-27,5004,500-23,0003,952,000-61,000
2014/0934,500-45,500-11,0003,941,000-72,000
2014/1059,500141,500201,0004,142,0000
2014/1128,00014,00042,0004,184,0000
2014/12-3,00039,00036,0004,220,0000
2015/010-49,000-49,0004,171,000-49,000
2015/0230,500-52,000-21,5004,149,500-70,500
2015/0331,000-53,500-22,5004,127,000-93,000
2015/0436,50032,50069,0004,196,000-24,000
2015/05-71,000-10,000-81,0004,115,000-105,000
2015/0640,00014,00054,0004,169,000-51,000
2015/07-10,00081,50071,5004,240,5000
2015/08-41,000-46,000-87,0004,153,500-87,000
2015/09162,00089,000251,0004,404,5000
2015/1023,0005,50028,5004,433,0000
2015/11-21,5002,500-19,0004,414,000-19,000
2015/12-4,00095,50091,5004,505,5000
2016/01-39,00062,50023,5004,529,0000
2016/02-31,50085,00053,5004,582,5000
2016/03-2,000-26,500-28,5004,554,000-28,500
2016/04102,500134,000236,5004,790,5000
2016/0547,000-25,00022,0004,812,5000
2016/06111,00033,000144,0004,956,5000
2016/07-18,50046,00027,5004,984,0000
2016/08-55,500-7,000-62,5004,921,500-62,500
2016/09-23,500-13,000-36,5004,885,000-99,000
2016/10-26,500-49,000-75,5004,809,500-174,500
2016/11-82,00055,000-27,0004,782,500-201,500
2016/12-21,000-3,500-24,5004,758,000-226,000
2017/0133,00059,50092,5004,850,500-133,500
2017/0238,500-24,00014,5004,865,000-119,000
2017/0318,00038,50056,5004,921,500-62,500
2017/048,5008,00016,5004,938,000-46,000
2017/05-31,500-24,000-55,5004,882,500-101,500
2017/06-25,000-8,000-33,0004,849,500-134,500
2017/07-11,500-19,000-30,5004,819,000-165,000
2017/08500-20,500-20,0004,799,000-185,000
2017/0916,00051,00067,0004,866,000-118,000
2017/10-12,000-14,000-26,0004,840,000-144,000
2017/117,5002,50010,0004,850,000-134,000
2017/129,50010,00019,5004,869,500-114,500
2018/0117,00068,00085,0004,954,500-29,500
2018/02-38,50063,50025,0004,979,500-4,500
2018/03-33,50092,00058,5005,038,0000
2018/0419,000-74,000-55,0004,983,000-55,000
2018/0528,00031,00059,0005,042,0000
2018/06024,00024,0005,066,0000
2018/0724,00072,00096,0005,162,0000
2018/0859,50021,00080,5005,242,5000
2018/095,50019,00024,5005,267,0000
2018/1041,50029,50071,0005,338,0000
2018/1144,5007,00051,5005,389,5000
2018/1265,500226,500292,0005,681,5000
2019/016,500-90,500-84,0005,597,500-84,000
2019/0246,50052,00098,5005,696,0000
2019/0331,500107,000138,5005,834,5000
2019/043,000-42,000-39,0005,795,500-39,000
2019/05-7,000-19,000-26,0005,769,500-65,000
2019/06-12,50025,50013,0005,782,500-52,000
2019/0710,00097,000107,0005,889,5000
2019/0843,5002,00045,5005,935,0000
2019/098,500-44,000-35,5005,899,500-35,500
2019/10-18,00034,50016,5005,916,000-19,000
2019/118,00072,00080,0005,996,0000
2019/1235,00070,500105,5006,101,5000
2020/01-31,50069,50038,0006,139,5000
2020/0269,500227,000296,5006,436,0000
2020/03-155,500103,000-52,5006,383,500-52,500
2020/04-3,50084,50081,0006,464,5000
2020/05165,50083,500249,0006,713,5000
2020/06-127,50020,500-107,0006,606,500-107,000
2020/0723,000-89,500-66,5006,540,000-173,500
2020/08-36,00022,000-14,0006,526,000-187,500
2020/0928,000-21,5006,5006,532,500-181,000
2020/1035,00039,00074,0006,606,500-107,000
2020/1191,50060,500152,0006,758,5000
2020/1215,500-61,500-46,0006,712,500-46,000
2021/01115,50076,000191,5006,904,0000
2021/0239,500266,500306,0007,210,0000
2021/0351,500162,500214,0007,424,0000
2021/04-67,50048,500-19,0007,405,000-19,000
2021/0575,5003,00078,5007,483,5000
2021/06-46,50080,50034,0007,517,5000
2021/07-56,000-23,500-79,5007,438,000-79,500
2021/0871,500-96,000-24,5007,413,500-104,000
2021/0918,500-21,000-2,5007,411,000-106,500
2021/10204,00035,500239,5007,650,5000
2021/11167,500-54,000113,5007,764,0000
2021/12-177,000183,5006,5007,770,5000
2022/143,50039,50083,0007,853,5000
2022/2+23,000+76,500+99,500+7,943,0000
2022/3+30,000+211,000+241,000+8,169,5000
2022/4+48,500+146,500+195,000+8,364,5000
2022/5-14,000-16,000-30,000+8,344,500-30000
2022/6+15,000+97,000+112,000+8,456,5000
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
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