509
2019/9/6 Strategy Tester: Orion file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 1/509 Strategy Tester Report Orion FXDD-MT4 Demo Server (Build 1170) 通貨ペア EURUSD (Euro vs. United States Dollar) 期間 1分⾜(M1) 2006.01.03 08:27 - 2019.08.01 23:59 (2006.01.01 - 2019.08.02) モデル 全ティック (利⽤可能な最⼩時間枠による最も正確な⽅法) パラメーター Trade_Mode=3; テストバー数 4962119 モデルティック数 217198918 モデリング品質 25.00% 不整合チャートエラー 0 初期証拠⾦ 100000.00 スプレッド 現在値 (18) 純益 432675348.34 総利益 1184104684.34 総損失 -751429336.00 プロフィットファクタ 1.58 期待利得 45415.70 絶対ドローダウン 18847.84 最⼤ドローダウン 116361595.72 (77.67%) 相対ドローダウン 77.67% (116361595.72) 総取引数 9527 売りポジション(勝率%4850 (93.77%) 買いポジション(勝率%4677 (91.70%) 勝率(%) 8837 (92.76%) 負率 (%) 690 (7.24%) 最⼤ 勝トレード 1457037.65 敗トレード -7112109.13 平均 勝トレード 133993.97 敗トレード -1089028.02 最⼤ 連勝(⾦額) 248 (38240408.68) 連敗(⾦額) 10 (-24687483.44) 最⼤ 連勝(トレード数) 75272003.27 (108) 連敗(トレード数) -34990817.27 (5) 平均 連勝 42 連敗 3 Graph # 時間 取引種別 注⽂番号 数量 価格 決済逆指値(S/L) 決済指値(T/P) 損益 残⾼ 1 2006.01.04 00:18 buy 1 0.05 1.20088 1.19528 1.20148 2 2006.01.04 00:27 buy 2 0.05 1.20078 1.19518 1.20138 3 2006.01.04 00:30 buy 3 0.05 1.20078 1.19518 1.20138 4 2006.01.04 00:49 t/p 2 0.05 1.20138 1.19518 1.20138 320.64 100320.64 5 2006.01.04 00:49 t/p 3 0.05 1.20138 1.19518 1.20138 320.64 100641.28 6 2006.01.04 00:49 t/p 1 0.05 1.20148 1.19528 1.20148 320.64 100961.92 7 2006.01.04 23:51 buy 4 0.05 1.21218 1.20658 1.21278 8 2006.01.04 23:53 buy 5 0.05 1.21208 1.20648 1.21268 9 2006.01.04 23:55 buy 6 0.05 1.21218 1.20658 1.21278

S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

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Page 1: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 1/509

Strategy Tester ReportOrion

FXDD-MT4 Demo Server (Build 1170)

通貨ペア EURUSD (Euro vs. United States Dollar)

期間 1分⾜(M1) 2006.01.03 08:27 - 2019.08.01 23:59 (2006.01.01 - 2019.08.02)

モデル 全ティック (利⽤可能な最⼩時間枠による最も正確な⽅法)

パラメーター Trade_Mode=3;

テストバー数 4962119 モデルティック数 217198918 モデリング品質 25.00%

不整合チャートエラー 0

初期証拠⾦ 100000.00 スプレッド 現在値 (18)

純益 432675348.34 総利益 1184104684.34 総損失 -751429336.00

プロフィットファクタ 1.58 期待利得 45415.70

絶対ドローダウン 18847.84 最⼤ドローダウン 116361595.72 (77.67%) 相対ドローダウン 77.67% (116361595.72)

総取引数 9527 売りポジション(勝率%) 4850 (93.77%) 買いポジション(勝率%) 4677 (91.70%)

勝率(%) 8837 (92.76%) 負率 (%) 690 (7.24%)

最⼤ 勝トレード 1457037.65 敗トレード -7112109.13

平均 勝トレード 133993.97 敗トレード -1089028.02

最⼤ 連勝(⾦額) 248 (38240408.68) 連敗(⾦額) 10 (-24687483.44)

最⼤ 連勝(トレード数) 75272003.27 (108) 連敗(トレード数) -34990817.27 (5)

平均 連勝 42 連敗 3

Graph# 時間 取引種別 注⽂番号 数量 価格 決済逆指値(S/L) 決済指値(T/P) 損益 残⾼

1 2006.01.04 00:18 buy 1 0.05 1.20088 1.19528 1.20148

2 2006.01.04 00:27 buy 2 0.05 1.20078 1.19518 1.20138

3 2006.01.04 00:30 buy 3 0.05 1.20078 1.19518 1.20138

4 2006.01.04 00:49 t/p 2 0.05 1.20138 1.19518 1.20138 320.64 100320.64

5 2006.01.04 00:49 t/p 3 0.05 1.20138 1.19518 1.20138 320.64 100641.28

6 2006.01.04 00:49 t/p 1 0.05 1.20148 1.19528 1.20148 320.64 100961.92

7 2006.01.04 23:51 buy 4 0.05 1.21218 1.20658 1.21278

8 2006.01.04 23:53 buy 5 0.05 1.21208 1.20648 1.21268

9 2006.01.04 23:55 buy 6 0.05 1.21218 1.20658 1.21278

Page 2: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 2/509

10 2006.01.04 23:56 buy 7 0.05 1.21198 1.20638 1.21258

11 2006.01.04 23:59 buy 8 0.05 1.21208 1.20648 1.21268

12 2006.01.05 13:06 s/l 4 0.05 1.20658 1.20658 1.21278 -3183.87 97778.05

13 2006.01.05 13:06 s/l 6 0.05 1.20658 1.20658 1.21278 -3183.87 94594.19

14 2006.01.05 13:06 close 5 0.05 1.20658 1.20648 1.21268 -3130.43 91463.76

15 2006.01.05 13:06 close 8 0.05 1.20658 1.20648 1.21268 -3130.43 88333.33

16 2006.01.05 13:07 close 7 0.05 1.20690 1.20638 1.21258 -2905.98 85427.35

17 2006.01.09 00:01 buy 9 0.04 1.21488 1.20928 1.21548

18 2006.01.09 00:09 buy 10 0.04 1.21488 1.20928 1.21548

19 2006.01.09 00:17 buy 11 0.04 1.21478 1.20918 1.21538

20 2006.01.09 00:18 buy 12 0.04 1.21478 1.20918 1.21538

21 2006.01.09 00:19 buy 13 0.04 1.21468 1.20908 1.21528

22 2006.01.09 03:00 t/p 13 0.04 1.21528 1.20908 1.21528 256.52 85683.87

23 2006.01.09 03:00 close 12 0.04 1.21528 1.20918 1.21538 213.76 85897.63

24 2006.01.09 03:00 close 11 0.04 1.21528 1.20918 1.21538 213.76 86111.39

25 2006.01.09 03:00 close 10 0.04 1.21528 1.20928 1.21548 171.01 86282.40

26 2006.01.09 03:00 close 9 0.04 1.21528 1.20928 1.21548 171.01 86453.41

27 2006.01.09 14:41 sell 14 0.04 1.20890 1.21450 1.20830

28 2006.01.09 14:42 t/p 14 0.04 1.20830 1.21450 1.20830 256.57 86709.98

29 2006.01.09 15:36 sell 15 0.04 1.20900 1.21460 1.20840

30 2006.01.09 15:40 t/p 15 0.04 1.20840 1.21460 1.20840 256.57 86966.55

31 2006.01.11 22:08 buy 16 0.04 1.21218 1.20658 1.21278

32 2006.01.11 23:38 close 16 0.04 1.21265 1.20658 1.21278 200.94 87167.49

33 2006.01.12 02:38 buy 17 0.04 1.21328 1.20768 1.21388

34 2006.01.12 02:42 buy 18 0.04 1.21338 1.20778 1.21398

35 2006.01.12 02:44 buy 19 0.04 1.21348 1.20788 1.21408

36 2006.01.12 02:47 buy 20 0.04 1.21338 1.20778 1.21398

37 2006.01.12 02:56 t/p 17 0.04 1.21388 1.20768 1.21388 256.51 87424.00

38 2006.01.12 03:06 t/p 18 0.04 1.21398 1.20778 1.21398 256.52 87680.52

39 2006.01.12 03:06 t/p 20 0.04 1.21398 1.20778 1.21398 256.52 87937.04

40 2006.01.12 03:06 t/p 19 0.04 1.21408 1.20788 1.21408 256.52 88193.56

41 2006.01.12 21:54 sell 21 0.04 1.20340 1.20900 1.20280

42 2006.01.12 21:55 sell 22 0.04 1.20380 1.20940 1.20320

43 2006.01.12 21:59 sell 23 0.04 1.20420 1.20980 1.20360

44 2006.01.12 22:04 sell 24 0.04 1.20380 1.20940 1.20320

45 2006.01.12 22:05 sell 25 0.04 1.20400 1.20960 1.20340

46 2006.01.12 22:10 t/p 23 0.04 1.20360 1.20980 1.20360 256.57 88450.13

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2019/9/6 Strategy Tester: Orion

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47 2006.01.12 22:12 t/p 25 0.04 1.20340 1.20960 1.20340 256.57 88706.70

48 2006.01.12 23:25 close 22 0.04 1.20360 1.20940 1.20320 85.53 88792.23

49 2006.01.12 23:35 close 24 0.04 1.20358 1.20940 1.20320 94.08 88886.31

50 2006.01.12 23:52 close 21 0.04 1.20339 1.20900 1.20280 4.28 88890.59

51 2006.01.13 00:06 sell 26 0.04 1.20370 1.20930 1.20310

52 2006.01.13 00:08 sell 27 0.04 1.20380 1.20940 1.20320

53 2006.01.13 00:23 t/p 27 0.04 1.20320 1.20940 1.20320 256.57 89147.16

54 2006.01.13 00:31 t/p 26 0.04 1.20310 1.20930 1.20310 256.56 89403.72

55 2006.01.13 01:17 sell 28 0.04 1.20420 1.20980 1.20360

56 2006.01.13 01:20 sell 29 0.04 1.20430 1.20990 1.20370

57 2006.01.13 01:21 sell 30 0.04 1.20480 1.21040 1.20420

58 2006.01.13 01:22 sell 31 0.04 1.20490 1.21050 1.20430

59 2006.01.13 01:23 sell 32 0.04 1.20510 1.21070 1.20450

60 2006.01.13 01:29 t/p 32 0.04 1.20450 1.21070 1.20450 256.57 89660.29

61 2006.01.13 01:31 t/p 31 0.04 1.20430 1.21050 1.20430 256.57 89916.86

62 2006.01.13 01:31 t/p 30 0.04 1.20420 1.21040 1.20420 256.57 90173.43

63 2006.01.13 01:36 sell 33 0.04 1.20430 1.20990 1.20370

64 2006.01.13 01:49 sell 34 0.04 1.20450 1.21010 1.20390

65 2006.01.13 01:50 sell 35 0.04 1.20450 1.21010 1.20390

66 2006.01.13 02:01 t/p 34 0.04 1.20390 1.21010 1.20390 256.56 90429.99

67 2006.01.13 02:01 t/p 35 0.04 1.20390 1.21010 1.20390 256.56 90686.55

68 2006.01.13 02:07 t/p 29 0.04 1.20370 1.20990 1.20370 256.57 90943.12

69 2006.01.13 02:07 t/p 33 0.04 1.20370 1.20990 1.20370 256.57 91199.69

70 2006.01.13 02:07 t/p 28 0.04 1.20360 1.20980 1.20360 256.57 91456.26

71 2006.01.16 03:22 buy 36 0.04 1.21548 1.20988 1.21608

72 2006.01.16 03:29 buy 37 0.04 1.21508 1.20948 1.21568

73 2006.01.16 03:31 buy 38 0.04 1.21518 1.20958 1.21578

74 2006.01.16 03:36 buy 39 0.04 1.21518 1.20958 1.21578

75 2006.01.16 03:44 buy 40 0.04 1.21528 1.20968 1.21588

76 2006.01.16 04:03 t/p 37 0.04 1.21568 1.20948 1.21568 256.52 91712.78

77 2006.01.16 05:56 close 39 0.04 1.21520 1.20958 1.21578 8.55 91721.33

78 2006.01.16 05:56 close 38 0.04 1.21520 1.20958 1.21578 8.55 91729.88

79 2006.01.16 05:56 close 40 0.04 1.21529 1.20968 1.21588 4.27 91734.15

80 2006.01.16 05:57 close 36 0.04 1.21548 1.20988 1.21608 0.00 91734.15

81 2006.01.23 11:00 buy 41 0.04 1.22268 1.21708 1.22328

82 2006.01.23 11:04 buy 42 0.04 1.22278 1.21718 1.22338

83 2006.01.23 11:07 buy 43 0.04 1.22278 1.21718 1.22338

84 2006.01.23 11:08 t/p 41 0.04 1.22328 1.21708 1.22328 256.52 91990.67

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 4/509

85 2006.01.23 11:08 t/p 42 0.04 1.22338 1.21718 1.22338 256.51 92247.18

86 2006.01.23 11:08 t/p 43 0.04 1.22338 1.21718 1.22338 256.51 92503.69

87 2006.01.23 17:10 buy 44 0.04 1.22688 1.22128 1.22748

88 2006.01.23 17:12 t/p 44 0.04 1.22748 1.22128 1.22748 256.51 92760.20

89 2006.01.24 00:09 buy 45 0.05 1.23008 1.22448 1.23068

90 2006.01.24 00:10 buy 46 0.05 1.23008 1.22448 1.23068

91 2006.01.24 00:12 buy 47 0.05 1.23008 1.22448 1.23068

92 2006.01.24 00:15 buy 48 0.05 1.23018 1.22458 1.23078

93 2006.01.24 00:22 buy 49 0.05 1.22998 1.22438 1.23058

94 2006.01.24 01:04 t/p 45 0.05 1.23068 1.22448 1.23068 320.65 93080.85

95 2006.01.24 01:04 t/p 46 0.05 1.23068 1.22448 1.23068 320.65 93401.50

96 2006.01.24 01:04 t/p 47 0.05 1.23068 1.22448 1.23068 320.65 93722.15

97 2006.01.24 01:04 t/p 49 0.05 1.23058 1.22438 1.23058 320.64 94042.79

98 2006.01.24 01:04 t/p 48 0.05 1.23078 1.22458 1.23078 320.65 94363.44

99 2006.01.24 02:04 buy 50 0.05 1.22938 1.22378 1.22998

100 2006.01.24 02:55 t/p 50 0.05 1.22998 1.22378 1.22998 320.64 94684.08

101 2006.01.27 01:13 sell 51 0.05 1.22110 1.22670 1.22050

102 2006.01.27 01:14 sell 52 0.05 1.22100 1.22660 1.22040

103 2006.01.27 01:16 sell 53 0.05 1.22130 1.22690 1.22070

104 2006.01.27 01:20 sell 54 0.05 1.22110 1.22670 1.22050

105 2006.01.27 01:21 sell 55 0.05 1.22110 1.22670 1.22050

106 2006.01.27 02:47 t/p 53 0.05 1.22070 1.22690 1.22070 320.71 95004.79

107 2006.01.27 02:47 close 52 0.05 1.22068 1.22660 1.22040 171.05 95175.84

108 2006.01.27 02:47 close 51 0.05 1.22068 1.22670 1.22050 224.50 95400.34

109 2006.01.27 02:50 close 54 0.05 1.22073 1.22670 1.22050 197.77 95598.11

110 2006.01.27 02:51 close 55 0.05 1.22073 1.22670 1.22050 197.77 95795.88

111 2006.01.30 02:55 sell 56 0.05 1.21050 1.21610 1.20990

112 2006.01.30 03:00 sell 57 0.05 1.21070 1.21630 1.21010

113 2006.01.30 03:20 t/p 57 0.05 1.21010 1.21630 1.21010 320.71 96116.59

114 2006.01.30 03:21 t/p 56 0.05 1.20990 1.21610 1.20990 320.71 96437.30

115 2006.01.31 21:16 buy 58 0.05 1.21578 1.21018 1.21638

116 2006.01.31 21:18 t/p 58 0.05 1.21638 1.21018 1.21638 320.64 96757.94

117 2006.01.31 21:21 buy 59 0.05 1.21558 1.20998 1.21618

118 2006.01.31 21:22 buy 60 0.05 1.21548 1.20988 1.21608

119 2006.01.31 21:35 close 59 0.05 1.21220 1.20998 1.21618 -1806.27 94951.67

120 2006.01.31 21:36 close 60 0.05 1.21270 1.20988 1.21608 -1485.63 93466.04

121 2006.02.01 23:57 sell 61 0.05 1.20650 1.21210 1.20590

Page 5: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 5/509

122 2006.02.02 00:33 t/p 61 0.05 1.20590 1.21210 1.20590 425.16 93891.21

123 2006.02.02 01:46 sell 62 0.05 1.20670 1.21230 1.20610

124 2006.02.02 01:47 sell 63 0.05 1.20680 1.21240 1.20620

125 2006.02.02 01:48 sell 64 0.05 1.20670 1.21230 1.20610

126 2006.02.02 02:06 sell 65 0.05 1.20670 1.21230 1.20610

127 2006.02.02 02:09 sell 66 0.05 1.20670 1.21230 1.20610

128 2006.02.02 03:15 t/p 63 0.05 1.20620 1.21240 1.20620 320.71 94211.92

129 2006.02.02 03:16 close 62 0.05 1.20630 1.21230 1.20610 213.81 94425.73

130 2006.02.02 03:18 close 64 0.05 1.20645 1.21230 1.20610 133.63 94559.36

131 2006.02.02 03:38 close 65 0.05 1.20668 1.21230 1.20610 10.69 94570.05

132 2006.02.02 03:44 close 66 0.05 1.20668 1.21230 1.20610 10.69 94580.74

133 2006.02.06 12:32 sell 67 0.05 1.19980 1.20540 1.19920

134 2006.02.06 12:36 sell 68 0.05 1.19970 1.20530 1.19910

135 2006.02.06 12:41 sell 69 0.05 1.19990 1.20550 1.19930

136 2006.02.06 12:45 sell 70 0.05 1.19990 1.20550 1.19930

137 2006.02.06 12:52 t/p 69 0.05 1.19930 1.20550 1.19930 320.70 94901.44

138 2006.02.06 12:52 t/p 70 0.05 1.19930 1.20550 1.19930 320.70 95222.14

139 2006.02.06 12:52 t/p 67 0.05 1.19920 1.20540 1.19920 320.70 95542.84

140 2006.02.06 12:52 t/p 68 0.05 1.19910 1.20530 1.19910 320.70 95863.54

141 2006.02.06 14:59 sell 71 0.05 1.19860 1.20420 1.19800

142 2006.02.06 15:16 t/p 71 0.05 1.19800 1.20420 1.19800 320.70 96184.24

143 2006.02.23 15:35 buy 72 0.05 1.19478 1.18918 1.19538

144 2006.02.23 15:36 buy 73 0.05 1.19438 1.18878 1.19498

145 2006.02.23 15:39 buy 74 0.05 1.19468 1.18908 1.19528

146 2006.02.23 15:40 buy 75 0.05 1.19478 1.18918 1.19538

147 2006.02.23 15:46 t/p 73 0.05 1.19498 1.18878 1.19498 320.63 96504.87

148 2006.02.23 15:48 t/p 74 0.05 1.19528 1.18908 1.19528 320.63 96825.50

149 2006.02.23 15:55 t/p 72 0.05 1.19538 1.18918 1.19538 320.64 97146.14

150 2006.02.23 15:55 t/p 75 0.05 1.19538 1.18918 1.19538 320.64 97466.78

151 2006.02.27 03:59 sell 76 0.05 1.18560 1.19120 1.18500

152 2006.02.27 06:45 close 76 0.05 1.18748 1.19120 1.18500 -1004.87 96461.91

153 2006.02.28 21:59 buy 77 0.05 1.19228 1.18668 1.19288

154 2006.02.28 22:00 buy 78 0.05 1.19228 1.18668 1.19288

155 2006.02.28 22:08 buy 79 0.05 1.19238 1.18678 1.19298

156 2006.02.28 22:14 buy 80 0.05 1.19238 1.18678 1.19298

157 2006.02.28 22:15 buy 81 0.05 1.19228 1.18668 1.19288

158 2006.03.01 00:20 t/p 77 0.05 1.19288 1.18668 1.19288 256.89 96718.79

159 2006.03.01 00:20 t/p 78 0.05 1.19288 1.18668 1.19288 256.89 96975.68

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2019/9/6 Strategy Tester: Orion

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160 2006.03.01 00:20 t/p 81 0.05 1.19288 1.18668 1.19288 256.89 97232.57

161 2006.03.01 00:21 close 80 0.05 1.19283 1.18678 1.19298 176.73 97409.30

162 2006.03.01 00:21 close 79 0.05 1.19283 1.18678 1.19298 176.73 97586.02

163 2006.03.03 00:42 buy 82 0.05 1.20338 1.19778 1.20398

164 2006.03.03 01:30 t/p 82 0.05 1.20398 1.19778 1.20398 320.63 97906.65

165 2006.03.03 02:33 buy 83 0.05 1.20308 1.19748 1.20368

166 2006.03.03 02:38 buy 84 0.05 1.20288 1.19728 1.20348

167 2006.03.03 02:42 buy 85 0.05 1.20288 1.19728 1.20348

168 2006.03.03 02:43 buy 86 0.05 1.20268 1.19708 1.20328

169 2006.03.03 02:44 buy 87 0.05 1.20258 1.19698 1.20318

170 2006.03.03 15:32 t/p 87 0.05 1.20318 1.19698 1.20318 320.63 98227.28

171 2006.03.03 15:32 close 85 0.05 1.20320 1.19728 1.20348 171.01 98398.29

172 2006.03.03 15:32 close 84 0.05 1.20320 1.19728 1.20348 171.01 98569.30

173 2006.03.03 15:32 close 83 0.05 1.20320 1.19748 1.20368 64.13 98633.43

174 2006.03.03 15:33 t/p 86 0.05 1.20328 1.19708 1.20328 320.63 98954.06

175 2006.03.07 14:42 sell 88 0.05 1.19160 1.19720 1.19100

176 2006.03.07 15:12 t/p 88 0.05 1.19100 1.19720 1.19100 320.71 99274.77

177 2006.03.07 22:00 sell 89 0.05 1.18870 1.19430 1.18810

178 2006.03.07 22:05 sell 90 0.05 1.18860 1.19420 1.18800

179 2006.03.07 22:43 t/p 89 0.05 1.18810 1.19430 1.18810 320.71 99595.48

180 2006.03.07 22:44 t/p 90 0.05 1.18800 1.19420 1.18800 320.71 99916.19

181 2006.03.08 00:14 sell 91 0.05 1.18880 1.19440 1.18820

182 2006.03.08 01:08 sell 92 0.05 1.18910 1.19470 1.18850

183 2006.03.08 01:11 sell 93 0.05 1.18910 1.19470 1.18850

184 2006.03.08 01:15 sell 94 0.05 1.18920 1.19480 1.18860

185 2006.03.08 01:19 sell 95 0.05 1.18910 1.19470 1.18850

186 2006.03.08 02:16 t/p 94 0.05 1.18860 1.19480 1.18860 320.70 100236.89

187 2006.03.08 02:16 close 91 0.05 1.18859 1.19440 1.18820 112.25 100349.14

188 2006.03.08 02:16 t/p 92 0.05 1.18850 1.19470 1.18850 320.70 100669.84

189 2006.03.08 02:16 t/p 93 0.05 1.18850 1.19470 1.18850 320.70 100990.54

190 2006.03.08 02:16 t/p 95 0.05 1.18850 1.19470 1.18850 320.70 101311.24

191 2006.03.14 22:54 buy 96 0.05 1.20158 1.19598 1.20218

192 2006.03.14 22:55 buy 97 0.05 1.20168 1.19608 1.20228

193 2006.03.14 22:59 buy 98 0.05 1.20168 1.19608 1.20228

194 2006.03.14 23:01 buy 99 0.05 1.20148 1.19588 1.20208

195 2006.03.14 23:04 buy 100 0.05 1.20158 1.19598 1.20218

196 2006.03.15 01:30 t/p 99 0.05 1.20208 1.19588 1.20208 256.89 101568.13

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 7/509

197 2006.03.15 01:30 close 98 0.05 1.20210 1.19608 1.20228 160.70 101728.83

198 2006.03.15 01:30 close 97 0.05 1.20210 1.19608 1.20228 160.70 101889.53

199 2006.03.15 01:31 close 100 0.05 1.20190 1.19598 1.20218 107.26 101996.79

200 2006.03.15 01:31 close 96 0.05 1.20190 1.19598 1.20218 107.26 102104.04

201 2006.03.15 02:04 buy 101 0.05 1.20138 1.19578 1.20198

202 2006.03.15 02:25 t/p 101 0.05 1.20198 1.19578 1.20198 320.63 102424.67

203 2006.03.15 03:08 buy 102 0.05 1.20118 1.19558 1.20178

204 2006.03.15 03:18 t/p 102 0.05 1.20178 1.19558 1.20178 320.63 102745.30

205 2006.03.16 02:25 buy 103 0.05 1.20648 1.20088 1.20708

206 2006.03.16 02:27 buy 104 0.05 1.20648 1.20088 1.20708

207 2006.03.16 02:29 buy 105 0.05 1.20638 1.20078 1.20698

208 2006.03.16 02:30 buy 106 0.05 1.20638 1.20078 1.20698

209 2006.03.16 02:33 buy 107 0.05 1.20628 1.20068 1.20688

210 2006.03.16 11:21 t/p 107 0.05 1.20688 1.20068 1.20688 320.62 103065.92

211 2006.03.16 11:21 close 104 0.05 1.20690 1.20088 1.20708 224.44 103290.36

212 2006.03.16 11:21 close 103 0.05 1.20690 1.20088 1.20708 224.44 103514.80

213 2006.03.16 11:22 close 106 0.05 1.20680 1.20078 1.20698 224.44 103739.24

214 2006.03.16 11:22 close 105 0.05 1.20680 1.20078 1.20698 224.44 103963.68

215 2006.03.17 00:33 buy 108 0.05 1.21708 1.21148 1.21768

216 2006.03.17 00:35 buy 109 0.05 1.21688 1.21128 1.21748

217 2006.03.17 00:39 buy 110 0.05 1.21698 1.21138 1.21758

218 2006.03.17 01:11 buy 111 0.05 1.21738 1.21178 1.21798

219 2006.03.17 01:13 buy 112 0.05 1.21708 1.21148 1.21768

220 2006.03.17 02:04 t/p 109 0.05 1.21748 1.21128 1.21748 320.63 104284.31

221 2006.03.17 02:04 close 108 0.05 1.21750 1.21148 1.21768 224.44 104508.75

222 2006.03.17 02:08 t/p 110 0.05 1.21758 1.21138 1.21758 320.63 104829.38

223 2006.03.17 02:30 t/p 112 0.05 1.21768 1.21148 1.21768 320.63 105150.01

224 2006.03.17 02:38 t/p 111 0.05 1.21798 1.21178 1.21798 320.63 105470.64

225 2006.03.17 03:34 buy 113 0.05 1.21728 1.21168 1.21788

226 2006.03.17 04:19 buy 114 0.05 1.21728 1.21168 1.21788

227 2006.03.17 04:27 buy 115 0.05 1.21708 1.21148 1.21768

228 2006.03.17 04:29 buy 116 0.05 1.21698 1.21138 1.21758

229 2006.03.17 04:31 buy 117 0.05 1.21628 1.21068 1.21688

230 2006.03.17 05:14 t/p 117 0.05 1.21688 1.21068 1.21688 320.62 105791.26

231 2006.03.17 05:57 close 115 0.05 1.21715 1.21148 1.21768 37.41 105828.67

232 2006.03.17 05:58 close 114 0.05 1.21728 1.21168 1.21788 0.00 105828.67

233 2006.03.17 05:58 close 113 0.05 1.21728 1.21168 1.21788 0.00 105828.67

234 2006.03.17 06:00 close 116 0.05 1.21710 1.21138 1.21758 64.13 105892.80

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 8/509

235 2006.03.21 22:00 sell 118 0.05 1.21000 1.21560 1.20940

236 2006.03.21 22:20 t/p 118 0.05 1.20940 1.21560 1.20940 320.70 106213.50

237 2006.03.22 00:09 sell 119 0.05 1.20950 1.21510 1.20890

238 2006.03.22 00:10 sell 120 0.05 1.20960 1.21520 1.20900

239 2006.03.22 00:12 sell 121 0.05 1.20960 1.21520 1.20900

240 2006.03.22 00:14 sell 122 0.05 1.20970 1.21530 1.20910

241 2006.03.22 00:26 sell 123 0.05 1.20960 1.21520 1.20900

242 2006.03.22 03:05 t/p 122 0.05 1.20910 1.21530 1.20910 320.70 106534.20

243 2006.03.22 03:05 close 119 0.05 1.20909 1.21510 1.20890 219.15 106753.35

244 2006.03.22 03:05 close 123 0.05 1.20912 1.21520 1.20900 256.56 107009.91

245 2006.03.22 03:05 close 121 0.05 1.20912 1.21520 1.20900 256.56 107266.47

246 2006.03.22 03:05 close 120 0.05 1.20912 1.21520 1.20900 256.56 107523.03

247 2006.03.23 23:00 sell 124 0.05 1.19730 1.20290 1.19670

248 2006.03.24 00:12 sell 125 0.05 1.19740 1.20300 1.19680

249 2006.03.24 00:13 sell 126 0.05 1.19730 1.20290 1.19670

250 2006.03.24 00:17 sell 127 0.05 1.19730 1.20290 1.19670

251 2006.03.24 00:20 sell 128 0.05 1.19730 1.20290 1.19670

252 2006.03.24 01:07 t/p 125 0.05 1.19680 1.20300 1.19680 320.70 107843.73

253 2006.03.24 01:07 t/p 124 0.05 1.19670 1.20290 1.19670 355.52 108199.25

254 2006.03.24 01:07 t/p 126 0.05 1.19670 1.20290 1.19670 320.70 108519.95

255 2006.03.24 01:07 t/p 127 0.05 1.19670 1.20290 1.19670 320.70 108840.65

256 2006.03.24 01:07 t/p 128 0.05 1.19670 1.20290 1.19670 320.70 109161.35

257 2006.03.27 00:53 buy 129 0.05 1.20318 1.19758 1.20378

258 2006.03.27 00:54 buy 130 0.05 1.20288 1.19728 1.20348

259 2006.03.27 00:57 buy 131 0.05 1.20278 1.19718 1.20338

260 2006.03.27 00:58 buy 132 0.05 1.20278 1.19718 1.20338

261 2006.03.27 01:10 t/p 131 0.05 1.20338 1.19718 1.20338 320.64 109481.99

262 2006.03.27 01:10 t/p 132 0.05 1.20338 1.19718 1.20338 320.64 109802.63

263 2006.03.27 01:13 t/p 130 0.05 1.20348 1.19728 1.20348 320.64 110123.27

264 2006.03.27 01:49 buy 133 0.05 1.20308 1.19748 1.20368

265 2006.03.27 02:23 buy 134 0.05 1.20308 1.19748 1.20368

266 2006.03.27 02:24 buy 135 0.05 1.20308 1.19748 1.20368

267 2006.03.27 02:24 close 129 0.05 1.20319 1.19758 1.20378 5.35 110128.62

268 2006.03.27 02:26 t/p 133 0.05 1.20368 1.19748 1.20368 320.64 110449.26

269 2006.03.27 02:26 t/p 134 0.05 1.20368 1.19748 1.20368 320.64 110769.90

270 2006.03.27 02:26 t/p 135 0.05 1.20368 1.19748 1.20368 320.64 111090.54

271 2006.03.27 03:40 buy 136 0.05 1.20298 1.19738 1.20358

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 9/509

272 2006.03.27 03:41 buy 137 0.05 1.20258 1.19698 1.20318

273 2006.03.27 03:42 buy 138 0.05 1.20238 1.19678 1.20298

274 2006.03.27 03:45 buy 139 0.05 1.20258 1.19698 1.20318

275 2006.03.27 03:46 buy 140 0.05 1.20248 1.19688 1.20308

276 2006.03.27 04:30 t/p 138 0.05 1.20298 1.19678 1.20298 320.64 111411.18

277 2006.03.27 04:30 t/p 140 0.05 1.20308 1.19688 1.20308 320.64 111731.82

278 2006.03.27 04:32 t/p 137 0.05 1.20318 1.19698 1.20318 320.64 112052.46

279 2006.03.27 04:32 t/p 139 0.05 1.20318 1.19698 1.20318 320.64 112373.10

280 2006.03.27 04:33 t/p 136 0.05 1.20358 1.19738 1.20358 320.64 112693.74

281 2006.03.28 16:31 buy 141 0.05 1.20818 1.20258 1.20878

282 2006.03.28 16:33 t/p 141 0.05 1.20878 1.20258 1.20878 320.64 113014.38

283 2006.03.28 17:01 buy 142 0.05 1.20748 1.20188 1.20808

284 2006.03.28 17:03 t/p 142 0.05 1.20808 1.20188 1.20808 320.64 113335.02

285 2006.03.28 17:04 buy 143 0.06 1.20778 1.20218 1.20838

286 2006.03.28 17:07 buy 144 0.06 1.20788 1.20228 1.20848

287 2006.03.28 17:08 buy 145 0.06 1.20758 1.20198 1.20818

288 2006.03.28 17:09 buy 146 0.06 1.20708 1.20148 1.20768

289 2006.03.28 17:10 buy 147 0.06 1.20698 1.20138 1.20758

290 2006.03.28 18:34 t/p 147 0.06 1.20758 1.20138 1.20758 384.77 113719.79

291 2006.03.28 18:34 t/p 146 0.06 1.20768 1.20148 1.20768 384.77 114104.56

292 2006.03.28 18:34 close 143 0.06 1.20780 1.20218 1.20838 12.82 114117.38

293 2006.03.28 18:37 close 144 0.06 1.20790 1.20228 1.20848 12.82 114130.20

294 2006.03.28 18:38 close 145 0.06 1.20808 1.20198 1.20818 320.64 114450.84

295 2006.03.30 19:45 buy 148 0.06 1.21218 1.20658 1.21278

296 2006.03.30 19:46 buy 149 0.06 1.21198 1.20638 1.21258

297 2006.03.30 20:00 buy 150 0.06 1.21238 1.20678 1.21298

298 2006.03.30 20:02 t/p 149 0.06 1.21258 1.20638 1.21258 384.77 114835.61

299 2006.03.30 20:15 t/p 148 0.06 1.21278 1.20658 1.21278 384.78 115220.39

300 2006.03.30 20:20 t/p 150 0.06 1.21298 1.20678 1.21298 384.77 115605.16

301 2006.03.31 02:13 buy 151 0.06 1.21608 1.21048 1.21668

302 2006.03.31 02:14 buy 152 0.06 1.21568 1.21008 1.21628

303 2006.03.31 02:16 buy 153 0.06 1.21568 1.21008 1.21628

304 2006.03.31 02:21 buy 154 0.06 1.21588 1.21028 1.21648

305 2006.03.31 02:23 buy 155 0.06 1.21588 1.21028 1.21648

306 2006.03.31 02:57 t/p 152 0.06 1.21628 1.21008 1.21628 384.78 115989.94

307 2006.03.31 02:57 t/p 153 0.06 1.21628 1.21008 1.21628 384.78 116374.72

308 2006.03.31 02:58 t/p 154 0.06 1.21648 1.21028 1.21648 384.77 116759.49

309 2006.03.31 02:58 t/p 155 0.06 1.21648 1.21028 1.21648 384.77 117144.26

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 10/509

310 2006.03.31 03:10 t/p 151 0.06 1.21668 1.21048 1.21668 384.77 117529.03

311 2006.04.03 12:00 sell 156 0.06 1.20610 1.21170 1.20550

312 2006.04.03 12:01 sell 157 0.06 1.20620 1.21180 1.20560

313 2006.04.03 12:02 sell 158 0.06 1.20660 1.21220 1.20600

314 2006.04.03 12:06 sell 159 0.06 1.20630 1.21190 1.20570

315 2006.04.03 12:10 t/p 158 0.06 1.20600 1.21220 1.20600 384.86 117913.89

316 2006.04.03 12:11 t/p 159 0.06 1.20570 1.21190 1.20570 384.85 118298.74

317 2006.04.03 12:11 t/p 157 0.06 1.20560 1.21180 1.20560 384.86 118683.60

318 2006.04.03 12:17 t/p 156 0.06 1.20550 1.21170 1.20550 384.86 119068.46

319 2006.04.03 12:58 sell 160 0.06 1.20590 1.21150 1.20530

320 2006.04.03 14:44 close 160 0.06 1.20588 1.21150 1.20530 12.83 119081.29

321 2006.04.04 00:04 buy 161 0.06 1.21408 1.20848 1.21468

322 2006.04.04 00:13 buy 162 0.06 1.21358 1.20798 1.21418

323 2006.04.04 00:24 buy 163 0.06 1.21378 1.20818 1.21438

324 2006.04.04 00:27 buy 164 0.06 1.21368 1.20808 1.21428

325 2006.04.04 00:28 buy 165 0.06 1.21358 1.20798 1.21418

326 2006.04.04 02:08 t/p 162 0.06 1.21418 1.20798 1.21418 384.78 119466.07

327 2006.04.04 02:08 t/p 165 0.06 1.21418 1.20798 1.21418 384.78 119850.85

328 2006.04.04 02:08 close 164 0.06 1.21418 1.20808 1.21428 320.65 120171.50

329 2006.04.04 02:08 close 163 0.06 1.21418 1.20818 1.21438 256.52 120428.02

330 2006.04.04 02:08 close 161 0.06 1.21418 1.20848 1.21468 64.13 120492.15

331 2006.04.04 03:14 buy 166 0.06 1.21348 1.20788 1.21408

332 2006.04.04 03:20 buy 167 0.06 1.21338 1.20778 1.21398

333 2006.04.04 03:21 buy 168 0.06 1.21328 1.20768 1.21388

334 2006.04.04 03:22 buy 169 0.06 1.21328 1.20768 1.21388

335 2006.04.04 03:24 buy 170 0.06 1.21338 1.20778 1.21398

336 2006.04.04 03:28 t/p 168 0.06 1.21388 1.20768 1.21388 384.77 120876.92

337 2006.04.04 03:28 t/p 169 0.06 1.21388 1.20768 1.21388 384.77 121261.69

338 2006.04.04 03:37 buy 171 0.06 1.21348 1.20788 1.21408

339 2006.04.04 03:41 buy 172 0.06 1.21338 1.20778 1.21398

340 2006.04.04 05:04 t/p 167 0.06 1.21398 1.20778 1.21398 384.77 121646.46

341 2006.04.04 05:04 t/p 170 0.06 1.21398 1.20778 1.21398 384.77 122031.23

342 2006.04.04 05:04 t/p 172 0.06 1.21398 1.20778 1.21398 384.77 122416.00

343 2006.04.04 05:04 t/p 166 0.06 1.21408 1.20788 1.21408 384.77 122800.77

344 2006.04.04 05:04 t/p 171 0.06 1.21408 1.20788 1.21408 384.77 123185.54

345 2006.04.04 19:12 buy 173 0.06 1.22488 1.21928 1.22548

346 2006.04.04 19:33 t/p 173 0.06 1.22548 1.21928 1.22548 384.77 123570.31

Page 11: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 11/509

347 2006.04.05 00:05 buy 174 0.06 1.22568 1.22008 1.22628

348 2006.04.05 00:08 buy 175 0.06 1.22558 1.21998 1.22618

349 2006.04.05 00:10 buy 176 0.06 1.22558 1.21998 1.22618

350 2006.04.05 00:14 buy 177 0.06 1.22558 1.21998 1.22618

351 2006.04.05 00:19 buy 178 0.06 1.22558 1.21998 1.22618

352 2006.04.05 01:12 t/p 175 0.06 1.22618 1.21998 1.22618 384.77 123955.08

353 2006.04.05 01:12 t/p 176 0.06 1.22618 1.21998 1.22618 384.77 124339.85

354 2006.04.05 01:12 t/p 177 0.06 1.22618 1.21998 1.22618 384.77 124724.62

355 2006.04.05 01:12 t/p 178 0.06 1.22618 1.21998 1.22618 384.77 125109.39

356 2006.04.05 01:16 t/p 174 0.06 1.22628 1.22008 1.22628 384.78 125494.17

357 2006.04.05 02:12 buy 179 0.06 1.22578 1.22018 1.22638

358 2006.04.05 02:13 buy 180 0.06 1.22568 1.22008 1.22628

359 2006.04.05 02:22 buy 181 0.06 1.22548 1.21988 1.22608

360 2006.04.05 02:28 buy 182 0.06 1.22548 1.21988 1.22608

361 2006.04.05 02:29 buy 183 0.06 1.22538 1.21978 1.22598

362 2006.04.05 04:22 t/p 183 0.06 1.22598 1.21978 1.22598 384.77 125878.94

363 2006.04.05 04:22 close 180 0.06 1.22601 1.22008 1.22628 211.63 126090.57

364 2006.04.05 04:22 close 179 0.06 1.22601 1.22018 1.22638 147.50 126238.07

365 2006.04.05 04:22 t/p 181 0.06 1.22608 1.21988 1.22608 384.77 126622.84

366 2006.04.05 04:22 t/p 182 0.06 1.22608 1.21988 1.22608 384.77 127007.61

367 2006.04.06 21:59 sell 184 0.06 1.22270 1.22830 1.22210

368 2006.04.06 22:00 sell 185 0.06 1.22280 1.22840 1.22220

369 2006.04.06 22:01 sell 186 0.06 1.22300 1.22860 1.22240

370 2006.04.06 22:03 sell 187 0.06 1.22300 1.22860 1.22240

371 2006.04.06 22:08 sell 188 0.06 1.22270 1.22830 1.22210

372 2006.04.07 00:24 t/p 186 0.06 1.22240 1.22860 1.22240 426.63 127434.24

373 2006.04.07 00:24 t/p 187 0.06 1.22240 1.22860 1.22240 426.63 127860.87

374 2006.04.07 00:24 close 188 0.06 1.22238 1.22830 1.22210 247.03 128107.90

375 2006.04.07 00:24 close 185 0.06 1.22238 1.22840 1.22220 311.18 128419.08

376 2006.04.07 00:24 close 184 0.06 1.22238 1.22830 1.22210 247.03 128666.11

377 2006.04.10 01:13 sell 189 0.06 1.21090 1.21650 1.21030

378 2006.04.10 01:16 sell 190 0.06 1.21100 1.21660 1.21040

379 2006.04.10 02:00 sell 191 0.06 1.21090 1.21650 1.21030

380 2006.04.10 02:43 close 189 0.06 1.21060 1.21650 1.21030 192.43 128858.54

381 2006.04.10 02:46 close 190 0.06 1.21073 1.21660 1.21040 173.18 129031.72

382 2006.04.10 02:51 t/p 191 0.06 1.21030 1.21650 1.21030 384.85 129416.57

383 2006.04.10 03:21 sell 192 0.06 1.21070 1.21630 1.21010

384 2006.04.10 03:22 sell 193 0.06 1.21100 1.21660 1.21040

Page 12: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 12/509

385 2006.04.10 03:23 sell 194 0.06 1.21130 1.21690 1.21070

386 2006.04.10 03:27 sell 195 0.06 1.21130 1.21690 1.21070

387 2006.04.10 03:32 sell 196 0.06 1.21150 1.21710 1.21090

388 2006.04.10 04:02 t/p 196 0.06 1.21090 1.21710 1.21090 384.86 129801.43

389 2006.04.10 04:19 t/p 194 0.06 1.21070 1.21690 1.21070 384.85 130186.28

390 2006.04.10 04:19 t/p 195 0.06 1.21070 1.21690 1.21070 384.85 130571.13

391 2006.04.10 04:44 t/p 193 0.06 1.21040 1.21660 1.21040 384.85 130955.98

392 2006.04.10 05:05 close 192 0.06 1.21070 1.21630 1.21010 0.00 130955.98

393 2006.04.17 21:39 buy 197 0.06 1.22688 1.22128 1.22748

394 2006.04.17 21:41 buy 198 0.06 1.22658 1.22098 1.22718

395 2006.04.17 21:42 buy 199 0.06 1.22648 1.22088 1.22708

396 2006.04.17 21:47 buy 200 0.06 1.22648 1.22088 1.22708

397 2006.04.17 21:49 buy 201 0.06 1.22658 1.22098 1.22718

398 2006.04.18 04:17 t/p 199 0.06 1.22708 1.22088 1.22708 308.28 131264.26

399 2006.04.18 04:17 t/p 200 0.06 1.22708 1.22088 1.22708 308.28 131572.54

400 2006.04.18 04:17 close 197 0.06 1.22710 1.22128 1.22748 64.59 131637.13

401 2006.04.18 04:17 close 201 0.06 1.22706 1.22098 1.22718 231.33 131868.46

402 2006.04.18 04:17 close 198 0.06 1.22706 1.22098 1.22718 231.33 132099.79

403 2006.04.19 02:38 buy 202 0.06 1.23518 1.22958 1.23578

404 2006.04.19 02:39 buy 203 0.06 1.23518 1.22958 1.23578

405 2006.04.19 02:48 t/p 202 0.06 1.23578 1.22958 1.23578 384.77 132484.56

406 2006.04.19 02:48 t/p 203 0.06 1.23578 1.22958 1.23578 384.77 132869.33

407 2006.04.19 04:39 buy 204 0.06 1.23488 1.22928 1.23548

408 2006.04.19 04:41 buy 205 0.06 1.23498 1.22938 1.23558

409 2006.04.19 04:42 buy 206 0.06 1.23508 1.22948 1.23568

410 2006.04.19 05:00 t/p 204 0.06 1.23548 1.22928 1.23548 384.77 133254.10

411 2006.04.19 05:01 t/p 205 0.06 1.23558 1.22938 1.23558 384.78 133638.88

412 2006.04.19 07:41 close 206 0.06 1.23512 1.22948 1.23568 25.65 133664.53

413 2006.04.24 03:26 buy 207 0.06 1.23618 1.23058 1.23678

414 2006.04.24 03:30 buy 208 0.06 1.23598 1.23038 1.23658

415 2006.04.24 06:35 close 207 0.06 1.23400 1.23058 1.23678 -1398.01 132266.52

416 2006.04.24 06:36 close 208 0.06 1.23400 1.23038 1.23658 -1269.75 130996.77

417 2006.04.27 23:22 buy 209 0.06 1.25308 1.24748 1.25368

418 2006.04.27 23:25 buy 210 0.06 1.25298 1.24738 1.25358

419 2006.04.27 23:34 buy 211 0.06 1.25298 1.24738 1.25358

420 2006.04.27 23:36 buy 212 0.06 1.25288 1.24728 1.25348

421 2006.04.27 23:41 t/p 212 0.06 1.25348 1.24728 1.25348 384.76 131381.53

Page 13: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 13/509

422 2006.04.27 23:50 t/p 210 0.06 1.25358 1.24738 1.25358 384.76 131766.29

423 2006.04.27 23:50 t/p 211 0.06 1.25358 1.24738 1.25358 384.76 132151.05

424 2006.04.28 00:29 t/p 209 0.06 1.25368 1.24748 1.25368 308.27 132459.32

425 2006.04.28 01:11 buy 213 0.06 1.25248 1.24688 1.25308

426 2006.04.28 01:12 buy 214 0.06 1.25268 1.24708 1.25328

427 2006.04.28 01:21 t/p 213 0.06 1.25308 1.24688 1.25308 384.77 132844.09

428 2006.04.28 01:32 t/p 214 0.06 1.25328 1.24708 1.25328 384.76 133228.85

429 2006.04.28 04:28 buy 215 0.06 1.25298 1.24738 1.25358

430 2006.04.28 04:31 buy 216 0.06 1.25278 1.24718 1.25338

431 2006.04.28 04:32 buy 217 0.06 1.25288 1.24728 1.25348

432 2006.04.28 04:35 buy 218 0.06 1.25298 1.24738 1.25358

433 2006.04.28 04:37 buy 219 0.06 1.25298 1.24738 1.25358

434 2006.04.28 09:23 t/p 216 0.06 1.25338 1.24718 1.25338 384.76 133613.61

435 2006.04.28 09:23 close 219 0.06 1.25342 1.24738 1.25358 282.16 133895.77

436 2006.04.28 09:23 close 218 0.06 1.25342 1.24738 1.25358 282.16 134177.93

437 2006.04.28 09:23 close 215 0.06 1.25342 1.24738 1.25358 282.16 134460.09

438 2006.04.28 09:23 t/p 217 0.06 1.25348 1.24728 1.25348 384.76 134844.85

439 2006.05.01 02:21 buy 220 0.07 1.26188 1.25628 1.26248

440 2006.05.01 02:22 buy 221 0.07 1.26178 1.25618 1.26238

441 2006.05.01 02:31 buy 222 0.07 1.26178 1.25618 1.26238

442 2006.05.01 02:32 buy 223 0.07 1.26168 1.25608 1.26228

443 2006.05.01 02:37 buy 224 0.07 1.26168 1.25608 1.26228

444 2006.05.01 05:16 t/p 223 0.07 1.26228 1.25608 1.26228 448.88 135293.73

445 2006.05.01 05:16 t/p 224 0.07 1.26228 1.25608 1.26228 448.88 135742.61

446 2006.05.01 05:16 close 220 0.07 1.26230 1.25628 1.26248 314.23 136056.84

447 2006.05.01 05:17 close 222 0.07 1.26227 1.25618 1.26238 366.59 136423.43

448 2006.05.01 05:17 close 221 0.07 1.26227 1.25618 1.26238 366.59 136790.02

449 2006.05.04 23:34 buy 225 0.07 1.27028 1.26468 1.27088

450 2006.05.04 23:36 buy 226 0.07 1.27028 1.26468 1.27088

451 2006.05.04 23:38 buy 227 0.07 1.27028 1.26468 1.27088

452 2006.05.04 23:40 buy 228 0.07 1.27028 1.26468 1.27088

453 2006.05.04 23:42 buy 229 0.07 1.26998 1.26438 1.27058

454 2006.05.05 01:23 t/p 229 0.07 1.27058 1.26438 1.27058 359.64 137149.66

455 2006.05.05 01:23 close 228 0.07 1.27060 1.26468 1.27088 150.17 137299.83

456 2006.05.05 01:23 close 227 0.07 1.27060 1.26468 1.27088 150.17 137450.00

457 2006.05.05 01:23 close 226 0.07 1.27060 1.26468 1.27088 150.17 137600.17

458 2006.05.05 01:23 close 225 0.07 1.27060 1.26468 1.27088 150.17 137750.34

459 2006.05.05 01:54 buy 230 0.07 1.26948 1.26388 1.27008

Page 14: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 14/509

460 2006.05.05 01:55 buy 231 0.07 1.26938 1.26378 1.26998

461 2006.05.05 02:04 t/p 231 0.07 1.26998 1.26378 1.26998 448.89 138199.23

462 2006.05.05 02:06 t/p 230 0.07 1.27008 1.26388 1.27008 448.89 138648.12

463 2006.05.05 03:00 buy 232 0.07 1.26968 1.26408 1.27028

464 2006.05.05 03:02 buy 233 0.07 1.26948 1.26388 1.27008

465 2006.05.05 03:04 buy 234 0.07 1.26958 1.26398 1.27018

466 2006.05.05 03:06 buy 235 0.07 1.26958 1.26398 1.27018

467 2006.05.05 03:08 buy 236 0.07 1.26958 1.26398 1.27018

468 2006.05.05 07:43 t/p 233 0.07 1.27008 1.26388 1.27008 448.89 139097.01

469 2006.05.05 07:43 close 232 0.07 1.27010 1.26408 1.27028 314.22 139411.23

470 2006.05.05 07:44 t/p 234 0.07 1.27018 1.26398 1.27018 448.89 139860.12

471 2006.05.05 07:44 t/p 235 0.07 1.27018 1.26398 1.27018 448.89 140309.01

472 2006.05.05 07:44 t/p 236 0.07 1.27018 1.26398 1.27018 448.89 140757.90

473 2006.05.09 22:19 buy 237 0.07 1.27528 1.26968 1.27588

474 2006.05.09 22:20 buy 238 0.07 1.27528 1.26968 1.27588

475 2006.05.09 22:23 buy 239 0.07 1.27528 1.26968 1.27588

476 2006.05.09 22:28 buy 240 0.07 1.27528 1.26968 1.27588

477 2006.05.09 22:58 buy 241 0.07 1.27518 1.26958 1.27578

478 2006.05.09 23:44 t/p 241 0.07 1.27578 1.26958 1.27578 448.89 141206.79

479 2006.05.09 23:44 t/p 237 0.07 1.27588 1.26968 1.27588 448.90 141655.69

480 2006.05.09 23:44 t/p 238 0.07 1.27588 1.26968 1.27588 448.90 142104.59

481 2006.05.09 23:44 t/p 239 0.07 1.27588 1.26968 1.27588 448.90 142553.49

482 2006.05.09 23:44 t/p 240 0.07 1.27588 1.26968 1.27588 448.90 143002.39

483 2006.05.10 01:22 buy 242 0.07 1.27548 1.26988 1.27608

484 2006.05.10 01:31 t/p 242 0.07 1.27608 1.26988 1.27608 448.89 143451.28

485 2006.05.10 02:48 buy 243 0.07 1.27558 1.26998 1.27618

486 2006.05.10 02:51 buy 244 0.07 1.27548 1.26988 1.27608

487 2006.05.10 02:57 t/p 244 0.07 1.27608 1.26988 1.27608 448.89 143900.17

488 2006.05.10 02:57 t/p 243 0.07 1.27618 1.26998 1.27618 448.90 144349.07

489 2006.05.10 03:06 buy 245 0.07 1.27538 1.26978 1.27598

490 2006.05.10 03:26 buy 246 0.07 1.27538 1.26978 1.27598

491 2006.05.10 03:40 t/p 245 0.07 1.27598 1.26978 1.27598 448.90 144797.97

492 2006.05.10 03:40 t/p 246 0.07 1.27598 1.26978 1.27598 448.90 145246.87

493 2006.05.11 22:34 buy 247 0.07 1.28438 1.27878 1.28498

494 2006.05.11 22:45 buy 248 0.07 1.28418 1.27858 1.28478

495 2006.05.11 22:47 buy 249 0.07 1.28388 1.27828 1.28448

496 2006.05.11 22:50 buy 250 0.07 1.28388 1.27828 1.28448

Page 15: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 15/509

497 2006.05.11 22:52 buy 251 0.07 1.28388 1.27828 1.28448

498 2006.05.12 01:39 t/p 249 0.07 1.28448 1.27828 1.28448 359.66 145606.53

499 2006.05.12 01:39 t/p 250 0.07 1.28448 1.27828 1.28448 359.66 145966.19

500 2006.05.12 01:39 t/p 251 0.07 1.28448 1.27828 1.28448 359.66 146325.85

501 2006.05.12 01:39 close 248 0.07 1.28450 1.27858 1.28478 150.17 146476.03

502 2006.05.12 01:39 close 247 0.07 1.28450 1.27878 1.28498 0.54 146476.57

503 2006.05.12 14:52 buy 252 0.07 1.29058 1.28498 1.29118

504 2006.05.12 14:57 buy 253 0.07 1.29068 1.28508 1.29128

505 2006.05.12 14:58 buy 254 0.07 1.29078 1.28518 1.29138

506 2006.05.12 14:59 buy 255 0.07 1.29058 1.28498 1.29118

507 2006.05.12 15:00 buy 256 0.07 1.29028 1.28468 1.29088

508 2006.05.12 15:05 t/p 256 0.07 1.29088 1.28468 1.29088 448.90 146925.47

509 2006.05.12 15:06 t/p 252 0.07 1.29118 1.28498 1.29118 448.90 147374.37

510 2006.05.12 15:06 t/p 255 0.07 1.29118 1.28498 1.29118 448.90 147823.27

511 2006.05.12 15:06 t/p 253 0.07 1.29128 1.28508 1.29128 448.90 148272.17

512 2006.05.12 15:12 t/p 254 0.07 1.29138 1.28518 1.29138 448.90 148721.07

513 2006.05.12 15:23 buy 257 0.07 1.29038 1.28478 1.29098

514 2006.05.12 15:29 t/p 257 0.07 1.29098 1.28478 1.29098 448.90 149169.97

515 2006.05.15 03:01 buy 258 0.07 1.29448 1.28888 1.29508

516 2006.05.15 03:02 buy 259 0.07 1.29418 1.28858 1.29478

517 2006.05.15 03:03 buy 260 0.07 1.29378 1.28818 1.29438

518 2006.05.15 03:07 buy 261 0.07 1.29338 1.28778 1.29398

519 2006.05.15 03:08 buy 262 0.07 1.29338 1.28778 1.29398

520 2006.05.15 04:18 t/p 261 0.07 1.29398 1.28778 1.29398 448.90 149618.87

521 2006.05.15 04:18 t/p 262 0.07 1.29398 1.28778 1.29398 448.90 150067.77

522 2006.05.15 04:18 t/p 260 0.07 1.29438 1.28818 1.29438 448.90 150516.67

523 2006.05.15 04:28 t/p 259 0.07 1.29478 1.28858 1.29478 448.90 150965.57

524 2006.05.15 04:28 t/p 258 0.07 1.29508 1.28888 1.29508 448.90 151414.47

525 2006.05.15 15:21 sell 263 0.07 1.28350 1.28910 1.28290

526 2006.05.15 15:22 sell 264 0.07 1.28380 1.28940 1.28320

527 2006.05.15 15:23 sell 265 0.07 1.28380 1.28940 1.28320

528 2006.05.15 15:25 sell 266 0.07 1.28380 1.28940 1.28320

529 2006.05.15 15:27 sell 267 0.07 1.28390 1.28950 1.28330

530 2006.05.15 16:06 t/p 267 0.07 1.28330 1.28950 1.28330 449.00 151863.47

531 2006.05.15 16:06 t/p 264 0.07 1.28320 1.28940 1.28320 449.00 152312.47

532 2006.05.15 16:06 t/p 265 0.07 1.28320 1.28940 1.28320 449.00 152761.47

533 2006.05.15 16:06 t/p 266 0.07 1.28320 1.28940 1.28320 449.00 153210.47

534 2006.05.15 16:06 t/p 263 0.07 1.28290 1.28910 1.28290 449.00 153659.47

Page 16: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 16/509

535 2006.05.17 21:58 sell 268 0.07 1.27420 1.27980 1.27360

536 2006.05.17 21:59 sell 269 0.07 1.27460 1.28020 1.27400

537 2006.05.17 22:02 sell 270 0.07 1.27460 1.28020 1.27400

538 2006.05.17 22:04 sell 271 0.07 1.27460 1.28020 1.27400

539 2006.05.17 22:05 sell 272 0.07 1.27490 1.28050 1.27430

540 2006.05.17 22:12 t/p 272 0.07 1.27430 1.28050 1.27430 449.00 154108.47

541 2006.05.17 22:16 sell 273 0.07 1.27480 1.28040 1.27420

542 2006.05.17 22:26 t/p 273 0.07 1.27420 1.28040 1.27420 448.99 154557.46

543 2006.05.17 22:26 t/p 269 0.07 1.27400 1.28020 1.27400 449.00 155006.46

544 2006.05.17 22:26 t/p 270 0.07 1.27400 1.28020 1.27400 449.00 155455.46

545 2006.05.17 22:26 t/p 271 0.07 1.27400 1.28020 1.27400 449.00 155904.46

546 2006.05.17 22:39 t/p 268 0.07 1.27360 1.27980 1.27360 449.00 156353.46

547 2006.05.17 22:55 sell 274 0.08 1.27460 1.28020 1.27400

548 2006.05.17 22:56 sell 275 0.08 1.27480 1.28040 1.27420

549 2006.05.17 22:57 sell 276 0.08 1.27490 1.28050 1.27430

550 2006.05.17 23:01 sell 277 0.08 1.27510 1.28070 1.27450

551 2006.05.17 23:04 sell 278 0.08 1.27500 1.28060 1.27440

552 2006.05.17 23:32 t/p 277 0.08 1.27450 1.28070 1.27450 513.14 156866.60

553 2006.05.17 23:39 t/p 278 0.08 1.27440 1.28060 1.27440 513.14 157379.74

554 2006.05.17 23:59 t/p 276 0.08 1.27430 1.28050 1.27430 513.14 157892.88

555 2006.05.18 00:00 t/p 275 0.08 1.27420 1.28040 1.27420 680.26 158573.14

556 2006.05.18 00:13 t/p 274 0.08 1.27400 1.28020 1.27400 680.26 159253.40

557 2006.05.18 01:37 sell 279 0.08 1.27430 1.27990 1.27370

558 2006.05.18 02:41 t/p 279 0.08 1.27370 1.27990 1.27370 513.14 159766.54

559 2006.05.18 03:05 sell 280 0.08 1.27480 1.28040 1.27420

560 2006.05.18 03:07 sell 281 0.08 1.27470 1.28030 1.27410

561 2006.05.18 03:19 sell 282 0.08 1.27480 1.28040 1.27420

562 2006.05.18 03:21 sell 283 0.08 1.27520 1.28080 1.27460

563 2006.05.18 03:23 sell 284 0.08 1.27550 1.28110 1.27490

564 2006.05.18 03:57 t/p 284 0.08 1.27490 1.28110 1.27490 513.14 160279.68

565 2006.05.18 03:57 t/p 283 0.08 1.27460 1.28080 1.27460 513.14 160792.82

566 2006.05.18 04:25 sell 285 0.08 1.27530 1.28090 1.27470

567 2006.05.18 04:26 sell 286 0.08 1.27550 1.28110 1.27490

568 2006.05.18 08:56 t/p 286 0.08 1.27490 1.28110 1.27490 513.14 161305.96

569 2006.05.18 08:56 close 285 0.08 1.27489 1.28090 1.27470 350.65 161656.61

570 2006.05.18 08:56 close 282 0.08 1.27478 1.28040 1.27420 17.10 161673.71

571 2006.05.18 08:56 close 280 0.08 1.27478 1.28040 1.27420 17.10 161690.81

Page 17: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 17/509

572 2006.05.18 08:59 close 281 0.08 1.27468 1.28030 1.27410 17.10 161707.91

573 2006.05.19 01:35 buy 287 0.08 1.28458 1.27898 1.28518

574 2006.05.19 01:42 buy 288 0.08 1.28458 1.27898 1.28518

575 2006.05.19 02:17 t/p 287 0.08 1.28518 1.27898 1.28518 513.03 162220.94

576 2006.05.19 02:17 t/p 288 0.08 1.28518 1.27898 1.28518 513.03 162733.97

577 2006.05.19 03:40 buy 289 0.08 1.28448 1.27888 1.28508

578 2006.05.19 03:50 buy 290 0.08 1.28458 1.27898 1.28518

579 2006.05.19 04:01 t/p 289 0.08 1.28508 1.27888 1.28508 513.02 163246.99

580 2006.05.19 04:02 t/p 290 0.08 1.28518 1.27898 1.28518 513.02 163760.01

581 2006.05.19 04:08 buy 291 0.08 1.28438 1.27878 1.28498

582 2006.05.19 04:13 buy 292 0.08 1.28448 1.27888 1.28508

583 2006.05.19 04:20 buy 293 0.08 1.28438 1.27878 1.28498

584 2006.05.19 04:27 buy 294 0.08 1.28418 1.27858 1.28478

585 2006.05.19 04:30 buy 295 0.08 1.28428 1.27868 1.28488

586 2006.05.19 10:28 s/l 292 0.08 1.27888 1.27888 1.28508 -4788.14 158971.87

587 2006.05.19 10:28 close 294 0.08 1.27883 1.27858 1.28478 -4574.38 154397.49

588 2006.05.19 10:28 s/l 291 0.08 1.27878 1.27878 1.28498 -4788.14 149609.35

589 2006.05.19 10:28 s/l 293 0.08 1.27878 1.27878 1.28498 -4788.14 144821.21

590 2006.05.19 10:29 close 295 0.08 1.27880 1.27868 1.28488 -4685.53 140135.68

591 2006.05.19 15:13 sell 296 0.07 1.27720 1.28280 1.27660

592 2006.05.19 15:18 t/p 296 0.07 1.27660 1.28280 1.27660 448.99 140584.67

593 2006.05.23 00:53 buy 297 0.07 1.28638 1.28078 1.28698

594 2006.05.23 00:57 buy 298 0.07 1.28618 1.28058 1.28678

595 2006.05.23 00:59 buy 299 0.07 1.28608 1.28048 1.28668

596 2006.05.23 01:02 buy 300 0.07 1.28578 1.28018 1.28638

597 2006.05.23 01:04 buy 301 0.07 1.28588 1.28028 1.28648

598 2006.05.23 04:45 t/p 300 0.07 1.28638 1.28018 1.28638 448.89 141033.56

599 2006.05.23 04:45 close 299 0.07 1.28640 1.28048 1.28668 239.40 141272.96

600 2006.05.23 04:45 close 298 0.07 1.28640 1.28058 1.28678 164.59 141437.55

601 2006.05.23 04:45 close 297 0.07 1.28640 1.28078 1.28698 14.96 141452.51

602 2006.05.23 04:45 close 301 0.07 1.28638 1.28028 1.28648 374.07 141826.58

603 2006.05.29 00:04 sell 302 0.07 1.27380 1.27940 1.27320

604 2006.05.29 00:07 sell 303 0.07 1.27350 1.27910 1.27290

605 2006.05.29 00:22 sell 304 0.07 1.27370 1.27930 1.27310

606 2006.05.29 00:23 sell 305 0.07 1.27360 1.27920 1.27300

607 2006.05.29 00:34 t/p 302 0.07 1.27320 1.27940 1.27320 449.00 142275.58

608 2006.05.29 00:34 t/p 304 0.07 1.27310 1.27930 1.27310 448.99 142724.57

609 2006.05.29 00:34 t/p 305 0.07 1.27300 1.27920 1.27300 449.00 143173.57

Page 18: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 18/509

610 2006.05.29 00:43 t/p 303 0.07 1.27290 1.27910 1.27290 449.00 143622.57

611 2006.05.29 01:41 sell 306 0.07 1.27360 1.27920 1.27300

612 2006.05.29 01:44 sell 307 0.07 1.27350 1.27910 1.27290

613 2006.05.29 01:52 sell 308 0.07 1.27370 1.27930 1.27310

614 2006.05.29 01:53 sell 309 0.07 1.27390 1.27950 1.27330

615 2006.05.29 01:54 sell 310 0.07 1.27390 1.27950 1.27330

616 2006.05.30 05:46 s/l 307 0.07 1.27910 1.27910 1.27290 -4141.89 139480.68

617 2006.05.30 05:46 close 308 0.07 1.27913 1.27930 1.27310 -4014.68 135466.01

618 2006.05.30 05:46 close 310 0.07 1.27913 1.27950 1.27330 -3865.01 131601.00

619 2006.05.30 05:46 s/l 306 0.07 1.27920 1.27920 1.27300 -4141.90 127459.11

620 2006.05.30 05:47 close 309 0.07 1.27938 1.27950 1.27330 -4052.10 123407.01

621 2006.05.30 14:36 buy 311 0.06 1.28558 1.27998 1.28618

622 2006.05.30 14:37 buy 312 0.06 1.28538 1.27978 1.28598

623 2006.05.30 14:38 buy 313 0.06 1.28438 1.27878 1.28498

624 2006.05.30 14:40 buy 314 0.06 1.28398 1.27838 1.28458

625 2006.05.30 14:41 buy 315 0.06 1.28368 1.27808 1.28428

626 2006.05.30 14:41 t/p 315 0.06 1.28428 1.27808 1.28428 384.77 123791.78

627 2006.05.30 14:43 buy 316 0.06 1.28438 1.27878 1.28498

628 2006.05.30 14:48 t/p 314 0.06 1.28458 1.27838 1.28458 384.77 124176.55

629 2006.05.30 14:50 buy 317 0.06 1.28478 1.27918 1.28538

630 2006.05.30 15:11 t/p 313 0.06 1.28498 1.27878 1.28498 384.76 124561.31

631 2006.05.30 15:11 t/p 316 0.06 1.28498 1.27878 1.28498 384.76 124946.07

632 2006.05.30 15:15 buy 318 0.06 1.28408 1.27848 1.28468

633 2006.05.30 15:16 buy 319 0.06 1.28398 1.27838 1.28458

634 2006.05.30 16:21 t/p 319 0.06 1.28458 1.27838 1.28458 384.77 125330.84

635 2006.05.30 16:21 t/p 318 0.06 1.28468 1.27848 1.28468 384.77 125715.61

636 2006.05.30 16:21 close 317 0.06 1.28480 1.27918 1.28538 12.82 125728.43

637 2006.05.30 16:27 close 312 0.06 1.28543 1.27978 1.28598 32.06 125760.49

638 2006.05.30 16:51 close 311 0.06 1.28568 1.27998 1.28618 64.13 125824.62

639 2006.06.01 01:03 sell 320 0.06 1.28190 1.28750 1.28130

640 2006.06.01 01:53 t/p 320 0.06 1.28130 1.28750 1.28130 384.86 126209.48

641 2006.06.01 02:59 sell 321 0.06 1.28180 1.28740 1.28120

642 2006.06.01 03:22 t/p 321 0.06 1.28120 1.28740 1.28120 384.85 126594.33

643 2006.06.05 01:31 buy 322 0.06 1.29228 1.28668 1.29288

644 2006.06.05 01:33 buy 323 0.06 1.29218 1.28658 1.29278

645 2006.06.05 02:12 t/p 323 0.06 1.29278 1.28658 1.29278 384.77 126979.10

646 2006.06.05 03:01 close 322 0.06 1.29258 1.28668 1.29288 192.38 127171.48

Page 19: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 19/509

647 2006.06.05 14:05 buy 324 0.06 1.29578 1.29018 1.29638

648 2006.06.05 15:55 close 324 0.06 1.29370 1.29018 1.29638 -1333.86 125837.62

649 2006.06.06 21:45 sell 325 0.06 1.28360 1.28920 1.28300

650 2006.06.06 21:51 sell 326 0.06 1.28350 1.28910 1.28290

651 2006.06.06 21:56 sell 327 0.06 1.28380 1.28940 1.28320

652 2006.06.06 21:57 sell 328 0.06 1.28380 1.28940 1.28320

653 2006.06.06 22:00 sell 329 0.06 1.28380 1.28940 1.28320

654 2006.06.06 22:53 t/p 327 0.06 1.28320 1.28940 1.28320 384.85 126222.47

655 2006.06.06 22:53 t/p 328 0.06 1.28320 1.28940 1.28320 384.85 126607.32

656 2006.06.06 22:53 t/p 329 0.06 1.28320 1.28940 1.28320 384.85 126992.17

657 2006.06.06 22:53 t/p 325 0.06 1.28300 1.28920 1.28300 384.85 127377.02

658 2006.06.06 22:53 t/p 326 0.06 1.28290 1.28910 1.28290 384.85 127761.87

659 2006.06.07 02:18 sell 330 0.06 1.28250 1.28810 1.28190

660 2006.06.07 02:30 sell 331 0.06 1.28260 1.28820 1.28200

661 2006.06.07 02:32 sell 332 0.06 1.28270 1.28830 1.28210

662 2006.06.07 03:52 close 330 0.06 1.28248 1.28810 1.28190 12.83 127774.70

663 2006.06.07 03:54 t/p 332 0.06 1.28210 1.28830 1.28210 384.85 128159.55

664 2006.06.07 04:01 close 331 0.06 1.28258 1.28820 1.28200 12.83 128172.38

665 2006.06.08 19:09 sell 333 0.06 1.26620 1.27180 1.26560

666 2006.06.08 19:13 sell 334 0.06 1.26580 1.27140 1.26520

667 2006.06.08 19:15 sell 335 0.06 1.26650 1.27210 1.26590

668 2006.06.08 19:16 sell 336 0.06 1.26670 1.27230 1.26610

669 2006.06.08 19:17 sell 337 0.06 1.26700 1.27260 1.26640

670 2006.06.08 19:17 t/p 337 0.06 1.26640 1.27260 1.26640 384.84 128557.22

671 2006.06.08 19:20 sell 338 0.06 1.26630 1.27190 1.26570

672 2006.06.08 19:28 t/p 336 0.06 1.26610 1.27230 1.26610 384.84 128942.06

673 2006.06.08 19:32 t/p 335 0.06 1.26590 1.27210 1.26590 384.84 129326.90

674 2006.06.08 19:44 t/p 338 0.06 1.26570 1.27190 1.26570 384.85 129711.75

675 2006.06.08 19:58 t/p 333 0.06 1.26560 1.27180 1.26560 384.85 130096.60

676 2006.06.08 20:01 t/p 334 0.06 1.26520 1.27140 1.26520 384.84 130481.44

677 2006.06.08 22:27 sell 339 0.06 1.26500 1.27060 1.26440

678 2006.06.08 22:31 sell 340 0.06 1.26510 1.27070 1.26450

679 2006.06.08 22:32 sell 341 0.06 1.26530 1.27090 1.26470

680 2006.06.08 22:33 sell 342 0.06 1.26530 1.27090 1.26470

681 2006.06.08 22:37 sell 343 0.06 1.26520 1.27080 1.26460

682 2006.06.09 02:26 t/p 341 0.06 1.26470 1.27090 1.26470 426.62 130908.06

683 2006.06.09 02:26 t/p 342 0.06 1.26470 1.27090 1.26470 426.62 131334.68

684 2006.06.09 02:26 close 343 0.06 1.26470 1.27080 1.26460 362.48 131697.16

Page 20: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 20/509

685 2006.06.09 02:26 close 340 0.06 1.26470 1.27070 1.26450 298.34 131995.50

686 2006.06.09 02:26 close 339 0.06 1.26470 1.27060 1.26440 234.20 132229.70

687 2006.06.21 21:54 buy 344 0.06 1.26638 1.26078 1.26698

688 2006.06.21 21:55 buy 345 0.06 1.26618 1.26058 1.26678

689 2006.06.21 21:56 buy 346 0.06 1.26628 1.26068 1.26688

690 2006.06.21 21:58 buy 347 0.06 1.26628 1.26068 1.26688

691 2006.06.21 21:59 buy 348 0.06 1.26608 1.26048 1.26668

692 2006.06.22 00:27 t/p 348 0.06 1.26668 1.26048 1.26668 155.29 132384.99

693 2006.06.22 00:27 close 347 0.06 1.26670 1.26068 1.26688 39.86 132424.85

694 2006.06.22 00:27 close 346 0.06 1.26670 1.26068 1.26688 39.86 132464.71

695 2006.06.22 00:27 close 344 0.06 1.26670 1.26078 1.26698 -24.26 132440.44

696 2006.06.22 00:27 close 345 0.06 1.26660 1.26058 1.26678 39.86 132480.30

697 2006.06.22 01:59 buy 349 0.06 1.26618 1.26058 1.26678

698 2006.06.22 02:01 buy 350 0.06 1.26598 1.26038 1.26658

699 2006.06.22 02:20 t/p 350 0.06 1.26658 1.26038 1.26658 384.75 132865.05

700 2006.06.22 02:54 t/p 349 0.06 1.26678 1.26058 1.26678 384.76 133249.81

701 2006.06.22 03:47 buy 351 0.06 1.26628 1.26068 1.26688

702 2006.06.22 03:55 buy 352 0.06 1.26628 1.26068 1.26688

703 2006.06.22 05:17 close 351 0.06 1.26668 1.26068 1.26688 256.50 133506.31

704 2006.06.22 05:25 close 352 0.06 1.26647 1.26068 1.26688 121.84 133628.15

705 2006.06.22 18:30 sell 353 0.06 1.25810 1.26370 1.25750

706 2006.06.22 18:34 sell 354 0.06 1.25800 1.26360 1.25740

707 2006.06.22 18:36 sell 355 0.06 1.25790 1.26350 1.25730

708 2006.06.22 18:38 sell 356 0.06 1.25820 1.26380 1.25760

709 2006.06.22 18:41 sell 357 0.06 1.25810 1.26370 1.25750

710 2006.06.22 19:10 t/p 356 0.06 1.25760 1.26380 1.25760 384.84 134012.99

711 2006.06.22 19:18 sell 358 0.07 1.25880 1.26440 1.25820

712 2006.06.22 19:36 t/p 358 0.07 1.25820 1.26440 1.25820 448.98 134461.97

713 2006.06.22 19:42 t/p 353 0.06 1.25750 1.26370 1.25750 384.84 134846.81

714 2006.06.22 19:42 t/p 357 0.06 1.25750 1.26370 1.25750 384.84 135231.65

715 2006.06.22 19:43 t/p 354 0.06 1.25740 1.26360 1.25740 384.84 135616.49

716 2006.06.22 19:43 t/p 355 0.06 1.25730 1.26350 1.25730 384.84 136001.33

717 2006.06.22 20:32 sell 359 0.07 1.25830 1.26390 1.25770

718 2006.06.22 20:33 sell 360 0.07 1.25860 1.26420 1.25800

719 2006.06.22 20:36 sell 361 0.07 1.25850 1.26410 1.25790

720 2006.06.22 20:49 t/p 360 0.07 1.25800 1.26420 1.25800 448.98 136450.31

721 2006.06.22 20:50 t/p 361 0.07 1.25790 1.26410 1.25790 448.98 136899.29

Page 21: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 21/509

722 2006.06.22 20:52 t/p 359 0.07 1.25770 1.26390 1.25770 448.98 137348.27

723 2006.06.22 21:25 sell 362 0.07 1.25830 1.26390 1.25770

724 2006.06.22 21:37 sell 363 0.07 1.25860 1.26420 1.25800

725 2006.06.22 22:37 t/p 363 0.07 1.25800 1.26420 1.25800 448.98 137797.25

726 2006.06.22 22:55 close 362 0.07 1.25811 1.26390 1.25770 142.18 137939.43

727 2006.06.23 00:09 sell 364 0.07 1.25820 1.26380 1.25760

728 2006.06.23 00:35 t/p 364 0.07 1.25760 1.26380 1.25760 448.98 138388.41

729 2006.06.23 01:58 sell 365 0.07 1.25810 1.26370 1.25750

730 2006.06.23 02:00 sell 366 0.07 1.25820 1.26380 1.25760

731 2006.06.23 02:01 sell 367 0.07 1.25820 1.26380 1.25760

732 2006.06.23 02:05 sell 368 0.07 1.25800 1.26360 1.25740

733 2006.06.23 03:01 sell 369 0.07 1.25810 1.26370 1.25750

734 2006.06.23 03:58 t/p 366 0.07 1.25760 1.26380 1.25760 448.98 138837.39

735 2006.06.23 03:58 t/p 367 0.07 1.25760 1.26380 1.25760 448.98 139286.37

736 2006.06.23 03:58 close 368 0.07 1.25759 1.26360 1.25740 306.80 139593.17

737 2006.06.23 03:58 close 365 0.07 1.25760 1.26370 1.25750 374.15 139967.32

738 2006.06.23 03:58 t/p 369 0.07 1.25750 1.26370 1.25750 448.98 140416.30

739 2006.06.26 02:18 sell 370 0.07 1.25120 1.25680 1.25060

740 2006.06.26 02:19 sell 371 0.07 1.25150 1.25710 1.25090

741 2006.06.26 02:21 sell 372 0.07 1.25150 1.25710 1.25090

742 2006.06.26 02:22 sell 373 0.07 1.25180 1.25740 1.25120

743 2006.06.26 02:27 sell 374 0.07 1.25160 1.25720 1.25100

744 2006.06.26 02:36 t/p 373 0.07 1.25120 1.25740 1.25120 448.98 140865.28

745 2006.06.26 02:57 sell 375 0.07 1.25170 1.25730 1.25110

746 2006.06.26 03:32 t/p 375 0.07 1.25110 1.25730 1.25110 448.98 141314.26

747 2006.06.26 03:35 t/p 374 0.07 1.25100 1.25720 1.25100 448.98 141763.24

748 2006.06.26 03:36 t/p 371 0.07 1.25090 1.25710 1.25090 448.98 142212.22

749 2006.06.26 03:36 t/p 372 0.07 1.25090 1.25710 1.25090 448.98 142661.20

750 2006.06.26 03:42 t/p 370 0.07 1.25060 1.25680 1.25060 448.98 143110.18

751 2006.06.30 14:52 buy 376 0.07 1.27088 1.26528 1.27148

752 2006.06.30 14:56 buy 377 0.07 1.27088 1.26528 1.27148

753 2006.06.30 14:58 buy 378 0.07 1.27078 1.26518 1.27138

754 2006.06.30 14:59 buy 379 0.07 1.27068 1.26508 1.27128

755 2006.06.30 15:01 buy 380 0.07 1.27068 1.26508 1.27128

756 2006.06.30 15:08 t/p 379 0.07 1.27128 1.26508 1.27128 448.89 143559.07

757 2006.06.30 15:08 t/p 380 0.07 1.27128 1.26508 1.27128 448.89 144007.96

758 2006.06.30 15:09 t/p 378 0.07 1.27138 1.26518 1.27138 448.88 144456.84

759 2006.06.30 15:09 t/p 376 0.07 1.27148 1.26528 1.27148 448.89 144905.73

Page 22: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 22/509

760 2006.06.30 15:09 t/p 377 0.07 1.27148 1.26528 1.27148 448.89 145354.62

761 2006.07.03 02:50 buy 381 0.07 1.27828 1.27268 1.27888

762 2006.07.03 02:55 t/p 381 0.07 1.27888 1.27268 1.27888 448.88 145803.50

763 2006.07.03 03:22 buy 382 0.07 1.27818 1.27258 1.27878

764 2006.07.03 03:28 t/p 382 0.07 1.27878 1.27258 1.27878 448.88 146252.38

765 2006.07.03 04:03 buy 383 0.07 1.27798 1.27238 1.27858

766 2006.07.03 04:17 buy 384 0.07 1.27788 1.27228 1.27848

767 2006.07.03 04:19 buy 385 0.07 1.27738 1.27178 1.27798

768 2006.07.03 04:23 buy 386 0.07 1.27768 1.27208 1.27828

769 2006.07.03 04:25 buy 387 0.07 1.27748 1.27188 1.27808

770 2006.07.03 05:34 t/p 385 0.07 1.27798 1.27178 1.27798 448.88 146701.26

771 2006.07.03 05:34 close 383 0.07 1.27799 1.27238 1.27858 7.48 146708.74

772 2006.07.03 05:34 t/p 387 0.07 1.27808 1.27188 1.27808 448.88 147157.62

773 2006.07.03 05:36 t/p 386 0.07 1.27828 1.27208 1.27828 448.88 147606.50

774 2006.07.03 05:48 close 384 0.07 1.27810 1.27228 1.27848 164.59 147771.09

775 2006.07.05 20:36 sell 388 0.07 1.27300 1.27860 1.27240

776 2006.07.05 20:57 t/p 388 0.07 1.27240 1.27860 1.27240 448.98 148220.07

777 2006.07.05 21:08 sell 389 0.07 1.27300 1.27860 1.27240

778 2006.07.05 21:17 sell 390 0.07 1.27310 1.27870 1.27250

779 2006.07.05 21:36 sell 391 0.07 1.27330 1.27890 1.27270

780 2006.07.05 21:40 sell 392 0.07 1.27320 1.27880 1.27260

781 2006.07.05 21:41 sell 393 0.07 1.27330 1.27890 1.27270

782 2006.07.05 22:11 t/p 391 0.07 1.27270 1.27890 1.27270 448.98 148669.05

783 2006.07.05 22:11 t/p 393 0.07 1.27270 1.27890 1.27270 448.98 149118.03

784 2006.07.05 22:19 t/p 392 0.07 1.27260 1.27880 1.27260 448.98 149567.01

785 2006.07.05 22:29 sell 394 0.07 1.27340 1.27900 1.27280

786 2006.07.05 22:30 sell 395 0.07 1.27340 1.27900 1.27280

787 2006.07.05 22:46 close 389 0.07 1.27298 1.27860 1.27240 14.97 149581.98

788 2006.07.05 22:48 close 390 0.07 1.27308 1.27870 1.27250 14.97 149596.95

789 2006.07.05 22:59 t/p 394 0.07 1.27280 1.27900 1.27280 448.98 150045.93

790 2006.07.05 22:59 t/p 395 0.07 1.27280 1.27900 1.27280 448.98 150494.91

791 2006.07.06 01:08 sell 396 0.07 1.27280 1.27840 1.27220

792 2006.07.06 01:10 sell 397 0.07 1.27300 1.27860 1.27240

793 2006.07.06 01:11 sell 398 0.07 1.27310 1.27870 1.27250

794 2006.07.06 01:13 sell 399 0.07 1.27310 1.27870 1.27250

795 2006.07.06 01:15 sell 400 0.07 1.27300 1.27860 1.27240

796 2006.07.06 03:50 t/p 398 0.07 1.27250 1.27870 1.27250 448.98 150943.89

Page 23: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 23/509

797 2006.07.06 03:50 t/p 399 0.07 1.27250 1.27870 1.27250 448.98 151392.87

798 2006.07.06 03:50 close 396 0.07 1.27248 1.27840 1.27220 239.46 151632.33

799 2006.07.06 03:51 close 400 0.07 1.27258 1.27860 1.27240 314.29 151946.62

800 2006.07.06 03:51 close 397 0.07 1.27258 1.27860 1.27240 314.29 152260.91

801 2006.07.07 01:33 buy 401 0.07 1.27768 1.27208 1.27828

802 2006.07.07 01:38 buy 402 0.07 1.27768 1.27208 1.27828

803 2006.07.07 01:52 buy 403 0.07 1.27748 1.27188 1.27808

804 2006.07.07 01:55 buy 404 0.07 1.27758 1.27198 1.27818

805 2006.07.07 01:57 buy 405 0.07 1.27748 1.27188 1.27808

806 2006.07.07 10:03 t/p 403 0.07 1.27808 1.27188 1.27808 448.88 152709.79

807 2006.07.07 10:03 t/p 405 0.07 1.27808 1.27188 1.27808 448.88 153158.67

808 2006.07.07 10:03 close 404 0.07 1.27808 1.27198 1.27818 374.07 153532.74

809 2006.07.07 10:03 close 402 0.07 1.27808 1.27208 1.27828 299.25 153831.99

810 2006.07.07 10:03 close 401 0.07 1.27808 1.27208 1.27828 299.25 154131.24

811 2006.07.10 00:11 buy 406 0.07 1.28128 1.27568 1.28188

812 2006.07.10 00:14 buy 407 0.07 1.28128 1.27568 1.28188

813 2006.07.10 00:15 buy 408 0.07 1.28138 1.27578 1.28198

814 2006.07.10 00:16 buy 409 0.07 1.28138 1.27578 1.28198

815 2006.07.10 00:20 buy 410 0.07 1.28138 1.27578 1.28198

816 2006.07.10 14:04 s/l 408 0.07 1.27578 1.27578 1.28198 -4189.58 149941.66

817 2006.07.10 14:04 s/l 409 0.07 1.27578 1.27578 1.28198 -4189.58 145752.08

818 2006.07.10 14:04 s/l 410 0.07 1.27578 1.27578 1.28198 -4189.58 141562.50

819 2006.07.10 14:04 close 406 0.07 1.27578 1.27568 1.28188 -4114.77 137447.73

820 2006.07.10 14:04 s/l 407 0.07 1.27568 1.27568 1.28188 -4189.58 133258.15

821 2006.07.10 18:07 sell 411 0.06 1.27410 1.27970 1.27350

822 2006.07.10 18:10 sell 412 0.06 1.27440 1.28000 1.27380

823 2006.07.10 18:12 sell 413 0.06 1.27420 1.27980 1.27360

824 2006.07.10 18:20 sell 414 0.06 1.27430 1.27990 1.27370

825 2006.07.10 18:21 sell 415 0.06 1.27420 1.27980 1.27360

826 2006.07.10 18:41 t/p 412 0.06 1.27380 1.28000 1.27380 384.84 133642.99

827 2006.07.10 18:41 t/p 414 0.06 1.27370 1.27990 1.27370 384.84 134027.83

828 2006.07.10 18:55 sell 416 0.07 1.27460 1.28020 1.27400

829 2006.07.10 18:56 sell 417 0.07 1.27490 1.28050 1.27430

830 2006.07.10 19:16 t/p 417 0.07 1.27430 1.28050 1.27430 448.98 134476.81

831 2006.07.10 19:16 t/p 416 0.07 1.27400 1.28020 1.27400 448.98 134925.79

832 2006.07.10 19:22 t/p 413 0.06 1.27360 1.27980 1.27360 384.84 135310.63

833 2006.07.10 19:22 t/p 415 0.06 1.27360 1.27980 1.27360 384.84 135695.47

834 2006.07.10 19:22 t/p 411 0.06 1.27350 1.27970 1.27350 384.84 136080.31

Page 24: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 24/509

835 2006.07.10 22:21 sell 418 0.07 1.27390 1.27950 1.27330

836 2006.07.10 22:23 sell 419 0.07 1.27430 1.27990 1.27370

837 2006.07.10 22:24 sell 420 0.07 1.27440 1.28000 1.27380

838 2006.07.10 22:26 sell 421 0.07 1.27440 1.28000 1.27380

839 2006.07.10 22:30 sell 422 0.07 1.27430 1.27990 1.27370

840 2006.07.10 22:44 t/p 420 0.07 1.27380 1.28000 1.27380 448.98 136529.29

841 2006.07.10 22:44 t/p 421 0.07 1.27380 1.28000 1.27380 448.98 136978.27

842 2006.07.10 22:45 t/p 419 0.07 1.27370 1.27990 1.27370 448.98 137427.25

843 2006.07.10 22:45 t/p 422 0.07 1.27370 1.27990 1.27370 448.98 137876.23

844 2006.07.10 23:51 close 418 0.07 1.27361 1.27950 1.27330 217.01 138093.24

845 2006.07.12 18:59 sell 423 0.07 1.27040 1.27600 1.26980

846 2006.07.12 19:00 sell 424 0.07 1.27050 1.27610 1.26990

847 2006.07.12 19:03 sell 425 0.07 1.27060 1.27620 1.27000

848 2006.07.12 19:06 sell 426 0.07 1.27070 1.27630 1.27010

849 2006.07.12 19:09 sell 427 0.07 1.27070 1.27630 1.27010

850 2006.07.12 19:39 t/p 426 0.07 1.27010 1.27630 1.27010 448.98 138542.22

851 2006.07.12 19:39 t/p 427 0.07 1.27010 1.27630 1.27010 448.98 138991.20

852 2006.07.12 19:41 t/p 424 0.07 1.26990 1.27610 1.26990 448.98 139440.18

853 2006.07.12 19:41 t/p 425 0.07 1.27000 1.27620 1.27000 448.98 139889.16

854 2006.07.12 19:42 t/p 423 0.07 1.26980 1.27600 1.26980 448.98 140338.14

855 2006.07.12 20:10 sell 428 0.07 1.27060 1.27620 1.27000

856 2006.07.12 20:18 t/p 428 0.07 1.27000 1.27620 1.27000 448.98 140787.12

857 2006.07.12 21:41 sell 429 0.07 1.26980 1.27540 1.26920

858 2006.07.12 21:56 sell 430 0.07 1.27000 1.27560 1.26940

859 2006.07.12 22:31 sell 431 0.07 1.27000 1.27560 1.26940

860 2006.07.12 22:46 sell 432 0.07 1.27000 1.27560 1.26940

861 2006.07.12 22:51 sell 433 0.07 1.27000 1.27560 1.26940

862 2006.07.13 13:07 t/p 430 0.07 1.26940 1.27560 1.26940 595.21 141382.33

863 2006.07.13 13:07 t/p 431 0.07 1.26940 1.27560 1.26940 595.21 141977.55

864 2006.07.13 13:07 t/p 432 0.07 1.26940 1.27560 1.26940 595.21 142572.76

865 2006.07.13 13:07 t/p 433 0.07 1.26940 1.27560 1.26940 595.21 143167.97

866 2006.07.13 13:07 close 429 0.07 1.26938 1.27540 1.26920 460.52 143628.49

867 2006.07.17 17:05 sell 434 0.07 1.25420 1.25980 1.25360

868 2006.07.17 17:08 t/p 434 0.07 1.25360 1.25980 1.25360 448.98 144077.47

869 2006.07.17 22:11 sell 435 0.07 1.25270 1.25830 1.25210

870 2006.07.17 22:12 sell 436 0.07 1.25260 1.25820 1.25200

871 2006.07.17 22:33 t/p 435 0.07 1.25210 1.25830 1.25210 448.97 144526.44

Page 25: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 25/509

872 2006.07.17 23:16 t/p 436 0.07 1.25200 1.25820 1.25200 448.97 144975.41

873 2006.07.18 02:32 sell 437 0.07 1.25190 1.25750 1.25130

874 2006.07.18 02:33 sell 438 0.07 1.25190 1.25750 1.25130

875 2006.07.18 02:34 sell 439 0.07 1.25200 1.25760 1.25140

876 2006.07.18 02:50 sell 440 0.07 1.25200 1.25760 1.25140

877 2006.07.18 02:54 sell 441 0.07 1.25210 1.25770 1.25150

878 2006.07.18 12:00 t/p 441 0.07 1.25150 1.25770 1.25150 448.98 145424.39

879 2006.07.18 12:00 close 438 0.07 1.25149 1.25750 1.25130 306.80 145731.19

880 2006.07.18 12:00 close 437 0.07 1.25149 1.25750 1.25130 306.80 146037.99

881 2006.07.18 12:00 t/p 439 0.07 1.25140 1.25760 1.25140 448.98 146486.97

882 2006.07.18 12:00 t/p 440 0.07 1.25140 1.25760 1.25140 448.98 146935.95

883 2006.07.19 23:18 buy 442 0.07 1.25928 1.25368 1.25988

884 2006.07.19 23:37 buy 443 0.07 1.25928 1.25368 1.25988

885 2006.07.19 23:38 buy 444 0.07 1.25928 1.25368 1.25988

886 2006.07.19 23:46 buy 445 0.07 1.25928 1.25368 1.25988

887 2006.07.19 23:47 buy 446 0.07 1.25918 1.25358 1.25978

888 2006.07.20 01:39 t/p 446 0.07 1.25978 1.25358 1.25978 181.16 147117.12

889 2006.07.20 01:39 close 445 0.07 1.25978 1.25368 1.25988 106.35 147223.47

890 2006.07.20 01:39 close 444 0.07 1.25978 1.25368 1.25988 106.35 147329.82

891 2006.07.20 01:39 close 443 0.07 1.25978 1.25368 1.25988 106.35 147436.17

892 2006.07.20 01:39 close 442 0.07 1.25978 1.25368 1.25988 106.35 147542.52

893 2006.07.20 02:21 buy 447 0.07 1.25918 1.25358 1.25978

894 2006.07.20 02:24 buy 448 0.07 1.25938 1.25378 1.25998

895 2006.07.20 02:27 buy 449 0.07 1.25918 1.25358 1.25978

896 2006.07.20 02:57 t/p 447 0.07 1.25978 1.25358 1.25978 448.88 147991.40

897 2006.07.20 02:57 t/p 449 0.07 1.25978 1.25358 1.25978 448.88 148440.28

898 2006.07.20 03:08 t/p 448 0.07 1.25998 1.25378 1.25998 448.89 148889.17

899 2006.07.20 16:30 buy 450 0.07 1.26268 1.25708 1.26328

900 2006.07.20 16:32 buy 451 0.07 1.26268 1.25708 1.26328

901 2006.07.20 16:43 t/p 450 0.07 1.26328 1.25708 1.26328 448.89 149338.06

902 2006.07.20 16:43 t/p 451 0.07 1.26328 1.25708 1.26328 448.89 149786.95

903 2006.07.24 02:52 buy 452 0.07 1.26988 1.26428 1.27048

904 2006.07.24 02:53 buy 453 0.07 1.26968 1.26408 1.27028

905 2006.07.24 02:58 buy 454 0.07 1.26998 1.26438 1.27058

906 2006.07.24 03:05 close 452 0.07 1.26750 1.26428 1.27048 -1780.57 148006.38

907 2006.07.24 03:05 close 454 0.07 1.26750 1.26438 1.27058 -1855.39 146150.99

908 2006.07.24 03:06 close 453 0.07 1.26770 1.26408 1.27028 -1481.32 144669.67

909 2006.07.24 12:23 sell 455 0.07 1.26310 1.26870 1.26250

Page 26: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 26/509

910 2006.07.24 12:27 sell 456 0.07 1.26310 1.26870 1.26250

911 2006.07.24 12:29 sell 457 0.07 1.26330 1.26890 1.26270

912 2006.07.24 12:32 sell 458 0.07 1.26320 1.26880 1.26260

913 2006.07.24 12:33 sell 459 0.07 1.26310 1.26870 1.26250

914 2006.07.24 12:35 t/p 457 0.07 1.26270 1.26890 1.26270 448.98 145118.65

915 2006.07.24 12:35 t/p 458 0.07 1.26260 1.26880 1.26260 448.98 145567.63

916 2006.07.24 12:35 t/p 455 0.07 1.26250 1.26870 1.26250 448.98 146016.61

917 2006.07.24 12:35 t/p 456 0.07 1.26250 1.26870 1.26250 448.98 146465.59

918 2006.07.24 12:35 t/p 459 0.07 1.26250 1.26870 1.26250 448.98 146914.57

919 2006.07.24 15:12 sell 460 0.07 1.26300 1.26860 1.26240

920 2006.07.24 15:13 sell 461 0.07 1.26300 1.26860 1.26240

921 2006.07.24 15:15 sell 462 0.07 1.26340 1.26900 1.26280

922 2006.07.24 15:16 sell 463 0.07 1.26360 1.26920 1.26300

923 2006.07.24 15:17 sell 464 0.07 1.26380 1.26940 1.26320

924 2006.07.24 16:22 t/p 464 0.07 1.26320 1.26940 1.26320 448.97 147363.54

925 2006.07.24 16:22 t/p 463 0.07 1.26300 1.26920 1.26300 448.97 147812.51

926 2006.07.24 16:23 t/p 462 0.07 1.26280 1.26900 1.26280 448.98 148261.49

927 2006.07.24 16:55 close 460 0.07 1.26448 1.26860 1.26240 -1107.47 147154.02

928 2006.07.24 16:56 close 461 0.07 1.26438 1.26860 1.26240 -1032.64 146121.38

929 2006.07.25 21:56 sell 465 0.07 1.25810 1.26370 1.25750

930 2006.07.25 21:59 sell 466 0.07 1.25810 1.26370 1.25750

931 2006.07.25 22:00 sell 467 0.07 1.25830 1.26390 1.25770

932 2006.07.25 22:03 sell 468 0.07 1.25820 1.26380 1.25760

933 2006.07.25 22:10 sell 469 0.07 1.25820 1.26380 1.25760

934 2006.07.26 00:04 t/p 467 0.07 1.25770 1.26390 1.25770 497.71 146619.10

935 2006.07.26 00:04 close 466 0.07 1.25768 1.26370 1.25750 363.02 146982.12

936 2006.07.26 00:04 close 465 0.07 1.25768 1.26370 1.25750 363.02 147345.15

937 2006.07.26 00:05 close 469 0.07 1.25778 1.26380 1.25760 363.02 147708.17

938 2006.07.26 00:05 close 468 0.07 1.25778 1.26380 1.25760 363.02 148071.19

939 2006.07.26 00:23 sell 470 0.07 1.25810 1.26370 1.25750

940 2006.07.26 01:53 close 470 0.07 1.25805 1.26370 1.25750 37.41 148108.60

941 2006.07.26 02:44 sell 471 0.07 1.25840 1.26400 1.25780

942 2006.07.26 02:47 sell 472 0.07 1.25850 1.26410 1.25790

943 2006.07.26 02:58 t/p 472 0.07 1.25790 1.26410 1.25790 448.98 148557.58

944 2006.07.26 03:26 t/p 471 0.07 1.25780 1.26400 1.25780 448.97 149006.55

945 2006.07.26 04:43 sell 473 0.07 1.25820 1.26380 1.25760

946 2006.07.26 04:57 t/p 473 0.07 1.25760 1.26380 1.25760 448.97 149455.52

Page 27: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 27/509

947 2006.07.27 02:15 buy 474 0.07 1.27108 1.26548 1.27168

948 2006.07.27 02:33 t/p 474 0.07 1.27168 1.26548 1.27168 448.88 149904.40

949 2006.07.27 03:01 buy 475 0.07 1.27078 1.26518 1.27138

950 2006.07.27 03:05 buy 476 0.07 1.27088 1.26528 1.27148

951 2006.07.27 03:06 buy 477 0.07 1.27088 1.26528 1.27148

952 2006.07.27 03:15 buy 478 0.07 1.27088 1.26528 1.27148

953 2006.07.27 03:31 t/p 475 0.07 1.27138 1.26518 1.27138 448.88 150353.28

954 2006.07.27 03:34 t/p 476 0.07 1.27148 1.26528 1.27148 448.89 150802.17

955 2006.07.27 03:34 t/p 477 0.07 1.27148 1.26528 1.27148 448.89 151251.06

956 2006.07.27 03:34 t/p 478 0.07 1.27148 1.26528 1.27148 448.89 151699.95

957 2006.07.27 12:04 buy 479 0.07 1.27268 1.26708 1.27328

958 2006.07.27 12:05 buy 480 0.07 1.27248 1.26688 1.27308

959 2006.07.27 12:15 t/p 480 0.07 1.27308 1.26688 1.27308 448.89 152148.84

960 2006.07.27 12:15 t/p 479 0.07 1.27328 1.26708 1.27328 448.89 152597.73

961 2006.07.31 03:38 buy 481 0.07 1.27598 1.27038 1.27658

962 2006.07.31 03:42 buy 482 0.07 1.27588 1.27028 1.27648

963 2006.07.31 03:43 buy 483 0.07 1.27588 1.27028 1.27648

964 2006.07.31 03:44 buy 484 0.07 1.27588 1.27028 1.27648

965 2006.07.31 03:47 buy 485 0.07 1.27578 1.27018 1.27638

966 2006.07.31 06:34 t/p 485 0.07 1.27638 1.27018 1.27638 448.89 153046.62

967 2006.07.31 06:34 close 481 0.07 1.27646 1.27038 1.27658 359.11 153405.73

968 2006.07.31 06:34 t/p 482 0.07 1.27648 1.27028 1.27648 448.88 153854.61

969 2006.07.31 06:34 t/p 483 0.07 1.27648 1.27028 1.27648 448.88 154303.49

970 2006.07.31 06:34 t/p 484 0.07 1.27648 1.27028 1.27648 448.88 154752.37

971 2006.09.07 18:07 sell 486 0.08 1.27380 1.27940 1.27320

972 2006.09.07 18:08 sell 487 0.08 1.27400 1.27960 1.27340

973 2006.09.07 18:09 sell 488 0.08 1.27410 1.27970 1.27350

974 2006.09.07 18:18 sell 489 0.08 1.27390 1.27950 1.27330

975 2006.09.07 18:21 sell 490 0.08 1.27410 1.27970 1.27350

976 2006.09.07 18:38 t/p 488 0.08 1.27350 1.27970 1.27350 513.12 155265.49

977 2006.09.07 18:38 t/p 490 0.08 1.27350 1.27970 1.27350 513.12 155778.61

978 2006.09.07 18:51 t/p 487 0.08 1.27340 1.27960 1.27340 513.12 156291.73

979 2006.09.07 18:51 t/p 489 0.08 1.27330 1.27950 1.27330 513.12 156804.85

980 2006.09.07 18:52 t/p 486 0.08 1.27320 1.27940 1.27320 513.12 157317.97

981 2006.09.07 19:00 sell 491 0.08 1.27570 1.28130 1.27510

982 2006.09.07 19:00 t/p 491 0.08 1.27510 1.28130 1.27510 513.12 157831.09

983 2006.09.07 19:07 sell 492 0.08 1.27460 1.28020 1.27400

984 2006.09.07 19:08 sell 493 0.08 1.27480 1.28040 1.27420

Page 28: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 28/509

985 2006.09.07 19:14 t/p 493 0.08 1.27420 1.28040 1.27420 513.12 158344.21

986 2006.09.07 19:14 t/p 492 0.08 1.27400 1.28020 1.27400 513.12 158857.33

987 2006.09.08 01:00 sell 494 0.08 1.27350 1.27910 1.27290

988 2006.09.08 01:03 sell 495 0.08 1.27390 1.27950 1.27330

989 2006.09.08 01:04 sell 496 0.08 1.27390 1.27950 1.27330

990 2006.09.08 01:06 sell 497 0.08 1.27380 1.27940 1.27320

991 2006.09.08 01:09 sell 498 0.08 1.27380 1.27940 1.27320

992 2006.09.08 01:42 t/p 495 0.08 1.27330 1.27950 1.27330 513.12 159370.45

993 2006.09.08 01:42 t/p 496 0.08 1.27330 1.27950 1.27330 513.12 159883.57

994 2006.09.08 01:56 t/p 497 0.08 1.27320 1.27940 1.27320 513.12 160396.69

995 2006.09.08 01:56 t/p 498 0.08 1.27320 1.27940 1.27320 513.12 160909.81

996 2006.09.08 01:57 t/p 494 0.08 1.27290 1.27910 1.27290 513.12 161422.93

997 2006.09.11 02:00 sell 499 0.08 1.26720 1.27280 1.26660

998 2006.09.11 02:06 sell 500 0.08 1.26720 1.27280 1.26660

999 2006.09.11 02:30 t/p 499 0.08 1.26660 1.27280 1.26660 513.12 161936.05

1000 2006.09.11 02:30 t/p 500 0.08 1.26660 1.27280 1.26660 513.12 162449.17

1001 2006.09.11 03:29 sell 501 0.08 1.26720 1.27280 1.26660

1002 2006.09.11 03:47 t/p 501 0.08 1.26660 1.27280 1.26660 513.12 162962.29

1003 2006.09.18 01:56 sell 502 0.08 1.26420 1.26980 1.26360

1004 2006.09.18 02:11 sell 503 0.08 1.26440 1.27000 1.26380

1005 2006.09.18 02:12 sell 504 0.08 1.26430 1.26990 1.26370

1006 2006.09.18 02:16 sell 505 0.08 1.26440 1.27000 1.26380

1007 2006.09.18 02:22 sell 506 0.08 1.26440 1.27000 1.26380

1008 2006.09.18 02:28 t/p 503 0.08 1.26380 1.27000 1.26380 513.12 163475.41

1009 2006.09.18 02:28 t/p 505 0.08 1.26380 1.27000 1.26380 513.12 163988.53

1010 2006.09.18 02:28 t/p 506 0.08 1.26380 1.27000 1.26380 513.12 164501.65

1011 2006.09.18 02:31 t/p 504 0.08 1.26370 1.26990 1.26370 513.12 165014.77

1012 2006.09.18 02:34 t/p 502 0.08 1.26360 1.26980 1.26360 513.12 165527.89

1013 2006.09.18 03:02 sell 507 0.08 1.26440 1.27000 1.26380

1014 2006.09.18 03:09 t/p 507 0.08 1.26380 1.27000 1.26380 513.12 166041.01

1015 2006.09.18 03:14 sell 508 0.08 1.26460 1.27020 1.26400

1016 2006.09.18 03:15 sell 509 0.08 1.26470 1.27030 1.26410

1017 2006.09.18 03:16 sell 510 0.08 1.26490 1.27050 1.26430

1018 2006.09.18 03:18 sell 511 0.08 1.26530 1.27090 1.26470

1019 2006.09.18 03:19 sell 512 0.08 1.26550 1.27110 1.26490

1020 2006.09.18 03:57 t/p 512 0.08 1.26490 1.27110 1.26490 513.12 166554.13

1021 2006.09.18 03:59 t/p 511 0.08 1.26470 1.27090 1.26470 513.12 167067.25

Page 29: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 29/509

1022 2006.09.18 04:47 close 510 0.08 1.26478 1.27050 1.26430 102.62 167169.87

1023 2006.09.18 04:49 close 509 0.08 1.26468 1.27030 1.26410 17.10 167186.97

1024 2006.09.18 04:57 close 508 0.08 1.26460 1.27020 1.26400 0.00 167186.97

1025 2006.09.19 00:27 buy 513 0.08 1.27008 1.26448 1.27068

1026 2006.09.19 01:44 t/p 513 0.08 1.27068 1.26448 1.27068 513.01 167699.98

1027 2006.09.21 23:36 buy 514 0.08 1.27828 1.27268 1.27888

1028 2006.09.21 23:39 buy 515 0.08 1.27828 1.27268 1.27888

1029 2006.09.21 23:45 buy 516 0.08 1.27828 1.27268 1.27888

1030 2006.09.21 23:49 buy 517 0.08 1.27818 1.27258 1.27878

1031 2006.09.21 23:59 buy 518 0.08 1.27808 1.27248 1.27868

1032 2006.09.22 02:43 t/p 517 0.08 1.27878 1.27258 1.27878 411.01 168111.00

1033 2006.09.22 02:43 t/p 518 0.08 1.27868 1.27248 1.27868 411.02 168522.02

1034 2006.09.22 02:43 close 516 0.08 1.27878 1.27268 1.27888 325.51 168847.53

1035 2006.09.22 02:43 close 515 0.08 1.27878 1.27268 1.27888 325.51 169173.04

1036 2006.09.22 02:43 close 514 0.08 1.27878 1.27268 1.27888 325.51 169498.56

1037 2006.09.22 04:01 buy 519 0.08 1.27828 1.27268 1.27888

1038 2006.09.22 04:07 t/p 519 0.08 1.27888 1.27268 1.27888 513.00 170011.56

1039 2006.09.22 12:25 buy 520 0.08 1.28108 1.27548 1.28168

1040 2006.09.22 12:29 buy 521 0.08 1.28128 1.27568 1.28188

1041 2006.09.22 12:43 buy 522 0.08 1.28098 1.27538 1.28158

1042 2006.09.22 12:46 buy 523 0.08 1.28108 1.27548 1.28168

1043 2006.09.22 12:47 buy 524 0.08 1.28098 1.27538 1.28158

1044 2006.09.22 13:44 t/p 522 0.08 1.28158 1.27538 1.28158 513.00 170524.56

1045 2006.09.22 13:44 t/p 524 0.08 1.28158 1.27538 1.28158 513.00 171037.56

1046 2006.09.22 13:55 t/p 520 0.08 1.28168 1.27548 1.28168 513.00 171550.56

1047 2006.09.22 13:55 t/p 523 0.08 1.28168 1.27548 1.28168 513.00 172063.56

1048 2006.09.22 13:59 t/p 521 0.08 1.28188 1.27568 1.28188 513.01 172576.57

1049 2006.09.22 14:39 buy 525 0.08 1.28108 1.27548 1.28168

1050 2006.09.22 15:13 t/p 525 0.08 1.28168 1.27548 1.28168 513.00 173089.57

1051 2006.09.25 19:49 sell 526 0.08 1.27550 1.28110 1.27490

1052 2006.09.25 19:50 sell 527 0.08 1.27550 1.28110 1.27490

1053 2006.09.25 19:57 sell 528 0.08 1.27550 1.28110 1.27490

1054 2006.09.25 20:02 sell 529 0.08 1.27550 1.28110 1.27490

1055 2006.09.25 20:04 sell 530 0.08 1.27550 1.28110 1.27490

1056 2006.09.25 23:28 t/p 526 0.08 1.27490 1.28110 1.27490 513.12 173602.69

1057 2006.09.25 23:28 t/p 527 0.08 1.27490 1.28110 1.27490 513.12 174115.81

1058 2006.09.25 23:28 t/p 528 0.08 1.27490 1.28110 1.27490 513.12 174628.93

1059 2006.09.25 23:28 t/p 529 0.08 1.27490 1.28110 1.27490 513.12 175142.05

Page 30: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 30/509

1060 2006.09.25 23:28 t/p 530 0.08 1.27490 1.28110 1.27490 513.12 175655.17

1061 2006.09.26 18:52 sell 531 0.09 1.26890 1.27450 1.26830

1062 2006.09.26 18:53 sell 532 0.09 1.26900 1.27460 1.26840

1063 2006.09.26 18:54 sell 533 0.09 1.26920 1.27480 1.26860

1064 2006.09.26 19:06 sell 534 0.09 1.26900 1.27460 1.26840

1065 2006.09.26 19:07 sell 535 0.09 1.26900 1.27460 1.26840

1066 2006.09.26 19:29 t/p 533 0.09 1.26860 1.27480 1.26860 577.26 176232.43

1067 2006.09.26 19:29 t/p 532 0.09 1.26840 1.27460 1.26840 577.26 176809.69

1068 2006.09.26 19:29 t/p 534 0.09 1.26840 1.27460 1.26840 577.26 177386.95

1069 2006.09.26 19:29 t/p 535 0.09 1.26840 1.27460 1.26840 577.26 177964.21

1070 2006.09.26 19:37 t/p 531 0.09 1.26830 1.27450 1.26830 577.26 178541.47

1071 2006.09.26 20:32 sell 536 0.09 1.26930 1.27490 1.26870

1072 2006.09.26 20:48 t/p 536 0.09 1.26870 1.27490 1.26870 577.26 179118.73

1073 2006.09.26 21:39 sell 537 0.09 1.26940 1.27500 1.26880

1074 2006.09.26 21:43 sell 538 0.09 1.26940 1.27500 1.26880

1075 2006.09.26 21:48 sell 539 0.09 1.26940 1.27500 1.26880

1076 2006.09.26 21:51 sell 540 0.09 1.26930 1.27490 1.26870

1077 2006.09.26 21:52 sell 541 0.09 1.26940 1.27500 1.26880

1078 2006.09.26 23:04 t/p 537 0.09 1.26880 1.27500 1.26880 577.26 179695.99

1079 2006.09.26 23:04 t/p 538 0.09 1.26880 1.27500 1.26880 577.26 180273.25

1080 2006.09.26 23:04 t/p 539 0.09 1.26880 1.27500 1.26880 577.26 180850.51

1081 2006.09.26 23:04 t/p 541 0.09 1.26880 1.27500 1.26880 577.26 181427.77

1082 2006.09.26 23:16 t/p 540 0.09 1.26870 1.27490 1.26870 577.26 182005.03

1083 2006.10.02 21:14 buy 542 0.09 1.27458 1.26898 1.27518

1084 2006.10.02 21:35 buy 543 0.09 1.27438 1.26878 1.27498

1085 2006.10.02 21:39 buy 544 0.09 1.27438 1.26878 1.27498

1086 2006.10.02 21:41 buy 545 0.09 1.27438 1.26878 1.27498

1087 2006.10.02 21:43 buy 546 0.09 1.27428 1.26868 1.27488

1088 2006.10.03 06:14 t/p 546 0.09 1.27488 1.26868 1.27488 462.39 182467.42

1089 2006.10.03 06:14 close 542 0.09 1.27489 1.26898 1.27518 183.44 182650.86

1090 2006.10.03 06:14 close 545 0.09 1.27488 1.26878 1.27498 366.20 183017.07

1091 2006.10.03 06:14 close 544 0.09 1.27488 1.26878 1.27498 366.20 183383.27

1092 2006.10.03 06:14 close 543 0.09 1.27488 1.26878 1.27498 366.20 183749.47

1093 2006.10.04 15:46 sell 547 0.09 1.26840 1.27400 1.26780

1094 2006.10.04 15:56 sell 548 0.09 1.26860 1.27420 1.26800

1095 2006.10.04 16:00 sell 549 0.09 1.26860 1.27420 1.26800

1096 2006.10.04 16:05 sell 550 0.09 1.26860 1.27420 1.26800

Page 31: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 31/509

1097 2006.10.04 16:13 t/p 548 0.09 1.26800 1.27420 1.26800 577.26 184326.73

1098 2006.10.04 16:13 t/p 549 0.09 1.26800 1.27420 1.26800 577.26 184903.99

1099 2006.10.04 16:13 t/p 550 0.09 1.26800 1.27420 1.26800 577.26 185481.25

1100 2006.10.04 17:01 sell 551 0.09 1.26940 1.27500 1.26880

1101 2006.10.04 17:02 t/p 551 0.09 1.26880 1.27500 1.26880 577.26 186058.51

1102 2006.10.04 17:11 t/p 547 0.09 1.26780 1.27400 1.26780 577.26 186635.77

1103 2006.10.09 02:32 sell 552 0.09 1.25920 1.26480 1.25860

1104 2006.10.09 02:37 sell 553 0.09 1.25920 1.26480 1.25860

1105 2006.10.09 02:42 sell 554 0.09 1.25930 1.26490 1.25870

1106 2006.10.09 02:44 sell 555 0.09 1.25940 1.26500 1.25880

1107 2006.10.09 02:45 sell 556 0.09 1.25950 1.26510 1.25890

1108 2006.10.09 03:22 t/p 556 0.09 1.25890 1.26510 1.25890 577.26 187213.03

1109 2006.10.09 03:22 t/p 555 0.09 1.25880 1.26500 1.25880 577.26 187790.29

1110 2006.10.09 03:29 t/p 554 0.09 1.25870 1.26490 1.25870 577.26 188367.55

1111 2006.10.09 04:04 close 552 0.09 1.25919 1.26480 1.25860 9.62 188377.17

1112 2006.10.09 04:07 close 553 0.09 1.25919 1.26480 1.25860 9.62 188386.79

1113 2006.10.09 04:20 sell 557 0.09 1.25940 1.26500 1.25880

1114 2006.10.09 04:22 sell 558 0.09 1.25940 1.26500 1.25880

1115 2006.10.09 04:23 sell 559 0.09 1.25940 1.26500 1.25880

1116 2006.10.09 04:30 sell 560 0.09 1.25950 1.26510 1.25890

1117 2006.10.09 04:31 sell 561 0.09 1.25960 1.26520 1.25900

1118 2006.10.09 10:19 t/p 561 0.09 1.25900 1.26520 1.25900 577.26 188964.05

1119 2006.10.09 10:19 close 559 0.09 1.25898 1.26500 1.25880 404.08 189368.13

1120 2006.10.09 10:19 close 558 0.09 1.25898 1.26500 1.25880 404.08 189772.21

1121 2006.10.09 10:19 close 557 0.09 1.25898 1.26500 1.25880 404.08 190176.29

1122 2006.10.09 10:19 close 560 0.09 1.25900 1.26510 1.25890 481.05 190657.34

1123 2006.10.10 17:54 sell 562 0.09 1.25370 1.25930 1.25310

1124 2006.10.10 17:55 sell 563 0.09 1.25380 1.25940 1.25320

1125 2006.10.10 18:01 sell 564 0.09 1.25370 1.25930 1.25310

1126 2006.10.10 18:03 sell 565 0.09 1.25370 1.25930 1.25310

1127 2006.10.10 18:05 sell 566 0.09 1.25370 1.25930 1.25310

1128 2006.10.10 20:26 t/p 563 0.09 1.25320 1.25940 1.25320 577.26 191234.60

1129 2006.10.10 20:26 close 566 0.09 1.25320 1.25930 1.25310 481.05 191715.65

1130 2006.10.10 20:26 close 565 0.09 1.25320 1.25930 1.25310 481.05 192196.70

1131 2006.10.10 20:26 close 564 0.09 1.25320 1.25930 1.25310 481.05 192677.75

1132 2006.10.10 20:26 close 562 0.09 1.25320 1.25930 1.25310 481.05 193158.80

1133 2006.10.10 21:18 sell 567 0.09 1.25370 1.25930 1.25310

1134 2006.10.10 21:20 sell 568 0.09 1.25380 1.25940 1.25320

Page 32: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 32/509

1135 2006.10.10 21:28 sell 569 0.09 1.25380 1.25940 1.25320

1136 2006.10.10 21:35 sell 570 0.09 1.25380 1.25940 1.25320

1137 2006.10.10 21:40 sell 571 0.09 1.25380 1.25940 1.25320

1138 2006.10.11 00:05 t/p 568 0.09 1.25320 1.25940 1.25320 639.93 193798.74

1139 2006.10.11 00:05 t/p 569 0.09 1.25320 1.25940 1.25320 639.93 194438.67

1140 2006.10.11 00:05 t/p 570 0.09 1.25320 1.25940 1.25320 639.93 195078.60

1141 2006.10.11 00:05 t/p 571 0.09 1.25320 1.25940 1.25320 639.93 195718.53

1142 2006.10.11 00:05 close 567 0.09 1.25358 1.25930 1.25310 178.12 195896.65

1143 2006.10.11 00:20 sell 572 0.10 1.25380 1.25940 1.25320

1144 2006.10.11 00:33 t/p 572 0.10 1.25320 1.25940 1.25320 641.40 196538.05

1145 2006.10.11 02:51 sell 573 0.10 1.25340 1.25900 1.25280

1146 2006.10.11 02:57 sell 574 0.10 1.25340 1.25900 1.25280

1147 2006.10.11 02:59 sell 575 0.10 1.25340 1.25900 1.25280

1148 2006.10.11 03:03 sell 576 0.10 1.25350 1.25910 1.25290

1149 2006.10.11 06:00 close 573 0.10 1.25448 1.25900 1.25280 -1154.52 195383.53

1150 2006.10.11 06:00 close 575 0.10 1.25448 1.25900 1.25280 -1154.52 194229.01

1151 2006.10.11 06:01 close 574 0.10 1.25438 1.25900 1.25280 -1047.62 193181.39

1152 2006.10.11 06:02 close 576 0.10 1.25428 1.25910 1.25290 -833.82 192347.57

1153 2006.10.23 18:00 sell 577 0.09 1.25510 1.26070 1.25450

1154 2006.10.23 18:02 sell 578 0.09 1.25510 1.26070 1.25450

1155 2006.10.23 18:03 sell 579 0.09 1.25510 1.26070 1.25450

1156 2006.10.23 18:15 t/p 577 0.09 1.25450 1.26070 1.25450 577.25 192924.82

1157 2006.10.23 18:15 t/p 578 0.09 1.25450 1.26070 1.25450 577.25 193502.07

1158 2006.10.23 18:15 t/p 579 0.09 1.25450 1.26070 1.25450 577.25 194079.32

1159 2006.10.23 19:31 sell 580 0.09 1.25510 1.26070 1.25450

1160 2006.10.23 19:35 sell 581 0.09 1.25510 1.26070 1.25450

1161 2006.10.23 20:00 t/p 580 0.09 1.25450 1.26070 1.25450 577.25 194656.57

1162 2006.10.23 20:00 t/p 581 0.09 1.25450 1.26070 1.25450 577.25 195233.82

1163 2006.10.23 21:41 sell 582 0.09 1.25490 1.26050 1.25430

1164 2006.10.23 21:44 sell 583 0.09 1.25480 1.26040 1.25420

1165 2006.10.23 21:46 sell 584 0.09 1.25490 1.26050 1.25430

1166 2006.10.23 21:50 sell 585 0.09 1.25490 1.26050 1.25430

1167 2006.10.23 21:53 sell 586 0.09 1.25500 1.26060 1.25440

1168 2006.10.24 04:08 t/p 586 0.09 1.25440 1.26060 1.25440 639.93 195873.75

1169 2006.10.24 04:08 close 585 0.09 1.25440 1.26050 1.25430 543.72 196417.47

1170 2006.10.24 04:08 close 584 0.09 1.25440 1.26050 1.25430 543.72 196961.19

1171 2006.10.24 04:08 close 583 0.09 1.25440 1.26040 1.25420 447.51 197408.70

Page 33: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 33/509

1172 2006.10.24 04:08 close 582 0.09 1.25440 1.26050 1.25430 543.72 197952.42

1173 2006.10.26 13:36 buy 587 0.10 1.26538 1.25978 1.26598

1174 2006.10.26 13:37 buy 588 0.10 1.26528 1.25968 1.26588

1175 2006.10.26 13:39 buy 589 0.10 1.26538 1.25978 1.26598

1176 2006.10.26 13:40 buy 590 0.10 1.26528 1.25968 1.26588

1177 2006.10.26 13:41 buy 591 0.10 1.26528 1.25968 1.26588

1178 2006.10.26 14:37 t/p 588 0.10 1.26588 1.25968 1.26588 641.26 198593.68

1179 2006.10.26 14:37 t/p 590 0.10 1.26588 1.25968 1.26588 641.26 199234.94

1180 2006.10.26 14:37 t/p 591 0.10 1.26588 1.25968 1.26588 641.26 199876.20

1181 2006.10.26 15:06 close 587 0.10 1.26540 1.25978 1.26598 21.37 199897.57

1182 2006.10.26 15:15 close 589 0.10 1.26542 1.25978 1.26598 42.75 199940.32

1183 2006.10.27 02:47 buy 592 0.10 1.26878 1.26318 1.26938

1184 2006.10.27 02:52 buy 593 0.10 1.26878 1.26318 1.26938

1185 2006.10.27 02:57 buy 594 0.10 1.26868 1.26308 1.26928

1186 2006.10.27 02:59 buy 595 0.10 1.26878 1.26318 1.26938

1187 2006.10.27 03:02 t/p 594 0.10 1.26928 1.26308 1.26928 641.25 200581.57

1188 2006.10.27 03:02 t/p 592 0.10 1.26938 1.26318 1.26938 641.26 201222.83

1189 2006.10.27 03:02 t/p 593 0.10 1.26938 1.26318 1.26938 641.26 201864.09

1190 2006.10.27 03:02 t/p 595 0.10 1.26938 1.26318 1.26938 641.26 202505.35

1191 2006.10.30 00:01 buy 596 0.10 1.27288 1.26728 1.27348

1192 2006.10.30 00:02 buy 597 0.10 1.27308 1.26748 1.27368

1193 2006.10.30 00:03 buy 598 0.10 1.27298 1.26738 1.27358

1194 2006.10.30 00:12 buy 599 0.10 1.27288 1.26728 1.27348

1195 2006.10.30 00:14 buy 600 0.10 1.27298 1.26738 1.27358

1196 2006.10.30 14:21 t/p 596 0.10 1.27348 1.26728 1.27348 641.25 203146.60

1197 2006.10.30 14:21 t/p 599 0.10 1.27348 1.26728 1.27348 641.25 203787.85

1198 2006.10.30 14:21 close 597 0.10 1.27348 1.26748 1.27368 427.50 204215.35

1199 2006.10.30 14:21 close 600 0.10 1.27347 1.26738 1.27358 523.70 204739.05

1200 2006.10.30 14:21 close 598 0.10 1.27347 1.26738 1.27358 523.70 205262.75

1201 2006.10.31 20:18 buy 601 0.10 1.27648 1.27088 1.27708

1202 2006.10.31 20:58 buy 602 0.10 1.27628 1.27068 1.27688

1203 2006.10.31 21:43 buy 603 0.10 1.27608 1.27048 1.27668

1204 2006.10.31 21:59 close 601 0.10 1.27650 1.27088 1.27708 21.38 205284.13

1205 2006.10.31 22:29 close 602 0.10 1.27640 1.27068 1.27688 128.25 205412.38

1206 2006.10.31 23:14 close 603 0.10 1.27620 1.27048 1.27668 128.25 205540.63

1207 2006.11.06 00:03 sell 604 0.10 1.27170 1.27730 1.27110

1208 2006.11.06 01:33 close 604 0.10 1.27165 1.27730 1.27110 53.45 205594.08

1209 2006.11.06 02:03 sell 605 0.10 1.27210 1.27770 1.27150

Page 34: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 34/509

1210 2006.11.06 02:08 sell 606 0.10 1.27210 1.27770 1.27150

1211 2006.11.06 03:01 t/p 605 0.10 1.27150 1.27770 1.27150 641.39 206235.47

1212 2006.11.06 03:01 t/p 606 0.10 1.27150 1.27770 1.27150 641.39 206876.86

1213 2006.11.07 12:12 buy 607 0.10 1.27548 1.26988 1.27608

1214 2006.11.07 13:43 close 607 0.10 1.27560 1.26988 1.27608 128.26 207005.12

1215 2006.11.07 13:49 buy 608 0.10 1.27568 1.27008 1.27628

1216 2006.11.07 14:27 buy 609 0.10 1.27558 1.26998 1.27618

1217 2006.11.07 15:20 close 608 0.10 1.27590 1.27008 1.27628 235.12 207240.24

1218 2006.11.07 15:21 t/p 609 0.10 1.27618 1.26998 1.27618 641.26 207881.50

1219 2006.11.07 20:44 buy 610 0.10 1.28008 1.27448 1.28068

1220 2006.11.07 20:46 buy 611 0.10 1.28018 1.27458 1.28078

1221 2006.11.07 20:47 buy 612 0.10 1.27988 1.27428 1.28048

1222 2006.11.07 20:49 buy 613 0.10 1.27998 1.27438 1.28058

1223 2006.11.07 20:54 buy 614 0.10 1.28018 1.27458 1.28078

1224 2006.11.08 11:27 t/p 612 0.10 1.28048 1.27428 1.28048 513.77 208395.27

1225 2006.11.08 11:27 close 614 0.10 1.28049 1.27458 1.28078 203.83 208599.09

1226 2006.11.08 11:27 close 611 0.10 1.28049 1.27458 1.28078 203.83 208802.92

1227 2006.11.08 11:27 close 610 0.10 1.28049 1.27448 1.28068 310.71 209113.63

1228 2006.11.08 11:27 close 613 0.10 1.28048 1.27438 1.28058 406.90 209520.52

1229 2006.11.09 21:38 buy 615 0.10 1.28298 1.27738 1.28358

1230 2006.11.09 21:40 buy 616 0.10 1.28288 1.27728 1.28348

1231 2006.11.09 21:42 buy 617 0.10 1.28288 1.27728 1.28348

1232 2006.11.09 21:43 buy 618 0.10 1.28278 1.27718 1.28338

1233 2006.11.09 21:46 buy 619 0.10 1.28268 1.27708 1.28328

1234 2006.11.10 00:16 t/p 619 0.10 1.28328 1.27708 1.28328 513.77 210034.29

1235 2006.11.10 00:16 close 617 0.10 1.28330 1.27728 1.28348 321.40 210355.68

1236 2006.11.10 00:16 close 616 0.10 1.28330 1.27728 1.28348 321.40 210677.08

1237 2006.11.10 00:16 close 615 0.10 1.28330 1.27738 1.28358 214.53 210891.60

1238 2006.11.10 00:16 close 618 0.10 1.28325 1.27718 1.28338 374.84 211266.44

1239 2006.11.10 13:27 buy 620 0.10 1.28728 1.28168 1.28788

1240 2006.11.10 13:29 buy 621 0.10 1.28718 1.28158 1.28778

1241 2006.11.10 13:32 buy 622 0.10 1.28698 1.28138 1.28758

1242 2006.11.10 13:33 buy 623 0.10 1.28698 1.28138 1.28758

1243 2006.11.10 13:34 buy 624 0.10 1.28688 1.28128 1.28748

1244 2006.11.10 13:45 t/p 624 0.10 1.28748 1.28128 1.28748 641.25 211907.69

1245 2006.11.10 13:48 t/p 622 0.10 1.28758 1.28138 1.28758 641.26 212548.95

1246 2006.11.10 13:48 t/p 623 0.10 1.28758 1.28138 1.28758 641.26 213190.21

Page 35: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 35/509

1247 2006.11.10 13:56 t/p 621 0.10 1.28778 1.28158 1.28778 641.25 213831.46

1248 2006.11.10 13:59 t/p 620 0.10 1.28788 1.28168 1.28788 641.26 214472.72

1249 2006.11.13 21:40 sell 625 0.10 1.28080 1.28640 1.28020

1250 2006.11.13 21:57 sell 626 0.10 1.28090 1.28650 1.28030

1251 2006.11.13 23:11 close 625 0.10 1.28068 1.28640 1.28020 128.28 214601.00

1252 2006.11.13 23:21 t/p 626 0.10 1.28030 1.28650 1.28030 641.39 215242.39

1253 2006.11.13 23:38 sell 627 0.10 1.28070 1.28630 1.28010

1254 2006.11.14 00:47 sell 628 0.10 1.28070 1.28630 1.28010

1255 2006.11.14 00:48 sell 629 0.10 1.28080 1.28640 1.28020

1256 2006.11.14 00:58 sell 630 0.10 1.28080 1.28640 1.28020

1257 2006.11.14 01:00 sell 631 0.10 1.28080 1.28640 1.28020

1258 2006.11.14 15:33 s/l 627 0.10 1.28630 1.28630 1.28010 -5916.72 209325.67

1259 2006.11.14 15:33 s/l 628 0.10 1.28630 1.28630 1.28010 -5986.35 203339.32

1260 2006.11.14 15:34 close 629 0.10 1.28618 1.28640 1.28020 -5751.17 197588.15

1261 2006.11.14 15:34 close 631 0.10 1.28618 1.28640 1.28020 -5751.17 191836.98

1262 2006.11.14 15:35 close 630 0.10 1.28618 1.28640 1.28020 -5751.17 186085.81

1263 2006.11.22 19:00 buy 632 0.09 1.29278 1.28718 1.29338

1264 2006.11.22 19:12 t/p 632 0.09 1.29338 1.28718 1.29338 577.13 186662.94

1265 2006.11.22 19:34 buy 633 0.09 1.29238 1.28678 1.29298

1266 2006.11.22 19:39 buy 634 0.09 1.29248 1.28688 1.29308

1267 2006.11.22 19:44 buy 635 0.09 1.29238 1.28678 1.29298

1268 2006.11.22 19:45 buy 636 0.09 1.29228 1.28668 1.29288

1269 2006.11.22 19:49 buy 637 0.09 1.29228 1.28668 1.29288

1270 2006.11.22 20:02 t/p 636 0.09 1.29288 1.28668 1.29288 577.13 187240.07

1271 2006.11.22 20:02 t/p 637 0.09 1.29288 1.28668 1.29288 577.13 187817.20

1272 2006.11.22 20:07 t/p 633 0.09 1.29298 1.28678 1.29298 577.13 188394.33

1273 2006.11.22 20:07 t/p 635 0.09 1.29298 1.28678 1.29298 577.13 188971.46

1274 2006.11.22 20:34 t/p 634 0.09 1.29308 1.28688 1.29308 577.13 189548.59

1275 2006.11.23 02:01 buy 638 0.09 1.29378 1.28818 1.29438

1276 2006.11.23 02:03 buy 639 0.09 1.29378 1.28818 1.29438

1277 2006.11.23 02:05 buy 640 0.09 1.29368 1.28808 1.29428

1278 2006.11.23 02:13 buy 641 0.09 1.29368 1.28808 1.29428

1279 2006.11.23 02:17 buy 642 0.09 1.29378 1.28818 1.29438

1280 2006.11.23 03:03 t/p 640 0.09 1.29428 1.28808 1.29428 577.13 190125.72

1281 2006.11.23 03:03 t/p 641 0.09 1.29428 1.28808 1.29428 577.13 190702.85

1282 2006.11.23 03:32 close 638 0.09 1.29390 1.28818 1.29438 115.43 190818.28

1283 2006.11.23 03:34 close 639 0.09 1.29400 1.28818 1.29438 211.62 191029.90

1284 2006.11.23 03:47 close 642 0.09 1.29417 1.28818 1.29438 375.14 191405.04

Page 36: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 36/509

1285 2006.11.24 15:05 buy 643 0.09 1.30768 1.30208 1.30828

1286 2006.11.24 15:19 buy 644 0.09 1.30748 1.30188 1.30808

1287 2006.11.24 15:28 t/p 644 0.09 1.30808 1.30188 1.30808 577.13 191982.17

1288 2006.11.24 15:32 t/p 643 0.09 1.30828 1.30208 1.30828 577.13 192559.30

1289 2006.11.24 16:22 buy 645 0.09 1.30768 1.30208 1.30828

1290 2006.11.24 16:23 buy 646 0.09 1.30748 1.30188 1.30808

1291 2006.11.24 16:37 t/p 646 0.09 1.30808 1.30188 1.30808 577.13 193136.43

1292 2006.11.24 16:37 t/p 645 0.09 1.30828 1.30208 1.30828 577.13 193713.56

1293 2006.11.27 02:29 buy 647 0.09 1.31438 1.30878 1.31498

1294 2006.11.27 02:32 buy 648 0.09 1.31448 1.30888 1.31508

1295 2006.11.27 02:33 buy 649 0.09 1.31438 1.30878 1.31498

1296 2006.11.27 02:34 buy 650 0.09 1.31418 1.30858 1.31478

1297 2006.11.27 02:35 buy 651 0.09 1.31418 1.30858 1.31478

1298 2006.11.27 03:49 t/p 650 0.09 1.31478 1.30858 1.31478 577.13 194290.69

1299 2006.11.27 03:49 t/p 651 0.09 1.31478 1.30858 1.31478 577.13 194867.82

1300 2006.11.27 03:59 close 647 0.09 1.31440 1.30878 1.31498 19.24 194887.06

1301 2006.11.27 04:03 close 648 0.09 1.31450 1.30888 1.31508 19.24 194906.30

1302 2006.11.27 04:03 close 649 0.09 1.31452 1.30878 1.31498 134.67 195040.97

1303 2006.11.29 01:43 buy 652 0.09 1.31928 1.31368 1.31988

1304 2006.11.29 01:51 t/p 652 0.09 1.31988 1.31368 1.31988 577.13 195618.10

1305 2006.11.30 21:11 buy 653 0.09 1.32508 1.31948 1.32568

1306 2006.11.30 21:18 buy 654 0.09 1.32508 1.31948 1.32568

1307 2006.11.30 21:20 buy 655 0.09 1.32458 1.31898 1.32518

1308 2006.11.30 21:21 buy 656 0.09 1.32468 1.31908 1.32528

1309 2006.11.30 21:25 buy 657 0.09 1.32438 1.31878 1.32498

1310 2006.11.30 22:04 t/p 657 0.09 1.32498 1.31878 1.32498 577.13 196195.23

1311 2006.11.30 22:51 close 655 0.09 1.32460 1.31898 1.32518 19.24 196214.47

1312 2006.11.30 23:00 buy 658 0.10 1.32438 1.31878 1.32498

1313 2006.11.30 23:02 buy 659 0.10 1.32428 1.31868 1.32488

1314 2006.12.01 01:53 t/p 659 0.10 1.32488 1.31868 1.32488 513.78 196728.25

1315 2006.12.01 01:53 t/p 658 0.10 1.32498 1.31878 1.32498 513.77 197242.01

1316 2006.12.01 02:00 t/p 656 0.09 1.32528 1.31908 1.32528 462.39 197704.41

1317 2006.12.01 02:00 t/p 653 0.09 1.32568 1.31948 1.32568 462.39 198166.80

1318 2006.12.01 02:00 t/p 654 0.09 1.32568 1.31948 1.32568 462.39 198629.19

1319 2007.01.02 13:27 buy 660 0.10 1.32708 1.32148 1.32768

1320 2007.01.02 13:29 buy 661 0.10 1.32708 1.32148 1.32768

1321 2007.01.02 13:30 buy 662 0.10 1.32688 1.32128 1.32748

Page 37: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 37/509

1322 2007.01.02 13:32 buy 663 0.10 1.32698 1.32138 1.32758

1323 2007.01.02 13:34 buy 664 0.10 1.32708 1.32148 1.32768

1324 2007.01.02 13:35 t/p 662 0.10 1.32748 1.32128 1.32748 641.25 199270.44

1325 2007.01.02 13:35 t/p 663 0.10 1.32758 1.32138 1.32758 641.26 199911.70

1326 2007.01.02 13:35 t/p 660 0.10 1.32768 1.32148 1.32768 641.26 200552.96

1327 2007.01.02 13:35 t/p 661 0.10 1.32768 1.32148 1.32768 641.26 201194.22

1328 2007.01.02 13:35 t/p 664 0.10 1.32768 1.32148 1.32768 641.26 201835.48

1329 2007.01.02 14:03 buy 665 0.10 1.32688 1.32128 1.32748

1330 2007.01.02 14:33 t/p 665 0.10 1.32748 1.32128 1.32748 641.25 202476.73

1331 2007.01.02 17:03 buy 666 0.10 1.32748 1.32188 1.32808

1332 2007.01.02 17:08 buy 667 0.10 1.32758 1.32198 1.32818

1333 2007.01.02 17:11 buy 668 0.10 1.32758 1.32198 1.32818

1334 2007.01.02 17:12 buy 669 0.10 1.32728 1.32168 1.32788

1335 2007.01.02 17:16 buy 670 0.10 1.32728 1.32168 1.32788

1336 2007.01.02 17:26 t/p 669 0.10 1.32788 1.32168 1.32788 641.25 203117.98

1337 2007.01.02 17:26 t/p 670 0.10 1.32788 1.32168 1.32788 641.25 203759.23

1338 2007.01.02 17:32 buy 671 0.10 1.32728 1.32168 1.32788

1339 2007.01.02 17:33 buy 672 0.10 1.32738 1.32178 1.32798

1340 2007.01.02 18:00 t/p 671 0.10 1.32788 1.32168 1.32788 641.25 204400.48

1341 2007.01.02 18:01 t/p 672 0.10 1.32798 1.32178 1.32798 641.25 205041.73

1342 2007.01.02 18:01 t/p 666 0.10 1.32808 1.32188 1.32808 641.25 205682.98

1343 2007.01.02 18:01 t/p 667 0.10 1.32818 1.32198 1.32818 641.25 206324.23

1344 2007.01.02 18:01 t/p 668 0.10 1.32818 1.32198 1.32818 641.25 206965.48

1345 2007.01.02 20:19 buy 673 0.10 1.32808 1.32248 1.32868

1346 2007.01.02 20:22 buy 674 0.10 1.32798 1.32238 1.32858

1347 2007.01.02 20:27 buy 675 0.10 1.32798 1.32238 1.32858

1348 2007.01.02 20:32 buy 676 0.10 1.32798 1.32238 1.32858

1349 2007.01.02 20:38 buy 677 0.10 1.32798 1.32238 1.32858

1350 2007.01.03 04:13 t/p 674 0.10 1.32858 1.32238 1.32858 513.77 207479.25

1351 2007.01.03 04:13 t/p 675 0.10 1.32858 1.32238 1.32858 513.77 207993.01

1352 2007.01.03 04:13 t/p 676 0.10 1.32858 1.32238 1.32858 513.77 208506.78

1353 2007.01.03 04:13 t/p 677 0.10 1.32858 1.32238 1.32858 513.77 209020.54

1354 2007.01.03 04:13 close 673 0.10 1.32840 1.32248 1.32868 214.52 209235.06

1355 2007.01.03 23:51 sell 678 0.10 1.31700 1.32260 1.31640

1356 2007.01.03 23:54 sell 679 0.10 1.31700 1.32260 1.31640

1357 2007.01.03 23:57 sell 680 0.10 1.31690 1.32250 1.31630

1358 2007.01.04 00:00 sell 681 0.10 1.31700 1.32260 1.31640

1359 2007.01.04 00:02 sell 682 0.10 1.31720 1.32280 1.31660

Page 38: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 38/509

1360 2007.01.04 00:14 t/p 682 0.10 1.31660 1.32280 1.31660 641.40 209876.46

1361 2007.01.04 00:35 sell 683 0.10 1.31700 1.32260 1.31640

1362 2007.01.04 00:51 t/p 678 0.10 1.31640 1.32260 1.31640 850.29 210726.75

1363 2007.01.04 00:51 t/p 679 0.10 1.31640 1.32260 1.31640 850.29 211577.05

1364 2007.01.04 00:51 t/p 681 0.10 1.31640 1.32260 1.31640 641.39 212218.44

1365 2007.01.04 00:51 t/p 683 0.10 1.31640 1.32260 1.31640 641.39 212859.83

1366 2007.01.04 00:58 t/p 680 0.10 1.31630 1.32250 1.31630 850.29 213710.12

1367 2007.01.04 03:15 sell 684 0.10 1.31700 1.32260 1.31640

1368 2007.01.04 03:16 sell 685 0.10 1.31710 1.32270 1.31650

1369 2007.01.04 03:34 sell 686 0.10 1.31720 1.32280 1.31660

1370 2007.01.04 03:37 sell 687 0.10 1.31730 1.32290 1.31670

1371 2007.01.04 03:40 sell 688 0.10 1.31730 1.32290 1.31670

1372 2007.01.04 08:17 t/p 687 0.10 1.31670 1.32290 1.31670 641.40 214351.52

1373 2007.01.04 08:17 t/p 688 0.10 1.31670 1.32290 1.31670 641.40 214992.92

1374 2007.01.04 08:17 close 685 0.10 1.31669 1.32270 1.31650 438.29 215431.21

1375 2007.01.04 08:17 close 684 0.10 1.31669 1.32260 1.31640 331.39 215762.60

1376 2007.01.04 08:17 close 686 0.10 1.31670 1.32280 1.31660 534.50 216297.10

1377 2007.01.04 15:35 sell 689 0.11 1.31150 1.31710 1.31090

1378 2007.01.04 15:37 t/p 689 0.11 1.31090 1.31710 1.31090 705.53 217002.63

1379 2007.01.04 17:10 sell 690 0.11 1.31120 1.31680 1.31060

1380 2007.01.04 17:12 sell 691 0.11 1.31170 1.31730 1.31110

1381 2007.01.04 17:14 sell 692 0.11 1.31130 1.31690 1.31070

1382 2007.01.04 17:14 t/p 691 0.11 1.31110 1.31730 1.31110 705.53 217708.16

1383 2007.01.04 17:15 t/p 692 0.11 1.31070 1.31690 1.31070 705.54 218413.70

1384 2007.01.04 17:16 t/p 690 0.11 1.31060 1.31680 1.31060 705.54 219119.24

1385 2007.01.05 00:10 sell 693 0.11 1.30870 1.31430 1.30810

1386 2007.01.05 00:12 sell 694 0.11 1.30910 1.31470 1.30850

1387 2007.01.05 00:26 sell 695 0.11 1.30890 1.31450 1.30830

1388 2007.01.05 00:31 sell 696 0.11 1.30900 1.31460 1.30840

1389 2007.01.05 00:54 sell 697 0.11 1.30920 1.31480 1.30860

1390 2007.01.05 02:35 t/p 697 0.11 1.30860 1.31480 1.30860 705.53 219824.77

1391 2007.01.05 02:35 close 696 0.11 1.30857 1.31460 1.30840 505.63 220330.40

1392 2007.01.05 02:35 close 695 0.11 1.30857 1.31450 1.30830 388.04 220718.44

1393 2007.01.05 02:35 close 693 0.11 1.30857 1.31430 1.30810 152.86 220871.30

1394 2007.01.05 02:35 t/p 694 0.11 1.30850 1.31470 1.30850 705.53 221576.83

1395 2007.01.08 00:02 sell 698 0.11 1.30140 1.30700 1.30080

1396 2007.01.08 00:03 sell 699 0.11 1.30130 1.30690 1.30070

Page 39: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 39/509

1397 2007.01.08 00:13 sell 700 0.11 1.30100 1.30660 1.30040

1398 2007.01.08 00:41 sell 701 0.11 1.30130 1.30690 1.30070

1399 2007.01.08 00:42 sell 702 0.11 1.30140 1.30700 1.30080

1400 2007.01.08 01:06 t/p 698 0.11 1.30080 1.30700 1.30080 705.53 222282.36

1401 2007.01.08 01:06 t/p 702 0.11 1.30080 1.30700 1.30080 705.53 222987.89

1402 2007.01.08 01:24 t/p 699 0.11 1.30070 1.30690 1.30070 705.54 223693.43

1403 2007.01.08 01:24 t/p 701 0.11 1.30070 1.30690 1.30070 705.54 224398.97

1404 2007.01.08 01:43 close 700 0.11 1.30074 1.30660 1.30040 305.73 224704.70

1405 2007.01.08 03:14 sell 703 0.11 1.30040 1.30600 1.29980

1406 2007.01.08 03:15 sell 704 0.11 1.30070 1.30630 1.30010

1407 2007.01.08 03:19 sell 705 0.11 1.30060 1.30620 1.30000

1408 2007.01.08 03:21 sell 706 0.11 1.30060 1.30620 1.30000

1409 2007.01.08 03:22 sell 707 0.11 1.30060 1.30620 1.30000

1410 2007.01.08 03:56 t/p 704 0.11 1.30010 1.30630 1.30010 705.53 225410.23

1411 2007.01.08 03:58 t/p 705 0.11 1.30000 1.30620 1.30000 705.53 226115.76

1412 2007.01.08 03:58 t/p 706 0.11 1.30000 1.30620 1.30000 705.53 226821.29

1413 2007.01.08 03:58 t/p 707 0.11 1.30000 1.30620 1.30000 705.53 227526.82

1414 2007.01.08 03:59 t/p 703 0.11 1.29980 1.30600 1.29980 705.54 228232.36

1415 2007.01.11 02:06 sell 708 0.11 1.29420 1.29980 1.29360

1416 2007.01.11 02:10 sell 709 0.11 1.29420 1.29980 1.29360

1417 2007.01.11 02:12 sell 710 0.11 1.29420 1.29980 1.29360

1418 2007.01.11 02:15 sell 711 0.11 1.29430 1.29990 1.29370

1419 2007.01.11 02:17 sell 712 0.11 1.29440 1.30000 1.29380

1420 2007.01.11 14:10 s/l 708 0.11 1.29980 1.29980 1.29360 -6584.98 221647.38

1421 2007.01.11 14:10 s/l 709 0.11 1.29980 1.29980 1.29360 -6584.98 215062.40

1422 2007.01.11 14:10 s/l 710 0.11 1.29980 1.29980 1.29360 -6584.98 208477.42

1423 2007.01.11 14:10 close 711 0.11 1.29980 1.29990 1.29370 -6467.39 202010.03

1424 2007.01.11 14:11 close 712 0.11 1.29978 1.30000 1.29380 -6326.28 195683.75

1425 2007.01.12 03:53 sell 713 0.10 1.28920 1.29480 1.28860

1426 2007.01.12 03:54 sell 714 0.10 1.28940 1.29500 1.28880

1427 2007.01.12 03:56 sell 715 0.10 1.28930 1.29490 1.28870

1428 2007.01.12 03:57 sell 716 0.10 1.28950 1.29510 1.28890

1429 2007.01.12 03:59 sell 717 0.10 1.28950 1.29510 1.28890

1430 2007.01.12 14:58 t/p 716 0.10 1.28890 1.29510 1.28890 641.40 196325.15

1431 2007.01.12 14:58 t/p 717 0.10 1.28890 1.29510 1.28890 641.40 196966.55

1432 2007.01.12 14:58 close 715 0.10 1.28888 1.29490 1.28870 448.98 197415.53

1433 2007.01.12 14:58 close 713 0.10 1.28888 1.29480 1.28860 342.08 197757.61

1434 2007.01.12 14:58 close 714 0.10 1.28890 1.29500 1.28880 534.50 198292.11

Page 40: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 40/509

1435 2007.01.23 16:24 buy 718 0.10 1.30198 1.29638 1.30258

1436 2007.01.23 16:26 buy 719 0.10 1.30218 1.29658 1.30278

1437 2007.01.23 16:27 buy 720 0.10 1.30188 1.29628 1.30248

1438 2007.01.23 16:35 buy 721 0.10 1.30218 1.29658 1.30278

1439 2007.01.23 16:39 t/p 720 0.10 1.30248 1.29628 1.30248 641.23 198933.34

1440 2007.01.23 16:40 t/p 718 0.10 1.30258 1.29638 1.30258 641.22 199574.56

1441 2007.01.23 16:54 t/p 719 0.10 1.30278 1.29658 1.30278 641.22 200215.78

1442 2007.01.23 16:54 t/p 721 0.10 1.30278 1.29658 1.30278 641.22 200857.00

1443 2007.01.23 18:12 buy 722 0.10 1.30258 1.29698 1.30318

1444 2007.01.23 18:24 t/p 722 0.10 1.30318 1.29698 1.30318 641.23 201498.23

1445 2007.01.23 18:59 buy 723 0.10 1.30238 1.29678 1.30298

1446 2007.01.23 19:03 t/p 723 0.10 1.30298 1.29678 1.30298 641.23 202139.46

1447 2007.01.23 19:15 buy 724 0.10 1.30238 1.29678 1.30298

1448 2007.01.23 19:36 buy 725 0.10 1.30218 1.29658 1.30278

1449 2007.01.23 19:38 buy 726 0.10 1.30228 1.29668 1.30288

1450 2007.01.23 19:41 buy 727 0.10 1.30228 1.29668 1.30288

1451 2007.01.23 19:43 buy 728 0.10 1.30198 1.29638 1.30258

1452 2007.01.23 22:31 t/p 728 0.10 1.30258 1.29638 1.30258 641.22 202780.68

1453 2007.01.23 22:31 close 727 0.10 1.30260 1.29668 1.30288 341.99 203122.67

1454 2007.01.23 22:31 close 726 0.10 1.30260 1.29668 1.30288 341.99 203464.66

1455 2007.01.23 22:31 close 725 0.10 1.30260 1.29658 1.30278 448.86 203913.52

1456 2007.01.23 22:31 close 724 0.10 1.30260 1.29678 1.30298 235.12 204148.64

1457 2007.01.24 00:19 buy 729 0.10 1.30208 1.29648 1.30268

1458 2007.01.24 01:34 t/p 729 0.10 1.30268 1.29648 1.30268 641.22 204789.86

1459 2007.01.24 21:40 sell 730 0.10 1.29610 1.30170 1.29550

1460 2007.01.24 21:41 sell 731 0.10 1.29620 1.30180 1.29560

1461 2007.01.24 21:45 sell 732 0.10 1.29610 1.30170 1.29550

1462 2007.01.24 21:52 sell 733 0.10 1.29620 1.30180 1.29560

1463 2007.01.24 21:53 sell 734 0.10 1.29640 1.30200 1.29580

1464 2007.01.24 22:03 t/p 734 0.10 1.29580 1.30200 1.29580 641.37 205431.23

1465 2007.01.24 22:07 t/p 731 0.10 1.29560 1.30180 1.29560 641.37 206072.60

1466 2007.01.24 22:07 t/p 733 0.10 1.29560 1.30180 1.29560 641.37 206713.97

1467 2007.01.24 22:07 t/p 730 0.10 1.29550 1.30170 1.29550 641.37 207355.34

1468 2007.01.24 22:07 t/p 732 0.10 1.29550 1.30170 1.29550 641.37 207996.71

1469 2007.01.24 22:58 sell 735 0.10 1.29610 1.30170 1.29550

1470 2007.01.24 23:31 sell 736 0.10 1.29630 1.30190 1.29570

1471 2007.01.24 23:32 sell 737 0.10 1.29640 1.30200 1.29580

Page 41: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 41/509

1472 2007.01.24 23:33 sell 738 0.10 1.29650 1.30210 1.29590

1473 2007.01.24 23:35 sell 739 0.10 1.29650 1.30210 1.29590

1474 2007.01.25 00:55 t/p 738 0.10 1.29590 1.30210 1.29590 850.27 208846.98

1475 2007.01.25 00:55 t/p 739 0.10 1.29590 1.30210 1.29590 850.27 209697.26

1476 2007.01.25 00:55 close 735 0.10 1.29588 1.30170 1.29550 444.07 210141.33

1477 2007.01.25 01:08 close 737 0.10 1.29638 1.30200 1.29580 230.28 210371.61

1478 2007.01.25 01:15 close 736 0.10 1.29630 1.30190 1.29570 208.90 210580.52

1479 2007.01.26 01:39 sell 740 0.10 1.29370 1.29930 1.29310

1480 2007.01.26 01:40 sell 741 0.10 1.29400 1.29960 1.29340

1481 2007.01.26 03:11 close 741 0.10 1.29398 1.29960 1.29340 21.38 210601.90

1482 2007.01.26 03:24 close 740 0.10 1.29368 1.29930 1.29310 21.38 210623.28

1483 2007.01.30 00:12 buy 742 0.10 1.29538 1.28978 1.29598

1484 2007.01.30 00:35 buy 743 0.10 1.29508 1.28948 1.29568

1485 2007.01.30 00:47 t/p 743 0.10 1.29568 1.28948 1.29568 641.23 211264.51

1486 2007.01.30 01:01 t/p 742 0.10 1.29598 1.28978 1.29598 641.24 211905.75

1487 2007.01.30 02:37 buy 744 0.10 1.29548 1.28988 1.29608

1488 2007.01.30 02:38 buy 745 0.10 1.29538 1.28978 1.29598

1489 2007.01.30 02:40 buy 746 0.10 1.29528 1.28968 1.29588

1490 2007.01.30 02:41 buy 747 0.10 1.29528 1.28968 1.29588

1491 2007.01.30 02:43 buy 748 0.10 1.29488 1.28928 1.29548

1492 2007.01.30 03:37 t/p 748 0.10 1.29548 1.28928 1.29548 641.24 212546.99

1493 2007.01.30 03:48 t/p 746 0.10 1.29588 1.28968 1.29588 641.23 213188.22

1494 2007.01.30 03:48 t/p 747 0.10 1.29588 1.28968 1.29588 641.23 213829.45

1495 2007.01.30 03:49 t/p 745 0.10 1.29598 1.28978 1.29598 641.24 214470.69

1496 2007.01.30 03:49 t/p 744 0.10 1.29608 1.28988 1.29608 641.23 215111.92

1497 2007.02.01 00:19 buy 749 0.10 1.30268 1.29708 1.30328

1498 2007.02.01 00:21 buy 750 0.10 1.30268 1.29708 1.30328

1499 2007.02.01 00:29 buy 751 0.10 1.30248 1.29688 1.30308

1500 2007.02.01 00:32 buy 752 0.10 1.30238 1.29678 1.30298

1501 2007.02.01 00:33 buy 753 0.10 1.30228 1.29668 1.30288

1502 2007.02.01 01:09 t/p 753 0.10 1.30288 1.29668 1.30288 641.22 215753.14

1503 2007.02.01 01:09 t/p 752 0.10 1.30298 1.29678 1.30298 641.23 216394.37

1504 2007.02.01 01:10 t/p 751 0.10 1.30308 1.29688 1.30308 641.23 217035.60

1505 2007.02.01 01:56 buy 754 0.11 1.30228 1.29668 1.30288

1506 2007.02.01 01:58 buy 755 0.11 1.30228 1.29668 1.30288

1507 2007.02.01 01:59 buy 756 0.11 1.30228 1.29668 1.30288

1508 2007.02.01 02:57 t/p 754 0.11 1.30288 1.29668 1.30288 705.35 217740.95

1509 2007.02.01 02:57 t/p 755 0.11 1.30288 1.29668 1.30288 705.35 218446.30

Page 42: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 42/509

1510 2007.02.01 02:57 t/p 756 0.11 1.30288 1.29668 1.30288 705.35 219151.65

1511 2007.02.01 02:57 close 750 0.10 1.30290 1.29708 1.30328 235.12 219386.77

1512 2007.02.01 02:57 close 749 0.10 1.30290 1.29708 1.30328 235.12 219621.89

1513 2007.02.05 01:54 sell 757 0.11 1.29610 1.30170 1.29550

1514 2007.02.05 03:00 t/p 757 0.11 1.29550 1.30170 1.29550 705.50 220327.39

1515 2007.02.07 01:34 buy 758 0.11 1.29818 1.29258 1.29878

1516 2007.02.07 01:36 buy 759 0.11 1.29818 1.29258 1.29878

1517 2007.02.07 01:44 buy 760 0.11 1.29818 1.29258 1.29878

1518 2007.02.07 01:46 buy 761 0.11 1.29818 1.29258 1.29878

1519 2007.02.07 02:02 buy 762 0.11 1.29808 1.29248 1.29868

1520 2007.02.07 05:23 t/p 762 0.11 1.29868 1.29248 1.29868 705.36 221032.75

1521 2007.02.07 05:23 t/p 758 0.11 1.29878 1.29258 1.29878 705.36 221738.11

1522 2007.02.07 05:23 t/p 759 0.11 1.29878 1.29258 1.29878 705.36 222443.47

1523 2007.02.07 05:23 t/p 760 0.11 1.29878 1.29258 1.29878 705.36 223148.83

1524 2007.02.07 05:23 t/p 761 0.11 1.29878 1.29258 1.29878 705.36 223854.19

1525 2007.02.09 03:00 buy 763 0.11 1.30368 1.29808 1.30428

1526 2007.02.09 03:04 buy 764 0.11 1.30358 1.29798 1.30418

1527 2007.02.09 03:05 buy 765 0.11 1.30358 1.29798 1.30418

1528 2007.02.09 03:06 buy 766 0.11 1.30348 1.29788 1.30408

1529 2007.02.09 03:09 buy 767 0.11 1.30348 1.29788 1.30408

1530 2007.02.09 04:23 t/p 766 0.11 1.30408 1.29788 1.30408 705.37 224559.56

1531 2007.02.09 04:23 t/p 767 0.11 1.30408 1.29788 1.30408 705.37 225264.93

1532 2007.02.09 04:23 t/p 764 0.11 1.30418 1.29798 1.30418 705.37 225970.30

1533 2007.02.09 04:23 t/p 765 0.11 1.30418 1.29798 1.30418 705.37 226675.67

1534 2007.02.09 04:32 close 763 0.11 1.30417 1.29808 1.30428 576.06 227251.73

1535 2007.02.12 15:39 sell 768 0.11 1.29640 1.30200 1.29580

1536 2007.02.12 15:40 sell 769 0.11 1.29670 1.30230 1.29610

1537 2007.02.12 15:48 t/p 769 0.11 1.29610 1.30230 1.29610 705.52 227957.25

1538 2007.02.12 15:57 t/p 768 0.11 1.29580 1.30200 1.29580 705.53 228662.78

1539 2007.02.12 16:22 sell 770 0.11 1.29640 1.30200 1.29580

1540 2007.02.12 16:32 sell 771 0.11 1.29640 1.30200 1.29580

1541 2007.02.12 16:59 sell 772 0.11 1.29660 1.30220 1.29600

1542 2007.02.12 17:13 sell 773 0.11 1.29660 1.30220 1.29600

1543 2007.02.12 17:21 t/p 772 0.11 1.29600 1.30220 1.29600 705.52 229368.30

1544 2007.02.12 17:21 t/p 773 0.11 1.29600 1.30220 1.29600 705.52 230073.82

1545 2007.02.12 17:41 t/p 770 0.11 1.29580 1.30200 1.29580 705.53 230779.35

1546 2007.02.12 17:41 t/p 771 0.11 1.29580 1.30200 1.29580 705.53 231484.88

Page 43: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 43/509

1547 2007.02.12 18:06 sell 774 0.11 1.29670 1.30230 1.29610

1548 2007.02.12 18:07 sell 775 0.11 1.29680 1.30240 1.29620

1549 2007.02.12 18:21 t/p 775 0.11 1.29620 1.30240 1.29620 705.53 232190.41

1550 2007.02.12 18:35 t/p 774 0.11 1.29610 1.30230 1.29610 705.52 232895.93

1551 2007.02.12 19:52 sell 776 0.11 1.29670 1.30230 1.29610

1552 2007.02.12 20:22 t/p 776 0.11 1.29610 1.30230 1.29610 705.52 233601.45

1553 2007.02.12 22:37 sell 777 0.11 1.29640 1.30200 1.29580

1554 2007.02.12 22:38 sell 778 0.11 1.29640 1.30200 1.29580

1555 2007.02.12 22:41 sell 779 0.11 1.29640 1.30200 1.29580

1556 2007.02.12 22:42 sell 780 0.11 1.29650 1.30210 1.29590

1557 2007.02.12 22:44 sell 781 0.11 1.29640 1.30200 1.29580

1558 2007.02.13 01:46 t/p 780 0.11 1.29590 1.30210 1.29590 782.13 234383.57

1559 2007.02.13 01:46 close 781 0.11 1.29597 1.30200 1.29580 582.23 234965.80

1560 2007.02.13 01:46 close 779 0.11 1.29597 1.30200 1.29580 582.23 235548.03

1561 2007.02.13 01:46 close 778 0.11 1.29597 1.30200 1.29580 582.23 236130.26

1562 2007.02.13 01:46 close 777 0.11 1.29597 1.30200 1.29580 582.23 236712.48

1563 2007.02.13 17:15 buy 782 0.11 1.30158 1.29598 1.30218

1564 2007.02.13 17:43 buy 783 0.11 1.30138 1.29578 1.30198

1565 2007.02.13 17:44 buy 784 0.11 1.30128 1.29568 1.30188

1566 2007.02.13 17:45 buy 785 0.11 1.30108 1.29548 1.30168

1567 2007.02.13 17:49 buy 786 0.11 1.30128 1.29568 1.30188

1568 2007.02.13 18:02 t/p 785 0.11 1.30168 1.29548 1.30168 705.38 237417.86

1569 2007.02.13 18:08 t/p 784 0.11 1.30188 1.29568 1.30188 705.39 238123.25

1570 2007.02.13 18:08 t/p 786 0.11 1.30188 1.29568 1.30188 705.39 238828.64

1571 2007.02.13 18:08 t/p 783 0.11 1.30198 1.29578 1.30198 705.38 239534.02

1572 2007.02.13 18:09 t/p 782 0.11 1.30218 1.29598 1.30218 705.39 240239.41

1573 2007.02.14 01:30 buy 787 0.12 1.30358 1.29798 1.30418

1574 2007.02.14 01:32 buy 788 0.12 1.30348 1.29788 1.30408

1575 2007.02.14 01:53 buy 789 0.12 1.30348 1.29788 1.30408

1576 2007.02.14 01:55 buy 790 0.12 1.30338 1.29778 1.30398

1577 2007.02.14 01:57 buy 791 0.12 1.30348 1.29788 1.30408

1578 2007.02.14 02:45 t/p 790 0.12 1.30398 1.29778 1.30398 769.51 241008.92

1579 2007.02.14 02:45 t/p 788 0.12 1.30408 1.29788 1.30408 769.51 241778.43

1580 2007.02.14 02:45 t/p 789 0.12 1.30408 1.29788 1.30408 769.51 242547.94

1581 2007.02.14 02:45 t/p 791 0.12 1.30408 1.29788 1.30408 769.51 243317.45

1582 2007.02.14 03:00 close 787 0.12 1.30373 1.29798 1.30418 192.38 243509.83

1583 2007.02.14 03:13 buy 792 0.12 1.30338 1.29778 1.30398

1584 2007.02.14 04:43 close 792 0.12 1.30347 1.29778 1.30398 115.43 243625.26

Page 44: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 44/509

1585 2007.02.14 13:58 buy 793 0.12 1.30818 1.30258 1.30878

1586 2007.02.14 13:59 buy 794 0.12 1.30798 1.30238 1.30858

1587 2007.02.14 14:01 buy 795 0.12 1.30798 1.30238 1.30858

1588 2007.02.14 14:05 buy 796 0.12 1.30798 1.30238 1.30858

1589 2007.02.14 14:07 buy 797 0.12 1.30808 1.30248 1.30868

1590 2007.02.14 14:43 t/p 794 0.12 1.30858 1.30238 1.30858 769.50 244394.76

1591 2007.02.14 14:43 t/p 795 0.12 1.30858 1.30238 1.30858 769.50 245164.26

1592 2007.02.14 14:43 t/p 796 0.12 1.30858 1.30238 1.30858 769.50 245933.76

1593 2007.02.14 14:43 t/p 797 0.12 1.30868 1.30248 1.30868 769.50 246703.26

1594 2007.02.14 14:44 t/p 793 0.12 1.30878 1.30258 1.30878 769.51 247472.77

1595 2007.02.22 14:37 sell 798 0.12 1.30980 1.31540 1.30920

1596 2007.02.22 14:54 sell 799 0.12 1.30980 1.31540 1.30920

1597 2007.02.22 14:55 sell 800 0.12 1.31000 1.31560 1.30940

1598 2007.02.22 14:56 sell 801 0.12 1.31010 1.31570 1.30950

1599 2007.02.22 14:58 sell 802 0.12 1.31010 1.31570 1.30950

1600 2007.02.23 16:22 s/l 798 0.12 1.31540 1.31540 1.30920 -7099.72 240373.06

1601 2007.02.23 16:22 s/l 799 0.12 1.31540 1.31540 1.30920 -7099.72 233273.34

1602 2007.02.23 16:22 close 800 0.12 1.31542 1.31560 1.30940 -6868.83 226404.51

1603 2007.02.23 16:22 close 802 0.12 1.31542 1.31570 1.30950 -6740.56 219663.95

1604 2007.02.23 16:23 close 801 0.12 1.31538 1.31570 1.30950 -6689.25 212974.70

1605 2007.02.27 21:00 buy 803 0.10 1.32388 1.31828 1.32448

1606 2007.02.27 21:32 t/p 803 0.10 1.32448 1.31828 1.32448 641.23 213615.93

1607 2007.03.05 16:55 sell 804 0.10 1.30960 1.31520 1.30900

1608 2007.03.05 16:57 sell 805 0.10 1.30978 1.31538 1.30918

1609 2007.03.05 16:58 sell 806 0.10 1.30994 1.31554 1.30934

1610 2007.03.05 17:01 sell 807 0.10 1.31010 1.31570 1.30950

1611 2007.03.05 17:02 sell 808 0.10 1.31024 1.31584 1.30964

1612 2007.03.05 18:50 t/p 808 0.10 1.30964 1.31584 1.30964 641.39 214257.32

1613 2007.03.05 18:50 close 807 0.10 1.30963 1.31570 1.30950 502.42 214759.74

1614 2007.03.05 18:50 close 806 0.10 1.30963 1.31554 1.30934 331.38 215091.12

1615 2007.03.05 18:50 close 805 0.10 1.30963 1.31538 1.30918 160.34 215251.46

1616 2007.03.05 18:50 close 804 0.10 1.30958 1.31520 1.30900 21.38 215272.84

1617 2007.03.05 21:15 sell 809 0.10 1.30984 1.31544 1.30924

1618 2007.03.05 21:16 sell 810 0.10 1.30984 1.31544 1.30924

1619 2007.03.05 21:36 t/p 809 0.10 1.30924 1.31544 1.30924 641.38 215914.22

1620 2007.03.05 21:36 t/p 810 0.10 1.30924 1.31544 1.30924 641.38 216555.60

1621 2007.03.05 21:46 sell 811 0.11 1.30990 1.31550 1.30930

Page 45: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 45/509

1622 2007.03.05 21:50 sell 812 0.11 1.30990 1.31550 1.30930

1623 2007.03.05 21:51 sell 813 0.11 1.30992 1.31552 1.30932

1624 2007.03.05 21:52 sell 814 0.11 1.30999 1.31559 1.30939

1625 2007.03.05 23:04 t/p 814 0.11 1.30939 1.31559 1.30939 705.53 217261.13

1626 2007.03.05 23:06 t/p 813 0.11 1.30932 1.31552 1.30932 705.53 217966.66

1627 2007.03.05 23:06 t/p 811 0.11 1.30930 1.31550 1.30930 705.52 218672.18

1628 2007.03.05 23:06 t/p 812 0.11 1.30930 1.31550 1.30930 705.52 219377.70

1629 2007.03.08 00:50 buy 815 0.11 1.31738 1.31178 1.31798

1630 2007.03.08 00:56 t/p 815 0.11 1.31798 1.31178 1.31798 705.38 220083.08

1631 2007.03.08 01:22 buy 816 0.11 1.31728 1.31168 1.31788

1632 2007.03.08 01:23 buy 817 0.11 1.31728 1.31168 1.31788

1633 2007.03.08 01:25 buy 818 0.11 1.31718 1.31158 1.31778

1634 2007.03.08 01:26 buy 819 0.11 1.31708 1.31148 1.31768

1635 2007.03.08 01:27 buy 820 0.11 1.31708 1.31148 1.31768

1636 2007.03.08 01:53 t/p 819 0.11 1.31768 1.31148 1.31768 705.37 220788.45

1637 2007.03.08 01:53 t/p 820 0.11 1.31768 1.31148 1.31768 705.37 221493.82

1638 2007.03.08 01:58 t/p 818 0.11 1.31778 1.31158 1.31778 705.37 222199.19

1639 2007.03.08 02:13 t/p 816 0.11 1.31788 1.31168 1.31788 705.38 222904.57

1640 2007.03.08 02:13 t/p 817 0.11 1.31788 1.31168 1.31788 705.38 223609.95

1641 2007.03.08 02:46 buy 821 0.11 1.31718 1.31158 1.31778

1642 2007.03.08 02:50 buy 822 0.11 1.31698 1.31138 1.31758

1643 2007.03.08 02:51 buy 823 0.11 1.31695 1.31135 1.31755

1644 2007.03.08 02:55 buy 824 0.11 1.31690 1.31130 1.31750

1645 2007.03.08 02:59 buy 825 0.11 1.31708 1.31148 1.31768

1646 2007.03.08 04:21 t/p 824 0.11 1.31750 1.31130 1.31750 705.38 224315.33

1647 2007.03.08 04:21 close 821 0.11 1.31750 1.31158 1.31778 376.20 224691.53

1648 2007.03.08 04:21 close 823 0.11 1.31744 1.31135 1.31755 576.06 225267.59

1649 2007.03.08 04:21 close 822 0.11 1.31744 1.31138 1.31758 540.79 225808.38

1650 2007.03.08 04:30 close 825 0.11 1.31750 1.31148 1.31768 493.76 226302.14

1651 2007.03.12 14:30 buy 826 0.11 1.31650 1.31090 1.31710

1652 2007.03.12 14:31 buy 827 0.11 1.31638 1.31078 1.31698

1653 2007.03.12 14:34 buy 828 0.11 1.31669 1.31109 1.31729

1654 2007.03.12 14:35 buy 829 0.11 1.31658 1.31098 1.31718

1655 2007.03.12 14:36 buy 830 0.11 1.31648 1.31088 1.31708

1656 2007.03.12 16:37 t/p 827 0.11 1.31698 1.31078 1.31698 705.37 227007.51

1657 2007.03.12 16:37 close 830 0.11 1.31698 1.31088 1.31708 587.81 227595.32

1658 2007.03.12 16:37 close 829 0.11 1.31698 1.31098 1.31718 470.25 228065.57

1659 2007.03.12 16:37 close 828 0.11 1.31698 1.31109 1.31729 340.93 228406.50

Page 46: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 46/509

1660 2007.03.12 16:37 close 826 0.11 1.31698 1.31090 1.31710 564.30 228970.80

1661 2007.03.12 20:27 buy 831 0.11 1.31790 1.31230 1.31850

1662 2007.03.12 20:28 buy 832 0.11 1.31788 1.31228 1.31848

1663 2007.03.12 20:42 buy 833 0.11 1.31758 1.31198 1.31818

1664 2007.03.12 20:42 t/p 833 0.11 1.31818 1.31198 1.31818 705.36 229676.16

1665 2007.03.12 20:43 t/p 832 0.11 1.31848 1.31228 1.31848 705.36 230381.52

1666 2007.03.12 20:43 t/p 831 0.11 1.31850 1.31230 1.31850 705.37 231086.89

1667 2007.03.13 02:01 buy 834 0.11 1.31862 1.31302 1.31922

1668 2007.03.13 02:02 buy 835 0.11 1.31868 1.31308 1.31928

1669 2007.03.13 02:03 buy 836 0.11 1.31858 1.31298 1.31918

1670 2007.03.13 02:04 buy 837 0.11 1.31848 1.31288 1.31908

1671 2007.03.13 02:07 buy 838 0.11 1.31848 1.31288 1.31908

1672 2007.03.13 04:18 t/p 837 0.11 1.31908 1.31288 1.31908 705.37 231792.26

1673 2007.03.13 04:18 t/p 838 0.11 1.31908 1.31288 1.31908 705.37 232497.63

1674 2007.03.13 04:18 close 836 0.11 1.31908 1.31298 1.31918 587.81 233085.44

1675 2007.03.13 04:18 close 835 0.11 1.31908 1.31308 1.31928 470.25 233555.69

1676 2007.03.13 04:18 close 834 0.11 1.31908 1.31302 1.31922 540.78 234096.47

1677 2007.03.16 15:17 buy 839 0.11 1.33130 1.32570 1.33190

1678 2007.03.16 15:18 t/p 839 0.11 1.33190 1.32570 1.33190 705.34 234801.81

1679 2007.03.16 15:20 buy 840 0.11 1.33173 1.32613 1.33233

1680 2007.03.16 15:21 buy 841 0.11 1.33148 1.32588 1.33208

1681 2007.03.16 15:23 buy 842 0.11 1.33159 1.32599 1.33219

1682 2007.03.16 15:24 buy 843 0.11 1.33140 1.32580 1.33200

1683 2007.03.16 15:27 buy 844 0.11 1.33169 1.32609 1.33229

1684 2007.03.16 15:32 t/p 843 0.11 1.33200 1.32580 1.33200 705.34 235507.15

1685 2007.03.16 15:32 t/p 841 0.11 1.33208 1.32588 1.33208 705.35 236212.50

1686 2007.03.16 15:33 t/p 842 0.11 1.33219 1.32599 1.33219 705.34 236917.84

1687 2007.03.16 15:33 t/p 844 0.11 1.33229 1.32609 1.33229 705.35 237623.19

1688 2007.03.16 15:33 t/p 840 0.11 1.33233 1.32613 1.33233 705.34 238328.53

1689 2007.03.22 04:27 buy 845 0.12 1.33874 1.33314 1.33934

1690 2007.03.22 04:28 buy 846 0.12 1.33869 1.33309 1.33929

1691 2007.03.22 04:33 buy 847 0.12 1.33868 1.33308 1.33928

1692 2007.03.22 04:35 buy 848 0.12 1.33858 1.33298 1.33918

1693 2007.03.22 04:36 buy 849 0.12 1.33848 1.33288 1.33908

1694 2007.03.22 08:30 t/p 849 0.12 1.33908 1.33288 1.33908 769.46 239097.99

1695 2007.03.22 08:30 close 847 0.12 1.33910 1.33308 1.33928 538.61 239636.60

1696 2007.03.22 08:30 close 846 0.12 1.33910 1.33309 1.33929 525.79 240162.39

Page 47: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 47/509

1697 2007.03.22 08:30 close 845 0.12 1.33910 1.33314 1.33934 461.67 240624.06

1698 2007.03.22 08:30 close 848 0.12 1.33907 1.33298 1.33918 628.39 241252.45

1699 2007.03.23 01:39 sell 850 0.12 1.33311 1.33871 1.33251

1700 2007.03.23 01:41 sell 851 0.12 1.33320 1.33880 1.33260

1701 2007.03.23 01:42 sell 852 0.12 1.33321 1.33881 1.33261

1702 2007.03.23 01:44 sell 853 0.12 1.33321 1.33881 1.33261

1703 2007.03.23 01:47 sell 854 0.12 1.33321 1.33881 1.33261

1704 2007.03.23 02:48 t/p 851 0.12 1.33260 1.33880 1.33260 769.62 242022.07

1705 2007.03.23 02:48 t/p 852 0.12 1.33261 1.33881 1.33261 769.62 242791.69

1706 2007.03.23 02:48 t/p 853 0.12 1.33261 1.33881 1.33261 769.62 243561.31

1707 2007.03.23 02:48 t/p 854 0.12 1.33261 1.33881 1.33261 769.62 244330.93

1708 2007.03.23 02:49 t/p 850 0.12 1.33251 1.33871 1.33251 769.62 245100.55

1709 2007.03.23 04:19 sell 855 0.12 1.33291 1.33851 1.33231

1710 2007.03.23 04:20 sell 856 0.12 1.33293 1.33853 1.33233

1711 2007.03.23 05:49 close 855 0.12 1.33241 1.33851 1.33231 641.35 245741.90

1712 2007.03.23 05:50 close 856 0.12 1.33244 1.33853 1.33233 628.52 246370.42

1713 2007.03.26 21:50 buy 857 0.12 1.33308 1.32748 1.33368

1714 2007.03.26 21:52 buy 858 0.12 1.33278 1.32718 1.33338

1715 2007.03.26 21:54 buy 859 0.12 1.33278 1.32718 1.33338

1716 2007.03.26 22:00 buy 860 0.12 1.33298 1.32738 1.33358

1717 2007.03.26 23:14 t/p 858 0.12 1.33338 1.32718 1.33338 769.46 247139.88

1718 2007.03.26 23:14 t/p 859 0.12 1.33338 1.32718 1.33338 769.46 247909.34

1719 2007.03.26 23:20 close 857 0.12 1.33341 1.32748 1.33368 423.20 248332.54

1720 2007.03.26 23:30 close 860 0.12 1.33331 1.32738 1.33358 423.20 248755.74

1721 2007.03.27 00:22 buy 861 0.12 1.33288 1.32728 1.33348

1722 2007.03.27 00:24 buy 862 0.12 1.33278 1.32718 1.33338

1723 2007.03.27 00:28 buy 863 0.12 1.33280 1.32720 1.33340

1724 2007.03.27 00:31 buy 864 0.12 1.33278 1.32718 1.33338

1725 2007.03.27 00:32 buy 865 0.12 1.33278 1.32718 1.33338

1726 2007.03.27 01:47 t/p 862 0.12 1.33338 1.32718 1.33338 769.46 249525.20

1727 2007.03.27 01:47 t/p 863 0.12 1.33340 1.32720 1.33340 769.46 250294.66

1728 2007.03.27 01:47 t/p 864 0.12 1.33338 1.32718 1.33338 769.46 251064.12

1729 2007.03.27 01:47 t/p 865 0.12 1.33338 1.32718 1.33338 769.46 251833.58

1730 2007.03.27 01:52 close 861 0.12 1.33313 1.32728 1.33348 320.61 252154.19

1731 2007.03.27 02:18 buy 866 0.12 1.33278 1.32718 1.33338

1732 2007.03.27 02:30 buy 867 0.12 1.33258 1.32698 1.33318

1733 2007.03.27 02:31 buy 868 0.12 1.33249 1.32689 1.33309

1734 2007.03.27 02:33 buy 869 0.12 1.33248 1.32688 1.33308

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2019/9/6 Strategy Tester: Orion

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1735 2007.03.27 02:35 buy 870 0.12 1.33238 1.32678 1.33298

1736 2007.03.27 02:50 t/p 870 0.12 1.33298 1.32678 1.33298 769.46 252923.65

1737 2007.03.27 03:20 t/p 869 0.12 1.33308 1.32688 1.33308 769.46 253693.11

1738 2007.03.27 03:20 t/p 868 0.12 1.33309 1.32689 1.33309 769.45 254462.56

1739 2007.03.27 03:25 t/p 867 0.12 1.33318 1.32698 1.33318 769.46 255232.02

1740 2007.03.27 03:41 buy 871 0.12 1.33261 1.32701 1.33321

1741 2007.03.27 04:01 close 866 0.12 1.33280 1.32718 1.33338 25.65 255257.67

1742 2007.03.27 05:11 close 871 0.12 1.33271 1.32701 1.33321 128.24 255385.91

1743 2007.03.29 02:56 sell 872 0.12 1.33141 1.33701 1.33081

1744 2007.03.29 03:22 t/p 872 0.12 1.33081 1.33701 1.33081 769.62 256155.53

1745 2007.03.29 03:53 sell 873 0.12 1.33131 1.33691 1.33071

1746 2007.03.29 04:01 sell 874 0.12 1.33140 1.33700 1.33080

1747 2007.03.29 06:05 close 873 0.12 1.33238 1.33691 1.33071 -1372.50 254783.03

1748 2007.03.29 06:06 close 874 0.12 1.33242 1.33700 1.33080 -1308.35 253474.68

1749 2007.04.04 00:08 sell 875 0.12 1.33330 1.33890 1.33270

1750 2007.04.04 00:47 t/p 875 0.12 1.33270 1.33890 1.33270 769.62 254244.30

1751 2007.04.04 03:34 sell 876 0.12 1.33300 1.33860 1.33240

1752 2007.04.04 03:38 sell 877 0.12 1.33310 1.33870 1.33250

1753 2007.04.04 03:41 sell 878 0.12 1.33310 1.33870 1.33250

1754 2007.04.04 03:42 sell 879 0.12 1.33310 1.33870 1.33250

1755 2007.04.04 03:44 sell 880 0.12 1.33340 1.33900 1.33280

1756 2007.04.05 15:26 s/l 876 0.12 1.33860 1.33860 1.33240 -6932.46 247311.84

1757 2007.04.05 15:26 close 880 0.12 1.33862 1.33900 1.33280 -6445.04 240866.81

1758 2007.04.05 15:26 s/l 877 0.12 1.33870 1.33870 1.33250 -6932.46 233934.35

1759 2007.04.05 15:26 s/l 878 0.12 1.33870 1.33870 1.33250 -6932.46 227001.90

1760 2007.04.05 15:26 s/l 879 0.12 1.33870 1.33870 1.33250 -6932.46 220069.44

1761 2007.04.05 22:54 buy 881 0.11 1.34258 1.33698 1.34318

1762 2007.04.05 22:57 buy 882 0.11 1.34258 1.33698 1.34318

1763 2007.04.05 22:59 buy 883 0.11 1.34248 1.33688 1.34308

1764 2007.04.05 23:01 buy 884 0.11 1.34238 1.33678 1.34298

1765 2007.04.05 23:04 buy 885 0.11 1.34238 1.33678 1.34298

1766 2007.04.06 00:53 t/p 884 0.11 1.34298 1.33678 1.34298 565.10 220634.54

1767 2007.04.06 00:53 t/p 885 0.11 1.34298 1.33678 1.34298 565.10 221199.63

1768 2007.04.06 00:53 close 882 0.11 1.34300 1.33698 1.34318 353.50 221553.13

1769 2007.04.06 00:53 close 881 0.11 1.34300 1.33698 1.34318 353.50 221906.63

1770 2007.04.06 00:53 close 883 0.11 1.34293 1.33688 1.34308 388.77 222295.39

1771 2007.04.06 02:55 buy 886 0.11 1.34258 1.33698 1.34318

Page 49: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

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1772 2007.04.06 02:57 buy 887 0.11 1.34248 1.33688 1.34308

1773 2007.04.06 03:01 buy 888 0.11 1.34258 1.33698 1.34318

1774 2007.04.06 03:02 buy 889 0.11 1.34258 1.33698 1.34318

1775 2007.04.06 03:11 buy 890 0.11 1.34248 1.33688 1.34308

1776 2007.04.06 16:57 s/l 886 0.11 1.33698 1.33698 1.34318 -6583.06 215712.33

1777 2007.04.06 16:57 s/l 888 0.11 1.33698 1.33698 1.34318 -6583.06 209129.27

1778 2007.04.06 16:57 s/l 889 0.11 1.33698 1.33698 1.34318 -6583.06 202546.21

1779 2007.04.06 16:57 s/l 887 0.11 1.33688 1.33688 1.34308 -6583.07 195963.14

1780 2007.04.06 16:57 s/l 890 0.11 1.33688 1.33688 1.34308 -6583.07 189380.07

1781 2007.04.09 00:08 sell 891 0.09 1.33770 1.34330 1.33710

1782 2007.04.09 01:38 close 891 0.09 1.33744 1.34330 1.33710 250.13 189630.20

1783 2007.04.10 20:00 buy 892 0.09 1.34358 1.33798 1.34418

1784 2007.04.10 20:02 buy 893 0.09 1.34348 1.33788 1.34408

1785 2007.04.10 20:05 buy 894 0.09 1.34348 1.33788 1.34408

1786 2007.04.10 20:08 buy 895 0.09 1.34338 1.33778 1.34398

1787 2007.04.10 20:14 buy 896 0.09 1.34318 1.33758 1.34378

1788 2007.04.10 23:40 t/p 896 0.09 1.34378 1.33758 1.34378 577.09 190207.29

1789 2007.04.10 23:40 close 895 0.09 1.34380 1.33778 1.34398 403.97 190611.26

1790 2007.04.10 23:40 close 894 0.09 1.34380 1.33788 1.34408 307.78 190919.04

1791 2007.04.10 23:40 close 893 0.09 1.34380 1.33788 1.34408 307.78 191226.82

1792 2007.04.10 23:40 close 892 0.09 1.34380 1.33798 1.34418 211.60 191438.42

1793 2007.04.13 15:07 buy 897 0.09 1.35338 1.34778 1.35398

1794 2007.04.13 15:12 buy 898 0.09 1.35348 1.34788 1.35408

1795 2007.04.13 15:13 buy 899 0.09 1.35338 1.34778 1.35398

1796 2007.04.13 15:14 buy 900 0.09 1.35328 1.34768 1.35388

1797 2007.04.13 15:18 buy 901 0.09 1.35348 1.34788 1.35408

1798 2007.04.13 15:32 t/p 900 0.09 1.35388 1.34768 1.35388 577.10 192015.52

1799 2007.04.13 15:32 t/p 897 0.09 1.35398 1.34778 1.35398 577.10 192592.62

1800 2007.04.13 15:32 t/p 899 0.09 1.35398 1.34778 1.35398 577.10 193169.72

1801 2007.04.13 15:32 t/p 898 0.09 1.35408 1.34788 1.35408 577.09 193746.81

1802 2007.04.13 15:32 t/p 901 0.09 1.35408 1.34788 1.35408 577.09 194323.90

1803 2007.04.16 03:47 buy 902 0.09 1.35648 1.35088 1.35708

1804 2007.04.16 03:52 buy 903 0.09 1.35638 1.35078 1.35698

1805 2007.04.16 03:53 buy 904 0.09 1.35628 1.35068 1.35688

1806 2007.04.16 03:55 buy 905 0.09 1.35618 1.35058 1.35678

1807 2007.04.16 03:57 buy 906 0.09 1.35628 1.35068 1.35688

1808 2007.04.17 15:42 t/p 905 0.09 1.35678 1.35058 1.35678 462.36 194786.27

1809 2007.04.17 15:42 close 903 0.09 1.35679 1.35078 1.35698 279.60 195065.87

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2019/9/6 Strategy Tester: Orion

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1810 2007.04.17 15:42 close 902 0.09 1.35679 1.35088 1.35708 183.42 195249.29

1811 2007.04.17 15:42 t/p 904 0.09 1.35688 1.35068 1.35688 462.35 195711.65

1812 2007.04.17 15:42 t/p 906 0.09 1.35688 1.35068 1.35688 462.35 196174.00

1813 2007.04.25 01:34 buy 907 0.10 1.36358 1.35798 1.36418

1814 2007.04.25 01:43 buy 908 0.10 1.36358 1.35798 1.36418

1815 2007.04.25 01:45 buy 909 0.10 1.36348 1.35788 1.36408

1816 2007.04.25 01:47 buy 910 0.10 1.36348 1.35788 1.36408

1817 2007.04.25 01:49 buy 911 0.10 1.36338 1.35778 1.36398

1818 2007.04.25 02:21 t/p 911 0.10 1.36398 1.35778 1.36398 641.21 196815.21

1819 2007.04.25 02:30 t/p 909 0.10 1.36408 1.35788 1.36408 641.20 197456.41

1820 2007.04.25 02:30 t/p 910 0.10 1.36408 1.35788 1.36408 641.20 198097.61

1821 2007.04.25 03:01 buy 912 0.10 1.36328 1.35768 1.36388

1822 2007.04.25 03:04 buy 913 0.10 1.36318 1.35758 1.36378

1823 2007.04.25 03:08 buy 914 0.10 1.36328 1.35768 1.36388

1824 2007.04.25 06:33 t/p 913 0.10 1.36378 1.35758 1.36378 641.21 198738.82

1825 2007.04.25 06:33 close 914 0.10 1.36378 1.35768 1.36388 534.34 199273.16

1826 2007.04.25 06:33 close 912 0.10 1.36378 1.35768 1.36388 534.34 199807.50

1827 2007.04.25 06:33 close 908 0.10 1.36378 1.35798 1.36418 213.74 200021.24

1828 2007.04.25 06:33 close 907 0.10 1.36378 1.35798 1.36418 213.74 200234.98

1829 2007.05.04 01:36 sell 915 0.10 1.35550 1.36110 1.35490

1830 2007.05.04 01:46 sell 916 0.10 1.35550 1.36110 1.35490

1831 2007.05.04 02:12 sell 917 0.10 1.35550 1.36110 1.35490

1832 2007.05.04 02:20 sell 918 0.10 1.35550 1.36110 1.35490

1833 2007.05.04 02:23 sell 919 0.10 1.35560 1.36120 1.35500

1834 2007.05.04 02:47 t/p 919 0.10 1.35500 1.36120 1.35500 641.35 200876.33

1835 2007.05.04 03:06 close 915 0.10 1.35514 1.36110 1.35490 384.81 201261.14

1836 2007.05.04 03:16 close 916 0.10 1.35524 1.36110 1.35490 277.92 201539.06

1837 2007.05.04 03:42 close 917 0.10 1.35501 1.36110 1.35490 523.77 202062.83

1838 2007.05.04 03:50 close 918 0.10 1.35521 1.36110 1.35490 309.99 202372.82

1839 2007.05.07 01:04 buy 920 0.10 1.35948 1.35388 1.36008

1840 2007.05.07 01:17 buy 921 0.10 1.35948 1.35388 1.36008

1841 2007.05.07 02:17 buy 922 0.10 1.35948 1.35388 1.36008

1842 2007.05.07 02:24 buy 923 0.10 1.35928 1.35368 1.35988

1843 2007.05.07 02:29 buy 924 0.10 1.35928 1.35368 1.35988

1844 2007.05.07 03:18 t/p 923 0.10 1.35988 1.35368 1.35988 641.21 203014.03

1845 2007.05.07 03:18 t/p 924 0.10 1.35988 1.35368 1.35988 641.21 203655.24

1846 2007.05.07 03:18 close 921 0.10 1.35989 1.35388 1.36008 438.16 204093.40

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 51/509

1847 2007.05.07 03:18 close 920 0.10 1.35989 1.35388 1.36008 438.16 204531.56

1848 2007.05.07 03:19 t/p 922 0.10 1.36008 1.35388 1.36008 641.20 205172.76

1849 2007.05.08 20:00 sell 925 0.10 1.35380 1.35940 1.35320

1850 2007.05.08 20:02 sell 926 0.10 1.35390 1.35950 1.35330

1851 2007.05.08 20:03 sell 927 0.10 1.35390 1.35950 1.35330

1852 2007.05.08 20:08 sell 928 0.10 1.35390 1.35950 1.35330

1853 2007.05.08 20:10 sell 929 0.10 1.35390 1.35950 1.35330

1854 2007.05.09 13:46 t/p 926 0.10 1.35330 1.35950 1.35330 710.98 205883.75

1855 2007.05.09 13:46 t/p 927 0.10 1.35330 1.35950 1.35330 710.98 206594.73

1856 2007.05.09 13:46 t/p 928 0.10 1.35330 1.35950 1.35330 710.98 207305.72

1857 2007.05.09 13:46 t/p 929 0.10 1.35330 1.35950 1.35330 710.98 208016.70

1858 2007.05.09 13:46 close 925 0.10 1.35330 1.35940 1.35320 604.09 208620.79

1859 2007.05.10 22:37 sell 930 0.10 1.34870 1.35430 1.34810

1860 2007.05.10 22:45 sell 931 0.10 1.34890 1.35450 1.34830

1861 2007.05.11 00:02 t/p 931 0.10 1.34830 1.35450 1.34830 710.98 209331.78

1862 2007.05.11 00:03 t/p 930 0.10 1.34810 1.35430 1.34810 710.98 210042.76

1863 2007.05.11 02:08 sell 932 0.10 1.34840 1.35400 1.34780

1864 2007.05.11 02:09 sell 933 0.10 1.34860 1.35420 1.34800

1865 2007.05.11 02:15 sell 934 0.10 1.34830 1.35390 1.34770

1866 2007.05.11 02:16 sell 935 0.10 1.34830 1.35390 1.34770

1867 2007.05.11 02:32 sell 936 0.10 1.34830 1.35390 1.34770

1868 2007.05.11 02:41 t/p 933 0.10 1.34800 1.35420 1.34800 641.35 210684.11

1869 2007.05.11 02:47 t/p 932 0.10 1.34780 1.35400 1.34780 641.35 211325.46

1870 2007.05.11 02:48 t/p 934 0.10 1.34770 1.35390 1.34770 641.36 211966.82

1871 2007.05.11 02:48 t/p 935 0.10 1.34770 1.35390 1.34770 641.36 212608.18

1872 2007.05.11 02:48 t/p 936 0.10 1.34770 1.35390 1.34770 641.36 213249.54

1873 2007.05.11 04:54 sell 937 0.10 1.34770 1.35330 1.34710

1874 2007.05.11 04:56 sell 938 0.10 1.34780 1.35340 1.34720

1875 2007.05.11 08:02 close 938 0.10 1.34778 1.35340 1.34720 21.38 213270.92

1876 2007.05.11 08:37 close 937 0.10 1.34769 1.35330 1.34710 10.69 213281.61

1877 2007.05.14 01:28 buy 939 0.10 1.35298 1.34738 1.35358

1878 2007.05.14 01:55 t/p 939 0.10 1.35358 1.34738 1.35358 641.20 213922.81

1879 2007.05.14 03:49 buy 940 0.10 1.35368 1.34808 1.35428

1880 2007.05.14 03:51 buy 941 0.10 1.35368 1.34808 1.35428

1881 2007.05.14 03:53 buy 942 0.10 1.35358 1.34798 1.35418

1882 2007.05.14 03:55 buy 943 0.10 1.35348 1.34788 1.35408

1883 2007.05.14 04:00 buy 944 0.10 1.35358 1.34798 1.35418

1884 2007.05.14 04:59 t/p 943 0.10 1.35408 1.34788 1.35408 641.20 214564.01

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2019/9/6 Strategy Tester: Orion

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1885 2007.05.14 05:04 t/p 942 0.10 1.35418 1.34798 1.35418 641.20 215205.21

1886 2007.05.14 05:04 t/p 944 0.10 1.35418 1.34798 1.35418 641.20 215846.41

1887 2007.05.14 05:10 t/p 940 0.10 1.35428 1.34808 1.35428 641.20 216487.61

1888 2007.05.14 05:10 t/p 941 0.10 1.35428 1.34808 1.35428 641.20 217128.81

1889 2007.05.15 20:49 buy 945 0.11 1.35928 1.35368 1.35988

1890 2007.05.15 20:52 buy 946 0.11 1.35928 1.35368 1.35988

1891 2007.05.15 21:55 buy 947 0.11 1.35908 1.35348 1.35968

1892 2007.05.15 21:58 buy 948 0.11 1.35918 1.35358 1.35978

1893 2007.05.15 22:01 buy 949 0.11 1.35898 1.35338 1.35958

1894 2007.05.16 07:49 t/p 949 0.11 1.35958 1.35338 1.35958 565.10 217693.91

1895 2007.05.16 07:49 close 948 0.11 1.35959 1.35358 1.35978 341.75 218035.66

1896 2007.05.16 07:49 close 946 0.11 1.35959 1.35368 1.35988 224.19 218259.84

1897 2007.05.16 07:49 close 945 0.11 1.35959 1.35368 1.35988 224.19 218484.03

1898 2007.05.16 07:49 t/p 947 0.11 1.35968 1.35348 1.35968 565.09 219049.12

1899 2007.05.16 21:43 sell 950 0.11 1.35200 1.35760 1.35140

1900 2007.05.16 21:56 sell 951 0.11 1.35210 1.35770 1.35150

1901 2007.05.16 22:11 sell 952 0.11 1.35220 1.35780 1.35160

1902 2007.05.16 22:12 sell 953 0.11 1.35220 1.35780 1.35160

1903 2007.05.16 22:16 sell 954 0.11 1.35220 1.35780 1.35160

1904 2007.05.16 23:07 t/p 952 0.11 1.35160 1.35780 1.35160 705.48 219754.60

1905 2007.05.16 23:07 t/p 953 0.11 1.35160 1.35780 1.35160 705.48 220460.08

1906 2007.05.16 23:07 t/p 954 0.11 1.35160 1.35780 1.35160 705.48 221165.56

1907 2007.05.16 23:14 close 950 0.11 1.35168 1.35760 1.35140 376.25 221541.81

1908 2007.05.16 23:26 close 951 0.11 1.35166 1.35770 1.35150 517.35 222059.16

1909 2007.05.17 00:16 sell 955 0.11 1.35200 1.35760 1.35140

1910 2007.05.17 00:18 sell 956 0.11 1.35220 1.35780 1.35160

1911 2007.05.17 00:20 sell 957 0.11 1.35220 1.35780 1.35160

1912 2007.05.17 00:22 sell 958 0.11 1.35220 1.35780 1.35160

1913 2007.05.17 00:24 sell 959 0.11 1.35220 1.35780 1.35160

1914 2007.05.17 00:40 t/p 956 0.11 1.35160 1.35780 1.35160 705.48 222764.64

1915 2007.05.17 00:40 t/p 957 0.11 1.35160 1.35780 1.35160 705.48 223470.12

1916 2007.05.17 00:40 t/p 958 0.11 1.35160 1.35780 1.35160 705.48 224175.60

1917 2007.05.17 00:40 t/p 959 0.11 1.35160 1.35780 1.35160 705.48 224881.08

1918 2007.05.17 01:48 sell 960 0.11 1.35200 1.35760 1.35140

1919 2007.05.17 01:53 close 955 0.11 1.35198 1.35760 1.35140 23.51 224904.59

1920 2007.05.17 01:57 sell 961 0.11 1.35200 1.35760 1.35140

1921 2007.05.17 01:58 sell 962 0.11 1.35200 1.35760 1.35140

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 53/509

1922 2007.05.17 01:59 sell 963 0.11 1.35210 1.35770 1.35150

1923 2007.05.17 02:02 sell 964 0.11 1.35210 1.35770 1.35150

1924 2007.05.17 14:07 t/p 963 0.11 1.35150 1.35770 1.35150 705.48 225610.07

1925 2007.05.17 14:07 t/p 964 0.11 1.35150 1.35770 1.35150 705.48 226315.55

1926 2007.05.17 14:07 close 962 0.11 1.35150 1.35760 1.35140 587.90 226903.45

1927 2007.05.17 14:07 close 961 0.11 1.35150 1.35760 1.35140 587.90 227491.35

1928 2007.05.17 14:07 close 960 0.11 1.35150 1.35760 1.35140 587.90 228079.25

1929 2007.05.17 19:12 sell 965 0.11 1.34980 1.35540 1.34920

1930 2007.05.17 20:40 t/p 965 0.11 1.34920 1.35540 1.34920 705.48 228784.73

1931 2007.05.18 00:24 sell 966 0.11 1.34960 1.35520 1.34900

1932 2007.05.18 00:42 sell 967 0.11 1.34970 1.35530 1.34910

1933 2007.05.18 00:49 sell 968 0.11 1.34970 1.35530 1.34910

1934 2007.05.18 00:55 sell 969 0.11 1.34970 1.35530 1.34910

1935 2007.05.18 01:55 close 966 0.11 1.34958 1.35520 1.34900 23.52 228808.25

1936 2007.05.18 02:13 close 967 0.11 1.34948 1.35530 1.34910 258.68 229066.93

1937 2007.05.18 02:19 close 968 0.11 1.34957 1.35530 1.34910 152.85 229219.78

1938 2007.05.18 02:25 close 969 0.11 1.34951 1.35530 1.34910 223.40 229443.18

1939 2007.05.21 17:54 sell 970 0.11 1.34540 1.35100 1.34480

1940 2007.05.21 17:57 sell 971 0.11 1.34530 1.35090 1.34470

1941 2007.05.21 17:58 sell 972 0.11 1.34530 1.35090 1.34470

1942 2007.05.21 17:59 sell 973 0.11 1.34550 1.35110 1.34490

1943 2007.05.21 18:00 sell 974 0.11 1.34580 1.35140 1.34520

1944 2007.05.21 18:45 t/p 974 0.11 1.34520 1.35140 1.34520 705.49 230148.67

1945 2007.05.21 19:06 sell 975 0.11 1.34590 1.35150 1.34530

1946 2007.05.22 06:53 t/p 975 0.11 1.34530 1.35150 1.34530 782.10 230930.76

1947 2007.05.22 06:53 close 973 0.11 1.34528 1.35110 1.34490 335.29 231266.05

1948 2007.05.22 06:53 close 972 0.11 1.34528 1.35090 1.34470 100.12 231366.17

1949 2007.05.22 06:53 close 971 0.11 1.34528 1.35090 1.34470 100.12 231466.29

1950 2007.05.22 06:53 close 970 0.11 1.34528 1.35100 1.34480 217.70 231683.99

1951 2007.05.29 17:02 buy 976 0.11 1.34968 1.34408 1.35028

1952 2007.05.29 17:03 buy 977 0.11 1.34938 1.34378 1.34998

1953 2007.05.29 17:07 buy 978 0.11 1.34948 1.34388 1.35008

1954 2007.05.29 17:08 buy 979 0.11 1.34928 1.34368 1.34988

1955 2007.05.29 17:23 buy 980 0.11 1.34958 1.34398 1.35018

1956 2007.05.29 20:47 s/l 976 0.11 1.34408 1.34408 1.35028 -6583.13 225100.86

1957 2007.05.29 20:47 close 977 0.11 1.34407 1.34378 1.34998 -6242.21 218858.65

1958 2007.05.29 20:47 close 979 0.11 1.34407 1.34368 1.34988 -6124.66 212733.99

1959 2007.05.29 20:48 close 978 0.11 1.34430 1.34388 1.35008 -6089.40 206644.59

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file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 54/509

1960 2007.05.29 20:49 close 980 0.11 1.34450 1.34398 1.35018 -5971.84 200672.75

1961 2007.06.04 18:04 buy 981 0.10 1.34808 1.34248 1.34868

1962 2007.06.04 18:07 buy 982 0.10 1.34808 1.34248 1.34868

1963 2007.06.04 18:08 buy 983 0.10 1.34808 1.34248 1.34868

1964 2007.06.04 18:21 t/p 981 0.10 1.34868 1.34248 1.34868 641.21 201313.96

1965 2007.06.04 18:21 t/p 982 0.10 1.34868 1.34248 1.34868 641.21 201955.17

1966 2007.06.04 18:21 t/p 983 0.10 1.34868 1.34248 1.34868 641.21 202596.38

1967 2007.06.04 19:52 buy 984 0.10 1.34828 1.34268 1.34888

1968 2007.06.04 19:54 buy 985 0.10 1.34818 1.34258 1.34878

1969 2007.06.04 20:14 buy 986 0.10 1.34808 1.34248 1.34868

1970 2007.06.04 20:19 buy 987 0.10 1.34818 1.34258 1.34878

1971 2007.06.04 20:20 buy 988 0.10 1.34818 1.34258 1.34878

1972 2007.06.04 21:44 t/p 986 0.10 1.34868 1.34248 1.34868 641.21 203237.59

1973 2007.06.04 21:44 close 984 0.10 1.34870 1.34268 1.34888 448.85 203686.44

1974 2007.06.04 21:44 close 985 0.10 1.34868 1.34258 1.34878 534.34 204220.78

1975 2007.06.04 21:50 close 988 0.10 1.34866 1.34258 1.34878 512.97 204733.75

1976 2007.06.04 21:50 close 987 0.10 1.34866 1.34258 1.34878 512.97 205246.72

1977 2007.06.05 01:43 buy 989 0.10 1.34908 1.34348 1.34968

1978 2007.06.05 01:46 buy 990 0.10 1.34918 1.34358 1.34978

1979 2007.06.05 01:47 buy 991 0.10 1.34908 1.34348 1.34968

1980 2007.06.05 03:14 close 989 0.10 1.34910 1.34348 1.34968 21.38 205268.10

1981 2007.06.05 03:16 close 990 0.10 1.34926 1.34358 1.34978 85.50 205353.60

1982 2007.06.05 03:17 close 991 0.10 1.34928 1.34348 1.34968 213.74 205567.34

1983 2007.06.07 23:49 sell 992 0.10 1.34340 1.34900 1.34280

1984 2007.06.08 00:11 sell 993 0.10 1.34340 1.34900 1.34280

1985 2007.06.08 00:16 sell 994 0.10 1.34340 1.34900 1.34280

1986 2007.06.08 00:17 sell 995 0.10 1.34350 1.34910 1.34290

1987 2007.06.08 00:30 t/p 995 0.10 1.34290 1.34910 1.34290 641.35 206208.69

1988 2007.06.08 00:41 t/p 992 0.10 1.34280 1.34900 1.34280 710.97 206919.66

1989 2007.06.08 00:41 t/p 993 0.10 1.34280 1.34900 1.34280 641.34 207561.00

1990 2007.06.08 00:41 t/p 994 0.10 1.34280 1.34900 1.34280 641.34 208202.34

1991 2007.06.08 15:17 sell 996 0.10 1.33570 1.34130 1.33510

1992 2007.06.08 15:20 sell 997 0.10 1.33570 1.34130 1.33510

1993 2007.06.08 15:21 sell 998 0.10 1.33590 1.34150 1.33530

1994 2007.06.08 15:23 sell 999 0.10 1.33600 1.34160 1.33540

1995 2007.06.08 15:24 sell 1000 0.10 1.33630 1.34190 1.33570

1996 2007.06.08 15:30 t/p 1000 0.10 1.33570 1.34190 1.33570 641.34 208843.68

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2019/9/6 Strategy Tester: Orion

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1997 2007.06.08 15:30 t/p 999 0.10 1.33540 1.34160 1.33540 641.35 209485.03

1998 2007.06.08 15:30 t/p 998 0.10 1.33530 1.34150 1.33530 641.35 210126.38

1999 2007.06.08 15:30 t/p 996 0.10 1.33510 1.34130 1.33510 641.35 210767.73

2000 2007.06.08 15:30 t/p 997 0.10 1.33510 1.34130 1.33510 641.35 211409.08

2001 2007.06.08 16:11 sell 1001 0.10 1.33620 1.34180 1.33560

2002 2007.06.08 16:12 sell 1002 0.10 1.33620 1.34180 1.33560

2003 2007.06.08 16:13 sell 1003 0.10 1.33660 1.34220 1.33600

2004 2007.06.08 16:14 sell 1004 0.10 1.33690 1.34250 1.33630

2005 2007.06.08 16:16 t/p 1004 0.10 1.33630 1.34250 1.33630 641.35 212050.43

2006 2007.06.08 16:20 t/p 1003 0.10 1.33600 1.34220 1.33600 641.35 212691.78

2007 2007.06.08 16:27 t/p 1001 0.10 1.33560 1.34180 1.33560 641.34 213333.12

2008 2007.06.08 16:27 t/p 1002 0.10 1.33560 1.34180 1.33560 641.34 213974.46

2009 2007.06.12 20:44 sell 1005 0.10 1.33270 1.33830 1.33210

2010 2007.06.12 20:46 sell 1006 0.10 1.33270 1.33830 1.33210

2011 2007.06.12 21:42 t/p 1005 0.10 1.33210 1.33830 1.33210 641.35 214615.81

2012 2007.06.12 21:42 t/p 1006 0.10 1.33210 1.33830 1.33210 641.35 215257.16

2013 2007.06.13 04:34 sell 1007 0.10 1.33010 1.33570 1.32950

2014 2007.06.13 04:35 sell 1008 0.10 1.33020 1.33580 1.32960

2015 2007.06.13 04:42 sell 1009 0.10 1.33010 1.33570 1.32950

2016 2007.06.13 04:43 sell 1010 0.10 1.33020 1.33580 1.32960

2017 2007.06.13 04:47 sell 1011 0.10 1.33030 1.33590 1.32970

2018 2007.06.13 06:00 t/p 1011 0.10 1.32970 1.33590 1.32970 641.34 215898.50

2019 2007.06.13 06:02 t/p 1008 0.10 1.32960 1.33580 1.32960 641.34 216539.84

2020 2007.06.13 06:02 t/p 1010 0.10 1.32960 1.33580 1.32960 641.34 217181.18

2021 2007.06.13 06:04 close 1007 0.10 1.32976 1.33570 1.32950 363.43 217544.61

2022 2007.06.13 06:13 close 1009 0.10 1.32988 1.33570 1.32950 235.16 217779.77

2023 2007.06.18 00:45 buy 1012 0.11 1.33778 1.33218 1.33838

2024 2007.06.18 00:48 buy 1013 0.11 1.33768 1.33208 1.33828

2025 2007.06.18 00:49 buy 1014 0.11 1.33768 1.33208 1.33828

2026 2007.06.18 02:15 close 1012 0.11 1.33808 1.33218 1.33838 352.67 218132.44

2027 2007.06.18 02:19 close 1013 0.11 1.33800 1.33208 1.33828 376.17 218508.61

2028 2007.06.18 02:20 close 1014 0.11 1.33800 1.33208 1.33828 376.17 218884.78

2029 2007.06.18 15:15 buy 1015 0.11 1.34058 1.33498 1.34118

2030 2007.06.18 15:34 t/p 1015 0.11 1.34118 1.33498 1.34118 705.33 219590.11

2031 2007.06.19 04:48 buy 1016 0.11 1.34218 1.33658 1.34278

2032 2007.06.19 06:19 close 1016 0.11 1.34240 1.33658 1.34278 258.63 219848.74

2033 2007.06.25 02:00 buy 1017 0.11 1.34648 1.34088 1.34708

2034 2007.06.25 02:02 buy 1018 0.11 1.34648 1.34088 1.34708

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2019/9/6 Strategy Tester: Orion

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2035 2007.06.25 02:12 buy 1019 0.11 1.34628 1.34068 1.34688

2036 2007.06.25 02:14 buy 1020 0.11 1.34628 1.34068 1.34688

2037 2007.06.25 02:17 buy 1021 0.11 1.34608 1.34048 1.34668

2038 2007.06.25 02:48 t/p 1021 0.11 1.34668 1.34048 1.34668 705.35 220554.09

2039 2007.06.25 03:14 t/p 1019 0.11 1.34688 1.34068 1.34688 705.35 221259.44

2040 2007.06.25 03:14 t/p 1020 0.11 1.34688 1.34068 1.34688 705.35 221964.79

2041 2007.06.25 03:17 t/p 1017 0.11 1.34708 1.34088 1.34708 705.35 222670.14

2042 2007.06.25 03:17 t/p 1018 0.11 1.34708 1.34088 1.34708 705.35 223375.49

2043 2007.07.02 02:07 buy 1022 0.11 1.35408 1.34848 1.35468

2044 2007.07.02 02:08 buy 1023 0.11 1.35398 1.34838 1.35458

2045 2007.07.02 02:11 buy 1024 0.11 1.35398 1.34838 1.35458

2046 2007.07.02 02:12 buy 1025 0.11 1.35398 1.34838 1.35458

2047 2007.07.02 02:17 buy 1026 0.11 1.35398 1.34838 1.35458

2048 2007.07.02 09:03 t/p 1023 0.11 1.35458 1.34838 1.35458 705.35 224080.84

2049 2007.07.02 09:03 t/p 1024 0.11 1.35458 1.34838 1.35458 705.35 224786.19

2050 2007.07.02 09:03 t/p 1025 0.11 1.35458 1.34838 1.35458 705.35 225491.54

2051 2007.07.02 09:03 t/p 1026 0.11 1.35458 1.34838 1.35458 705.35 226196.89

2052 2007.07.02 09:03 close 1022 0.11 1.35458 1.34848 1.35468 587.79 226784.68

2053 2007.07.02 20:42 buy 1027 0.11 1.36248 1.35688 1.36308

2054 2007.07.02 20:43 buy 1028 0.11 1.36238 1.35678 1.36298

2055 2007.07.02 20:46 buy 1029 0.11 1.36248 1.35688 1.36308

2056 2007.07.02 20:55 buy 1030 0.11 1.36238 1.35678 1.36298

2057 2007.07.02 20:57 buy 1031 0.11 1.36238 1.35678 1.36298

2058 2007.07.03 00:49 t/p 1028 0.11 1.36298 1.35678 1.36298 565.12 227349.80

2059 2007.07.03 00:49 t/p 1030 0.11 1.36298 1.35678 1.36298 565.12 227914.91

2060 2007.07.03 00:49 t/p 1031 0.11 1.36298 1.35678 1.36298 565.12 228480.03

2061 2007.07.03 00:49 close 1029 0.11 1.36298 1.35688 1.36308 447.56 228927.59

2062 2007.07.03 00:49 close 1027 0.11 1.36298 1.35688 1.36308 447.56 229375.14

2063 2007.07.03 02:06 buy 1032 0.11 1.36278 1.35718 1.36338

2064 2007.07.03 02:08 buy 1033 0.11 1.36268 1.35708 1.36328

2065 2007.07.03 02:09 buy 1034 0.11 1.36248 1.35688 1.36308

2066 2007.07.03 02:11 buy 1035 0.11 1.36238 1.35678 1.36298

2067 2007.07.03 02:12 buy 1036 0.11 1.36238 1.35678 1.36298

2068 2007.07.03 08:35 t/p 1035 0.11 1.36298 1.35678 1.36298 705.34 230080.48

2069 2007.07.03 08:35 t/p 1036 0.11 1.36298 1.35678 1.36298 705.34 230785.82

2070 2007.07.03 08:35 close 1034 0.11 1.36298 1.35688 1.36308 587.79 231373.61

2071 2007.07.03 08:35 close 1033 0.11 1.36298 1.35708 1.36328 352.67 231726.28

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 57/509

2072 2007.07.03 08:35 close 1032 0.11 1.36298 1.35718 1.36338 235.12 231961.40

2073 2007.07.09 01:46 buy 1037 0.11 1.36288 1.35728 1.36348

2074 2007.07.09 01:50 buy 1038 0.11 1.36278 1.35718 1.36338

2075 2007.07.09 01:52 buy 1039 0.11 1.36278 1.35718 1.36338

2076 2007.07.09 01:59 buy 1040 0.11 1.36278 1.35718 1.36338

2077 2007.07.09 02:01 buy 1041 0.11 1.36268 1.35708 1.36328

2078 2007.07.09 10:20 t/p 1041 0.11 1.36328 1.35708 1.36328 705.34 232666.74

2079 2007.07.09 10:20 close 1037 0.11 1.36330 1.35728 1.36348 493.74 233160.48

2080 2007.07.09 10:20 close 1040 0.11 1.36325 1.35718 1.36338 552.52 233713.00

2081 2007.07.09 10:20 close 1039 0.11 1.36325 1.35718 1.36338 552.52 234265.52

2082 2007.07.09 10:20 close 1038 0.11 1.36325 1.35718 1.36338 552.52 234818.04

2083 2007.07.10 19:54 buy 1042 0.11 1.37098 1.36538 1.37158

2084 2007.07.10 20:01 t/p 1042 0.11 1.37158 1.36538 1.37158 705.34 235523.38

2085 2007.07.10 20:07 buy 1043 0.11 1.37078 1.36518 1.37138

2086 2007.07.10 20:09 buy 1044 0.11 1.37038 1.36478 1.37098

2087 2007.07.10 20:17 t/p 1044 0.11 1.37098 1.36478 1.37098 705.34 236228.72

2088 2007.07.10 20:22 t/p 1043 0.11 1.37138 1.36518 1.37138 705.35 236934.07

2089 2007.07.11 02:58 buy 1045 0.12 1.37488 1.36928 1.37548

2090 2007.07.11 03:00 buy 1046 0.12 1.37458 1.36898 1.37518

2091 2007.07.11 03:01 buy 1047 0.12 1.37448 1.36888 1.37508

2092 2007.07.11 03:03 buy 1048 0.12 1.37428 1.36868 1.37488

2093 2007.07.11 03:04 buy 1049 0.12 1.37428 1.36868 1.37488

2094 2007.07.11 08:37 t/p 1048 0.12 1.37488 1.36868 1.37488 769.47 237703.54

2095 2007.07.11 08:37 t/p 1049 0.12 1.37488 1.36868 1.37488 769.47 238473.01

2096 2007.07.11 08:37 close 1047 0.12 1.37489 1.36888 1.37508 525.80 238998.81

2097 2007.07.11 08:37 close 1046 0.12 1.37489 1.36898 1.37518 397.55 239396.36

2098 2007.07.11 08:37 close 1045 0.12 1.37489 1.36928 1.37548 12.82 239409.18

2099 2007.07.25 15:10 sell 1050 0.12 1.37460 1.38020 1.37400

2100 2007.07.25 15:12 sell 1051 0.12 1.37470 1.38030 1.37410

2101 2007.07.25 15:17 sell 1052 0.12 1.37500 1.38060 1.37440

2102 2007.07.25 15:19 sell 1053 0.12 1.37490 1.38050 1.37430

2103 2007.07.25 15:27 t/p 1052 0.12 1.37440 1.38060 1.37440 769.63 240178.81

2104 2007.07.25 15:27 t/p 1053 0.12 1.37430 1.38050 1.37430 769.63 240948.44

2105 2007.07.25 15:47 t/p 1051 0.12 1.37410 1.38030 1.37410 769.63 241718.07

2106 2007.07.25 15:47 t/p 1050 0.12 1.37400 1.38020 1.37400 769.63 242487.70

2107 2007.07.25 21:28 sell 1054 0.12 1.37130 1.37690 1.37070

2108 2007.07.25 21:29 sell 1055 0.12 1.37140 1.37700 1.37080

2109 2007.07.25 21:31 sell 1056 0.12 1.37140 1.37700 1.37080

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 58/509

2110 2007.07.25 21:35 sell 1057 0.12 1.37140 1.37700 1.37080

2111 2007.07.25 21:37 sell 1058 0.12 1.37140 1.37700 1.37080

2112 2007.07.25 21:54 t/p 1055 0.12 1.37080 1.37700 1.37080 769.63 243257.33

2113 2007.07.25 21:54 t/p 1056 0.12 1.37080 1.37700 1.37080 769.63 244026.96

2114 2007.07.25 21:54 t/p 1057 0.12 1.37080 1.37700 1.37080 769.63 244796.59

2115 2007.07.25 21:54 t/p 1058 0.12 1.37080 1.37700 1.37080 769.63 245566.22

2116 2007.07.25 22:13 sell 1059 0.12 1.37140 1.37700 1.37080

2117 2007.07.25 22:14 sell 1060 0.12 1.37140 1.37700 1.37080

2118 2007.07.25 22:15 sell 1061 0.12 1.37140 1.37700 1.37080

2119 2007.07.25 22:20 sell 1062 0.12 1.37160 1.37720 1.37100

2120 2007.07.26 03:59 t/p 1062 0.12 1.37100 1.37720 1.37100 1020.31 246586.54

2121 2007.07.26 03:59 close 1061 0.12 1.37099 1.37700 1.37080 776.59 247363.13

2122 2007.07.26 03:59 close 1060 0.12 1.37099 1.37700 1.37080 776.59 248139.73

2123 2007.07.26 03:59 close 1059 0.12 1.37099 1.37700 1.37080 776.59 248916.32

2124 2007.07.26 03:59 close 1054 0.12 1.37099 1.37690 1.37070 648.32 249564.64

2125 2007.07.27 15:37 sell 1063 0.12 1.36600 1.37160 1.36540

2126 2007.07.27 15:39 sell 1064 0.12 1.36590 1.37150 1.36530

2127 2007.07.27 15:40 sell 1065 0.12 1.36610 1.37170 1.36550

2128 2007.07.27 15:43 sell 1066 0.12 1.36630 1.37190 1.36570

2129 2007.07.27 15:45 sell 1067 0.12 1.36640 1.37200 1.36580

2130 2007.07.27 15:59 t/p 1067 0.12 1.36580 1.37200 1.36580 769.63 250334.27

2131 2007.07.27 15:59 t/p 1066 0.12 1.36570 1.37190 1.36570 769.63 251103.90

2132 2007.07.27 15:59 t/p 1065 0.12 1.36550 1.37170 1.36550 769.63 251873.53

2133 2007.07.27 15:59 t/p 1063 0.12 1.36540 1.37160 1.36540 769.63 252643.16

2134 2007.07.27 16:01 t/p 1064 0.12 1.36530 1.37150 1.36530 769.63 253412.79

2135 2007.07.30 02:00 sell 1068 0.12 1.36290 1.36850 1.36230

2136 2007.07.30 02:01 sell 1069 0.12 1.36300 1.36860 1.36240

2137 2007.07.30 02:03 sell 1070 0.12 1.36300 1.36860 1.36240

2138 2007.07.30 02:04 sell 1071 0.12 1.36310 1.36870 1.36250

2139 2007.07.30 02:06 sell 1072 0.12 1.36360 1.36920 1.36300

2140 2007.07.30 03:34 t/p 1072 0.12 1.36300 1.36920 1.36300 769.63 254182.42

2141 2007.07.30 03:34 close 1071 0.12 1.36293 1.36870 1.36250 218.06 254400.48

2142 2007.07.30 03:34 close 1070 0.12 1.36293 1.36860 1.36240 89.79 254490.27

2143 2007.07.30 03:34 close 1069 0.12 1.36293 1.36860 1.36240 89.79 254580.06

2144 2007.07.30 03:34 close 1068 0.12 1.36284 1.36850 1.36230 76.97 254657.03

2145 2007.09.03 01:32 sell 1073 0.12 1.36330 1.36890 1.36270

2146 2007.09.03 01:39 sell 1074 0.12 1.36320 1.36880 1.36260

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 59/509

2147 2007.09.03 01:40 sell 1075 0.12 1.36320 1.36880 1.36260

2148 2007.09.03 02:00 sell 1076 0.12 1.36320 1.36880 1.36260

2149 2007.09.03 02:02 sell 1077 0.12 1.36330 1.36890 1.36270

2150 2007.09.03 14:05 t/p 1073 0.12 1.36270 1.36890 1.36270 769.64 255426.67

2151 2007.09.03 14:05 t/p 1077 0.12 1.36270 1.36890 1.36270 769.64 256196.31

2152 2007.09.03 14:05 t/p 1074 0.12 1.36260 1.36880 1.36260 769.65 256965.96

2153 2007.09.03 14:05 t/p 1075 0.12 1.36260 1.36880 1.36260 769.65 257735.61

2154 2007.09.03 14:05 t/p 1076 0.12 1.36260 1.36880 1.36260 769.65 258505.26

2155 2007.09.05 21:12 buy 1078 0.13 1.36628 1.36068 1.36688

2156 2007.09.05 21:20 buy 1079 0.13 1.36608 1.36048 1.36668

2157 2007.09.05 21:21 buy 1080 0.13 1.36588 1.36028 1.36648

2158 2007.09.05 21:22 buy 1081 0.13 1.36588 1.36028 1.36648

2159 2007.09.05 21:24 buy 1082 0.13 1.36558 1.35998 1.36618

2160 2007.09.06 11:25 t/p 1082 0.13 1.36618 1.35998 1.36618 336.42 258841.68

2161 2007.09.06 11:25 close 1081 0.13 1.36618 1.36028 1.36648 -80.38 258761.30

2162 2007.09.06 11:25 close 1080 0.13 1.36618 1.36028 1.36648 -80.38 258680.92

2163 2007.09.06 11:25 close 1079 0.13 1.36618 1.36048 1.36668 -358.25 258322.67

2164 2007.09.06 12:04 close 1078 0.13 1.36630 1.36068 1.36688 -469.40 257853.27

2165 2007.09.10 03:16 buy 1083 0.13 1.37748 1.37188 1.37808

2166 2007.09.10 04:37 buy 1084 0.13 1.37738 1.37178 1.37798

2167 2007.09.10 04:38 buy 1085 0.13 1.37728 1.37168 1.37788

2168 2007.09.10 04:46 close 1083 0.13 1.37748 1.37188 1.37808 0.00 257853.27

2169 2007.09.10 04:48 t/p 1085 0.13 1.37788 1.37168 1.37788 833.61 258686.88

2170 2007.09.10 04:53 t/p 1084 0.13 1.37798 1.37178 1.37798 833.61 259520.49

2171 2007.09.12 22:39 buy 1086 0.13 1.39028 1.38468 1.39088

2172 2007.09.13 00:09 close 1086 0.13 1.39037 1.38468 1.39088 -372.15 259148.34

2173 2007.09.13 00:42 buy 1087 0.13 1.39018 1.38458 1.39078

2174 2007.09.13 01:09 t/p 1087 0.13 1.39078 1.38458 1.39078 833.61 259981.95

2175 2007.09.13 02:15 buy 1088 0.13 1.39048 1.38488 1.39108

2176 2007.09.13 02:33 buy 1089 0.13 1.39028 1.38468 1.39088

2177 2007.09.13 02:35 buy 1090 0.13 1.39018 1.38458 1.39078

2178 2007.09.13 02:38 buy 1091 0.13 1.39028 1.38468 1.39088

2179 2007.09.13 02:53 buy 1092 0.13 1.39018 1.38458 1.39078

2180 2007.09.13 10:42 t/p 1090 0.13 1.39078 1.38458 1.39078 833.61 260815.56

2181 2007.09.13 10:42 t/p 1092 0.13 1.39078 1.38458 1.39078 833.61 261649.17

2182 2007.09.13 10:42 close 1088 0.13 1.39080 1.38488 1.39108 444.59 262093.76

2183 2007.09.13 10:42 close 1091 0.13 1.39077 1.38468 1.39088 680.78 262774.54

2184 2007.09.13 10:42 close 1089 0.13 1.39077 1.38468 1.39088 680.78 263455.32

Page 60: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 60/509

2185 2007.09.19 03:05 buy 1093 0.13 1.39738 1.39178 1.39798

2186 2007.09.19 03:06 buy 1094 0.13 1.39728 1.39168 1.39788

2187 2007.09.19 03:09 buy 1095 0.13 1.39718 1.39158 1.39778

2188 2007.09.19 03:11 buy 1096 0.13 1.39708 1.39148 1.39768

2189 2007.09.19 03:13 buy 1097 0.13 1.39698 1.39138 1.39758

2190 2007.09.19 05:51 t/p 1097 0.13 1.39758 1.39138 1.39758 833.61 264288.93

2191 2007.09.19 05:51 close 1095 0.13 1.39762 1.39158 1.39778 611.31 264900.24

2192 2007.09.19 05:51 close 1094 0.13 1.39762 1.39168 1.39788 472.38 265372.62

2193 2007.09.19 05:51 close 1093 0.13 1.39762 1.39178 1.39798 333.44 265706.06

2194 2007.09.19 05:51 t/p 1096 0.13 1.39768 1.39148 1.39768 833.61 266539.67

2195 2007.09.20 13:03 buy 1098 0.13 1.40318 1.39758 1.40378

2196 2007.09.20 13:05 buy 1099 0.13 1.40308 1.39748 1.40368

2197 2007.09.20 13:16 t/p 1099 0.13 1.40368 1.39748 1.40368 833.61 267373.28

2198 2007.09.20 13:16 t/p 1098 0.13 1.40378 1.39758 1.40378 833.61 268206.89

2199 2007.09.20 14:00 buy 1100 0.13 1.40318 1.39758 1.40378

2200 2007.09.20 14:06 buy 1101 0.13 1.40318 1.39758 1.40378

2201 2007.09.20 14:12 t/p 1100 0.13 1.40378 1.39758 1.40378 833.61 269040.50

2202 2007.09.20 14:12 t/p 1101 0.13 1.40378 1.39758 1.40378 833.61 269874.11

2203 2007.09.20 15:14 buy 1102 0.13 1.40308 1.39748 1.40368

2204 2007.09.20 15:18 buy 1103 0.13 1.40278 1.39718 1.40338

2205 2007.09.20 15:20 buy 1104 0.13 1.40278 1.39718 1.40338

2206 2007.09.20 15:21 buy 1105 0.13 1.40268 1.39708 1.40328

2207 2007.09.20 15:25 t/p 1105 0.13 1.40328 1.39708 1.40328 833.60 270707.71

2208 2007.09.20 15:26 t/p 1103 0.13 1.40338 1.39718 1.40338 833.61 271541.32

2209 2007.09.20 15:26 t/p 1104 0.13 1.40338 1.39718 1.40338 833.61 272374.93

2210 2007.09.20 15:26 t/p 1102 0.13 1.40368 1.39748 1.40368 833.61 273208.54

2211 2007.09.20 15:35 buy 1106 0.13 1.40268 1.39708 1.40328

2212 2007.09.20 15:47 t/p 1106 0.13 1.40328 1.39708 1.40328 833.60 274042.14

2213 2007.09.20 19:45 buy 1107 0.13 1.40788 1.40228 1.40848

2214 2007.09.20 19:51 buy 1108 0.13 1.40778 1.40218 1.40838

2215 2007.09.20 19:53 buy 1109 0.13 1.40788 1.40228 1.40848

2216 2007.09.20 20:37 buy 1110 0.13 1.40768 1.40208 1.40828

2217 2007.09.20 21:06 buy 1111 0.13 1.40718 1.40158 1.40778

2218 2007.09.20 21:37 t/p 1111 0.13 1.40778 1.40158 1.40778 833.61 274875.75

2219 2007.09.20 21:37 close 1108 0.13 1.40779 1.40218 1.40838 13.89 274889.64

2220 2007.09.20 21:37 close 1109 0.13 1.40790 1.40228 1.40848 27.79 274917.43

2221 2007.09.20 21:37 close 1107 0.13 1.40790 1.40228 1.40848 27.79 274945.22

Page 61: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 61/509

2222 2007.09.20 21:41 t/p 1110 0.13 1.40828 1.40208 1.40828 833.61 275778.83

2223 2007.09.20 22:51 buy 1112 0.13 1.40678 1.40118 1.40738

2224 2007.09.20 23:00 buy 1113 0.13 1.40698 1.40138 1.40758

2225 2007.09.20 23:01 buy 1114 0.13 1.40668 1.40108 1.40728

2226 2007.09.20 23:04 buy 1115 0.13 1.40678 1.40118 1.40738

2227 2007.09.20 23:08 buy 1116 0.13 1.40668 1.40108 1.40728

2228 2007.09.21 00:23 t/p 1114 0.13 1.40728 1.40108 1.40728 667.88 276446.71

2229 2007.09.21 00:23 t/p 1116 0.13 1.40728 1.40108 1.40728 667.88 277114.59

2230 2007.09.21 00:24 close 1112 0.13 1.40710 1.40118 1.40738 278.86 277393.45

2231 2007.09.21 00:25 t/p 1115 0.13 1.40738 1.40118 1.40738 667.88 278061.33

2232 2007.09.21 00:30 close 1113 0.13 1.40726 1.40138 1.40758 223.28 278284.61

2233 2007.09.21 00:42 buy 1117 0.14 1.40628 1.40068 1.40688

2234 2007.09.21 00:50 buy 1118 0.14 1.40648 1.40088 1.40708

2235 2007.09.21 00:57 t/p 1117 0.14 1.40688 1.40068 1.40688 897.74 279182.35

2236 2007.09.21 01:30 t/p 1118 0.14 1.40708 1.40088 1.40708 897.73 280080.08

2237 2007.09.25 23:10 buy 1119 0.14 1.41418 1.40858 1.41478

2238 2007.09.25 23:15 buy 1120 0.14 1.41408 1.40848 1.41468

2239 2007.09.25 23:16 buy 1121 0.14 1.41398 1.40838 1.41458

2240 2007.09.25 23:19 buy 1122 0.14 1.41398 1.40838 1.41458

2241 2007.09.25 23:20 buy 1123 0.14 1.41378 1.40818 1.41438

2242 2007.09.26 00:21 t/p 1123 0.14 1.41438 1.40818 1.41438 719.22 280799.30

2243 2007.09.26 00:22 t/p 1121 0.14 1.41458 1.40838 1.41458 719.22 281518.52

2244 2007.09.26 00:22 t/p 1122 0.14 1.41458 1.40838 1.41458 719.22 282237.75

2245 2007.09.26 00:41 close 1119 0.14 1.41420 1.40858 1.41478 -148.56 282089.19

2246 2007.09.26 00:43 t/p 1120 0.14 1.41468 1.40848 1.41468 719.21 282808.40

2247 2007.09.26 03:55 buy 1124 0.14 1.41438 1.40878 1.41498

2248 2007.09.26 03:57 buy 1125 0.14 1.41448 1.40888 1.41508

2249 2007.09.26 04:00 buy 1126 0.14 1.41428 1.40868 1.41488

2250 2007.09.26 04:02 buy 1127 0.14 1.41438 1.40878 1.41498

2251 2007.09.26 04:03 buy 1128 0.14 1.41428 1.40868 1.41488

2252 2007.09.26 07:06 t/p 1126 0.14 1.41488 1.40868 1.41488 897.69 283706.09

2253 2007.09.26 07:06 t/p 1128 0.14 1.41488 1.40868 1.41488 897.69 284603.78

2254 2007.09.26 07:06 close 1125 0.14 1.41489 1.40888 1.41508 613.42 285217.20

2255 2007.09.26 07:06 close 1127 0.14 1.41488 1.40878 1.41498 748.07 285965.27

2256 2007.09.26 07:06 close 1124 0.14 1.41488 1.40878 1.41498 748.07 286713.34

2257 2007.10.01 01:45 buy 1129 0.14 1.42688 1.42128 1.42748

2258 2007.10.01 01:50 buy 1130 0.14 1.42688 1.42128 1.42748

2259 2007.10.01 01:52 buy 1131 0.14 1.42688 1.42128 1.42748

Page 62: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 62/509

2260 2007.10.01 01:53 buy 1132 0.14 1.42678 1.42118 1.42738

2261 2007.10.01 01:54 buy 1133 0.14 1.42658 1.42098 1.42718

2262 2007.10.01 02:50 t/p 1133 0.14 1.42718 1.42098 1.42718 897.68 287611.02

2263 2007.10.01 02:50 t/p 1132 0.14 1.42738 1.42118 1.42738 897.68 288508.70

2264 2007.10.01 02:50 t/p 1129 0.14 1.42748 1.42128 1.42748 897.68 289406.38

2265 2007.10.01 02:50 t/p 1130 0.14 1.42748 1.42128 1.42748 897.68 290304.06

2266 2007.10.01 02:50 t/p 1131 0.14 1.42748 1.42128 1.42748 897.68 291201.74

2267 2007.10.01 04:58 buy 1134 0.14 1.42678 1.42118 1.42738

2268 2007.10.01 04:59 buy 1135 0.14 1.42678 1.42118 1.42738

2269 2007.10.01 06:30 close 1135 0.14 1.42679 1.42118 1.42738 14.96 291216.70

2270 2007.10.01 06:30 close 1134 0.14 1.42679 1.42118 1.42738 14.96 291231.66

2271 2007.10.02 16:17 sell 1136 0.14 1.41650 1.42210 1.41590

2272 2007.10.02 16:27 t/p 1136 0.14 1.41590 1.42210 1.41590 897.88 292129.54

2273 2007.10.02 16:49 sell 1137 0.14 1.41670 1.42230 1.41610

2274 2007.10.02 16:50 sell 1138 0.14 1.41680 1.42240 1.41620

2275 2007.10.02 16:52 sell 1139 0.14 1.41710 1.42270 1.41650

2276 2007.10.02 16:55 sell 1140 0.14 1.41690 1.42250 1.41630

2277 2007.10.02 16:56 sell 1141 0.14 1.41710 1.42270 1.41650

2278 2007.10.02 17:04 t/p 1139 0.14 1.41650 1.42270 1.41650 897.88 293027.42

2279 2007.10.02 17:04 t/p 1141 0.14 1.41650 1.42270 1.41650 897.88 293925.30

2280 2007.10.02 17:08 t/p 1140 0.14 1.41630 1.42250 1.41630 897.87 294823.17

2281 2007.10.02 17:09 t/p 1138 0.14 1.41620 1.42240 1.41620 897.88 295721.05

2282 2007.10.02 17:09 t/p 1137 0.14 1.41610 1.42230 1.41610 897.87 296618.92

2283 2007.10.02 18:41 sell 1142 0.14 1.41650 1.42210 1.41590

2284 2007.10.02 19:37 t/p 1142 0.14 1.41590 1.42210 1.41590 897.88 297516.80

2285 2007.10.03 02:11 sell 1143 0.14 1.41540 1.42100 1.41480

2286 2007.10.03 02:13 sell 1144 0.14 1.41540 1.42100 1.41480

2287 2007.10.03 02:16 sell 1145 0.14 1.41540 1.42100 1.41480

2288 2007.10.03 02:21 sell 1146 0.14 1.41540 1.42100 1.41480

2289 2007.10.03 02:23 sell 1147 0.14 1.41550 1.42110 1.41490

2290 2007.10.03 17:42 t/p 1147 0.14 1.41490 1.42110 1.41490 897.88 298414.68

2291 2007.10.03 17:42 close 1146 0.14 1.41490 1.42100 1.41480 748.23 299162.91

2292 2007.10.03 17:42 close 1145 0.14 1.41490 1.42100 1.41480 748.23 299911.14

2293 2007.10.03 17:42 close 1144 0.14 1.41490 1.42100 1.41480 748.23 300659.37

2294 2007.10.03 17:42 close 1143 0.14 1.41490 1.42100 1.41480 748.23 301407.60

2295 2007.10.04 01:03 sell 1148 0.15 1.40960 1.41520 1.40900

2296 2007.10.04 01:13 sell 1149 0.15 1.40970 1.41530 1.40910

Page 63: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 63/509

2297 2007.10.04 01:14 sell 1150 0.15 1.40980 1.41540 1.40920

2298 2007.10.04 01:16 sell 1151 0.15 1.40980 1.41540 1.40920

2299 2007.10.04 01:20 sell 1152 0.15 1.40980 1.41540 1.40920

2300 2007.10.04 01:26 t/p 1150 0.15 1.40920 1.41540 1.40920 962.01 302369.61

2301 2007.10.04 01:26 t/p 1151 0.15 1.40920 1.41540 1.40920 962.01 303331.62

2302 2007.10.04 01:26 t/p 1152 0.15 1.40920 1.41540 1.40920 962.01 304293.63

2303 2007.10.04 01:58 sell 1153 0.15 1.40960 1.41520 1.40900

2304 2007.10.04 01:59 sell 1154 0.15 1.40980 1.41540 1.40920

2305 2007.10.04 02:00 sell 1155 0.15 1.40980 1.41540 1.40920

2306 2007.10.04 06:40 t/p 1154 0.15 1.40920 1.41540 1.40920 962.01 305255.64

2307 2007.10.04 06:40 t/p 1155 0.15 1.40920 1.41540 1.40920 962.01 306217.65

2308 2007.10.04 06:40 close 1153 0.15 1.40918 1.41520 1.40900 673.41 306891.06

2309 2007.10.04 06:40 close 1148 0.15 1.40918 1.41520 1.40900 673.41 307564.47

2310 2007.10.04 06:40 close 1149 0.15 1.40921 1.41530 1.40910 785.65 308350.12

2311 2007.10.08 16:16 sell 1156 0.15 1.40940 1.41500 1.40880

2312 2007.10.08 16:42 t/p 1156 0.15 1.40880 1.41500 1.40880 962.01 309312.13

2313 2007.10.08 21:54 sell 1157 0.15 1.40490 1.41050 1.40430

2314 2007.10.08 21:58 sell 1158 0.15 1.40490 1.41050 1.40430

2315 2007.10.08 22:02 t/p 1157 0.15 1.40430 1.41050 1.40430 962.01 310274.14

2316 2007.10.08 22:02 t/p 1158 0.15 1.40430 1.41050 1.40430 962.01 311236.15

2317 2007.10.08 23:57 sell 1159 0.15 1.40470 1.41030 1.40410

2318 2007.10.09 00:00 sell 1160 0.15 1.40480 1.41040 1.40420

2319 2007.10.09 00:02 sell 1161 0.15 1.40510 1.41070 1.40450

2320 2007.10.09 00:03 sell 1162 0.15 1.40540 1.41100 1.40480

2321 2007.10.09 00:04 sell 1163 0.15 1.40550 1.41110 1.40490

2322 2007.10.09 01:16 t/p 1163 0.15 1.40490 1.41110 1.40490 962.01 312198.16

2323 2007.10.09 01:16 t/p 1162 0.15 1.40480 1.41100 1.40480 962.01 313160.17

2324 2007.10.09 01:30 close 1160 0.15 1.40480 1.41040 1.40420 0.00 313160.17

2325 2007.10.09 01:30 close 1159 0.15 1.40468 1.41030 1.40410 136.52 313296.69

2326 2007.10.09 01:32 close 1161 0.15 1.40466 1.41070 1.40450 705.48 314002.17

2327 2007.10.09 03:26 sell 1164 0.15 1.40500 1.41060 1.40440

2328 2007.10.09 03:27 sell 1165 0.15 1.40510 1.41070 1.40450

2329 2007.10.09 03:31 sell 1166 0.15 1.40520 1.41080 1.40460

2330 2007.10.09 03:33 sell 1167 0.15 1.40500 1.41060 1.40440

2331 2007.10.09 03:37 sell 1168 0.15 1.40510 1.41070 1.40450

2332 2007.10.09 03:42 t/p 1166 0.15 1.40460 1.41080 1.40460 962.01 314964.18

2333 2007.10.09 03:44 t/p 1165 0.15 1.40450 1.41070 1.40450 962.01 315926.19

2334 2007.10.09 03:44 t/p 1168 0.15 1.40450 1.41070 1.40450 962.01 316888.20

Page 64: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 64/509

2335 2007.10.09 03:44 t/p 1164 0.15 1.40440 1.41060 1.40440 962.01 317850.21

2336 2007.10.09 03:44 t/p 1167 0.15 1.40440 1.41060 1.40440 962.01 318812.22

2337 2007.10.09 21:01 buy 1169 0.15 1.40868 1.40308 1.40928

2338 2007.10.09 21:02 buy 1170 0.15 1.40798 1.40238 1.40858

2339 2007.10.09 21:03 buy 1171 0.15 1.40758 1.40198 1.40818

2340 2007.10.09 21:03 t/p 1171 0.15 1.40818 1.40198 1.40818 961.81 319774.03

2341 2007.10.09 21:03 t/p 1170 0.15 1.40858 1.40238 1.40858 961.81 320735.84

2342 2007.10.09 21:05 buy 1172 0.16 1.40808 1.40248 1.40868

2343 2007.10.09 21:10 buy 1173 0.16 1.40838 1.40278 1.40898

2344 2007.10.09 21:11 buy 1174 0.16 1.40818 1.40258 1.40878

2345 2007.10.09 21:12 buy 1175 0.16 1.40818 1.40258 1.40878

2346 2007.10.09 21:43 t/p 1172 0.16 1.40868 1.40248 1.40868 1025.93 321761.77

2347 2007.10.09 21:43 t/p 1174 0.16 1.40878 1.40258 1.40878 1025.94 322787.71

2348 2007.10.09 21:43 t/p 1175 0.16 1.40878 1.40258 1.40878 1025.94 323813.65

2349 2007.10.09 21:43 t/p 1173 0.16 1.40898 1.40278 1.40898 1025.93 324839.58

2350 2007.10.09 21:46 t/p 1169 0.15 1.40928 1.40308 1.40928 961.82 325801.40

2351 2007.10.10 04:10 buy 1176 0.16 1.41058 1.40498 1.41118

2352 2007.10.10 04:13 buy 1177 0.16 1.41048 1.40488 1.41108

2353 2007.10.10 04:14 buy 1178 0.16 1.41048 1.40488 1.41108

2354 2007.10.10 04:25 buy 1179 0.16 1.41048 1.40488 1.41108

2355 2007.10.10 04:28 buy 1180 0.16 1.41048 1.40488 1.41108

2356 2007.10.10 06:55 t/p 1177 0.16 1.41108 1.40488 1.41108 1025.95 326827.35

2357 2007.10.10 06:55 t/p 1178 0.16 1.41108 1.40488 1.41108 1025.95 327853.30

2358 2007.10.10 06:55 t/p 1179 0.16 1.41108 1.40488 1.41108 1025.95 328879.25

2359 2007.10.10 06:55 t/p 1180 0.16 1.41108 1.40488 1.41108 1025.95 329905.20

2360 2007.10.10 06:55 close 1176 0.16 1.41108 1.40498 1.41118 854.96 330760.16

2361 2007.10.10 14:17 buy 1181 0.16 1.41368 1.40808 1.41428

2362 2007.10.10 14:38 buy 1182 0.16 1.41348 1.40788 1.41408

2363 2007.10.10 14:41 buy 1183 0.16 1.41338 1.40778 1.41398

2364 2007.10.10 14:42 buy 1184 0.16 1.41338 1.40778 1.41398

2365 2007.10.10 14:45 buy 1185 0.16 1.41328 1.40768 1.41388

2366 2007.10.10 15:08 t/p 1185 0.16 1.41388 1.40768 1.41388 1025.94 331786.10

2367 2007.10.10 15:08 t/p 1183 0.16 1.41398 1.40778 1.41398 1025.94 332812.04

2368 2007.10.10 15:08 t/p 1184 0.16 1.41398 1.40778 1.41398 1025.94 333837.98

2369 2007.10.10 15:08 t/p 1182 0.16 1.41408 1.40788 1.41408 1025.94 334863.92

2370 2007.10.10 15:09 t/p 1181 0.16 1.41428 1.40808 1.41428 1025.94 335889.86

2371 2007.10.10 18:23 buy 1186 0.16 1.41528 1.40968 1.41588

Page 65: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 65/509

2372 2007.10.10 18:24 buy 1187 0.16 1.41518 1.40958 1.41578

2373 2007.10.10 18:30 buy 1188 0.16 1.41488 1.40928 1.41548

2374 2007.10.10 18:31 buy 1189 0.16 1.41478 1.40918 1.41538

2375 2007.10.10 18:40 t/p 1189 0.16 1.41538 1.40918 1.41538 1025.94 336915.80

2376 2007.10.10 18:40 t/p 1188 0.16 1.41548 1.40928 1.41548 1025.94 337941.74

2377 2007.10.10 20:55 close 1186 0.16 1.41320 1.40968 1.41588 -3556.60 334385.14

2378 2007.10.10 20:56 close 1187 0.16 1.41300 1.40958 1.41578 -3727.59 330657.55

2379 2007.10.11 14:00 buy 1190 0.16 1.42038 1.41478 1.42098

2380 2007.10.11 14:04 buy 1191 0.16 1.42008 1.41448 1.42068

2381 2007.10.11 14:07 buy 1192 0.16 1.41968 1.41408 1.42028

2382 2007.10.11 14:08 buy 1193 0.16 1.41968 1.41408 1.42028

2383 2007.10.11 14:09 buy 1194 0.16 1.41928 1.41368 1.41988

2384 2007.10.11 14:53 t/p 1194 0.16 1.41988 1.41368 1.41988 1025.94 331683.49

2385 2007.10.11 14:54 t/p 1192 0.16 1.42028 1.41408 1.42028 1025.94 332709.43

2386 2007.10.11 14:54 t/p 1193 0.16 1.42028 1.41408 1.42028 1025.94 333735.37

2387 2007.10.11 15:21 buy 1195 0.16 1.41888 1.41328 1.41948

2388 2007.10.11 15:25 t/p 1195 0.16 1.41948 1.41328 1.41948 1025.94 334761.31

2389 2007.10.11 15:50 close 1190 0.16 1.41740 1.41478 1.42098 -5095.51 329665.80

2390 2007.10.11 15:51 close 1191 0.16 1.41760 1.41448 1.42068 -4240.56 325425.24

2391 2007.10.15 14:19 buy 1196 0.16 1.42278 1.41718 1.42338

2392 2007.10.15 14:22 buy 1197 0.16 1.42278 1.41718 1.42338

2393 2007.10.15 14:26 buy 1198 0.16 1.42278 1.41718 1.42338

2394 2007.10.15 14:30 buy 1199 0.16 1.42258 1.41698 1.42318

2395 2007.10.15 14:34 buy 1200 0.16 1.42278 1.41718 1.42338

2396 2007.10.15 16:47 t/p 1199 0.16 1.42318 1.41698 1.42318 1025.96 326451.20

2397 2007.10.15 16:47 close 1200 0.16 1.42325 1.41718 1.42338 803.66 327254.86

2398 2007.10.15 16:47 close 1198 0.16 1.42325 1.41718 1.42338 803.66 328058.52

2399 2007.10.15 16:47 close 1197 0.16 1.42325 1.41718 1.42338 803.66 328862.18

2400 2007.10.15 16:47 close 1196 0.16 1.42325 1.41718 1.42338 803.66 329665.84

2401 2007.10.18 17:58 buy 1201 0.16 1.42808 1.42248 1.42868

2402 2007.10.18 18:08 t/p 1201 0.16 1.42868 1.42248 1.42868 1025.96 330691.80

2403 2007.10.18 23:16 buy 1202 0.16 1.42888 1.42328 1.42948

2404 2007.10.18 23:38 t/p 1202 0.16 1.42948 1.42328 1.42948 1025.96 331717.76

2405 2007.10.19 00:37 buy 1203 0.16 1.42898 1.42338 1.42958

2406 2007.10.19 00:38 buy 1204 0.16 1.42908 1.42348 1.42968

2407 2007.10.19 00:44 buy 1205 0.16 1.42888 1.42328 1.42948

2408 2007.10.19 00:50 buy 1206 0.16 1.42888 1.42328 1.42948

2409 2007.10.19 00:51 buy 1207 0.16 1.42868 1.42308 1.42928

Page 66: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 66/509

2410 2007.10.19 01:37 t/p 1207 0.16 1.42928 1.42308 1.42928 1025.97 332743.73

2411 2007.10.19 02:08 close 1203 0.16 1.42930 1.42338 1.42958 547.17 333290.90

2412 2007.10.19 02:09 close 1204 0.16 1.42930 1.42348 1.42968 376.18 333667.08

2413 2007.10.19 02:14 close 1205 0.16 1.42933 1.42328 1.42948 769.47 334436.55

2414 2007.10.19 02:21 close 1206 0.16 1.42930 1.42328 1.42948 718.17 335154.72

2415 2007.10.22 04:04 buy 1208 0.16 1.43308 1.42748 1.43368

2416 2007.10.22 04:05 buy 1209 0.16 1.43308 1.42748 1.43368

2417 2007.10.22 04:11 buy 1210 0.16 1.43278 1.42718 1.43338

2418 2007.10.22 04:14 buy 1211 0.16 1.43268 1.42708 1.43328

2419 2007.10.22 04:21 buy 1212 0.16 1.43288 1.42728 1.43348

2420 2007.10.22 09:47 t/p 1211 0.16 1.43328 1.42708 1.43328 1025.96 336180.68

2421 2007.10.22 09:47 close 1212 0.16 1.43332 1.42728 1.43348 752.37 336933.05

2422 2007.10.22 09:47 close 1209 0.16 1.43332 1.42748 1.43368 410.39 337343.44

2423 2007.10.22 09:47 close 1208 0.16 1.43332 1.42748 1.43368 410.39 337753.83

2424 2007.10.22 09:47 t/p 1210 0.16 1.43338 1.42718 1.43338 1025.96 338779.79

2425 2007.10.22 20:04 sell 1213 0.16 1.41520 1.42080 1.41460

2426 2007.10.22 20:28 sell 1214 0.16 1.41530 1.42090 1.41470

2427 2007.10.22 20:29 sell 1215 0.16 1.41560 1.42120 1.41500

2428 2007.10.22 20:31 sell 1216 0.16 1.41590 1.42150 1.41530

2429 2007.10.22 20:33 sell 1217 0.16 1.41630 1.42190 1.41570

2430 2007.10.22 20:58 t/p 1217 0.16 1.41570 1.42190 1.41570 1026.17 339805.96

2431 2007.10.22 21:02 t/p 1216 0.16 1.41530 1.42150 1.41530 1026.17 340832.13

2432 2007.10.22 21:51 sell 1218 0.17 1.41590 1.42150 1.41530

2433 2007.10.22 21:54 sell 1219 0.17 1.41600 1.42160 1.41540

2434 2007.10.23 08:49 s/l 1213 0.16 1.42080 1.42080 1.41460 -9466.20 331365.94

2435 2007.10.23 08:49 close 1215 0.16 1.42082 1.42120 1.41500 -8816.30 322549.64

2436 2007.10.23 08:49 close 1219 0.17 1.42082 1.42160 1.41540 -8640.43 313909.21

2437 2007.10.23 08:49 s/l 1214 0.16 1.42090 1.42090 1.41470 -9466.20 304443.01

2438 2007.10.23 08:50 close 1218 0.17 1.42068 1.42150 1.41530 -8567.74 295875.27

2439 2007.10.23 17:45 buy 1220 0.14 1.42508 1.41948 1.42568

2440 2007.10.23 19:50 close 1220 0.14 1.42508 1.41948 1.42568 0.00 295875.27

2441 2007.10.24 01:14 buy 1221 0.14 1.42578 1.42018 1.42638

2442 2007.10.24 02:01 buy 1222 0.14 1.42558 1.41998 1.42618

2443 2007.10.24 02:03 buy 1223 0.14 1.42558 1.41998 1.42618

2444 2007.10.24 02:45 close 1221 0.14 1.42578 1.42018 1.42638 0.00 295875.27

2445 2007.10.24 03:01 buy 1224 0.14 1.42568 1.42008 1.42628

2446 2007.10.24 03:03 buy 1225 0.14 1.42558 1.41998 1.42618

Page 67: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 67/509

2447 2007.10.24 03:24 buy 1226 0.14 1.42558 1.41998 1.42618

2448 2007.10.24 04:34 t/p 1222 0.14 1.42618 1.41998 1.42618 897.72 296772.99

2449 2007.10.24 04:34 t/p 1223 0.14 1.42618 1.41998 1.42618 897.72 297670.71

2450 2007.10.24 04:34 t/p 1225 0.14 1.42618 1.41998 1.42618 897.72 298568.43

2451 2007.10.24 04:34 t/p 1226 0.14 1.42618 1.41998 1.42618 897.72 299466.15

2452 2007.10.24 04:34 t/p 1224 0.14 1.42628 1.42008 1.42628 897.72 300363.87

2453 2007.10.25 17:04 buy 1227 0.15 1.43078 1.42518 1.43138

2454 2007.10.25 17:06 t/p 1227 0.15 1.43138 1.42518 1.43138 961.84 301325.71

2455 2007.10.26 02:41 buy 1228 0.15 1.43218 1.42658 1.43278

2456 2007.10.26 03:47 t/p 1228 0.15 1.43278 1.42658 1.43278 961.84 302287.55

2457 2007.10.26 14:27 buy 1229 0.15 1.43598 1.43038 1.43658

2458 2007.10.26 14:42 t/p 1229 0.15 1.43658 1.43038 1.43658 961.84 303249.39

2459 2007.10.29 04:19 buy 1230 0.15 1.44058 1.43498 1.44118

2460 2007.10.29 04:23 buy 1231 0.15 1.44048 1.43488 1.44108

2461 2007.10.29 04:28 buy 1232 0.15 1.44058 1.43498 1.44118

2462 2007.10.29 04:29 buy 1233 0.15 1.44048 1.43488 1.44108

2463 2007.10.29 04:30 buy 1234 0.15 1.44048 1.43488 1.44108

2464 2007.10.29 05:36 t/p 1231 0.15 1.44108 1.43488 1.44108 961.84 304211.23

2465 2007.10.29 05:36 t/p 1233 0.15 1.44108 1.43488 1.44108 961.84 305173.07

2466 2007.10.29 05:36 t/p 1234 0.15 1.44108 1.43488 1.44108 961.84 306134.91

2467 2007.10.29 05:45 t/p 1230 0.15 1.44118 1.43498 1.44118 961.84 307096.75

2468 2007.10.29 05:45 t/p 1232 0.15 1.44118 1.43498 1.44118 961.84 308058.59

2469 2007.10.31 02:30 buy 1235 0.15 1.44368 1.43808 1.44428

2470 2007.10.31 02:31 buy 1236 0.15 1.44358 1.43798 1.44418

2471 2007.10.31 03:07 buy 1237 0.15 1.44368 1.43808 1.44428

2472 2007.10.31 03:09 buy 1238 0.15 1.44358 1.43798 1.44418

2473 2007.10.31 04:11 close 1236 0.15 1.44360 1.43798 1.44418 32.06 308090.65

2474 2007.10.31 04:15 close 1235 0.15 1.44368 1.43808 1.44428 0.00 308090.65

2475 2007.10.31 04:37 close 1237 0.15 1.44376 1.43808 1.44428 128.24 308218.89

2476 2007.10.31 04:40 close 1238 0.15 1.44380 1.43798 1.44418 352.68 308571.57

2477 2007.11.06 12:56 buy 1239 0.15 1.45188 1.44628 1.45248

2478 2007.11.06 13:02 t/p 1239 0.15 1.45248 1.44628 1.45248 961.84 309533.41

2479 2007.11.06 17:36 buy 1240 0.15 1.45518 1.44958 1.45578

2480 2007.11.06 17:58 buy 1241 0.15 1.45508 1.44948 1.45568

2481 2007.11.06 18:09 t/p 1241 0.15 1.45568 1.44948 1.45568 961.84 310495.25

2482 2007.11.06 18:18 t/p 1240 0.15 1.45578 1.44958 1.45578 961.84 311457.09

2483 2007.11.06 22:06 buy 1242 0.15 1.45518 1.44958 1.45578

2484 2007.11.06 22:08 buy 1243 0.15 1.45518 1.44958 1.45578

Page 68: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 68/509

2485 2007.11.06 23:37 close 1242 0.15 1.45540 1.44958 1.45578 352.67 311809.76

2486 2007.11.06 23:38 close 1243 0.15 1.45533 1.44958 1.45578 240.46 312050.22

2487 2007.11.07 14:29 buy 1244 0.15 1.46608 1.46048 1.46668

2488 2007.11.07 14:30 t/p 1244 0.15 1.46668 1.46048 1.46668 961.83 313012.05

2489 2007.11.07 16:29 buy 1245 0.15 1.46828 1.46268 1.46888

2490 2007.11.07 16:38 buy 1246 0.15 1.46818 1.46258 1.46878

2491 2007.11.07 16:39 buy 1247 0.15 1.46808 1.46248 1.46868

2492 2007.11.07 16:42 buy 1248 0.15 1.46808 1.46248 1.46868

2493 2007.11.07 16:43 buy 1249 0.15 1.46798 1.46238 1.46858

2494 2007.11.07 17:00 t/p 1249 0.15 1.46858 1.46238 1.46858 961.84 313973.89

2495 2007.11.07 17:18 buy 1250 0.15 1.46738 1.46178 1.46798

2496 2007.11.07 17:39 t/p 1250 0.15 1.46798 1.46178 1.46798 961.84 314935.73

2497 2007.11.07 17:47 buy 1251 0.15 1.46728 1.46168 1.46788

2498 2007.11.07 22:28 s/l 1245 0.15 1.46268 1.46268 1.46888 -8977.17 305958.56

2499 2007.11.07 22:30 close 1246 0.15 1.46380 1.46258 1.46878 -7021.42 298937.14

2500 2007.11.07 22:30 close 1248 0.15 1.46380 1.46248 1.46868 -6861.12 292076.02

2501 2007.11.07 22:31 close 1247 0.15 1.46380 1.46248 1.46868 -6861.12 285214.90

2502 2007.11.07 22:32 close 1251 0.15 1.46370 1.46168 1.46788 -5738.97 279475.93

2503 2007.11.12 15:12 sell 1252 0.14 1.45850 1.46410 1.45790

2504 2007.11.12 15:15 t/p 1252 0.14 1.45790 1.46410 1.45790 897.90 280373.83

2505 2007.11.12 19:03 sell 1253 0.14 1.45520 1.46080 1.45460

2506 2007.11.12 19:06 t/p 1253 0.14 1.45460 1.46080 1.45460 897.90 281271.73

2507 2007.11.12 21:20 sell 1254 0.14 1.45560 1.46120 1.45500

2508 2007.11.12 21:21 sell 1255 0.14 1.45600 1.46160 1.45540

2509 2007.11.12 21:23 sell 1256 0.14 1.45670 1.46230 1.45610

2510 2007.11.12 21:29 sell 1257 0.14 1.45640 1.46200 1.45580

2511 2007.11.12 21:30 sell 1258 0.14 1.45650 1.46210 1.45590

2512 2007.11.12 21:45 t/p 1256 0.14 1.45610 1.46230 1.45610 897.90 282169.63

2513 2007.11.12 21:47 sell 1259 0.14 1.45610 1.46170 1.45550

2514 2007.11.12 21:54 t/p 1258 0.14 1.45590 1.46210 1.45590 897.90 283067.53

2515 2007.11.12 21:56 t/p 1257 0.14 1.45580 1.46200 1.45580 897.90 283965.43

2516 2007.11.12 22:00 t/p 1259 0.14 1.45550 1.46170 1.45550 897.90 284863.33

2517 2007.11.12 22:01 t/p 1255 0.14 1.45540 1.46160 1.45540 897.90 285761.23

2518 2007.11.12 22:03 t/p 1254 0.14 1.45500 1.46120 1.45500 897.90 286659.13

2519 2007.11.13 02:20 sell 1260 0.14 1.45340 1.45900 1.45280

2520 2007.11.13 02:23 sell 1261 0.14 1.45360 1.45920 1.45300

2521 2007.11.13 02:25 sell 1262 0.14 1.45370 1.45930 1.45310

Page 69: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 69/509

2522 2007.11.13 02:27 sell 1263 0.14 1.45410 1.45970 1.45350

2523 2007.11.13 02:30 sell 1264 0.14 1.45420 1.45980 1.45360

2524 2007.11.13 08:45 s/l 1260 0.14 1.45900 1.45900 1.45280 -8380.41 278278.72

2525 2007.11.13 08:45 close 1261 0.14 1.45900 1.45920 1.45300 -8081.11 270197.61

2526 2007.11.13 08:45 close 1263 0.14 1.45900 1.45970 1.45350 -7332.86 262864.75

2527 2007.11.13 08:46 close 1262 0.14 1.45908 1.45930 1.45310 -8051.18 254813.57

2528 2007.11.13 08:47 close 1264 0.14 1.45918 1.45980 1.45360 -7452.58 247360.99

2529 2007.11.20 17:34 buy 1265 0.12 1.47838 1.47278 1.47898

2530 2007.11.20 17:36 buy 1266 0.12 1.47838 1.47278 1.47898

2531 2007.11.20 17:38 buy 1267 0.12 1.47828 1.47268 1.47888

2532 2007.11.20 17:40 buy 1268 0.12 1.47818 1.47258 1.47878

2533 2007.11.20 17:43 buy 1269 0.12 1.47828 1.47268 1.47888

2534 2007.11.20 18:33 t/p 1268 0.12 1.47878 1.47258 1.47878 769.46 248130.45

2535 2007.11.20 19:05 buy 1270 0.12 1.47788 1.47228 1.47848

2536 2007.11.20 19:24 t/p 1270 0.12 1.47848 1.47228 1.47848 769.46 248899.91

2537 2007.11.20 19:24 close 1269 0.12 1.47849 1.47268 1.47888 269.32 249169.23

2538 2007.11.20 19:24 close 1267 0.12 1.47849 1.47268 1.47888 269.32 249438.55

2539 2007.11.20 19:24 close 1266 0.12 1.47849 1.47278 1.47898 141.07 249579.62

2540 2007.11.20 19:24 close 1265 0.12 1.47849 1.47278 1.47898 141.07 249720.69

2541 2007.11.21 01:22 buy 1271 0.12 1.48278 1.47718 1.48338

2542 2007.11.21 01:24 buy 1272 0.12 1.48268 1.47708 1.48328

2543 2007.11.21 01:31 buy 1273 0.12 1.48268 1.47708 1.48328

2544 2007.11.21 01:35 buy 1274 0.12 1.48268 1.47708 1.48328

2545 2007.11.21 01:36 buy 1275 0.12 1.48268 1.47708 1.48328

2546 2007.11.21 02:05 t/p 1272 0.12 1.48328 1.47708 1.48328 769.46 250490.15

2547 2007.11.21 02:05 t/p 1273 0.12 1.48328 1.47708 1.48328 769.46 251259.61

2548 2007.11.21 02:05 t/p 1274 0.12 1.48328 1.47708 1.48328 769.46 252029.07

2549 2007.11.21 02:05 t/p 1275 0.12 1.48328 1.47708 1.48328 769.46 252798.53

2550 2007.11.21 02:05 t/p 1271 0.12 1.48338 1.47718 1.48338 769.47 253568.00

2551 2007.11.21 02:37 buy 1276 0.12 1.48268 1.47708 1.48328

2552 2007.11.21 02:44 buy 1277 0.12 1.48278 1.47718 1.48338

2553 2007.11.21 02:45 t/p 1276 0.12 1.48328 1.47708 1.48328 769.46 254337.46

2554 2007.11.21 02:55 buy 1278 0.12 1.48248 1.47688 1.48308

2555 2007.11.21 02:57 buy 1279 0.12 1.48258 1.47698 1.48318

2556 2007.11.21 02:58 buy 1280 0.12 1.48238 1.47678 1.48298

2557 2007.11.21 03:03 buy 1281 0.12 1.48258 1.47698 1.48318

2558 2007.11.21 05:43 t/p 1280 0.12 1.48298 1.47678 1.48298 769.46 255106.92

2559 2007.11.21 05:43 close 1281 0.12 1.48299 1.47698 1.48318 525.80 255632.72

Page 70: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 70/509

2560 2007.11.21 05:43 close 1279 0.12 1.48299 1.47698 1.48318 525.80 256158.52

2561 2007.11.21 05:43 close 1277 0.12 1.48299 1.47718 1.48338 269.32 256427.84

2562 2007.11.21 05:43 close 1278 0.12 1.48296 1.47688 1.48308 615.57 257043.41

2563 2007.11.28 15:11 sell 1282 0.12 1.47420 1.47980 1.47360

2564 2007.11.28 15:13 sell 1283 0.12 1.47430 1.47990 1.47370

2565 2007.11.28 15:14 sell 1284 0.12 1.47470 1.48030 1.47410

2566 2007.11.28 15:16 sell 1285 0.12 1.47460 1.48020 1.47400

2567 2007.11.28 15:18 sell 1286 0.12 1.47490 1.48050 1.47430

2568 2007.11.28 20:59 s/l 1282 0.12 1.47980 1.47980 1.47360 -7183.14 249860.27

2569 2007.11.28 20:59 close 1284 0.12 1.47986 1.48030 1.47410 -6618.75 243241.52

2570 2007.11.28 20:59 close 1286 0.12 1.47986 1.48050 1.47430 -6362.21 236879.31

2571 2007.11.28 20:59 s/l 1283 0.12 1.47990 1.47990 1.47370 -7183.14 229696.17

2572 2007.11.28 21:00 close 1285 0.12 1.47988 1.48020 1.47400 -6772.68 222923.49

2573 2007.11.29 01:15 buy 1287 0.11 1.48298 1.47738 1.48358

2574 2007.11.29 01:16 buy 1288 0.11 1.48288 1.47728 1.48348

2575 2007.11.29 01:21 buy 1289 0.11 1.48298 1.47738 1.48358

2576 2007.11.29 01:22 buy 1290 0.11 1.48288 1.47728 1.48348

2577 2007.11.29 01:23 buy 1291 0.11 1.48248 1.47688 1.48308

2578 2007.11.29 01:36 t/p 1291 0.11 1.48308 1.47688 1.48308 705.33 223628.82

2579 2007.11.29 01:46 t/p 1288 0.11 1.48348 1.47728 1.48348 705.34 224334.16

2580 2007.11.29 01:46 t/p 1290 0.11 1.48348 1.47728 1.48348 705.34 225039.50

2581 2007.11.29 01:47 t/p 1287 0.11 1.48358 1.47738 1.48358 705.33 225744.83

2582 2007.11.29 01:47 t/p 1289 0.11 1.48358 1.47738 1.48358 705.33 226450.16

2583 2007.11.29 02:51 buy 1292 0.11 1.48308 1.47748 1.48368

2584 2007.11.29 03:00 buy 1293 0.11 1.48278 1.47718 1.48338

2585 2007.11.29 03:02 buy 1294 0.11 1.48268 1.47708 1.48328

2586 2007.11.29 03:03 buy 1295 0.11 1.48258 1.47698 1.48318

2587 2007.11.29 03:04 buy 1296 0.11 1.48248 1.47688 1.48308

2588 2007.11.29 04:03 t/p 1296 0.11 1.48308 1.47688 1.48308 705.33 227155.49

2589 2007.11.29 04:03 t/p 1295 0.11 1.48318 1.47698 1.48318 705.34 227860.83

2590 2007.11.29 04:15 t/p 1294 0.11 1.48328 1.47708 1.48328 705.33 228566.16

2591 2007.11.29 04:15 t/p 1293 0.11 1.48338 1.47718 1.48338 705.34 229271.50

2592 2007.11.29 04:21 close 1292 0.11 1.48349 1.47748 1.48368 481.98 229753.48

2593 2007.11.29 15:07 sell 1297 0.11 1.47450 1.48010 1.47390

2594 2007.11.29 15:08 t/p 1297 0.11 1.47390 1.48010 1.47390 705.48 230458.96

2595 2007.11.29 15:22 sell 1298 0.11 1.47480 1.48040 1.47420

2596 2007.11.29 15:25 sell 1299 0.11 1.47500 1.48060 1.47440

Page 71: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 71/509

2597 2007.11.29 15:26 sell 1300 0.11 1.47510 1.48070 1.47450

2598 2007.11.29 15:28 sell 1301 0.11 1.47500 1.48060 1.47440

2599 2007.11.29 15:30 sell 1302 0.11 1.47540 1.48100 1.47480

2600 2007.11.29 15:34 t/p 1302 0.11 1.47480 1.48100 1.47480 705.48 231164.44

2601 2007.11.29 15:38 sell 1303 0.11 1.47500 1.48060 1.47440

2602 2007.11.29 15:48 t/p 1300 0.11 1.47450 1.48070 1.47450 705.49 231869.93

2603 2007.11.29 15:48 t/p 1299 0.11 1.47440 1.48060 1.47440 705.49 232575.42

2604 2007.11.29 15:48 t/p 1301 0.11 1.47440 1.48060 1.47440 705.49 233280.91

2605 2007.11.29 15:48 t/p 1303 0.11 1.47440 1.48060 1.47440 705.49 233986.40

2606 2007.11.29 15:49 t/p 1298 0.11 1.47420 1.48040 1.47420 705.49 234691.89

2607 2007.11.29 17:10 sell 1304 0.11 1.47520 1.48080 1.47460

2608 2007.11.29 17:11 sell 1305 0.11 1.47530 1.48090 1.47470

2609 2007.11.29 17:20 close 1304 0.11 1.47778 1.48080 1.47460 -3033.60 231658.29

2610 2007.11.29 17:21 close 1305 0.11 1.47768 1.48090 1.47470 -2798.44 228859.85

2611 2008.01.02 23:58 buy 1306 0.11 1.47218 1.46658 1.47278

2612 2008.01.02 23:59 buy 1307 0.11 1.47188 1.46628 1.47248

2613 2008.01.03 01:01 t/p 1307 0.11 1.47248 1.46628 1.47248 284.63 229144.48

2614 2008.01.03 01:29 close 1306 0.11 1.47230 1.46658 1.47278 -279.63 228864.85

2615 2008.01.07 13:38 sell 1308 0.11 1.46950 1.47510 1.46890

2616 2008.01.07 13:40 sell 1309 0.11 1.46960 1.47520 1.46900

2617 2008.01.07 13:45 sell 1310 0.11 1.46930 1.47490 1.46870

2618 2008.01.07 13:52 sell 1311 0.11 1.46930 1.47490 1.46870

2619 2008.01.07 13:53 sell 1312 0.11 1.46940 1.47500 1.46880

2620 2008.01.07 14:02 t/p 1309 0.11 1.46900 1.47520 1.46900 705.48 229570.33

2621 2008.01.07 14:03 t/p 1308 0.11 1.46890 1.47510 1.46890 705.48 230275.81

2622 2008.01.07 14:03 t/p 1312 0.11 1.46880 1.47500 1.46880 705.48 230981.29

2623 2008.01.07 14:03 t/p 1310 0.11 1.46870 1.47490 1.46870 705.48 231686.77

2624 2008.01.07 14:03 t/p 1311 0.11 1.46870 1.47490 1.46870 705.48 232392.25

2625 2008.01.11 00:32 buy 1313 0.11 1.47958 1.47398 1.48018

2626 2008.01.11 00:48 t/p 1313 0.11 1.48018 1.47398 1.48018 705.34 233097.59

2627 2008.01.11 02:37 buy 1314 0.11 1.47978 1.47418 1.48038

2628 2008.01.11 02:41 buy 1315 0.11 1.47958 1.47398 1.48018

2629 2008.01.11 02:47 buy 1316 0.11 1.47958 1.47398 1.48018

2630 2008.01.11 02:48 buy 1317 0.11 1.47958 1.47398 1.48018

2631 2008.01.11 02:49 buy 1318 0.11 1.47958 1.47398 1.48018

2632 2008.01.11 05:53 t/p 1315 0.11 1.48018 1.47398 1.48018 705.34 233802.93

2633 2008.01.11 05:53 t/p 1316 0.11 1.48018 1.47398 1.48018 705.34 234508.27

2634 2008.01.11 05:53 t/p 1317 0.11 1.48018 1.47398 1.48018 705.34 235213.61

Page 72: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 72/509

2635 2008.01.11 05:53 t/p 1318 0.11 1.48018 1.47398 1.48018 705.34 235918.95

2636 2008.01.11 05:53 close 1314 0.11 1.48020 1.47418 1.48038 493.74 236412.69

2637 2008.01.14 14:22 buy 1319 0.11 1.48928 1.48368 1.48988

2638 2008.01.14 14:23 buy 1320 0.11 1.48908 1.48348 1.48968

2639 2008.01.14 14:25 buy 1321 0.11 1.48928 1.48368 1.48988

2640 2008.01.14 14:28 buy 1322 0.11 1.48918 1.48358 1.48978

2641 2008.01.14 14:32 buy 1323 0.11 1.48898 1.48338 1.48958

2642 2008.01.14 15:14 t/p 1323 0.11 1.48958 1.48338 1.48958 705.34 237118.03

2643 2008.01.14 15:14 t/p 1320 0.11 1.48968 1.48348 1.48968 705.34 237823.37

2644 2008.01.14 15:14 t/p 1322 0.11 1.48978 1.48358 1.48978 705.34 238528.71

2645 2008.01.14 15:29 buy 1324 0.12 1.48808 1.48248 1.48868

2646 2008.01.14 15:31 t/p 1324 0.12 1.48868 1.48248 1.48868 769.46 239298.17

2647 2008.01.14 15:41 buy 1325 0.12 1.48818 1.48258 1.48878

2648 2008.01.14 15:59 t/p 1325 0.12 1.48878 1.48258 1.48878 769.46 240067.63

2649 2008.01.14 16:00 close 1321 0.11 1.48929 1.48368 1.48988 11.76 240079.39

2650 2008.01.14 16:00 close 1319 0.11 1.48929 1.48368 1.48988 11.76 240091.15

2651 2008.01.14 17:05 buy 1326 0.12 1.48828 1.48268 1.48888

2652 2008.01.14 17:06 buy 1327 0.12 1.48808 1.48248 1.48868

2653 2008.01.14 17:07 buy 1328 0.12 1.48738 1.48178 1.48798

2654 2008.01.14 17:11 buy 1329 0.12 1.48788 1.48228 1.48848

2655 2008.01.14 17:12 buy 1330 0.12 1.48778 1.48218 1.48838

2656 2008.01.14 17:59 t/p 1328 0.12 1.48798 1.48178 1.48798 769.46 240860.61

2657 2008.01.14 18:03 t/p 1330 0.12 1.48838 1.48218 1.48838 769.47 241630.08

2658 2008.01.14 18:04 t/p 1329 0.12 1.48848 1.48228 1.48848 769.46 242399.54

2659 2008.01.14 18:09 t/p 1327 0.12 1.48868 1.48248 1.48868 769.46 243169.00

2660 2008.01.14 18:11 t/p 1326 0.12 1.48888 1.48268 1.48888 769.47 243938.47

2661 2008.01.16 01:42 sell 1331 0.12 1.48020 1.48580 1.47960

2662 2008.01.16 01:44 sell 1332 0.12 1.48030 1.48590 1.47970

2663 2008.01.16 01:46 sell 1333 0.12 1.48050 1.48610 1.47990

2664 2008.01.16 01:48 sell 1334 0.12 1.48070 1.48630 1.48010

2665 2008.01.16 01:50 sell 1335 0.12 1.48060 1.48620 1.48000

2666 2008.01.16 02:11 t/p 1334 0.12 1.48010 1.48630 1.48010 769.63 244708.10

2667 2008.01.16 02:11 t/p 1335 0.12 1.48000 1.48620 1.48000 769.63 245477.73

2668 2008.01.16 02:11 t/p 1333 0.12 1.47990 1.48610 1.47990 769.63 246247.36

2669 2008.01.16 02:11 t/p 1332 0.12 1.47970 1.48590 1.47970 769.62 247016.98

2670 2008.01.16 02:11 t/p 1331 0.12 1.47960 1.48580 1.47960 769.63 247786.61

2671 2008.01.16 02:41 sell 1336 0.12 1.48090 1.48650 1.48030

Page 73: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 73/509

2672 2008.01.16 02:53 t/p 1336 0.12 1.48030 1.48650 1.48030 769.63 248556.24

2673 2008.01.16 20:42 sell 1337 0.12 1.46760 1.47320 1.46700

2674 2008.01.16 20:43 sell 1338 0.12 1.46790 1.47350 1.46730

2675 2008.01.16 20:44 sell 1339 0.12 1.46850 1.47410 1.46790

2676 2008.01.16 20:44 t/p 1339 0.12 1.46790 1.47410 1.46790 769.64 249325.88

2677 2008.01.16 20:49 sell 1340 0.12 1.46790 1.47350 1.46730

2678 2008.01.16 20:50 sell 1341 0.12 1.46830 1.47390 1.46770

2679 2008.01.16 20:50 t/p 1341 0.12 1.46770 1.47390 1.46770 769.64 250095.52

2680 2008.01.16 20:53 sell 1342 0.12 1.46800 1.47360 1.46740

2681 2008.01.16 20:54 sell 1343 0.12 1.46810 1.47370 1.46750

2682 2008.01.16 21:10 t/p 1343 0.12 1.46750 1.47370 1.46750 769.64 250865.16

2683 2008.01.16 21:14 t/p 1342 0.12 1.46740 1.47360 1.46740 769.64 251634.80

2684 2008.01.16 21:15 t/p 1338 0.12 1.46730 1.47350 1.46730 769.65 252404.45

2685 2008.01.16 21:15 t/p 1340 0.12 1.46730 1.47350 1.46730 769.65 253174.10

2686 2008.01.16 21:15 t/p 1337 0.12 1.46700 1.47320 1.46700 769.64 253943.74

2687 2008.01.17 01:21 sell 1344 0.12 1.46570 1.47130 1.46510

2688 2008.01.17 01:22 sell 1345 0.12 1.46570 1.47130 1.46510

2689 2008.01.17 01:23 sell 1346 0.12 1.46580 1.47140 1.46520

2690 2008.01.17 01:24 sell 1347 0.12 1.46580 1.47140 1.46520

2691 2008.01.17 01:25 sell 1348 0.12 1.46590 1.47150 1.46530

2692 2008.01.17 05:05 t/p 1348 0.12 1.46530 1.47150 1.46530 769.65 254713.39

2693 2008.01.17 05:05 close 1345 0.12 1.46525 1.47130 1.46510 577.23 255290.62

2694 2008.01.17 05:05 close 1344 0.12 1.46525 1.47130 1.46510 577.23 255867.85

2695 2008.01.17 05:05 t/p 1346 0.12 1.46520 1.47140 1.46520 769.64 256637.49

2696 2008.01.17 05:05 t/p 1347 0.12 1.46520 1.47140 1.46520 769.64 257407.13

2697 2008.01.21 14:22 sell 1349 0.13 1.44980 1.45540 1.44920

2698 2008.01.21 14:23 t/p 1349 0.13 1.44920 1.45540 1.44920 833.79 258240.92

2699 2008.01.21 14:29 sell 1350 0.13 1.44990 1.45550 1.44930

2700 2008.01.21 14:30 sell 1351 0.13 1.45080 1.45640 1.45020

2701 2008.01.21 14:32 t/p 1351 0.13 1.45020 1.45640 1.45020 833.79 259074.71

2702 2008.01.21 14:41 sell 1352 0.13 1.44990 1.45550 1.44930

2703 2008.01.21 14:44 t/p 1350 0.13 1.44930 1.45550 1.44930 833.79 259908.50

2704 2008.01.21 14:44 t/p 1352 0.13 1.44930 1.45550 1.44930 833.79 260742.29

2705 2008.01.21 15:57 sell 1353 0.13 1.44980 1.45540 1.44920

2706 2008.01.21 15:59 sell 1354 0.13 1.45050 1.45610 1.44990

2707 2008.01.21 16:02 t/p 1354 0.13 1.44990 1.45610 1.44990 833.78 261576.07

2708 2008.01.21 16:03 t/p 1353 0.13 1.44920 1.45540 1.44920 833.79 262409.86

2709 2008.01.21 22:15 sell 1355 0.13 1.44460 1.45020 1.44400

Page 74: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 74/509

2710 2008.01.21 22:31 sell 1356 0.13 1.44460 1.45020 1.44400

2711 2008.01.21 23:27 sell 1357 0.13 1.44480 1.45040 1.44420

2712 2008.01.21 23:28 sell 1358 0.13 1.44480 1.45040 1.44420

2713 2008.01.21 23:32 sell 1359 0.13 1.44480 1.45040 1.44420

2714 2008.01.22 00:48 t/p 1357 0.13 1.44420 1.45040 1.44420 924.31 263334.18

2715 2008.01.22 00:48 t/p 1358 0.13 1.44420 1.45040 1.44420 924.31 264258.49

2716 2008.01.22 00:48 t/p 1359 0.13 1.44420 1.45040 1.44420 924.31 265182.81

2717 2008.01.22 00:48 close 1356 0.13 1.44413 1.45020 1.44400 743.65 265926.46

2718 2008.01.22 00:48 close 1355 0.13 1.44413 1.45020 1.44400 743.65 266670.12

2719 2008.01.22 03:45 sell 1360 0.13 1.44370 1.44930 1.44310

2720 2008.01.22 05:37 close 1360 0.13 1.44369 1.44930 1.44310 13.90 266684.02

2721 2008.01.22 21:35 buy 1361 0.13 1.46048 1.45488 1.46108

2722 2008.01.22 21:37 buy 1362 0.13 1.46028 1.45468 1.46088

2723 2008.01.22 21:40 buy 1363 0.13 1.46018 1.45458 1.46078

2724 2008.01.22 21:41 buy 1364 0.13 1.46018 1.45458 1.46078

2725 2008.01.22 21:50 t/p 1363 0.13 1.46078 1.45458 1.46078 833.61 267517.63

2726 2008.01.22 21:50 t/p 1364 0.13 1.46078 1.45458 1.46078 833.61 268351.24

2727 2008.01.22 21:52 t/p 1362 0.13 1.46088 1.45468 1.46088 833.61 269184.85

2728 2008.01.22 21:54 t/p 1361 0.13 1.46108 1.45488 1.46108 833.61 270018.46

2729 2008.01.22 22:30 buy 1365 0.13 1.46018 1.45458 1.46078

2730 2008.01.22 22:31 t/p 1365 0.13 1.46078 1.45458 1.46078 833.61 270852.07

2731 2008.01.23 01:48 buy 1366 0.13 1.46388 1.45828 1.46448

2732 2008.01.23 01:50 buy 1367 0.13 1.46318 1.45758 1.46378

2733 2008.01.23 01:51 t/p 1367 0.13 1.46378 1.45758 1.46378 833.61 271685.68

2734 2008.01.23 01:52 t/p 1366 0.13 1.46448 1.45828 1.46448 833.61 272519.29

2735 2008.01.23 02:13 buy 1368 0.13 1.46378 1.45818 1.46438

2736 2008.01.23 02:14 buy 1369 0.13 1.46368 1.45808 1.46428

2737 2008.01.23 02:15 buy 1370 0.13 1.46358 1.45798 1.46418

2738 2008.01.23 02:16 buy 1371 0.13 1.46338 1.45778 1.46398

2739 2008.01.23 02:17 buy 1372 0.13 1.46318 1.45758 1.46378

2740 2008.01.23 02:24 t/p 1372 0.13 1.46378 1.45758 1.46378 833.61 273352.90

2741 2008.01.23 02:24 t/p 1371 0.13 1.46398 1.45778 1.46398 833.61 274186.51

2742 2008.01.23 02:24 t/p 1370 0.13 1.46418 1.45798 1.46418 833.61 275020.12

2743 2008.01.23 02:31 t/p 1369 0.13 1.46428 1.45808 1.46428 833.61 275853.73

2744 2008.01.23 02:31 t/p 1368 0.13 1.46438 1.45818 1.46438 833.61 276687.34

2745 2008.01.23 02:55 buy 1373 0.13 1.46378 1.45818 1.46438

2746 2008.01.23 03:05 t/p 1373 0.13 1.46438 1.45818 1.46438 833.61 277520.95

Page 75: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 75/509

2747 2008.01.23 03:12 buy 1374 0.13 1.46338 1.45778 1.46398

2748 2008.01.23 03:13 buy 1375 0.13 1.46338 1.45778 1.46398

2749 2008.01.23 03:14 buy 1376 0.13 1.46338 1.45778 1.46398

2750 2008.01.23 04:49 close 1376 0.13 1.46339 1.45778 1.46398 13.89 277534.84

2751 2008.01.23 04:49 close 1375 0.13 1.46339 1.45778 1.46398 13.89 277548.73

2752 2008.01.23 04:49 close 1374 0.13 1.46339 1.45778 1.46398 13.89 277562.62

2753 2008.01.25 03:20 buy 1377 0.13 1.47598 1.47038 1.47658

2754 2008.01.25 03:29 buy 1378 0.13 1.47558 1.46998 1.47618

2755 2008.01.25 03:37 t/p 1378 0.13 1.47618 1.46998 1.47618 833.61 278396.23

2756 2008.01.25 03:40 t/p 1377 0.13 1.47658 1.47038 1.47658 833.61 279229.84

2757 2008.01.28 00:01 sell 1379 0.14 1.46800 1.47360 1.46740

2758 2008.01.28 00:03 sell 1380 0.14 1.46780 1.47340 1.46720

2759 2008.01.28 00:04 sell 1381 0.14 1.46780 1.47340 1.46720

2760 2008.01.28 00:07 sell 1382 0.14 1.46790 1.47350 1.46730

2761 2008.01.28 00:14 sell 1383 0.14 1.46810 1.47370 1.46750

2762 2008.01.28 02:42 t/p 1383 0.14 1.46750 1.47370 1.46750 897.93 280127.77

2763 2008.01.28 02:42 close 1382 0.14 1.46747 1.47350 1.46730 643.52 280771.29

2764 2008.01.28 02:42 close 1381 0.14 1.46747 1.47340 1.46720 493.86 281265.15

2765 2008.01.28 02:42 close 1380 0.14 1.46747 1.47340 1.46720 493.86 281759.01

2766 2008.01.28 02:42 t/p 1379 0.14 1.46740 1.47360 1.46740 897.92 282656.93

2767 2008.01.28 21:00 buy 1384 0.14 1.47818 1.47258 1.47878

2768 2008.01.28 21:01 buy 1385 0.14 1.47818 1.47258 1.47878

2769 2008.01.28 21:02 buy 1386 0.14 1.47808 1.47248 1.47868

2770 2008.01.28 21:21 buy 1387 0.14 1.47798 1.47238 1.47858

2771 2008.01.28 21:22 buy 1388 0.14 1.47798 1.47238 1.47858

2772 2008.01.28 21:38 t/p 1387 0.14 1.47858 1.47238 1.47858 897.75 283554.68

2773 2008.01.28 21:38 t/p 1388 0.14 1.47858 1.47238 1.47858 897.75 284452.43

2774 2008.01.28 21:41 buy 1389 0.14 1.47788 1.47228 1.47848

2775 2008.01.28 21:42 buy 1390 0.14 1.47768 1.47208 1.47828

2776 2008.01.28 22:58 t/p 1390 0.14 1.47828 1.47208 1.47828 897.75 285350.18

2777 2008.01.28 22:58 close 1386 0.14 1.47830 1.47248 1.47868 329.18 285679.36

2778 2008.01.28 22:58 close 1385 0.14 1.47830 1.47258 1.47878 179.55 285858.91

2779 2008.01.28 22:58 close 1384 0.14 1.47830 1.47258 1.47878 179.55 286038.46

2780 2008.01.28 23:11 t/p 1389 0.14 1.47848 1.47228 1.47848 897.75 286936.21

2781 2008.01.29 01:03 buy 1391 0.14 1.47838 1.47278 1.47898

2782 2008.01.29 01:11 buy 1392 0.14 1.47818 1.47258 1.47878

2783 2008.01.29 01:27 t/p 1392 0.14 1.47878 1.47258 1.47878 897.75 287833.96

2784 2008.01.29 01:27 t/p 1391 0.14 1.47898 1.47278 1.47898 897.75 288731.71

Page 76: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 76/509

2785 2008.01.29 02:05 buy 1393 0.14 1.47838 1.47278 1.47898

2786 2008.01.29 02:09 buy 1394 0.14 1.47828 1.47268 1.47888

2787 2008.01.29 02:10 buy 1395 0.14 1.47818 1.47258 1.47878

2788 2008.01.29 02:11 buy 1396 0.14 1.47788 1.47228 1.47848

2789 2008.01.29 02:12 buy 1397 0.14 1.47798 1.47238 1.47858

2790 2008.01.29 02:18 t/p 1396 0.14 1.47848 1.47228 1.47848 897.75 289629.46

2791 2008.01.29 02:21 buy 1398 0.14 1.47808 1.47248 1.47868

2792 2008.01.29 08:27 t/p 1397 0.14 1.47858 1.47238 1.47858 897.75 290527.21

2793 2008.01.29 08:27 close 1395 0.14 1.47860 1.47258 1.47878 628.42 291155.63

2794 2008.01.29 08:27 close 1394 0.14 1.47860 1.47268 1.47888 478.80 291634.43

2795 2008.01.29 08:27 close 1393 0.14 1.47860 1.47278 1.47898 329.17 291963.60

2796 2008.01.29 08:27 close 1398 0.14 1.47858 1.47248 1.47868 748.13 292711.73

2797 2008.01.31 00:01 buy 1399 0.14 1.48618 1.48058 1.48678

2798 2008.01.31 00:07 t/p 1399 0.14 1.48678 1.48058 1.48678 897.75 293609.48

2799 2008.01.31 00:26 buy 1400 0.14 1.48598 1.48038 1.48658

2800 2008.01.31 00:28 buy 1401 0.14 1.48588 1.48028 1.48648

2801 2008.01.31 00:30 buy 1402 0.14 1.48518 1.47958 1.48578

2802 2008.01.31 00:34 t/p 1402 0.14 1.48578 1.47958 1.48578 897.75 294507.23

2803 2008.01.31 01:55 close 1400 0.14 1.48200 1.48038 1.48658 -5955.08 288552.15

2804 2008.01.31 01:56 close 1401 0.14 1.48210 1.48028 1.48648 -5655.82 282896.33

2805 2008.02.04 02:25 sell 1403 0.14 1.48070 1.48630 1.48010

2806 2008.02.04 02:31 t/p 1403 0.14 1.48010 1.48630 1.48010 897.93 283794.26

2807 2008.02.05 15:59 sell 1404 0.14 1.46980 1.47540 1.46920

2808 2008.02.05 15:59 t/p 1404 0.14 1.46920 1.47540 1.46920 897.94 284692.20

2809 2008.02.05 16:02 sell 1405 0.14 1.46910 1.47470 1.46850

2810 2008.02.05 16:03 sell 1406 0.14 1.46940 1.47500 1.46880

2811 2008.02.05 16:04 t/p 1406 0.14 1.46880 1.47500 1.46880 897.94 285590.14

2812 2008.02.05 16:06 sell 1407 0.14 1.46940 1.47500 1.46880

2813 2008.02.05 16:08 sell 1408 0.14 1.46920 1.47480 1.46860

2814 2008.02.05 16:12 t/p 1407 0.14 1.46880 1.47500 1.46880 897.94 286488.08

2815 2008.02.05 16:13 t/p 1408 0.14 1.46860 1.47480 1.46860 897.93 287386.01

2816 2008.02.05 16:13 t/p 1405 0.14 1.46850 1.47470 1.46850 897.94 288283.95

2817 2008.02.05 20:36 sell 1409 0.14 1.46530 1.47090 1.46470

2818 2008.02.05 20:40 sell 1410 0.14 1.46530 1.47090 1.46470

2819 2008.02.05 20:42 sell 1411 0.14 1.46530 1.47090 1.46470

2820 2008.02.05 20:45 sell 1412 0.14 1.46580 1.47140 1.46520

2821 2008.02.05 20:46 sell 1413 0.14 1.46580 1.47140 1.46520

Page 77: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 77/509

2822 2008.02.05 21:23 t/p 1412 0.14 1.46520 1.47140 1.46520 897.94 289181.89

2823 2008.02.05 21:23 t/p 1413 0.14 1.46520 1.47140 1.46520 897.94 290079.83

2824 2008.02.05 22:14 close 1411 0.14 1.46529 1.47090 1.46470 14.97 290094.80

2825 2008.02.05 22:14 close 1410 0.14 1.46529 1.47090 1.46470 14.97 290109.77

2826 2008.02.05 22:14 close 1409 0.14 1.46529 1.47090 1.46470 14.97 290124.74

2827 2008.02.07 21:12 sell 1414 0.14 1.44920 1.45480 1.44860

2828 2008.02.07 21:12 t/p 1414 0.14 1.44860 1.45480 1.44860 897.93 291022.67

2829 2008.02.07 23:05 sell 1415 0.14 1.44790 1.45350 1.44730

2830 2008.02.07 23:06 sell 1416 0.14 1.44810 1.45370 1.44750

2831 2008.02.07 23:07 sell 1417 0.14 1.44820 1.45380 1.44760

2832 2008.02.07 23:08 sell 1418 0.14 1.44830 1.45390 1.44770

2833 2008.02.07 23:09 sell 1419 0.14 1.44840 1.45400 1.44780

2834 2008.02.07 23:37 t/p 1419 0.14 1.44780 1.45400 1.44780 897.95 291920.62

2835 2008.02.07 23:38 t/p 1418 0.14 1.44770 1.45390 1.44770 897.95 292818.57

2836 2008.02.08 00:01 sell 1420 0.14 1.44860 1.45420 1.44800

2837 2008.02.08 00:03 sell 1421 0.14 1.44890 1.45450 1.44830

2838 2008.02.08 01:17 t/p 1421 0.14 1.44830 1.45450 1.44830 897.96 293716.53

2839 2008.02.08 01:32 close 1420 0.14 1.44858 1.45420 1.44800 29.93 293746.46

2840 2008.02.08 01:34 close 1417 0.14 1.44819 1.45380 1.44760 112.46 293858.92

2841 2008.02.08 01:35 close 1416 0.14 1.44809 1.45370 1.44750 112.46 293971.37

2842 2008.02.08 01:36 close 1415 0.14 1.44787 1.45350 1.44730 142.39 294113.76

2843 2008.02.08 03:31 sell 1422 0.14 1.44880 1.45440 1.44820

2844 2008.02.08 03:32 sell 1423 0.14 1.44880 1.45440 1.44820

2845 2008.02.08 03:34 sell 1424 0.14 1.44940 1.45500 1.44880

2846 2008.02.08 03:36 sell 1425 0.14 1.44940 1.45500 1.44880

2847 2008.02.08 03:40 sell 1426 0.14 1.44910 1.45470 1.44850

2848 2008.02.08 03:45 t/p 1424 0.14 1.44880 1.45500 1.44880 897.95 295011.71

2849 2008.02.08 03:45 t/p 1425 0.14 1.44880 1.45500 1.44880 897.95 295909.66

2850 2008.02.08 03:55 t/p 1426 0.14 1.44850 1.45470 1.44850 897.95 296807.61

2851 2008.02.08 05:58 close 1423 0.14 1.44880 1.45440 1.44820 0.00 296807.61

2852 2008.02.08 05:58 close 1422 0.14 1.44880 1.45440 1.44820 0.00 296807.61

2853 2008.02.12 22:36 buy 1427 0.14 1.45838 1.45278 1.45898

2854 2008.02.12 22:37 buy 1428 0.14 1.45778 1.45218 1.45838

2855 2008.02.12 22:40 buy 1429 0.14 1.45758 1.45198 1.45818

2856 2008.02.12 22:45 buy 1430 0.14 1.45818 1.45258 1.45878

2857 2008.02.12 22:46 buy 1431 0.14 1.45788 1.45228 1.45848

2858 2008.02.12 22:51 t/p 1429 0.14 1.45818 1.45198 1.45818 897.76 297705.37

2859 2008.02.12 22:59 t/p 1428 0.14 1.45838 1.45218 1.45838 897.76 298603.13

Page 78: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 78/509

2860 2008.02.12 22:59 t/p 1431 0.14 1.45848 1.45228 1.45848 897.76 299500.89

2861 2008.02.12 23:12 t/p 1430 0.14 1.45878 1.45258 1.45878 897.76 300398.65

2862 2008.02.13 00:04 t/p 1427 0.14 1.45898 1.45278 1.45898 719.28 301117.93

2863 2008.02.19 11:05 buy 1432 0.15 1.47128 1.46568 1.47188

2864 2008.02.19 11:14 buy 1433 0.15 1.47108 1.46548 1.47168

2865 2008.02.19 11:15 buy 1434 0.15 1.47098 1.46538 1.47158

2866 2008.02.19 11:19 t/p 1434 0.15 1.47158 1.46538 1.47158 961.92 302079.85

2867 2008.02.19 11:19 t/p 1433 0.15 1.47168 1.46548 1.47168 961.92 303041.77

2868 2008.02.19 11:21 t/p 1432 0.15 1.47188 1.46568 1.47188 961.92 304003.69

2869 2008.02.19 16:05 buy 1435 0.15 1.47308 1.46748 1.47368

2870 2008.02.19 16:09 buy 1436 0.15 1.47288 1.46728 1.47348

2871 2008.02.19 16:10 buy 1437 0.15 1.47288 1.46728 1.47348

2872 2008.02.19 16:11 buy 1438 0.15 1.47278 1.46718 1.47338

2873 2008.02.19 16:12 buy 1439 0.15 1.47278 1.46718 1.47338

2874 2008.02.19 16:24 t/p 1438 0.15 1.47338 1.46718 1.47338 961.92 304965.61

2875 2008.02.19 16:24 t/p 1439 0.15 1.47338 1.46718 1.47338 961.92 305927.53

2876 2008.02.19 16:25 t/p 1436 0.15 1.47348 1.46728 1.47348 961.92 306889.45

2877 2008.02.19 16:25 t/p 1437 0.15 1.47348 1.46728 1.47348 961.92 307851.37

2878 2008.02.19 16:25 t/p 1435 0.15 1.47368 1.46748 1.47368 961.92 308813.29

2879 2008.02.21 22:13 buy 1440 0.15 1.48118 1.47558 1.48178

2880 2008.02.21 22:15 buy 1441 0.15 1.48128 1.47568 1.48188

2881 2008.02.21 22:30 t/p 1440 0.15 1.48178 1.47558 1.48178 961.92 309775.21

2882 2008.02.21 22:32 t/p 1441 0.15 1.48188 1.47568 1.48188 961.92 310737.13

2883 2008.02.21 23:30 buy 1442 0.15 1.48098 1.47538 1.48158

2884 2008.02.22 00:05 t/p 1442 0.15 1.48158 1.47538 1.48158 770.69 311507.83

2885 2008.02.22 01:29 buy 1443 0.15 1.48128 1.47568 1.48188

2886 2008.02.22 01:32 buy 1444 0.15 1.48128 1.47568 1.48188

2887 2008.02.22 01:46 buy 1445 0.15 1.48138 1.47578 1.48198

2888 2008.02.22 01:48 buy 1446 0.15 1.48138 1.47578 1.48198

2889 2008.02.22 02:32 buy 1447 0.15 1.48118 1.47558 1.48178

2890 2008.02.22 09:35 t/p 1447 0.15 1.48178 1.47558 1.48178 961.92 312469.75

2891 2008.02.22 09:35 close 1446 0.15 1.48178 1.47578 1.48198 641.28 313111.03

2892 2008.02.22 09:35 close 1445 0.15 1.48178 1.47578 1.48198 641.28 313752.31

2893 2008.02.22 09:35 close 1444 0.15 1.48178 1.47568 1.48188 801.60 314553.91

2894 2008.02.22 09:35 close 1443 0.15 1.48178 1.47568 1.48188 801.60 315355.51

2895 2008.02.27 02:20 buy 1448 0.15 1.49898 1.49338 1.49958

2896 2008.02.27 02:21 buy 1449 0.15 1.49858 1.49298 1.49918

Page 79: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 79/509

2897 2008.02.27 02:23 buy 1450 0.15 1.49868 1.49308 1.49928

2898 2008.02.27 02:27 t/p 1449 0.15 1.49918 1.49298 1.49918 961.96 316317.47

2899 2008.02.27 02:34 buy 1451 0.15 1.49858 1.49298 1.49918

2900 2008.02.27 02:37 t/p 1451 0.15 1.49918 1.49298 1.49918 961.96 317279.43

2901 2008.02.27 02:37 t/p 1450 0.15 1.49928 1.49308 1.49928 961.96 318241.39

2902 2008.02.27 02:37 t/p 1448 0.15 1.49958 1.49338 1.49958 961.96 319203.35

2903 2008.02.27 12:48 buy 1452 0.16 1.50458 1.49898 1.50518

2904 2008.02.27 12:50 buy 1453 0.16 1.50458 1.49898 1.50518

2905 2008.02.27 12:53 t/p 1452 0.16 1.50518 1.49898 1.50518 1026.07 320229.42

2906 2008.02.27 12:53 t/p 1453 0.16 1.50518 1.49898 1.50518 1026.07 321255.49

2907 2008.02.27 13:02 buy 1454 0.16 1.50448 1.49888 1.50508

2908 2008.02.27 13:03 buy 1455 0.16 1.50378 1.49818 1.50438

2909 2008.02.27 13:07 buy 1456 0.16 1.50428 1.49868 1.50488

2910 2008.02.27 13:09 buy 1457 0.16 1.50408 1.49848 1.50468

2911 2008.02.27 13:10 t/p 1455 0.16 1.50438 1.49818 1.50438 1026.08 322281.57

2912 2008.02.27 13:12 buy 1458 0.16 1.50418 1.49858 1.50478

2913 2008.02.27 13:13 buy 1459 0.16 1.50398 1.49838 1.50458

2914 2008.02.27 13:18 t/p 1459 0.16 1.50458 1.49838 1.50458 1026.08 323307.65

2915 2008.02.27 13:26 buy 1460 0.16 1.50358 1.49798 1.50418

2916 2008.02.27 14:00 t/p 1460 0.16 1.50418 1.49798 1.50418 1026.08 324333.73

2917 2008.02.27 14:00 t/p 1457 0.16 1.50468 1.49848 1.50468 1026.08 325359.81

2918 2008.02.27 14:00 t/p 1458 0.16 1.50478 1.49858 1.50478 1026.07 326385.88

2919 2008.02.27 14:00 t/p 1456 0.16 1.50488 1.49868 1.50488 1026.07 327411.95

2920 2008.02.27 14:00 t/p 1454 0.16 1.50508 1.49888 1.50508 1026.08 328438.03

2921 2008.02.27 20:47 buy 1461 0.16 1.51138 1.50578 1.51198

2922 2008.02.27 20:49 buy 1462 0.16 1.51128 1.50568 1.51188

2923 2008.02.27 20:51 buy 1463 0.16 1.51118 1.50558 1.51178

2924 2008.02.27 21:00 buy 1464 0.16 1.51118 1.50558 1.51178

2925 2008.02.27 21:04 buy 1465 0.16 1.51098 1.50538 1.51158

2926 2008.02.27 21:53 t/p 1465 0.16 1.51158 1.50538 1.51158 1026.07 329464.10

2927 2008.02.27 21:54 t/p 1463 0.16 1.51178 1.50558 1.51178 1026.07 330490.17

2928 2008.02.27 21:54 t/p 1464 0.16 1.51178 1.50558 1.51178 1026.07 331516.24

2929 2008.02.27 21:54 t/p 1462 0.16 1.51188 1.50568 1.51188 1026.07 332542.31

2930 2008.02.27 22:00 t/p 1461 0.16 1.51198 1.50578 1.51198 1026.07 333568.38

2931 2008.02.27 23:31 buy 1466 0.16 1.51168 1.50608 1.51228

2932 2008.02.27 23:40 t/p 1466 0.16 1.51228 1.50608 1.51228 1026.07 334594.45

2933 2008.02.28 00:05 buy 1467 0.16 1.51178 1.50618 1.51238

2934 2008.02.28 00:35 buy 1468 0.16 1.51168 1.50608 1.51228

Page 80: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 80/509

2935 2008.02.28 00:36 buy 1469 0.16 1.51168 1.50608 1.51228

2936 2008.02.28 00:41 buy 1470 0.16 1.51148 1.50588 1.51208

2937 2008.02.28 00:42 buy 1471 0.16 1.51148 1.50588 1.51208

2938 2008.02.28 01:14 t/p 1470 0.16 1.51208 1.50588 1.51208 1026.06 335620.51

2939 2008.02.28 01:14 t/p 1471 0.16 1.51208 1.50588 1.51208 1026.06 336646.57

2940 2008.02.28 01:23 t/p 1468 0.16 1.51228 1.50608 1.51228 1026.07 337672.64

2941 2008.02.28 01:23 t/p 1469 0.16 1.51228 1.50608 1.51228 1026.07 338698.71

2942 2008.02.28 01:24 t/p 1467 0.16 1.51238 1.50618 1.51238 1026.07 339724.78

2943 2008.02.28 02:01 buy 1472 0.16 1.51178 1.50618 1.51238

2944 2008.02.28 02:03 buy 1473 0.16 1.51158 1.50598 1.51218

2945 2008.02.28 02:05 buy 1474 0.16 1.51158 1.50598 1.51218

2946 2008.02.28 02:07 buy 1475 0.16 1.51158 1.50598 1.51218

2947 2008.02.28 03:06 t/p 1473 0.16 1.51218 1.50598 1.51218 1026.06 340750.84

2948 2008.02.28 03:06 t/p 1474 0.16 1.51218 1.50598 1.51218 1026.06 341776.90

2949 2008.02.28 03:06 t/p 1475 0.16 1.51218 1.50598 1.51218 1026.06 342802.96

2950 2008.02.28 03:15 buy 1476 0.17 1.51138 1.50578 1.51198

2951 2008.02.28 03:19 buy 1477 0.17 1.51138 1.50578 1.51198

2952 2008.02.28 03:21 buy 1478 0.17 1.51108 1.50548 1.51168

2953 2008.02.28 03:24 buy 1479 0.17 1.51108 1.50548 1.51168

2954 2008.02.28 07:55 t/p 1478 0.17 1.51168 1.50548 1.51168 1090.20 343893.16

2955 2008.02.28 07:55 t/p 1479 0.17 1.51168 1.50548 1.51168 1090.20 344983.36

2956 2008.02.28 07:55 close 1477 0.17 1.51172 1.50578 1.51198 617.78 345601.14

2957 2008.02.28 07:55 close 1476 0.17 1.51172 1.50578 1.51198 617.78 346218.92

2958 2008.02.28 07:55 close 1472 0.16 1.51180 1.50618 1.51238 34.20 346253.12

2959 2008.02.28 23:42 buy 1480 0.17 1.52098 1.51538 1.52158

2960 2008.02.28 23:44 buy 1481 0.17 1.52078 1.51518 1.52138

2961 2008.02.28 23:45 buy 1482 0.17 1.52078 1.51518 1.52138

2962 2008.02.28 23:46 buy 1483 0.17 1.52058 1.51498 1.52118

2963 2008.02.28 23:47 buy 1484 0.17 1.52038 1.51478 1.52098

2964 2008.02.29 09:44 t/p 1484 0.17 1.52098 1.51478 1.52098 873.47 347126.58

2965 2008.02.29 09:44 close 1483 0.17 1.52098 1.51498 1.52118 510.07 347636.65

2966 2008.02.29 09:44 close 1482 0.17 1.52098 1.51518 1.52138 146.67 347783.31

2967 2008.02.29 09:44 close 1481 0.17 1.52098 1.51518 1.52138 146.67 347929.98

2968 2008.02.29 09:44 close 1480 0.17 1.52098 1.51538 1.52158 -216.72 347713.26

2969 2008.03.05 20:48 buy 1485 0.17 1.52648 1.52088 1.52708

2970 2008.03.05 20:50 buy 1486 0.17 1.52658 1.52098 1.52718

2971 2008.03.05 20:51 buy 1487 0.17 1.52588 1.52028 1.52648

Page 81: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 81/509

2972 2008.03.05 20:53 t/p 1487 0.17 1.52648 1.52028 1.52648 1090.20 348803.46

2973 2008.03.05 20:55 buy 1488 0.17 1.52678 1.52118 1.52738

2974 2008.03.05 20:59 buy 1489 0.17 1.52688 1.52128 1.52748

2975 2008.03.05 21:00 t/p 1485 0.17 1.52708 1.52088 1.52708 1090.20 349893.66

2976 2008.03.05 21:00 t/p 1486 0.17 1.52718 1.52098 1.52718 1090.20 350983.86

2977 2008.03.05 21:14 buy 1490 0.17 1.52658 1.52098 1.52718

2978 2008.03.05 21:15 buy 1491 0.17 1.52648 1.52088 1.52708

2979 2008.03.05 21:16 buy 1492 0.17 1.52628 1.52068 1.52688

2980 2008.03.05 22:06 t/p 1492 0.17 1.52688 1.52068 1.52688 1090.20 352074.06

2981 2008.03.05 22:06 t/p 1491 0.17 1.52708 1.52088 1.52708 1090.20 353164.26

2982 2008.03.05 22:06 t/p 1490 0.17 1.52718 1.52098 1.52718 1090.20 354254.46

2983 2008.03.05 22:06 t/p 1488 0.17 1.52738 1.52118 1.52738 1090.20 355344.66

2984 2008.03.05 23:18 close 1489 0.17 1.52688 1.52128 1.52748 0.00 355344.66

2985 2008.03.06 00:05 buy 1493 0.17 1.52628 1.52068 1.52688

2986 2008.03.06 00:08 t/p 1493 0.17 1.52688 1.52068 1.52688 1090.20 356434.86

2987 2008.03.06 01:39 buy 1494 0.17 1.52698 1.52138 1.52758

2988 2008.03.06 01:53 t/p 1494 0.17 1.52758 1.52138 1.52758 1090.19 357525.05

2989 2008.03.06 12:58 buy 1495 0.17 1.53208 1.52648 1.53268

2990 2008.03.06 12:59 buy 1496 0.17 1.53178 1.52618 1.53238

2991 2008.03.06 13:01 buy 1497 0.17 1.53178 1.52618 1.53238

2992 2008.03.06 13:13 t/p 1496 0.17 1.53238 1.52618 1.53238 1090.20 358615.25

2993 2008.03.06 13:13 t/p 1497 0.17 1.53238 1.52618 1.53238 1090.20 359705.45

2994 2008.03.06 13:13 t/p 1495 0.17 1.53268 1.52648 1.53268 1090.19 360795.64

2995 2008.03.06 21:36 buy 1498 0.18 1.53578 1.53018 1.53638

2996 2008.03.06 21:46 t/p 1498 0.18 1.53638 1.53018 1.53638 1154.33 361949.97

2997 2008.03.07 01:41 buy 1499 0.18 1.53818 1.53258 1.53878

2998 2008.03.07 01:42 buy 1500 0.18 1.53798 1.53238 1.53858

2999 2008.03.07 01:45 t/p 1500 0.18 1.53858 1.53238 1.53858 1154.31 363104.28

3000 2008.03.07 01:45 t/p 1499 0.18 1.53878 1.53258 1.53878 1154.31 364258.59

3001 2008.03.07 02:07 buy 1501 0.18 1.53808 1.53248 1.53868

3002 2008.03.07 02:09 buy 1502 0.18 1.53808 1.53248 1.53868

3003 2008.03.07 02:12 buy 1503 0.18 1.53788 1.53228 1.53848

3004 2008.03.07 02:13 buy 1504 0.18 1.53788 1.53228 1.53848

3005 2008.03.07 02:15 buy 1505 0.18 1.53788 1.53228 1.53848

3006 2008.03.07 06:19 t/p 1503 0.18 1.53848 1.53228 1.53848 1154.32 365412.91

3007 2008.03.07 06:19 t/p 1504 0.18 1.53848 1.53228 1.53848 1154.32 366567.23

3008 2008.03.07 06:19 t/p 1505 0.18 1.53848 1.53228 1.53848 1154.32 367721.55

3009 2008.03.07 06:19 close 1502 0.18 1.53850 1.53248 1.53868 808.02 368529.57

Page 82: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 82/509

3010 2008.03.07 06:19 close 1501 0.18 1.53850 1.53248 1.53868 808.02 369337.59

3011 2008.03.11 15:33 buy 1506 0.18 1.54288 1.53728 1.54348

3012 2008.03.11 15:34 buy 1507 0.18 1.54248 1.53688 1.54308

3013 2008.03.11 15:35 t/p 1507 0.18 1.54308 1.53688 1.54308 1154.33 370491.92

3014 2008.03.11 15:35 t/p 1506 0.18 1.54348 1.53728 1.54348 1154.34 371646.26

3015 2008.03.11 15:38 buy 1508 0.18 1.54368 1.53808 1.54428

3016 2008.03.11 15:39 buy 1509 0.18 1.54158 1.53598 1.54218

3017 2008.03.11 15:41 s/l 1508 0.18 1.53808 1.53808 1.54428 -10773.81 360872.45

3018 2008.03.11 15:45 close 1509 0.18 1.53840 1.53598 1.54218 -6117.98 354754.47

3019 2008.03.12 16:34 buy 1510 0.17 1.54448 1.53888 1.54508

3020 2008.03.12 16:34 t/p 1510 0.17 1.54508 1.53888 1.54508 1090.21 355844.68

3021 2008.03.13 01:28 buy 1511 0.17 1.55388 1.54828 1.55448

3022 2008.03.13 01:31 buy 1512 0.17 1.55368 1.54808 1.55428

3023 2008.03.13 01:34 buy 1513 0.17 1.55388 1.54828 1.55448

3024 2008.03.13 01:37 buy 1514 0.17 1.55378 1.54818 1.55438

3025 2008.03.13 01:38 buy 1515 0.17 1.55368 1.54808 1.55428

3026 2008.03.13 02:59 t/p 1512 0.17 1.55428 1.54808 1.55428 1090.22 356934.90

3027 2008.03.13 02:59 t/p 1515 0.17 1.55428 1.54808 1.55428 1090.22 358025.12

3028 2008.03.13 02:59 close 1511 0.17 1.55429 1.54828 1.55448 744.98 358770.10

3029 2008.03.13 02:59 t/p 1514 0.17 1.55438 1.54818 1.55438 1090.21 359860.31

3030 2008.03.13 03:04 close 1513 0.17 1.55425 1.54828 1.55448 672.30 360532.61

3031 2008.03.13 03:24 buy 1516 0.18 1.55308 1.54748 1.55368

3032 2008.03.13 03:27 buy 1517 0.18 1.55308 1.54748 1.55368

3033 2008.03.13 03:32 buy 1518 0.18 1.55318 1.54758 1.55378

3034 2008.03.13 03:35 buy 1519 0.18 1.55308 1.54748 1.55368

3035 2008.03.13 03:37 buy 1520 0.18 1.55298 1.54738 1.55358

3036 2008.03.13 04:20 t/p 1520 0.18 1.55358 1.54738 1.55358 1154.34 361686.95

3037 2008.03.13 04:21 t/p 1516 0.18 1.55368 1.54748 1.55368 1154.35 362841.30

3038 2008.03.13 04:21 t/p 1517 0.18 1.55368 1.54748 1.55368 1154.35 363995.65

3039 2008.03.13 04:21 t/p 1519 0.18 1.55368 1.54748 1.55368 1154.35 365150.00

3040 2008.03.13 04:21 t/p 1518 0.18 1.55378 1.54758 1.55378 1154.35 366304.35

3041 2008.03.19 01:28 sell 1521 0.18 1.56460 1.57020 1.56400

3042 2008.03.19 01:47 sell 1522 0.18 1.56470 1.57030 1.56410

3043 2008.03.19 01:58 t/p 1522 0.18 1.56410 1.57030 1.56410 1154.55 367458.90

3044 2008.03.19 01:58 t/p 1521 0.18 1.56400 1.57020 1.56400 1154.55 368613.45

3045 2008.03.19 02:33 sell 1523 0.18 1.56460 1.57020 1.56400

3046 2008.03.19 02:37 t/p 1523 0.18 1.56400 1.57020 1.56400 1154.55 369768.00

Page 83: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 83/509

3047 2008.03.19 02:42 sell 1524 0.18 1.56480 1.57040 1.56420

3048 2008.03.19 02:44 sell 1525 0.18 1.56510 1.57070 1.56450

3049 2008.03.19 02:45 sell 1526 0.18 1.56520 1.57080 1.56460

3050 2008.03.19 02:46 sell 1527 0.18 1.56560 1.57120 1.56500

3051 2008.03.19 02:47 sell 1528 0.18 1.56570 1.57130 1.56510

3052 2008.03.19 04:02 t/p 1528 0.18 1.56510 1.57130 1.56510 1154.55 370922.55

3053 2008.03.19 04:02 t/p 1527 0.18 1.56500 1.57120 1.56500 1154.55 372077.10

3054 2008.03.19 04:04 t/p 1526 0.18 1.56460 1.57080 1.56460 1154.55 373231.65

3055 2008.03.19 04:04 t/p 1525 0.18 1.56450 1.57070 1.56450 1154.56 374386.21

3056 2008.03.19 04:04 t/p 1524 0.18 1.56420 1.57040 1.56420 1154.55 375540.76

3057 2008.03.19 04:50 sell 1529 0.18 1.56720 1.57280 1.56660

3058 2008.03.19 04:52 sell 1530 0.18 1.56710 1.57270 1.56650

3059 2008.03.19 04:55 sell 1531 0.18 1.56710 1.57270 1.56650

3060 2008.03.19 04:56 sell 1532 0.18 1.56740 1.57300 1.56680

3061 2008.03.19 04:58 sell 1533 0.18 1.56760 1.57320 1.56700

3062 2008.03.19 05:18 t/p 1533 0.18 1.56700 1.57320 1.56700 1154.55 376695.31

3063 2008.03.19 06:24 close 1529 0.18 1.56719 1.57280 1.56660 19.24 376714.55

3064 2008.03.19 06:24 close 1530 0.18 1.56708 1.57270 1.56650 38.48 376753.03

3065 2008.03.19 06:26 close 1532 0.18 1.56731 1.57300 1.56680 173.18 376926.21

3066 2008.03.19 07:20 close 1531 0.18 1.56988 1.57270 1.56650 -5349.43 371576.78

3067 2008.03.20 20:03 sell 1534 0.18 1.54430 1.54990 1.54370

3068 2008.03.20 20:06 sell 1535 0.18 1.54420 1.54980 1.54360

3069 2008.03.20 20:08 t/p 1534 0.18 1.54370 1.54990 1.54370 1154.58 372731.36

3070 2008.03.20 20:09 t/p 1535 0.18 1.54360 1.54980 1.54360 1154.58 373885.94

3071 2008.03.20 20:10 sell 1536 0.18 1.54360 1.54920 1.54300

3072 2008.03.20 20:16 sell 1537 0.18 1.54380 1.54940 1.54320

3073 2008.03.20 20:17 sell 1538 0.18 1.54410 1.54970 1.54350

3074 2008.03.20 20:21 sell 1539 0.18 1.54480 1.55040 1.54420

3075 2008.03.20 20:22 sell 1540 0.18 1.54490 1.55050 1.54430

3076 2008.03.20 21:15 t/p 1540 0.18 1.54430 1.55050 1.54430 1154.59 375040.53

3077 2008.03.20 21:17 t/p 1539 0.18 1.54420 1.55040 1.54420 1154.59 376195.12

3078 2008.03.20 21:47 close 1538 0.18 1.54406 1.54970 1.54350 76.97 376272.09

3079 2008.03.20 22:26 close 1537 0.18 1.54379 1.54940 1.54320 19.24 376291.33

3080 2008.03.20 22:28 close 1536 0.18 1.54360 1.54920 1.54300 0.00 376291.33

3081 2008.03.21 00:32 sell 1541 0.18 1.54400 1.54960 1.54340

3082 2008.03.21 00:39 t/p 1541 0.18 1.54340 1.54960 1.54340 1154.58 377445.91

3083 2008.03.21 01:33 sell 1542 0.18 1.54410 1.54970 1.54350

3084 2008.03.21 01:35 sell 1543 0.18 1.54420 1.54980 1.54360

Page 84: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 84/509

3085 2008.03.21 01:36 sell 1544 0.18 1.54410 1.54970 1.54350

3086 2008.03.21 01:40 sell 1545 0.18 1.54420 1.54980 1.54360

3087 2008.03.21 01:41 sell 1546 0.18 1.54420 1.54980 1.54360

3088 2008.03.21 03:00 t/p 1543 0.18 1.54360 1.54980 1.54360 1154.58 378600.49

3089 2008.03.21 03:00 t/p 1545 0.18 1.54360 1.54980 1.54360 1154.58 379755.07

3090 2008.03.21 03:00 t/p 1546 0.18 1.54360 1.54980 1.54360 1154.58 380909.65

3091 2008.03.21 03:00 t/p 1542 0.18 1.54350 1.54970 1.54350 1154.58 382064.23

3092 2008.03.21 03:00 t/p 1544 0.18 1.54350 1.54970 1.54350 1154.58 383218.81

3093 2008.03.25 12:24 buy 1547 0.19 1.55308 1.54748 1.55368

3094 2008.03.25 12:37 buy 1548 0.19 1.55298 1.54738 1.55358

3095 2008.03.25 12:41 buy 1549 0.19 1.55298 1.54738 1.55358

3096 2008.03.25 12:43 t/p 1548 0.19 1.55358 1.54738 1.55358 1218.45 384437.26

3097 2008.03.25 12:43 t/p 1549 0.19 1.55358 1.54738 1.55358 1218.45 385655.71

3098 2008.03.25 12:43 t/p 1547 0.19 1.55368 1.54748 1.55368 1218.46 386874.17

3099 2008.03.25 16:17 buy 1550 0.19 1.55668 1.55108 1.55728

3100 2008.03.25 16:21 buy 1551 0.19 1.55668 1.55108 1.55728

3101 2008.03.25 16:22 buy 1552 0.19 1.55668 1.55108 1.55728

3102 2008.03.25 16:30 t/p 1550 0.19 1.55728 1.55108 1.55728 1218.46 388092.63

3103 2008.03.25 16:30 t/p 1551 0.19 1.55728 1.55108 1.55728 1218.46 389311.09

3104 2008.03.25 16:30 t/p 1552 0.19 1.55728 1.55108 1.55728 1218.46 390529.55

3105 2008.03.25 21:01 buy 1553 0.19 1.55938 1.55378 1.55998

3106 2008.03.25 21:03 buy 1554 0.19 1.55948 1.55388 1.56008

3107 2008.03.25 21:10 buy 1555 0.19 1.55938 1.55378 1.55998

3108 2008.03.25 21:13 buy 1556 0.19 1.55938 1.55378 1.55998

3109 2008.03.25 21:19 t/p 1553 0.19 1.55998 1.55378 1.55998 1218.45 391748.00

3110 2008.03.25 21:19 t/p 1555 0.19 1.55998 1.55378 1.55998 1218.45 392966.45

3111 2008.03.25 21:19 t/p 1556 0.19 1.55998 1.55378 1.55998 1218.45 394184.90

3112 2008.03.25 21:20 t/p 1554 0.19 1.56008 1.55388 1.56008 1218.44 395403.34

3113 2008.03.25 22:08 buy 1557 0.19 1.55948 1.55388 1.56008

3114 2008.03.25 22:28 t/p 1557 0.19 1.56008 1.55388 1.56008 1218.44 396621.78

3115 2008.03.26 02:08 buy 1558 0.19 1.56218 1.55658 1.56278

3116 2008.03.26 02:10 buy 1559 0.19 1.56198 1.55638 1.56258

3117 2008.03.26 02:11 buy 1560 0.19 1.56158 1.55598 1.56218

3118 2008.03.26 02:12 buy 1561 0.19 1.56148 1.55588 1.56208

3119 2008.03.26 02:14 buy 1562 0.19 1.56158 1.55598 1.56218

3120 2008.03.26 03:14 t/p 1561 0.19 1.56208 1.55588 1.56208 1218.45 397840.23

3121 2008.03.26 03:14 t/p 1560 0.19 1.56218 1.55598 1.56218 1218.44 399058.67

Page 85: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 85/509

3122 2008.03.26 03:14 t/p 1562 0.19 1.56218 1.55598 1.56218 1218.44 400277.11

3123 2008.03.26 03:15 t/p 1559 0.19 1.56258 1.55638 1.56258 1218.45 401495.56

3124 2008.03.26 03:15 t/p 1558 0.19 1.56278 1.55658 1.56278 1218.44 402714.00

3125 2008.03.26 16:15 buy 1563 0.20 1.57118 1.56558 1.57178

3126 2008.03.26 16:22 buy 1564 0.20 1.57098 1.56538 1.57158

3127 2008.03.26 16:30 t/p 1564 0.20 1.57158 1.56538 1.57158 1282.57 403996.57

3128 2008.03.26 16:30 t/p 1563 0.20 1.57178 1.56558 1.57178 1282.57 405279.14

3129 2008.03.27 02:52 buy 1565 0.20 1.58268 1.57708 1.58328

3130 2008.03.27 02:53 buy 1566 0.20 1.58258 1.57698 1.58318

3131 2008.03.27 02:54 buy 1567 0.20 1.58208 1.57648 1.58268

3132 2008.03.27 02:55 buy 1568 0.20 1.58178 1.57618 1.58238

3133 2008.03.27 02:58 t/p 1568 0.20 1.58238 1.57618 1.58238 1282.58 406561.72

3134 2008.03.27 02:59 buy 1569 0.20 1.58238 1.57678 1.58298

3135 2008.03.27 03:00 buy 1570 0.20 1.58228 1.57668 1.58288

3136 2008.03.27 03:39 t/p 1567 0.20 1.58268 1.57648 1.58268 1282.57 407844.29

3137 2008.03.27 03:41 t/p 1570 0.20 1.58288 1.57668 1.58288 1282.58 409126.87

3138 2008.03.27 03:42 t/p 1569 0.20 1.58298 1.57678 1.58298 1282.57 410409.44

3139 2008.03.27 03:44 t/p 1566 0.20 1.58318 1.57698 1.58318 1282.57 411692.01

3140 2008.03.27 03:44 t/p 1565 0.20 1.58328 1.57708 1.58328 1282.57 412974.58

3141 2008.03.27 04:37 buy 1571 0.20 1.58218 1.57658 1.58278

3142 2008.03.27 04:44 buy 1572 0.20 1.58198 1.57638 1.58258

3143 2008.03.27 04:46 t/p 1572 0.20 1.58258 1.57638 1.58258 1282.57 414257.15

3144 2008.03.27 04:46 t/p 1571 0.20 1.58278 1.57658 1.58278 1282.57 415539.72

3145 2008.03.27 04:57 buy 1573 0.20 1.58188 1.57628 1.58248

3146 2008.03.27 04:59 buy 1574 0.20 1.58158 1.57598 1.58218

3147 2008.03.27 07:00 close 1574 0.20 1.58161 1.57598 1.58218 64.13 415603.85

3148 2008.03.27 07:02 close 1573 0.20 1.58188 1.57628 1.58248 0.00 415603.85

3149 2008.04.01 14:53 sell 1575 0.20 1.56640 1.57200 1.56580

3150 2008.04.01 14:54 sell 1576 0.20 1.56680 1.57240 1.56620

3151 2008.04.01 14:56 sell 1577 0.20 1.56670 1.57230 1.56610

3152 2008.04.01 14:57 sell 1578 0.20 1.56750 1.57310 1.56690

3153 2008.04.01 14:59 sell 1579 0.20 1.56780 1.57340 1.56720

3154 2008.04.01 15:04 t/p 1579 0.20 1.56720 1.57340 1.56720 1282.86 416886.71

3155 2008.04.01 15:06 sell 1580 0.20 1.56730 1.57290 1.56670

3156 2008.04.01 15:07 t/p 1578 0.20 1.56690 1.57310 1.56690 1282.86 418169.57

3157 2008.04.01 15:07 t/p 1580 0.20 1.56670 1.57290 1.56670 1282.86 419452.43

3158 2008.04.01 15:08 t/p 1576 0.20 1.56620 1.57240 1.56620 1282.86 420735.29

3159 2008.04.01 15:10 t/p 1577 0.20 1.56610 1.57230 1.56610 1282.86 422018.15

Page 86: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 86/509

3160 2008.04.01 15:11 t/p 1575 0.20 1.56580 1.57200 1.56580 1282.86 423301.01

3161 2008.04.01 22:45 sell 1581 0.21 1.56060 1.56620 1.56000

3162 2008.04.01 22:51 t/p 1581 0.21 1.56000 1.56620 1.56000 1347.00 424648.01

3163 2008.04.01 23:21 sell 1582 0.21 1.56060 1.56620 1.56000

3164 2008.04.01 23:35 t/p 1582 0.21 1.56000 1.56620 1.56000 1347.00 425995.01

3165 2008.04.01 23:51 sell 1583 0.21 1.56090 1.56650 1.56030

3166 2008.04.01 23:52 sell 1584 0.21 1.56090 1.56650 1.56030

3167 2008.04.01 23:53 sell 1585 0.21 1.56110 1.56670 1.56050

3168 2008.04.01 23:54 sell 1586 0.21 1.56110 1.56670 1.56050

3169 2008.04.01 23:58 sell 1587 0.21 1.56120 1.56680 1.56060

3170 2008.04.02 02:20 t/p 1587 0.21 1.56060 1.56680 1.56060 1493.24 427488.25

3171 2008.04.02 02:20 close 1584 0.21 1.56059 1.56650 1.56030 842.18 428330.43

3172 2008.04.02 02:20 close 1583 0.21 1.56059 1.56650 1.56030 842.18 429172.61

3173 2008.04.02 02:20 close 1586 0.21 1.56060 1.56670 1.56050 1268.74 430441.35

3174 2008.04.02 02:20 close 1585 0.21 1.56060 1.56670 1.56050 1268.74 431710.10

3175 2008.04.03 15:31 sell 1588 0.21 1.55620 1.56180 1.55560

3176 2008.04.03 15:32 sell 1589 0.21 1.55720 1.56280 1.55660

3177 2008.04.03 15:32 t/p 1589 0.21 1.55660 1.56280 1.55660 1346.99 433057.09

3178 2008.04.03 15:34 sell 1590 0.21 1.55730 1.56290 1.55670

3179 2008.04.03 15:39 t/p 1590 0.21 1.55670 1.56290 1.55670 1346.99 434404.08

3180 2008.04.03 16:30 close 1588 0.21 1.56088 1.56180 1.55560 -10506.53 423897.55

3181 2008.04.09 22:03 buy 1591 0.21 1.58248 1.57688 1.58308

3182 2008.04.09 22:05 buy 1592 0.21 1.58228 1.57668 1.58288

3183 2008.04.09 22:09 t/p 1592 0.21 1.58288 1.57668 1.58288 1346.70 425244.25

3184 2008.04.09 22:11 t/p 1591 0.21 1.58308 1.57688 1.58308 1346.70 426590.95

3185 2008.04.09 22:20 buy 1593 0.21 1.58238 1.57678 1.58298

3186 2008.04.09 22:25 t/p 1593 0.21 1.58298 1.57678 1.58298 1346.70 427937.65

3187 2008.04.09 22:39 buy 1594 0.21 1.58228 1.57668 1.58288

3188 2008.04.09 22:49 buy 1595 0.21 1.58218 1.57658 1.58278

3189 2008.04.09 23:20 buy 1596 0.21 1.58218 1.57658 1.58278

3190 2008.04.09 23:21 buy 1597 0.21 1.58208 1.57648 1.58268

3191 2008.04.09 23:27 buy 1598 0.21 1.58208 1.57648 1.58268

3192 2008.04.09 23:45 t/p 1597 0.21 1.58268 1.57648 1.58268 1346.70 429284.35

3193 2008.04.09 23:45 t/p 1598 0.21 1.58268 1.57648 1.58268 1346.70 430631.05

3194 2008.04.09 23:45 t/p 1595 0.21 1.58278 1.57658 1.58278 1346.70 431977.75

3195 2008.04.09 23:45 t/p 1596 0.21 1.58278 1.57658 1.58278 1346.70 433324.45

3196 2008.04.09 23:52 t/p 1594 0.21 1.58288 1.57668 1.58288 1346.70 434671.15

Page 87: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 87/509

3197 2008.04.10 01:26 buy 1599 0.21 1.58238 1.57678 1.58298

3198 2008.04.10 01:28 buy 1600 0.21 1.58238 1.57678 1.58298

3199 2008.04.10 01:30 buy 1601 0.21 1.58238 1.57678 1.58298

3200 2008.04.10 01:36 buy 1602 0.21 1.58228 1.57668 1.58288

3201 2008.04.10 01:38 buy 1603 0.21 1.58218 1.57658 1.58278

3202 2008.04.10 03:14 t/p 1603 0.21 1.58278 1.57658 1.58278 1346.70 436017.85

3203 2008.04.10 03:14 close 1602 0.21 1.58278 1.57668 1.58288 1122.25 437140.10

3204 2008.04.10 03:14 close 1601 0.21 1.58278 1.57678 1.58298 897.80 438037.90

3205 2008.04.10 03:14 close 1600 0.21 1.58278 1.57678 1.58298 897.80 438935.70

3206 2008.04.10 03:14 close 1599 0.21 1.58278 1.57678 1.58298 897.80 439833.50

3207 2008.04.11 01:49 sell 1604 0.21 1.57460 1.58020 1.57400

3208 2008.04.11 01:51 sell 1605 0.21 1.57460 1.58020 1.57400

3209 2008.04.11 02:43 sell 1606 0.21 1.57490 1.58050 1.57430

3210 2008.04.11 02:44 sell 1607 0.21 1.57510 1.58070 1.57450

3211 2008.04.11 02:46 sell 1608 0.21 1.57570 1.58130 1.57510

3212 2008.04.11 09:48 s/l 1604 0.21 1.58020 1.58020 1.57400 -12571.91 427261.59

3213 2008.04.11 09:48 s/l 1605 0.21 1.58020 1.58020 1.57400 -12571.91 414689.68

3214 2008.04.11 09:48 close 1606 0.21 1.58020 1.58050 1.57430 -11898.42 402791.26

3215 2008.04.11 09:48 close 1608 0.21 1.58020 1.58130 1.57510 -10102.43 392688.83

3216 2008.04.11 09:49 close 1607 0.21 1.58038 1.58070 1.57450 -11853.51 380835.32

3217 2008.04.14 04:35 sell 1609 0.18 1.57070 1.57630 1.57010

3218 2008.04.14 04:38 sell 1610 0.18 1.57070 1.57630 1.57010

3219 2008.04.14 04:47 sell 1611 0.18 1.57070 1.57630 1.57010

3220 2008.04.14 04:49 sell 1612 0.18 1.57070 1.57630 1.57010

3221 2008.04.14 04:52 sell 1613 0.18 1.57070 1.57630 1.57010

3222 2008.04.14 04:56 t/p 1609 0.18 1.57010 1.57630 1.57010 1154.56 381989.88

3223 2008.04.14 04:56 t/p 1610 0.18 1.57010 1.57630 1.57010 1154.56 383144.44

3224 2008.04.14 04:56 t/p 1611 0.18 1.57010 1.57630 1.57010 1154.56 384299.00

3225 2008.04.14 04:56 t/p 1612 0.18 1.57010 1.57630 1.57010 1154.56 385453.56

3226 2008.04.14 04:56 t/p 1613 0.18 1.57010 1.57630 1.57010 1154.56 386608.12

3227 2008.04.14 16:26 buy 1614 0.19 1.58348 1.57788 1.58408

3228 2008.04.14 16:28 buy 1615 0.19 1.58338 1.57778 1.58398

3229 2008.04.14 16:41 buy 1616 0.19 1.58328 1.57768 1.58388

3230 2008.04.14 16:43 t/p 1616 0.19 1.58388 1.57768 1.58388 1218.45 387826.57

3231 2008.04.14 16:43 t/p 1615 0.19 1.58398 1.57778 1.58398 1218.44 389045.01

3232 2008.04.14 16:43 t/p 1614 0.19 1.58408 1.57788 1.58408 1218.45 390263.46

3233 2008.04.14 18:14 buy 1617 0.19 1.58318 1.57758 1.58378

3234 2008.04.14 18:15 t/p 1617 0.19 1.58378 1.57758 1.58378 1218.44 391481.90

Page 88: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 88/509

3235 2008.04.16 21:04 buy 1618 0.19 1.59488 1.58928 1.59548

3236 2008.04.16 21:07 t/p 1618 0.19 1.59548 1.58928 1.59548 1218.44 392700.34

3237 2008.04.16 21:18 buy 1619 0.19 1.59468 1.58908 1.59528

3238 2008.04.16 21:20 buy 1620 0.19 1.59488 1.58928 1.59548

3239 2008.04.16 21:21 buy 1621 0.19 1.59468 1.58908 1.59528

3240 2008.04.16 21:24 buy 1622 0.19 1.59468 1.58908 1.59528

3241 2008.04.16 21:25 buy 1623 0.19 1.59458 1.58898 1.59518

3242 2008.04.16 21:27 t/p 1623 0.19 1.59518 1.58898 1.59518 1218.45 393918.79

3243 2008.04.16 21:27 t/p 1619 0.19 1.59528 1.58908 1.59528 1218.44 395137.23

3244 2008.04.16 21:27 t/p 1621 0.19 1.59528 1.58908 1.59528 1218.44 396355.67

3245 2008.04.16 21:27 t/p 1622 0.19 1.59528 1.58908 1.59528 1218.44 397574.11

3246 2008.04.16 21:32 t/p 1620 0.19 1.59548 1.58928 1.59548 1218.44 398792.55

3247 2008.04.16 22:18 buy 1624 0.19 1.59458 1.58898 1.59518

3248 2008.04.16 22:20 buy 1625 0.19 1.59448 1.58888 1.59508

3249 2008.04.16 22:22 buy 1626 0.19 1.59448 1.58888 1.59508

3250 2008.04.16 22:33 t/p 1625 0.19 1.59508 1.58888 1.59508 1218.44 400010.99

3251 2008.04.16 22:33 t/p 1626 0.19 1.59508 1.58888 1.59508 1218.44 401229.43

3252 2008.04.16 22:33 t/p 1624 0.19 1.59518 1.58898 1.59518 1218.45 402447.88

3253 2008.04.17 00:41 buy 1627 0.20 1.59468 1.58908 1.59528

3254 2008.04.17 00:44 buy 1628 0.20 1.59448 1.58888 1.59508

3255 2008.04.17 00:45 buy 1629 0.20 1.59438 1.58878 1.59498

3256 2008.04.17 00:49 buy 1630 0.20 1.59438 1.58878 1.59498

3257 2008.04.17 00:50 buy 1631 0.20 1.59418 1.58858 1.59478

3258 2008.04.17 01:47 t/p 1631 0.20 1.59478 1.58858 1.59478 1282.57 403730.45

3259 2008.04.17 01:49 t/p 1629 0.20 1.59498 1.58878 1.59498 1282.57 405013.02

3260 2008.04.17 01:49 t/p 1630 0.20 1.59498 1.58878 1.59498 1282.57 406295.59

3261 2008.04.17 01:50 t/p 1628 0.20 1.59508 1.58888 1.59508 1282.57 407578.16

3262 2008.04.17 01:50 t/p 1627 0.20 1.59528 1.58908 1.59528 1282.57 408860.73

3263 2008.04.21 18:12 buy 1632 0.20 1.59108 1.58548 1.59168

3264 2008.04.21 18:13 buy 1633 0.20 1.59088 1.58528 1.59148

3265 2008.04.21 18:16 buy 1634 0.20 1.59098 1.58538 1.59158

3266 2008.04.21 18:18 buy 1635 0.20 1.59088 1.58528 1.59148

3267 2008.04.21 18:19 buy 1636 0.20 1.59058 1.58498 1.59118

3268 2008.04.21 21:22 t/p 1636 0.20 1.59118 1.58498 1.59118 1282.56 410143.29

3269 2008.04.21 21:22 close 1635 0.20 1.59120 1.58528 1.59148 684.03 410827.32

3270 2008.04.21 21:22 close 1634 0.20 1.59120 1.58538 1.59158 470.27 411297.59

3271 2008.04.21 21:22 close 1633 0.20 1.59120 1.58528 1.59148 684.03 411981.62

Page 89: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 89/509

3272 2008.04.21 21:22 close 1632 0.20 1.59120 1.58548 1.59168 256.51 412238.13

3273 2008.04.23 19:30 sell 1637 0.20 1.59090 1.59650 1.59030

3274 2008.04.23 19:39 t/p 1637 0.20 1.59030 1.59650 1.59030 1282.85 413520.98

3275 2008.04.24 00:07 sell 1638 0.20 1.58950 1.59510 1.58890

3276 2008.04.24 00:18 sell 1639 0.20 1.58960 1.59520 1.58900

3277 2008.04.24 00:20 sell 1640 0.20 1.58950 1.59510 1.58890

3278 2008.04.24 00:31 t/p 1639 0.20 1.58900 1.59520 1.58900 1282.85 414803.83

3279 2008.04.24 00:32 t/p 1638 0.20 1.58890 1.59510 1.58890 1282.85 416086.68

3280 2008.04.24 00:32 t/p 1640 0.20 1.58890 1.59510 1.58890 1282.85 417369.53

3281 2008.04.24 15:02 sell 1641 0.20 1.57620 1.58180 1.57560

3282 2008.04.24 15:03 sell 1642 0.20 1.57640 1.58200 1.57580

3283 2008.04.24 15:05 sell 1643 0.20 1.57650 1.58210 1.57590

3284 2008.04.24 15:07 sell 1644 0.20 1.57680 1.58240 1.57620

3285 2008.04.24 15:08 sell 1645 0.20 1.57690 1.58250 1.57630

3286 2008.04.24 15:16 t/p 1645 0.20 1.57630 1.58250 1.57630 1282.85 418652.38

3287 2008.04.24 15:16 t/p 1644 0.20 1.57620 1.58240 1.57620 1282.84 419935.22

3288 2008.04.24 15:20 t/p 1643 0.20 1.57590 1.58210 1.57590 1282.85 421218.07

3289 2008.04.24 15:23 sell 1646 0.20 1.57650 1.58210 1.57590

3290 2008.04.24 15:26 sell 1647 0.20 1.57670 1.58230 1.57610

3291 2008.04.24 15:28 sell 1648 0.20 1.57680 1.58240 1.57620

3292 2008.04.24 15:30 t/p 1648 0.20 1.57620 1.58240 1.57620 1282.84 422500.91

3293 2008.04.24 15:30 t/p 1647 0.20 1.57610 1.58230 1.57610 1282.85 423783.76

3294 2008.04.24 15:30 t/p 1646 0.20 1.57590 1.58210 1.57590 1282.85 425066.61

3295 2008.04.24 15:30 t/p 1642 0.20 1.57580 1.58200 1.57580 1282.85 426349.46

3296 2008.04.24 15:30 t/p 1641 0.20 1.57560 1.58180 1.57560 1282.85 427632.31

3297 2008.04.24 17:02 sell 1649 0.21 1.57400 1.57960 1.57340

3298 2008.04.24 17:02 t/p 1649 0.21 1.57340 1.57960 1.57340 1346.99 428979.30

3299 2008.04.24 21:37 sell 1650 0.21 1.56740 1.57300 1.56680

3300 2008.04.24 21:39 sell 1651 0.21 1.56770 1.57330 1.56710

3301 2008.04.24 21:44 sell 1652 0.21 1.56800 1.57360 1.56740

3302 2008.04.24 21:45 sell 1653 0.21 1.56810 1.57370 1.56750

3303 2008.04.24 21:46 sell 1654 0.21 1.56830 1.57390 1.56770

3304 2008.04.24 22:04 t/p 1654 0.21 1.56770 1.57390 1.56770 1346.99 430326.29

3305 2008.04.24 22:09 sell 1655 0.21 1.56810 1.57370 1.56750

3306 2008.04.25 00:36 t/p 1653 0.21 1.56750 1.57370 1.56750 1493.22 431819.51

3307 2008.04.25 00:36 t/p 1655 0.21 1.56750 1.57370 1.56750 1493.22 433312.73

3308 2008.04.25 00:36 close 1652 0.21 1.56750 1.57360 1.56740 1268.72 434581.45

3309 2008.04.25 00:36 close 1651 0.21 1.56750 1.57330 1.56710 595.23 435176.69

Page 90: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 90/509

3310 2008.04.25 00:36 close 1650 0.21 1.56736 1.57300 1.56680 236.03 435412.72

3311 2008.04.25 01:12 sell 1656 0.21 1.56860 1.57420 1.56800

3312 2008.04.25 01:13 sell 1657 0.21 1.56860 1.57420 1.56800

3313 2008.04.25 01:15 sell 1658 0.21 1.56870 1.57430 1.56810

3314 2008.04.25 01:16 sell 1659 0.21 1.56870 1.57430 1.56810

3315 2008.04.25 01:18 sell 1660 0.21 1.56880 1.57440 1.56820

3316 2008.04.25 02:05 t/p 1660 0.21 1.56820 1.57440 1.56820 1346.99 436759.71

3317 2008.04.25 02:05 t/p 1658 0.21 1.56810 1.57430 1.56810 1346.99 438106.70

3318 2008.04.25 02:05 t/p 1659 0.21 1.56810 1.57430 1.56810 1346.99 439453.69

3319 2008.04.25 02:06 t/p 1656 0.21 1.56800 1.57420 1.56800 1346.99 440800.68

3320 2008.04.25 02:06 t/p 1657 0.21 1.56800 1.57420 1.56800 1346.99 442147.67

3321 2008.04.25 03:21 sell 1661 0.21 1.56860 1.57420 1.56800

3322 2008.04.25 03:28 sell 1662 0.21 1.56860 1.57420 1.56800

3323 2008.04.25 03:32 sell 1663 0.21 1.56870 1.57430 1.56810

3324 2008.04.25 03:34 sell 1664 0.21 1.56900 1.57460 1.56840

3325 2008.04.25 03:35 sell 1665 0.21 1.56940 1.57500 1.56880

3326 2008.04.25 03:56 t/p 1665 0.21 1.56880 1.57500 1.56880 1346.99 443494.66

3327 2008.04.25 04:32 t/p 1664 0.21 1.56840 1.57460 1.56840 1346.99 444841.65

3328 2008.04.25 04:45 sell 1666 0.22 1.56930 1.57490 1.56870

3329 2008.04.25 04:46 sell 1667 0.22 1.56940 1.57500 1.56880

3330 2008.04.25 07:27 t/p 1667 0.22 1.56880 1.57500 1.56880 1411.14 446252.79

3331 2008.04.25 07:27 t/p 1666 0.22 1.56870 1.57490 1.56870 1411.13 447663.92

3332 2008.04.25 07:27 close 1663 0.21 1.56868 1.57430 1.56810 44.90 447708.82

3333 2008.04.25 07:28 close 1662 0.21 1.56860 1.57420 1.56800 0.00 447708.82

3334 2008.04.25 07:28 close 1661 0.21 1.56860 1.57420 1.56800 0.00 447708.82

3335 2008.04.29 15:27 sell 1668 0.22 1.55800 1.56360 1.55740

3336 2008.04.29 15:28 t/p 1668 0.22 1.55740 1.56360 1.55740 1411.13 449119.95

3337 2008.05.01 14:09 sell 1669 0.22 1.55390 1.55950 1.55330

3338 2008.05.01 14:19 sell 1670 0.22 1.55410 1.55970 1.55350

3339 2008.05.01 14:26 t/p 1670 0.22 1.55350 1.55970 1.55350 1411.13 450531.08

3340 2008.05.01 14:31 t/p 1669 0.22 1.55330 1.55950 1.55330 1411.13 451942.21

3341 2008.05.01 21:30 sell 1671 0.22 1.54590 1.55150 1.54530

3342 2008.05.01 21:35 t/p 1671 0.22 1.54530 1.55150 1.54530 1411.12 453353.33

3343 2008.05.01 21:49 sell 1672 0.22 1.54600 1.55160 1.54540

3344 2008.05.01 22:48 sell 1673 0.22 1.54620 1.55180 1.54560

3345 2008.05.01 22:50 sell 1674 0.22 1.54620 1.55180 1.54560

3346 2008.05.01 23:09 sell 1675 0.22 1.54650 1.55210 1.54590

Page 91: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 91/509

3347 2008.05.01 23:13 sell 1676 0.22 1.54650 1.55210 1.54590

3348 2008.05.02 04:15 t/p 1675 0.22 1.54590 1.55210 1.54590 1564.32 454917.64

3349 2008.05.02 04:15 t/p 1676 0.22 1.54590 1.55210 1.54590 1564.32 456481.96

3350 2008.05.02 04:15 close 1674 0.22 1.54588 1.55180 1.54560 905.80 457387.75

3351 2008.05.02 04:15 close 1673 0.22 1.54588 1.55180 1.54560 905.80 458293.55

3352 2008.05.02 04:15 close 1672 0.22 1.54588 1.55160 1.54540 435.43 458728.98

3353 2008.05.07 20:45 sell 1677 0.22 1.53960 1.54520 1.53900

3354 2008.05.07 20:56 sell 1678 0.22 1.53950 1.54510 1.53890

3355 2008.05.07 20:57 sell 1679 0.22 1.53950 1.54510 1.53890

3356 2008.05.07 21:00 sell 1680 0.22 1.53950 1.54510 1.53890

3357 2008.05.07 21:06 sell 1681 0.22 1.53950 1.54510 1.53890

3358 2008.05.07 23:21 t/p 1677 0.22 1.53900 1.54520 1.53900 1411.12 460140.10

3359 2008.05.07 23:21 close 1681 0.22 1.53900 1.54510 1.53890 1175.94 461316.04

3360 2008.05.07 23:21 close 1680 0.22 1.53900 1.54510 1.53890 1175.94 462491.98

3361 2008.05.07 23:21 close 1679 0.22 1.53900 1.54510 1.53890 1175.94 463667.92

3362 2008.05.07 23:21 close 1678 0.22 1.53900 1.54510 1.53890 1175.94 464843.86

3363 2008.05.08 01:03 sell 1682 0.23 1.54000 1.54560 1.53940

3364 2008.05.08 01:05 sell 1683 0.23 1.54010 1.54570 1.53950

3365 2008.05.08 01:06 sell 1684 0.23 1.54020 1.54580 1.53960

3366 2008.05.08 01:07 sell 1685 0.23 1.54030 1.54590 1.53970

3367 2008.05.08 01:10 sell 1686 0.23 1.54040 1.54600 1.53980

3368 2008.05.08 01:33 t/p 1686 0.23 1.53980 1.54600 1.53980 1475.26 466319.12

3369 2008.05.08 01:34 t/p 1685 0.23 1.53970 1.54590 1.53970 1475.26 467794.38

3370 2008.05.08 01:34 t/p 1684 0.23 1.53960 1.54580 1.53960 1475.26 469269.64

3371 2008.05.08 01:34 t/p 1683 0.23 1.53950 1.54570 1.53950 1475.26 470744.90

3372 2008.05.08 01:34 t/p 1682 0.23 1.53940 1.54560 1.53940 1475.26 472220.16

3373 2008.05.12 22:23 buy 1687 0.23 1.55358 1.54798 1.55418

3374 2008.05.12 22:25 buy 1688 0.23 1.55328 1.54768 1.55388

3375 2008.05.12 22:26 buy 1689 0.23 1.55318 1.54758 1.55378

3376 2008.05.12 22:29 buy 1690 0.23 1.55338 1.54778 1.55398

3377 2008.05.12 22:30 buy 1691 0.23 1.55308 1.54748 1.55368

3378 2008.05.12 23:05 t/p 1691 0.23 1.55368 1.54748 1.55368 1474.93 473695.09

3379 2008.05.12 23:06 t/p 1689 0.23 1.55378 1.54758 1.55378 1474.93 475170.02

3380 2008.05.12 23:11 t/p 1688 0.23 1.55388 1.54768 1.55388 1474.93 476644.95

3381 2008.05.12 23:21 t/p 1690 0.23 1.55398 1.54778 1.55398 1474.93 478119.88

3382 2008.05.12 23:32 t/p 1687 0.23 1.55418 1.54798 1.55418 1474.93 479594.81

3383 2008.05.13 00:44 buy 1692 0.23 1.55388 1.54828 1.55448

3384 2008.05.13 01:12 t/p 1692 0.23 1.55448 1.54828 1.55448 1474.93 481069.74

Page 92: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 92/509

3385 2008.05.13 01:36 buy 1693 0.23 1.55388 1.54828 1.55448

3386 2008.05.13 01:41 buy 1694 0.23 1.55378 1.54818 1.55438

3387 2008.05.13 01:45 buy 1695 0.23 1.55388 1.54828 1.55448

3388 2008.05.13 01:49 buy 1696 0.23 1.55398 1.54838 1.55458

3389 2008.05.13 01:53 buy 1697 0.23 1.55388 1.54828 1.55448

3390 2008.05.13 06:23 t/p 1694 0.23 1.55438 1.54818 1.55438 1474.93 482544.67

3391 2008.05.13 06:23 close 1696 0.23 1.55440 1.54838 1.55458 1032.45 483577.12

3392 2008.05.13 06:23 close 1697 0.23 1.55438 1.54828 1.55448 1229.11 484806.23

3393 2008.05.13 06:23 close 1695 0.23 1.55438 1.54828 1.55448 1229.11 486035.34

3394 2008.05.13 06:23 close 1693 0.23 1.55438 1.54828 1.55448 1229.11 487264.45

3395 2008.05.19 01:17 buy 1698 0.24 1.55888 1.55328 1.55948

3396 2008.05.19 01:21 buy 1699 0.24 1.55878 1.55318 1.55938

3397 2008.05.19 01:22 buy 1700 0.24 1.55888 1.55328 1.55948

3398 2008.05.19 01:25 buy 1701 0.24 1.55868 1.55308 1.55928

3399 2008.05.19 01:26 buy 1702 0.24 1.55858 1.55298 1.55918

3400 2008.05.19 10:44 t/p 1702 0.24 1.55918 1.55298 1.55918 1539.06 488803.51

3401 2008.05.19 10:44 close 1701 0.24 1.55918 1.55308 1.55928 1282.55 490086.06

3402 2008.05.19 10:44 close 1700 0.24 1.55918 1.55328 1.55948 769.53 490855.59

3403 2008.05.19 10:44 close 1699 0.24 1.55918 1.55318 1.55938 1026.04 491881.63

3404 2008.05.19 10:44 close 1698 0.24 1.55918 1.55328 1.55948 769.53 492651.16

3405 2008.05.19 23:56 sell 1703 0.24 1.55100 1.55660 1.55040

3406 2008.05.20 00:06 sell 1704 0.24 1.55120 1.55680 1.55060

3407 2008.05.20 00:09 sell 1705 0.24 1.55120 1.55680 1.55060

3408 2008.05.20 00:14 sell 1706 0.24 1.55130 1.55690 1.55070

3409 2008.05.20 00:15 sell 1707 0.24 1.55150 1.55710 1.55090

3410 2008.05.20 03:18 t/p 1707 0.24 1.55090 1.55710 1.55090 1539.41 494190.57

3411 2008.05.20 03:18 close 1706 0.24 1.55088 1.55690 1.55070 1077.58 495268.15

3412 2008.05.20 03:18 close 1705 0.24 1.55088 1.55680 1.55060 821.02 496089.17

3413 2008.05.20 03:18 close 1704 0.24 1.55088 1.55680 1.55060 821.02 496910.19

3414 2008.05.20 03:18 close 1703 0.24 1.55088 1.55660 1.55040 475.00 497385.19

3415 2008.05.20 16:18 buy 1708 0.24 1.56318 1.55758 1.56378

3416 2008.05.20 16:20 t/p 1708 0.24 1.56378 1.55758 1.56378 1539.05 498924.24

3417 2008.05.20 20:51 buy 1709 0.24 1.56588 1.56028 1.56648

3418 2008.05.20 21:01 buy 1710 0.24 1.56578 1.56018 1.56638

3419 2008.05.20 21:06 buy 1711 0.24 1.56568 1.56008 1.56628

3420 2008.05.20 21:07 buy 1712 0.24 1.56568 1.56008 1.56628

3421 2008.05.20 21:15 t/p 1711 0.24 1.56628 1.56008 1.56628 1539.05 500463.29

Page 93: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 93/509

3422 2008.05.20 21:15 t/p 1712 0.24 1.56628 1.56008 1.56628 1539.05 502002.34

3423 2008.05.20 21:27 t/p 1710 0.24 1.56638 1.56018 1.56638 1539.06 503541.40

3424 2008.05.20 21:28 t/p 1709 0.24 1.56648 1.56028 1.56648 1539.06 505080.46

3425 2008.05.20 23:25 buy 1713 0.25 1.56598 1.56038 1.56658

3426 2008.05.20 23:27 buy 1714 0.25 1.56538 1.55978 1.56598

3427 2008.05.20 23:29 buy 1715 0.25 1.56578 1.56018 1.56638

3428 2008.05.20 23:32 buy 1716 0.25 1.56588 1.56028 1.56648

3429 2008.05.20 23:33 buy 1717 0.25 1.56578 1.56018 1.56638

3430 2008.05.21 03:25 t/p 1714 0.25 1.56598 1.55978 1.56598 1284.47 506364.93

3431 2008.05.21 03:25 close 1717 0.25 1.56599 1.56018 1.56638 242.40 506607.33

3432 2008.05.21 03:25 close 1716 0.25 1.56599 1.56028 1.56648 -24.79 506582.53

3433 2008.05.21 03:25 close 1715 0.25 1.56599 1.56018 1.56638 242.40 506824.93

3434 2008.05.21 03:25 close 1713 0.25 1.56599 1.56038 1.56658 -291.99 506532.94

3435 2008.05.21 15:33 buy 1718 0.25 1.57458 1.56898 1.57518

3436 2008.05.21 15:36 t/p 1718 0.25 1.57518 1.56898 1.57518 1603.18 508136.12

3437 2008.05.21 16:05 buy 1719 0.25 1.57388 1.56828 1.57448

3438 2008.05.21 16:06 buy 1720 0.25 1.57378 1.56818 1.57438

3439 2008.05.21 16:08 buy 1721 0.25 1.57368 1.56808 1.57428

3440 2008.05.21 16:09 t/p 1721 0.25 1.57428 1.56808 1.57428 1603.18 509739.30

3441 2008.05.21 16:12 buy 1722 0.25 1.57398 1.56838 1.57458

3442 2008.05.21 16:13 buy 1723 0.25 1.57358 1.56798 1.57418

3443 2008.05.21 16:16 buy 1724 0.25 1.57358 1.56798 1.57418

3444 2008.05.21 16:35 t/p 1723 0.25 1.57418 1.56798 1.57418 1603.19 511342.49

3445 2008.05.21 16:35 t/p 1724 0.25 1.57418 1.56798 1.57418 1603.19 512945.68

3446 2008.05.21 16:40 t/p 1720 0.25 1.57438 1.56818 1.57438 1603.18 514548.86

3447 2008.05.21 16:41 t/p 1719 0.25 1.57448 1.56828 1.57448 1603.19 516152.05

3448 2008.05.21 16:43 t/p 1722 0.25 1.57458 1.56838 1.57458 1603.19 517755.24

3449 2008.05.21 19:49 buy 1725 0.25 1.57528 1.56968 1.57588

3450 2008.05.21 19:53 buy 1726 0.25 1.57548 1.56988 1.57608

3451 2008.05.21 19:57 buy 1727 0.25 1.57538 1.56978 1.57598

3452 2008.05.21 20:05 t/p 1725 0.25 1.57588 1.56968 1.57588 1603.18 519358.42

3453 2008.05.21 20:05 t/p 1727 0.25 1.57598 1.56978 1.57598 1603.18 520961.60

3454 2008.05.21 20:06 t/p 1726 0.25 1.57608 1.56988 1.57608 1603.19 522564.79

3455 2008.05.21 21:03 buy 1728 0.25 1.57508 1.56948 1.57568

3456 2008.05.21 21:05 buy 1729 0.25 1.57508 1.56948 1.57568

3457 2008.05.21 21:06 t/p 1728 0.25 1.57568 1.56948 1.57568 1603.19 524167.98

3458 2008.05.21 21:06 t/p 1729 0.25 1.57568 1.56948 1.57568 1603.19 525771.17

3459 2008.05.22 02:03 buy 1730 0.26 1.57848 1.57288 1.57908

Page 94: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 94/509

3460 2008.05.22 02:07 buy 1731 0.26 1.57858 1.57298 1.57918

3461 2008.05.22 02:22 buy 1732 0.26 1.57838 1.57278 1.57898

3462 2008.05.22 02:23 buy 1733 0.26 1.57828 1.57268 1.57888

3463 2008.05.22 02:29 buy 1734 0.26 1.57828 1.57268 1.57888

3464 2008.05.22 03:15 t/p 1733 0.26 1.57888 1.57268 1.57888 1667.31 527438.48

3465 2008.05.22 03:15 t/p 1734 0.26 1.57888 1.57268 1.57888 1667.31 529105.79

3466 2008.05.22 03:16 t/p 1732 0.26 1.57898 1.57278 1.57898 1667.31 530773.10

3467 2008.05.22 03:16 t/p 1730 0.26 1.57908 1.57288 1.57908 1667.31 532440.41

3468 2008.05.22 03:37 close 1731 0.26 1.57879 1.57298 1.57918 583.56 533023.97

3469 2008.05.22 23:00 sell 1735 0.26 1.57100 1.57660 1.57040

3470 2008.05.22 23:01 sell 1736 0.26 1.57110 1.57670 1.57050

3471 2008.05.22 23:03 sell 1737 0.26 1.57110 1.57670 1.57050

3472 2008.05.22 23:06 sell 1738 0.26 1.57110 1.57670 1.57050

3473 2008.05.22 23:07 sell 1739 0.26 1.57110 1.57670 1.57050

3474 2008.05.23 10:01 t/p 1736 0.26 1.57050 1.57670 1.57050 1848.74 534872.71

3475 2008.05.23 10:01 t/p 1737 0.26 1.57050 1.57670 1.57050 1848.74 536721.45

3476 2008.05.23 10:01 t/p 1738 0.26 1.57050 1.57670 1.57050 1848.74 538570.19

3477 2008.05.23 10:01 t/p 1739 0.26 1.57050 1.57670 1.57050 1848.74 540418.93

3478 2008.05.23 10:01 t/p 1735 0.26 1.57040 1.57660 1.57040 1848.74 542267.67

3479 2008.05.28 01:36 sell 1740 0.26 1.56890 1.57450 1.56830

3480 2008.05.28 01:37 sell 1741 0.26 1.56910 1.57470 1.56850

3481 2008.05.28 01:38 sell 1742 0.26 1.56920 1.57480 1.56860

3482 2008.05.28 01:39 sell 1743 0.26 1.56930 1.57490 1.56870

3483 2008.05.28 01:44 sell 1744 0.26 1.56900 1.57460 1.56840

3484 2008.05.28 02:25 t/p 1743 0.26 1.56870 1.57490 1.56870 1667.69 543935.36

3485 2008.05.28 02:26 t/p 1742 0.26 1.56860 1.57480 1.56860 1667.69 545603.05

3486 2008.05.28 02:26 t/p 1741 0.26 1.56850 1.57470 1.56850 1667.69 547270.74

3487 2008.05.28 02:44 sell 1745 0.27 1.56940 1.57500 1.56880

3488 2008.05.28 02:53 t/p 1745 0.27 1.56880 1.57500 1.56880 1731.83 549002.57

3489 2008.05.28 03:06 close 1740 0.26 1.56883 1.57450 1.56830 194.56 549197.13

3490 2008.05.28 03:09 t/p 1744 0.26 1.56840 1.57460 1.56840 1667.68 550864.81

3491 2008.05.28 04:47 sell 1746 0.27 1.56900 1.57460 1.56840

3492 2008.05.28 04:50 sell 1747 0.27 1.56910 1.57470 1.56850

3493 2008.05.28 04:52 sell 1748 0.27 1.56930 1.57490 1.56870

3494 2008.05.28 04:53 sell 1749 0.27 1.56970 1.57530 1.56910

3495 2008.05.28 04:56 sell 1750 0.27 1.56950 1.57510 1.56890

3496 2008.05.28 05:06 t/p 1749 0.27 1.56910 1.57530 1.56910 1731.83 552596.64

Page 95: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 95/509

3497 2008.05.28 05:08 t/p 1750 0.27 1.56890 1.57510 1.56890 1731.83 554328.47

3498 2008.05.28 06:41 close 1748 0.27 1.56928 1.57490 1.56870 57.72 554386.19

3499 2008.05.28 07:55 close 1746 0.27 1.57108 1.57460 1.56840 -6003.67 548382.52

3500 2008.05.28 07:56 close 1747 0.27 1.57078 1.57470 1.56850 -4849.12 543533.40

3501 2008.05.29 14:28 sell 1751 0.26 1.55750 1.56310 1.55690

3502 2008.05.29 14:29 sell 1752 0.26 1.55780 1.56340 1.55720

3503 2008.05.29 14:30 t/p 1752 0.26 1.55720 1.56340 1.55720 1667.69 545201.09

3504 2008.05.29 14:30 t/p 1751 0.26 1.55690 1.56310 1.55690 1667.69 546868.78

3505 2008.05.29 14:34 sell 1753 0.27 1.55780 1.56340 1.55720

3506 2008.05.29 14:35 sell 1754 0.27 1.55790 1.56350 1.55730

3507 2008.05.29 14:37 sell 1755 0.27 1.55780 1.56340 1.55720

3508 2008.05.29 14:39 sell 1756 0.27 1.55790 1.56350 1.55730

3509 2008.05.29 14:40 t/p 1754 0.27 1.55730 1.56350 1.55730 1731.83 548600.61

3510 2008.05.29 14:40 t/p 1756 0.27 1.55730 1.56350 1.55730 1731.83 550332.44

3511 2008.05.29 14:41 t/p 1753 0.27 1.55720 1.56340 1.55720 1731.83 552064.27

3512 2008.05.29 14:41 t/p 1755 0.27 1.55720 1.56340 1.55720 1731.83 553796.10

3513 2008.05.29 21:46 sell 1757 0.27 1.55090 1.55650 1.55030

3514 2008.05.29 21:57 sell 1758 0.27 1.55100 1.55660 1.55040

3515 2008.05.29 22:01 t/p 1758 0.27 1.55040 1.55660 1.55040 1731.83 555527.93

3516 2008.05.29 22:01 t/p 1757 0.27 1.55030 1.55650 1.55030 1731.83 557259.76

3517 2008.05.29 22:44 sell 1759 0.27 1.55100 1.55660 1.55040

3518 2008.05.29 22:48 sell 1760 0.27 1.55090 1.55650 1.55030

3519 2008.05.29 22:59 t/p 1759 0.27 1.55040 1.55660 1.55040 1731.83 558991.59

3520 2008.05.29 22:59 t/p 1760 0.27 1.55030 1.55650 1.55030 1731.83 560723.42

3521 2008.05.29 23:51 sell 1761 0.27 1.55090 1.55650 1.55030

3522 2008.05.29 23:52 sell 1762 0.27 1.55120 1.55680 1.55060

3523 2008.05.29 23:53 sell 1763 0.27 1.55130 1.55690 1.55070

3524 2008.05.29 23:55 sell 1764 0.27 1.55130 1.55690 1.55070

3525 2008.05.29 23:57 sell 1765 0.27 1.55140 1.55700 1.55080

3526 2008.05.30 01:22 t/p 1765 0.27 1.55080 1.55700 1.55080 1919.84 562643.26

3527 2008.05.30 01:22 close 1762 0.27 1.55077 1.55680 1.55060 1429.16 564072.42

3528 2008.05.30 01:22 close 1761 0.27 1.55077 1.55650 1.55030 563.24 564635.67

3529 2008.05.30 01:22 t/p 1763 0.27 1.55070 1.55690 1.55070 1919.84 566555.51

3530 2008.05.30 01:22 t/p 1764 0.27 1.55070 1.55690 1.55070 1919.84 568475.35

3531 2008.05.30 02:53 sell 1766 0.28 1.55170 1.55730 1.55110

3532 2008.05.30 03:43 t/p 1766 0.28 1.55110 1.55730 1.55110 1795.97 570271.32

3533 2008.06.03 20:52 sell 1767 0.28 1.54570 1.55130 1.54510

3534 2008.06.03 20:53 sell 1768 0.28 1.54640 1.55200 1.54580

Page 96: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 96/509

3535 2008.06.03 20:56 sell 1769 0.28 1.54650 1.55210 1.54590

3536 2008.06.03 20:58 sell 1770 0.28 1.54630 1.55190 1.54570

3537 2008.06.03 20:59 sell 1771 0.28 1.54650 1.55210 1.54590

3538 2008.06.03 21:11 t/p 1769 0.28 1.54590 1.55210 1.54590 1795.97 572067.29

3539 2008.06.03 21:11 t/p 1771 0.28 1.54590 1.55210 1.54590 1795.97 573863.26

3540 2008.06.03 21:13 t/p 1768 0.28 1.54580 1.55200 1.54580 1795.97 575659.23

3541 2008.06.03 21:15 sell 1772 0.28 1.54640 1.55200 1.54580

3542 2008.06.03 21:16 sell 1773 0.28 1.54700 1.55260 1.54640

3543 2008.06.03 21:19 sell 1774 0.28 1.54730 1.55290 1.54670

3544 2008.06.03 21:27 t/p 1774 0.28 1.54670 1.55290 1.54670 1795.97 577455.20

3545 2008.06.03 21:30 t/p 1773 0.28 1.54640 1.55260 1.54640 1795.97 579251.17

3546 2008.06.03 22:04 t/p 1772 0.28 1.54580 1.55200 1.54580 1795.97 581047.14

3547 2008.06.03 22:06 t/p 1770 0.28 1.54570 1.55190 1.54570 1795.97 582843.11

3548 2008.06.03 22:29 close 1767 0.28 1.54568 1.55130 1.54510 59.87 582902.98

3549 2008.06.04 01:51 sell 1775 0.28 1.54510 1.55070 1.54450

3550 2008.06.04 01:52 sell 1776 0.28 1.54520 1.55080 1.54460

3551 2008.06.04 02:06 sell 1777 0.28 1.54510 1.55070 1.54450

3552 2008.06.04 02:07 sell 1778 0.28 1.54510 1.55070 1.54450

3553 2008.06.04 02:09 sell 1779 0.28 1.54530 1.55090 1.54470

3554 2008.06.04 02:47 t/p 1779 0.28 1.54470 1.55090 1.54470 1795.98 584698.96

3555 2008.06.04 02:48 t/p 1776 0.28 1.54460 1.55080 1.54460 1795.97 586494.93

3556 2008.06.04 02:48 t/p 1775 0.28 1.54450 1.55070 1.54450 1795.97 588290.90

3557 2008.06.04 02:48 t/p 1777 0.28 1.54450 1.55070 1.54450 1795.97 590086.87

3558 2008.06.04 02:48 t/p 1778 0.28 1.54450 1.55070 1.54450 1795.97 591882.84

3559 2008.06.04 03:25 sell 1780 0.29 1.54550 1.55110 1.54490

3560 2008.06.04 03:32 t/p 1780 0.29 1.54490 1.55110 1.54490 1860.11 593742.95

3561 2008.06.04 04:35 sell 1781 0.29 1.54520 1.55080 1.54460

3562 2008.06.04 04:37 sell 1782 0.29 1.54530 1.55090 1.54470

3563 2008.06.04 04:40 t/p 1782 0.29 1.54470 1.55090 1.54470 1860.11 595603.06

3564 2008.06.04 04:40 t/p 1781 0.29 1.54460 1.55080 1.54460 1860.11 597463.17

3565 2008.06.06 00:32 buy 1783 0.29 1.55878 1.55318 1.55938

3566 2008.06.06 00:35 buy 1784 0.29 1.55868 1.55308 1.55928

3567 2008.06.06 00:36 buy 1785 0.29 1.55858 1.55298 1.55918

3568 2008.06.06 00:37 buy 1786 0.29 1.55848 1.55288 1.55908

3569 2008.06.06 00:42 buy 1787 0.29 1.55868 1.55308 1.55928

3570 2008.06.06 02:14 t/p 1786 0.29 1.55908 1.55288 1.55908 1859.67 599322.84

3571 2008.06.06 02:14 close 1787 0.29 1.55910 1.55308 1.55928 1301.77 600624.61

Page 97: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 97/509

3572 2008.06.06 02:14 close 1784 0.29 1.55910 1.55308 1.55928 1301.77 601926.38

3573 2008.06.06 02:14 close 1783 0.29 1.55910 1.55318 1.55938 991.82 602918.20

3574 2008.06.06 02:14 close 1785 0.29 1.55908 1.55298 1.55918 1549.73 604467.93

3575 2008.06.06 03:54 buy 1788 0.29 1.55868 1.55308 1.55928

3576 2008.06.06 03:55 buy 1789 0.29 1.55848 1.55288 1.55908

3577 2008.06.06 03:56 buy 1790 0.29 1.55828 1.55268 1.55888

3578 2008.06.06 04:02 buy 1791 0.29 1.55878 1.55318 1.55938

3579 2008.06.06 04:02 t/p 1790 0.29 1.55888 1.55268 1.55888 1859.67 606327.60

3580 2008.06.06 04:26 buy 1792 0.29 1.55858 1.55298 1.55918

3581 2008.06.06 04:27 buy 1793 0.29 1.55838 1.55278 1.55898

3582 2008.06.06 04:56 t/p 1793 0.29 1.55898 1.55278 1.55898 1859.68 608187.28

3583 2008.06.06 04:56 t/p 1789 0.29 1.55908 1.55288 1.55908 1859.67 610046.95

3584 2008.06.06 04:56 t/p 1792 0.29 1.55918 1.55298 1.55918 1859.68 611906.63

3585 2008.06.06 05:24 close 1788 0.29 1.55905 1.55308 1.55928 1146.80 613053.43

3586 2008.06.06 05:26 t/p 1791 0.29 1.55938 1.55318 1.55938 1859.67 614913.10

3587 2008.06.09 02:46 buy 1794 0.30 1.57778 1.57218 1.57838

3588 2008.06.09 02:49 buy 1795 0.30 1.57788 1.57228 1.57848

3589 2008.06.09 02:50 buy 1796 0.30 1.57778 1.57218 1.57838

3590 2008.06.09 02:54 buy 1797 0.30 1.57788 1.57228 1.57848

3591 2008.06.09 03:02 t/p 1794 0.30 1.57838 1.57218 1.57838 1923.80 616836.90

3592 2008.06.09 03:02 t/p 1796 0.30 1.57838 1.57218 1.57838 1923.80 618760.70

3593 2008.06.09 03:02 t/p 1795 0.30 1.57848 1.57228 1.57848 1923.80 620684.50

3594 2008.06.09 03:02 t/p 1797 0.30 1.57848 1.57228 1.57848 1923.80 622608.30

3595 2008.06.09 03:14 buy 1798 0.30 1.57758 1.57198 1.57818

3596 2008.06.09 03:15 buy 1799 0.30 1.57738 1.57178 1.57798

3597 2008.06.09 03:17 buy 1800 0.30 1.57718 1.57158 1.57778

3598 2008.06.09 03:20 buy 1801 0.30 1.57748 1.57188 1.57808

3599 2008.06.09 03:21 buy 1802 0.30 1.57738 1.57178 1.57798

3600 2008.06.09 04:10 t/p 1800 0.30 1.57778 1.57158 1.57778 1923.81 624532.11

3601 2008.06.09 04:10 t/p 1799 0.30 1.57798 1.57178 1.57798 1923.80 626455.91

3602 2008.06.09 04:10 t/p 1802 0.30 1.57798 1.57178 1.57798 1923.80 628379.71

3603 2008.06.09 04:43 t/p 1801 0.30 1.57808 1.57188 1.57808 1923.81 630303.52

3604 2008.06.09 04:43 t/p 1798 0.30 1.57818 1.57198 1.57818 1923.80 632227.32

3605 2008.06.09 12:06 buy 1803 0.31 1.57988 1.57428 1.58048

3606 2008.06.09 12:08 buy 1804 0.31 1.57948 1.57388 1.58008

3607 2008.06.09 12:10 buy 1805 0.31 1.57968 1.57408 1.58028

3608 2008.06.09 12:12 t/p 1804 0.31 1.58008 1.57388 1.58008 1987.93 634215.25

3609 2008.06.09 12:12 t/p 1805 0.31 1.58028 1.57408 1.58028 1987.93 636203.18

Page 98: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 98/509

3610 2008.06.09 12:15 buy 1806 0.31 1.57948 1.57388 1.58008

3611 2008.06.09 12:16 buy 1807 0.31 1.57938 1.57378 1.57998

3612 2008.06.09 12:17 buy 1808 0.31 1.57918 1.57358 1.57978

3613 2008.06.09 12:20 buy 1809 0.31 1.57938 1.57378 1.57998

3614 2008.06.09 12:38 t/p 1808 0.31 1.57978 1.57358 1.57978 1987.93 638191.11

3615 2008.06.09 12:56 t/p 1807 0.31 1.57998 1.57378 1.57998 1987.94 640179.05

3616 2008.06.09 12:56 t/p 1809 0.31 1.57998 1.57378 1.57998 1987.94 642166.99

3617 2008.06.09 12:56 t/p 1806 0.31 1.58008 1.57388 1.58008 1987.93 644154.92

3618 2008.06.09 12:57 t/p 1803 0.31 1.58048 1.57428 1.58048 1987.93 646142.85

3619 2008.06.09 23:59 sell 1810 0.31 1.56460 1.57020 1.56400

3620 2008.06.10 00:51 t/p 1810 0.31 1.56400 1.57020 1.56400 2204.25 648347.10

3621 2008.06.10 01:39 sell 1811 0.31 1.56440 1.57000 1.56380

3622 2008.06.10 01:40 sell 1812 0.31 1.56470 1.57030 1.56410

3623 2008.06.10 01:41 sell 1813 0.31 1.56470 1.57030 1.56410

3624 2008.06.10 01:42 sell 1814 0.31 1.56470 1.57030 1.56410

3625 2008.06.10 01:44 sell 1815 0.31 1.56480 1.57040 1.56420

3626 2008.06.10 01:58 t/p 1812 0.31 1.56410 1.57030 1.56410 1988.38 650335.48

3627 2008.06.10 01:58 t/p 1813 0.31 1.56410 1.57030 1.56410 1988.38 652323.86

3628 2008.06.10 01:58 t/p 1814 0.31 1.56410 1.57030 1.56410 1988.38 654312.24

3629 2008.06.10 01:58 t/p 1815 0.31 1.56420 1.57040 1.56420 1988.38 656300.62

3630 2008.06.10 02:09 sell 1816 0.32 1.56470 1.57030 1.56410

3631 2008.06.10 02:28 sell 1817 0.32 1.56480 1.57040 1.56420

3632 2008.06.10 02:29 sell 1818 0.32 1.56500 1.57060 1.56440

3633 2008.06.10 02:31 sell 1819 0.32 1.56500 1.57060 1.56440

3634 2008.06.10 03:00 t/p 1818 0.32 1.56440 1.57060 1.56440 2052.52 658353.14

3635 2008.06.10 03:00 t/p 1819 0.32 1.56440 1.57060 1.56440 2052.52 660405.66

3636 2008.06.10 03:01 t/p 1817 0.32 1.56420 1.57040 1.56420 2052.52 662458.18

3637 2008.06.10 03:01 t/p 1816 0.32 1.56410 1.57030 1.56410 2052.52 664510.70

3638 2008.06.10 03:09 close 1811 0.31 1.56439 1.57000 1.56380 33.14 664543.84

3639 2008.06.10 15:23 sell 1820 0.32 1.55350 1.55910 1.55290

3640 2008.06.10 15:24 sell 1821 0.32 1.55360 1.55920 1.55300

3641 2008.06.10 15:29 sell 1822 0.32 1.55320 1.55880 1.55260

3642 2008.06.10 15:29 t/p 1821 0.32 1.55300 1.55920 1.55300 2052.54 666596.38

3643 2008.06.10 15:29 t/p 1820 0.32 1.55290 1.55910 1.55290 2052.54 668648.92

3644 2008.06.10 15:31 sell 1823 0.32 1.55330 1.55890 1.55270

3645 2008.06.10 15:31 t/p 1823 0.32 1.55270 1.55890 1.55270 2052.54 670701.46

3646 2008.06.10 15:31 t/p 1822 0.32 1.55260 1.55880 1.55260 2052.54 672754.00

Page 99: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 99/509

3647 2008.06.10 15:48 sell 1824 0.33 1.55360 1.55920 1.55300

3648 2008.06.10 15:51 sell 1825 0.33 1.55370 1.55930 1.55310

3649 2008.06.10 15:51 t/p 1825 0.33 1.55310 1.55930 1.55310 2116.68 674870.68

3650 2008.06.10 15:52 t/p 1824 0.33 1.55300 1.55920 1.55300 2116.68 676987.36

3651 2008.06.10 17:03 sell 1826 0.33 1.55310 1.55870 1.55250

3652 2008.06.10 17:04 sell 1827 0.33 1.55320 1.55880 1.55260

3653 2008.06.10 17:06 sell 1828 0.33 1.55320 1.55880 1.55260

3654 2008.06.10 17:09 sell 1829 0.33 1.55330 1.55890 1.55270

3655 2008.06.10 17:12 t/p 1829 0.33 1.55270 1.55890 1.55270 2116.68 679104.04

3656 2008.06.10 17:12 t/p 1827 0.33 1.55260 1.55880 1.55260 2116.68 681220.72

3657 2008.06.10 17:12 t/p 1828 0.33 1.55260 1.55880 1.55260 2116.68 683337.40

3658 2008.06.10 17:13 t/p 1826 0.33 1.55250 1.55870 1.55250 2116.68 685454.08

3659 2008.06.10 23:23 sell 1830 0.33 1.54630 1.55190 1.54570

3660 2008.06.10 23:25 sell 1831 0.33 1.54650 1.55210 1.54590

3661 2008.06.10 23:30 sell 1832 0.33 1.54640 1.55200 1.54580

3662 2008.06.10 23:35 sell 1833 0.33 1.54650 1.55210 1.54590

3663 2008.06.10 23:36 sell 1834 0.33 1.54660 1.55220 1.54600

3664 2008.06.11 00:32 t/p 1834 0.33 1.54600 1.55220 1.54600 2346.47 687800.55

3665 2008.06.11 00:35 t/p 1831 0.33 1.54590 1.55210 1.54590 2346.47 690147.02

3666 2008.06.11 00:35 t/p 1833 0.33 1.54590 1.55210 1.54590 2346.47 692493.50

3667 2008.06.11 00:35 t/p 1832 0.33 1.54580 1.55200 1.54580 2346.47 694839.97

3668 2008.06.11 00:39 t/p 1830 0.33 1.54570 1.55190 1.54570 2346.47 697186.44

3669 2008.06.11 02:03 sell 1835 0.34 1.54650 1.55210 1.54590

3670 2008.06.11 02:09 sell 1836 0.34 1.54630 1.55190 1.54570

3671 2008.06.11 02:13 sell 1837 0.34 1.54630 1.55190 1.54570

3672 2008.06.11 02:16 t/p 1835 0.34 1.54590 1.55210 1.54590 2180.82 699367.26

3673 2008.06.11 02:18 sell 1838 0.34 1.54640 1.55200 1.54580

3674 2008.06.11 02:21 sell 1839 0.34 1.54640 1.55200 1.54580

3675 2008.06.11 02:23 sell 1840 0.34 1.54660 1.55220 1.54600

3676 2008.06.11 02:46 t/p 1840 0.34 1.54600 1.55220 1.54600 2180.82 701548.08

3677 2008.06.11 02:46 t/p 1838 0.34 1.54580 1.55200 1.54580 2180.82 703728.90

3678 2008.06.11 02:46 t/p 1839 0.34 1.54580 1.55200 1.54580 2180.82 705909.72

3679 2008.06.11 02:47 t/p 1836 0.34 1.54570 1.55190 1.54570 2180.82 708090.54

3680 2008.06.11 02:47 t/p 1837 0.34 1.54570 1.55190 1.54570 2180.82 710271.36

3681 2008.06.11 03:35 sell 1841 0.34 1.54650 1.55210 1.54590

3682 2008.06.11 03:44 sell 1842 0.34 1.54660 1.55220 1.54600

3683 2008.06.11 03:50 sell 1843 0.34 1.54650 1.55210 1.54590

3684 2008.06.11 04:00 sell 1844 0.34 1.54670 1.55230 1.54610

Page 100: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 100/509

3685 2008.06.11 04:03 sell 1845 0.34 1.54710 1.55270 1.54650

3686 2008.06.11 08:02 t/p 1845 0.34 1.54650 1.55270 1.54650 2180.82 712452.18

3687 2008.06.11 08:02 close 1844 0.34 1.54649 1.55230 1.54610 763.28 713215.46

3688 2008.06.11 08:02 close 1843 0.34 1.54649 1.55210 1.54590 36.34 713251.80

3689 2008.06.11 08:02 close 1842 0.34 1.54649 1.55220 1.54600 399.81 713651.61

3690 2008.06.11 08:02 close 1841 0.34 1.54649 1.55210 1.54590 36.34 713687.95

3691 2008.06.12 12:05 sell 1846 0.35 1.54490 1.55050 1.54430

3692 2008.06.12 12:07 sell 1847 0.35 1.54540 1.55100 1.54480

3693 2008.06.12 12:10 t/p 1847 0.35 1.54480 1.55100 1.54480 2244.97 715932.92

3694 2008.06.12 12:15 t/p 1846 0.35 1.54430 1.55050 1.54430 2244.96 718177.88

3695 2008.06.12 15:52 sell 1848 0.35 1.54370 1.54930 1.54310

3696 2008.06.12 15:52 t/p 1848 0.35 1.54310 1.54930 1.54310 2244.96 720422.84

3697 2008.06.13 15:33 sell 1849 0.35 1.53460 1.54020 1.53400

3698 2008.06.13 15:34 sell 1850 0.35 1.53530 1.54090 1.53470

3699 2008.06.13 15:34 t/p 1850 0.35 1.53470 1.54090 1.53470 2244.97 722667.81

3700 2008.06.13 15:35 t/p 1849 0.35 1.53400 1.54020 1.53400 2244.96 724912.77

3701 2008.06.13 16:59 sell 1851 0.35 1.53430 1.53990 1.53370

3702 2008.06.13 17:03 t/p 1851 0.35 1.53370 1.53990 1.53370 2244.96 727157.73

3703 2008.06.16 17:09 buy 1852 0.35 1.54768 1.54208 1.54828

3704 2008.06.16 17:13 buy 1853 0.35 1.54708 1.54148 1.54768

3705 2008.06.16 17:16 buy 1854 0.35 1.54688 1.54128 1.54748

3706 2008.06.16 17:18 buy 1855 0.35 1.54638 1.54078 1.54698

3707 2008.06.16 17:21 t/p 1855 0.35 1.54698 1.54078 1.54698 2244.44 729402.17

3708 2008.06.16 17:23 buy 1856 0.35 1.54708 1.54148 1.54768

3709 2008.06.16 17:26 t/p 1854 0.35 1.54748 1.54128 1.54748 2244.44 731646.61

3710 2008.06.16 17:29 buy 1857 0.36 1.54718 1.54158 1.54778

3711 2008.06.16 17:30 buy 1858 0.36 1.54708 1.54148 1.54768

3712 2008.06.16 17:35 t/p 1853 0.35 1.54768 1.54148 1.54768 2244.44 733891.05

3713 2008.06.16 17:35 t/p 1856 0.35 1.54768 1.54148 1.54768 2244.44 736135.49

3714 2008.06.16 17:35 t/p 1858 0.36 1.54768 1.54148 1.54768 2308.57 738444.06

3715 2008.06.16 17:35 t/p 1857 0.36 1.54778 1.54158 1.54778 2308.56 740752.62

3716 2008.06.16 17:55 buy 1859 0.36 1.54688 1.54128 1.54748

3717 2008.06.16 17:56 buy 1860 0.36 1.54678 1.54118 1.54738

3718 2008.06.16 17:57 buy 1861 0.36 1.54658 1.54098 1.54718

3719 2008.06.16 17:58 buy 1862 0.36 1.54648 1.54088 1.54708

3720 2008.06.16 18:17 t/p 1862 0.36 1.54708 1.54088 1.54708 2308.56 743061.18

3721 2008.06.16 18:18 t/p 1861 0.36 1.54718 1.54098 1.54718 2308.57 745369.75

Page 101: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 101/509

3722 2008.06.16 18:19 t/p 1860 0.36 1.54738 1.54118 1.54738 2308.57 747678.32

3723 2008.06.16 18:20 t/p 1859 0.36 1.54748 1.54128 1.54748 2308.57 749986.89

3724 2008.06.16 18:22 t/p 1852 0.35 1.54828 1.54208 1.54828 2244.43 752231.32

3725 2008.06.16 23:03 buy 1863 0.37 1.54778 1.54218 1.54838

3726 2008.06.16 23:35 buy 1864 0.37 1.54758 1.54198 1.54818

3727 2008.06.16 23:47 buy 1865 0.37 1.54738 1.54178 1.54798

3728 2008.06.17 01:16 close 1864 0.37 1.54760 1.54198 1.54818 -392.60 751838.72

3729 2008.06.17 01:17 close 1865 0.37 1.54753 1.54178 1.54798 121.48 751960.20

3730 2008.06.17 03:50 close 1863 0.37 1.54620 1.54218 1.54838 -6719.78 745240.41

3731 2008.06.20 16:21 buy 1866 0.36 1.55978 1.55418 1.56038

3732 2008.06.20 16:24 buy 1867 0.36 1.55988 1.55428 1.56048

3733 2008.06.20 16:26 buy 1868 0.36 1.55978 1.55418 1.56038

3734 2008.06.20 16:28 buy 1869 0.36 1.55948 1.55388 1.56008

3735 2008.06.20 16:31 buy 1870 0.36 1.55948 1.55388 1.56008

3736 2008.06.20 16:37 t/p 1869 0.36 1.56008 1.55388 1.56008 2308.57 747548.98

3737 2008.06.20 16:37 t/p 1870 0.36 1.56008 1.55388 1.56008 2308.57 749857.55

3738 2008.06.20 16:38 t/p 1866 0.36 1.56038 1.55418 1.56038 2308.56 752166.11

3739 2008.06.20 16:38 t/p 1868 0.36 1.56038 1.55418 1.56038 2308.56 754474.67

3740 2008.06.20 16:38 t/p 1867 0.36 1.56048 1.55428 1.56048 2308.56 756783.23

3741 2008.06.23 01:02 buy 1871 0.37 1.56218 1.55658 1.56278

3742 2008.06.23 01:03 buy 1872 0.37 1.56198 1.55638 1.56258

3743 2008.06.23 01:05 buy 1873 0.37 1.56198 1.55638 1.56258

3744 2008.06.23 01:10 buy 1874 0.37 1.56198 1.55638 1.56258

3745 2008.06.23 01:12 buy 1875 0.37 1.56178 1.55618 1.56238

3746 2008.06.23 03:11 t/p 1875 0.37 1.56238 1.55618 1.56238 2372.69 759155.92

3747 2008.06.23 03:11 close 1874 0.37 1.56241 1.55638 1.56258 1700.43 760856.35

3748 2008.06.23 03:11 close 1873 0.37 1.56241 1.55638 1.56258 1700.43 762556.78

3749 2008.06.23 03:11 close 1872 0.37 1.56241 1.55638 1.56258 1700.43 764257.21

3750 2008.06.23 03:11 close 1871 0.37 1.56241 1.55658 1.56278 909.53 765166.74

3751 2008.06.23 19:06 sell 1876 0.37 1.54980 1.55540 1.54920

3752 2008.06.23 19:07 sell 1877 0.37 1.54990 1.55550 1.54930

3753 2008.06.23 19:10 sell 1878 0.37 1.55000 1.55560 1.54940

3754 2008.06.23 19:12 sell 1879 0.37 1.55010 1.55570 1.54950

3755 2008.06.23 19:14 sell 1880 0.37 1.55020 1.55580 1.54960

3756 2008.06.24 05:16 t/p 1880 0.37 1.54960 1.55580 1.54960 2630.89 767797.63

3757 2008.06.24 05:16 close 1878 0.37 1.54958 1.55560 1.54940 1918.92 769716.55

3758 2008.06.24 05:16 close 1877 0.37 1.54958 1.55550 1.54930 1523.38 771239.93

3759 2008.06.24 05:16 close 1876 0.37 1.54958 1.55540 1.54920 1127.84 772367.76

Page 102: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 102/509

3760 2008.06.24 05:16 close 1879 0.37 1.54961 1.55570 1.54950 2195.80 774563.56

3761 2008.06.26 04:52 buy 1881 0.38 1.56658 1.56098 1.56718

3762 2008.06.26 04:53 buy 1882 0.38 1.56628 1.56068 1.56688

3763 2008.06.26 04:55 buy 1883 0.38 1.56628 1.56068 1.56688

3764 2008.06.26 04:56 buy 1884 0.38 1.56628 1.56068 1.56688

3765 2008.06.26 04:58 buy 1885 0.38 1.56638 1.56078 1.56698

3766 2008.06.26 05:39 t/p 1882 0.38 1.56688 1.56068 1.56688 2436.79 777000.35

3767 2008.06.26 05:39 t/p 1883 0.38 1.56688 1.56068 1.56688 2436.79 779437.14

3768 2008.06.26 05:39 t/p 1884 0.38 1.56688 1.56068 1.56688 2436.79 781873.93

3769 2008.06.26 05:44 t/p 1885 0.38 1.56698 1.56078 1.56698 2436.80 784310.73

3770 2008.06.26 05:46 t/p 1881 0.38 1.56718 1.56098 1.56718 2436.79 786747.52

3771 2008.06.27 00:54 buy 1886 0.38 1.57508 1.56948 1.57568

3772 2008.06.27 00:57 buy 1887 0.38 1.57518 1.56958 1.57578

3773 2008.06.27 01:02 buy 1888 0.38 1.57498 1.56938 1.57558

3774 2008.06.27 01:03 buy 1889 0.38 1.57498 1.56938 1.57558

3775 2008.06.27 01:05 buy 1890 0.38 1.57508 1.56948 1.57568

3776 2008.06.27 02:18 t/p 1888 0.38 1.57558 1.56938 1.57558 2436.78 789184.30

3777 2008.06.27 02:18 t/p 1889 0.38 1.57558 1.56938 1.57558 2436.78 791621.08

3778 2008.06.27 02:24 close 1886 0.38 1.57539 1.56948 1.57568 1259.00 792880.08

3779 2008.06.27 02:27 close 1887 0.38 1.57536 1.56958 1.57578 731.03 793611.11

3780 2008.06.27 02:35 close 1890 0.38 1.57513 1.56948 1.57568 203.07 793814.18

3781 2008.06.27 03:26 buy 1891 0.39 1.57498 1.56938 1.57558

3782 2008.06.27 03:28 buy 1892 0.39 1.57488 1.56928 1.57548

3783 2008.06.27 03:30 buy 1893 0.39 1.57498 1.56938 1.57558

3784 2008.06.27 03:32 buy 1894 0.39 1.57488 1.56928 1.57548

3785 2008.06.27 05:20 close 1891 0.39 1.57330 1.56938 1.57558 -7002.52 786811.66

3786 2008.06.27 05:20 close 1893 0.39 1.57330 1.56938 1.57558 -7002.52 779809.14

3787 2008.06.27 05:21 close 1892 0.39 1.57330 1.56928 1.57548 -6585.70 773223.44

3788 2008.06.27 05:22 close 1894 0.39 1.57330 1.56928 1.57548 -6585.70 766637.74

3789 2008.07.03 01:39 buy 1895 0.37 1.58788 1.58228 1.58848

3790 2008.07.03 01:41 buy 1896 0.37 1.58788 1.58228 1.58848

3791 2008.07.03 01:42 buy 1897 0.37 1.58788 1.58228 1.58848

3792 2008.07.03 01:45 buy 1898 0.37 1.58768 1.58208 1.58828

3793 2008.07.03 01:46 buy 1899 0.37 1.58758 1.58198 1.58818

3794 2008.07.03 02:28 t/p 1899 0.37 1.58818 1.58198 1.58818 2372.65 769010.39

3795 2008.07.03 02:41 buy 1900 0.37 1.58778 1.58218 1.58838

3796 2008.07.03 03:32 t/p 1898 0.37 1.58828 1.58208 1.58828 2372.65 771383.04

Page 103: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 103/509

3797 2008.07.03 03:32 close 1897 0.37 1.58834 1.58228 1.58848 1819.03 773202.07

3798 2008.07.03 03:32 close 1896 0.37 1.58834 1.58228 1.58848 1819.03 775021.10

3799 2008.07.03 03:32 close 1895 0.37 1.58834 1.58228 1.58848 1819.03 776840.13

3800 2008.07.03 03:32 t/p 1900 0.37 1.58838 1.58218 1.58838 2372.64 779212.77

3801 2008.07.03 04:37 buy 1901 0.38 1.58778 1.58218 1.58838

3802 2008.07.03 04:38 buy 1902 0.38 1.58768 1.58208 1.58828

3803 2008.07.03 04:40 buy 1903 0.38 1.58748 1.58188 1.58808

3804 2008.07.03 05:20 close 1901 0.38 1.58610 1.58218 1.58838 -6822.90 772389.87

3805 2008.07.03 05:20 close 1903 0.38 1.58610 1.58188 1.58808 -5604.52 766785.35

3806 2008.07.03 05:21 close 1902 0.38 1.58620 1.58208 1.58828 -6010.65 760774.70

3807 2008.07.03 22:46 sell 1904 0.37 1.57010 1.57570 1.56950

3808 2008.07.03 22:47 sell 1905 0.37 1.57040 1.57600 1.56980

3809 2008.07.03 22:56 sell 1906 0.37 1.57020 1.57580 1.56960

3810 2008.07.03 22:57 sell 1907 0.37 1.57020 1.57580 1.56960

3811 2008.07.03 22:59 sell 1908 0.37 1.57040 1.57600 1.56980

3812 2008.07.03 23:14 t/p 1905 0.37 1.56980 1.57600 1.56980 2373.16 763147.86

3813 2008.07.03 23:14 t/p 1908 0.37 1.56980 1.57600 1.56980 2373.16 765521.02

3814 2008.07.03 23:24 t/p 1906 0.37 1.56960 1.57580 1.56960 2373.16 767894.18

3815 2008.07.03 23:24 t/p 1907 0.37 1.56960 1.57580 1.56960 2373.16 770267.34

3816 2008.07.03 23:24 t/p 1904 0.37 1.56950 1.57570 1.56950 2373.16 772640.50

3817 2008.07.03 23:55 sell 1909 0.38 1.57030 1.57590 1.56970

3818 2008.07.03 23:57 sell 1910 0.38 1.57040 1.57600 1.56980

3819 2008.07.03 23:58 sell 1911 0.38 1.57050 1.57610 1.56990

3820 2008.07.03 23:59 sell 1912 0.38 1.57050 1.57610 1.56990

3821 2008.07.04 00:01 sell 1913 0.38 1.57040 1.57600 1.56980

3822 2008.07.04 00:14 t/p 1911 0.38 1.56990 1.57610 1.56990 2701.91 775342.41

3823 2008.07.04 00:14 t/p 1912 0.38 1.56990 1.57610 1.56990 2701.91 778044.32

3824 2008.07.04 00:18 t/p 1910 0.38 1.56980 1.57600 1.56980 2701.90 780746.22

3825 2008.07.04 00:18 t/p 1913 0.38 1.56980 1.57600 1.56980 2437.29 783183.51

3826 2008.07.04 00:18 t/p 1909 0.38 1.56970 1.57590 1.56970 2701.91 785885.42

3827 2008.07.04 03:30 sell 1914 0.38 1.56980 1.57540 1.56920

3828 2008.07.04 03:40 sell 1915 0.38 1.57050 1.57610 1.56990

3829 2008.07.04 03:41 t/p 1915 0.38 1.56990 1.57610 1.56990 2437.30 788322.72

3830 2008.07.04 03:43 sell 1916 0.38 1.57020 1.57580 1.56960

3831 2008.07.04 03:44 sell 1917 0.38 1.57050 1.57610 1.56990

3832 2008.07.04 03:47 sell 1918 0.38 1.57060 1.57620 1.57000

3833 2008.07.04 03:48 sell 1919 0.38 1.57060 1.57620 1.57000

3834 2008.07.04 03:54 t/p 1918 0.38 1.57000 1.57620 1.57000 2437.30 790760.02

Page 104: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 104/509

3835 2008.07.04 03:54 t/p 1919 0.38 1.57000 1.57620 1.57000 2437.30 793197.32

3836 2008.07.04 03:54 t/p 1917 0.38 1.56990 1.57610 1.56990 2437.30 795634.62

3837 2008.07.04 03:55 t/p 1916 0.38 1.56960 1.57580 1.56960 2437.29 798071.91

3838 2008.07.04 03:56 sell 1920 0.39 1.57050 1.57610 1.56990

3839 2008.07.04 03:57 sell 1921 0.39 1.57060 1.57620 1.57000

3840 2008.07.04 03:59 sell 1922 0.39 1.57070 1.57630 1.57010

3841 2008.07.04 04:00 sell 1923 0.39 1.57100 1.57660 1.57040

3842 2008.07.04 04:18 t/p 1923 0.39 1.57040 1.57660 1.57040 2501.44 800573.35

3843 2008.07.04 04:24 sell 1924 0.39 1.57070 1.57630 1.57010

3844 2008.07.04 10:06 t/p 1922 0.39 1.57010 1.57630 1.57010 2501.43 803074.78

3845 2008.07.04 10:06 t/p 1924 0.39 1.57010 1.57630 1.57010 2501.43 805576.21

3846 2008.07.04 10:06 close 1921 0.39 1.57010 1.57620 1.57000 2084.53 807660.74

3847 2008.07.04 10:06 close 1920 0.39 1.57010 1.57610 1.56990 1667.62 809328.36

3848 2008.07.04 10:06 close 1914 0.38 1.56978 1.57540 1.56920 81.25 809409.61

3849 2008.07.08 01:25 buy 1925 0.39 1.57208 1.56648 1.57268

3850 2008.07.08 01:26 buy 1926 0.39 1.57198 1.56638 1.57258

3851 2008.07.08 01:27 buy 1927 0.39 1.57198 1.56638 1.57258

3852 2008.07.08 01:30 buy 1928 0.39 1.57198 1.56638 1.57258

3853 2008.07.08 01:31 buy 1929 0.39 1.57188 1.56628 1.57248

3854 2008.07.08 03:02 t/p 1929 0.39 1.57248 1.56628 1.57248 2500.92 811910.53

3855 2008.07.08 03:02 close 1928 0.39 1.57248 1.56638 1.57258 2084.10 813994.63

3856 2008.07.08 03:02 close 1927 0.39 1.57248 1.56638 1.57258 2084.10 816078.73

3857 2008.07.08 03:02 close 1926 0.39 1.57248 1.56638 1.57258 2084.10 818162.83

3858 2008.07.08 03:02 close 1925 0.39 1.57248 1.56648 1.57268 1667.28 819830.11

3859 2008.07.08 04:14 buy 1930 0.40 1.57198 1.56638 1.57258

3860 2008.07.08 04:15 buy 1931 0.40 1.57168 1.56608 1.57228

3861 2008.07.08 04:16 buy 1932 0.40 1.57128 1.56568 1.57188

3862 2008.07.08 04:18 buy 1933 0.40 1.57098 1.56538 1.57158

3863 2008.07.08 04:24 buy 1934 0.40 1.57108 1.56548 1.57168

3864 2008.07.08 04:36 t/p 1933 0.40 1.57158 1.56538 1.57158 2565.05 822395.16

3865 2008.07.08 05:00 close 1930 0.40 1.56940 1.56638 1.57258 -11029.71 811365.45

3866 2008.07.08 05:00 close 1932 0.40 1.56940 1.56568 1.57188 -8037.15 803328.30

3867 2008.07.08 05:01 close 1931 0.40 1.56950 1.56608 1.57228 -9319.67 794008.63

3868 2008.07.08 05:02 close 1934 0.40 1.56960 1.56548 1.57168 -6327.12 787681.51

3869 2008.07.11 04:35 buy 1935 0.38 1.57848 1.57288 1.57908

3870 2008.07.11 04:36 buy 1936 0.38 1.57838 1.57278 1.57898

3871 2008.07.11 04:41 buy 1937 0.38 1.57848 1.57288 1.57908

Page 105: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 105/509

3872 2008.07.11 04:42 buy 1938 0.38 1.57848 1.57288 1.57908

3873 2008.07.11 04:44 buy 1939 0.38 1.57848 1.57288 1.57908

3874 2008.07.11 06:19 t/p 1936 0.38 1.57898 1.57278 1.57898 2436.82 790118.33

3875 2008.07.11 06:19 close 1939 0.38 1.57898 1.57288 1.57908 2030.68 792149.01

3876 2008.07.11 06:19 close 1938 0.38 1.57898 1.57288 1.57908 2030.68 794179.69

3877 2008.07.11 06:19 close 1937 0.38 1.57898 1.57288 1.57908 2030.68 796210.37

3878 2008.07.11 06:19 close 1935 0.38 1.57898 1.57288 1.57908 2030.68 798241.05

3879 2008.07.14 01:03 buy 1940 0.39 1.59338 1.58778 1.59398

3880 2008.07.14 01:08 buy 1941 0.39 1.59328 1.58768 1.59388

3881 2008.07.14 01:09 buy 1942 0.39 1.59308 1.58748 1.59368

3882 2008.07.14 01:17 buy 1943 0.39 1.59258 1.58698 1.59318

3883 2008.07.14 01:19 buy 1944 0.39 1.59268 1.58708 1.59328

3884 2008.07.14 08:31 s/l 1940 0.39 1.58778 1.58778 1.59398 -23342.16 774898.89

3885 2008.07.14 08:31 close 1942 0.39 1.58776 1.58748 1.59368 -22175.05 752723.84

3886 2008.07.14 08:31 close 1944 0.39 1.58776 1.58708 1.59328 -20507.75 732216.09

3887 2008.07.14 08:31 s/l 1941 0.39 1.58768 1.58768 1.59388 -23342.15 708873.94

3888 2008.07.14 08:32 close 1943 0.39 1.58770 1.58698 1.59318 -20341.02 688532.92

3889 2008.07.16 23:53 sell 1945 0.33 1.58260 1.58820 1.58200

3890 2008.07.16 23:57 sell 1946 0.33 1.58260 1.58820 1.58200

3891 2008.07.17 00:08 sell 1947 0.33 1.58280 1.58840 1.58220

3892 2008.07.17 00:31 t/p 1947 0.33 1.58220 1.58840 1.58220 2116.65 690649.57

3893 2008.07.17 00:32 t/p 1945 0.33 1.58200 1.58820 1.58200 2806.04 693455.61

3894 2008.07.17 00:32 t/p 1946 0.33 1.58200 1.58820 1.58200 2806.04 696261.65

3895 2008.07.17 02:42 sell 1948 0.34 1.58250 1.58810 1.58190

3896 2008.07.17 02:59 sell 1949 0.34 1.58250 1.58810 1.58190

3897 2008.07.17 03:02 sell 1950 0.34 1.58270 1.58830 1.58210

3898 2008.07.17 03:09 sell 1951 0.34 1.58280 1.58840 1.58220

3899 2008.07.17 03:11 sell 1952 0.34 1.58280 1.58840 1.58220

3900 2008.07.17 12:31 s/l 1948 0.34 1.58810 1.58810 1.58190 -20354.14 675907.51

3901 2008.07.17 12:31 s/l 1949 0.34 1.58810 1.58810 1.58190 -20354.14 655553.37

3902 2008.07.17 12:31 close 1950 0.34 1.58812 1.58830 1.58210 -19699.90 635853.47

3903 2008.07.17 12:31 close 1952 0.34 1.58812 1.58840 1.58220 -19336.43 616517.04

3904 2008.07.17 12:31 s/l 1951 0.34 1.58840 1.58840 1.58220 -20354.14 596162.90

3905 2008.07.22 01:56 buy 1953 0.29 1.59158 1.58598 1.59218

3906 2008.07.22 01:57 buy 1954 0.29 1.59128 1.58568 1.59188

3907 2008.07.22 01:59 buy 1955 0.29 1.59138 1.58578 1.59198

3908 2008.07.22 02:00 buy 1956 0.29 1.59138 1.58578 1.59198

3909 2008.07.22 02:02 buy 1957 0.29 1.59138 1.58578 1.59198

Page 106: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 106/509

3910 2008.07.22 03:12 t/p 1954 0.29 1.59188 1.58568 1.59188 1859.68 598022.58

3911 2008.07.22 03:19 t/p 1955 0.29 1.59198 1.58578 1.59198 1859.67 599882.25

3912 2008.07.22 03:19 t/p 1956 0.29 1.59198 1.58578 1.59198 1859.67 601741.92

3913 2008.07.22 03:19 t/p 1957 0.29 1.59198 1.58578 1.59198 1859.67 603601.59

3914 2008.07.22 03:20 t/p 1953 0.29 1.59218 1.58598 1.59218 1859.68 605461.27

3915 2008.07.23 00:40 sell 1958 0.29 1.57880 1.58440 1.57820

3916 2008.07.23 00:42 sell 1959 0.29 1.57900 1.58460 1.57840

3917 2008.07.23 00:45 sell 1960 0.29 1.57910 1.58470 1.57850

3918 2008.07.23 00:46 sell 1961 0.29 1.57920 1.58480 1.57860

3919 2008.07.23 00:48 sell 1962 0.29 1.57920 1.58480 1.57860

3920 2008.07.23 00:59 t/p 1961 0.29 1.57860 1.58480 1.57860 1860.08 607321.35

3921 2008.07.23 00:59 t/p 1962 0.29 1.57860 1.58480 1.57860 1860.08 609181.43

3922 2008.07.23 01:04 sell 1963 0.30 1.57910 1.58470 1.57850

3923 2008.07.23 01:07 sell 1964 0.30 1.57920 1.58480 1.57860

3924 2008.07.23 01:14 t/p 1964 0.30 1.57860 1.58480 1.57860 1924.22 611105.65

3925 2008.07.23 01:31 sell 1965 0.30 1.57910 1.58470 1.57850

3926 2008.07.23 02:27 t/p 1960 0.29 1.57850 1.58470 1.57850 1860.07 612965.72

3927 2008.07.23 02:27 t/p 1963 0.30 1.57850 1.58470 1.57850 1924.21 614889.93

3928 2008.07.23 02:27 t/p 1965 0.30 1.57850 1.58470 1.57850 1924.21 616814.14

3929 2008.07.23 02:27 close 1958 0.29 1.57848 1.58440 1.57820 992.05 617806.19

3930 2008.07.23 02:27 close 1959 0.29 1.57850 1.58460 1.57840 1550.06 619356.25

3931 2008.07.23 04:31 sell 1966 0.30 1.57900 1.58460 1.57840

3932 2008.07.23 04:32 sell 1967 0.30 1.57900 1.58460 1.57840

3933 2008.07.23 04:34 sell 1968 0.30 1.57900 1.58460 1.57840

3934 2008.07.23 04:35 sell 1969 0.30 1.57910 1.58470 1.57850

3935 2008.07.23 04:37 sell 1970 0.30 1.57920 1.58480 1.57860

3936 2008.07.23 04:45 t/p 1970 0.30 1.57860 1.58480 1.57860 1924.22 621280.47

3937 2008.07.23 04:45 t/p 1969 0.30 1.57850 1.58470 1.57850 1924.21 623204.68

3938 2008.07.23 04:46 t/p 1966 0.30 1.57840 1.58460 1.57840 1924.22 625128.90

3939 2008.07.23 04:46 t/p 1967 0.30 1.57840 1.58460 1.57840 1924.22 627053.12

3940 2008.07.23 04:46 t/p 1968 0.30 1.57840 1.58460 1.57840 1924.22 628977.34

3941 2008.07.23 23:14 sell 1971 0.31 1.56940 1.57500 1.56880

3942 2008.07.23 23:16 sell 1972 0.31 1.56950 1.57510 1.56890

3943 2008.07.23 23:34 sell 1973 0.31 1.56940 1.57500 1.56880

3944 2008.07.23 23:35 sell 1974 0.31 1.56940 1.57500 1.56880

3945 2008.07.23 23:44 sell 1975 0.31 1.56960 1.57520 1.56900

3946 2008.07.24 00:06 t/p 1975 0.31 1.56900 1.57520 1.56900 2635.92 631613.26

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 107/509

3947 2008.07.24 00:07 t/p 1972 0.31 1.56890 1.57510 1.56890 2635.93 634249.19

3948 2008.07.24 00:07 t/p 1971 0.31 1.56880 1.57500 1.56880 2635.92 636885.11

3949 2008.07.24 00:07 t/p 1973 0.31 1.56880 1.57500 1.56880 2635.92 639521.03

3950 2008.07.24 00:07 t/p 1974 0.31 1.56880 1.57500 1.56880 2635.92 642156.95

3951 2008.07.24 03:28 sell 1976 0.31 1.56890 1.57450 1.56830

3952 2008.07.24 03:37 sell 1977 0.31 1.56900 1.57460 1.56840

3953 2008.07.24 03:47 t/p 1977 0.31 1.56840 1.57460 1.56840 1988.32 644145.27

3954 2008.07.24 03:53 t/p 1976 0.31 1.56830 1.57450 1.56830 1988.32 646133.59

3955 2008.07.24 04:51 sell 1978 0.31 1.56880 1.57440 1.56820

3956 2008.07.24 04:53 sell 1979 0.31 1.56890 1.57450 1.56830

3957 2008.07.24 04:55 sell 1980 0.31 1.56900 1.57460 1.56840

3958 2008.07.24 04:56 sell 1981 0.31 1.56920 1.57480 1.56860

3959 2008.07.24 04:57 sell 1982 0.31 1.56930 1.57490 1.56870

3960 2008.07.24 09:08 t/p 1982 0.31 1.56870 1.57490 1.56870 1988.32 648121.91

3961 2008.07.24 09:08 close 1980 0.31 1.56868 1.57460 1.56840 1060.44 649182.35

3962 2008.07.24 09:08 close 1979 0.31 1.56868 1.57450 1.56830 729.05 649911.40

3963 2008.07.24 09:08 close 1978 0.31 1.56868 1.57440 1.56820 397.67 650309.07

3964 2008.07.24 09:08 t/p 1981 0.31 1.56860 1.57480 1.56860 1988.32 652297.39

3965 2008.07.29 21:45 sell 1983 0.32 1.55840 1.56400 1.55780

3966 2008.07.29 21:56 sell 1984 0.32 1.55840 1.56400 1.55780

3967 2008.07.29 21:58 sell 1985 0.32 1.55840 1.56400 1.55780

3968 2008.07.29 21:59 sell 1986 0.32 1.55850 1.56410 1.55790

3969 2008.07.29 22:01 sell 1987 0.32 1.55840 1.56400 1.55780

3970 2008.07.30 03:55 t/p 1986 0.32 1.55790 1.56410 1.55790 2275.28 654572.67

3971 2008.07.30 03:55 t/p 1983 0.32 1.55780 1.56400 1.55780 2275.27 656847.94

3972 2008.07.30 03:55 t/p 1984 0.32 1.55780 1.56400 1.55780 2275.27 659123.21

3973 2008.07.30 03:55 t/p 1985 0.32 1.55780 1.56400 1.55780 2275.27 661398.48

3974 2008.07.30 03:55 t/p 1987 0.32 1.55780 1.56400 1.55780 2275.27 663673.75

3975 2008.09.02 14:48 sell 1988 0.32 1.45040 1.45600 1.44980

3976 2008.09.02 14:49 sell 1989 0.32 1.45050 1.45610 1.44990

3977 2008.09.02 14:51 sell 1990 0.32 1.45060 1.45620 1.45000

3978 2008.09.02 14:52 sell 1991 0.32 1.45070 1.45630 1.45010

3979 2008.09.02 14:53 sell 1992 0.32 1.45080 1.45640 1.45020

3980 2008.09.02 15:19 t/p 1992 0.32 1.45020 1.45640 1.45020 2052.44 665726.19

3981 2008.09.02 15:20 t/p 1991 0.32 1.45010 1.45630 1.45010 2052.45 667778.64

3982 2008.09.02 15:20 t/p 1990 0.32 1.45000 1.45620 1.45000 2052.44 669831.08

3983 2008.09.02 15:21 t/p 1989 0.32 1.44990 1.45610 1.44990 2052.44 671883.52

3984 2008.09.02 15:21 t/p 1988 0.32 1.44980 1.45600 1.44980 2052.44 673935.96

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 108/509

3985 2008.09.03 14:11 sell 1993 0.33 1.44220 1.44780 1.44160

3986 2008.09.03 14:12 sell 1994 0.33 1.44240 1.44800 1.44180

3987 2008.09.03 14:18 sell 1995 0.33 1.44250 1.44810 1.44190

3988 2008.09.03 14:19 sell 1996 0.33 1.44290 1.44850 1.44230

3989 2008.09.03 14:23 t/p 1996 0.33 1.44230 1.44850 1.44230 2116.58 676052.54

3990 2008.09.03 14:31 t/p 1995 0.33 1.44190 1.44810 1.44190 2116.59 678169.13

3991 2008.09.03 14:31 t/p 1994 0.33 1.44180 1.44800 1.44180 2116.58 680285.71

3992 2008.09.03 15:45 close 1993 0.33 1.44618 1.44780 1.44160 -14039.99 666245.72

3993 2008.09.05 03:51 sell 1997 0.32 1.42800 1.43360 1.42740

3994 2008.09.05 03:55 t/p 1997 0.32 1.42740 1.43360 1.42740 2052.48 668298.20

3995 2008.09.05 04:39 sell 1998 0.32 1.42850 1.43410 1.42790

3996 2008.09.05 04:39 t/p 1998 0.32 1.42790 1.43410 1.42790 2052.48 670350.68

3997 2008.09.05 04:43 sell 1999 0.33 1.42890 1.43450 1.42830

3998 2008.09.05 04:44 t/p 1999 0.33 1.42830 1.43450 1.42830 2116.62 672467.30

3999 2008.09.05 04:55 sell 2000 0.33 1.42880 1.43440 1.42820

4000 2008.09.05 04:59 sell 2001 0.33 1.42870 1.43430 1.42810

4001 2008.09.05 05:03 t/p 2000 0.33 1.42820 1.43440 1.42820 2116.62 674583.92

4002 2008.09.05 05:03 t/p 2001 0.33 1.42810 1.43430 1.42810 2116.62 676700.54

4003 2008.09.08 18:03 sell 2002 0.33 1.42280 1.42840 1.42220

4004 2008.09.08 18:03 t/p 2002 0.33 1.42220 1.42840 1.42220 2116.56 678817.10

4005 2008.09.08 22:05 sell 2003 0.33 1.41150 1.41710 1.41090

4006 2008.09.08 22:08 sell 2004 0.33 1.41140 1.41700 1.41080

4007 2008.09.08 22:10 t/p 2003 0.33 1.41090 1.41710 1.41090 2116.56 680933.66

4008 2008.09.08 22:11 t/p 2004 0.33 1.41080 1.41700 1.41080 2116.56 683050.22

4009 2008.09.08 22:15 sell 2005 0.33 1.41160 1.41720 1.41100

4010 2008.09.08 22:17 sell 2006 0.33 1.41160 1.41720 1.41100

4011 2008.09.08 22:19 sell 2007 0.33 1.41160 1.41720 1.41100

4012 2008.09.08 22:27 sell 2008 0.33 1.41190 1.41750 1.41130

4013 2008.09.08 22:30 sell 2009 0.33 1.41210 1.41770 1.41150

4014 2008.09.09 01:03 t/p 2009 0.33 1.41150 1.41770 1.41150 2346.35 685396.57

4015 2008.09.09 01:03 close 2008 0.33 1.41148 1.41750 1.41130 1711.38 687107.96

4016 2008.09.09 01:03 close 2007 0.33 1.41148 1.41720 1.41100 653.10 687761.06

4017 2008.09.09 01:03 close 2006 0.33 1.41148 1.41720 1.41100 653.10 688414.16

4018 2008.09.09 01:03 close 2005 0.33 1.41148 1.41720 1.41100 653.10 689067.27

4019 2008.09.09 01:53 sell 2010 0.33 1.41320 1.41880 1.41260

4020 2008.09.09 01:54 sell 2011 0.33 1.41340 1.41900 1.41280

4021 2008.09.09 01:56 sell 2012 0.33 1.41350 1.41910 1.41290

Page 109: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 109/509

4022 2008.09.09 01:57 sell 2013 0.33 1.41420 1.41980 1.41360

4023 2008.09.09 01:58 sell 2014 0.33 1.41450 1.42010 1.41390

4024 2008.09.09 02:32 t/p 2014 0.33 1.41390 1.42010 1.41390 2116.56 691183.83

4025 2008.09.09 02:34 t/p 2013 0.33 1.41360 1.41980 1.41360 2116.56 693300.39

4026 2008.09.09 02:35 t/p 2012 0.33 1.41290 1.41910 1.41290 2116.56 695416.95

4027 2008.09.09 02:35 t/p 2011 0.33 1.41280 1.41900 1.41280 2116.56 697533.51

4028 2008.09.09 02:36 t/p 2010 0.33 1.41260 1.41880 1.41260 2116.56 699650.07

4029 2008.09.11 04:32 sell 2015 0.34 1.39680 1.40240 1.39620

4030 2008.09.11 04:33 sell 2016 0.34 1.39750 1.40310 1.39690

4031 2008.09.11 04:35 t/p 2016 0.34 1.39690 1.40310 1.39690 2180.70 701830.77

4032 2008.09.11 04:37 t/p 2015 0.34 1.39620 1.40240 1.39620 2180.70 704011.47

4033 2008.09.11 04:44 sell 2017 0.34 1.39710 1.40270 1.39650

4034 2008.09.11 04:47 sell 2018 0.34 1.39730 1.40290 1.39670

4035 2008.09.11 04:51 sell 2019 0.34 1.39730 1.40290 1.39670

4036 2008.09.11 04:52 sell 2020 0.34 1.39740 1.40300 1.39680

4037 2008.09.11 04:53 sell 2021 0.34 1.39790 1.40350 1.39730

4038 2008.09.11 05:09 t/p 2021 0.34 1.39730 1.40350 1.39730 2180.69 706192.16

4039 2008.09.11 05:10 t/p 2020 0.34 1.39680 1.40300 1.39680 2180.70 708372.86

4040 2008.09.11 05:10 t/p 2018 0.34 1.39670 1.40290 1.39670 2180.70 710553.56

4041 2008.09.11 05:10 t/p 2019 0.34 1.39670 1.40290 1.39670 2180.70 712734.26

4042 2008.09.11 06:08 t/p 2017 0.34 1.39650 1.40270 1.39650 2180.70 714914.96

4043 2008.09.12 14:31 buy 2022 0.35 1.40878 1.40318 1.40938

4044 2008.09.12 14:32 buy 2023 0.35 1.40838 1.40278 1.40898

4045 2008.09.12 14:35 buy 2024 0.35 1.40838 1.40278 1.40898

4046 2008.09.12 14:36 buy 2025 0.35 1.40768 1.40208 1.40828

4047 2008.09.12 14:37 buy 2026 0.35 1.40758 1.40198 1.40818

4048 2008.09.12 15:30 t/p 2026 0.35 1.40818 1.40198 1.40818 2244.33 717159.29

4049 2008.09.12 15:30 t/p 2025 0.35 1.40828 1.40208 1.40828 2244.34 719403.63

4050 2008.09.12 15:33 t/p 2023 0.35 1.40898 1.40278 1.40898 2244.33 721647.96

4051 2008.09.12 15:33 t/p 2024 0.35 1.40898 1.40278 1.40898 2244.33 723892.29

4052 2008.09.12 15:33 t/p 2022 0.35 1.40938 1.40318 1.40938 2244.34 726136.63

4053 2008.09.18 15:37 buy 2027 0.35 1.44568 1.44008 1.44628

4054 2008.09.18 15:40 buy 2028 0.35 1.44598 1.44038 1.44658

4055 2008.09.18 15:40 t/p 2027 0.35 1.44628 1.44008 1.44628 2244.34 728380.97

4056 2008.09.18 15:40 t/p 2028 0.35 1.44658 1.44038 1.44658 2244.33 730625.30

4057 2008.09.18 15:59 buy 2029 0.35 1.44488 1.43928 1.44548

4058 2008.09.18 16:00 buy 2030 0.35 1.44458 1.43898 1.44518

4059 2008.09.18 16:02 t/p 2030 0.35 1.44518 1.43898 1.44518 2244.33 732869.63

Page 110: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 110/509

4060 2008.09.18 16:03 t/p 2029 0.35 1.44548 1.43928 1.44548 2244.33 735113.96

4061 2008.09.22 01:28 buy 2031 0.36 1.44758 1.44198 1.44818

4062 2008.09.22 01:29 buy 2032 0.36 1.44698 1.44138 1.44758

4063 2008.09.22 01:31 buy 2033 0.36 1.44698 1.44138 1.44758

4064 2008.09.22 01:33 buy 2034 0.36 1.44678 1.44118 1.44738

4065 2008.09.22 01:33 t/p 2034 0.36 1.44738 1.44118 1.44738 2308.46 737422.42

4066 2008.09.22 01:33 t/p 2032 0.36 1.44758 1.44138 1.44758 2308.45 739730.87

4067 2008.09.22 01:33 t/p 2033 0.36 1.44758 1.44138 1.44758 2308.45 742039.32

4068 2008.09.22 01:42 buy 2035 0.36 1.44728 1.44168 1.44788

4069 2008.09.22 01:45 buy 2036 0.36 1.44718 1.44158 1.44778

4070 2008.09.22 01:46 buy 2037 0.36 1.44678 1.44118 1.44738

4071 2008.09.22 01:47 buy 2038 0.36 1.44628 1.44068 1.44688

4072 2008.09.22 02:04 t/p 2038 0.36 1.44688 1.44068 1.44688 2308.45 744347.77

4073 2008.09.22 02:11 t/p 2037 0.36 1.44738 1.44118 1.44738 2308.46 746656.23

4074 2008.09.22 02:14 t/p 2036 0.36 1.44778 1.44158 1.44778 2308.46 748964.69

4075 2008.09.22 02:14 t/p 2035 0.36 1.44788 1.44168 1.44788 2308.45 751273.14

4076 2008.09.22 02:15 t/p 2031 0.36 1.44818 1.44198 1.44818 2308.46 753581.60

4077 2008.09.22 04:00 buy 2039 0.37 1.44728 1.44168 1.44788

4078 2008.09.22 04:04 buy 2040 0.37 1.44738 1.44178 1.44798

4079 2008.09.22 04:09 buy 2041 0.37 1.44698 1.44138 1.44758

4080 2008.09.22 04:10 buy 2042 0.37 1.44628 1.44068 1.44688

4081 2008.09.22 04:11 buy 2043 0.37 1.44618 1.44058 1.44678

4082 2008.09.22 04:16 t/p 2043 0.37 1.44678 1.44058 1.44678 2372.58 755954.18

4083 2008.09.22 04:16 t/p 2042 0.37 1.44688 1.44068 1.44688 2372.58 758326.76

4084 2008.09.22 04:20 buy 2044 0.37 1.44678 1.44118 1.44738

4085 2008.09.22 04:21 buy 2045 0.37 1.44628 1.44068 1.44688

4086 2008.09.22 04:28 t/p 2045 0.37 1.44688 1.44068 1.44688 2372.58 760699.34

4087 2008.09.22 04:28 buy 2046 0.37 1.44706 1.44146 1.44766

4088 2008.09.22 04:33 t/p 2044 0.37 1.44738 1.44118 1.44738 2372.58 763071.92

4089 2008.09.22 04:33 t/p 2041 0.37 1.44758 1.44138 1.44758 2372.58 765444.50

4090 2008.09.22 04:33 t/p 2046 0.37 1.44766 1.44146 1.44766 2372.58 767817.08

4091 2008.09.22 04:40 t/p 2039 0.37 1.44788 1.44168 1.44788 2372.58 770189.66

4092 2008.09.22 04:40 t/p 2040 0.37 1.44798 1.44178 1.44798 2372.58 772562.24

4093 2008.09.22 14:05 buy 2047 0.38 1.45668 1.45108 1.45728

4094 2008.09.22 14:07 t/p 2047 0.38 1.45728 1.45108 1.45728 2436.71 774998.95

4095 2008.09.22 23:38 buy 2048 0.38 1.47958 1.47398 1.48018

4096 2008.09.22 23:45 buy 2049 0.38 1.47968 1.47408 1.48028

Page 111: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 111/509

4097 2008.09.22 23:46 buy 2050 0.38 1.47948 1.47388 1.48008

4098 2008.09.22 23:49 buy 2051 0.38 1.47938 1.47378 1.47998

4099 2008.09.22 23:50 buy 2052 0.38 1.47898 1.47338 1.47958

4100 2008.09.23 00:37 t/p 2052 0.38 1.47958 1.47338 1.47958 1952.27 776951.22

4101 2008.09.23 00:39 t/p 2051 0.38 1.47998 1.47378 1.47998 1952.27 778903.48

4102 2008.09.23 00:39 t/p 2050 0.38 1.48008 1.47388 1.48008 1952.26 780855.74

4103 2008.09.23 01:37 close 2048 0.38 1.47961 1.47398 1.48018 -362.61 780493.13

4104 2008.09.23 01:37 close 2049 0.38 1.47970 1.47408 1.48028 -403.21 780089.92

4105 2008.09.23 02:11 buy 2053 0.38 1.47858 1.47298 1.47918

4106 2008.09.23 02:13 t/p 2053 0.38 1.47918 1.47298 1.47918 2436.71 782526.63

4107 2008.09.23 04:10 buy 2054 0.38 1.47988 1.47428 1.48048

4108 2008.09.23 04:13 buy 2055 0.38 1.47978 1.47418 1.48038

4109 2008.09.23 04:15 buy 2056 0.38 1.47958 1.47398 1.48018

4110 2008.09.23 04:16 buy 2057 0.38 1.47948 1.47388 1.48008

4111 2008.09.23 04:18 buy 2058 0.38 1.47968 1.47408 1.48028

4112 2008.09.23 07:52 t/p 2057 0.38 1.48008 1.47388 1.48008 2436.70 784963.33

4113 2008.09.23 07:52 close 2058 0.38 1.48009 1.47408 1.48028 1665.09 786628.42

4114 2008.09.23 07:52 close 2055 0.38 1.48009 1.47418 1.48038 1258.97 787887.39

4115 2008.09.23 07:52 close 2054 0.38 1.48009 1.47428 1.48048 852.85 788740.24

4116 2008.09.23 07:52 t/p 2056 0.38 1.48018 1.47398 1.48018 2436.70 791176.94

4117 2008.09.29 14:43 sell 2059 0.38 1.43600 1.44160 1.43540

4118 2008.09.29 14:46 sell 2060 0.38 1.43620 1.44180 1.43560

4119 2008.09.29 14:47 sell 2061 0.38 1.43630 1.44190 1.43570

4120 2008.09.29 14:49 sell 2062 0.38 1.43620 1.44180 1.43560

4121 2008.09.29 14:50 sell 2063 0.38 1.43650 1.44210 1.43590

4122 2008.09.29 14:59 t/p 2063 0.38 1.43590 1.44210 1.43590 2437.23 793614.17

4123 2008.09.29 14:59 t/p 2061 0.38 1.43570 1.44190 1.43570 2437.23 796051.40

4124 2008.09.29 14:59 t/p 2060 0.38 1.43560 1.44180 1.43560 2437.23 798488.63

4125 2008.09.29 14:59 t/p 2062 0.38 1.43560 1.44180 1.43560 2437.23 800925.86

4126 2008.09.29 15:01 t/p 2059 0.38 1.43540 1.44160 1.43540 2437.23 803363.09

4127 2008.09.29 15:06 sell 2064 0.39 1.43740 1.44300 1.43680

4128 2008.09.29 15:06 t/p 2064 0.39 1.43680 1.44300 1.43680 2501.37 805864.46

4129 2008.09.29 15:22 sell 2065 0.39 1.43720 1.44280 1.43660

4130 2008.09.29 15:25 t/p 2065 0.39 1.43660 1.44280 1.43660 2501.37 808365.83

4131 2008.09.29 15:33 sell 2066 0.39 1.43780 1.44340 1.43720

4132 2008.09.29 15:35 t/p 2066 0.39 1.43720 1.44340 1.43720 2501.36 810867.19

4133 2008.09.29 16:10 sell 2067 0.39 1.43800 1.44360 1.43740

4134 2008.09.29 16:12 t/p 2067 0.39 1.43740 1.44360 1.43740 2501.36 813368.55

Page 112: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 112/509

4135 2008.09.29 16:20 sell 2068 0.40 1.43820 1.44380 1.43760

4136 2008.09.29 16:20 t/p 2068 0.40 1.43760 1.44380 1.43760 2565.51 815934.06

4137 2008.09.29 16:23 sell 2069 0.40 1.43810 1.44370 1.43750

4138 2008.09.29 16:33 t/p 2069 0.40 1.43750 1.44370 1.43750 2565.50 818499.56

4139 2008.09.29 16:39 sell 2070 0.40 1.43890 1.44450 1.43830

4140 2008.09.29 16:39 t/p 2070 0.40 1.43830 1.44450 1.43830 2565.51 821065.07

4141 2008.09.29 16:42 sell 2071 0.40 1.43860 1.44420 1.43800

4142 2008.09.29 16:43 sell 2072 0.40 1.43920 1.44480 1.43860

4143 2008.09.29 16:45 sell 2073 0.40 1.43940 1.44500 1.43880

4144 2008.09.29 16:47 sell 2074 0.40 1.43970 1.44530 1.43910

4145 2008.09.29 16:51 t/p 2074 0.40 1.43910 1.44530 1.43910 2565.51 823630.58

4146 2008.09.29 16:51 t/p 2073 0.40 1.43880 1.44500 1.43880 2565.51 826196.09

4147 2008.09.29 16:54 sell 2075 0.40 1.43900 1.44460 1.43840

4148 2008.09.29 16:55 t/p 2072 0.40 1.43860 1.44480 1.43860 2565.51 828761.60

4149 2008.09.29 16:55 t/p 2075 0.40 1.43840 1.44460 1.43840 2565.50 831327.10

4150 2008.09.29 16:57 sell 2076 0.40 1.43930 1.44490 1.43870

4151 2008.09.29 16:59 sell 2077 0.40 1.43970 1.44530 1.43910

4152 2008.09.29 16:59 t/p 2077 0.40 1.43910 1.44530 1.43910 2565.51 833892.61

4153 2008.09.29 17:01 sell 2078 0.40 1.44090 1.44650 1.44030

4154 2008.09.29 17:03 t/p 2078 0.40 1.44030 1.44650 1.44030 2565.51 836458.12

4155 2008.09.29 17:04 sell 2079 0.41 1.44050 1.44610 1.43990

4156 2008.09.29 17:06 s/l 2071 0.40 1.44420 1.44420 1.43800 -23944.71 812513.41

4157 2008.09.29 17:19 s/l 2076 0.40 1.44490 1.44490 1.43870 -23944.71 788568.70

4158 2008.09.29 17:19 s/l 2079 0.41 1.44610 1.44610 1.43990 -24543.32 764025.38

4159 2008.09.30 21:45 sell 2080 0.37 1.40890 1.41450 1.40830

4160 2008.09.30 21:49 sell 2081 0.37 1.40940 1.41500 1.40880

4161 2008.09.30 21:54 sell 2082 0.37 1.40920 1.41480 1.40860

4162 2008.09.30 21:56 t/p 2081 0.37 1.40880 1.41500 1.40880 2373.09 766398.47

4163 2008.09.30 21:59 t/p 2082 0.37 1.40860 1.41480 1.40860 2373.09 768771.56

4164 2008.09.30 21:59 t/p 2080 0.37 1.40830 1.41450 1.40830 2373.09 771144.65

4165 2008.09.30 23:39 sell 2083 0.37 1.40840 1.41400 1.40780

4166 2008.09.30 23:40 sell 2084 0.37 1.40850 1.41410 1.40790

4167 2008.09.30 23:43 sell 2085 0.37 1.40850 1.41410 1.40790

4168 2008.09.30 23:44 sell 2086 0.37 1.40880 1.41440 1.40820

4169 2008.09.30 23:45 sell 2087 0.37 1.40920 1.41480 1.40860

4170 2008.10.01 01:39 t/p 2087 0.37 1.40860 1.41480 1.40860 2630.74 773775.39

4171 2008.10.01 01:39 close 2086 0.37 1.40859 1.41440 1.40820 1088.23 774863.61

Page 113: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 113/509

4172 2008.10.01 01:39 close 2085 0.37 1.40848 1.41410 1.40790 336.75 775200.36

4173 2008.10.01 01:39 close 2084 0.37 1.40848 1.41410 1.40790 336.75 775537.11

4174 2008.10.01 01:39 close 2083 0.37 1.40840 1.41400 1.40780 257.65 775794.76

4175 2008.10.01 02:14 sell 2088 0.38 1.41110 1.41670 1.41050

4176 2008.10.01 02:25 sell 2089 0.38 1.41130 1.41690 1.41070

4177 2008.10.01 02:27 sell 2090 0.38 1.41140 1.41700 1.41080

4178 2008.10.01 02:29 sell 2091 0.38 1.41150 1.41710 1.41090

4179 2008.10.01 02:31 sell 2092 0.38 1.41160 1.41720 1.41100

4180 2008.10.01 03:09 t/p 2092 0.38 1.41100 1.41720 1.41100 2437.23 778231.99

4181 2008.10.01 03:09 t/p 2091 0.38 1.41090 1.41710 1.41090 2437.23 780669.22

4182 2008.10.01 03:09 t/p 2090 0.38 1.41080 1.41700 1.41080 2437.23 783106.45

4183 2008.10.01 03:09 t/p 2089 0.38 1.41070 1.41690 1.41070 2437.23 785543.68

4184 2008.10.01 03:09 t/p 2088 0.38 1.41050 1.41670 1.41050 2437.23 787980.91

4185 2008.10.01 03:50 sell 2093 0.38 1.41230 1.41790 1.41170

4186 2008.10.01 03:51 sell 2094 0.38 1.41380 1.41940 1.41320

4187 2008.10.01 03:54 sell 2095 0.38 1.41380 1.41940 1.41320

4188 2008.10.01 03:55 t/p 2094 0.38 1.41320 1.41940 1.41320 2437.23 790418.14

4189 2008.10.01 03:55 t/p 2095 0.38 1.41320 1.41940 1.41320 2437.23 792855.37

4190 2008.10.01 03:56 t/p 2093 0.38 1.41170 1.41790 1.41170 2437.23 795292.60

4191 2008.10.06 13:20 sell 2096 0.39 1.35930 1.36490 1.35870

4192 2008.10.06 13:20 t/p 2096 0.39 1.35870 1.36490 1.35870 2501.32 797793.92

4193 2008.10.06 13:30 sell 2097 0.39 1.35950 1.36510 1.35890

4194 2008.10.06 13:31 sell 2098 0.39 1.35970 1.36530 1.35910

4195 2008.10.06 13:33 sell 2099 0.39 1.35970 1.36530 1.35910

4196 2008.10.06 13:34 sell 2100 0.39 1.36000 1.36560 1.35940

4197 2008.10.06 13:36 sell 2101 0.39 1.36060 1.36620 1.36000

4198 2008.10.06 13:36 t/p 2101 0.39 1.36000 1.36620 1.36000 2501.32 800295.24

4199 2008.10.06 13:38 sell 2102 0.39 1.35990 1.36550 1.35930

4200 2008.10.06 13:41 t/p 2100 0.39 1.35940 1.36560 1.35940 2501.32 802796.56

4201 2008.10.06 13:41 t/p 2102 0.39 1.35930 1.36550 1.35930 2501.32 805297.88

4202 2008.10.06 13:41 t/p 2098 0.39 1.35910 1.36530 1.35910 2501.32 807799.20

4203 2008.10.06 13:41 t/p 2099 0.39 1.35910 1.36530 1.35910 2501.32 810300.52

4204 2008.10.06 13:43 t/p 2097 0.39 1.35890 1.36510 1.35890 2501.32 812801.84

4205 2008.10.16 02:21 sell 2103 0.39 1.34630 1.35190 1.34570

4206 2008.10.16 02:22 sell 2104 0.39 1.34640 1.35200 1.34580

4207 2008.10.16 02:24 t/p 2104 0.39 1.34580 1.35200 1.34580 2501.27 815303.11

4208 2008.10.16 02:24 t/p 2103 0.39 1.34570 1.35190 1.34570 2501.27 817804.38

4209 2008.10.16 03:08 sell 2105 0.40 1.34710 1.35270 1.34650

Page 114: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 114/509

4210 2008.10.16 03:09 sell 2106 0.40 1.34700 1.35260 1.34640

4211 2008.10.16 03:09 t/p 2105 0.40 1.34650 1.35270 1.34650 2565.38 820369.76

4212 2008.10.16 03:09 t/p 2106 0.40 1.34640 1.35260 1.34640 2565.38 822935.14

4213 2008.10.16 03:10 sell 2107 0.40 1.34720 1.35280 1.34660

4214 2008.10.16 03:10 t/p 2107 0.40 1.34660 1.35280 1.34660 2565.39 825500.53

4215 2008.10.16 03:12 sell 2108 0.40 1.34690 1.35250 1.34630

4216 2008.10.16 03:13 sell 2109 0.40 1.34770 1.35330 1.34710

4217 2008.10.16 03:14 t/p 2109 0.40 1.34710 1.35330 1.34710 2565.39 828065.92

4218 2008.10.16 03:22 sell 2110 0.40 1.34690 1.35250 1.34630

4219 2008.10.16 03:23 sell 2111 0.40 1.34730 1.35290 1.34670

4220 2008.10.16 03:24 sell 2112 0.40 1.34760 1.35320 1.34700

4221 2008.10.16 03:25 t/p 2112 0.40 1.34700 1.35320 1.34700 2565.38 830631.30

4222 2008.10.16 03:25 t/p 2111 0.40 1.34670 1.35290 1.34670 2565.38 833196.68

4223 2008.10.16 03:26 t/p 2108 0.40 1.34630 1.35250 1.34630 2565.39 835762.07

4224 2008.10.16 03:26 t/p 2110 0.40 1.34630 1.35250 1.34630 2565.39 838327.46

4225 2008.10.16 03:35 sell 2113 0.41 1.34730 1.35290 1.34670

4226 2008.10.16 03:37 sell 2114 0.41 1.34740 1.35300 1.34680

4227 2008.10.16 03:38 sell 2115 0.41 1.34760 1.35320 1.34700

4228 2008.10.16 03:39 t/p 2115 0.41 1.34700 1.35320 1.34700 2629.52 840956.98

4229 2008.10.16 03:42 sell 2116 0.41 1.34780 1.35340 1.34720

4230 2008.10.16 03:43 sell 2117 0.41 1.34870 1.35430 1.34810

4231 2008.10.16 03:44 sell 2118 0.41 1.34900 1.35460 1.34840

4232 2008.10.16 03:47 t/p 2118 0.41 1.34840 1.35460 1.34840 2629.52 843586.50

4233 2008.10.16 03:48 t/p 2117 0.41 1.34810 1.35430 1.34810 2629.52 846216.02

4234 2008.10.16 03:49 t/p 2116 0.41 1.34720 1.35340 1.34720 2629.52 848845.54

4235 2008.10.16 03:55 t/p 2114 0.41 1.34680 1.35300 1.34680 2629.52 851475.06

4236 2008.10.16 03:55 t/p 2113 0.41 1.34670 1.35290 1.34670 2629.52 854104.58

4237 2008.10.20 21:06 sell 2119 0.41 1.33260 1.33820 1.33200

4238 2008.10.20 21:08 sell 2120 0.41 1.33270 1.33830 1.33210

4239 2008.10.20 21:09 sell 2121 0.41 1.33300 1.33860 1.33240

4240 2008.10.20 21:10 t/p 2121 0.41 1.33240 1.33860 1.33240 2629.52 856734.10

4241 2008.10.20 21:10 t/p 2120 0.41 1.33210 1.33830 1.33210 2629.51 859363.61

4242 2008.10.20 21:11 t/p 2119 0.41 1.33200 1.33820 1.33200 2629.52 861993.13

4243 2008.10.20 22:01 sell 2122 0.42 1.33270 1.33830 1.33210

4244 2008.10.20 22:02 sell 2123 0.42 1.33270 1.33830 1.33210

4245 2008.10.20 22:03 sell 2124 0.42 1.33300 1.33860 1.33240

4246 2008.10.20 22:05 t/p 2124 0.42 1.33240 1.33860 1.33240 2693.66 864686.79

Page 115: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 115/509

4247 2008.10.20 22:07 t/p 2122 0.42 1.33210 1.33830 1.33210 2693.65 867380.44

4248 2008.10.20 22:07 t/p 2123 0.42 1.33210 1.33830 1.33210 2693.65 870074.09

4249 2008.10.20 22:51 sell 2125 0.42 1.33310 1.33870 1.33250

4250 2008.10.20 22:52 sell 2126 0.42 1.33310 1.33870 1.33250

4251 2008.10.20 22:54 sell 2127 0.42 1.33310 1.33870 1.33250

4252 2008.10.20 22:57 sell 2128 0.42 1.33320 1.33880 1.33260

4253 2008.10.20 22:58 sell 2129 0.42 1.33320 1.33880 1.33260

4254 2008.10.20 23:05 t/p 2128 0.42 1.33260 1.33880 1.33260 2693.65 872767.74

4255 2008.10.20 23:05 t/p 2129 0.42 1.33260 1.33880 1.33260 2693.65 875461.39

4256 2008.10.20 23:05 t/p 2125 0.42 1.33250 1.33870 1.33250 2693.65 878155.04

4257 2008.10.20 23:05 t/p 2126 0.42 1.33250 1.33870 1.33250 2693.65 880848.69

4258 2008.10.20 23:05 t/p 2127 0.42 1.33250 1.33870 1.33250 2693.65 883542.34

4259 2008.10.20 23:29 sell 2130 0.43 1.33330 1.33890 1.33270

4260 2008.10.20 23:30 sell 2131 0.43 1.33350 1.33910 1.33290

4261 2008.10.20 23:31 sell 2132 0.43 1.33390 1.33950 1.33330

4262 2008.10.20 23:33 sell 2133 0.43 1.33400 1.33960 1.33340

4263 2008.10.20 23:34 sell 2134 0.43 1.33440 1.34000 1.33380

4264 2008.10.20 23:50 t/p 2134 0.43 1.33380 1.34000 1.33380 2757.79 886300.13

4265 2008.10.20 23:59 sell 2135 0.43 1.33410 1.33970 1.33350

4266 2008.10.21 00:38 t/p 2135 0.43 1.33350 1.33970 1.33350 3057.21 889357.33

4267 2008.10.21 00:43 t/p 2133 0.43 1.33340 1.33960 1.33340 3057.22 892414.55

4268 2008.10.21 00:43 t/p 2132 0.43 1.33330 1.33950 1.33330 3057.22 895471.77

4269 2008.10.21 00:50 t/p 2131 0.43 1.33290 1.33910 1.33290 3057.22 898528.99

4270 2008.10.21 00:59 close 2130 0.43 1.33298 1.33890 1.33270 1770.25 900299.23

4271 2008.10.21 17:08 sell 2136 0.44 1.32140 1.32700 1.32080

4272 2008.10.21 17:09 t/p 2136 0.44 1.32080 1.32700 1.32080 2821.93 903121.16

4273 2008.10.21 17:16 sell 2137 0.44 1.32160 1.32720 1.32100

4274 2008.10.21 17:17 sell 2138 0.44 1.32240 1.32800 1.32180

4275 2008.10.21 17:18 sell 2139 0.44 1.32280 1.32840 1.32220

4276 2008.10.21 17:19 t/p 2139 0.44 1.32220 1.32840 1.32220 2821.92 905943.08

4277 2008.10.21 17:20 t/p 2138 0.44 1.32180 1.32800 1.32180 2821.92 908765.00

4278 2008.10.21 17:24 sell 2140 0.44 1.32180 1.32740 1.32120

4279 2008.10.21 17:25 sell 2141 0.44 1.32230 1.32790 1.32170

4280 2008.10.21 17:26 t/p 2141 0.44 1.32170 1.32790 1.32170 2821.92 911586.92

4281 2008.10.21 17:27 sell 2142 0.44 1.32190 1.32750 1.32130

4282 2008.10.21 17:31 t/p 2142 0.44 1.32130 1.32750 1.32130 2821.92 914408.84

4283 2008.10.21 17:31 t/p 2140 0.44 1.32120 1.32740 1.32120 2821.93 917230.77

4284 2008.10.21 17:31 t/p 2137 0.44 1.32100 1.32720 1.32100 2821.93 920052.70

Page 116: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 116/509

4285 2008.10.21 21:20 sell 2143 0.45 1.31210 1.31770 1.31150

4286 2008.10.21 21:23 sell 2144 0.45 1.31240 1.31800 1.31180

4287 2008.10.21 21:24 t/p 2144 0.45 1.31180 1.31800 1.31180 2886.06 922938.76

4288 2008.10.21 21:24 t/p 2143 0.45 1.31150 1.31770 1.31150 2886.06 925824.82

4289 2008.10.21 21:30 sell 2145 0.45 1.31240 1.31800 1.31180

4290 2008.10.21 21:33 t/p 2145 0.45 1.31180 1.31800 1.31180 2886.06 928710.88

4291 2008.10.21 21:49 sell 2146 0.45 1.31280 1.31840 1.31220

4292 2008.10.21 21:51 t/p 2146 0.45 1.31220 1.31840 1.31220 2886.06 931596.94

4293 2008.10.21 21:59 sell 2147 0.45 1.31320 1.31880 1.31260

4294 2008.10.21 22:00 sell 2148 0.45 1.31330 1.31890 1.31270

4295 2008.10.21 22:01 sell 2149 0.45 1.31370 1.31930 1.31310

4296 2008.10.21 22:03 t/p 2149 0.45 1.31310 1.31930 1.31310 2886.06 934483.00

4297 2008.10.21 22:05 sell 2150 0.45 1.31350 1.31910 1.31290

4298 2008.10.21 22:06 t/p 2150 0.45 1.31290 1.31910 1.31290 2886.05 937369.05

4299 2008.10.21 22:07 sell 2151 0.46 1.31300 1.31860 1.31240

4300 2008.10.21 22:09 t/p 2148 0.45 1.31270 1.31890 1.31270 2886.05 940255.10

4301 2008.10.21 22:09 t/p 2147 0.45 1.31260 1.31880 1.31260 2886.05 943141.15

4302 2008.10.21 22:10 t/p 2151 0.46 1.31240 1.31860 1.31240 2950.19 946091.34

4303 2008.10.22 01:36 sell 2152 0.46 1.30760 1.31320 1.30700

4304 2008.10.22 01:43 sell 2153 0.46 1.30760 1.31320 1.30700

4305 2008.10.22 01:50 t/p 2152 0.46 1.30700 1.31320 1.30700 2950.19 949041.53

4306 2008.10.22 01:50 t/p 2153 0.46 1.30700 1.31320 1.30700 2950.19 951991.72

4307 2008.10.22 12:09 sell 2154 0.46 1.29060 1.29620 1.29000

4308 2008.10.22 12:10 sell 2155 0.46 1.29120 1.29680 1.29060

4309 2008.10.22 12:11 sell 2156 0.46 1.29180 1.29740 1.29120

4310 2008.10.22 12:12 sell 2157 0.46 1.29220 1.29780 1.29160

4311 2008.10.22 12:14 sell 2158 0.46 1.29190 1.29750 1.29130

4312 2008.10.22 12:17 t/p 2157 0.46 1.29160 1.29780 1.29160 2950.19 954941.91

4313 2008.10.22 12:17 t/p 2158 0.46 1.29130 1.29750 1.29130 2950.19 957892.10

4314 2008.10.22 12:19 sell 2159 0.47 1.29210 1.29770 1.29150

4315 2008.10.22 12:23 sell 2160 0.47 1.29280 1.29840 1.29220

4316 2008.10.22 12:25 t/p 2160 0.47 1.29220 1.29840 1.29220 3014.33 960906.43

4317 2008.10.22 12:27 t/p 2159 0.47 1.29150 1.29770 1.29150 3014.32 963920.75

4318 2008.10.22 12:27 t/p 2156 0.46 1.29120 1.29740 1.29120 2950.19 966870.94

4319 2008.10.22 12:29 sell 2161 0.47 1.29150 1.29710 1.29090

4320 2008.10.22 12:31 t/p 2161 0.47 1.29090 1.29710 1.29090 3014.33 969885.27

4321 2008.10.22 12:33 sell 2162 0.47 1.29190 1.29750 1.29130

Page 117: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 117/509

4322 2008.10.22 12:35 t/p 2162 0.47 1.29130 1.29750 1.29130 3014.33 972899.60

4323 2008.10.22 12:44 t/p 2155 0.46 1.29060 1.29680 1.29060 2950.19 975849.79

4324 2008.10.22 12:49 sell 2163 0.47 1.29230 1.29790 1.29170

4325 2008.10.22 12:51 t/p 2163 0.47 1.29170 1.29790 1.29170 3014.33 978864.12

4326 2008.10.22 13:03 sell 2164 0.48 1.29210 1.29770 1.29150

4327 2008.10.22 13:04 sell 2165 0.48 1.29250 1.29810 1.29190

4328 2008.10.22 13:05 sell 2166 0.48 1.29360 1.29920 1.29300

4329 2008.10.22 13:06 sell 2167 0.48 1.29400 1.29960 1.29340

4330 2008.10.22 13:08 t/p 2167 0.48 1.29340 1.29960 1.29340 3078.46 981942.58

4331 2008.10.22 13:08 t/p 2166 0.48 1.29300 1.29920 1.29300 3078.46 985021.04

4332 2008.10.22 13:10 sell 2168 0.48 1.29330 1.29890 1.29270

4333 2008.10.22 13:13 sell 2169 0.48 1.29370 1.29930 1.29310

4334 2008.10.22 13:15 t/p 2169 0.48 1.29310 1.29930 1.29310 3078.46 988099.50

4335 2008.10.22 13:15 sell 2170 0.48 1.29289 1.29849 1.29229

4336 2008.10.22 13:15 t/p 2168 0.48 1.29270 1.29890 1.29270 3078.46 991177.96

4337 2008.10.22 13:15 t/p 2170 0.48 1.29229 1.29849 1.29229 3078.46 994256.42

4338 2008.10.22 13:16 t/p 2165 0.48 1.29190 1.29810 1.29190 3078.46 997334.88

4339 2008.10.22 13:17 t/p 2164 0.48 1.29150 1.29770 1.29150 3078.46 1000413.34

4340 2008.10.22 13:29 t/p 2154 0.46 1.29000 1.29620 1.29000 2950.19 1003363.53

4341 2008.10.24 15:25 sell 2171 0.49 1.26250 1.26810 1.26190

4342 2008.10.24 15:25 t/p 2171 0.49 1.26190 1.26810 1.26190 3142.60 1006506.13

4343 2008.10.24 15:28 sell 2172 0.49 1.26270 1.26830 1.26210

4344 2008.10.24 15:30 t/p 2172 0.49 1.26210 1.26830 1.26210 3142.60 1009648.73

4345 2008.10.24 15:35 sell 2173 0.49 1.26220 1.26780 1.26160

4346 2008.10.24 15:35 t/p 2173 0.49 1.26160 1.26780 1.26160 3142.60 1012791.33

4347 2008.10.24 15:38 sell 2174 0.49 1.26250 1.26810 1.26190

4348 2008.10.24 15:40 sell 2175 0.49 1.26470 1.27030 1.26410

4349 2008.10.24 15:40 t/p 2175 0.49 1.26410 1.27030 1.26410 3142.60 1015933.93

4350 2008.10.24 15:41 sell 2176 0.49 1.26770 1.27330 1.26710

4351 2008.10.24 15:41 s/l 2174 0.49 1.26810 1.26810 1.26190 -29330.89 986603.04

4352 2008.10.24 15:41 t/p 2176 0.49 1.26710 1.27330 1.26710 3142.59 989745.63

4353 2008.10.24 15:43 sell 2177 0.48 1.26710 1.27270 1.26650

4354 2008.10.24 15:44 sell 2178 0.48 1.26770 1.27330 1.26710

4355 2008.10.24 15:45 t/p 2178 0.48 1.26710 1.27330 1.26710 3078.46 992824.09

4356 2008.10.24 15:45 t/p 2177 0.48 1.26650 1.27270 1.26650 3078.46 995902.55

4357 2008.10.24 15:51 sell 2179 0.48 1.26490 1.27050 1.26430

4358 2008.10.24 15:52 sell 2180 0.48 1.26550 1.27110 1.26490

4359 2008.10.24 15:52 t/p 2180 0.48 1.26490 1.27110 1.26490 3078.46 998981.01

Page 118: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 118/509

4360 2008.10.24 15:53 sell 2181 0.49 1.26560 1.27120 1.26500

4361 2008.10.24 15:53 t/p 2181 0.49 1.26500 1.27120 1.26500 3142.59 1002123.60

4362 2008.10.24 15:54 t/p 2179 0.48 1.26430 1.27050 1.26430 3078.46 1005202.06

4363 2008.10.24 15:57 sell 2182 0.49 1.26500 1.27060 1.26440

4364 2008.10.24 15:58 sell 2183 0.49 1.26520 1.27080 1.26460

4365 2008.10.24 15:59 sell 2184 0.49 1.26560 1.27120 1.26500

4366 2008.10.24 16:00 sell 2185 0.49 1.26610 1.27170 1.26550

4367 2008.10.24 16:03 sell 2186 0.49 1.26610 1.27170 1.26550

4368 2008.10.24 16:04 t/p 2185 0.49 1.26550 1.27170 1.26550 3142.60 1008344.66

4369 2008.10.24 16:04 t/p 2186 0.49 1.26550 1.27170 1.26550 3142.60 1011487.26

4370 2008.10.24 16:04 t/p 2184 0.49 1.26500 1.27120 1.26500 3142.59 1014629.85

4371 2008.10.24 16:05 t/p 2183 0.49 1.26460 1.27080 1.26460 3142.60 1017772.45

4372 2008.10.24 16:05 t/p 2182 0.49 1.26440 1.27060 1.26440 3142.60 1020915.05

4373 2008.10.27 13:30 sell 2187 0.50 1.24510 1.25070 1.24450

4374 2008.10.27 13:30 t/p 2187 0.50 1.24450 1.25070 1.24450 3206.70 1024121.75

4375 2008.10.27 13:39 sell 2188 0.50 1.24530 1.25090 1.24470

4376 2008.10.27 13:40 sell 2189 0.50 1.24620 1.25180 1.24560

4377 2008.10.27 13:40 t/p 2189 0.50 1.24560 1.25180 1.24560 3206.70 1027328.45

4378 2008.10.27 13:43 t/p 2188 0.50 1.24470 1.25090 1.24470 3206.70 1030535.15

4379 2008.10.27 13:46 sell 2190 0.50 1.24590 1.25150 1.24530

4380 2008.10.27 13:47 sell 2191 0.50 1.24670 1.25230 1.24610

4381 2008.10.27 13:48 t/p 2191 0.50 1.24610 1.25230 1.24610 3206.70 1033741.85

4382 2008.10.27 13:50 t/p 2190 0.50 1.24530 1.25150 1.24530 3206.70 1036948.55

4383 2008.10.27 13:55 sell 2192 0.50 1.24610 1.25170 1.24550

4384 2008.10.27 13:56 sell 2193 0.50 1.24650 1.25210 1.24590

4385 2008.10.27 13:56 t/p 2193 0.50 1.24590 1.25210 1.24590 3206.70 1040155.25

4386 2008.10.27 13:56 t/p 2192 0.50 1.24550 1.25170 1.24550 3206.70 1043361.95

4387 2008.10.29 03:19 buy 2194 0.51 1.27658 1.27098 1.27718

4388 2008.10.29 03:19 t/p 2194 0.51 1.27718 1.27098 1.27718 3270.10 1046632.05

4389 2008.10.29 03:55 buy 2195 0.51 1.27478 1.26918 1.27538

4390 2008.10.29 03:56 buy 2196 0.51 1.27468 1.26908 1.27528

4391 2008.10.29 03:58 buy 2197 0.51 1.27408 1.26848 1.27468

4392 2008.10.29 03:59 buy 2198 0.51 1.27338 1.26778 1.27398

4393 2008.10.29 03:59 t/p 2198 0.51 1.27398 1.26778 1.27398 3270.10 1049902.15

4394 2008.10.29 04:01 t/p 2197 0.51 1.27468 1.26848 1.27468 3270.10 1053172.25

4395 2008.10.29 04:01 t/p 2196 0.51 1.27528 1.26908 1.27528 3270.10 1056442.35

4396 2008.10.29 04:01 t/p 2195 0.51 1.27538 1.26918 1.27538 3270.10 1059712.45

Page 119: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 119/509

4397 2008.10.29 04:05 buy 2199 0.51 1.27478 1.26918 1.27538

4398 2008.10.29 04:06 buy 2200 0.51 1.27398 1.26838 1.27458

4399 2008.10.29 04:07 buy 2201 0.51 1.27328 1.26768 1.27388

4400 2008.10.29 04:08 buy 2202 0.51 1.27258 1.26698 1.27318

4401 2008.10.29 04:09 buy 2203 0.51 1.27238 1.26678 1.27298

4402 2008.10.29 04:09 t/p 2203 0.51 1.27298 1.26678 1.27298 3270.09 1062982.54

4403 2008.10.29 04:09 t/p 2202 0.51 1.27318 1.26698 1.27318 3270.10 1066252.64

4404 2008.10.29 04:09 t/p 2201 0.51 1.27388 1.26768 1.27388 3270.10 1069522.74

4405 2008.10.29 04:11 buy 2204 0.52 1.27348 1.26788 1.27408

4406 2008.10.29 04:12 buy 2205 0.52 1.27318 1.26758 1.27378

4407 2008.10.29 04:13 t/p 2205 0.52 1.27378 1.26758 1.27378 3334.22 1072856.96

4408 2008.10.29 04:13 t/p 2204 0.52 1.27408 1.26788 1.27408 3334.22 1076191.18

4409 2008.10.29 04:15 buy 2206 0.52 1.27378 1.26818 1.27438

4410 2008.10.29 04:17 buy 2207 0.52 1.27328 1.26768 1.27388

4411 2008.10.29 04:17 t/p 2207 0.52 1.27388 1.26768 1.27388 3334.22 1079525.40

4412 2008.10.29 04:19 buy 2208 0.52 1.27408 1.26848 1.27468

4413 2008.10.29 04:24 buy 2209 0.52 1.27258 1.26698 1.27318

4414 2008.10.29 04:34 t/p 2209 0.52 1.27318 1.26698 1.27318 3334.22 1082859.62

4415 2008.10.29 04:35 buy 2210 0.53 1.27298 1.26738 1.27358

4416 2008.10.29 05:15 t/p 2210 0.53 1.27358 1.26738 1.27358 3398.33 1086257.95

4417 2008.10.29 05:21 t/p 2206 0.52 1.27438 1.26818 1.27438 3334.22 1089592.17

4418 2008.10.29 05:21 t/p 2200 0.51 1.27458 1.26838 1.27458 3270.10 1092862.27

4419 2008.10.29 05:21 t/p 2208 0.52 1.27468 1.26848 1.27468 3334.22 1096196.49

4420 2008.10.29 06:08 s/l 2199 0.51 1.26918 1.26918 1.27538 -30520.93 1065675.56

4421 2008.10.30 12:00 buy 2211 0.52 1.31538 1.30978 1.31598

4422 2008.10.30 12:01 buy 2212 0.52 1.31448 1.30888 1.31508

4423 2008.10.30 12:02 buy 2213 0.52 1.31348 1.30788 1.31408

4424 2008.10.30 12:04 buy 2214 0.52 1.31348 1.30788 1.31408

4425 2008.10.30 12:07 buy 2215 0.52 1.31248 1.30688 1.31308

4426 2008.10.30 12:28 s/l 2211 0.52 1.30978 1.30978 1.31598 -31119.67 1034555.89

4427 2008.10.30 12:29 s/l 2212 0.52 1.30888 1.30888 1.31508 -31119.67 1003436.22

4428 2008.10.30 12:33 s/l 2213 0.52 1.30788 1.30788 1.31408 -31119.67 972316.55

4429 2008.10.30 12:33 s/l 2214 0.52 1.30788 1.30788 1.31408 -31119.67 941196.88

4430 2008.10.30 12:34 s/l 2215 0.52 1.30688 1.30688 1.31308 -31119.67 910077.21

4431 2008.10.31 12:15 sell 2216 0.44 1.27410 1.27970 1.27350

4432 2008.10.31 12:18 sell 2217 0.44 1.27420 1.27980 1.27360

4433 2008.10.31 12:20 t/p 2217 0.44 1.27360 1.27980 1.27360 2821.89 912899.10

4434 2008.10.31 12:20 t/p 2216 0.44 1.27350 1.27970 1.27350 2821.90 915721.00

Page 120: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 120/509

4435 2008.10.31 12:35 sell 2218 0.44 1.27520 1.28080 1.27460

4436 2008.10.31 13:00 t/p 2218 0.44 1.27460 1.28080 1.27460 2821.89 918542.89

4437 2008.11.04 02:03 sell 2219 0.45 1.26260 1.26820 1.26200

4438 2008.11.04 02:04 sell 2220 0.45 1.26280 1.26840 1.26220

4439 2008.11.04 02:05 sell 2221 0.45 1.26350 1.26910 1.26290

4440 2008.11.04 02:07 sell 2222 0.45 1.26320 1.26880 1.26260

4441 2008.11.04 02:07 t/p 2221 0.45 1.26290 1.26910 1.26290 2886.08 921428.97

4442 2008.11.04 02:08 t/p 2222 0.45 1.26260 1.26880 1.26260 2886.09 924315.06

4443 2008.11.04 02:11 sell 2223 0.45 1.26340 1.26900 1.26280

4444 2008.11.04 02:12 sell 2224 0.45 1.26370 1.26930 1.26310

4445 2008.11.04 02:13 sell 2225 0.45 1.26420 1.26980 1.26360

4446 2008.11.04 02:20 t/p 2225 0.45 1.26360 1.26980 1.26360 2886.09 927201.15

4447 2008.11.04 02:22 t/p 2224 0.45 1.26310 1.26930 1.26310 2886.09 930087.24

4448 2008.11.04 02:28 sell 2226 0.45 1.26390 1.26950 1.26330

4449 2008.11.04 02:28 t/p 2226 0.45 1.26330 1.26950 1.26330 2886.09 932973.33

4450 2008.11.04 02:29 t/p 2223 0.45 1.26280 1.26900 1.26280 2886.09 935859.42

4451 2008.11.04 02:42 t/p 2220 0.45 1.26220 1.26840 1.26220 2886.08 938745.50

4452 2008.11.04 02:42 t/p 2219 0.45 1.26200 1.26820 1.26200 2886.08 941631.58

4453 2008.11.04 21:53 buy 2227 0.46 1.29538 1.28978 1.29598

4454 2008.11.04 21:55 buy 2228 0.46 1.29518 1.28958 1.29578

4455 2008.11.04 21:56 buy 2229 0.46 1.29478 1.28918 1.29538

4456 2008.11.04 21:57 t/p 2229 0.46 1.29538 1.28918 1.29538 2949.55 944581.13

4457 2008.11.04 22:01 buy 2230 0.46 1.29478 1.28918 1.29538

4458 2008.11.04 22:02 t/p 2230 0.46 1.29538 1.28918 1.29538 2949.55 947530.68

4459 2008.11.04 22:03 buy 2231 0.46 1.29498 1.28938 1.29558

4460 2008.11.04 22:04 buy 2232 0.46 1.29418 1.28858 1.29478

4461 2008.11.04 22:06 t/p 2232 0.46 1.29478 1.28858 1.29478 2949.56 950480.24

4462 2008.11.04 22:08 buy 2233 0.46 1.29418 1.28858 1.29478

4463 2008.11.04 22:09 t/p 2233 0.46 1.29478 1.28858 1.29478 2949.56 953429.80

4464 2008.11.04 22:11 buy 2234 0.46 1.29468 1.28908 1.29528

4465 2008.11.04 22:14 t/p 2234 0.46 1.29528 1.28908 1.29528 2949.56 956379.36

4466 2008.11.04 22:15 t/p 2231 0.46 1.29558 1.28938 1.29558 2949.56 959328.92

4467 2008.11.04 22:15 t/p 2228 0.46 1.29578 1.28958 1.29578 2949.55 962278.47

4468 2008.11.04 22:15 t/p 2227 0.46 1.29598 1.28978 1.29598 2949.56 965228.03

4469 2008.11.04 23:39 buy 2235 0.47 1.29758 1.29198 1.29818

4470 2008.11.04 23:40 buy 2236 0.47 1.29748 1.29188 1.29808

4471 2008.11.04 23:41 buy 2237 0.47 1.29738 1.29178 1.29798

Page 121: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 121/509

4472 2008.11.04 23:42 t/p 2237 0.47 1.29798 1.29178 1.29798 3013.68 968241.71

4473 2008.11.04 23:42 t/p 2236 0.47 1.29808 1.29188 1.29808 3013.68 971255.39

4474 2008.11.04 23:42 t/p 2235 0.47 1.29818 1.29198 1.29818 3013.68 974269.07

4475 2008.11.05 01:50 buy 2238 0.47 1.29838 1.29278 1.29898

4476 2008.11.05 01:54 t/p 2238 0.47 1.29898 1.29278 1.29898 3013.68 977282.75

4477 2008.11.05 02:00 buy 2239 0.47 1.29828 1.29268 1.29888

4478 2008.11.05 02:02 buy 2240 0.47 1.29818 1.29258 1.29878

4479 2008.11.05 02:03 buy 2241 0.47 1.29808 1.29248 1.29868

4480 2008.11.05 02:05 buy 2242 0.47 1.29718 1.29158 1.29778

4481 2008.11.05 02:06 buy 2243 0.47 1.29708 1.29148 1.29768

4482 2008.11.05 02:13 s/l 2239 0.47 1.29268 1.29268 1.29888 -28127.66 949155.09

4483 2008.11.05 02:13 buy 2244 0.46 1.29284 1.28724 1.29344

4484 2008.11.05 02:13 s/l 2240 0.47 1.29258 1.29258 1.29878 -28127.66 921027.43

4485 2008.11.05 02:13 s/l 2241 0.47 1.29248 1.29248 1.29868 -28127.66 892899.77

4486 2008.11.05 02:14 t/p 2244 0.46 1.29344 1.28724 1.29344 2949.55 895849.32

4487 2008.11.05 02:16 buy 2245 0.44 1.29318 1.28758 1.29378

4488 2008.11.05 02:17 buy 2246 0.44 1.29318 1.28758 1.29378

4489 2008.11.05 02:21 buy 2247 0.44 1.29308 1.28748 1.29368

4490 2008.11.05 02:28 s/l 2242 0.47 1.29158 1.29158 1.29778 -28127.66 867721.66

4491 2008.11.05 02:28 s/l 2243 0.47 1.29148 1.29148 1.29768 -28127.66 839594.00

4492 2008.11.05 02:37 buy 2248 0.41 1.29348 1.28788 1.29408

4493 2008.11.05 02:38 buy 2249 0.41 1.29318 1.28758 1.29378

4494 2008.11.05 02:39 t/p 2247 0.44 1.29368 1.28748 1.29368 2821.32 842415.32

4495 2008.11.05 02:39 t/p 2245 0.44 1.29378 1.28758 1.29378 2821.32 845236.64

4496 2008.11.05 02:39 t/p 2246 0.44 1.29378 1.28758 1.29378 2821.32 848057.96

4497 2008.11.05 02:39 t/p 2249 0.41 1.29378 1.28758 1.29378 2628.95 850686.91

4498 2008.11.05 02:39 t/p 2248 0.41 1.29408 1.28788 1.29408 2628.95 853315.86

4499 2008.11.05 02:41 buy 2250 0.41 1.29458 1.28898 1.29518

4500 2008.11.05 02:41 t/p 2250 0.41 1.29518 1.28898 1.29518 2628.96 855944.82

4501 2008.11.05 02:52 buy 2251 0.42 1.29438 1.28878 1.29498

4502 2008.11.05 02:53 buy 2252 0.42 1.29408 1.28848 1.29468

4503 2008.11.05 02:54 t/p 2252 0.42 1.29468 1.28848 1.29468 2693.07 858637.89

4504 2008.11.05 02:54 t/p 2251 0.42 1.29498 1.28878 1.29498 2693.07 861330.96

4505 2008.11.11 21:22 sell 2253 0.42 1.25770 1.26330 1.25710

4506 2008.11.11 21:22 t/p 2253 0.42 1.25710 1.26330 1.25710 2693.63 864024.59

4507 2008.11.11 21:30 sell 2254 0.42 1.25820 1.26380 1.25760

4508 2008.11.11 21:31 t/p 2254 0.42 1.25760 1.26380 1.25760 2693.63 866718.22

4509 2008.11.11 21:35 sell 2255 0.42 1.25840 1.26400 1.25780

Page 122: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 122/509

4510 2008.11.11 21:36 sell 2256 0.42 1.25900 1.26460 1.25840

4511 2008.11.11 21:36 t/p 2256 0.42 1.25840 1.26460 1.25840 2693.63 869411.85

4512 2008.11.11 21:36 t/p 2255 0.42 1.25780 1.26400 1.25780 2693.63 872105.48

4513 2008.11.12 02:02 sell 2257 0.42 1.25210 1.25770 1.25150

4514 2008.11.12 02:02 t/p 2257 0.42 1.25150 1.25770 1.25150 2693.63 874799.11

4515 2008.11.12 02:06 sell 2258 0.42 1.25210 1.25770 1.25150

4516 2008.11.12 02:07 sell 2259 0.42 1.25270 1.25830 1.25210

4517 2008.11.12 02:08 sell 2260 0.42 1.25300 1.25860 1.25240

4518 2008.11.12 02:09 sell 2261 0.42 1.25360 1.25920 1.25300

4519 2008.11.12 02:10 sell 2262 0.42 1.25380 1.25940 1.25320

4520 2008.11.12 03:37 s/l 2258 0.42 1.25770 1.25770 1.25150 -25140.53 849658.58

4521 2008.11.12 03:42 sell 2263 0.41 1.25690 1.26250 1.25630

4522 2008.11.12 03:49 s/l 2259 0.42 1.25830 1.25830 1.25210 -25140.52 824518.06

4523 2008.11.12 04:15 t/p 2263 0.41 1.25630 1.26250 1.25630 2629.49 827147.55

4524 2008.11.12 05:30 close 2262 0.42 1.25380 1.25940 1.25320 0.00 827147.55

4525 2008.11.12 05:31 close 2261 0.42 1.25360 1.25920 1.25300 0.00 827147.55

4526 2008.11.12 05:31 close 2260 0.42 1.25299 1.25860 1.25240 44.89 827192.44

4527 2008.11.14 02:31 buy 2264 0.40 1.27638 1.27078 1.27698

4528 2008.11.14 02:32 buy 2265 0.40 1.27618 1.27058 1.27678

4529 2008.11.14 02:33 t/p 2265 0.40 1.27678 1.27058 1.27678 2564.88 829757.32

4530 2008.11.14 02:35 t/p 2264 0.40 1.27698 1.27078 1.27698 2564.88 832322.20

4531 2008.11.14 02:50 buy 2266 0.40 1.27598 1.27038 1.27658

4532 2008.11.14 02:52 t/p 2266 0.40 1.27658 1.27038 1.27658 2564.88 834887.08

4533 2008.11.14 02:56 buy 2267 0.41 1.27588 1.27028 1.27648

4534 2008.11.14 02:59 buy 2268 0.41 1.27418 1.26858 1.27478

4535 2008.11.14 03:00 buy 2269 0.41 1.27388 1.26828 1.27448

4536 2008.11.14 03:02 buy 2270 0.41 1.27378 1.26818 1.27438

4537 2008.11.14 03:04 buy 2271 0.41 1.27408 1.26848 1.27468

4538 2008.11.14 03:08 t/p 2270 0.41 1.27438 1.26818 1.27438 2629.00 837516.08

4539 2008.11.14 03:08 buy 2272 0.41 1.27459 1.26899 1.27519

4540 2008.11.14 03:08 t/p 2269 0.41 1.27448 1.26828 1.27448 2629.00 840145.08

4541 2008.11.14 03:10 buy 2273 0.41 1.27468 1.26908 1.27528

4542 2008.11.14 03:10 t/p 2271 0.41 1.27468 1.26848 1.27468 2629.01 842774.09

4543 2008.11.14 03:10 t/p 2268 0.41 1.27478 1.26858 1.27478 2629.00 845403.09

4544 2008.11.14 03:12 buy 2274 0.41 1.27458 1.26898 1.27518

4545 2008.11.14 03:13 t/p 2272 0.41 1.27519 1.26899 1.27519 2629.00 848032.09

4546 2008.11.14 03:13 t/p 2274 0.41 1.27518 1.26898 1.27518 2629.00 850661.09

Page 123: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 123/509

4547 2008.11.14 03:13 t/p 2273 0.41 1.27528 1.26908 1.27528 2629.00 853290.09

4548 2008.11.14 03:16 buy 2275 0.41 1.27468 1.26908 1.27528

4549 2008.11.14 03:20 t/p 2275 0.41 1.27528 1.26908 1.27528 2629.00 855919.09

4550 2008.11.14 03:41 buy 2276 0.42 1.27408 1.26848 1.27468

4551 2008.11.14 03:46 buy 2277 0.42 1.27418 1.26858 1.27478

4552 2008.11.14 03:47 buy 2278 0.42 1.27378 1.26818 1.27438

4553 2008.11.14 03:47 t/p 2278 0.42 1.27438 1.26818 1.27438 2693.15 858612.24

4554 2008.11.14 03:55 t/p 2276 0.42 1.27468 1.26848 1.27468 2693.15 861305.39

4555 2008.11.14 03:55 t/p 2277 0.42 1.27478 1.26858 1.27478 2693.15 863998.54

4556 2008.11.14 05:16 close 2267 0.41 1.27591 1.27028 1.27648 131.45 864129.99

4557 2008.11.17 03:51 sell 2279 0.42 1.25650 1.26210 1.25590

4558 2008.11.17 03:53 t/p 2279 0.42 1.25590 1.26210 1.25590 2693.86 866823.85

4559 2008.11.20 02:41 sell 2280 0.42 1.25130 1.25690 1.25070

4560 2008.11.20 02:42 sell 2281 0.42 1.25180 1.25740 1.25120

4561 2008.11.20 02:43 sell 2282 0.42 1.25230 1.25790 1.25170

4562 2008.11.20 02:44 sell 2283 0.42 1.25240 1.25800 1.25180

4563 2008.11.20 02:45 t/p 2283 0.42 1.25180 1.25800 1.25180 2693.90 869517.75

4564 2008.11.20 02:45 t/p 2282 0.42 1.25170 1.25790 1.25170 2693.91 872211.66

4565 2008.11.20 02:48 sell 2284 0.42 1.25140 1.25700 1.25080

4566 2008.11.20 02:49 sell 2285 0.42 1.25170 1.25730 1.25110

4567 2008.11.20 02:51 sell 2286 0.42 1.25170 1.25730 1.25110

4568 2008.11.20 02:53 t/p 2281 0.42 1.25120 1.25740 1.25120 2693.91 874905.57

4569 2008.11.20 02:53 t/p 2285 0.42 1.25110 1.25730 1.25110 2693.90 877599.47

4570 2008.11.20 02:53 t/p 2286 0.42 1.25110 1.25730 1.25110 2693.90 880293.37

4571 2008.11.20 02:55 t/p 2284 0.42 1.25080 1.25700 1.25080 2693.91 882987.28

4572 2008.11.20 02:55 t/p 2280 0.42 1.25070 1.25690 1.25070 2693.90 885681.18

4573 2008.11.20 03:00 sell 2287 0.43 1.25160 1.25720 1.25100

4574 2008.11.20 03:00 t/p 2287 0.43 1.25100 1.25720 1.25100 2758.05 888439.23

4575 2008.11.25 01:45 buy 2288 0.43 1.29268 1.28708 1.29328

4576 2008.11.25 01:53 buy 2289 0.43 1.29248 1.28688 1.29308

4577 2008.11.25 01:54 buy 2290 0.43 1.29228 1.28668 1.29288

4578 2008.11.25 01:55 buy 2291 0.43 1.29208 1.28648 1.29268

4579 2008.11.25 01:56 buy 2292 0.43 1.29188 1.28628 1.29248

4580 2008.11.25 02:53 s/l 2288 0.43 1.28708 1.28708 1.29328 -25736.22 862703.01

4581 2008.11.25 02:53 buy 2293 0.42 1.28721 1.28161 1.28781

4582 2008.11.25 02:54 s/l 2289 0.43 1.28688 1.28688 1.29308 -25736.22 836966.79

4583 2008.11.25 02:54 s/l 2290 0.43 1.28668 1.28668 1.29288 -25736.22 811230.57

4584 2008.11.25 02:54 s/l 2291 0.43 1.28648 1.28648 1.29268 -25736.22 785494.35

Page 124: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 124/509

4585 2008.11.25 02:55 buy 2294 0.38 1.28678 1.28118 1.28738

4586 2008.11.25 02:58 buy 2295 0.38 1.28718 1.28158 1.28778

4587 2008.11.25 03:00 t/p 2294 0.38 1.28738 1.28118 1.28738 2436.82 787931.17

4588 2008.11.25 03:06 buy 2296 0.38 1.28778 1.28218 1.28838

4589 2008.11.25 03:07 buy 2297 0.38 1.28748 1.28188 1.28808

4590 2008.11.25 03:08 s/l 2292 0.43 1.28628 1.28628 1.29248 -25736.22 762194.95

4591 2008.11.25 03:08 buy 2298 0.37 1.28646 1.28086 1.28706

4592 2008.11.25 03:24 t/p 2298 0.37 1.28706 1.28086 1.28706 2372.69 764567.64

4593 2008.11.25 03:25 t/p 2295 0.38 1.28778 1.28158 1.28778 2436.82 767004.46

4594 2008.11.25 03:30 buy 2299 0.37 1.28788 1.28228 1.28848

4595 2008.11.25 03:31 t/p 2293 0.42 1.28781 1.28161 1.28781 2693.32 769697.78

4596 2008.11.25 03:31 t/p 2297 0.38 1.28808 1.28188 1.28808 2436.82 772134.60

4597 2008.11.25 03:32 t/p 2296 0.38 1.28838 1.28218 1.28838 2436.82 774571.42

4598 2008.11.25 03:37 buy 2300 0.38 1.28768 1.28208 1.28828

4599 2008.11.25 03:38 buy 2301 0.38 1.28758 1.28198 1.28818

4600 2008.11.25 03:40 buy 2302 0.38 1.28718 1.28158 1.28778

4601 2008.11.25 03:41 buy 2303 0.38 1.28708 1.28148 1.28768

4602 2008.11.25 03:59 t/p 2303 0.38 1.28768 1.28148 1.28768 2436.82 777008.24

4603 2008.11.25 03:59 t/p 2302 0.38 1.28778 1.28158 1.28778 2436.82 779445.06

4604 2008.11.25 04:00 t/p 2301 0.38 1.28818 1.28198 1.28818 2436.82 781881.88

4605 2008.11.25 04:02 t/p 2300 0.38 1.28828 1.28208 1.28828 2436.81 784318.69

4606 2008.11.25 04:15 t/p 2299 0.37 1.28848 1.28228 1.28848 2372.69 786691.38

4607 2008.11.26 01:05 buy 2304 0.38 1.30438 1.29878 1.30498

4608 2008.11.26 01:06 buy 2305 0.38 1.30428 1.29868 1.30488

4609 2008.11.26 01:07 buy 2306 0.38 1.30408 1.29848 1.30468

4610 2008.11.26 01:08 buy 2307 0.38 1.30398 1.29838 1.30458

4611 2008.11.26 01:13 buy 2308 0.38 1.30408 1.29848 1.30468

4612 2008.11.26 05:13 s/l 2304 0.38 1.29878 1.29878 1.30498 -22743.63 763947.75

4613 2008.11.26 05:13 s/l 2305 0.38 1.29868 1.29868 1.30488 -22743.64 741204.11

4614 2008.11.26 05:13 s/l 2306 0.38 1.29848 1.29848 1.30468 -22743.64 718460.47

4615 2008.11.26 05:13 s/l 2308 0.38 1.29848 1.29848 1.30468 -22743.64 695716.83

4616 2008.11.26 05:13 s/l 2307 0.38 1.29838 1.29838 1.30458 -22743.64 672973.19

4617 2009.01.05 16:45 sell 2309 0.33 1.36260 1.36820 1.36200

4618 2009.01.05 16:46 sell 2310 0.33 1.36290 1.36850 1.36230

4619 2009.01.05 16:47 sell 2311 0.33 1.36320 1.36880 1.36260

4620 2009.01.05 16:48 sell 2312 0.33 1.36330 1.36890 1.36270

4621 2009.01.05 16:50 sell 2313 0.33 1.36350 1.36910 1.36290

Page 125: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 125/509

4622 2009.01.05 17:00 t/p 2313 0.33 1.36290 1.36910 1.36290 2116.60 675089.79

4623 2009.01.05 17:00 t/p 2312 0.33 1.36270 1.36890 1.36270 2116.60 677206.39

4624 2009.01.05 17:01 t/p 2311 0.33 1.36260 1.36880 1.36260 2116.60 679322.99

4625 2009.01.05 17:01 t/p 2310 0.33 1.36230 1.36850 1.36230 2116.60 681439.59

4626 2009.01.05 17:06 t/p 2309 0.33 1.36200 1.36820 1.36200 2116.60 683556.19

4627 2009.01.05 17:33 sell 2314 0.33 1.36410 1.36970 1.36350

4628 2009.01.05 17:34 t/p 2314 0.33 1.36350 1.36970 1.36350 2116.60 685672.79

4629 2009.01.05 20:51 sell 2315 0.33 1.36030 1.36590 1.35970

4630 2009.01.05 20:52 sell 2316 0.33 1.36070 1.36630 1.36010

4631 2009.01.05 20:53 t/p 2316 0.33 1.36010 1.36630 1.36010 2116.60 687789.39

4632 2009.01.05 20:54 t/p 2315 0.33 1.35970 1.36590 1.35970 2116.60 689905.99

4633 2009.01.05 21:07 sell 2317 0.34 1.36090 1.36650 1.36030

4634 2009.01.05 21:08 sell 2318 0.34 1.36200 1.36760 1.36140

4635 2009.01.05 21:09 sell 2319 0.34 1.36220 1.36780 1.36160

4636 2009.01.05 21:10 sell 2320 0.34 1.36260 1.36820 1.36200

4637 2009.01.05 21:10 t/p 2320 0.34 1.36200 1.36820 1.36200 2180.74 692086.73

4638 2009.01.05 21:10 t/p 2319 0.34 1.36160 1.36780 1.36160 2180.74 694267.47

4639 2009.01.05 21:10 t/p 2318 0.34 1.36140 1.36760 1.36140 2180.74 696448.21

4640 2009.01.05 21:13 t/p 2317 0.34 1.36030 1.36650 1.36030 2180.74 698628.95

4641 2009.01.05 23:15 sell 2321 0.34 1.36030 1.36590 1.35970

4642 2009.01.05 23:16 sell 2322 0.34 1.36050 1.36610 1.35990

4643 2009.01.05 23:19 sell 2323 0.34 1.36060 1.36620 1.36000

4644 2009.01.05 23:23 sell 2324 0.34 1.36130 1.36690 1.36070

4645 2009.01.05 23:26 sell 2325 0.34 1.36150 1.36710 1.36090

4646 2009.01.05 23:44 t/p 2325 0.34 1.36090 1.36710 1.36090 2180.74 700809.69

4647 2009.01.05 23:46 sell 2326 0.34 1.36130 1.36690 1.36070

4648 2009.01.06 02:05 t/p 2324 0.34 1.36070 1.36690 1.36070 2417.50 703227.19

4649 2009.01.06 02:05 t/p 2326 0.34 1.36070 1.36690 1.36070 2417.50 705644.69

4650 2009.01.06 02:05 close 2323 0.34 1.36058 1.36620 1.36000 309.45 705954.13

4651 2009.01.06 02:44 close 2322 0.34 1.36050 1.36610 1.35990 236.76 706190.89

4652 2009.01.06 02:45 close 2321 0.34 1.36028 1.36590 1.35970 309.45 706500.34

4653 2009.01.06 15:38 sell 2327 0.34 1.33730 1.34290 1.33670

4654 2009.01.06 15:39 sell 2328 0.34 1.33750 1.34310 1.33690

4655 2009.01.06 15:39 t/p 2328 0.34 1.33690 1.34310 1.33690 2180.74 708681.08

4656 2009.01.06 15:40 t/p 2327 0.34 1.33670 1.34290 1.33670 2180.74 710861.82

4657 2009.01.06 15:44 sell 2329 0.35 1.33780 1.34340 1.33720

4658 2009.01.06 15:46 sell 2330 0.35 1.33910 1.34470 1.33850

4659 2009.01.06 15:46 t/p 2330 0.35 1.33850 1.34470 1.33850 2244.88 713106.70

Page 126: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 126/509

4660 2009.01.06 15:48 sell 2331 0.35 1.33890 1.34450 1.33830

4661 2009.01.06 15:49 sell 2332 0.35 1.33950 1.34510 1.33890

4662 2009.01.06 15:49 t/p 2332 0.35 1.33890 1.34510 1.33890 2244.88 715351.58

4663 2009.01.06 15:51 sell 2333 0.35 1.33950 1.34510 1.33890

4664 2009.01.06 15:51 t/p 2333 0.35 1.33890 1.34510 1.33890 2244.88 717596.46

4665 2009.01.06 15:52 t/p 2331 0.35 1.33830 1.34450 1.33830 2244.88 719841.34

4666 2009.01.06 15:55 sell 2334 0.35 1.33860 1.34420 1.33800

4667 2009.01.06 15:56 sell 2335 0.35 1.33880 1.34440 1.33820

4668 2009.01.06 15:57 t/p 2335 0.35 1.33820 1.34440 1.33820 2244.88 722086.22

4669 2009.01.06 15:57 t/p 2334 0.35 1.33800 1.34420 1.33800 2244.88 724331.10

4670 2009.01.06 16:03 sell 2336 0.35 1.33860 1.34420 1.33800

4671 2009.01.06 16:04 sell 2337 0.35 1.33900 1.34460 1.33840

4672 2009.01.06 16:06 sell 2338 0.35 1.33890 1.34450 1.33830

4673 2009.01.06 16:07 sell 2339 0.35 1.33920 1.34480 1.33860

4674 2009.01.06 17:02 s/l 2329 0.35 1.34340 1.34340 1.33720 -20952.20 703378.90

4675 2009.01.06 17:02 sell 2340 0.34 1.34322 1.34882 1.34262

4676 2009.01.06 17:02 s/l 2336 0.35 1.34420 1.34420 1.33800 -20952.20 682426.70

4677 2009.01.06 17:02 s/l 2338 0.35 1.34450 1.34450 1.33830 -20952.20 661474.50

4678 2009.01.06 17:02 s/l 2337 0.35 1.34460 1.34460 1.33840 -20952.20 640522.30

4679 2009.01.06 17:03 sell 2341 0.31 1.34410 1.34970 1.34350

4680 2009.01.06 17:03 t/p 2341 0.31 1.34350 1.34970 1.34350 1988.32 642510.62

4681 2009.01.06 17:05 t/p 2340 0.34 1.34262 1.34882 1.34262 2180.74 644691.36

4682 2009.01.06 17:07 sell 2342 0.31 1.34250 1.34810 1.34190

4683 2009.01.06 17:08 sell 2343 0.31 1.34260 1.34820 1.34200

4684 2009.01.06 17:08 t/p 2343 0.31 1.34200 1.34820 1.34200 1988.32 646679.68

4685 2009.01.06 17:08 t/p 2342 0.31 1.34190 1.34810 1.34190 1988.32 648668.00

4686 2009.01.06 17:23 t/p 2339 0.35 1.33860 1.34480 1.33860 2244.88 650912.88

4687 2009.01.12 00:01 sell 2344 0.32 1.34740 1.35300 1.34680

4688 2009.01.12 00:03 sell 2345 0.32 1.34740 1.35300 1.34680

4689 2009.01.12 00:04 sell 2346 0.32 1.34760 1.35320 1.34700

4690 2009.01.12 00:07 t/p 2346 0.32 1.34700 1.35320 1.34700 2052.46 652965.34

4691 2009.01.12 00:07 t/p 2344 0.32 1.34680 1.35300 1.34680 2052.46 655017.80

4692 2009.01.12 00:07 t/p 2345 0.32 1.34680 1.35300 1.34680 2052.46 657070.26

4693 2009.01.12 00:12 sell 2347 0.32 1.34680 1.35240 1.34620

4694 2009.01.12 00:14 sell 2348 0.32 1.34670 1.35230 1.34610

4695 2009.01.12 00:15 sell 2349 0.32 1.34670 1.35230 1.34610

4696 2009.01.12 00:17 sell 2350 0.32 1.34690 1.35250 1.34630

Page 127: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 127/509

4697 2009.01.12 00:18 t/p 2350 0.32 1.34630 1.35250 1.34630 2052.46 659122.72

4698 2009.01.12 00:20 sell 2351 0.32 1.34710 1.35270 1.34650

4699 2009.01.12 00:21 sell 2352 0.32 1.34720 1.35280 1.34660

4700 2009.01.12 00:30 t/p 2352 0.32 1.34660 1.35280 1.34660 2052.46 661175.18

4701 2009.01.12 00:30 sell 2353 0.32 1.34640 1.35200 1.34580

4702 2009.01.12 00:59 t/p 2351 0.32 1.34650 1.35270 1.34650 2052.46 663227.64

4703 2009.01.12 00:59 t/p 2347 0.32 1.34620 1.35240 1.34620 2052.46 665280.10

4704 2009.01.12 00:59 t/p 2348 0.32 1.34610 1.35230 1.34610 2052.47 667332.57

4705 2009.01.12 00:59 t/p 2349 0.32 1.34610 1.35230 1.34610 2052.47 669385.04

4706 2009.01.12 00:59 t/p 2353 0.32 1.34580 1.35200 1.34580 2052.47 671437.51

4707 2009.01.12 03:26 sell 2354 0.33 1.34260 1.34820 1.34200

4708 2009.01.12 03:27 sell 2355 0.33 1.34260 1.34820 1.34200

4709 2009.01.12 03:29 sell 2356 0.33 1.34260 1.34820 1.34200

4710 2009.01.12 03:34 t/p 2354 0.33 1.34200 1.34820 1.34200 2116.60 673554.11

4711 2009.01.12 03:34 t/p 2355 0.33 1.34200 1.34820 1.34200 2116.60 675670.71

4712 2009.01.12 03:34 t/p 2356 0.33 1.34200 1.34820 1.34200 2116.60 677787.31

4713 2009.01.12 03:42 sell 2357 0.33 1.34290 1.34850 1.34230

4714 2009.01.12 03:43 sell 2358 0.33 1.34290 1.34850 1.34230

4715 2009.01.12 03:46 sell 2359 0.33 1.34290 1.34850 1.34230

4716 2009.01.12 03:47 sell 2360 0.33 1.34310 1.34870 1.34250

4717 2009.01.12 03:48 t/p 2360 0.33 1.34250 1.34870 1.34250 2116.60 679903.91

4718 2009.01.12 03:50 t/p 2357 0.33 1.34230 1.34850 1.34230 2116.60 682020.51

4719 2009.01.12 03:50 t/p 2358 0.33 1.34230 1.34850 1.34230 2116.60 684137.11

4720 2009.01.12 03:50 t/p 2359 0.33 1.34230 1.34850 1.34230 2116.60 686253.71

4721 2009.01.19 20:19 sell 2361 0.33 1.31630 1.32190 1.31570

4722 2009.01.19 20:21 t/p 2361 0.33 1.31570 1.32190 1.31570 2116.58 688370.29

4723 2009.01.19 20:25 sell 2362 0.33 1.31630 1.32190 1.31570

4724 2009.01.19 20:27 t/p 2362 0.33 1.31570 1.32190 1.31570 2116.58 690486.87

4725 2009.01.20 01:44 sell 2363 0.34 1.30870 1.31430 1.30810

4726 2009.01.20 01:46 sell 2364 0.34 1.30930 1.31490 1.30870

4727 2009.01.20 01:48 sell 2365 0.34 1.30950 1.31510 1.30890

4728 2009.01.20 01:50 sell 2366 0.34 1.30960 1.31520 1.30900

4729 2009.01.20 01:51 sell 2367 0.34 1.31030 1.31590 1.30970

4730 2009.01.20 01:51 t/p 2367 0.34 1.30970 1.31590 1.30970 2180.72 692667.59

4731 2009.01.20 01:53 sell 2368 0.34 1.30980 1.31540 1.30920

4732 2009.01.20 01:55 t/p 2368 0.34 1.30920 1.31540 1.30920 2180.72 694848.31

4733 2009.01.20 01:55 t/p 2366 0.34 1.30900 1.31520 1.30900 2180.72 697029.03

4734 2009.01.20 01:59 sell 2369 0.34 1.30940 1.31500 1.30880

Page 128: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 128/509

4735 2009.01.20 02:02 sell 2370 0.34 1.30950 1.31510 1.30890

4736 2009.01.20 02:12 t/p 2365 0.34 1.30890 1.31510 1.30890 2180.72 699209.75

4737 2009.01.20 02:12 t/p 2370 0.34 1.30890 1.31510 1.30890 2180.72 701390.47

4738 2009.01.20 02:12 t/p 2369 0.34 1.30880 1.31500 1.30880 2180.72 703571.19

4739 2009.01.20 02:12 t/p 2364 0.34 1.30870 1.31490 1.30870 2180.72 705751.91

4740 2009.01.20 02:12 t/p 2363 0.34 1.30810 1.31430 1.30810 2180.72 707932.63

4741 2009.01.23 16:13 sell 2371 0.34 1.28320 1.28880 1.28260

4742 2009.01.23 16:14 sell 2372 0.34 1.28350 1.28910 1.28290

4743 2009.01.23 16:15 sell 2373 0.34 1.28450 1.29010 1.28390

4744 2009.01.23 16:16 sell 2374 0.34 1.28490 1.29050 1.28430

4745 2009.01.23 16:17 sell 2375 0.34 1.28490 1.29050 1.28430

4746 2009.01.23 16:17 t/p 2374 0.34 1.28430 1.29050 1.28430 2180.70 710113.33

4747 2009.01.23 16:17 t/p 2375 0.34 1.28430 1.29050 1.28430 2180.70 712294.03

4748 2009.01.23 16:19 sell 2376 0.35 1.28470 1.29030 1.28410

4749 2009.01.23 16:19 t/p 2376 0.35 1.28410 1.29030 1.28410 2244.84 714538.87

4750 2009.01.23 16:19 t/p 2373 0.34 1.28390 1.29010 1.28390 2180.70 716719.57

4751 2009.01.23 16:21 sell 2377 0.35 1.28420 1.28980 1.28360

4752 2009.01.23 16:23 sell 2378 0.35 1.28440 1.29000 1.28380

4753 2009.01.23 16:24 sell 2379 0.35 1.28470 1.29030 1.28410

4754 2009.01.23 16:42 t/p 2379 0.35 1.28410 1.29030 1.28410 2244.84 718964.41

4755 2009.01.23 16:49 t/p 2378 0.35 1.28380 1.29000 1.28380 2244.84 721209.25

4756 2009.01.23 16:50 t/p 2377 0.35 1.28360 1.28980 1.28360 2244.84 723454.09

4757 2009.01.23 16:54 t/p 2372 0.34 1.28290 1.28910 1.28290 2180.70 725634.79

4758 2009.01.23 16:54 t/p 2371 0.34 1.28260 1.28880 1.28260 2180.70 727815.49

4759 2009.01.26 20:03 buy 2380 0.35 1.31328 1.30768 1.31388

4760 2009.01.26 20:05 buy 2381 0.35 1.31268 1.30708 1.31328

4761 2009.01.26 20:06 buy 2382 0.35 1.31258 1.30698 1.31318

4762 2009.01.26 20:07 buy 2383 0.35 1.31238 1.30678 1.31298

4763 2009.01.26 20:09 buy 2384 0.35 1.31238 1.30678 1.31298

4764 2009.01.26 20:10 t/p 2383 0.35 1.31298 1.30678 1.31298 2244.33 730059.82

4765 2009.01.26 20:10 t/p 2384 0.35 1.31298 1.30678 1.31298 2244.33 732304.15

4766 2009.01.26 20:10 t/p 2382 0.35 1.31318 1.30698 1.31318 2244.33 734548.48

4767 2009.01.26 20:12 buy 2385 0.36 1.31188 1.30628 1.31248

4768 2009.01.26 20:13 buy 2386 0.36 1.31168 1.30608 1.31228

4769 2009.01.26 20:15 buy 2387 0.36 1.31178 1.30618 1.31238

4770 2009.01.26 20:18 t/p 2386 0.36 1.31228 1.30608 1.31228 2308.46 736856.94

4771 2009.01.26 20:18 t/p 2387 0.36 1.31238 1.30618 1.31238 2308.46 739165.40

Page 129: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 129/509

4772 2009.01.26 20:18 t/p 2385 0.36 1.31248 1.30628 1.31248 2308.46 741473.86

4773 2009.01.26 20:21 t/p 2381 0.35 1.31328 1.30708 1.31328 2244.33 743718.19

4774 2009.01.26 20:23 buy 2388 0.36 1.31278 1.30718 1.31338

4775 2009.01.26 20:24 t/p 2388 0.36 1.31338 1.30718 1.31338 2308.46 746026.65

4776 2009.01.26 20:26 t/p 2380 0.35 1.31388 1.30768 1.31388 2244.33 748270.98

4777 2009.01.26 21:07 buy 2389 0.36 1.31218 1.30658 1.31278

4778 2009.01.26 21:08 buy 2390 0.36 1.31208 1.30648 1.31268

4779 2009.01.26 21:09 buy 2391 0.36 1.31138 1.30578 1.31198

4780 2009.01.26 21:10 t/p 2391 0.36 1.31198 1.30578 1.31198 2308.46 750579.44

4781 2009.01.26 21:12 buy 2392 0.36 1.31138 1.30578 1.31198

4782 2009.01.26 21:15 buy 2393 0.36 1.31148 1.30588 1.31208

4783 2009.01.26 21:16 buy 2394 0.36 1.31108 1.30548 1.31168

4784 2009.01.26 21:34 t/p 2394 0.36 1.31168 1.30548 1.31168 2308.46 752887.90

4785 2009.01.26 21:34 t/p 2392 0.36 1.31198 1.30578 1.31198 2308.46 755196.36

4786 2009.01.26 21:35 t/p 2393 0.36 1.31208 1.30588 1.31208 2308.46 757504.82

4787 2009.01.26 21:49 t/p 2390 0.36 1.31268 1.30648 1.31268 2308.46 759813.28

4788 2009.01.26 21:49 t/p 2389 0.36 1.31278 1.30658 1.31278 2308.46 762121.74

4789 2009.01.27 01:19 buy 2395 0.37 1.31868 1.31308 1.31928

4790 2009.01.27 01:20 buy 2396 0.37 1.31838 1.31278 1.31898

4791 2009.01.27 01:24 t/p 2396 0.37 1.31898 1.31278 1.31898 2372.58 764494.32

4792 2009.01.27 01:24 t/p 2395 0.37 1.31928 1.31308 1.31928 2372.58 766866.90

4793 2009.01.27 02:00 buy 2397 0.37 1.31878 1.31318 1.31938

4794 2009.01.27 02:02 buy 2398 0.37 1.31868 1.31308 1.31928

4795 2009.01.27 02:03 buy 2399 0.37 1.31848 1.31288 1.31908

4796 2009.01.27 02:04 buy 2400 0.37 1.31828 1.31268 1.31888

4797 2009.01.27 02:07 buy 2401 0.37 1.31798 1.31238 1.31858

4798 2009.01.27 04:32 t/p 2401 0.37 1.31858 1.31238 1.31858 2372.58 769239.48

4799 2009.01.27 04:32 close 2400 0.37 1.31859 1.31268 1.31888 1225.84 770465.32

4800 2009.01.27 04:32 close 2399 0.37 1.31859 1.31288 1.31908 434.98 770900.30

4801 2009.01.27 04:41 close 2398 0.37 1.31869 1.31308 1.31928 39.55 770939.85

4802 2009.01.27 04:41 close 2397 0.37 1.31880 1.31318 1.31938 79.09 771018.94

4803 2009.01.30 03:57 sell 2402 0.37 1.29270 1.29830 1.29210

4804 2009.01.30 03:58 t/p 2402 0.37 1.29210 1.29830 1.29210 2373.16 773392.10

4805 2009.02.04 00:42 buy 2403 0.38 1.30198 1.29638 1.30258

4806 2009.02.04 00:43 buy 2404 0.38 1.30148 1.29588 1.30208

4807 2009.02.04 00:45 buy 2405 0.38 1.30088 1.29528 1.30148

4808 2009.02.04 00:46 buy 2406 0.38 1.30078 1.29518 1.30138

4809 2009.02.04 00:49 t/p 2406 0.38 1.30138 1.29518 1.30138 2436.75 775828.85

Page 130: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 130/509

4810 2009.02.04 00:49 t/p 2405 0.38 1.30148 1.29528 1.30148 2436.75 778265.60

4811 2009.02.04 00:51 buy 2407 0.38 1.30158 1.29598 1.30218

4812 2009.02.04 00:54 buy 2408 0.38 1.30148 1.29588 1.30208

4813 2009.02.04 01:01 buy 2409 0.38 1.30128 1.29568 1.30188

4814 2009.02.04 01:08 t/p 2409 0.38 1.30188 1.29568 1.30188 2436.75 780702.35

4815 2009.02.04 01:08 t/p 2404 0.38 1.30208 1.29588 1.30208 2436.75 783139.10

4816 2009.02.04 01:08 t/p 2408 0.38 1.30208 1.29588 1.30208 2436.75 785575.85

4817 2009.02.04 01:08 t/p 2407 0.38 1.30218 1.29598 1.30218 2436.75 788012.60

4818 2009.02.04 01:23 t/p 2403 0.38 1.30258 1.29638 1.30258 2436.75 790449.35

4819 2009.02.04 01:50 buy 2410 0.38 1.30168 1.29608 1.30228

4820 2009.02.04 01:56 buy 2411 0.38 1.30138 1.29578 1.30198

4821 2009.02.04 01:57 buy 2412 0.38 1.30118 1.29558 1.30178

4822 2009.02.04 02:00 buy 2413 0.38 1.30128 1.29568 1.30188

4823 2009.02.04 02:01 buy 2414 0.38 1.30128 1.29568 1.30188

4824 2009.02.04 02:59 s/l 2410 0.38 1.29608 1.29608 1.30228 -22743.00 767706.35

4825 2009.02.04 03:01 s/l 2411 0.38 1.29578 1.29578 1.30198 -22743.00 744963.35

4826 2009.02.04 03:01 s/l 2413 0.38 1.29568 1.29568 1.30188 -22743.00 722220.35

4827 2009.02.04 03:01 s/l 2414 0.38 1.29568 1.29568 1.30188 -22743.00 699477.35

4828 2009.02.04 03:01 s/l 2412 0.38 1.29558 1.29558 1.30178 -22743.00 676734.35

4829 2009.02.09 03:12 buy 2415 0.33 1.29558 1.28998 1.29618

4830 2009.02.09 03:17 buy 2416 0.33 1.29568 1.29008 1.29628

4831 2009.02.09 03:20 buy 2417 0.33 1.29498 1.28938 1.29558

4832 2009.02.09 03:21 buy 2418 0.33 1.29458 1.28898 1.29518

4833 2009.02.09 03:22 buy 2419 0.33 1.29428 1.28868 1.29488

4834 2009.02.09 05:23 t/p 2419 0.33 1.29488 1.28868 1.29488 2116.14 678850.49

4835 2009.02.09 05:23 close 2418 0.33 1.29489 1.28898 1.29518 1093.34 679943.83

4836 2009.02.09 05:23 close 2417 0.33 1.29500 1.28938 1.29558 70.54 680014.37

4837 2009.02.09 05:32 close 2415 0.33 1.29560 1.28998 1.29618 70.53 680084.90

4838 2009.02.09 08:05 close 2416 0.33 1.29050 1.29008 1.29628 -18269.39 661815.51

4839 2009.02.09 20:25 buy 2420 0.32 1.30328 1.29768 1.30388

4840 2009.02.09 20:27 buy 2421 0.32 1.30348 1.29788 1.30408

4841 2009.02.09 20:28 buy 2422 0.32 1.30338 1.29778 1.30398

4842 2009.02.09 20:29 buy 2423 0.32 1.30328 1.29768 1.30388

4843 2009.02.09 20:30 buy 2424 0.32 1.30278 1.29718 1.30338

4844 2009.02.09 20:38 t/p 2424 0.32 1.30338 1.29718 1.30338 2052.02 663867.53

4845 2009.02.09 20:38 buy 2425 0.32 1.30358 1.29798 1.30418

4846 2009.02.10 00:50 s/l 2425 0.32 1.29798 1.29798 1.30418 -19560.12 644307.41

Page 131: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 131/509

4847 2009.02.10 00:50 close 2420 0.32 1.29798 1.29768 1.30388 -18534.11 625773.30

4848 2009.02.10 00:50 close 2422 0.32 1.29798 1.29778 1.30398 -18876.12 606897.18

4849 2009.02.10 00:51 close 2421 0.32 1.29820 1.29788 1.30408 -18465.72 588431.45

4850 2009.02.10 00:52 close 2423 0.32 1.29840 1.29768 1.30388 -17097.70 571333.75

4851 2009.02.17 12:01 sell 2426 0.28 1.26550 1.27110 1.26490

4852 2009.02.17 12:02 sell 2427 0.28 1.26720 1.27280 1.26660

4853 2009.02.17 12:02 t/p 2427 0.28 1.26660 1.27280 1.26660 1795.94 573129.69

4854 2009.02.17 12:04 t/p 2426 0.28 1.26490 1.27110 1.26490 1795.93 574925.62

4855 2009.02.17 12:06 sell 2428 0.28 1.26530 1.27090 1.26470

4856 2009.02.17 12:06 t/p 2428 0.28 1.26470 1.27090 1.26470 1795.94 576721.56

4857 2009.02.17 12:08 sell 2429 0.28 1.26540 1.27100 1.26480

4858 2009.02.17 12:09 sell 2430 0.28 1.26550 1.27110 1.26490

4859 2009.02.17 12:11 t/p 2430 0.28 1.26490 1.27110 1.26490 1795.93 578517.49

4860 2009.02.17 12:11 t/p 2429 0.28 1.26480 1.27100 1.26480 1795.94 580313.43

4861 2009.02.19 17:20 buy 2431 0.28 1.27068 1.26508 1.27128

4862 2009.02.19 17:22 buy 2432 0.28 1.26998 1.26438 1.27058

4863 2009.02.19 17:23 buy 2433 0.28 1.26978 1.26418 1.27038

4864 2009.02.19 17:24 t/p 2433 0.28 1.27038 1.26418 1.27038 1795.55 582108.98

4865 2009.02.19 17:24 t/p 2432 0.28 1.27058 1.26438 1.27058 1795.55 583904.53

4866 2009.02.19 17:26 buy 2434 0.28 1.26998 1.26438 1.27058

4867 2009.02.19 17:28 buy 2435 0.28 1.26938 1.26378 1.26998

4868 2009.02.19 17:29 buy 2436 0.28 1.26928 1.26368 1.26988

4869 2009.02.19 17:31 buy 2437 0.28 1.26888 1.26328 1.26948

4870 2009.02.19 17:33 t/p 2437 0.28 1.26948 1.26328 1.26948 1795.55 585700.08

4871 2009.02.19 17:35 buy 2438 0.28 1.26908 1.26348 1.26968

4872 2009.02.19 18:02 t/p 2438 0.28 1.26968 1.26348 1.26968 1795.55 587495.63

4873 2009.02.19 18:02 t/p 2436 0.28 1.26988 1.26368 1.26988 1795.55 589291.18

4874 2009.02.19 18:05 t/p 2435 0.28 1.26998 1.26378 1.26998 1795.55 591086.73

4875 2009.02.19 18:05 t/p 2434 0.28 1.27058 1.26438 1.27058 1795.55 592882.28

4876 2009.02.19 18:12 t/p 2431 0.28 1.27128 1.26508 1.27128 1795.55 594677.83

4877 2009.02.23 00:01 buy 2439 0.29 1.28058 1.27498 1.28118

4878 2009.02.23 00:02 buy 2440 0.29 1.28038 1.27478 1.28098

4879 2009.02.23 00:03 t/p 2440 0.29 1.28098 1.27478 1.28098 1859.67 596537.50

4880 2009.02.23 00:05 buy 2441 0.29 1.28118 1.27558 1.28178

4881 2009.02.23 00:06 t/p 2439 0.29 1.28118 1.27498 1.28118 1859.68 598397.18

4882 2009.02.23 00:07 t/p 2441 0.29 1.28178 1.27558 1.28178 1859.67 600256.85

4883 2009.02.23 00:15 buy 2442 0.29 1.28088 1.27528 1.28148

4884 2009.02.23 00:17 t/p 2442 0.29 1.28148 1.27528 1.28148 1859.67 602116.52

Page 132: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 132/509

4885 2009.02.23 00:35 buy 2443 0.29 1.28098 1.27538 1.28158

4886 2009.02.23 00:36 buy 2444 0.29 1.28088 1.27528 1.28148

4887 2009.02.23 00:37 buy 2445 0.29 1.28068 1.27508 1.28128

4888 2009.02.23 00:41 buy 2446 0.29 1.28088 1.27528 1.28148

4889 2009.02.23 00:44 t/p 2445 0.29 1.28128 1.27508 1.28128 1859.68 603976.20

4890 2009.02.23 00:45 t/p 2444 0.29 1.28148 1.27528 1.28148 1859.67 605835.87

4891 2009.02.23 00:45 t/p 2446 0.29 1.28148 1.27528 1.28148 1859.67 607695.54

4892 2009.02.23 00:47 t/p 2443 0.29 1.28158 1.27538 1.28158 1859.68 609555.22

4893 2009.02.23 01:40 buy 2447 0.30 1.28078 1.27518 1.28138

4894 2009.02.23 01:41 buy 2448 0.30 1.28048 1.27488 1.28108

4895 2009.02.23 01:43 buy 2449 0.30 1.28008 1.27448 1.28068

4896 2009.02.23 01:44 buy 2450 0.30 1.27988 1.27428 1.28048

4897 2009.02.23 01:46 buy 2451 0.30 1.27948 1.27388 1.28008

4898 2009.02.23 02:13 t/p 2451 0.30 1.28008 1.27388 1.28008 1923.81 611479.03

4899 2009.02.23 02:15 t/p 2450 0.30 1.28048 1.27428 1.28048 1923.80 613402.83

4900 2009.02.23 02:15 t/p 2449 0.30 1.28068 1.27448 1.28068 1923.80 615326.63

4901 2009.02.23 02:21 t/p 2448 0.30 1.28108 1.27488 1.28108 1923.81 617250.44

4902 2009.02.23 02:21 t/p 2447 0.30 1.28138 1.27518 1.28138 1923.80 619174.24

4903 2009.02.23 02:41 buy 2452 0.30 1.27968 1.27408 1.28028

4904 2009.02.23 02:42 buy 2453 0.30 1.27948 1.27388 1.28008

4905 2009.02.23 02:43 buy 2454 0.30 1.27878 1.27318 1.27938

4906 2009.02.23 02:46 buy 2455 0.30 1.27888 1.27328 1.27948

4907 2009.02.23 02:47 buy 2456 0.30 1.27868 1.27308 1.27928

4908 2009.02.23 03:03 t/p 2456 0.30 1.27928 1.27308 1.27928 1923.81 621098.05

4909 2009.02.23 03:05 t/p 2454 0.30 1.27938 1.27318 1.27938 1923.80 623021.85

4910 2009.02.23 03:10 buy 2457 0.30 1.27898 1.27338 1.27958

4911 2009.02.23 03:13 t/p 2455 0.30 1.27948 1.27328 1.27948 1923.80 624945.65

4912 2009.02.23 03:17 t/p 2457 0.30 1.27958 1.27338 1.27958 1923.81 626869.46

4913 2009.02.23 03:17 t/p 2453 0.30 1.28008 1.27388 1.28008 1923.81 628793.27

4914 2009.02.23 03:17 t/p 2452 0.30 1.28028 1.27408 1.28028 1923.81 630717.08

4915 2009.02.23 11:01 buy 2458 0.31 1.28948 1.28388 1.29008

4916 2009.02.23 11:03 buy 2459 0.31 1.28928 1.28368 1.28988

4917 2009.02.23 11:05 buy 2460 0.31 1.28938 1.28378 1.28998

4918 2009.02.23 11:05 t/p 2459 0.31 1.28988 1.28368 1.28988 1987.93 632705.01

4919 2009.02.23 11:07 t/p 2460 0.31 1.28998 1.28378 1.28998 1987.94 634692.95

4920 2009.02.23 11:07 t/p 2458 0.31 1.29008 1.28388 1.29008 1987.93 636680.88

4921 2009.02.23 11:11 buy 2461 0.31 1.28998 1.28438 1.29058

Page 133: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 133/509

4922 2009.02.23 11:12 buy 2462 0.31 1.28958 1.28398 1.29018

4923 2009.02.23 11:13 buy 2463 0.31 1.28928 1.28368 1.28988

4924 2009.02.23 11:14 buy 2464 0.31 1.28918 1.28358 1.28978

4925 2009.02.23 11:16 buy 2465 0.31 1.28818 1.28258 1.28878

4926 2009.02.23 11:30 s/l 2461 0.31 1.28438 1.28438 1.29058 -18554.03 618126.85

4927 2009.02.23 12:30 close 2462 0.31 1.28510 1.28398 1.29018 -14843.22 603283.63

4928 2009.02.23 12:30 close 2464 0.31 1.28510 1.28358 1.28978 -13517.93 589765.70

4929 2009.02.23 12:31 close 2463 0.31 1.28470 1.28368 1.28988 -15174.54 574591.16

4930 2009.02.23 12:32 close 2465 0.31 1.28500 1.28258 1.28878 -10536.03 564055.13

4931 2009.02.24 03:15 sell 2466 0.27 1.27050 1.27610 1.26990

4932 2009.02.24 03:17 sell 2467 0.27 1.27050 1.27610 1.26990

4933 2009.02.24 03:18 t/p 2466 0.27 1.26990 1.27610 1.26990 1731.82 565786.95

4934 2009.02.24 03:18 t/p 2467 0.27 1.26990 1.27610 1.26990 1731.82 567518.77

4935 2009.02.24 03:22 sell 2468 0.28 1.27060 1.27620 1.27000

4936 2009.02.24 03:23 sell 2469 0.28 1.27080 1.27640 1.27020

4937 2009.02.24 03:24 sell 2470 0.28 1.27110 1.27670 1.27050

4938 2009.02.24 03:26 sell 2471 0.28 1.27080 1.27640 1.27020

4939 2009.02.24 03:27 sell 2472 0.28 1.27130 1.27690 1.27070

4940 2009.02.24 03:30 t/p 2472 0.28 1.27070 1.27690 1.27070 1795.95 569314.72

4941 2009.02.24 03:31 t/p 2470 0.28 1.27050 1.27670 1.27050 1795.95 571110.67

4942 2009.02.24 03:37 t/p 2469 0.28 1.27020 1.27640 1.27020 1795.95 572906.62

4943 2009.02.24 03:37 t/p 2471 0.28 1.27020 1.27640 1.27020 1795.95 574702.57

4944 2009.02.24 03:40 sell 2473 0.28 1.27100 1.27660 1.27040

4945 2009.02.24 03:41 sell 2474 0.28 1.27150 1.27710 1.27090

4946 2009.02.24 03:44 sell 2475 0.28 1.27130 1.27690 1.27070

4947 2009.02.24 03:46 sell 2476 0.28 1.27130 1.27690 1.27070

4948 2009.02.24 04:01 t/p 2474 0.28 1.27090 1.27710 1.27090 1795.95 576498.52

4949 2009.02.24 04:02 t/p 2475 0.28 1.27070 1.27690 1.27070 1795.95 578294.47

4950 2009.02.24 04:02 t/p 2476 0.28 1.27070 1.27690 1.27070 1795.95 580090.42

4951 2009.02.24 04:48 t/p 2473 0.28 1.27040 1.27660 1.27040 1795.96 581886.38

4952 2009.02.24 04:52 close 2468 0.28 1.27045 1.27620 1.27000 448.98 582335.36

4953 2009.02.25 02:06 buy 2477 0.28 1.28548 1.27988 1.28608

4954 2009.02.25 02:13 buy 2478 0.28 1.28528 1.27968 1.28588

4955 2009.02.25 02:14 buy 2479 0.28 1.28518 1.27958 1.28578

4956 2009.02.25 02:17 buy 2480 0.28 1.28528 1.27968 1.28588

4957 2009.02.25 02:20 buy 2481 0.28 1.28528 1.27968 1.28588

4958 2009.02.25 02:31 t/p 2479 0.28 1.28578 1.27958 1.28578 1795.55 584130.91

4959 2009.02.25 02:31 t/p 2478 0.28 1.28588 1.27968 1.28588 1795.55 585926.46

Page 134: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 134/509

4960 2009.02.25 02:31 t/p 2480 0.28 1.28588 1.27968 1.28588 1795.55 587722.01

4961 2009.02.25 02:31 t/p 2481 0.28 1.28588 1.27968 1.28588 1795.55 589517.56

4962 2009.02.25 02:31 t/p 2477 0.28 1.28608 1.27988 1.28608 1795.55 591313.11

4963 2009.02.25 02:59 buy 2482 0.29 1.28528 1.27968 1.28588

4964 2009.02.25 03:00 buy 2483 0.29 1.28498 1.27938 1.28558

4965 2009.02.25 03:01 buy 2484 0.29 1.28488 1.27928 1.28548

4966 2009.02.25 03:02 buy 2485 0.29 1.28458 1.27898 1.28518

4967 2009.02.25 03:06 buy 2486 0.29 1.28488 1.27928 1.28548

4968 2009.02.25 03:18 t/p 2485 0.29 1.28518 1.27898 1.28518 1859.67 593172.78

4969 2009.02.25 03:32 t/p 2484 0.29 1.28548 1.27928 1.28548 1859.68 595032.46

4970 2009.02.25 03:32 t/p 2486 0.29 1.28548 1.27928 1.28548 1859.68 596892.14

4971 2009.02.25 03:32 t/p 2483 0.29 1.28558 1.27938 1.28558 1859.68 598751.82

4972 2009.02.25 03:34 t/p 2482 0.29 1.28588 1.27968 1.28588 1859.68 600611.50

4973 2009.03.05 01:53 buy 2487 0.29 1.26418 1.25858 1.26478

4974 2009.03.05 01:57 buy 2488 0.29 1.26428 1.25868 1.26488

4975 2009.03.05 01:58 buy 2489 0.29 1.26418 1.25858 1.26478

4976 2009.03.05 01:59 buy 2490 0.29 1.26368 1.25808 1.26428

4977 2009.03.05 02:00 buy 2491 0.29 1.26348 1.25788 1.26408

4978 2009.03.05 04:24 s/l 2488 0.29 1.25868 1.25868 1.26488 -17356.99 583254.51

4979 2009.03.05 04:24 close 2490 0.29 1.25867 1.25808 1.26428 -15528.30 567726.21

4980 2009.03.05 04:25 close 2487 0.29 1.25900 1.25858 1.26478 -16055.21 551671.00

4981 2009.03.05 04:25 close 2491 0.29 1.25900 1.25788 1.26408 -13885.59 537785.41

4982 2009.03.05 04:26 close 2489 0.29 1.25930 1.25858 1.26478 -15125.37 522660.04

4983 2009.03.06 12:04 buy 2492 0.25 1.26668 1.26108 1.26728

4984 2009.03.06 12:05 t/p 2492 0.25 1.26728 1.26108 1.26728 1603.17 524263.21

4985 2009.03.06 12:16 buy 2493 0.25 1.26638 1.26078 1.26698

4986 2009.03.06 12:17 t/p 2493 0.25 1.26698 1.26078 1.26698 1603.17 525866.38

4987 2009.03.06 14:29 buy 2494 0.26 1.26668 1.26108 1.26728

4988 2009.03.06 14:48 t/p 2494 0.26 1.26728 1.26108 1.26728 1667.30 527533.68

4989 2009.03.06 14:51 buy 2495 0.26 1.26528 1.25968 1.26588

4990 2009.03.06 14:52 buy 2496 0.26 1.26458 1.25898 1.26518

4991 2009.03.06 14:55 buy 2497 0.26 1.26478 1.25918 1.26538

4992 2009.03.06 14:56 buy 2498 0.26 1.26468 1.25908 1.26528

4993 2009.03.06 14:56 t/p 2496 0.26 1.26518 1.25898 1.26518 1667.30 529200.98

4994 2009.03.06 14:56 t/p 2498 0.26 1.26528 1.25908 1.26528 1667.29 530868.27

4995 2009.03.06 14:56 t/p 2497 0.26 1.26538 1.25918 1.26538 1667.29 532535.56

4996 2009.03.06 14:59 buy 2499 0.26 1.26548 1.25988 1.26608

Page 135: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 135/509

4997 2009.03.06 14:59 t/p 2495 0.26 1.26588 1.25968 1.26588 1667.30 534202.86

4998 2009.03.06 14:59 t/p 2499 0.26 1.26608 1.25988 1.26608 1667.29 535870.15

4999 2009.03.10 18:11 buy 2500 0.26 1.27658 1.27098 1.27718

5000 2009.03.10 18:17 t/p 2500 0.26 1.27718 1.27098 1.27718 1667.30 537537.45

5001 2009.03.10 18:20 buy 2501 0.26 1.27678 1.27118 1.27738

5002 2009.03.10 18:21 buy 2502 0.26 1.27638 1.27078 1.27698

5003 2009.03.10 18:21 t/p 2502 0.26 1.27698 1.27078 1.27698 1667.30 539204.75

5004 2009.03.10 18:25 t/p 2501 0.26 1.27738 1.27118 1.27738 1667.30 540872.05

5005 2009.03.10 18:35 buy 2503 0.26 1.27568 1.27008 1.27628

5006 2009.03.10 18:37 buy 2504 0.26 1.27598 1.27038 1.27658

5007 2009.03.10 18:39 buy 2505 0.26 1.27538 1.26978 1.27598

5008 2009.03.10 18:40 buy 2506 0.26 1.27518 1.26958 1.27578

5009 2009.03.10 18:42 buy 2507 0.26 1.27488 1.26928 1.27548

5010 2009.03.10 18:47 t/p 2507 0.26 1.27548 1.26928 1.27548 1667.30 542539.35

5011 2009.03.10 18:48 buy 2508 0.26 1.27548 1.26988 1.27608

5012 2009.03.10 19:05 t/p 2506 0.26 1.27578 1.26958 1.27578 1667.30 544206.65

5013 2009.03.10 19:06 t/p 2505 0.26 1.27598 1.26978 1.27598 1667.30 545873.95

5014 2009.03.10 19:06 t/p 2508 0.26 1.27608 1.26988 1.27608 1667.29 547541.24

5015 2009.03.10 19:06 t/p 2503 0.26 1.27628 1.27008 1.27628 1667.30 549208.54

5016 2009.03.10 19:12 t/p 2504 0.26 1.27658 1.27038 1.27658 1667.30 550875.84

5017 2009.03.12 01:47 buy 2509 0.27 1.28318 1.27758 1.28378

5018 2009.03.12 01:48 buy 2510 0.27 1.28318 1.27758 1.28378

5019 2009.03.12 01:49 buy 2511 0.27 1.28308 1.27748 1.28368

5020 2009.03.12 01:50 buy 2512 0.27 1.28298 1.27738 1.28358

5021 2009.03.12 01:51 buy 2513 0.27 1.28258 1.27698 1.28318

5022 2009.03.12 03:30 t/p 2513 0.27 1.28318 1.27698 1.28318 1731.43 552607.27

5023 2009.03.12 03:30 close 2512 0.27 1.28318 1.27738 1.28358 577.15 553184.42

5024 2009.03.12 03:30 close 2511 0.27 1.28318 1.27748 1.28368 288.58 553473.00

5025 2009.03.12 03:30 close 2510 0.27 1.28318 1.27758 1.28378 0.00 553473.00

5026 2009.03.12 03:30 close 2509 0.27 1.28318 1.27758 1.28378 0.00 553473.00

5027 2009.03.13 02:00 buy 2514 0.27 1.28888 1.28328 1.28948

5028 2009.03.13 02:03 t/p 2514 0.27 1.28948 1.28328 1.28948 1731.42 555204.42

5029 2009.03.16 17:11 buy 2515 0.27 1.30148 1.29588 1.30208

5030 2009.03.16 17:12 buy 2516 0.27 1.30078 1.29518 1.30138

5031 2009.03.16 17:14 buy 2517 0.27 1.30028 1.29468 1.30088

5032 2009.03.16 17:16 buy 2518 0.27 1.30038 1.29478 1.30098

5033 2009.03.16 17:17 buy 2519 0.27 1.30018 1.29458 1.30078

5034 2009.03.16 17:37 t/p 2519 0.27 1.30078 1.29458 1.30078 1731.54 556935.96

Page 136: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 136/509

5035 2009.03.16 17:38 t/p 2517 0.27 1.30088 1.29468 1.30088 1731.54 558667.50

5036 2009.03.16 17:39 t/p 2518 0.27 1.30098 1.29478 1.30098 1731.54 560399.04

5037 2009.03.16 17:44 buy 2520 0.27 1.30028 1.29468 1.30088

5038 2009.03.16 17:48 t/p 2520 0.27 1.30088 1.29468 1.30088 1731.54 562130.58

5039 2009.03.16 17:52 t/p 2516 0.27 1.30138 1.29518 1.30138 1731.54 563862.12

5040 2009.03.16 18:27 t/p 2515 0.27 1.30208 1.29588 1.30208 1731.54 565593.66

5041 2009.03.18 21:03 buy 2521 0.27 1.31088 1.30528 1.31148

5042 2009.03.18 21:05 t/p 2521 0.27 1.31148 1.30528 1.31148 1731.53 567325.19

5043 2009.03.18 21:13 buy 2522 0.28 1.31068 1.30508 1.31128

5044 2009.03.18 21:13 t/p 2522 0.28 1.31128 1.30508 1.31128 1795.67 569120.86

5045 2009.03.19 03:12 buy 2523 0.28 1.34708 1.34148 1.34768

5046 2009.03.19 03:13 buy 2524 0.28 1.34618 1.34058 1.34678

5047 2009.03.19 03:16 buy 2525 0.28 1.34628 1.34068 1.34688

5048 2009.03.19 03:18 buy 2526 0.28 1.34648 1.34088 1.34708

5049 2009.03.19 03:19 buy 2527 0.28 1.34628 1.34068 1.34688

5050 2009.03.19 04:05 t/p 2524 0.28 1.34678 1.34058 1.34678 1795.67 570916.53

5051 2009.03.19 04:05 t/p 2525 0.28 1.34688 1.34068 1.34688 1795.67 572712.20

5052 2009.03.19 04:05 t/p 2527 0.28 1.34688 1.34068 1.34688 1795.67 574507.87

5053 2009.03.19 04:05 t/p 2526 0.28 1.34708 1.34088 1.34708 1795.67 576303.54

5054 2009.03.19 04:23 buy 2528 0.28 1.34508 1.33948 1.34568

5055 2009.03.19 04:25 buy 2529 0.28 1.34508 1.33948 1.34568

5056 2009.03.19 04:26 buy 2530 0.28 1.34498 1.33938 1.34558

5057 2009.03.19 04:29 buy 2531 0.28 1.34498 1.33938 1.34558

5058 2009.03.19 06:55 t/p 2530 0.28 1.34558 1.33938 1.34558 1795.66 578099.20

5059 2009.03.19 06:55 t/p 2531 0.28 1.34558 1.33938 1.34558 1795.66 579894.86

5060 2009.03.19 06:55 t/p 2528 0.28 1.34568 1.33948 1.34568 1795.65 581690.51

5061 2009.03.19 06:55 t/p 2529 0.28 1.34568 1.33948 1.34568 1795.65 583486.16

5062 2009.03.19 08:10 close 2523 0.28 1.34708 1.34148 1.34768 0.00 583486.16

5063 2009.03.19 19:17 buy 2532 0.28 1.36678 1.36118 1.36738

5064 2009.03.19 19:17 t/p 2532 0.28 1.36738 1.36118 1.36738 1795.62 585281.78

5065 2009.03.19 20:47 buy 2533 0.28 1.36708 1.36148 1.36768

5066 2009.03.19 20:49 t/p 2533 0.28 1.36768 1.36148 1.36768 1795.62 587077.40

5067 2009.03.19 20:56 buy 2534 0.29 1.36648 1.36088 1.36708

5068 2009.03.19 20:58 buy 2535 0.29 1.36588 1.36028 1.36648

5069 2009.03.19 20:59 buy 2536 0.29 1.36508 1.35948 1.36568

5070 2009.03.19 21:00 buy 2537 0.29 1.36388 1.35828 1.36448

5071 2009.03.19 21:01 buy 2538 0.29 1.36378 1.35818 1.36438

Page 137: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 137/509

5072 2009.03.19 21:01 t/p 2538 0.29 1.36438 1.35818 1.36438 1859.75 588937.15

5073 2009.03.19 21:01 t/p 2537 0.29 1.36448 1.35828 1.36448 1859.75 590796.90

5074 2009.03.19 21:04 t/p 2536 0.29 1.36568 1.35948 1.36568 1859.74 592656.64

5075 2009.03.19 21:06 buy 2539 0.29 1.36548 1.35988 1.36608

5076 2009.03.19 21:09 buy 2540 0.29 1.36508 1.35948 1.36568

5077 2009.03.19 21:10 t/p 2540 0.29 1.36568 1.35948 1.36568 1859.74 594516.38

5078 2009.03.19 21:11 t/p 2539 0.29 1.36608 1.35988 1.36608 1859.74 596376.12

5079 2009.03.19 21:17 buy 2541 0.29 1.36598 1.36038 1.36658

5080 2009.03.19 21:17 t/p 2535 0.29 1.36648 1.36028 1.36648 1859.75 598235.87

5081 2009.03.19 21:17 t/p 2541 0.29 1.36658 1.36038 1.36658 1859.74 600095.61

5082 2009.03.19 21:17 t/p 2534 0.29 1.36708 1.36088 1.36708 1859.74 601955.35

5083 2009.03.19 21:46 buy 2542 0.29 1.36508 1.35948 1.36568

5084 2009.03.19 21:48 buy 2543 0.29 1.36458 1.35898 1.36518

5085 2009.03.19 21:49 buy 2544 0.29 1.36458 1.35898 1.36518

5086 2009.03.19 21:49 t/p 2543 0.29 1.36518 1.35898 1.36518 1859.74 603815.09

5087 2009.03.19 21:49 t/p 2544 0.29 1.36518 1.35898 1.36518 1859.74 605674.83

5088 2009.03.19 21:51 buy 2545 0.29 1.36468 1.35908 1.36528

5089 2009.03.19 21:53 buy 2546 0.29 1.36468 1.35908 1.36528

5090 2009.03.19 21:56 t/p 2545 0.29 1.36528 1.35908 1.36528 1859.74 607534.57

5091 2009.03.19 21:56 t/p 2546 0.29 1.36528 1.35908 1.36528 1859.74 609394.31

5092 2009.03.19 21:57 t/p 2542 0.29 1.36568 1.35948 1.36568 1859.74 611254.05

5093 2009.03.19 23:18 buy 2547 0.30 1.36538 1.35978 1.36598

5094 2009.03.19 23:19 buy 2548 0.30 1.36528 1.35968 1.36588

5095 2009.03.19 23:21 buy 2549 0.30 1.36528 1.35968 1.36588

5096 2009.03.19 23:29 buy 2550 0.30 1.36538 1.35978 1.36598

5097 2009.03.19 23:35 t/p 2548 0.30 1.36588 1.35968 1.36588 1923.87 613177.92

5098 2009.03.19 23:35 t/p 2549 0.30 1.36588 1.35968 1.36588 1923.87 615101.79

5099 2009.03.19 23:36 t/p 2547 0.30 1.36598 1.35978 1.36598 1923.88 617025.67

5100 2009.03.19 23:36 t/p 2550 0.30 1.36598 1.35978 1.36598 1923.88 618949.55

5101 2009.03.20 01:47 buy 2551 0.30 1.36628 1.36068 1.36688

5102 2009.03.20 01:53 buy 2552 0.30 1.36598 1.36038 1.36658

5103 2009.03.20 01:57 buy 2553 0.30 1.36588 1.36028 1.36648

5104 2009.03.20 01:58 buy 2554 0.30 1.36578 1.36018 1.36638

5105 2009.03.20 01:59 buy 2555 0.30 1.36558 1.35998 1.36618

5106 2009.03.20 02:00 t/p 2555 0.30 1.36618 1.35998 1.36618 1923.87 620873.42

5107 2009.03.20 02:05 buy 2556 0.30 1.36548 1.35988 1.36608

5108 2009.03.20 02:10 t/p 2556 0.30 1.36608 1.35988 1.36608 1923.88 622797.30

5109 2009.03.20 02:18 buy 2557 0.30 1.36548 1.35988 1.36608

Page 138: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 138/509

5110 2009.03.20 02:28 t/p 2557 0.30 1.36608 1.35988 1.36608 1923.88 624721.18

5111 2009.03.20 02:57 buy 2558 0.30 1.36538 1.35978 1.36598

5112 2009.03.20 02:59 t/p 2558 0.30 1.36598 1.35978 1.36598 1923.88 626645.06

5113 2009.03.20 02:59 t/p 2554 0.30 1.36638 1.36018 1.36638 1923.87 628568.93

5114 2009.03.20 02:59 t/p 2553 0.30 1.36648 1.36028 1.36648 1923.88 630492.81

5115 2009.03.20 03:03 t/p 2552 0.30 1.36658 1.36038 1.36658 1923.88 632416.69

5116 2009.03.20 03:05 t/p 2551 0.30 1.36688 1.36068 1.36688 1923.87 634340.56

5117 2009.03.20 03:23 buy 2559 0.31 1.36528 1.35968 1.36588

5118 2009.03.20 03:27 buy 2560 0.31 1.36538 1.35978 1.36598

5119 2009.03.20 03:36 t/p 2559 0.31 1.36588 1.35968 1.36588 1988.00 636328.56

5120 2009.03.20 03:37 t/p 2560 0.31 1.36598 1.35978 1.36598 1988.01 638316.57

5121 2009.03.20 04:10 buy 2561 0.31 1.36518 1.35958 1.36578

5122 2009.03.20 05:00 close 2561 0.31 1.36160 1.35958 1.36578 -11861.76 626454.81

5123 2009.03.25 01:33 sell 2562 0.30 1.34810 1.35370 1.34750

5124 2009.03.25 01:37 sell 2563 0.30 1.34790 1.35350 1.34730

5125 2009.03.25 01:38 sell 2564 0.30 1.34800 1.35360 1.34740

5126 2009.03.25 01:43 sell 2565 0.30 1.34840 1.35400 1.34780

5127 2009.03.25 02:29 t/p 2565 0.30 1.34780 1.35400 1.34780 1924.29 628379.10

5128 2009.03.25 02:37 t/p 2562 0.30 1.34750 1.35370 1.34750 1924.29 630303.39

5129 2009.03.25 02:37 t/p 2564 0.30 1.34740 1.35360 1.34740 1924.29 632227.68

5130 2009.03.25 02:37 t/p 2563 0.30 1.34730 1.35350 1.34730 1924.29 634151.97

5131 2009.03.30 01:23 sell 2566 0.31 1.32600 1.33160 1.32540

5132 2009.03.30 01:24 sell 2567 0.31 1.32620 1.33180 1.32560

5133 2009.03.30 01:26 sell 2568 0.31 1.32610 1.33170 1.32550

5134 2009.03.30 01:27 sell 2569 0.31 1.32620 1.33180 1.32560

5135 2009.03.30 01:30 sell 2570 0.31 1.32670 1.33230 1.32610

5136 2009.03.30 02:30 t/p 2570 0.31 1.32610 1.33230 1.32610 1988.49 636140.46

5137 2009.03.30 02:33 t/p 2567 0.31 1.32560 1.33180 1.32560 1988.49 638128.95

5138 2009.03.30 02:33 t/p 2569 0.31 1.32560 1.33180 1.32560 1988.49 640117.44

5139 2009.03.30 02:33 t/p 2568 0.31 1.32550 1.33170 1.32550 1988.49 642105.93

5140 2009.03.30 02:35 t/p 2566 0.31 1.32540 1.33160 1.32540 1988.49 644094.42

5141 2009.03.30 03:20 sell 2571 0.31 1.32760 1.33320 1.32700

5142 2009.03.30 03:23 t/p 2571 0.31 1.32700 1.33320 1.32700 1988.48 646082.90

5143 2009.03.30 03:35 sell 2572 0.31 1.32780 1.33340 1.32720

5144 2009.03.30 03:44 t/p 2572 0.31 1.32720 1.33340 1.32720 1988.48 648071.38

5145 2009.03.30 14:25 sell 2573 0.31 1.31950 1.32510 1.31890

5146 2009.03.30 14:27 sell 2574 0.31 1.31980 1.32540 1.31920

Page 139: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 139/509

5147 2009.03.30 14:29 sell 2575 0.31 1.31960 1.32520 1.31900

5148 2009.03.30 14:31 sell 2576 0.31 1.31960 1.32520 1.31900

5149 2009.03.30 14:33 sell 2577 0.31 1.31970 1.32530 1.31910

5150 2009.03.30 14:56 t/p 2574 0.31 1.31920 1.32540 1.31920 1988.49 650059.87

5151 2009.03.30 15:01 t/p 2577 0.31 1.31910 1.32530 1.31910 1988.49 652048.36

5152 2009.03.30 15:09 t/p 2575 0.31 1.31900 1.32520 1.31900 1988.49 654036.85

5153 2009.03.30 15:09 t/p 2576 0.31 1.31900 1.32520 1.31900 1988.49 656025.34

5154 2009.03.30 15:17 t/p 2573 0.31 1.31890 1.32510 1.31890 1988.49 658013.83

5155 2009.03.31 16:32 buy 2578 0.32 1.32988 1.32428 1.33048

5156 2009.03.31 16:33 t/p 2578 0.32 1.33048 1.32428 1.33048 2052.21 660066.04

5157 2009.04.02 21:04 buy 2579 0.32 1.34598 1.34038 1.34658

5158 2009.04.02 21:05 buy 2580 0.32 1.34578 1.34018 1.34638

5159 2009.04.02 21:06 buy 2581 0.32 1.34578 1.34018 1.34638

5160 2009.04.02 21:07 buy 2582 0.32 1.34548 1.33988 1.34608

5161 2009.04.02 21:09 buy 2583 0.32 1.34498 1.33938 1.34558

5162 2009.04.02 21:31 t/p 2583 0.32 1.34558 1.33938 1.34558 2052.20 662118.24

5163 2009.04.02 21:36 buy 2584 0.32 1.34498 1.33938 1.34558

5164 2009.04.02 21:39 t/p 2584 0.32 1.34558 1.33938 1.34558 2052.20 664170.44

5165 2009.04.02 21:51 buy 2585 0.32 1.34478 1.33918 1.34538

5166 2009.04.02 22:15 t/p 2585 0.32 1.34538 1.33918 1.34538 2052.17 666222.61

5167 2009.04.02 22:40 buy 2586 0.32 1.34398 1.33838 1.34458

5168 2009.04.02 23:02 t/p 2586 0.32 1.34458 1.33838 1.34458 2052.17 668274.78

5169 2009.04.02 23:12 close 2582 0.32 1.34549 1.33988 1.34608 34.20 668308.98

5170 2009.04.02 23:14 close 2581 0.32 1.34578 1.34018 1.34638 0.00 668308.98

5171 2009.04.02 23:14 close 2580 0.32 1.34578 1.34018 1.34638 0.00 668308.98

5172 2009.04.02 23:14 close 2579 0.32 1.34599 1.34038 1.34658 34.21 668343.19

5173 2009.04.03 01:11 buy 2587 0.32 1.34538 1.33978 1.34598

5174 2009.04.03 01:22 t/p 2587 0.32 1.34598 1.33978 1.34598 2052.17 670395.36

5175 2009.04.03 03:38 buy 2588 0.33 1.34538 1.33978 1.34598

5176 2009.04.03 03:43 buy 2589 0.33 1.34558 1.33998 1.34618

5177 2009.04.03 03:46 buy 2590 0.33 1.34528 1.33968 1.34588

5178 2009.04.03 03:47 buy 2591 0.33 1.34518 1.33958 1.34578

5179 2009.04.03 03:49 buy 2592 0.33 1.34518 1.33958 1.34578

5180 2009.04.03 03:59 t/p 2591 0.33 1.34578 1.33958 1.34578 2116.30 672511.66

5181 2009.04.03 03:59 t/p 2592 0.33 1.34578 1.33958 1.34578 2116.30 674627.96

5182 2009.04.03 03:59 t/p 2590 0.33 1.34588 1.33968 1.34588 2116.30 676744.26

5183 2009.04.03 04:07 t/p 2588 0.33 1.34598 1.33978 1.34598 2116.30 678860.56

5184 2009.04.03 04:11 buy 2593 0.33 1.34488 1.33928 1.34548

Page 140: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 140/509

5185 2009.04.03 04:13 buy 2594 0.33 1.34488 1.33928 1.34548

5186 2009.04.03 04:16 t/p 2593 0.33 1.34548 1.33928 1.34548 2116.30 680976.86

5187 2009.04.03 04:16 t/p 2594 0.33 1.34548 1.33928 1.34548 2116.30 683093.16

5188 2009.04.03 05:20 close 2589 0.33 1.34220 1.33998 1.34618 -11921.84 671171.32

5189 2009.04.06 20:26 sell 2595 0.33 1.34010 1.34570 1.33950

5190 2009.04.06 20:31 t/p 2595 0.33 1.33950 1.34570 1.33950 2116.80 673288.12

5191 2009.04.06 20:48 sell 2596 0.33 1.34030 1.34590 1.33970

5192 2009.04.06 20:50 sell 2597 0.33 1.34020 1.34580 1.33960

5193 2009.04.06 20:56 sell 2598 0.33 1.34030 1.34590 1.33970

5194 2009.04.06 20:57 sell 2599 0.33 1.34040 1.34600 1.33980

5195 2009.04.06 20:58 sell 2600 0.33 1.34090 1.34650 1.34030

5196 2009.04.06 21:19 t/p 2600 0.33 1.34030 1.34650 1.34030 2116.80 675404.92

5197 2009.04.06 21:28 sell 2601 0.33 1.34100 1.34660 1.34040

5198 2009.04.06 21:32 t/p 2601 0.33 1.34040 1.34660 1.34040 2116.80 677521.72

5199 2009.04.06 21:40 t/p 2599 0.33 1.33980 1.34600 1.33980 2116.80 679638.52

5200 2009.04.06 21:40 t/p 2596 0.33 1.33970 1.34590 1.33970 2116.80 681755.32

5201 2009.04.06 21:40 t/p 2598 0.33 1.33970 1.34590 1.33970 2116.80 683872.12

5202 2009.04.06 21:40 t/p 2597 0.33 1.33960 1.34580 1.33960 2116.80 685988.92

5203 2009.04.06 22:51 sell 2602 0.33 1.34100 1.34660 1.34040

5204 2009.04.06 22:55 sell 2603 0.33 1.34130 1.34690 1.34070

5205 2009.04.06 22:56 sell 2604 0.33 1.34150 1.34710 1.34090

5206 2009.04.06 22:58 t/p 2604 0.33 1.34090 1.34710 1.34090 2116.80 688105.72

5207 2009.04.06 22:59 t/p 2603 0.33 1.34070 1.34690 1.34070 2116.80 690222.52

5208 2009.04.06 23:47 sell 2605 0.34 1.34130 1.34690 1.34070

5209 2009.04.06 23:49 sell 2606 0.34 1.34150 1.34710 1.34090

5210 2009.04.06 23:50 sell 2607 0.34 1.34160 1.34720 1.34100

5211 2009.04.06 23:51 sell 2608 0.34 1.34200 1.34760 1.34140

5212 2009.04.07 00:03 t/p 2608 0.34 1.34140 1.34760 1.34140 2417.70 692640.22

5213 2009.04.07 00:07 t/p 2607 0.34 1.34100 1.34720 1.34100 2417.70 695057.92

5214 2009.04.07 00:11 t/p 2606 0.34 1.34090 1.34710 1.34090 2417.70 697475.61

5215 2009.04.07 00:13 t/p 2605 0.34 1.34070 1.34690 1.34070 2417.71 699893.32

5216 2009.04.07 00:21 close 2602 0.33 1.34070 1.34660 1.34040 1288.19 701181.51

5217 2009.04.07 02:04 sell 2609 0.34 1.34070 1.34630 1.34010

5218 2009.04.07 02:12 t/p 2609 0.34 1.34010 1.34630 1.34010 2180.94 703362.45

5219 2009.04.07 15:49 sell 2610 0.34 1.32770 1.33330 1.32710

5220 2009.04.07 15:50 sell 2611 0.34 1.32780 1.33340 1.32720

5221 2009.04.07 15:51 sell 2612 0.34 1.32800 1.33360 1.32740

Page 141: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 141/509

5222 2009.04.07 15:52 t/p 2612 0.34 1.32740 1.33360 1.32740 2180.95 705543.40

5223 2009.04.07 15:55 sell 2613 0.34 1.32790 1.33350 1.32730

5224 2009.04.07 15:56 sell 2614 0.34 1.32820 1.33380 1.32760

5225 2009.04.07 15:58 sell 2615 0.34 1.32810 1.33370 1.32750

5226 2009.04.07 16:00 t/p 2614 0.34 1.32760 1.33380 1.32760 2180.94 707724.34

5227 2009.04.07 16:00 t/p 2615 0.34 1.32750 1.33370 1.32750 2180.94 709905.28

5228 2009.04.07 16:00 t/p 2613 0.34 1.32730 1.33350 1.32730 2180.95 712086.23

5229 2009.04.07 16:01 t/p 2611 0.34 1.32720 1.33340 1.32720 2180.95 714267.18

5230 2009.04.07 16:12 t/p 2610 0.34 1.32710 1.33330 1.32710 2180.95 716448.13

5231 2009.04.07 16:21 sell 2616 0.35 1.32830 1.33390 1.32770

5232 2009.04.07 16:23 sell 2617 0.35 1.32860 1.33420 1.32800

5233 2009.04.07 16:25 sell 2618 0.35 1.32870 1.33430 1.32810

5234 2009.04.07 16:26 t/p 2618 0.35 1.32810 1.33430 1.32810 2245.09 718693.22

5235 2009.04.07 16:26 t/p 2617 0.35 1.32800 1.33420 1.32800 2245.09 720938.31

5236 2009.04.07 16:27 t/p 2616 0.35 1.32770 1.33390 1.32770 2245.08 723183.39

5237 2009.04.07 17:32 sell 2619 0.35 1.32850 1.33410 1.32790

5238 2009.04.07 17:36 t/p 2619 0.35 1.32790 1.33410 1.32790 2245.09 725428.48

5239 2009.04.07 17:49 sell 2620 0.35 1.32870 1.33430 1.32810

5240 2009.04.07 17:50 t/p 2620 0.35 1.32810 1.33430 1.32810 2245.09 727673.57

5241 2009.04.09 23:57 sell 2621 0.35 1.31670 1.32230 1.31610

5242 2009.04.09 23:58 sell 2622 0.35 1.31680 1.32240 1.31620

5243 2009.04.10 00:19 t/p 2622 0.35 1.31620 1.32240 1.31620 2488.81 730162.39

5244 2009.04.10 00:58 t/p 2621 0.35 1.31610 1.32230 1.31610 2488.81 732651.20

5245 2009.04.14 00:06 buy 2623 0.36 1.33648 1.33088 1.33708

5246 2009.04.14 00:24 buy 2624 0.36 1.33648 1.33088 1.33708

5247 2009.04.14 00:27 buy 2625 0.36 1.33648 1.33088 1.33708

5248 2009.04.14 00:32 buy 2626 0.36 1.33648 1.33088 1.33708

5249 2009.04.14 00:33 buy 2627 0.36 1.33638 1.33078 1.33698

5250 2009.04.14 02:00 t/p 2627 0.36 1.33698 1.33078 1.33698 2308.73 734959.93

5251 2009.04.14 02:00 close 2625 0.36 1.33698 1.33088 1.33708 1923.94 736883.87

5252 2009.04.14 02:00 close 2624 0.36 1.33698 1.33088 1.33708 1923.94 738807.81

5253 2009.04.14 02:00 close 2623 0.36 1.33698 1.33088 1.33708 1923.94 740731.75

5254 2009.04.14 02:00 t/p 2626 0.36 1.33708 1.33088 1.33708 2308.73 743040.48

5255 2009.04.14 02:28 buy 2628 0.36 1.33578 1.33018 1.33638

5256 2009.04.14 02:30 t/p 2628 0.36 1.33638 1.33018 1.33638 2308.74 745349.22

5257 2009.04.14 03:14 buy 2629 0.36 1.33488 1.32928 1.33548

5258 2009.04.14 03:16 buy 2630 0.36 1.33508 1.32948 1.33568

5259 2009.04.14 03:17 buy 2631 0.36 1.33438 1.32878 1.33498

Page 142: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 142/509

5260 2009.04.14 03:20 buy 2632 0.36 1.33388 1.32828 1.33448

5261 2009.04.14 03:22 t/p 2632 0.36 1.33448 1.32828 1.33448 2308.73 747657.95

5262 2009.04.14 03:24 buy 2633 0.36 1.33438 1.32878 1.33498

5263 2009.04.14 03:25 buy 2634 0.36 1.33388 1.32828 1.33448

5264 2009.04.14 07:59 t/p 2634 0.36 1.33448 1.32828 1.33448 2308.78 749966.73

5265 2009.04.14 07:59 close 2633 0.36 1.33449 1.32878 1.33498 423.28 750390.01

5266 2009.04.14 07:59 close 2631 0.36 1.33449 1.32878 1.33498 423.28 750813.29

5267 2009.04.14 08:01 close 2629 0.36 1.33488 1.32928 1.33548 0.00 750813.29

5268 2009.04.14 08:01 close 2630 0.36 1.33509 1.32948 1.33568 38.48 750851.77

5269 2009.04.20 00:23 sell 2635 0.36 1.30480 1.31040 1.30420

5270 2009.04.20 00:23 t/p 2635 0.36 1.30420 1.31040 1.30420 2309.26 753161.03

5271 2009.04.20 00:26 sell 2636 0.37 1.30460 1.31020 1.30400

5272 2009.04.20 00:36 t/p 2636 0.37 1.30400 1.31020 1.30400 2373.40 755534.43

5273 2009.04.24 01:42 buy 2637 0.37 1.31338 1.30778 1.31398

5274 2009.04.24 01:43 buy 2638 0.37 1.31328 1.30768 1.31388

5275 2009.04.24 01:48 buy 2639 0.37 1.31328 1.30768 1.31388

5276 2009.04.24 01:56 t/p 2638 0.37 1.31388 1.30768 1.31388 2372.87 757907.30

5277 2009.04.24 01:56 t/p 2639 0.37 1.31388 1.30768 1.31388 2372.87 760280.17

5278 2009.04.24 02:07 t/p 2637 0.37 1.31398 1.30778 1.31398 2372.87 762653.04

5279 2009.04.24 02:40 buy 2640 0.37 1.31328 1.30768 1.31388

5280 2009.04.24 02:42 buy 2641 0.37 1.31318 1.30758 1.31378

5281 2009.04.24 02:43 buy 2642 0.37 1.31288 1.30728 1.31348

5282 2009.04.24 02:45 buy 2643 0.37 1.31288 1.30728 1.31348

5283 2009.04.24 02:46 buy 2644 0.37 1.31278 1.30718 1.31338

5284 2009.04.24 04:12 t/p 2644 0.37 1.31338 1.30718 1.31338 2372.87 765025.91

5285 2009.04.24 04:12 close 2640 0.37 1.31340 1.30768 1.31388 474.58 765500.49

5286 2009.04.24 04:12 close 2641 0.37 1.31338 1.30758 1.31378 790.95 766291.44

5287 2009.04.24 04:13 close 2642 0.37 1.31323 1.30728 1.31348 1384.18 767675.62

5288 2009.04.24 04:13 t/p 2643 0.37 1.31348 1.30728 1.31348 2372.87 770048.49

5289 2009.04.24 15:34 buy 2645 0.37 1.32228 1.31668 1.32288

5290 2009.04.24 15:36 t/p 2645 0.37 1.32288 1.31668 1.32288 2372.87 772421.36

5291 2009.04.24 15:38 buy 2646 0.38 1.32198 1.31638 1.32258

5292 2009.04.24 15:39 buy 2647 0.38 1.32108 1.31548 1.32168

5293 2009.04.24 15:40 t/p 2647 0.38 1.32168 1.31548 1.32168 2437.00 774858.36

5294 2009.04.24 15:42 buy 2648 0.38 1.32158 1.31598 1.32218

5295 2009.04.24 15:43 buy 2649 0.38 1.32148 1.31588 1.32208

5296 2009.04.24 15:44 buy 2650 0.38 1.32138 1.31578 1.32198

Page 143: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 143/509

5297 2009.04.24 15:45 buy 2651 0.38 1.32128 1.31568 1.32188

5298 2009.04.24 15:46 t/p 2651 0.38 1.32188 1.31568 1.32188 2437.00 777295.36

5299 2009.04.24 15:46 t/p 2650 0.38 1.32198 1.31578 1.32198 2437.00 779732.36

5300 2009.04.24 15:46 t/p 2649 0.38 1.32208 1.31588 1.32208 2437.00 782169.36

5301 2009.04.24 15:46 t/p 2648 0.38 1.32218 1.31598 1.32218 2437.00 784606.36

5302 2009.04.24 15:47 t/p 2646 0.38 1.32258 1.31638 1.32258 2437.00 787043.36

5303 2009.04.27 23:32 sell 2652 0.38 1.30430 1.30990 1.30370

5304 2009.04.27 23:43 t/p 2652 0.38 1.30370 1.30990 1.30370 2437.52 789480.88

5305 2009.04.28 02:13 sell 2653 0.38 1.30310 1.30870 1.30250

5306 2009.04.28 02:15 sell 2654 0.38 1.30320 1.30880 1.30260

5307 2009.04.28 02:16 sell 2655 0.38 1.30330 1.30890 1.30270

5308 2009.04.28 02:17 sell 2656 0.38 1.30330 1.30890 1.30270

5309 2009.04.28 02:21 sell 2657 0.38 1.30340 1.30900 1.30280

5310 2009.04.28 02:26 t/p 2657 0.38 1.30280 1.30900 1.30280 2437.52 791918.40

5311 2009.04.28 02:30 t/p 2655 0.38 1.30270 1.30890 1.30270 2437.53 794355.93

5312 2009.04.28 02:30 t/p 2656 0.38 1.30270 1.30890 1.30270 2437.53 796793.46

5313 2009.04.28 02:31 t/p 2654 0.38 1.30260 1.30880 1.30260 2437.52 799230.98

5314 2009.04.28 02:32 t/p 2653 0.38 1.30250 1.30870 1.30250 2437.52 801668.50

5315 2009.04.28 02:52 sell 2658 0.39 1.30330 1.30890 1.30270

5316 2009.04.28 02:54 t/p 2658 0.39 1.30270 1.30890 1.30270 2501.67 804170.17

5317 2009.04.28 04:07 sell 2659 0.39 1.30270 1.30830 1.30210

5318 2009.04.28 04:08 sell 2660 0.39 1.30280 1.30840 1.30220

5319 2009.04.28 04:09 sell 2661 0.39 1.30290 1.30850 1.30230

5320 2009.04.28 04:11 t/p 2661 0.39 1.30230 1.30850 1.30230 2501.67 806671.84

5321 2009.04.28 04:11 t/p 2660 0.39 1.30220 1.30840 1.30220 2501.67 809173.51

5322 2009.04.28 04:16 t/p 2659 0.39 1.30210 1.30830 1.30210 2501.67 811675.18

5323 2009.04.29 00:52 buy 2662 0.39 1.31398 1.30838 1.31458

5324 2009.04.29 00:57 buy 2663 0.39 1.31388 1.30828 1.31448

5325 2009.04.29 00:58 buy 2664 0.39 1.31378 1.30818 1.31438

5326 2009.04.29 00:59 buy 2665 0.39 1.31368 1.30808 1.31428

5327 2009.04.29 01:01 buy 2666 0.39 1.31368 1.30808 1.31428

5328 2009.04.29 01:18 t/p 2665 0.39 1.31428 1.30808 1.31428 2501.06 814176.24

5329 2009.04.29 01:18 t/p 2666 0.39 1.31428 1.30808 1.31428 2501.06 816677.30

5330 2009.04.29 01:19 t/p 2664 0.39 1.31438 1.30818 1.31438 2501.06 819178.36

5331 2009.04.29 01:19 t/p 2663 0.39 1.31448 1.30828 1.31448 2501.06 821679.42

5332 2009.04.29 01:46 buy 2667 0.40 1.31338 1.30778 1.31398

5333 2009.04.29 01:48 buy 2668 0.40 1.31328 1.30768 1.31388

5334 2009.04.29 01:50 buy 2669 0.40 1.31338 1.30778 1.31398

Page 144: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 144/509

5335 2009.04.29 01:55 buy 2670 0.40 1.31318 1.30758 1.31378

5336 2009.04.29 03:17 t/p 2670 0.40 1.31378 1.30758 1.31378 2565.19 824244.61

5337 2009.04.29 03:17 close 2667 0.40 1.31379 1.30778 1.31398 1752.88 825997.49

5338 2009.04.29 03:17 t/p 2668 0.40 1.31388 1.30768 1.31388 2565.19 828562.68

5339 2009.04.29 03:17 t/p 2669 0.40 1.31398 1.30778 1.31398 2565.19 831127.87

5340 2009.04.29 03:17 close 2662 0.39 1.31398 1.30838 1.31458 0.00 831127.87

5341 2009.04.29 15:47 buy 2671 0.40 1.32408 1.31848 1.32468

5342 2009.04.29 15:49 buy 2672 0.40 1.32368 1.31808 1.32428

5343 2009.04.29 15:50 buy 2673 0.40 1.32358 1.31798 1.32418

5344 2009.04.29 15:51 buy 2674 0.40 1.32348 1.31788 1.32408

5345 2009.04.29 15:51 t/p 2674 0.40 1.32408 1.31788 1.32408 2565.09 833692.96

5346 2009.04.29 15:51 t/p 2673 0.40 1.32418 1.31798 1.32418 2565.10 836258.06

5347 2009.04.29 15:51 t/p 2672 0.40 1.32428 1.31808 1.32428 2565.09 838823.15

5348 2009.04.29 15:54 t/p 2671 0.40 1.32468 1.31848 1.32468 2565.10 841388.25

5349 2009.04.29 16:10 buy 2675 0.41 1.32358 1.31798 1.32418

5350 2009.04.29 16:11 buy 2676 0.41 1.32278 1.31718 1.32338

5351 2009.04.29 16:14 buy 2677 0.41 1.32338 1.31778 1.32398

5352 2009.04.29 16:15 buy 2678 0.41 1.32278 1.31718 1.32338

5353 2009.04.29 16:16 buy 2679 0.41 1.32278 1.31718 1.32338

5354 2009.04.29 16:27 t/p 2676 0.41 1.32338 1.31718 1.32338 2629.22 844017.47

5355 2009.04.29 16:27 t/p 2678 0.41 1.32338 1.31718 1.32338 2629.22 846646.69

5356 2009.04.29 16:27 t/p 2679 0.41 1.32338 1.31718 1.32338 2629.22 849275.91

5357 2009.04.29 16:35 t/p 2677 0.41 1.32398 1.31778 1.32398 2629.23 851905.14

5358 2009.04.29 16:39 t/p 2675 0.41 1.32418 1.31798 1.32418 2629.22 854534.36

5359 2009.04.29 21:19 buy 2680 0.41 1.32998 1.32438 1.33058

5360 2009.04.29 21:20 buy 2681 0.41 1.32828 1.32268 1.32888

5361 2009.04.29 21:20 t/p 2681 0.41 1.32888 1.32268 1.32888 2629.23 857163.59

5362 2009.04.29 21:22 buy 2682 0.42 1.32698 1.32138 1.32758

5363 2009.04.29 21:23 t/p 2682 0.42 1.32758 1.32138 1.32758 2693.35 859856.94

5364 2009.04.29 21:25 buy 2683 0.42 1.32728 1.32168 1.32788

5365 2009.04.29 21:25 t/p 2683 0.42 1.32788 1.32168 1.32788 2693.35 862550.29

5366 2009.04.29 21:27 buy 2684 0.42 1.32728 1.32168 1.32788

5367 2009.04.29 21:29 buy 2685 0.42 1.32728 1.32168 1.32788

5368 2009.04.29 21:30 buy 2686 0.42 1.32718 1.32158 1.32778

5369 2009.04.29 21:31 buy 2687 0.42 1.32618 1.32058 1.32678

5370 2009.04.29 21:32 t/p 2687 0.42 1.32678 1.32058 1.32678 2693.35 865243.64

5371 2009.04.29 21:32 buy 2688 0.42 1.32698 1.32138 1.32758

Page 145: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 145/509

5372 2009.04.29 21:33 t/p 2688 0.42 1.32758 1.32138 1.32758 2693.35 867936.99

5373 2009.04.29 21:33 t/p 2686 0.42 1.32778 1.32158 1.32778 2693.35 870630.34

5374 2009.04.29 21:33 t/p 2684 0.42 1.32788 1.32168 1.32788 2693.35 873323.69

5375 2009.04.29 21:33 t/p 2685 0.42 1.32788 1.32168 1.32788 2693.35 876017.04

5376 2009.04.29 21:35 buy 2689 0.43 1.32788 1.32228 1.32848

5377 2009.04.29 21:35 t/p 2689 0.43 1.32848 1.32228 1.32848 2757.48 878774.52

5378 2009.04.29 22:26 s/l 2680 0.41 1.32438 1.32438 1.33058 -24539.42 854235.10

5379 2009.05.05 02:34 buy 2690 0.41 1.34108 1.33548 1.34168

5380 2009.05.05 02:45 t/p 2690 0.41 1.34168 1.33548 1.34168 2629.23 856864.33

5381 2009.05.05 03:17 buy 2691 0.42 1.34078 1.33518 1.34138

5382 2009.05.05 03:23 t/p 2691 0.42 1.34138 1.33518 1.34138 2693.35 859557.68

5383 2009.05.05 03:29 buy 2692 0.42 1.34078 1.33518 1.34138

5384 2009.05.05 03:34 buy 2693 0.42 1.34048 1.33488 1.34108

5385 2009.05.05 03:39 buy 2694 0.42 1.34018 1.33458 1.34078

5386 2009.05.05 03:40 buy 2695 0.42 1.33958 1.33398 1.34018

5387 2009.05.05 03:43 buy 2696 0.42 1.33908 1.33348 1.33968

5388 2009.05.05 05:17 t/p 2696 0.42 1.33968 1.33348 1.33968 2693.35 862251.03

5389 2009.05.05 05:17 close 2695 0.42 1.33968 1.33398 1.34018 448.90 862699.93

5390 2009.05.05 05:19 close 2694 0.42 1.34019 1.33458 1.34078 44.88 862744.81

5391 2009.05.05 05:40 close 2693 0.42 1.34048 1.33488 1.34108 0.00 862744.81

5392 2009.05.05 06:40 close 2692 0.42 1.33730 1.33518 1.34138 -15621.44 847123.37

5393 2009.05.11 01:59 buy 2697 0.41 1.36188 1.35628 1.36248

5394 2009.05.11 02:19 t/p 2697 0.41 1.36248 1.35628 1.36248 2629.27 849752.64

5395 2009.05.18 02:09 sell 2698 0.41 1.34830 1.35390 1.34770

5396 2009.05.18 02:11 sell 2699 0.41 1.34850 1.35410 1.34790

5397 2009.05.18 02:13 sell 2700 0.41 1.34850 1.35410 1.34790

5398 2009.05.18 02:17 t/p 2699 0.41 1.34790 1.35410 1.34790 2629.83 852382.47

5399 2009.05.18 02:17 t/p 2700 0.41 1.34790 1.35410 1.34790 2629.83 855012.30

5400 2009.05.18 02:20 t/p 2698 0.41 1.34770 1.35390 1.34770 2629.84 857642.14

5401 2009.05.19 02:52 buy 2701 0.42 1.35528 1.34968 1.35588

5402 2009.05.19 02:53 buy 2702 0.42 1.35518 1.34958 1.35578

5403 2009.05.19 02:55 buy 2703 0.42 1.35518 1.34958 1.35578

5404 2009.05.19 02:56 buy 2704 0.42 1.35478 1.34918 1.35538

5405 2009.05.19 03:03 buy 2705 0.42 1.35498 1.34938 1.35558

5406 2009.05.19 05:31 t/p 2704 0.42 1.35538 1.34918 1.35538 2693.45 860335.59

5407 2009.05.19 05:31 close 2705 0.42 1.35540 1.34938 1.35558 1885.41 862221.00

5408 2009.05.19 05:31 close 2703 0.42 1.35540 1.34958 1.35578 987.59 863208.59

5409 2009.05.19 05:31 close 2702 0.42 1.35540 1.34958 1.35578 987.59 864196.18

Page 146: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 146/509

5410 2009.05.19 05:31 close 2701 0.42 1.35540 1.34968 1.35588 538.69 864734.87

5411 2009.05.19 14:39 buy 2706 0.42 1.36198 1.35638 1.36258

5412 2009.05.19 14:40 buy 2707 0.42 1.36178 1.35618 1.36238

5413 2009.05.19 14:50 buy 2708 0.42 1.36168 1.35608 1.36228

5414 2009.05.19 14:52 buy 2709 0.42 1.36178 1.35618 1.36238

5415 2009.05.19 14:53 buy 2710 0.42 1.36158 1.35598 1.36218

5416 2009.05.19 14:59 t/p 2710 0.42 1.36218 1.35598 1.36218 2693.45 867428.32

5417 2009.05.19 14:59 t/p 2708 0.42 1.36228 1.35608 1.36228 2693.46 870121.78

5418 2009.05.19 14:59 t/p 2707 0.42 1.36238 1.35618 1.36238 2693.45 872815.23

5419 2009.05.19 14:59 t/p 2709 0.42 1.36238 1.35618 1.36238 2693.45 875508.68

5420 2009.05.19 14:59 t/p 2706 0.42 1.36258 1.35638 1.36258 2693.45 878202.13

5421 2009.05.19 15:12 buy 2711 0.43 1.36158 1.35598 1.36218

5422 2009.05.19 15:13 buy 2712 0.43 1.36138 1.35578 1.36198

5423 2009.05.19 15:14 buy 2713 0.43 1.36098 1.35538 1.36158

5424 2009.05.19 15:15 t/p 2713 0.43 1.36158 1.35538 1.36158 2757.58 880959.71

5425 2009.05.19 15:16 t/p 2712 0.43 1.36198 1.35578 1.36198 2757.58 883717.29

5426 2009.05.19 15:17 t/p 2711 0.43 1.36218 1.35598 1.36218 2757.58 886474.87

5427 2009.05.19 15:31 buy 2714 0.43 1.36028 1.35468 1.36088

5428 2009.05.19 15:31 t/p 2714 0.43 1.36088 1.35468 1.36088 2757.58 889232.45

5429 2009.05.19 15:34 buy 2715 0.43 1.36048 1.35488 1.36108

5430 2009.05.19 15:35 buy 2716 0.43 1.35998 1.35438 1.36058

5431 2009.05.19 15:37 buy 2717 0.43 1.35968 1.35408 1.36028

5432 2009.05.19 16:05 close 2715 0.43 1.35800 1.35488 1.36108 -11398.01 877834.44

5433 2009.05.19 16:05 close 2717 0.43 1.35800 1.35408 1.36028 -7721.23 870113.21

5434 2009.05.19 16:06 close 2716 0.43 1.35790 1.35438 1.36058 -9559.61 860553.60

5435 2009.05.20 22:44 buy 2718 0.42 1.37798 1.37238 1.37858

5436 2009.05.20 22:45 buy 2719 0.42 1.37778 1.37218 1.37838

5437 2009.05.20 22:46 buy 2720 0.42 1.37738 1.37178 1.37798

5438 2009.05.20 22:49 buy 2721 0.42 1.37748 1.37188 1.37808

5439 2009.05.20 22:51 buy 2722 0.42 1.37738 1.37178 1.37798

5440 2009.05.20 23:58 t/p 2720 0.42 1.37798 1.37178 1.37798 2693.48 863247.08

5441 2009.05.20 23:58 t/p 2722 0.42 1.37798 1.37178 1.37798 2693.48 865940.56

5442 2009.05.21 00:20 buy 2723 0.42 1.37708 1.37148 1.37768

5443 2009.05.21 00:21 buy 2724 0.42 1.37708 1.37148 1.37768

5444 2009.05.21 02:15 t/p 2723 0.42 1.37768 1.37148 1.37768 2693.47 868634.03

5445 2009.05.21 02:15 t/p 2724 0.42 1.37768 1.37148 1.37768 2693.47 871327.50

5446 2009.05.21 02:15 close 2721 0.42 1.37770 1.37188 1.37808 -618.70 870708.80

Page 147: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 147/509

5447 2009.05.21 02:20 close 2719 0.42 1.37780 1.37218 1.37838 -1516.53 869192.27

5448 2009.05.21 02:20 close 2718 0.42 1.37800 1.37238 1.37858 -1516.53 867675.74

5449 2009.05.21 03:15 buy 2725 0.42 1.37698 1.37138 1.37758

5450 2009.05.21 03:16 buy 2726 0.42 1.37688 1.37128 1.37748

5451 2009.05.21 03:17 buy 2727 0.42 1.37678 1.37118 1.37738

5452 2009.05.21 03:19 buy 2728 0.42 1.37668 1.37108 1.37728

5453 2009.05.21 03:21 t/p 2728 0.42 1.37728 1.37108 1.37728 2693.47 870369.21

5454 2009.05.21 03:30 buy 2729 0.42 1.37668 1.37108 1.37728

5455 2009.05.21 03:39 buy 2730 0.42 1.37658 1.37098 1.37718

5456 2009.05.21 03:51 t/p 2730 0.42 1.37718 1.37098 1.37718 2693.48 873062.69

5457 2009.05.21 03:54 t/p 2729 0.42 1.37728 1.37108 1.37728 2693.47 875756.16

5458 2009.05.21 04:07 t/p 2727 0.42 1.37738 1.37118 1.37738 2693.47 878449.63

5459 2009.05.21 04:07 t/p 2726 0.42 1.37748 1.37128 1.37748 2693.48 881143.11

5460 2009.05.21 04:07 t/p 2725 0.42 1.37758 1.37138 1.37758 2693.48 883836.59

5461 2009.05.21 23:36 buy 2731 0.43 1.38818 1.38258 1.38878

5462 2009.05.21 23:38 buy 2732 0.43 1.38818 1.38258 1.38878

5463 2009.05.21 23:43 t/p 2731 0.43 1.38878 1.38258 1.38878 2757.63 886594.22

5464 2009.05.21 23:43 t/p 2732 0.43 1.38878 1.38258 1.38878 2757.63 889351.85

5465 2009.05.25 00:00 buy 2733 0.43 1.40218 1.39658 1.40278

5466 2009.05.25 00:02 t/p 2733 0.43 1.40278 1.39658 1.40278 2757.63 892109.48

5467 2009.05.26 14:56 sell 2734 0.43 1.39000 1.39560 1.38940

5468 2009.05.26 14:58 t/p 2734 0.43 1.38940 1.39560 1.38940 2758.23 894867.71

5469 2009.05.26 15:01 sell 2735 0.43 1.39040 1.39600 1.38980

5470 2009.05.26 15:02 sell 2736 0.43 1.39060 1.39620 1.39000

5471 2009.05.26 15:03 sell 2737 0.43 1.39080 1.39640 1.39020

5472 2009.05.26 15:05 sell 2738 0.43 1.39060 1.39620 1.39000

5473 2009.05.26 15:06 sell 2739 0.43 1.39120 1.39680 1.39060

5474 2009.05.26 15:16 t/p 2739 0.43 1.39060 1.39680 1.39060 2758.22 897625.93

5475 2009.05.26 15:19 sell 2740 0.44 1.39070 1.39630 1.39010

5476 2009.05.26 16:13 t/p 2737 0.43 1.39020 1.39640 1.39020 2758.23 900384.16

5477 2009.05.26 16:16 t/p 2740 0.44 1.39010 1.39630 1.39010 2822.37 903206.53

5478 2009.05.26 16:16 t/p 2736 0.43 1.39000 1.39620 1.39000 2758.23 905964.76

5479 2009.05.26 16:16 t/p 2738 0.43 1.39000 1.39620 1.39000 2758.23 908722.99

5480 2009.05.26 16:17 t/p 2735 0.43 1.38980 1.39600 1.38980 2758.23 911481.22

5481 2009.05.28 03:59 sell 2741 0.44 1.38420 1.38980 1.38360

5482 2009.05.28 04:00 sell 2742 0.44 1.38440 1.39000 1.38380

5483 2009.05.28 04:01 sell 2743 0.44 1.38450 1.39010 1.38390

5484 2009.05.28 04:04 sell 2744 0.44 1.38450 1.39010 1.38390

Page 148: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 148/509

5485 2009.05.28 04:06 t/p 2743 0.44 1.38390 1.39010 1.38390 2822.35 914303.57

5486 2009.05.28 04:06 t/p 2744 0.44 1.38390 1.39010 1.38390 2822.35 917125.92

5487 2009.05.28 04:21 t/p 2742 0.44 1.38380 1.39000 1.38380 2822.35 919948.27

5488 2009.05.28 04:21 t/p 2741 0.44 1.38360 1.38980 1.38360 2822.34 922770.61

5489 2009.05.28 04:52 sell 2745 0.45 1.38470 1.39030 1.38410

5490 2009.05.28 04:54 sell 2746 0.45 1.38500 1.39060 1.38440

5491 2009.05.28 04:55 sell 2747 0.45 1.38510 1.39070 1.38450

5492 2009.05.28 04:57 sell 2748 0.45 1.38490 1.39050 1.38430

5493 2009.05.28 04:59 sell 2749 0.45 1.38480 1.39040 1.38420

5494 2009.05.28 05:10 t/p 2747 0.45 1.38450 1.39070 1.38450 2886.49 925657.10

5495 2009.05.28 05:10 t/p 2746 0.45 1.38440 1.39060 1.38440 2886.49 928543.59

5496 2009.05.28 05:16 t/p 2748 0.45 1.38430 1.39050 1.38430 2886.49 931430.08

5497 2009.05.28 05:34 t/p 2749 0.45 1.38420 1.39040 1.38420 2886.49 934316.57

5498 2009.05.28 05:34 t/p 2745 0.45 1.38410 1.39030 1.38410 2886.49 937203.06

5499 2009.05.29 16:46 buy 2750 0.46 1.40828 1.40268 1.40888

5500 2009.05.29 16:46 t/p 2750 0.46 1.40888 1.40268 1.40888 2950.02 940153.08

5501 2009.05.29 16:48 buy 2751 0.46 1.40838 1.40278 1.40898

5502 2009.05.29 16:49 buy 2752 0.46 1.40818 1.40258 1.40878

5503 2009.05.29 16:50 buy 2753 0.46 1.40808 1.40248 1.40868

5504 2009.05.29 16:53 t/p 2753 0.46 1.40868 1.40248 1.40868 2950.02 943103.10

5505 2009.05.29 16:53 t/p 2752 0.46 1.40878 1.40258 1.40878 2950.02 946053.12

5506 2009.05.29 16:53 t/p 2751 0.46 1.40898 1.40278 1.40898 2950.03 949003.15

5507 2009.06.01 00:48 buy 2754 0.46 1.41238 1.40678 1.41298

5508 2009.06.01 00:50 buy 2755 0.46 1.41238 1.40678 1.41298

5509 2009.06.01 00:53 t/p 2754 0.46 1.41298 1.40678 1.41298 2950.03 951953.18

5510 2009.06.01 00:53 t/p 2755 0.46 1.41298 1.40678 1.41298 2950.03 954903.21

5511 2009.06.01 01:49 buy 2756 0.46 1.41238 1.40678 1.41298

5512 2009.06.01 01:52 buy 2757 0.46 1.41258 1.40698 1.41318

5513 2009.06.01 01:53 buy 2758 0.46 1.41238 1.40678 1.41298

5514 2009.06.01 01:54 buy 2759 0.46 1.41228 1.40668 1.41288

5515 2009.06.01 01:55 buy 2760 0.46 1.41218 1.40658 1.41278

5516 2009.06.01 04:03 t/p 2760 0.46 1.41278 1.40658 1.41278 2950.02 957853.23

5517 2009.06.01 04:03 close 2759 0.46 1.41278 1.40668 1.41288 2458.35 960311.58

5518 2009.06.01 04:03 close 2758 0.46 1.41278 1.40678 1.41298 1966.68 962278.26

5519 2009.06.01 04:03 close 2757 0.46 1.41278 1.40698 1.41318 983.34 963261.60

5520 2009.06.01 04:03 close 2756 0.46 1.41278 1.40678 1.41298 1966.68 965228.28

5521 2009.06.01 14:14 buy 2761 0.47 1.42148 1.41588 1.42208

Page 149: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 149/509

5522 2009.06.01 14:15 buy 2762 0.47 1.42118 1.41558 1.42178

5523 2009.06.01 14:16 buy 2763 0.47 1.42078 1.41518 1.42138

5524 2009.06.01 14:18 buy 2764 0.47 1.42078 1.41518 1.42138

5525 2009.06.01 14:19 buy 2765 0.47 1.42068 1.41508 1.42128

5526 2009.06.01 14:23 t/p 2765 0.47 1.42128 1.41508 1.42128 3014.16 968242.44

5527 2009.06.01 14:24 t/p 2763 0.47 1.42138 1.41518 1.42138 3014.16 971256.60

5528 2009.06.01 14:24 t/p 2764 0.47 1.42138 1.41518 1.42138 3014.16 974270.76

5529 2009.06.01 14:26 buy 2766 0.47 1.42138 1.41578 1.42198

5530 2009.06.01 14:27 buy 2767 0.47 1.42118 1.41558 1.42178

5531 2009.06.01 14:31 buy 2768 0.47 1.42118 1.41558 1.42178

5532 2009.06.01 15:08 t/p 2762 0.47 1.42178 1.41558 1.42178 3014.16 977284.92

5533 2009.06.01 15:08 t/p 2767 0.47 1.42178 1.41558 1.42178 3014.16 980299.08

5534 2009.06.01 15:08 t/p 2768 0.47 1.42178 1.41558 1.42178 3014.16 983313.24

5535 2009.06.01 15:08 t/p 2766 0.47 1.42198 1.41578 1.42198 3014.16 986327.40

5536 2009.06.01 15:08 t/p 2761 0.47 1.42208 1.41588 1.42208 3014.16 989341.56

5537 2009.06.02 23:54 buy 2769 0.48 1.43058 1.42498 1.43118

5538 2009.06.03 00:00 buy 2770 0.48 1.43048 1.42488 1.43108

5539 2009.06.03 00:01 buy 2771 0.48 1.43038 1.42478 1.43098

5540 2009.06.03 00:03 buy 2772 0.48 1.43058 1.42498 1.43118

5541 2009.06.03 00:11 t/p 2771 0.48 1.43098 1.42478 1.43098 3078.29 992419.85

5542 2009.06.03 00:33 buy 2773 0.48 1.43038 1.42478 1.43098

5543 2009.06.03 00:35 buy 2774 0.48 1.43038 1.42478 1.43098

5544 2009.06.03 00:48 t/p 2773 0.48 1.43098 1.42478 1.43098 3078.29 995498.14

5545 2009.06.03 00:48 t/p 2774 0.48 1.43098 1.42478 1.43098 3078.29 998576.43

5546 2009.06.03 00:51 t/p 2770 0.48 1.43108 1.42488 1.43108 3078.29 1001654.72

5547 2009.06.03 00:51 t/p 2769 0.48 1.43118 1.42498 1.43118 2466.36 1004121.09

5548 2009.06.03 00:51 t/p 2772 0.48 1.43118 1.42498 1.43118 3078.29 1007199.38

5549 2009.06.03 01:26 buy 2775 0.49 1.43038 1.42478 1.43098

5550 2009.06.03 01:28 buy 2776 0.49 1.43038 1.42478 1.43098

5551 2009.06.03 01:29 buy 2777 0.49 1.43008 1.42448 1.43068

5552 2009.06.03 01:35 t/p 2777 0.49 1.43068 1.42448 1.43068 3142.42 1010341.80

5553 2009.06.03 01:40 t/p 2775 0.49 1.43098 1.42478 1.43098 3142.42 1013484.22

5554 2009.06.03 01:40 t/p 2776 0.49 1.43098 1.42478 1.43098 3142.42 1016626.64

5555 2009.06.03 02:08 buy 2778 0.49 1.42988 1.42428 1.43048

5556 2009.06.03 02:10 buy 2779 0.49 1.42988 1.42428 1.43048

5557 2009.06.03 02:16 buy 2780 0.49 1.42998 1.42438 1.43058

5558 2009.06.03 02:18 buy 2781 0.49 1.42998 1.42438 1.43058

5559 2009.06.03 02:36 buy 2782 0.49 1.42988 1.42428 1.43048

Page 150: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 150/509

5560 2009.06.03 06:58 t/p 2778 0.49 1.43048 1.42428 1.43048 3142.42 1019769.06

5561 2009.06.03 06:58 t/p 2779 0.49 1.43048 1.42428 1.43048 3142.42 1022911.48

5562 2009.06.03 06:58 t/p 2782 0.49 1.43048 1.42428 1.43048 3142.42 1026053.90

5563 2009.06.03 06:58 close 2781 0.49 1.43048 1.42438 1.43058 2618.69 1028672.59

5564 2009.06.03 06:58 close 2780 0.49 1.43048 1.42438 1.43058 2618.69 1031291.28

5565 2009.06.08 02:15 sell 2783 0.50 1.39540 1.40100 1.39480

5566 2009.06.08 02:17 sell 2784 0.50 1.39610 1.40170 1.39550

5567 2009.06.08 02:21 sell 2785 0.50 1.39610 1.40170 1.39550

5568 2009.06.08 02:22 sell 2786 0.50 1.39630 1.40190 1.39570

5569 2009.06.08 02:23 sell 2787 0.50 1.39650 1.40210 1.39590

5570 2009.06.08 03:02 t/p 2787 0.50 1.39590 1.40210 1.39590 3207.24 1034498.52

5571 2009.06.08 03:03 t/p 2786 0.50 1.39570 1.40190 1.39570 3207.24 1037705.76

5572 2009.06.08 03:09 t/p 2784 0.50 1.39550 1.40170 1.39550 3207.24 1040913.00

5573 2009.06.08 03:09 t/p 2785 0.50 1.39550 1.40170 1.39550 3207.24 1044120.24

5574 2009.06.08 03:10 t/p 2783 0.50 1.39480 1.40100 1.39480 3207.24 1047327.48

5575 2009.06.08 03:40 sell 2788 0.51 1.39710 1.40270 1.39650

5576 2009.06.08 03:46 sell 2789 0.51 1.39720 1.40280 1.39660

5577 2009.06.08 03:53 sell 2790 0.51 1.39720 1.40280 1.39660

5578 2009.06.08 03:58 sell 2791 0.51 1.39710 1.40270 1.39650

5579 2009.06.08 04:00 sell 2792 0.51 1.39730 1.40290 1.39670

5580 2009.06.08 04:06 t/p 2792 0.51 1.39670 1.40290 1.39670 3271.39 1050598.87

5581 2009.06.08 04:07 t/p 2789 0.51 1.39660 1.40280 1.39660 3271.39 1053870.26

5582 2009.06.08 04:07 t/p 2790 0.51 1.39660 1.40280 1.39660 3271.39 1057141.65

5583 2009.06.08 04:07 t/p 2788 0.51 1.39650 1.40270 1.39650 3271.39 1060413.04

5584 2009.06.08 04:07 t/p 2791 0.51 1.39650 1.40270 1.39650 3271.39 1063684.43

5585 2009.06.08 04:17 sell 2793 0.52 1.39760 1.40320 1.39700

5586 2009.06.08 04:18 sell 2794 0.52 1.39780 1.40340 1.39720

5587 2009.06.08 04:19 sell 2795 0.52 1.39840 1.40400 1.39780

5588 2009.06.08 04:21 sell 2796 0.52 1.39850 1.40410 1.39790

5589 2009.06.08 04:22 sell 2797 0.52 1.39880 1.40440 1.39820

5590 2009.06.08 07:00 t/p 2797 0.52 1.39820 1.40440 1.39820 3335.53 1067019.96

5591 2009.06.08 07:00 close 2796 0.52 1.39820 1.40410 1.39790 1667.77 1068687.73

5592 2009.06.08 07:00 close 2795 0.52 1.39820 1.40400 1.39780 1111.84 1069799.57

5593 2009.06.08 08:21 close 2794 0.52 1.39778 1.40340 1.39720 111.18 1069910.75

5594 2009.06.08 08:23 close 2793 0.52 1.39759 1.40320 1.39700 55.59 1069966.34

5595 2009.06.08 15:01 sell 2798 0.52 1.38680 1.39240 1.38620

5596 2009.06.08 15:03 sell 2799 0.52 1.38690 1.39250 1.38630

Page 151: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 151/509

5597 2009.06.08 15:04 sell 2800 0.52 1.38740 1.39300 1.38680

5598 2009.06.08 15:06 t/p 2800 0.52 1.38680 1.39300 1.38680 3335.53 1073301.87

5599 2009.06.08 15:09 sell 2801 0.52 1.38680 1.39240 1.38620

5600 2009.06.08 15:11 t/p 2799 0.52 1.38630 1.39250 1.38630 3335.53 1076637.40

5601 2009.06.08 15:12 sell 2802 0.52 1.38650 1.39210 1.38590

5602 2009.06.08 15:14 t/p 2798 0.52 1.38620 1.39240 1.38620 3335.53 1079972.93

5603 2009.06.08 15:14 t/p 2801 0.52 1.38620 1.39240 1.38620 3335.53 1083308.46

5604 2009.06.08 15:16 sell 2803 0.53 1.38680 1.39240 1.38620

5605 2009.06.08 15:18 t/p 2803 0.53 1.38620 1.39240 1.38620 3399.67 1086708.13

5606 2009.06.08 15:21 sell 2804 0.53 1.38670 1.39230 1.38610

5607 2009.06.08 15:22 sell 2805 0.53 1.38680 1.39240 1.38620

5608 2009.06.08 15:23 sell 2806 0.53 1.38720 1.39280 1.38660

5609 2009.06.08 15:25 sell 2807 0.53 1.38740 1.39300 1.38680

5610 2009.06.08 15:32 t/p 2807 0.53 1.38680 1.39300 1.38680 3399.68 1090107.81

5611 2009.06.08 15:33 t/p 2806 0.53 1.38660 1.39280 1.38660 3399.67 1093507.48

5612 2009.06.08 15:36 sell 2808 0.53 1.38690 1.39250 1.38630

5613 2009.06.08 15:43 sell 2809 0.53 1.38710 1.39270 1.38650

5614 2009.06.08 16:41 t/p 2809 0.53 1.38650 1.39270 1.38650 3399.67 1096907.15

5615 2009.06.08 16:41 t/p 2808 0.53 1.38630 1.39250 1.38630 3399.68 1100306.83

5616 2009.06.08 16:41 t/p 2805 0.53 1.38620 1.39240 1.38620 3399.67 1103706.50

5617 2009.06.08 16:42 close 2802 0.52 1.38614 1.39210 1.38590 2001.31 1105707.81

5618 2009.06.08 16:42 t/p 2804 0.53 1.38610 1.39230 1.38610 3399.67 1109107.48

5619 2009.06.08 17:40 sell 2810 0.54 1.38750 1.39310 1.38690

5620 2009.06.08 17:41 t/p 2810 0.54 1.38690 1.39310 1.38690 3463.82 1112571.30

5621 2009.06.10 02:00 buy 2811 0.54 1.40598 1.40038 1.40658

5622 2009.06.10 02:02 buy 2812 0.54 1.40578 1.40018 1.40638

5623 2009.06.10 02:05 buy 2813 0.54 1.40588 1.40028 1.40648

5624 2009.06.10 02:08 buy 2814 0.54 1.40598 1.40038 1.40658

5625 2009.06.10 02:12 buy 2815 0.54 1.40598 1.40038 1.40658

5626 2009.06.10 02:59 t/p 2812 0.54 1.40638 1.40018 1.40638 3463.05 1116034.35

5627 2009.06.10 03:03 t/p 2813 0.54 1.40648 1.40028 1.40648 3463.04 1119497.39

5628 2009.06.10 03:08 t/p 2811 0.54 1.40658 1.40038 1.40658 3463.04 1122960.43

5629 2009.06.10 03:08 t/p 2814 0.54 1.40658 1.40038 1.40658 3463.04 1126423.47

5630 2009.06.10 03:08 t/p 2815 0.54 1.40658 1.40038 1.40658 3463.04 1129886.51

5631 2009.06.10 03:35 buy 2816 0.55 1.40588 1.40028 1.40648

5632 2009.06.10 03:37 buy 2817 0.55 1.40598 1.40038 1.40658

5633 2009.06.10 03:45 t/p 2816 0.55 1.40648 1.40028 1.40648 3527.17 1133413.68

5634 2009.06.10 03:47 t/p 2817 0.55 1.40658 1.40038 1.40658 3527.17 1136940.85

Page 152: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 152/509

5635 2009.06.15 15:29 sell 2818 0.55 1.38730 1.39290 1.38670

5636 2009.06.15 15:30 sell 2819 0.55 1.38730 1.39290 1.38670

5637 2009.06.15 15:30 t/p 2818 0.55 1.38670 1.39290 1.38670 3527.90 1140468.75

5638 2009.06.15 15:30 t/p 2819 0.55 1.38670 1.39290 1.38670 3527.90 1143996.65

5639 2009.06.15 15:57 sell 2820 0.56 1.38780 1.39340 1.38720

5640 2009.06.15 15:58 sell 2821 0.56 1.38800 1.39360 1.38740

5641 2009.06.15 16:01 sell 2822 0.56 1.38790 1.39350 1.38730

5642 2009.06.15 16:01 t/p 2821 0.56 1.38740 1.39360 1.38740 3592.04 1147588.69

5643 2009.06.15 16:01 t/p 2822 0.56 1.38730 1.39350 1.38730 3592.04 1151180.73

5644 2009.06.15 16:03 sell 2823 0.56 1.38850 1.39410 1.38790

5645 2009.06.15 16:03 t/p 2823 0.56 1.38790 1.39410 1.38790 3592.07 1154772.80

5646 2009.06.15 16:07 t/p 2820 0.56 1.38720 1.39340 1.38720 3592.08 1158364.88

5647 2009.06.15 21:33 sell 2824 0.56 1.37950 1.38510 1.37890

5648 2009.06.15 21:35 t/p 2824 0.56 1.37890 1.38510 1.37890 3592.07 1161956.95

5649 2009.06.15 23:17 sell 2825 0.56 1.37990 1.38550 1.37930

5650 2009.06.15 23:24 t/p 2825 0.56 1.37930 1.38550 1.37930 3592.07 1165549.02

5651 2009.06.15 23:59 sell 2826 0.57 1.38000 1.38560 1.37940

5652 2009.06.16 00:00 sell 2827 0.57 1.38010 1.38570 1.37950

5653 2009.06.16 00:01 t/p 2827 0.57 1.37950 1.38570 1.37950 3656.22 1169205.24

5654 2009.06.16 00:01 t/p 2826 0.57 1.37940 1.38560 1.37940 4053.14 1173258.37

5655 2009.06.16 02:10 sell 2828 0.57 1.37950 1.38510 1.37890

5656 2009.06.16 02:15 sell 2829 0.57 1.37970 1.38530 1.37910

5657 2009.06.16 02:17 sell 2830 0.57 1.37960 1.38520 1.37900

5658 2009.06.16 02:22 sell 2831 0.57 1.37970 1.38530 1.37910

5659 2009.06.16 02:24 t/p 2829 0.57 1.37910 1.38530 1.37910 3656.22 1176914.59

5660 2009.06.16 02:24 t/p 2831 0.57 1.37910 1.38530 1.37910 3656.22 1180570.81

5661 2009.06.16 02:28 t/p 2830 0.57 1.37900 1.38520 1.37900 3656.22 1184227.03

5662 2009.06.16 02:28 t/p 2828 0.57 1.37890 1.38510 1.37890 3656.22 1187883.25

5663 2009.06.24 01:03 buy 2832 0.58 1.40738 1.40178 1.40798

5664 2009.06.24 01:32 buy 2833 0.58 1.40728 1.40168 1.40788

5665 2009.06.24 01:33 buy 2834 0.58 1.40718 1.40158 1.40778

5666 2009.06.24 01:44 buy 2835 0.58 1.40718 1.40158 1.40778

5667 2009.06.24 01:45 buy 2836 0.58 1.40698 1.40138 1.40758

5668 2009.06.24 02:07 t/p 2836 0.58 1.40758 1.40138 1.40758 3719.42 1191602.67

5669 2009.06.24 02:26 buy 2837 0.58 1.40678 1.40118 1.40738

5670 2009.06.24 02:31 t/p 2837 0.58 1.40738 1.40118 1.40738 3719.43 1195322.10

5671 2009.06.24 02:33 close 2832 0.58 1.40758 1.40178 1.40798 1239.80 1196561.90

Page 153: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 153/509

5672 2009.06.24 02:52 buy 2838 0.58 1.40658 1.40098 1.40718

5673 2009.06.24 02:53 buy 2839 0.58 1.40648 1.40088 1.40708

5674 2009.06.24 03:02 t/p 2839 0.58 1.40708 1.40088 1.40708 3719.42 1200281.32

5675 2009.06.24 03:03 t/p 2838 0.58 1.40718 1.40098 1.40718 3719.43 1204000.75

5676 2009.06.24 03:03 close 2834 0.58 1.40720 1.40158 1.40778 123.98 1204124.73

5677 2009.06.24 03:03 close 2833 0.58 1.40728 1.40168 1.40788 0.00 1204124.73

5678 2009.06.24 03:06 t/p 2835 0.58 1.40778 1.40158 1.40778 3719.42 1207844.15

5679 2009.06.24 04:19 buy 2840 0.59 1.40688 1.40128 1.40748

5680 2009.06.24 04:24 buy 2841 0.59 1.40698 1.40138 1.40758

5681 2009.06.24 04:25 buy 2842 0.59 1.40658 1.40098 1.40718

5682 2009.06.24 04:33 t/p 2842 0.59 1.40718 1.40098 1.40718 3783.56 1211627.71

5683 2009.06.24 04:37 t/p 2840 0.59 1.40748 1.40128 1.40748 3783.55 1215411.26

5684 2009.06.24 04:37 t/p 2841 0.59 1.40758 1.40138 1.40758 3783.55 1219194.81

5685 2009.06.25 01:39 sell 2843 0.59 1.39400 1.39960 1.39340

5686 2009.06.25 01:42 sell 2844 0.59 1.39410 1.39970 1.39350

5687 2009.06.25 01:46 t/p 2844 0.59 1.39350 1.39970 1.39350 3784.29 1222979.10

5688 2009.06.25 01:51 sell 2845 0.59 1.39400 1.39960 1.39340

5689 2009.06.25 02:02 sell 2846 0.59 1.39420 1.39980 1.39360

5690 2009.06.25 02:05 sell 2847 0.59 1.39410 1.39970 1.39350

5691 2009.06.25 02:15 sell 2848 0.59 1.39410 1.39970 1.39350

5692 2009.06.25 05:32 t/p 2846 0.59 1.39360 1.39980 1.39360 3784.30 1226763.40

5693 2009.06.25 05:32 close 2848 0.59 1.39360 1.39970 1.39350 3153.58 1229916.98

5694 2009.06.25 05:32 close 2847 0.59 1.39360 1.39970 1.39350 3153.58 1233070.56

5695 2009.06.25 05:32 close 2845 0.59 1.39360 1.39960 1.39340 2522.87 1235593.43

5696 2009.06.25 05:32 close 2843 0.59 1.39360 1.39960 1.39340 2522.87 1238116.30

5697 2009.07.01 21:58 buy 2849 0.60 1.41498 1.40938 1.41558

5698 2009.07.01 22:00 buy 2850 0.60 1.41498 1.40938 1.41558

5699 2009.07.01 22:06 t/p 2849 0.60 1.41558 1.40938 1.41558 3847.75 1241964.05

5700 2009.07.01 22:06 t/p 2850 0.60 1.41558 1.40938 1.41558 3847.75 1245811.80

5701 2009.07.01 22:55 buy 2851 0.60 1.41478 1.40918 1.41538

5702 2009.07.01 22:58 buy 2852 0.60 1.41458 1.40898 1.41518

5703 2009.07.01 22:59 buy 2853 0.60 1.41428 1.40868 1.41488

5704 2009.07.01 23:17 t/p 2853 0.60 1.41488 1.40868 1.41488 3847.75 1249659.55

5705 2009.07.01 23:55 buy 2854 0.61 1.41448 1.40888 1.41508

5706 2009.07.01 23:56 buy 2855 0.61 1.41438 1.40878 1.41498

5707 2009.07.01 23:57 buy 2856 0.61 1.41428 1.40868 1.41488

5708 2009.07.02 00:08 t/p 2856 0.61 1.41488 1.40868 1.41488 1578.91 1251238.46

5709 2009.07.02 00:08 t/p 2855 0.61 1.41498 1.40878 1.41498 1578.91 1252817.38

Page 154: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 154/509

5710 2009.07.02 00:25 close 2851 0.60 1.41493 1.40918 1.41538 -1332.78 1251484.59

5711 2009.07.02 00:28 close 2852 0.60 1.41496 1.40898 1.41518 142.19 1251626.78

5712 2009.07.02 00:29 t/p 2854 0.61 1.41508 1.40888 1.41508 1578.91 1253205.69

5713 2009.07.02 20:46 sell 2857 0.61 1.40230 1.40790 1.40170

5714 2009.07.02 20:47 sell 2858 0.61 1.40250 1.40810 1.40190

5715 2009.07.02 20:49 sell 2859 0.61 1.40260 1.40820 1.40200

5716 2009.07.02 20:51 sell 2860 0.61 1.40280 1.40840 1.40220

5717 2009.07.02 20:57 sell 2861 0.61 1.40260 1.40820 1.40200

5718 2009.07.02 21:00 t/p 2860 0.61 1.40220 1.40840 1.40220 3912.72 1257118.41

5719 2009.07.02 21:00 sell 2862 0.61 1.40200 1.40760 1.40140

5720 2009.07.02 21:14 t/p 2859 0.61 1.40200 1.40820 1.40200 3912.72 1261031.13

5721 2009.07.02 21:14 t/p 2861 0.61 1.40200 1.40820 1.40200 3912.72 1264943.85

5722 2009.07.02 21:14 t/p 2858 0.61 1.40190 1.40810 1.40190 3912.72 1268856.57

5723 2009.07.02 21:14 t/p 2857 0.61 1.40170 1.40790 1.40170 3912.72 1272769.29

5724 2009.07.02 21:15 t/p 2862 0.61 1.40140 1.40760 1.40140 3912.72 1276682.01

5725 2009.07.03 03:34 sell 2863 0.62 1.39660 1.40220 1.39600

5726 2009.07.03 03:39 t/p 2863 0.62 1.39600 1.40220 1.39600 3976.94 1280658.95

5727 2009.07.03 03:50 sell 2864 0.62 1.39670 1.40230 1.39610

5728 2009.07.03 03:51 sell 2865 0.62 1.39720 1.40280 1.39660

5729 2009.07.03 03:53 sell 2866 0.62 1.39730 1.40290 1.39670

5730 2009.07.03 03:54 sell 2867 0.62 1.39750 1.40310 1.39690

5731 2009.07.03 03:55 t/p 2867 0.62 1.39690 1.40310 1.39690 3976.95 1284635.90

5732 2009.07.03 03:57 sell 2868 0.62 1.39700 1.40260 1.39640

5733 2009.07.03 04:00 t/p 2866 0.62 1.39670 1.40290 1.39670 3976.94 1288612.84

5734 2009.07.03 04:04 sell 2869 0.63 1.39700 1.40260 1.39640

5735 2009.07.03 04:05 sell 2870 0.63 1.39690 1.40250 1.39630

5736 2009.07.03 04:08 t/p 2865 0.62 1.39660 1.40280 1.39660 3976.94 1292589.78

5737 2009.07.03 04:17 t/p 2868 0.62 1.39640 1.40260 1.39640 3976.94 1296566.72

5738 2009.07.03 04:17 t/p 2869 0.63 1.39640 1.40260 1.39640 4041.09 1300607.81

5739 2009.07.03 04:18 t/p 2870 0.63 1.39630 1.40250 1.39630 4041.08 1304648.89

5740 2009.07.03 04:36 sell 2871 0.63 1.39700 1.40260 1.39640

5741 2009.07.03 04:37 sell 2872 0.63 1.39730 1.40290 1.39670

5742 2009.07.03 04:40 sell 2873 0.63 1.39710 1.40270 1.39650

5743 2009.07.03 04:43 sell 2874 0.63 1.39720 1.40280 1.39660

5744 2009.07.03 09:45 s/l 2864 0.62 1.40230 1.40230 1.39610 -37118.11 1267530.78

5745 2009.07.03 09:45 close 2871 0.63 1.40230 1.40260 1.39640 -35696.24 1231834.54

5746 2009.07.03 09:45 close 2873 0.63 1.40230 1.40270 1.39650 -35022.73 1196811.81

Page 155: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 155/509

5747 2009.07.03 09:46 close 2872 0.63 1.40248 1.40290 1.39670 -34888.03 1161923.78

5748 2009.07.03 09:47 close 2874 0.63 1.40238 1.40280 1.39660 -34888.03 1127035.75

5749 2009.07.09 14:05 buy 2875 0.55 1.39558 1.38998 1.39618

5750 2009.07.09 14:06 buy 2876 0.55 1.39538 1.38978 1.39598

5751 2009.07.09 14:06 t/p 2876 0.55 1.39598 1.38978 1.39598 3527.24 1130562.99

5752 2009.07.09 14:10 buy 2877 0.55 1.39528 1.38968 1.39588

5753 2009.07.09 14:11 t/p 2877 0.55 1.39588 1.38968 1.39588 3527.24 1134090.23

5754 2009.07.09 14:46 t/p 2875 0.55 1.39618 1.38998 1.39618 3527.24 1137617.47

5755 2009.07.09 23:55 buy 2878 0.55 1.40248 1.39688 1.40308

5756 2009.07.09 23:56 buy 2879 0.55 1.40208 1.39648 1.40268

5757 2009.07.09 23:57 buy 2880 0.55 1.40188 1.39628 1.40248

5758 2009.07.09 23:59 buy 2881 0.55 1.40198 1.39638 1.40258

5759 2009.07.10 00:04 buy 2882 0.55 1.40228 1.39668 1.40288

5760 2009.07.10 00:12 t/p 2880 0.55 1.40248 1.39628 1.40248 2826.07 1140443.54

5761 2009.07.10 00:13 t/p 2881 0.55 1.40258 1.39638 1.40258 2826.06 1143269.61

5762 2009.07.10 00:16 t/p 2879 0.55 1.40268 1.39648 1.40268 2826.07 1146095.68

5763 2009.07.10 00:18 t/p 2882 0.55 1.40288 1.39668 1.40288 3527.24 1149622.92

5764 2009.07.10 00:23 buy 2883 0.56 1.40238 1.39678 1.40298

5765 2009.07.10 00:42 buy 2884 0.56 1.40238 1.39678 1.40298

5766 2009.07.10 00:43 buy 2885 0.56 1.40228 1.39668 1.40288

5767 2009.07.10 01:01 buy 2886 0.56 1.40218 1.39658 1.40278

5768 2009.07.10 01:56 t/p 2886 0.56 1.40278 1.39658 1.40278 3591.37 1153214.29

5769 2009.07.10 01:56 close 2883 0.56 1.40280 1.39678 1.40298 2513.95 1155728.24

5770 2009.07.10 01:56 close 2878 0.55 1.40280 1.39688 1.40308 1180.02 1156908.26

5771 2009.07.10 01:56 t/p 2885 0.56 1.40288 1.39668 1.40288 3591.37 1160499.63

5772 2009.07.10 02:08 buy 2887 0.56 1.40188 1.39628 1.40248

5773 2009.07.10 02:12 close 2884 0.56 1.40240 1.39678 1.40298 119.71 1160619.34

5774 2009.07.10 02:20 buy 2888 0.56 1.40178 1.39618 1.40238

5775 2009.07.10 02:21 buy 2889 0.56 1.40178 1.39618 1.40238

5776 2009.07.10 02:22 buy 2890 0.56 1.40158 1.39598 1.40218

5777 2009.07.10 03:35 close 2887 0.56 1.39990 1.39628 1.40248 -11851.52 1148767.82

5778 2009.07.10 03:35 close 2889 0.56 1.39990 1.39618 1.40238 -11252.96 1137514.86

5779 2009.07.10 03:36 close 2888 0.56 1.40040 1.39618 1.40238 -8260.15 1129254.71

5780 2009.07.10 03:37 close 2890 0.56 1.40000 1.39598 1.40218 -9457.27 1119797.44

5781 2009.07.10 14:10 sell 2891 0.54 1.39140 1.39700 1.39080

5782 2009.07.10 14:14 t/p 2891 0.54 1.39080 1.39700 1.39080 3463.81 1123261.25

5783 2009.07.10 14:38 sell 2892 0.55 1.39160 1.39720 1.39100

5784 2009.07.10 14:41 sell 2893 0.55 1.39170 1.39730 1.39110

Page 156: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 156/509

5785 2009.07.10 14:42 sell 2894 0.55 1.39210 1.39770 1.39150

5786 2009.07.10 14:46 sell 2895 0.55 1.39180 1.39740 1.39120

5787 2009.07.10 14:48 sell 2896 0.55 1.39190 1.39750 1.39130

5788 2009.07.10 14:53 t/p 2894 0.55 1.39150 1.39770 1.39150 3527.96 1126789.21

5789 2009.07.10 14:53 t/p 2896 0.55 1.39130 1.39750 1.39130 3527.97 1130317.18

5790 2009.07.10 14:53 t/p 2895 0.55 1.39120 1.39740 1.39120 3527.96 1133845.14

5791 2009.07.10 14:53 t/p 2893 0.55 1.39110 1.39730 1.39110 3527.97 1137373.11

5792 2009.07.10 14:53 t/p 2892 0.55 1.39100 1.39720 1.39100 3527.96 1140901.07

5793 2009.07.10 15:01 sell 2897 0.55 1.39200 1.39760 1.39140

5794 2009.07.10 15:02 sell 2898 0.55 1.39230 1.39790 1.39170

5795 2009.07.10 15:03 sell 2899 0.55 1.39230 1.39790 1.39170

5796 2009.07.10 15:06 t/p 2898 0.55 1.39170 1.39790 1.39170 3527.96 1144429.03

5797 2009.07.10 15:06 t/p 2899 0.55 1.39170 1.39790 1.39170 3527.96 1147956.99

5798 2009.07.10 15:10 t/p 2897 0.55 1.39140 1.39760 1.39140 3527.96 1151484.95

5799 2009.07.15 23:08 buy 2900 0.56 1.41058 1.40498 1.41118

5800 2009.07.15 23:09 buy 2901 0.56 1.41048 1.40488 1.41108

5801 2009.07.15 23:21 buy 2902 0.56 1.41048 1.40488 1.41108

5802 2009.07.15 23:22 buy 2903 0.56 1.41038 1.40478 1.41098

5803 2009.07.15 23:26 buy 2904 0.56 1.41048 1.40488 1.41108

5804 2009.07.16 00:12 t/p 2903 0.56 1.41098 1.40478 1.41098 1449.63 1152934.58

5805 2009.07.16 00:12 t/p 2901 0.56 1.41108 1.40488 1.41108 1449.63 1154384.21

5806 2009.07.16 00:12 t/p 2902 0.56 1.41108 1.40488 1.41108 1449.63 1155833.84

5807 2009.07.16 00:12 t/p 2904 0.56 1.41108 1.40488 1.41108 1449.63 1157283.46

5808 2009.07.16 00:16 t/p 2900 0.56 1.41118 1.40498 1.41118 1449.63 1158733.09

5809 2009.07.16 00:48 buy 2905 0.56 1.41018 1.40458 1.41078

5810 2009.07.16 00:50 buy 2906 0.56 1.41028 1.40468 1.41088

5811 2009.07.16 01:00 buy 2907 0.56 1.41018 1.40458 1.41078

5812 2009.07.16 03:09 close 2907 0.56 1.41018 1.40458 1.41078 0.00 1158733.09

5813 2009.07.16 03:09 close 2905 0.56 1.41018 1.40458 1.41078 0.00 1158733.09

5814 2009.07.16 03:10 close 2906 0.56 1.41028 1.40468 1.41088 0.00 1158733.09

5815 2009.07.20 15:21 buy 2908 0.56 1.42168 1.41608 1.42228

5816 2009.07.20 15:23 buy 2909 0.56 1.42178 1.41618 1.42238

5817 2009.07.20 15:26 t/p 2908 0.56 1.42228 1.41608 1.42228 3591.40 1162324.49

5818 2009.07.20 15:33 t/p 2909 0.56 1.42238 1.41618 1.42238 3591.40 1165915.89

5819 2009.07.28 21:33 sell 2910 0.57 1.41770 1.42330 1.41710

5820 2009.07.28 21:36 sell 2911 0.57 1.41790 1.42350 1.41730

5821 2009.07.28 21:40 sell 2912 0.57 1.41790 1.42350 1.41730

Page 157: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 157/509

5822 2009.07.28 21:41 sell 2913 0.57 1.41810 1.42370 1.41750

5823 2009.07.28 21:42 sell 2914 0.57 1.41820 1.42380 1.41760

5824 2009.07.28 21:43 t/p 2914 0.57 1.41760 1.42380 1.41760 3656.43 1169572.32

5825 2009.07.28 21:44 t/p 2913 0.57 1.41750 1.42370 1.41750 3656.42 1173228.74

5826 2009.07.28 21:45 t/p 2911 0.57 1.41730 1.42350 1.41730 3656.42 1176885.16

5827 2009.07.28 21:45 t/p 2912 0.57 1.41730 1.42350 1.41730 3656.42 1180541.58

5828 2009.07.28 21:50 sell 2915 0.57 1.41780 1.42340 1.41720

5829 2009.07.28 21:54 sell 2916 0.57 1.41780 1.42340 1.41720

5830 2009.07.28 22:05 sell 2917 0.57 1.41800 1.42360 1.41740

5831 2009.07.28 22:06 sell 2918 0.57 1.41800 1.42360 1.41740

5832 2009.07.28 22:11 t/p 2917 0.57 1.41740 1.42360 1.41740 3656.43 1184198.01

5833 2009.07.28 22:11 t/p 2918 0.57 1.41740 1.42360 1.41740 3656.43 1187854.44

5834 2009.07.28 22:16 t/p 2915 0.57 1.41720 1.42340 1.41720 3656.42 1191510.86

5835 2009.07.28 22:16 t/p 2916 0.57 1.41720 1.42340 1.41720 3656.42 1195167.28

5836 2009.07.28 22:16 t/p 2910 0.57 1.41710 1.42330 1.41710 3656.43 1198823.71

5837 2009.07.29 00:08 sell 2919 0.58 1.41770 1.42330 1.41710

5838 2009.07.29 00:23 sell 2920 0.58 1.41760 1.42320 1.41700

5839 2009.07.29 00:24 sell 2921 0.58 1.41760 1.42320 1.41700

5840 2009.07.29 00:26 sell 2922 0.58 1.41760 1.42320 1.41700

5841 2009.07.29 00:28 sell 2923 0.58 1.41770 1.42330 1.41710

5842 2009.07.29 00:33 t/p 2919 0.58 1.41710 1.42330 1.41710 3720.58 1202544.29

5843 2009.07.29 00:33 t/p 2923 0.58 1.41710 1.42330 1.41710 3720.58 1206264.87

5844 2009.07.29 00:34 t/p 2920 0.58 1.41700 1.42320 1.41700 3720.57 1209985.44

5845 2009.07.29 00:34 t/p 2921 0.58 1.41700 1.42320 1.41700 3720.57 1213706.01

5846 2009.07.29 00:34 t/p 2922 0.58 1.41700 1.42320 1.41700 3720.57 1217426.58

5847 2009.07.29 22:24 sell 2924 0.59 1.40310 1.40870 1.40250

5848 2009.07.29 22:25 sell 2925 0.59 1.40320 1.40880 1.40260

5849 2009.07.29 22:26 sell 2926 0.59 1.40330 1.40890 1.40270

5850 2009.07.29 22:32 sell 2927 0.59 1.40340 1.40900 1.40280

5851 2009.07.29 22:37 sell 2928 0.59 1.40360 1.40920 1.40300

5852 2009.07.30 00:38 t/p 2928 0.59 1.40300 1.40920 1.40300 5017.22 1222443.80

5853 2009.07.30 00:38 close 2927 0.59 1.40300 1.40900 1.40280 3755.66 1226199.46

5854 2009.07.30 00:38 close 2926 0.59 1.40300 1.40890 1.40270 3124.88 1229324.34

5855 2009.07.30 00:38 close 2925 0.59 1.40300 1.40880 1.40260 2494.10 1231818.44

5856 2009.07.30 00:38 close 2924 0.59 1.40300 1.40870 1.40250 1863.31 1233681.74

5857 2009.07.30 03:11 sell 2929 0.60 1.40380 1.40940 1.40320

5858 2009.07.30 03:14 sell 2930 0.60 1.40440 1.41000 1.40380

5859 2009.07.30 03:18 t/p 2930 0.60 1.40380 1.41000 1.40380 3848.83 1237530.57

Page 158: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 158/509

5860 2009.07.30 03:21 sell 2931 0.60 1.40400 1.40960 1.40340

5861 2009.07.30 03:22 sell 2932 0.60 1.40410 1.40970 1.40350

5862 2009.07.30 03:23 sell 2933 0.60 1.40440 1.41000 1.40380

5863 2009.07.30 04:35 close 2929 0.60 1.40658 1.40940 1.40320 -17833.09 1219697.48

5864 2009.07.30 04:35 close 2932 0.60 1.40658 1.40970 1.40350 -15908.65 1203788.83

5865 2009.07.30 04:36 close 2931 0.60 1.40628 1.40960 1.40340 -14625.70 1189163.13

5866 2009.07.30 04:37 close 2933 0.60 1.40618 1.41000 1.40380 -11418.31 1177744.82

5867 2009.09.01 23:29 sell 2934 0.57 1.42230 1.42790 1.42170

5868 2009.09.01 23:32 sell 2935 0.57 1.42230 1.42790 1.42170

5869 2009.09.01 23:33 sell 2936 0.57 1.42240 1.42800 1.42180

5870 2009.09.01 23:34 sell 2937 0.57 1.42250 1.42810 1.42190

5871 2009.09.01 23:36 sell 2938 0.57 1.42250 1.42810 1.42190

5872 2009.09.02 00:06 t/p 2937 0.57 1.42190 1.42810 1.42190 4053.38 1181798.20

5873 2009.09.02 00:06 t/p 2938 0.57 1.42190 1.42810 1.42190 4053.38 1185851.58

5874 2009.09.02 00:07 t/p 2936 0.57 1.42180 1.42800 1.42180 4053.38 1189904.95

5875 2009.09.02 00:09 t/p 2934 0.57 1.42170 1.42790 1.42170 4053.38 1193958.33

5876 2009.09.02 00:09 t/p 2935 0.57 1.42170 1.42790 1.42170 4053.38 1198011.70

5877 2009.09.02 02:07 sell 2939 0.58 1.42240 1.42800 1.42180

5878 2009.09.02 02:15 t/p 2939 0.58 1.42180 1.42800 1.42180 3720.57 1201732.27

5879 2009.09.02 04:52 sell 2940 0.58 1.42170 1.42730 1.42110

5880 2009.09.02 04:54 sell 2941 0.58 1.42170 1.42730 1.42110

5881 2009.09.02 05:01 t/p 2940 0.58 1.42110 1.42730 1.42110 3720.57 1205452.84

5882 2009.09.02 05:01 t/p 2941 0.58 1.42110 1.42730 1.42110 3720.57 1209173.41

5883 2009.09.08 16:45 buy 2942 0.59 1.44638 1.44078 1.44698

5884 2009.09.08 16:48 buy 2943 0.59 1.44648 1.44088 1.44708

5885 2009.09.08 16:50 t/p 2942 0.59 1.44698 1.44078 1.44698 3783.87 1212957.28

5886 2009.09.08 16:50 t/p 2943 0.59 1.44708 1.44088 1.44708 3783.87 1216741.15

5887 2009.09.08 17:10 buy 2944 0.59 1.44618 1.44058 1.44678

5888 2009.09.08 17:12 t/p 2944 0.59 1.44678 1.44058 1.44678 3783.87 1220525.02

5889 2009.09.08 21:44 buy 2945 0.59 1.44958 1.44398 1.45018

5890 2009.09.08 21:45 buy 2946 0.59 1.44928 1.44368 1.44988

5891 2009.09.08 21:46 buy 2947 0.59 1.44918 1.44358 1.44978

5892 2009.09.08 21:51 buy 2948 0.59 1.44928 1.44368 1.44988

5893 2009.09.08 21:52 buy 2949 0.59 1.44928 1.44368 1.44988

5894 2009.09.08 22:16 t/p 2947 0.59 1.44978 1.44358 1.44978 3783.87 1224308.89

5895 2009.09.08 22:16 t/p 2946 0.59 1.44988 1.44368 1.44988 3783.87 1228092.76

5896 2009.09.08 22:16 t/p 2948 0.59 1.44988 1.44368 1.44988 3783.87 1231876.63

Page 159: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 159/509

5897 2009.09.08 22:16 t/p 2949 0.59 1.44988 1.44368 1.44988 3783.87 1235660.50

5898 2009.09.08 22:17 t/p 2945 0.59 1.45018 1.44398 1.45018 3783.87 1239444.37

5899 2009.09.08 23:09 buy 2950 0.60 1.44928 1.44368 1.44988

5900 2009.09.08 23:10 buy 2951 0.60 1.44918 1.44358 1.44978

5901 2009.09.08 23:11 buy 2952 0.60 1.44908 1.44348 1.44968

5902 2009.09.08 23:16 buy 2953 0.60 1.44908 1.44348 1.44968

5903 2009.09.08 23:17 buy 2954 0.60 1.44898 1.44338 1.44958

5904 2009.09.09 01:31 t/p 2954 0.60 1.44958 1.44338 1.44958 3083.10 1242527.48

5905 2009.09.09 01:31 close 2953 0.60 1.44958 1.44348 1.44968 2441.76 1244969.24

5906 2009.09.09 01:31 close 2952 0.60 1.44958 1.44348 1.44968 2441.76 1247411.00

5907 2009.09.09 01:31 close 2951 0.60 1.44958 1.44358 1.44978 1800.43 1249211.43

5908 2009.09.09 01:31 close 2950 0.60 1.44958 1.44368 1.44988 1159.09 1250370.52

5909 2009.09.09 20:20 buy 2955 0.61 1.45598 1.45038 1.45658

5910 2009.09.09 20:28 buy 2956 0.61 1.45568 1.45008 1.45628

5911 2009.09.09 20:32 buy 2957 0.61 1.45578 1.45018 1.45638

5912 2009.09.09 20:35 buy 2958 0.61 1.45548 1.44988 1.45608

5913 2009.09.09 20:37 buy 2959 0.61 1.45568 1.45008 1.45628

5914 2009.09.09 23:20 t/p 2958 0.61 1.45608 1.44988 1.45608 3912.17 1254282.69

5915 2009.09.09 23:20 close 2959 0.61 1.45610 1.45008 1.45628 2738.52 1257021.21

5916 2009.09.09 23:20 close 2957 0.61 1.45610 1.45018 1.45638 2086.49 1259107.70

5917 2009.09.09 23:20 close 2956 0.61 1.45610 1.45008 1.45628 2738.52 1261846.22

5918 2009.09.09 23:20 close 2955 0.61 1.45610 1.45038 1.45658 782.44 1262628.66

5919 2009.09.16 04:30 buy 2960 0.61 1.46678 1.46118 1.46738

5920 2009.09.16 06:04 close 2960 0.61 1.46680 1.46118 1.46738 130.41 1262759.07

5921 2009.09.22 14:41 buy 2961 0.61 1.47858 1.47298 1.47918

5922 2009.09.22 15:01 buy 2962 0.61 1.47828 1.47268 1.47888

5923 2009.09.22 15:04 buy 2963 0.61 1.47828 1.47268 1.47888

5924 2009.09.22 15:05 buy 2964 0.61 1.47818 1.47258 1.47878

5925 2009.09.22 15:12 buy 2965 0.61 1.47828 1.47268 1.47888

5926 2009.09.22 15:41 t/p 2964 0.61 1.47878 1.47258 1.47878 3912.21 1266671.28

5927 2009.09.22 15:41 t/p 2962 0.61 1.47888 1.47268 1.47888 3912.21 1270583.49

5928 2009.09.22 15:41 t/p 2963 0.61 1.47888 1.47268 1.47888 3912.21 1274495.70

5929 2009.09.22 15:41 t/p 2965 0.61 1.47888 1.47268 1.47888 3912.21 1278407.91

5930 2009.09.22 15:41 t/p 2961 0.61 1.47918 1.47298 1.47918 3912.21 1282320.12

5931 2009.09.22 17:02 buy 2966 0.62 1.47798 1.47238 1.47858

5932 2009.09.22 17:07 t/p 2966 0.62 1.47858 1.47238 1.47858 3976.35 1286296.47

5933 2009.09.22 17:32 buy 2967 0.62 1.47778 1.47218 1.47838

5934 2009.09.22 17:35 buy 2968 0.62 1.47738 1.47178 1.47798

Page 160: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 160/509

5935 2009.09.22 17:36 buy 2969 0.62 1.47728 1.47168 1.47788

5936 2009.09.22 17:40 buy 2970 0.62 1.47748 1.47188 1.47808

5937 2009.09.22 17:42 buy 2971 0.62 1.47738 1.47178 1.47798

5938 2009.09.22 17:43 t/p 2969 0.62 1.47788 1.47168 1.47788 3976.35 1290272.82

5939 2009.09.22 17:44 t/p 2968 0.62 1.47798 1.47178 1.47798 3976.34 1294249.16

5940 2009.09.22 17:44 t/p 2971 0.62 1.47798 1.47178 1.47798 3976.34 1298225.50

5941 2009.09.22 17:45 t/p 2970 0.62 1.47808 1.47188 1.47808 3976.35 1302201.85

5942 2009.09.22 17:49 t/p 2967 0.62 1.47838 1.47218 1.47838 3976.35 1306178.20

5943 2009.09.22 19:52 buy 2972 0.63 1.47858 1.47298 1.47918

5944 2009.09.22 19:55 buy 2973 0.63 1.47848 1.47288 1.47908

5945 2009.09.22 20:52 t/p 2973 0.63 1.47908 1.47288 1.47908 4040.48 1310218.68

5946 2009.09.22 20:56 t/p 2972 0.63 1.47918 1.47298 1.47918 4040.48 1314259.16

5947 2009.09.24 23:57 sell 2974 0.64 1.46620 1.47180 1.46560

5948 2009.09.24 23:58 sell 2975 0.64 1.46660 1.47220 1.46600

5949 2009.09.25 00:00 sell 2976 0.64 1.46650 1.47210 1.46590

5950 2009.09.25 00:03 t/p 2975 0.64 1.46600 1.47220 1.46600 4551.12 1318810.28

5951 2009.09.25 00:03 t/p 2976 0.64 1.46590 1.47210 1.46590 4105.46 1322915.74

5952 2009.09.25 00:08 t/p 2974 0.64 1.46560 1.47180 1.46560 4551.12 1327466.86

5953 2009.09.25 01:16 sell 2977 0.64 1.46640 1.47200 1.46580

5954 2009.09.25 01:48 t/p 2977 0.64 1.46580 1.47200 1.46580 4105.45 1331572.31

5955 2009.10.06 14:01 buy 2978 0.65 1.47218 1.46658 1.47278

5956 2009.10.06 14:02 buy 2979 0.65 1.47208 1.46648 1.47268

5957 2009.10.06 14:05 t/p 2979 0.65 1.47268 1.46648 1.47268 4168.79 1335741.10

5958 2009.10.06 14:06 t/p 2978 0.65 1.47278 1.46658 1.47278 4168.78 1339909.88

5959 2009.10.06 14:12 buy 2980 0.65 1.47208 1.46648 1.47268

5960 2009.10.06 14:28 t/p 2980 0.65 1.47268 1.46648 1.47268 4168.79 1344078.67

5961 2009.10.08 14:15 buy 2981 0.65 1.47628 1.47068 1.47688

5962 2009.10.08 14:17 buy 2982 0.65 1.47628 1.47068 1.47688

5963 2009.10.08 14:18 buy 2983 0.65 1.47628 1.47068 1.47688

5964 2009.10.08 14:21 buy 2984 0.65 1.47618 1.47058 1.47678

5965 2009.10.08 14:23 buy 2985 0.65 1.47608 1.47048 1.47668

5966 2009.10.08 15:37 t/p 2985 0.65 1.47668 1.47048 1.47668 4168.79 1348247.46

5967 2009.10.08 15:37 t/p 2984 0.65 1.47678 1.47058 1.47678 4168.78 1352416.24

5968 2009.10.08 15:37 t/p 2981 0.65 1.47688 1.47068 1.47688 4168.79 1356585.03

5969 2009.10.08 15:37 t/p 2982 0.65 1.47688 1.47068 1.47688 4168.79 1360753.82

5970 2009.10.08 15:37 t/p 2983 0.65 1.47688 1.47068 1.47688 4168.79 1364922.61

5971 2009.10.12 21:15 buy 2986 0.66 1.47868 1.47308 1.47928

Page 161: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 161/509

5972 2009.10.12 21:19 buy 2987 0.66 1.47878 1.47318 1.47938

5973 2009.10.12 21:21 buy 2988 0.66 1.47878 1.47318 1.47938

5974 2009.10.12 21:22 buy 2989 0.66 1.47808 1.47248 1.47868

5975 2009.10.12 21:24 buy 2990 0.66 1.47798 1.47238 1.47858

5976 2009.10.13 02:18 t/p 2990 0.66 1.47858 1.47238 1.47858 3391.52 1368314.13

5977 2009.10.13 02:18 close 2989 0.66 1.47858 1.47248 1.47868 2686.03 1371000.17

5978 2009.10.13 02:18 close 2986 0.66 1.47868 1.47308 1.47928 -841.40 1370158.77

5979 2009.10.13 02:20 close 2988 0.66 1.47880 1.47318 1.47938 -700.31 1369458.46

5980 2009.10.13 02:20 close 2987 0.66 1.47880 1.47318 1.47938 -700.31 1368758.15

5981 2009.10.21 22:31 buy 2991 0.66 1.50228 1.49668 1.50288

5982 2009.10.21 22:32 buy 2992 0.66 1.50188 1.49628 1.50248

5983 2009.10.21 22:34 buy 2993 0.66 1.50188 1.49628 1.50248

5984 2009.10.21 22:36 buy 2994 0.66 1.50078 1.49518 1.50138

5985 2009.10.21 22:37 buy 2995 0.66 1.50058 1.49498 1.50118

5986 2009.10.21 22:38 t/p 2995 0.66 1.50118 1.49498 1.50118 4232.92 1372991.07

5987 2009.10.21 22:38 t/p 2994 0.66 1.50138 1.49518 1.50138 4232.92 1377223.99

5988 2009.10.21 22:41 buy 2996 0.67 1.50168 1.49608 1.50228

5989 2009.10.21 22:42 buy 2997 0.67 1.50098 1.49538 1.50158

5990 2009.10.21 23:40 t/p 2997 0.67 1.50158 1.49538 1.50158 4297.06 1381521.05

5991 2009.10.22 01:30 close 2996 0.67 1.50168 1.49608 1.50228 -2562.44 1378958.61

5992 2009.10.22 02:16 close 2993 0.66 1.50190 1.49628 1.50248 -2383.10 1376575.51

5993 2009.10.22 02:16 close 2992 0.66 1.50190 1.49628 1.50248 -2383.10 1374192.41

5994 2009.10.22 03:34 close 2991 0.66 1.50228 1.49668 1.50288 -2524.20 1371668.22

5995 2009.10.26 23:31 sell 2998 0.67 1.48720 1.49280 1.48660

5996 2009.10.26 23:35 sell 2999 0.67 1.48730 1.49290 1.48670

5997 2009.10.26 23:38 sell 3000 0.67 1.48730 1.49290 1.48670

5998 2009.10.26 23:59 sell 3001 0.67 1.48730 1.49290 1.48670

5999 2009.10.27 00:00 sell 3002 0.67 1.48750 1.49310 1.48690

6000 2009.10.27 00:01 t/p 3002 0.67 1.48690 1.49310 1.48690 4297.99 1375966.21

6001 2009.10.27 00:01 t/p 2999 0.67 1.48670 1.49290 1.48670 4764.54 1380730.75

6002 2009.10.27 00:01 t/p 3000 0.67 1.48670 1.49290 1.48670 4764.54 1385495.29

6003 2009.10.27 00:01 t/p 3001 0.67 1.48670 1.49290 1.48670 4764.54 1390259.83

6004 2009.10.27 00:11 t/p 2998 0.67 1.48660 1.49280 1.48660 4764.54 1395024.37

6005 2009.10.27 01:07 sell 3003 0.68 1.48720 1.49280 1.48660

6006 2009.10.27 01:11 sell 3004 0.68 1.48730 1.49290 1.48670

6007 2009.10.27 01:12 sell 3005 0.68 1.48740 1.49300 1.48680

6008 2009.10.27 01:25 sell 3006 0.68 1.48730 1.49290 1.48670

6009 2009.10.27 01:26 sell 3007 0.68 1.48730 1.49290 1.48670

Page 162: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 162/509

6010 2009.10.27 01:29 t/p 3005 0.68 1.48680 1.49300 1.48680 4362.13 1399386.50

6011 2009.10.27 01:34 sell 3008 0.68 1.48750 1.49310 1.48690

6012 2009.10.27 01:55 t/p 3008 0.68 1.48690 1.49310 1.48690 4362.13 1403748.63

6013 2009.10.27 01:55 t/p 3004 0.68 1.48670 1.49290 1.48670 4362.14 1408110.77

6014 2009.10.27 01:55 t/p 3006 0.68 1.48670 1.49290 1.48670 4362.14 1412472.91

6015 2009.10.27 01:55 t/p 3007 0.68 1.48670 1.49290 1.48670 4362.14 1416835.05

6016 2009.10.27 01:55 t/p 3003 0.68 1.48660 1.49280 1.48660 4362.13 1421197.18

6017 2009.10.27 03:24 sell 3009 0.69 1.48710 1.49270 1.48650

6018 2009.10.27 03:25 sell 3010 0.69 1.48720 1.49280 1.48660

6019 2009.10.27 03:28 sell 3011 0.69 1.48720 1.49280 1.48660

6020 2009.10.27 03:29 sell 3012 0.69 1.48730 1.49290 1.48670

6021 2009.10.27 03:31 sell 3013 0.69 1.48730 1.49290 1.48670

6022 2009.10.27 03:47 t/p 3012 0.69 1.48670 1.49290 1.48670 4426.29 1425623.47

6023 2009.10.27 03:47 t/p 3013 0.69 1.48670 1.49290 1.48670 4426.29 1430049.76

6024 2009.10.27 03:47 t/p 3010 0.69 1.48660 1.49280 1.48660 4426.28 1434476.04

6025 2009.10.27 03:47 t/p 3011 0.69 1.48660 1.49280 1.48660 4426.28 1438902.32

6026 2009.10.27 03:47 t/p 3009 0.69 1.48650 1.49270 1.48650 4426.28 1443328.60

6027 2009.10.27 21:26 sell 3014 0.70 1.48050 1.48610 1.47990

6028 2009.10.27 21:28 t/p 3014 0.70 1.47990 1.48610 1.47990 4490.43 1447819.03

6029 2009.10.27 21:44 sell 3015 0.70 1.48070 1.48630 1.48010

6030 2009.10.27 21:45 t/p 3015 0.70 1.48010 1.48630 1.48010 4490.43 1452309.46

6031 2009.10.27 21:50 sell 3016 0.71 1.48070 1.48630 1.48010

6032 2009.10.27 21:51 sell 3017 0.71 1.48100 1.48660 1.48040

6033 2009.10.27 21:53 sell 3018 0.71 1.48100 1.48660 1.48040

6034 2009.10.27 21:55 sell 3019 0.71 1.48140 1.48700 1.48080

6035 2009.10.27 21:56 sell 3020 0.71 1.48170 1.48730 1.48110

6036 2009.10.27 21:58 t/p 3020 0.71 1.48110 1.48730 1.48110 4554.58 1456864.04

6037 2009.10.27 22:03 sell 3021 0.71 1.48100 1.48660 1.48040

6038 2009.10.27 22:03 t/p 3019 0.71 1.48080 1.48700 1.48080 4554.58 1461418.62

6039 2009.10.27 22:05 sell 3022 0.71 1.48120 1.48680 1.48060

6040 2009.10.27 22:07 t/p 3022 0.71 1.48060 1.48680 1.48060 4554.58 1465973.20

6041 2009.10.27 22:07 t/p 3017 0.71 1.48040 1.48660 1.48040 4554.58 1470527.78

6042 2009.10.27 22:07 t/p 3018 0.71 1.48040 1.48660 1.48040 4554.58 1475082.36

6043 2009.10.27 22:07 t/p 3021 0.71 1.48040 1.48660 1.48040 4554.58 1479636.94

6044 2009.10.27 22:11 t/p 3016 0.71 1.48010 1.48630 1.48010 4554.58 1484191.52

6045 2009.10.28 00:00 sell 3023 0.72 1.48040 1.48600 1.47980

6046 2009.10.28 00:09 sell 3024 0.72 1.48050 1.48610 1.47990

Page 163: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 163/509

6047 2009.10.28 00:10 sell 3025 0.72 1.48070 1.48630 1.48010

6048 2009.10.28 00:13 t/p 3025 0.72 1.48010 1.48630 1.48010 4618.73 1488810.25

6049 2009.10.28 00:13 t/p 3024 0.72 1.47990 1.48610 1.47990 4618.73 1493428.98

6050 2009.10.28 00:16 sell 3026 0.73 1.48070 1.48630 1.48010

6051 2009.10.28 00:17 sell 3027 0.73 1.48070 1.48630 1.48010

6052 2009.10.28 00:19 sell 3028 0.73 1.48090 1.48650 1.48030

6053 2009.10.28 00:22 sell 3029 0.73 1.48090 1.48650 1.48030

6054 2009.10.28 00:25 t/p 3028 0.73 1.48030 1.48650 1.48030 4682.88 1498111.86

6055 2009.10.28 00:25 t/p 3029 0.73 1.48030 1.48650 1.48030 4682.88 1502794.74

6056 2009.10.28 00:26 t/p 3026 0.73 1.48010 1.48630 1.48010 4682.88 1507477.62

6057 2009.10.28 00:26 t/p 3027 0.73 1.48010 1.48630 1.48010 4682.88 1512160.50

6058 2009.10.28 00:31 t/p 3023 0.72 1.47980 1.48600 1.47980 4618.73 1516779.23

6059 2009.10.28 00:42 sell 3030 0.74 1.48090 1.48650 1.48030

6060 2009.10.28 00:43 sell 3031 0.74 1.48100 1.48660 1.48040

6061 2009.10.28 00:45 sell 3032 0.74 1.48120 1.48680 1.48060

6062 2009.10.28 00:48 sell 3033 0.74 1.48110 1.48670 1.48050

6063 2009.10.28 00:49 sell 3034 0.74 1.48120 1.48680 1.48060

6064 2009.10.28 01:12 t/p 3032 0.74 1.48060 1.48680 1.48060 4747.02 1521526.25

6065 2009.10.28 01:12 t/p 3034 0.74 1.48060 1.48680 1.48060 4747.02 1526273.27

6066 2009.10.28 01:12 t/p 3033 0.74 1.48050 1.48670 1.48050 4747.02 1531020.29

6067 2009.10.28 01:32 sell 3035 0.74 1.48120 1.48680 1.48060

6068 2009.10.28 01:35 sell 3036 0.74 1.48120 1.48680 1.48060

6069 2009.10.28 01:39 sell 3037 0.74 1.48120 1.48680 1.48060

6070 2009.10.28 01:49 t/p 3035 0.74 1.48060 1.48680 1.48060 4747.02 1535767.31

6071 2009.10.28 01:49 t/p 3036 0.74 1.48060 1.48680 1.48060 4747.02 1540514.33

6072 2009.10.28 01:49 t/p 3037 0.74 1.48060 1.48680 1.48060 4747.02 1545261.35

6073 2009.10.28 02:13 close 3031 0.74 1.48100 1.48660 1.48040 0.00 1545261.35

6074 2009.10.28 02:13 close 3030 0.74 1.48088 1.48650 1.48030 158.24 1545419.59

6075 2009.10.29 00:45 sell 3038 0.75 1.47180 1.47740 1.47120

6076 2009.10.29 00:46 sell 3039 0.75 1.47190 1.47750 1.47130

6077 2009.10.29 00:50 t/p 3039 0.75 1.47130 1.47750 1.47130 4811.18 1550230.77

6078 2009.10.29 00:55 sell 3040 0.75 1.47200 1.47760 1.47140

6079 2009.10.29 00:58 sell 3041 0.75 1.47200 1.47760 1.47140

6080 2009.10.29 01:00 sell 3042 0.75 1.47220 1.47780 1.47160

6081 2009.10.29 01:07 sell 3043 0.75 1.47200 1.47760 1.47140

6082 2009.10.29 01:53 t/p 3042 0.75 1.47160 1.47780 1.47160 4811.18 1555041.95

6083 2009.10.29 01:53 t/p 3040 0.75 1.47140 1.47760 1.47140 4811.17 1559853.12

6084 2009.10.29 01:53 t/p 3041 0.75 1.47140 1.47760 1.47140 4811.17 1564664.29

Page 164: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 164/509

6085 2009.10.29 01:53 t/p 3043 0.75 1.47140 1.47760 1.47140 4811.17 1569475.46

6086 2009.10.29 02:17 sell 3044 0.76 1.47270 1.47830 1.47210

6087 2009.10.29 02:20 sell 3045 0.76 1.47280 1.47840 1.47220

6088 2009.10.29 02:25 sell 3046 0.76 1.47280 1.47840 1.47220

6089 2009.10.29 02:30 t/p 3045 0.76 1.47220 1.47840 1.47220 4875.32 1574350.78

6090 2009.10.29 02:30 t/p 3046 0.76 1.47220 1.47840 1.47220 4875.32 1579226.10

6091 2009.10.29 02:45 t/p 3044 0.76 1.47210 1.47830 1.47210 4875.33 1584101.43

6092 2009.10.29 02:52 close 3038 0.75 1.47180 1.47740 1.47120 0.00 1584101.43

6093 2009.10.29 22:45 buy 3047 0.77 1.48298 1.47738 1.48358

6094 2009.10.29 22:48 buy 3048 0.77 1.48298 1.47738 1.48358

6095 2009.10.29 22:49 buy 3049 0.77 1.48298 1.47738 1.48358

6096 2009.10.29 22:51 buy 3050 0.77 1.48298 1.47738 1.48358

6097 2009.10.29 22:54 buy 3051 0.77 1.48298 1.47738 1.48358

6098 2009.10.29 23:46 t/p 3047 0.77 1.48358 1.47738 1.48358 4938.41 1589039.84

6099 2009.10.29 23:46 t/p 3048 0.77 1.48358 1.47738 1.48358 4938.41 1593978.25

6100 2009.10.29 23:46 t/p 3049 0.77 1.48358 1.47738 1.48358 4938.41 1598916.66

6101 2009.10.29 23:46 t/p 3050 0.77 1.48358 1.47738 1.48358 4938.41 1603855.07

6102 2009.10.29 23:46 t/p 3051 0.77 1.48358 1.47738 1.48358 4938.41 1608793.48

6103 2009.10.30 00:00 buy 3052 0.78 1.48238 1.47678 1.48298

6104 2009.10.30 00:02 t/p 3052 0.78 1.48298 1.47678 1.48298 5002.55 1613796.03

6105 2009.10.30 03:03 buy 3053 0.78 1.48338 1.47778 1.48398

6106 2009.10.30 03:04 buy 3054 0.78 1.48328 1.47768 1.48388

6107 2009.10.30 03:14 buy 3055 0.78 1.48328 1.47768 1.48388

6108 2009.10.30 03:15 buy 3056 0.78 1.48308 1.47748 1.48368

6109 2009.10.30 03:17 t/p 3056 0.78 1.48368 1.47748 1.48368 5002.55 1618798.58

6110 2009.10.30 03:22 t/p 3054 0.78 1.48388 1.47768 1.48388 5002.54 1623801.12

6111 2009.10.30 03:22 t/p 3055 0.78 1.48388 1.47768 1.48388 5002.54 1628803.66

6112 2009.10.30 03:22 t/p 3053 0.78 1.48398 1.47778 1.48398 5002.54 1633806.20

6113 2009.10.30 03:37 buy 3057 0.79 1.48318 1.47758 1.48378

6114 2009.10.30 03:42 buy 3058 0.79 1.48308 1.47748 1.48368

6115 2009.10.30 03:44 buy 3059 0.79 1.48308 1.47748 1.48368

6116 2009.10.30 03:55 buy 3060 0.79 1.48288 1.47728 1.48348

6117 2009.10.30 03:57 buy 3061 0.79 1.48288 1.47728 1.48348

6118 2009.10.30 04:13 t/p 3060 0.79 1.48348 1.47728 1.48348 5066.68 1638872.88

6119 2009.10.30 04:13 t/p 3061 0.79 1.48348 1.47728 1.48348 5066.68 1643939.56

6120 2009.10.30 04:14 t/p 3058 0.79 1.48368 1.47748 1.48368 5066.68 1649006.24

6121 2009.10.30 04:14 t/p 3059 0.79 1.48368 1.47748 1.48368 5066.68 1654072.92

Page 165: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 165/509

6122 2009.10.30 04:34 t/p 3057 0.79 1.48378 1.47758 1.48378 5066.68 1659139.60

6123 2009.11.02 00:58 sell 3062 0.81 1.47240 1.47800 1.47180

6124 2009.11.02 00:59 sell 3063 0.81 1.47290 1.47850 1.47230

6125 2009.11.02 01:01 sell 3064 0.81 1.47330 1.47890 1.47270

6126 2009.11.02 01:14 t/p 3064 0.81 1.47270 1.47890 1.47270 5196.07 1664335.67

6127 2009.11.02 01:14 t/p 3063 0.81 1.47230 1.47850 1.47230 5196.07 1669531.74

6128 2009.11.02 01:30 t/p 3062 0.81 1.47180 1.47800 1.47180 5196.07 1674727.81

6129 2009.11.03 15:23 sell 3065 0.81 1.46670 1.47230 1.46610

6130 2009.11.03 15:30 sell 3066 0.81 1.46680 1.47240 1.46620

6131 2009.11.03 15:32 sell 3067 0.81 1.46670 1.47230 1.46610

6132 2009.11.03 15:35 t/p 3066 0.81 1.46620 1.47240 1.46620 5195.97 1679923.78

6133 2009.11.03 15:35 t/p 3065 0.81 1.46610 1.47230 1.46610 5195.98 1685119.76

6134 2009.11.03 15:35 t/p 3067 0.81 1.46610 1.47230 1.46610 5195.98 1690315.74

6135 2009.11.03 17:05 sell 3068 0.82 1.46660 1.47220 1.46600

6136 2009.11.03 17:07 sell 3069 0.82 1.46670 1.47230 1.46610

6137 2009.11.03 17:10 t/p 3069 0.82 1.46610 1.47230 1.46610 5260.12 1695575.86

6138 2009.11.03 17:11 t/p 3068 0.82 1.46600 1.47220 1.46600 5260.12 1700835.98

6139 2009.11.03 17:43 sell 3070 0.83 1.46720 1.47280 1.46660

6140 2009.11.03 17:44 sell 3071 0.83 1.46780 1.47340 1.46720

6141 2009.11.03 17:45 sell 3072 0.83 1.46900 1.47460 1.46840

6142 2009.11.03 17:46 t/p 3072 0.83 1.46840 1.47460 1.46840 5324.27 1706160.25

6143 2009.11.03 17:48 sell 3073 0.83 1.46820 1.47380 1.46760

6144 2009.11.03 17:49 sell 3074 0.83 1.46880 1.47440 1.46820

6145 2009.11.03 17:50 sell 3075 0.83 1.46900 1.47460 1.46840

6146 2009.11.03 17:56 t/p 3075 0.83 1.46840 1.47460 1.46840 5324.27 1711484.52

6147 2009.11.03 17:56 t/p 3074 0.83 1.46820 1.47440 1.46820 5324.27 1716808.79

6148 2009.11.03 17:58 sell 3076 0.83 1.46850 1.47410 1.46790

6149 2009.11.03 17:59 sell 3077 0.83 1.46860 1.47420 1.46800

6150 2009.11.03 17:59 t/p 3077 0.83 1.46800 1.47420 1.46800 5324.27 1722133.06

6151 2009.11.03 17:59 t/p 3076 0.83 1.46790 1.47410 1.46790 5324.27 1727457.33

6152 2009.11.03 18:00 t/p 3073 0.83 1.46760 1.47380 1.46760 5324.27 1732781.60

6153 2009.11.03 18:10 t/p 3071 0.83 1.46720 1.47340 1.46720 5324.27 1738105.87

6154 2009.11.03 18:15 t/p 3070 0.83 1.46660 1.47280 1.46660 5324.27 1743430.14

6155 2009.11.05 01:50 buy 3078 0.85 1.48618 1.48058 1.48678

6156 2009.11.05 01:51 buy 3079 0.85 1.48598 1.48038 1.48658

6157 2009.11.05 01:53 buy 3080 0.85 1.48608 1.48048 1.48668

6158 2009.11.05 01:56 t/p 3079 0.85 1.48658 1.48038 1.48658 5451.50 1748881.64

6159 2009.11.05 01:56 t/p 3080 0.85 1.48668 1.48048 1.48668 5451.49 1754333.13

Page 166: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 166/509

6160 2009.11.05 01:58 t/p 3078 0.85 1.48678 1.48058 1.48678 5451.49 1759784.62

6161 2009.11.05 02:01 buy 3081 0.85 1.48608 1.48048 1.48668

6162 2009.11.05 02:09 t/p 3081 0.85 1.48668 1.48048 1.48668 5451.49 1765236.11

6163 2009.11.05 02:50 buy 3082 0.86 1.48608 1.48048 1.48668

6164 2009.11.05 02:51 buy 3083 0.86 1.48568 1.48008 1.48628

6165 2009.11.05 02:53 buy 3084 0.86 1.48498 1.47938 1.48558

6166 2009.11.05 02:55 buy 3085 0.86 1.48508 1.47948 1.48568

6167 2009.11.05 02:57 buy 3086 0.86 1.48488 1.47928 1.48548

6168 2009.11.05 07:52 t/p 3086 0.86 1.48548 1.47928 1.48548 5515.63 1770751.74

6169 2009.11.05 07:52 close 3085 0.86 1.48548 1.47948 1.48568 3677.08 1774428.82

6170 2009.11.05 07:52 close 3084 0.86 1.48548 1.47938 1.48558 4596.35 1779025.17

6171 2009.11.05 08:45 close 3082 0.86 1.48300 1.48048 1.48668 -28313.55 1750711.62

6172 2009.11.05 08:46 close 3083 0.86 1.48270 1.48008 1.48628 -27394.28 1723317.34

6173 2009.11.09 15:15 buy 3087 0.84 1.49848 1.49288 1.49908

6174 2009.11.09 15:20 t/p 3087 0.84 1.49908 1.49288 1.49908 5387.56 1728704.90

6175 2009.11.09 20:10 buy 3088 0.84 1.49898 1.49338 1.49958

6176 2009.11.09 20:11 buy 3089 0.84 1.49888 1.49328 1.49948

6177 2009.11.09 20:13 buy 3090 0.84 1.49888 1.49328 1.49948

6178 2009.11.09 20:17 buy 3091 0.84 1.49888 1.49328 1.49948

6179 2009.11.09 20:21 t/p 3089 0.84 1.49948 1.49328 1.49948 5387.36 1734092.26

6180 2009.11.09 20:21 t/p 3090 0.84 1.49948 1.49328 1.49948 5387.36 1739479.62

6181 2009.11.09 20:21 t/p 3091 0.84 1.49948 1.49328 1.49948 5387.36 1744866.98

6182 2009.11.09 20:22 t/p 3088 0.84 1.49958 1.49338 1.49958 5387.36 1750254.34

6183 2009.11.13 01:11 sell 3092 0.85 1.48500 1.49060 1.48440

6184 2009.11.13 01:20 sell 3093 0.85 1.48500 1.49060 1.48440

6185 2009.11.13 01:27 sell 3094 0.85 1.48510 1.49070 1.48450

6186 2009.11.13 01:30 sell 3095 0.85 1.48520 1.49080 1.48460

6187 2009.11.13 01:31 sell 3096 0.85 1.48540 1.49100 1.48480

6188 2009.11.13 03:37 t/p 3096 0.85 1.48480 1.49100 1.48480 5452.62 1755706.96

6189 2009.11.13 03:37 close 3095 0.85 1.48478 1.49080 1.48460 3816.83 1759523.79

6190 2009.11.13 03:37 close 3094 0.85 1.48478 1.49070 1.48450 2908.06 1762431.85

6191 2009.11.13 03:37 close 3093 0.85 1.48478 1.49060 1.48440 1999.29 1764431.14

6192 2009.11.13 03:37 close 3092 0.85 1.48478 1.49060 1.48440 1999.29 1766430.43

6193 2009.11.16 11:00 buy 3097 0.86 1.49698 1.49138 1.49758

6194 2009.11.16 11:01 buy 3098 0.86 1.49668 1.49108 1.49728

6195 2009.11.16 11:02 buy 3099 0.86 1.49618 1.49058 1.49678

6196 2009.11.16 11:08 t/p 3099 0.86 1.49678 1.49058 1.49678 5515.52 1771945.95

Page 167: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 167/509

6197 2009.11.16 11:08 t/p 3098 0.86 1.49728 1.49108 1.49728 5515.52 1777461.47

6198 2009.11.16 11:10 t/p 3097 0.86 1.49758 1.49138 1.49758 5515.52 1782976.99

6199 2009.11.16 11:57 buy 3100 0.87 1.49678 1.49118 1.49738

6200 2009.11.16 11:58 buy 3101 0.87 1.49678 1.49118 1.49738

6201 2009.11.16 12:00 t/p 3100 0.87 1.49738 1.49118 1.49738 5579.65 1788556.64

6202 2009.11.16 12:00 t/p 3101 0.87 1.49738 1.49118 1.49738 5579.65 1794136.29

6203 2009.11.17 20:43 sell 3102 0.87 1.48600 1.49160 1.48540

6204 2009.11.17 20:46 t/p 3102 0.87 1.48540 1.49160 1.48540 5580.70 1799716.99

6205 2009.11.17 20:48 sell 3103 0.87 1.48610 1.49170 1.48550

6206 2009.11.17 20:49 sell 3104 0.87 1.48620 1.49180 1.48560

6207 2009.11.17 20:50 sell 3105 0.87 1.48650 1.49210 1.48590

6208 2009.11.17 20:52 sell 3106 0.87 1.48630 1.49190 1.48570

6209 2009.11.17 20:54 sell 3107 0.87 1.48630 1.49190 1.48570

6210 2009.11.17 20:56 t/p 3105 0.87 1.48590 1.49210 1.48590 5580.71 1805297.70

6211 2009.11.17 20:56 t/p 3106 0.87 1.48570 1.49190 1.48570 5580.70 1810878.40

6212 2009.11.17 20:56 t/p 3107 0.87 1.48570 1.49190 1.48570 5580.70 1816459.10

6213 2009.11.17 20:58 t/p 3104 0.87 1.48560 1.49180 1.48560 5580.70 1822039.80

6214 2009.11.17 20:59 t/p 3103 0.87 1.48550 1.49170 1.48550 5580.70 1827620.50

6215 2009.11.17 21:43 sell 3108 0.89 1.48630 1.49190 1.48570

6216 2009.11.17 21:44 sell 3109 0.89 1.48640 1.49200 1.48580

6217 2009.11.17 21:46 t/p 3109 0.89 1.48580 1.49200 1.48580 5709.00 1833329.50

6218 2009.11.17 21:47 t/p 3108 0.89 1.48570 1.49190 1.48570 5709.00 1839038.50

6219 2009.11.17 22:06 sell 3110 0.89 1.48630 1.49190 1.48570

6220 2009.11.17 22:08 sell 3111 0.89 1.48660 1.49220 1.48600

6221 2009.11.17 22:10 t/p 3111 0.89 1.48600 1.49220 1.48600 5708.99 1844747.49

6222 2009.11.17 22:24 sell 3112 0.90 1.48660 1.49220 1.48600

6223 2009.11.17 22:26 sell 3113 0.90 1.48670 1.49230 1.48610

6224 2009.11.17 22:28 sell 3114 0.90 1.48670 1.49230 1.48610

6225 2009.11.17 22:30 sell 3115 0.90 1.48670 1.49230 1.48610

6226 2009.11.18 00:41 t/p 3113 0.90 1.48610 1.49230 1.48610 6399.85 1851147.34

6227 2009.11.18 00:41 t/p 3114 0.90 1.48610 1.49230 1.48610 6399.85 1857547.19

6228 2009.11.18 00:41 t/p 3115 0.90 1.48610 1.49230 1.48610 6399.85 1863947.04

6229 2009.11.18 00:41 close 3110 0.89 1.48608 1.49190 1.48570 2713.05 1866660.08

6230 2009.11.18 00:41 close 3112 0.90 1.48610 1.49220 1.48600 5437.66 1872097.74

6231 2009.11.18 15:30 buy 3116 0.91 1.49498 1.48938 1.49558

6232 2009.11.18 15:31 buy 3117 0.91 1.49398 1.48838 1.49458

6233 2009.11.18 15:33 buy 3118 0.91 1.49418 1.48858 1.49478

6234 2009.11.18 15:33 t/p 3117 0.91 1.49458 1.48838 1.49458 5836.03 1877933.77

Page 168: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 168/509

6235 2009.11.18 15:35 buy 3119 0.91 1.49458 1.48898 1.49518

6236 2009.11.18 15:36 buy 3120 0.91 1.49438 1.48878 1.49498

6237 2009.11.18 15:36 t/p 3118 0.91 1.49478 1.48858 1.49478 5836.03 1883769.80

6238 2009.11.18 15:38 t/p 3120 0.91 1.49498 1.48878 1.49498 5836.03 1889605.83

6239 2009.11.18 15:41 buy 3121 0.92 1.49448 1.48888 1.49508

6240 2009.11.18 15:42 buy 3122 0.92 1.49398 1.48838 1.49458

6241 2009.11.18 15:44 buy 3123 0.92 1.49398 1.48838 1.49458

6242 2009.11.18 16:15 t/p 3122 0.92 1.49458 1.48838 1.49458 5900.17 1895506.00

6243 2009.11.18 16:15 t/p 3123 0.92 1.49458 1.48838 1.49458 5900.17 1901406.17

6244 2009.11.18 16:16 t/p 3121 0.92 1.49508 1.48888 1.49508 5900.16 1907306.33

6245 2009.11.18 16:16 t/p 3119 0.91 1.49518 1.48898 1.49518 5836.03 1913142.36

6246 2009.11.18 16:16 t/p 3116 0.91 1.49558 1.48938 1.49558 5836.03 1918978.39

6247 2009.11.23 13:56 buy 3124 0.93 1.49698 1.49138 1.49758

6248 2009.11.23 13:57 buy 3125 0.93 1.49688 1.49128 1.49748

6249 2009.11.23 13:59 buy 3126 0.93 1.49678 1.49118 1.49738

6250 2009.11.23 14:02 buy 3127 0.93 1.49688 1.49128 1.49748

6251 2009.11.23 14:13 buy 3128 0.93 1.49688 1.49128 1.49748

6252 2009.11.23 14:37 t/p 3126 0.93 1.49738 1.49118 1.49738 5964.24 1924942.63

6253 2009.11.23 14:37 t/p 3125 0.93 1.49748 1.49128 1.49748 5964.24 1930906.87

6254 2009.11.23 14:37 t/p 3127 0.93 1.49748 1.49128 1.49748 5964.24 1936871.11

6255 2009.11.23 14:37 t/p 3128 0.93 1.49748 1.49128 1.49748 5964.24 1942835.35

6256 2009.11.23 14:42 t/p 3124 0.93 1.49758 1.49138 1.49758 5964.24 1948799.59

6257 2009.11.23 15:13 buy 3129 0.95 1.49678 1.49118 1.49738

6258 2009.11.23 15:15 buy 3130 0.95 1.49678 1.49118 1.49738

6259 2009.11.23 15:19 buy 3131 0.95 1.49678 1.49118 1.49738

6260 2009.11.23 15:31 t/p 3129 0.95 1.49738 1.49118 1.49738 6092.50 1954892.09

6261 2009.11.23 15:31 t/p 3130 0.95 1.49738 1.49118 1.49738 6092.50 1960984.59

6262 2009.11.23 15:31 t/p 3131 0.95 1.49738 1.49118 1.49738 6092.50 1967077.09

6263 2009.11.23 18:40 buy 3132 0.96 1.49738 1.49178 1.49798

6264 2009.11.23 18:41 buy 3133 0.96 1.49708 1.49148 1.49768

6265 2009.11.23 18:42 buy 3134 0.96 1.49708 1.49148 1.49768

6266 2009.11.23 18:43 buy 3135 0.96 1.49688 1.49128 1.49748

6267 2009.11.23 18:49 t/p 3135 0.96 1.49748 1.49128 1.49748 6156.58 1973233.67

6268 2009.11.23 18:53 buy 3136 0.96 1.49718 1.49158 1.49778

6269 2009.11.23 18:56 buy 3137 0.96 1.49708 1.49148 1.49768

6270 2009.11.23 19:03 t/p 3133 0.96 1.49768 1.49148 1.49768 6156.57 1979390.24

6271 2009.11.23 19:03 t/p 3134 0.96 1.49768 1.49148 1.49768 6156.57 1985546.81

Page 169: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 169/509

6272 2009.11.23 19:03 t/p 3137 0.96 1.49768 1.49148 1.49768 6156.57 1991703.38

6273 2009.11.23 19:05 t/p 3136 0.96 1.49778 1.49158 1.49778 6156.58 1997859.96

6274 2009.11.23 19:08 t/p 3132 0.96 1.49798 1.49178 1.49798 6156.58 2004016.54

6275 2009.11.25 16:32 buy 3138 0.97 1.50578 1.50018 1.50638

6276 2009.11.25 16:33 buy 3139 0.97 1.50538 1.49978 1.50598

6277 2009.11.25 16:37 buy 3140 0.97 1.50538 1.49978 1.50598

6278 2009.11.25 16:38 buy 3141 0.97 1.50518 1.49958 1.50578

6279 2009.11.25 16:41 buy 3142 0.97 1.50548 1.49988 1.50608

6280 2009.11.25 16:56 t/p 3141 0.97 1.50578 1.49958 1.50578 6220.65 2010237.19

6281 2009.11.25 16:56 t/p 3139 0.97 1.50598 1.49978 1.50598 6220.65 2016457.84

6282 2009.11.25 16:56 t/p 3140 0.97 1.50598 1.49978 1.50598 6220.65 2022678.49

6283 2009.11.25 16:57 t/p 3142 0.97 1.50608 1.49988 1.50608 6220.65 2028899.14

6284 2009.11.25 16:58 t/p 3138 0.97 1.50638 1.50018 1.50638 6220.65 2035119.79

6285 2009.11.25 17:35 buy 3143 0.99 1.50488 1.49928 1.50548

6286 2009.11.25 17:38 buy 3144 0.99 1.50418 1.49858 1.50478

6287 2009.11.25 17:41 t/p 3144 0.99 1.50478 1.49858 1.50478 6348.91 2041468.70

6288 2009.11.25 17:45 t/p 3143 0.99 1.50548 1.49928 1.50548 6348.91 2047817.61

6289 2009.11.26 01:34 buy 3145 0.99 1.51298 1.50738 1.51358

6290 2009.11.26 01:38 buy 3146 0.99 1.51298 1.50738 1.51358

6291 2009.11.26 01:40 buy 3147 0.99 1.51298 1.50738 1.51358

6292 2009.11.26 01:42 buy 3148 0.99 1.51288 1.50728 1.51348

6293 2009.11.26 01:44 buy 3149 0.99 1.51268 1.50708 1.51328

6294 2009.11.26 05:31 t/p 3149 0.99 1.51328 1.50708 1.51328 6348.91 2054166.52

6295 2009.11.26 05:31 close 3148 0.99 1.51328 1.50728 1.51348 4232.60 2058399.12

6296 2009.11.26 05:31 close 3147 0.99 1.51328 1.50738 1.51358 3174.45 2061573.57

6297 2009.11.26 05:31 close 3146 0.99 1.51328 1.50738 1.51358 3174.45 2064748.02

6298 2009.11.26 05:31 close 3145 0.99 1.51328 1.50738 1.51358 3174.45 2067922.47

6299 2009.11.26 20:06 sell 3150 1.00 1.50130 1.50690 1.50070

6300 2009.11.26 20:07 sell 3151 1.00 1.50160 1.50720 1.50100

6301 2009.11.26 20:10 sell 3152 1.00 1.50150 1.50710 1.50090

6302 2009.11.26 20:12 t/p 3151 1.00 1.50100 1.50720 1.50100 6414.42 2074336.89

6303 2009.11.26 20:12 t/p 3152 1.00 1.50090 1.50710 1.50090 6414.42 2080751.31

6304 2009.11.26 20:12 t/p 3150 1.00 1.50070 1.50690 1.50070 6414.42 2087165.73

6305 2009.11.26 20:16 sell 3153 1.01 1.50140 1.50700 1.50080

6306 2009.11.26 20:25 t/p 3153 1.01 1.50080 1.50700 1.50080 6478.56 2093644.29

6307 2009.11.26 22:12 sell 3154 1.02 1.50130 1.50690 1.50070

6308 2009.11.26 22:16 sell 3155 1.02 1.50120 1.50680 1.50060

6309 2009.11.26 22:21 sell 3156 1.02 1.50130 1.50690 1.50070

Page 170: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 170/509

6310 2009.11.26 22:23 sell 3157 1.02 1.50140 1.50700 1.50080

6311 2009.11.26 22:27 sell 3158 1.02 1.50130 1.50690 1.50070

6312 2009.11.26 22:53 t/p 3157 1.02 1.50080 1.50700 1.50080 6542.71 2100187.00

6313 2009.11.26 22:53 t/p 3154 1.02 1.50070 1.50690 1.50070 6542.71 2106729.71

6314 2009.11.26 22:53 t/p 3156 1.02 1.50070 1.50690 1.50070 6542.71 2113272.42

6315 2009.11.26 22:53 t/p 3158 1.02 1.50070 1.50690 1.50070 6542.71 2119815.13

6316 2009.11.26 22:53 t/p 3155 1.02 1.50060 1.50680 1.50060 6542.71 2126357.84

6317 2009.11.26 23:00 sell 3159 1.03 1.50150 1.50710 1.50090

6318 2009.11.26 23:01 sell 3160 1.03 1.50160 1.50720 1.50100

6319 2009.11.26 23:03 sell 3161 1.03 1.50160 1.50720 1.50100

6320 2009.11.26 23:04 sell 3162 1.03 1.50160 1.50720 1.50100

6321 2009.11.26 23:07 sell 3163 1.03 1.50150 1.50710 1.50090

6322 2009.11.26 23:20 t/p 3160 1.03 1.50100 1.50720 1.50100 6606.85 2132964.69

6323 2009.11.26 23:20 t/p 3161 1.03 1.50100 1.50720 1.50100 6606.85 2139571.54

6324 2009.11.26 23:20 t/p 3162 1.03 1.50100 1.50720 1.50100 6606.85 2146178.39

6325 2009.11.26 23:20 t/p 3159 1.03 1.50090 1.50710 1.50090 6606.85 2152785.24

6326 2009.11.26 23:20 t/p 3163 1.03 1.50090 1.50710 1.50090 6606.85 2159392.09

6327 2009.11.26 23:39 sell 3164 1.05 1.50170 1.50730 1.50110

6328 2009.11.26 23:40 sell 3165 1.05 1.50180 1.50740 1.50120

6329 2009.11.26 23:44 sell 3166 1.05 1.50180 1.50740 1.50120

6330 2009.11.26 23:45 sell 3167 1.05 1.50190 1.50750 1.50130

6331 2009.11.26 23:46 sell 3168 1.05 1.50190 1.50750 1.50130

6332 2009.11.27 00:00 t/p 3167 1.05 1.50130 1.50750 1.50130 7466.30 2166858.39

6333 2009.11.27 00:00 t/p 3168 1.05 1.50130 1.50750 1.50130 7466.30 2174324.69

6334 2009.11.27 00:00 t/p 3164 1.05 1.50110 1.50730 1.50110 7466.30 2181790.99

6335 2009.11.27 00:00 t/p 3165 1.05 1.50120 1.50740 1.50120 7466.30 2189257.30

6336 2009.11.27 00:00 t/p 3166 1.05 1.50120 1.50740 1.50120 7466.30 2196723.60

6337 2009.11.27 11:20 sell 3169 1.07 1.48910 1.49470 1.48850

6338 2009.11.27 11:23 t/p 3169 1.07 1.48850 1.49470 1.48850 6863.43 2203587.03

6339 2009.11.27 11:30 sell 3170 1.07 1.48940 1.49500 1.48880

6340 2009.11.27 11:31 sell 3171 1.07 1.49010 1.49570 1.48950

6341 2009.11.27 11:32 sell 3172 1.07 1.49060 1.49620 1.49000

6342 2009.11.27 11:33 sell 3173 1.07 1.49080 1.49640 1.49020

6343 2009.11.27 11:35 sell 3174 1.07 1.49100 1.49660 1.49040

6344 2009.11.27 11:42 t/p 3174 1.07 1.49040 1.49660 1.49040 6863.43 2210450.46

6345 2009.11.27 11:42 t/p 3173 1.07 1.49020 1.49640 1.49020 6863.43 2217313.89

6346 2009.11.27 11:43 t/p 3172 1.07 1.49000 1.49620 1.49000 6863.43 2224177.32

Page 171: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 171/509

6347 2009.11.27 11:50 t/p 3171 1.07 1.48950 1.49570 1.48950 6863.42 2231040.74

6348 2009.11.27 11:55 sell 3175 1.08 1.49020 1.49580 1.48960

6349 2009.11.27 11:56 sell 3176 1.08 1.49040 1.49600 1.48980

6350 2009.11.27 11:58 t/p 3176 1.08 1.48980 1.49600 1.48980 6927.57 2237968.31

6351 2009.11.27 12:00 t/p 3175 1.08 1.48960 1.49580 1.48960 6927.57 2244895.88

6352 2009.11.27 12:15 sell 3177 1.09 1.49030 1.49590 1.48970

6353 2009.11.27 12:16 sell 3178 1.09 1.49050 1.49610 1.48990

6354 2009.11.27 12:20 t/p 3178 1.09 1.48990 1.49610 1.48990 6991.72 2251887.60

6355 2009.11.27 12:20 t/p 3177 1.09 1.48970 1.49590 1.48970 6991.72 2258879.32

6356 2009.11.27 13:18 close 3170 1.07 1.48940 1.49500 1.48880 0.00 2258879.32

6357 2010.01.04 17:22 buy 3179 1.10 1.44048 1.43488 1.44108

6358 2010.01.04 17:24 t/p 3179 1.10 1.44108 1.43488 1.44108 7054.28 2265933.60

6359 2010.01.04 20:54 buy 3180 1.10 1.44148 1.43588 1.44208

6360 2010.01.04 20:57 buy 3181 1.10 1.44148 1.43588 1.44208

6361 2010.01.04 20:58 buy 3182 1.10 1.44148 1.43588 1.44208

6362 2010.01.04 20:59 buy 3183 1.10 1.44128 1.43568 1.44188

6363 2010.01.04 21:05 t/p 3183 1.10 1.44188 1.43568 1.44188 7054.27 2272987.87

6364 2010.01.04 21:12 t/p 3180 1.10 1.44208 1.43588 1.44208 7054.28 2280042.15

6365 2010.01.04 21:12 t/p 3181 1.10 1.44208 1.43588 1.44208 7054.28 2287096.43

6366 2010.01.04 21:12 t/p 3182 1.10 1.44208 1.43588 1.44208 7054.28 2294150.71

6367 2010.01.04 21:57 buy 3184 1.11 1.44148 1.43588 1.44208

6368 2010.01.04 21:58 buy 3185 1.11 1.44148 1.43588 1.44208

6369 2010.01.04 21:59 buy 3186 1.11 1.44138 1.43578 1.44198

6370 2010.01.04 22:00 buy 3187 1.11 1.44128 1.43568 1.44188

6371 2010.01.04 22:02 buy 3188 1.11 1.44118 1.43558 1.44178

6372 2010.01.04 22:27 t/p 3188 1.11 1.44178 1.43558 1.44178 7118.40 2301269.11

6373 2010.01.04 22:29 t/p 3187 1.11 1.44188 1.43568 1.44188 7118.40 2308387.51

6374 2010.01.04 22:29 t/p 3186 1.11 1.44198 1.43578 1.44198 7118.41 2315505.92

6375 2010.01.04 22:33 t/p 3184 1.11 1.44208 1.43588 1.44208 7118.41 2322624.33

6376 2010.01.04 22:33 t/p 3185 1.11 1.44208 1.43588 1.44208 7118.41 2329742.74

6377 2010.01.06 01:09 sell 3189 1.13 1.43700 1.44260 1.43640

6378 2010.01.06 01:11 t/p 3189 1.13 1.43640 1.44260 1.43640 7248.16 2336990.90

6379 2010.01.11 12:26 buy 3190 1.13 1.45038 1.44478 1.45098

6380 2010.01.11 12:27 t/p 3190 1.13 1.45098 1.44478 1.45098 7246.66 2344237.56

6381 2010.01.11 14:59 buy 3191 1.14 1.45228 1.44668 1.45288

6382 2010.01.11 15:07 buy 3192 1.14 1.45228 1.44668 1.45288

6383 2010.01.11 15:20 t/p 3191 1.14 1.45288 1.44668 1.45288 7310.80 2351548.36

6384 2010.01.11 15:20 t/p 3192 1.14 1.45288 1.44668 1.45288 7310.80 2358859.16

Page 172: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 172/509

6385 2010.01.11 15:26 buy 3193 1.15 1.45208 1.44648 1.45268

6386 2010.01.11 15:28 buy 3194 1.15 1.45208 1.44648 1.45268

6387 2010.01.11 15:32 buy 3195 1.15 1.45198 1.44638 1.45258

6388 2010.01.11 15:33 buy 3196 1.15 1.45188 1.44628 1.45248

6389 2010.01.11 15:36 buy 3197 1.15 1.45198 1.44638 1.45258

6390 2010.01.11 15:55 t/p 3196 1.15 1.45248 1.44628 1.45248 7374.93 2366234.09

6391 2010.01.11 15:56 t/p 3195 1.15 1.45258 1.44638 1.45258 7374.93 2373609.02

6392 2010.01.11 15:56 t/p 3197 1.15 1.45258 1.44638 1.45258 7374.93 2380983.95

6393 2010.01.11 15:56 t/p 3193 1.15 1.45268 1.44648 1.45268 7374.93 2388358.88

6394 2010.01.11 15:56 t/p 3194 1.15 1.45268 1.44648 1.45268 7374.93 2395733.81

6395 2010.01.13 16:09 buy 3198 1.16 1.45498 1.44938 1.45558

6396 2010.01.13 16:11 t/p 3198 1.16 1.45558 1.44938 1.45558 7439.06 2403172.87

6397 2010.01.13 16:29 buy 3199 1.17 1.45508 1.44948 1.45568

6398 2010.01.13 16:31 buy 3200 1.17 1.45488 1.44928 1.45548

6399 2010.01.13 16:32 t/p 3200 1.17 1.45548 1.44928 1.45548 7503.18 2410676.05

6400 2010.01.13 16:32 t/p 3199 1.17 1.45568 1.44948 1.45568 7503.19 2418179.24

6401 2010.01.15 11:56 sell 3201 1.17 1.44200 1.44760 1.44140

6402 2010.01.15 11:59 t/p 3201 1.17 1.44140 1.44760 1.44140 7504.87 2425684.11

6403 2010.01.15 16:27 sell 3202 1.18 1.43950 1.44510 1.43890

6404 2010.01.15 16:31 sell 3203 1.18 1.43970 1.44530 1.43910

6405 2010.01.15 16:32 t/p 3203 1.18 1.43910 1.44530 1.43910 7569.01 2433253.12

6406 2010.01.15 16:35 t/p 3202 1.18 1.43890 1.44510 1.43890 7569.02 2440822.14

6407 2010.01.19 16:48 sell 3204 1.19 1.42990 1.43550 1.42930

6408 2010.01.19 16:50 sell 3205 1.19 1.43020 1.43580 1.42960

6409 2010.01.19 16:51 sell 3206 1.19 1.43040 1.43600 1.42980

6410 2010.01.19 16:53 t/p 3206 1.19 1.42980 1.43600 1.42980 7633.23 2448455.37

6411 2010.01.19 16:54 t/p 3205 1.19 1.42960 1.43580 1.42960 7633.23 2456088.60

6412 2010.01.19 16:55 t/p 3204 1.19 1.42930 1.43550 1.42930 7633.23 2463721.83

6413 2010.01.19 19:53 sell 3207 1.20 1.42860 1.43420 1.42800

6414 2010.01.19 19:55 sell 3208 1.20 1.42860 1.43420 1.42800

6415 2010.01.19 19:57 sell 3209 1.20 1.42870 1.43430 1.42810

6416 2010.01.19 19:59 sell 3210 1.20 1.42900 1.43460 1.42840

6417 2010.01.19 20:00 sell 3211 1.20 1.42930 1.43490 1.42870

6418 2010.01.19 20:07 t/p 3211 1.20 1.42870 1.43490 1.42870 7697.38 2471419.21

6419 2010.01.19 20:12 t/p 3210 1.20 1.42840 1.43460 1.42840 7697.38 2479116.59

6420 2010.01.19 20:12 t/p 3209 1.20 1.42810 1.43430 1.42810 7697.37 2486813.96

6421 2010.01.19 20:12 t/p 3207 1.20 1.42800 1.43420 1.42800 7697.38 2494511.34

Page 173: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 173/509

6422 2010.01.19 20:12 t/p 3208 1.20 1.42800 1.43420 1.42800 7697.38 2502208.72

6423 2010.01.19 21:02 sell 3212 1.22 1.42920 1.43480 1.42860

6424 2010.01.19 21:06 sell 3213 1.22 1.42930 1.43490 1.42870

6425 2010.01.19 21:07 sell 3214 1.22 1.42950 1.43510 1.42890

6426 2010.01.19 21:09 sell 3215 1.22 1.42950 1.43510 1.42890

6427 2010.01.19 21:10 sell 3216 1.22 1.42960 1.43520 1.42900

6428 2010.01.19 21:17 t/p 3216 1.22 1.42900 1.43520 1.42900 7825.67 2510034.39

6429 2010.01.19 21:22 sell 3217 1.22 1.42930 1.43490 1.42870

6430 2010.01.19 21:35 t/p 3214 1.22 1.42890 1.43510 1.42890 7825.66 2517860.05

6431 2010.01.19 21:35 t/p 3215 1.22 1.42890 1.43510 1.42890 7825.66 2525685.71

6432 2010.01.19 21:35 t/p 3213 1.22 1.42870 1.43490 1.42870 7825.67 2533511.38

6433 2010.01.19 21:35 t/p 3217 1.22 1.42870 1.43490 1.42870 7825.67 2541337.05

6434 2010.01.19 21:47 t/p 3212 1.22 1.42860 1.43480 1.42860 7825.67 2549162.72

6435 2010.01.19 22:05 sell 3218 1.24 1.42950 1.43510 1.42890

6436 2010.01.19 22:25 sell 3219 1.24 1.42960 1.43520 1.42900

6437 2010.01.19 22:26 sell 3220 1.24 1.42960 1.43520 1.42900

6438 2010.01.19 22:30 sell 3221 1.24 1.42960 1.43520 1.42900

6439 2010.01.19 22:33 sell 3222 1.24 1.42960 1.43520 1.42900

6440 2010.01.19 23:50 t/p 3219 1.24 1.42900 1.43520 1.42900 7953.95 2557116.67

6441 2010.01.19 23:50 t/p 3220 1.24 1.42900 1.43520 1.42900 7953.95 2565070.62

6442 2010.01.19 23:50 t/p 3221 1.24 1.42900 1.43520 1.42900 7953.95 2573024.57

6443 2010.01.19 23:50 t/p 3222 1.24 1.42900 1.43520 1.42900 7953.95 2580978.52

6444 2010.01.19 23:50 close 3218 1.24 1.42901 1.43510 1.42890 6495.73 2587474.25

6445 2010.01.20 11:11 sell 3223 1.26 1.42070 1.42630 1.42010

6446 2010.01.20 11:15 sell 3224 1.26 1.42120 1.42680 1.42060

6447 2010.01.20 11:18 t/p 3224 1.26 1.42060 1.42680 1.42060 8082.25 2595556.50

6448 2010.01.20 11:21 sell 3225 1.26 1.42100 1.42660 1.42040

6449 2010.01.20 11:22 sell 3226 1.26 1.42110 1.42670 1.42050

6450 2010.01.20 11:23 sell 3227 1.26 1.42120 1.42680 1.42060

6451 2010.01.20 11:26 sell 3228 1.26 1.42160 1.42720 1.42100

6452 2010.01.20 11:31 t/p 3228 1.26 1.42100 1.42720 1.42100 8082.24 2603638.74

6453 2010.01.20 11:32 t/p 3227 1.26 1.42060 1.42680 1.42060 8082.25 2611720.99

6454 2010.01.20 11:32 t/p 3226 1.26 1.42050 1.42670 1.42050 8082.25 2619803.24

6455 2010.01.20 11:38 t/p 3225 1.26 1.42040 1.42660 1.42040 8082.25 2627885.49

6456 2010.01.20 11:39 t/p 3223 1.26 1.42010 1.42630 1.42010 8082.25 2635967.74

6457 2010.01.20 20:00 sell 3229 1.28 1.41150 1.41710 1.41090

6458 2010.01.20 20:00 t/p 3229 1.28 1.41090 1.41710 1.41090 8210.54 2644178.28

6459 2010.01.21 00:50 sell 3230 1.28 1.41070 1.41630 1.41010

Page 174: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 174/509

6460 2010.01.21 00:51 sell 3231 1.28 1.41080 1.41640 1.41020

6461 2010.01.21 00:53 sell 3232 1.28 1.41090 1.41650 1.41030

6462 2010.01.21 00:56 sell 3233 1.28 1.41090 1.41650 1.41030

6463 2010.01.21 01:03 sell 3234 1.28 1.41090 1.41650 1.41030

6464 2010.01.21 01:41 t/p 3232 1.28 1.41030 1.41650 1.41030 8210.53 2652388.81

6465 2010.01.21 01:41 t/p 3233 1.28 1.41030 1.41650 1.41030 8210.53 2660599.34

6466 2010.01.21 01:41 t/p 3234 1.28 1.41030 1.41650 1.41030 8210.53 2668809.87

6467 2010.01.21 01:43 t/p 3231 1.28 1.41020 1.41640 1.41020 8210.54 2677020.41

6468 2010.01.21 01:59 sell 3235 1.30 1.41110 1.41670 1.41050

6469 2010.01.21 02:00 sell 3236 1.30 1.41120 1.41680 1.41060

6470 2010.01.21 02:02 sell 3237 1.30 1.41110 1.41670 1.41050

6471 2010.01.21 02:05 sell 3238 1.30 1.41120 1.41680 1.41060

6472 2010.01.21 03:43 t/p 3236 1.30 1.41060 1.41680 1.41060 8338.83 2685359.24

6473 2010.01.21 03:43 t/p 3238 1.30 1.41060 1.41680 1.41060 8338.83 2693698.07

6474 2010.01.21 03:43 close 3230 1.28 1.41058 1.41630 1.41010 1642.11 2695340.18

6475 2010.01.21 03:43 t/p 3235 1.30 1.41050 1.41670 1.41050 8338.82 2703679.00

6476 2010.01.21 03:43 t/p 3237 1.30 1.41050 1.41670 1.41050 8338.82 2712017.82

6477 2010.02.01 01:24 sell 3239 1.32 1.38700 1.39260 1.38640

6478 2010.02.01 01:25 sell 3240 1.32 1.38720 1.39280 1.38660

6479 2010.02.01 01:43 sell 3241 1.32 1.38720 1.39280 1.38660

6480 2010.02.01 01:44 sell 3242 1.32 1.38770 1.39330 1.38710

6481 2010.02.01 01:45 sell 3243 1.32 1.38800 1.39360 1.38740

6482 2010.02.01 01:58 t/p 3243 1.32 1.38740 1.39360 1.38740 8467.12 2720484.94

6483 2010.02.01 02:01 t/p 3242 1.32 1.38710 1.39330 1.38710 8467.11 2728952.05

6484 2010.02.01 02:13 sell 3244 1.33 1.38760 1.39320 1.38700

6485 2010.02.01 02:22 sell 3245 1.33 1.38770 1.39330 1.38710

6486 2010.02.01 02:54 t/p 3245 1.33 1.38710 1.39330 1.38710 8531.26 2737483.31

6487 2010.02.01 02:55 close 3240 1.32 1.38704 1.39280 1.38660 2257.89 2739741.20

6488 2010.02.01 02:55 t/p 3244 1.33 1.38700 1.39320 1.38700 8531.26 2748272.46

6489 2010.02.01 02:55 close 3239 1.32 1.38697 1.39260 1.38640 423.35 2748695.81

6490 2010.02.01 03:32 close 3241 1.32 1.38718 1.39280 1.38660 282.23 2748978.04

6491 2010.02.04 01:57 sell 3246 1.33 1.38990 1.39550 1.38930

6492 2010.02.04 02:01 sell 3247 1.33 1.39000 1.39560 1.38940

6493 2010.02.04 02:06 sell 3248 1.33 1.39010 1.39570 1.38950

6494 2010.02.04 02:08 sell 3249 1.33 1.39010 1.39570 1.38950

6495 2010.02.04 02:09 sell 3250 1.33 1.39010 1.39570 1.38950

6496 2010.02.04 02:24 t/p 3248 1.33 1.38950 1.39570 1.38950 8531.26 2757509.30

Page 175: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 175/509

6497 2010.02.04 02:24 t/p 3249 1.33 1.38950 1.39570 1.38950 8531.26 2766040.56

6498 2010.02.04 02:24 t/p 3250 1.33 1.38950 1.39570 1.38950 8531.26 2774571.82

6499 2010.02.04 02:24 t/p 3247 1.33 1.38940 1.39560 1.38940 8531.26 2783103.08

6500 2010.02.04 02:24 t/p 3246 1.33 1.38930 1.39550 1.38930 8531.25 2791634.33

6501 2010.02.05 01:57 sell 3251 1.36 1.37440 1.38000 1.37380

6502 2010.02.05 01:59 sell 3252 1.36 1.37430 1.37990 1.37370

6503 2010.02.05 02:01 sell 3253 1.36 1.37420 1.37980 1.37360

6504 2010.02.05 02:02 t/p 3251 1.36 1.37380 1.38000 1.37380 8723.70 2800358.03

6505 2010.02.05 02:02 t/p 3252 1.36 1.37370 1.37990 1.37370 8723.69 2809081.72

6506 2010.02.05 02:03 t/p 3253 1.36 1.37360 1.37980 1.37360 8723.69 2817805.41

6507 2010.02.11 19:10 sell 3254 1.37 1.36620 1.37180 1.36560

6508 2010.02.11 19:14 sell 3255 1.37 1.36610 1.37170 1.36550

6509 2010.02.11 19:16 sell 3256 1.37 1.36630 1.37190 1.36570

6510 2010.02.11 19:20 t/p 3256 1.37 1.36570 1.37190 1.36570 8787.18 2826592.59

6511 2010.02.11 19:23 t/p 3254 1.37 1.36560 1.37180 1.36560 8787.18 2835379.77

6512 2010.02.11 19:52 sell 3257 1.38 1.36630 1.37190 1.36570

6513 2010.02.11 19:54 sell 3258 1.38 1.36650 1.37210 1.36590

6514 2010.02.11 19:55 sell 3259 1.38 1.36670 1.37230 1.36610

6515 2010.02.11 19:56 sell 3260 1.38 1.36680 1.37240 1.36620

6516 2010.02.12 02:45 t/p 3260 1.38 1.36620 1.37240 1.36620 9812.27 2845192.04

6517 2010.02.12 02:45 close 3258 1.38 1.36618 1.37210 1.36590 5681.65 2850873.69

6518 2010.02.12 02:45 close 3257 1.38 1.36618 1.37190 1.36570 2731.21 2853604.91

6519 2010.02.12 02:45 close 3259 1.38 1.36620 1.37230 1.36610 8337.05 2861941.96

6520 2010.02.12 02:46 close 3255 1.37 1.36608 1.37170 1.36550 1246.90 2863188.86

6521 2010.02.12 15:04 sell 3261 1.39 1.35790 1.36350 1.35730

6522 2010.02.12 15:06 sell 3262 1.39 1.35780 1.36340 1.35720

6523 2010.02.12 15:11 t/p 3261 1.39 1.35730 1.36350 1.35730 8915.46 2872104.32

6524 2010.02.12 15:12 t/p 3262 1.39 1.35720 1.36340 1.35720 8915.46 2881019.78

6525 2010.02.12 15:40 sell 3263 1.40 1.35840 1.36400 1.35780

6526 2010.02.12 15:41 sell 3264 1.40 1.35870 1.36430 1.35810

6527 2010.02.12 15:42 sell 3265 1.40 1.35940 1.36500 1.35880

6528 2010.02.12 15:45 sell 3266 1.40 1.35960 1.36520 1.35900

6529 2010.02.12 15:47 sell 3267 1.40 1.35940 1.36500 1.35880

6530 2010.02.12 15:48 t/p 3266 1.40 1.35900 1.36520 1.35900 8979.60 2889999.38

6531 2010.02.12 15:48 t/p 3265 1.40 1.35880 1.36500 1.35880 8979.60 2898978.98

6532 2010.02.12 15:48 t/p 3267 1.40 1.35880 1.36500 1.35880 8979.60 2907958.58

6533 2010.02.12 15:50 sell 3268 1.41 1.35880 1.36440 1.35820

6534 2010.02.12 15:51 sell 3269 1.41 1.35920 1.36480 1.35860

Page 176: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 176/509

6535 2010.02.12 15:53 sell 3270 1.41 1.35910 1.36470 1.35850

6536 2010.02.12 15:56 t/p 3269 1.41 1.35860 1.36480 1.35860 9043.74 2917002.32

6537 2010.02.12 15:56 t/p 3270 1.41 1.35850 1.36470 1.35850 9043.74 2926046.06

6538 2010.02.12 15:56 t/p 3268 1.41 1.35820 1.36440 1.35820 9043.74 2935089.80

6539 2010.02.12 15:56 t/p 3264 1.40 1.35810 1.36430 1.35810 8979.60 2944069.40

6540 2010.02.12 16:01 t/p 3263 1.40 1.35780 1.36400 1.35780 8979.60 2953049.00

6541 2010.02.17 00:49 buy 3271 1.43 1.37628 1.37068 1.37688

6542 2010.02.17 00:53 buy 3272 1.43 1.37628 1.37068 1.37688

6543 2010.02.17 00:54 buy 3273 1.43 1.37628 1.37068 1.37688

6544 2010.02.17 00:56 buy 3274 1.43 1.37618 1.37058 1.37678

6545 2010.02.17 00:57 buy 3275 1.43 1.37618 1.37058 1.37678

6546 2010.02.17 01:51 t/p 3274 1.43 1.37678 1.37058 1.37678 9170.05 2962219.05

6547 2010.02.17 01:51 t/p 3275 1.43 1.37678 1.37058 1.37678 9170.05 2971389.10

6548 2010.02.17 02:15 t/p 3271 1.43 1.37688 1.37068 1.37688 9170.05 2980559.15

6549 2010.02.17 02:15 t/p 3272 1.43 1.37688 1.37068 1.37688 9170.05 2989729.20

6550 2010.02.17 02:15 t/p 3273 1.43 1.37688 1.37068 1.37688 9170.05 2998899.25

6551 2010.02.17 03:43 buy 3276 1.46 1.37608 1.37048 1.37668

6552 2010.02.17 03:45 buy 3277 1.46 1.37598 1.37038 1.37658

6553 2010.02.17 04:42 t/p 3277 1.46 1.37658 1.37038 1.37658 9362.43 3008261.68

6554 2010.02.17 04:58 t/p 3276 1.46 1.37668 1.37048 1.37668 9362.42 3017624.10

6555 2010.02.18 02:01 sell 3278 1.47 1.36100 1.36660 1.36040

6556 2010.02.18 02:02 sell 3279 1.47 1.36110 1.36670 1.36050

6557 2010.02.18 02:04 sell 3280 1.47 1.36100 1.36660 1.36040

6558 2010.02.18 02:05 sell 3281 1.47 1.36120 1.36680 1.36060

6559 2010.02.18 02:09 t/p 3281 1.47 1.36060 1.36680 1.36060 9428.49 3027052.59

6560 2010.02.18 02:09 t/p 3279 1.47 1.36050 1.36670 1.36050 9428.49 3036481.08

6561 2010.02.18 02:09 t/p 3278 1.47 1.36040 1.36660 1.36040 9428.49 3045909.57

6562 2010.02.18 02:09 t/p 3280 1.47 1.36040 1.36660 1.36040 9428.49 3055338.06

6563 2010.02.24 01:02 sell 3282 1.48 1.35180 1.35740 1.35120

6564 2010.02.24 01:20 sell 3283 1.48 1.35190 1.35750 1.35130

6565 2010.02.24 01:42 sell 3284 1.48 1.35220 1.35780 1.35160

6566 2010.02.24 01:44 sell 3285 1.48 1.35220 1.35780 1.35160

6567 2010.02.24 01:50 sell 3286 1.48 1.35210 1.35770 1.35150

6568 2010.02.24 02:08 t/p 3284 1.48 1.35160 1.35780 1.35160 9492.63 3064830.69

6569 2010.02.24 02:08 t/p 3285 1.48 1.35160 1.35780 1.35160 9492.63 3074323.32

6570 2010.02.24 02:08 t/p 3286 1.48 1.35150 1.35770 1.35150 9492.63 3083815.95

6571 2010.02.24 02:08 t/p 3283 1.48 1.35130 1.35750 1.35130 9492.63 3093308.58

Page 177: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 177/509

6572 2010.02.24 02:08 t/p 3282 1.48 1.35120 1.35740 1.35120 9492.63 3102801.21

6573 2010.03.03 21:27 buy 3287 1.51 1.37058 1.36498 1.37118

6574 2010.03.03 21:42 buy 3288 1.51 1.37048 1.36488 1.37108

6575 2010.03.03 21:44 buy 3289 1.51 1.37058 1.36498 1.37118

6576 2010.03.03 21:46 buy 3290 1.51 1.37018 1.36458 1.37078

6577 2010.03.03 21:47 buy 3291 1.51 1.36988 1.36428 1.37048

6578 2010.03.03 22:34 t/p 3291 1.51 1.37048 1.36428 1.37048 9682.96 3112484.17

6579 2010.03.03 22:35 t/p 3290 1.51 1.37078 1.36458 1.37078 9682.97 3122167.14

6580 2010.03.03 22:55 buy 3292 1.52 1.36988 1.36428 1.37048

6581 2010.03.03 22:58 buy 3293 1.52 1.36988 1.36428 1.37048

6582 2010.03.04 01:06 t/p 3292 1.52 1.37048 1.36428 1.37048 3933.79 3126100.93

6583 2010.03.04 01:06 t/p 3293 1.52 1.37048 1.36428 1.37048 3933.79 3130034.72

6584 2010.03.04 01:06 close 3288 1.51 1.37054 1.36488 1.37108 -4806.76 3125227.97

6585 2010.03.04 01:06 close 3289 1.51 1.37059 1.36498 1.37118 -5613.68 3119614.29

6586 2010.03.04 01:06 close 3287 1.51 1.37059 1.36498 1.37118 -5613.68 3114000.61

6587 2010.03.04 21:54 sell 3294 1.51 1.35760 1.36320 1.35700

6588 2010.03.04 21:57 sell 3295 1.51 1.35790 1.36350 1.35730

6589 2010.03.04 22:04 sell 3296 1.51 1.35770 1.36330 1.35710

6590 2010.03.04 22:28 sell 3297 1.51 1.35830 1.36390 1.35770

6591 2010.03.04 22:30 sell 3298 1.51 1.35830 1.36390 1.35770

6592 2010.03.05 00:58 t/p 3297 1.51 1.35770 1.36390 1.35770 10736.44 3124737.05

6593 2010.03.05 00:58 t/p 3298 1.51 1.35770 1.36390 1.35770 10736.44 3135473.49

6594 2010.03.05 00:58 close 3296 1.51 1.35770 1.36330 1.35710 1051.48 3136524.97

6595 2010.03.05 00:58 close 3295 1.51 1.35770 1.36350 1.35730 4279.80 3140804.77

6596 2010.03.05 01:07 close 3294 1.51 1.35760 1.36320 1.35700 1051.48 3141856.25

6597 2010.03.05 01:38 sell 3299 1.53 1.35840 1.36400 1.35780

6598 2010.03.05 01:53 t/p 3299 1.53 1.35780 1.36400 1.35780 9813.24 3151669.49

6599 2010.03.05 02:05 sell 3300 1.53 1.35850 1.36410 1.35790

6600 2010.03.05 02:17 sell 3301 1.53 1.35880 1.36440 1.35820

6601 2010.03.05 02:27 sell 3302 1.53 1.35880 1.36440 1.35820

6602 2010.03.05 02:28 sell 3303 1.53 1.35900 1.36460 1.35840

6603 2010.03.05 02:29 sell 3304 1.53 1.35910 1.36470 1.35850

6604 2010.03.05 02:36 t/p 3304 1.53 1.35850 1.36470 1.35850 9813.24 3161482.73

6605 2010.03.05 02:37 t/p 3303 1.53 1.35840 1.36460 1.35840 9813.24 3171295.97

6606 2010.03.05 03:00 t/p 3301 1.53 1.35820 1.36440 1.35820 9813.24 3181109.21

6607 2010.03.05 03:00 t/p 3302 1.53 1.35820 1.36440 1.35820 9813.24 3190922.45

6608 2010.03.05 03:10 t/p 3300 1.53 1.35790 1.36410 1.35790 9813.24 3200735.69

6609 2010.03.09 16:36 sell 3305 1.55 1.35680 1.36240 1.35620

Page 178: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 178/509

6610 2010.03.09 16:37 sell 3306 1.55 1.35690 1.36250 1.35630

6611 2010.03.09 18:08 close 3306 1.55 1.35686 1.36250 1.35630 662.77 3201398.46

6612 2010.03.09 18:08 close 3305 1.55 1.35675 1.36240 1.35620 828.46 3202226.92

6613 2010.03.12 15:32 buy 3307 1.56 1.37528 1.36968 1.37588

6614 2010.03.12 15:33 buy 3308 1.56 1.37508 1.36948 1.37568

6615 2010.03.12 15:33 t/p 3308 1.56 1.37568 1.36948 1.37568 10003.50 3212230.42

6616 2010.03.12 15:35 t/p 3307 1.56 1.37588 1.36968 1.37588 10003.50 3222233.92

6617 2010.03.12 15:36 buy 3309 1.56 1.37558 1.36998 1.37618

6618 2010.03.12 15:38 buy 3310 1.56 1.37528 1.36968 1.37588

6619 2010.03.12 15:39 buy 3311 1.56 1.37508 1.36948 1.37568

6620 2010.03.12 15:40 buy 3312 1.56 1.37478 1.36918 1.37538

6621 2010.03.12 15:41 buy 3313 1.56 1.37478 1.36918 1.37538

6622 2010.03.12 15:46 t/p 3312 1.56 1.37538 1.36918 1.37538 10003.50 3232237.42

6623 2010.03.12 15:46 t/p 3313 1.56 1.37538 1.36918 1.37538 10003.50 3242240.92

6624 2010.03.12 15:49 t/p 3311 1.56 1.37568 1.36948 1.37568 10003.50 3252244.42

6625 2010.03.12 15:50 t/p 3310 1.56 1.37588 1.36968 1.37588 10003.50 3262247.92

6626 2010.03.12 15:57 t/p 3309 1.56 1.37618 1.36998 1.37618 10003.50 3272251.42

6627 2010.03.12 16:21 buy 3314 1.59 1.37458 1.36898 1.37518

6628 2010.03.12 16:24 buy 3315 1.59 1.37448 1.36888 1.37508

6629 2010.03.12 16:31 buy 3316 1.59 1.37418 1.36858 1.37478

6630 2010.03.12 16:38 t/p 3316 1.59 1.37478 1.36858 1.37478 10195.88 3282447.30

6631 2010.03.12 17:40 t/p 3315 1.59 1.37508 1.36888 1.37508 10195.88 3292643.18

6632 2010.03.12 17:40 t/p 3314 1.59 1.37518 1.36898 1.37518 10195.88 3302839.06

6633 2010.03.15 21:53 sell 3317 1.60 1.36770 1.37330 1.36710

6634 2010.03.15 21:55 sell 3318 1.60 1.36750 1.37310 1.36690

6635 2010.03.15 22:01 t/p 3317 1.60 1.36710 1.37330 1.36710 10262.21 3313101.27

6636 2010.03.15 22:06 t/p 3318 1.60 1.36690 1.37310 1.36690 10262.21 3323363.48

6637 2010.03.15 22:26 sell 3319 1.61 1.36750 1.37310 1.36690

6638 2010.03.15 22:33 t/p 3319 1.61 1.36690 1.37310 1.36690 10326.35 3333689.83

6639 2010.03.15 23:07 sell 3320 1.62 1.36770 1.37330 1.36710

6640 2010.03.15 23:08 sell 3321 1.62 1.36790 1.37350 1.36730

6641 2010.03.15 23:17 sell 3322 1.62 1.36770 1.37330 1.36710

6642 2010.03.15 23:20 sell 3323 1.62 1.36770 1.37330 1.36710

6643 2010.03.15 23:33 sell 3324 1.62 1.36770 1.37330 1.36710

6644 2010.03.16 00:01 t/p 3321 1.62 1.36730 1.37350 1.36730 11518.57 3345208.40

6645 2010.03.16 00:37 close 3320 1.62 1.36743 1.37330 1.36710 5803.80 3351012.19

6646 2010.03.16 00:45 t/p 3322 1.62 1.36710 1.37330 1.36710 11518.57 3362530.76

Page 179: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 179/509

6647 2010.03.16 00:45 t/p 3323 1.62 1.36710 1.37330 1.36710 11518.57 3374049.33

6648 2010.03.16 00:45 t/p 3324 1.62 1.36710 1.37330 1.36710 11518.57 3385567.89

6649 2010.03.16 01:11 sell 3325 1.64 1.36790 1.37350 1.36730

6650 2010.03.16 01:57 t/p 3325 1.64 1.36730 1.37350 1.36730 10518.76 3396086.65

6651 2010.03.18 12:43 sell 3326 1.65 1.36810 1.37370 1.36750

6652 2010.03.18 12:45 sell 3327 1.65 1.36820 1.37380 1.36760

6653 2010.03.18 12:46 sell 3328 1.65 1.36840 1.37400 1.36780

6654 2010.03.18 12:47 sell 3329 1.65 1.36860 1.37420 1.36800

6655 2010.03.18 12:48 sell 3330 1.65 1.36890 1.37450 1.36830

6656 2010.03.18 13:22 t/p 3330 1.65 1.36830 1.37450 1.36830 10582.90 3406669.55

6657 2010.03.18 13:27 t/p 3329 1.65 1.36800 1.37420 1.36800 10582.90 3417252.45

6658 2010.03.18 13:35 t/p 3328 1.65 1.36780 1.37400 1.36780 10582.90 3427835.35

6659 2010.03.18 13:36 t/p 3327 1.65 1.36760 1.37380 1.36760 10582.90 3438418.25

6660 2010.03.18 13:40 t/p 3326 1.65 1.36750 1.37370 1.36750 10582.90 3449001.15

6661 2010.03.19 02:03 sell 3331 1.67 1.36110 1.36670 1.36050

6662 2010.03.19 02:09 sell 3332 1.67 1.36120 1.36680 1.36060

6663 2010.03.19 02:11 sell 3333 1.67 1.36120 1.36680 1.36060

6664 2010.03.19 02:13 sell 3334 1.67 1.36130 1.36690 1.36070

6665 2010.03.19 02:20 sell 3335 1.67 1.36120 1.36680 1.36060

6666 2010.03.19 03:07 t/p 3334 1.67 1.36070 1.36690 1.36070 10711.18 3459712.33

6667 2010.03.19 03:08 t/p 3332 1.67 1.36060 1.36680 1.36060 10711.18 3470423.51

6668 2010.03.19 03:08 t/p 3333 1.67 1.36060 1.36680 1.36060 10711.18 3481134.69

6669 2010.03.19 03:08 t/p 3335 1.67 1.36060 1.36680 1.36060 10711.18 3491845.87

6670 2010.03.19 03:08 t/p 3331 1.67 1.36050 1.36670 1.36050 10711.18 3502557.05

6671 2010.03.19 03:29 sell 3336 1.70 1.36160 1.36720 1.36100

6672 2010.03.19 03:30 sell 3337 1.70 1.36160 1.36720 1.36100

6673 2010.03.19 03:33 sell 3338 1.70 1.36150 1.36710 1.36090

6674 2010.03.19 03:44 sell 3339 1.70 1.36160 1.36720 1.36100

6675 2010.03.19 03:45 sell 3340 1.70 1.36190 1.36750 1.36130

6676 2010.03.19 04:07 t/p 3340 1.70 1.36130 1.36750 1.36130 10903.59 3513460.64

6677 2010.03.19 04:14 t/p 3336 1.70 1.36100 1.36720 1.36100 10903.60 3524364.24

6678 2010.03.19 04:14 t/p 3337 1.70 1.36100 1.36720 1.36100 10903.60 3535267.84

6679 2010.03.19 04:14 t/p 3339 1.70 1.36100 1.36720 1.36100 10903.60 3546171.44

6680 2010.03.19 04:15 t/p 3338 1.70 1.36090 1.36710 1.36090 10903.60 3557075.04

6681 2010.03.22 02:35 sell 3341 1.73 1.35290 1.35850 1.35230

6682 2010.03.22 02:46 t/p 3341 1.73 1.35230 1.35850 1.35230 11096.02 3568171.06

6683 2010.03.22 04:45 sell 3342 1.73 1.35210 1.35770 1.35150

6684 2010.03.22 04:48 sell 3343 1.73 1.35230 1.35790 1.35170

Page 180: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 180/509

6685 2010.03.22 04:51 sell 3344 1.73 1.35220 1.35780 1.35160

6686 2010.03.22 05:05 t/p 3343 1.73 1.35170 1.35790 1.35170 11096.01 3579267.07

6687 2010.03.22 05:05 t/p 3344 1.73 1.35160 1.35780 1.35160 11096.01 3590363.08

6688 2010.03.22 05:16 t/p 3342 1.73 1.35150 1.35770 1.35150 11096.01 3601459.09

6689 2010.03.24 17:10 sell 3345 1.75 1.33680 1.34240 1.33620

6690 2010.03.24 17:14 sell 3346 1.75 1.33690 1.34250 1.33630

6691 2010.03.24 17:17 sell 3347 1.75 1.33680 1.34240 1.33620

6692 2010.03.24 17:19 sell 3348 1.75 1.33710 1.34270 1.33650

6693 2010.03.24 17:21 sell 3349 1.75 1.33760 1.34320 1.33700

6694 2010.03.24 17:25 t/p 3349 1.75 1.33700 1.34320 1.33700 11224.29 3612683.38

6695 2010.03.24 17:28 t/p 3348 1.75 1.33650 1.34270 1.33650 11224.29 3623907.67

6696 2010.03.24 17:30 t/p 3346 1.75 1.33630 1.34250 1.33630 11224.29 3635131.96

6697 2010.03.24 17:30 t/p 3345 1.75 1.33620 1.34240 1.33620 11224.29 3646356.25

6698 2010.03.24 17:30 t/p 3347 1.75 1.33620 1.34240 1.33620 11224.29 3657580.54

6699 2010.03.25 01:34 sell 3350 1.78 1.33250 1.33810 1.33190

6700 2010.03.25 01:37 sell 3351 1.78 1.33260 1.33820 1.33200

6701 2010.03.25 01:38 sell 3352 1.78 1.33280 1.33840 1.33220

6702 2010.03.25 01:56 sell 3353 1.78 1.33280 1.33840 1.33220

6703 2010.03.25 02:00 sell 3354 1.78 1.33280 1.33840 1.33220

6704 2010.03.25 07:49 t/p 3352 1.78 1.33220 1.33840 1.33220 11416.70 3668997.24

6705 2010.03.25 07:49 t/p 3353 1.78 1.33220 1.33840 1.33220 11416.70 3680413.94

6706 2010.03.25 07:49 t/p 3354 1.78 1.33220 1.33840 1.33220 11416.70 3691830.64

6707 2010.03.25 07:49 close 3351 1.78 1.33218 1.33820 1.33200 7991.69 3699822.33

6708 2010.03.25 07:49 close 3350 1.78 1.33218 1.33810 1.33190 6088.91 3705911.24

6709 2010.03.29 02:06 buy 3355 1.80 1.34448 1.33888 1.34508

6710 2010.03.29 02:07 buy 3356 1.80 1.34428 1.33868 1.34488

6711 2010.03.29 02:08 buy 3357 1.80 1.34428 1.33868 1.34488

6712 2010.03.29 02:09 buy 3358 1.80 1.34418 1.33858 1.34478

6713 2010.03.29 02:10 buy 3359 1.80 1.34418 1.33858 1.34478

6714 2010.03.29 02:29 t/p 3358 1.80 1.34478 1.33858 1.34478 11542.50 3717453.74

6715 2010.03.29 02:29 t/p 3359 1.80 1.34478 1.33858 1.34478 11542.50 3728996.24

6716 2010.03.29 02:29 t/p 3356 1.80 1.34488 1.33868 1.34488 11542.50 3740538.74

6717 2010.03.29 02:29 t/p 3357 1.80 1.34488 1.33868 1.34488 11542.50 3752081.24

6718 2010.03.29 02:29 t/p 3355 1.80 1.34508 1.33888 1.34508 11542.50 3763623.74

6719 2010.03.29 03:03 buy 3360 1.83 1.34388 1.33828 1.34448

6720 2010.03.29 03:05 buy 3361 1.83 1.34388 1.33828 1.34448

6721 2010.03.29 03:06 buy 3362 1.83 1.34378 1.33818 1.34438

Page 181: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 181/509

6722 2010.03.29 03:08 buy 3363 1.83 1.34368 1.33808 1.34428

6723 2010.03.29 03:14 buy 3364 1.83 1.34368 1.33808 1.34428

6724 2010.03.29 03:36 t/p 3363 1.83 1.34428 1.33808 1.34428 11734.88 3775358.62

6725 2010.03.29 03:36 t/p 3364 1.83 1.34428 1.33808 1.34428 11734.88 3787093.50

6726 2010.03.29 03:51 buy 3365 1.84 1.34368 1.33808 1.34428

6727 2010.03.29 03:52 buy 3366 1.84 1.34348 1.33788 1.34408

6728 2010.03.29 04:06 t/p 3366 1.84 1.34408 1.33788 1.34408 11799.00 3798892.50

6729 2010.03.29 04:12 buy 3367 1.84 1.34348 1.33788 1.34408

6730 2010.03.29 06:59 t/p 3367 1.84 1.34408 1.33788 1.34408 11799.00 3810691.50

6731 2010.03.29 06:59 close 3365 1.84 1.34410 1.33808 1.34428 8259.30 3818950.80

6732 2010.03.29 06:59 close 3362 1.83 1.34410 1.33818 1.34438 6258.60 3825209.40

6733 2010.03.29 06:59 close 3361 1.83 1.34410 1.33828 1.34448 4302.78 3829512.18

6734 2010.03.29 06:59 close 3360 1.83 1.34410 1.33828 1.34448 4302.78 3833814.96

6735 2010.03.30 21:44 sell 3368 1.86 1.34190 1.34750 1.34130

6736 2010.03.30 21:54 sell 3369 1.86 1.34210 1.34770 1.34150

6737 2010.03.30 21:56 sell 3370 1.86 1.34200 1.34760 1.34140

6738 2010.03.30 22:02 t/p 3369 1.86 1.34150 1.34770 1.34150 11929.82 3845744.78

6739 2010.03.30 22:02 t/p 3370 1.86 1.34140 1.34760 1.34140 11929.82 3857674.60

6740 2010.03.30 22:10 t/p 3368 1.86 1.34130 1.34750 1.34130 11929.81 3869604.41

6741 2010.03.31 00:59 sell 3371 1.88 1.34190 1.34750 1.34130

6742 2010.03.31 01:00 sell 3372 1.88 1.34200 1.34760 1.34140

6743 2010.03.31 01:16 t/p 3372 1.88 1.34140 1.34760 1.34140 12058.10 3881662.51

6744 2010.03.31 01:33 sell 3373 1.89 1.34200 1.34760 1.34140

6745 2010.03.31 01:58 sell 3374 1.89 1.34210 1.34770 1.34150

6746 2010.03.31 01:59 sell 3375 1.89 1.34220 1.34780 1.34160

6747 2010.03.31 02:00 sell 3376 1.89 1.34240 1.34800 1.34180

6748 2010.03.31 03:31 t/p 3376 1.89 1.34180 1.34800 1.34180 12122.23 3893784.74

6749 2010.03.31 03:31 close 3375 1.89 1.34179 1.34780 1.34160 8283.53 3902068.27

6750 2010.03.31 03:31 close 3374 1.89 1.34179 1.34770 1.34150 6263.16 3908331.43

6751 2010.03.31 03:31 close 3373 1.89 1.34179 1.34760 1.34140 4242.78 3912574.21

6752 2010.03.31 03:31 close 3371 1.88 1.34179 1.34750 1.34130 2210.66 3914784.87

6753 2010.03.31 21:42 buy 3377 1.90 1.35238 1.34678 1.35298

6754 2010.03.31 21:44 buy 3378 1.90 1.35218 1.34658 1.35278

6755 2010.03.31 21:45 buy 3379 1.90 1.35178 1.34618 1.35238

6756 2010.03.31 21:49 buy 3380 1.90 1.35188 1.34628 1.35248

6757 2010.03.31 21:51 buy 3381 1.90 1.35178 1.34618 1.35238

6758 2010.04.01 02:52 t/p 3379 1.90 1.35238 1.34618 1.35238 4917.12 3919702.00

6759 2010.04.01 02:52 t/p 3381 1.90 1.35238 1.34618 1.35238 4917.12 3924619.12

Page 182: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 182/509

6760 2010.04.01 02:52 close 3378 1.90 1.35246 1.34658 1.35278 -1580.88 3923038.24

6761 2010.04.01 02:52 close 3377 1.90 1.35246 1.34678 1.35298 -5642.13 3917396.12

6762 2010.04.01 02:52 t/p 3380 1.90 1.35248 1.34628 1.35248 4917.12 3922313.24

6763 2010.04.02 02:05 buy 3382 1.90 1.35788 1.35228 1.35848

6764 2010.04.02 02:12 t/p 3382 1.90 1.35848 1.35228 1.35848 12183.75 3934496.99

6765 2010.04.02 03:11 buy 3383 1.91 1.35798 1.35238 1.35858

6766 2010.04.02 03:19 buy 3384 1.91 1.35808 1.35248 1.35868

6767 2010.04.02 03:20 buy 3385 1.91 1.35798 1.35238 1.35858

6768 2010.04.02 03:55 buy 3386 1.91 1.35728 1.35168 1.35788

6769 2010.04.02 03:56 buy 3387 1.91 1.35728 1.35168 1.35788

6770 2010.04.02 08:19 t/p 3386 1.91 1.35788 1.35168 1.35788 12247.88 3946744.87

6771 2010.04.02 08:19 t/p 3387 1.91 1.35788 1.35168 1.35788 12247.88 3958992.75

6772 2010.04.02 08:19 close 3385 1.91 1.35800 1.35238 1.35858 408.26 3959401.01

6773 2010.04.02 08:19 close 3383 1.91 1.35800 1.35238 1.35858 408.26 3959809.27

6774 2010.04.02 09:10 close 3384 1.91 1.35610 1.35248 1.35868 -40417.99 3919391.28

6775 2010.04.05 00:00 sell 3388 1.90 1.34970 1.35530 1.34910

6776 2010.04.05 00:01 sell 3389 1.90 1.34970 1.35530 1.34910

6777 2010.04.05 00:03 sell 3390 1.90 1.34980 1.35540 1.34920

6778 2010.04.05 00:11 t/p 3390 1.90 1.34920 1.35540 1.34920 12186.38 3931577.66

6779 2010.04.05 00:11 t/p 3388 1.90 1.34910 1.35530 1.34910 12186.37 3943764.03

6780 2010.04.05 00:11 t/p 3389 1.90 1.34910 1.35530 1.34910 12186.37 3955950.40

6781 2010.04.05 00:13 sell 3391 1.92 1.34910 1.35470 1.34850

6782 2010.04.05 00:14 sell 3392 1.92 1.34930 1.35490 1.34870

6783 2010.04.05 00:24 t/p 3392 1.92 1.34870 1.35490 1.34870 12314.65 3968265.05

6784 2010.04.05 00:24 t/p 3391 1.92 1.34850 1.35470 1.34850 12314.65 3980579.70

6785 2010.04.05 00:39 sell 3393 1.93 1.34930 1.35490 1.34870

6786 2010.04.05 00:40 sell 3394 1.93 1.34950 1.35510 1.34890

6787 2010.04.05 00:41 sell 3395 1.93 1.34960 1.35520 1.34900

6788 2010.04.05 00:48 t/p 3393 1.93 1.34870 1.35490 1.34870 12378.79 3992958.49

6789 2010.04.05 00:48 t/p 3394 1.93 1.34890 1.35510 1.34890 12378.79 4005337.28

6790 2010.04.05 00:48 t/p 3395 1.93 1.34900 1.35520 1.34900 12378.78 4017716.06

6791 2010.04.05 00:59 sell 3396 1.95 1.34950 1.35510 1.34890

6792 2010.04.05 01:06 t/p 3396 1.95 1.34890 1.35510 1.34890 12507.06 4030223.12

6793 2010.04.05 01:19 sell 3397 1.96 1.34970 1.35530 1.34910

6794 2010.04.05 01:20 sell 3398 1.96 1.35000 1.35560 1.34940

6795 2010.04.05 01:25 sell 3399 1.96 1.34980 1.35540 1.34920

6796 2010.04.05 01:26 sell 3400 1.96 1.34980 1.35540 1.34920

Page 183: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 183/509

6797 2010.04.05 01:32 sell 3401 1.96 1.34980 1.35540 1.34920

6798 2010.04.05 01:56 t/p 3398 1.96 1.34940 1.35560 1.34940 12571.20 4042794.32

6799 2010.04.05 02:24 t/p 3397 1.96 1.34910 1.35530 1.34910 12571.21 4055365.53

6800 2010.04.05 02:24 t/p 3399 1.96 1.34920 1.35540 1.34920 12571.21 4067936.74

6801 2010.04.05 02:24 t/p 3400 1.96 1.34920 1.35540 1.34920 12571.21 4080507.95

6802 2010.04.05 02:24 t/p 3401 1.96 1.34920 1.35540 1.34920 12571.21 4093079.16

6803 2010.04.12 04:07 buy 3402 1.99 1.36248 1.35688 1.36308

6804 2010.04.12 04:09 t/p 3402 1.99 1.36308 1.35688 1.36308 12760.88 4105840.04

6805 2010.04.12 04:23 buy 3403 1.99 1.36268 1.35708 1.36328

6806 2010.04.12 04:25 buy 3404 1.99 1.36268 1.35708 1.36328

6807 2010.04.12 04:31 t/p 3403 1.99 1.36328 1.35708 1.36328 12760.87 4118600.91

6808 2010.04.12 04:31 t/p 3404 1.99 1.36328 1.35708 1.36328 12760.87 4131361.78

6809 2010.04.12 12:39 buy 3405 2.01 1.36148 1.35588 1.36208

6810 2010.04.12 12:43 buy 3406 2.01 1.36148 1.35588 1.36208

6811 2010.04.12 12:44 buy 3407 2.01 1.36138 1.35578 1.36198

6812 2010.04.12 12:45 buy 3408 2.01 1.36128 1.35568 1.36188

6813 2010.04.12 12:46 buy 3409 2.01 1.36128 1.35568 1.36188

6814 2010.04.13 10:02 t/p 3408 2.01 1.36188 1.35568 1.36188 10326.69 4141688.47

6815 2010.04.13 10:02 t/p 3409 2.01 1.36188 1.35568 1.36188 10326.69 4152015.16

6816 2010.04.13 10:02 close 3407 2.01 1.36188 1.35578 1.36198 8178.50 4160193.66

6817 2010.04.13 10:02 close 3406 2.01 1.36188 1.35588 1.36208 6030.31 4166223.96

6818 2010.04.13 10:02 close 3405 2.01 1.36188 1.35588 1.36208 6030.31 4172254.27

6819 2010.04.15 15:20 sell 3410 2.03 1.35540 1.36100 1.35480

6820 2010.04.15 15:22 t/p 3410 2.03 1.35480 1.36100 1.35480 13020.18 4185274.45

6821 2010.04.15 15:26 sell 3411 2.03 1.35540 1.36100 1.35480

6822 2010.04.15 15:27 t/p 3411 2.03 1.35480 1.36100 1.35480 13020.18 4198294.63

6823 2010.04.15 15:57 sell 3412 2.04 1.35560 1.36120 1.35500

6824 2010.04.15 16:01 sell 3413 2.04 1.35610 1.36170 1.35550

6825 2010.04.15 16:04 t/p 3413 2.04 1.35550 1.36170 1.35550 13084.31 4211378.94

6826 2010.04.15 16:05 t/p 3412 2.04 1.35500 1.36120 1.35500 13084.32 4224463.26

6827 2010.04.15 17:11 sell 3414 2.05 1.35660 1.36220 1.35600

6828 2010.04.15 17:12 t/p 3414 2.05 1.35600 1.36220 1.35600 13148.45 4237611.71

6829 2010.04.15 17:33 sell 3415 2.06 1.35670 1.36230 1.35610

6830 2010.04.15 17:34 sell 3416 2.06 1.35690 1.36250 1.35630

6831 2010.04.15 17:35 sell 3417 2.06 1.35690 1.36250 1.35630

6832 2010.04.15 17:39 sell 3418 2.06 1.35680 1.36240 1.35620

6833 2010.04.15 17:42 sell 3419 2.06 1.35670 1.36230 1.35610

6834 2010.04.15 18:27 t/p 3416 2.06 1.35630 1.36250 1.35630 13212.60 4250824.31

Page 184: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 184/509

6835 2010.04.15 18:27 t/p 3417 2.06 1.35630 1.36250 1.35630 13212.60 4264036.91

6836 2010.04.15 18:27 t/p 3418 2.06 1.35620 1.36240 1.35620 13212.59 4277249.50

6837 2010.04.15 18:27 t/p 3415 2.06 1.35610 1.36230 1.35610 13212.59 4290462.09

6838 2010.04.15 18:27 t/p 3419 2.06 1.35610 1.36230 1.35610 13212.59 4303674.68

6839 2010.04.26 00:01 buy 3420 2.09 1.33498 1.32938 1.33558

6840 2010.04.26 00:05 buy 3421 2.09 1.33468 1.32908 1.33528

6841 2010.04.26 00:30 buy 3422 2.09 1.33478 1.32918 1.33538

6842 2010.04.26 00:33 buy 3423 2.09 1.33468 1.32908 1.33528

6843 2010.04.26 00:34 buy 3424 2.09 1.33468 1.32908 1.33528

6844 2010.04.26 01:17 t/p 3421 2.09 1.33528 1.32908 1.33528 13402.00 4317076.68

6845 2010.04.26 01:17 t/p 3423 2.09 1.33528 1.32908 1.33528 13402.00 4330478.68

6846 2010.04.26 01:17 t/p 3424 2.09 1.33528 1.32908 1.33528 13402.00 4343880.68

6847 2010.04.26 01:18 t/p 3422 2.09 1.33538 1.32918 1.33538 13402.00 4357282.68

6848 2010.04.26 01:24 t/p 3420 2.09 1.33558 1.32938 1.33558 13402.00 4370684.68

6849 2010.04.28 02:24 sell 3425 2.12 1.31800 1.32360 1.31740

6850 2010.04.28 02:25 sell 3426 2.12 1.31810 1.32370 1.31750

6851 2010.04.28 02:28 sell 3427 2.12 1.31810 1.32370 1.31750

6852 2010.04.28 02:29 sell 3428 2.12 1.31820 1.32380 1.31760

6853 2010.04.28 02:32 t/p 3428 2.12 1.31760 1.32380 1.31760 13597.29 4384281.97

6854 2010.04.28 02:33 t/p 3426 2.12 1.31750 1.32370 1.31750 13597.30 4397879.27

6855 2010.04.28 02:33 t/p 3427 2.12 1.31750 1.32370 1.31750 13597.30 4411476.57

6856 2010.04.28 02:34 t/p 3425 2.12 1.31740 1.32360 1.31740 13597.30 4425073.87

6857 2010.04.28 02:53 sell 3429 2.15 1.31820 1.32380 1.31760

6858 2010.04.28 02:54 sell 3430 2.15 1.31830 1.32390 1.31770

6859 2010.04.28 03:00 t/p 3430 2.15 1.31770 1.32390 1.31770 13789.72 4438863.59

6860 2010.04.28 03:00 t/p 3429 2.15 1.31760 1.32380 1.31760 13789.71 4452653.30

6861 2010.04.28 04:35 sell 3431 2.16 1.31870 1.32430 1.31810

6862 2010.04.28 04:37 sell 3432 2.16 1.31870 1.32430 1.31810

6863 2010.04.28 04:51 sell 3433 2.16 1.31920 1.32480 1.31860

6864 2010.04.28 04:52 sell 3434 2.16 1.31940 1.32500 1.31880

6865 2010.04.28 04:53 sell 3435 2.16 1.31980 1.32540 1.31920

6866 2010.04.28 04:54 t/p 3435 2.16 1.31920 1.32540 1.31920 13853.85 4466507.15

6867 2010.04.28 04:57 sell 3436 2.17 1.31940 1.32500 1.31880

6868 2010.04.28 08:45 t/p 3434 2.16 1.31880 1.32500 1.31880 13853.85 4480361.00

6869 2010.04.28 08:45 t/p 3436 2.17 1.31880 1.32500 1.31880 13917.99 4494278.99

6870 2010.04.28 08:45 close 3433 2.16 1.31877 1.32480 1.31860 9928.59 4504207.58

6871 2010.04.28 08:45 close 3432 2.16 1.31864 1.32430 1.31810 1385.38 4505592.96

Page 185: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 185/509

6872 2010.04.28 08:45 close 3431 2.16 1.31864 1.32430 1.31810 1385.38 4506978.34

6873 2010.04.30 15:14 buy 3437 2.19 1.33088 1.32528 1.33148

6874 2010.04.30 15:15 t/p 3437 2.19 1.33148 1.32528 1.33148 14043.24 4521021.58

6875 2010.04.30 15:29 buy 3438 2.20 1.33078 1.32518 1.33138

6876 2010.04.30 15:30 t/p 3438 2.20 1.33138 1.32518 1.33138 14107.37 4535128.95

6877 2010.04.30 16:59 buy 3439 2.20 1.33168 1.32608 1.33228

6878 2010.04.30 17:06 close 3439 2.20 1.32900 1.32608 1.33228 -63012.91 4472116.04

6879 2010.05.05 03:09 sell 3440 2.17 1.29850 1.30410 1.29790

6880 2010.05.05 03:10 sell 3441 2.17 1.29850 1.30410 1.29790

6881 2010.05.05 03:14 sell 3442 2.17 1.29900 1.30460 1.29840

6882 2010.05.05 03:21 sell 3443 2.17 1.29870 1.30430 1.29810

6883 2010.05.05 03:23 sell 3444 2.17 1.29880 1.30440 1.29820

6884 2010.05.05 03:31 t/p 3442 2.17 1.29840 1.30460 1.29840 13917.60 4486033.64

6885 2010.05.05 03:36 t/p 3444 2.17 1.29820 1.30440 1.29820 13917.60 4499951.24

6886 2010.05.05 03:38 t/p 3443 2.17 1.29810 1.30430 1.29810 13917.60 4513868.84

6887 2010.05.05 03:39 t/p 3440 2.17 1.29790 1.30410 1.29790 13917.60 4527786.44

6888 2010.05.05 03:39 t/p 3441 2.17 1.29790 1.30410 1.29790 13917.60 4541704.04

6889 2010.05.05 18:43 sell 3445 2.21 1.28820 1.29380 1.28760

6890 2010.05.05 18:44 sell 3446 2.21 1.28850 1.29410 1.28790

6891 2010.05.05 18:48 sell 3447 2.21 1.28830 1.29390 1.28770

6892 2010.05.05 18:49 sell 3448 2.21 1.28880 1.29440 1.28820

6893 2010.05.05 18:51 sell 3449 2.21 1.28860 1.29420 1.28800

6894 2010.05.05 18:52 t/p 3448 2.21 1.28820 1.29440 1.28820 14174.28 4555878.32

6895 2010.05.05 18:56 sell 3450 2.21 1.28840 1.29400 1.28780

6896 2010.05.05 19:24 t/p 3449 2.21 1.28800 1.29420 1.28800 14174.28 4570052.60

6897 2010.05.05 19:29 t/p 3446 2.21 1.28790 1.29410 1.28790 14174.28 4584226.88

6898 2010.05.05 19:36 t/p 3450 2.21 1.28780 1.29400 1.28780 14174.28 4598401.16

6899 2010.05.05 19:37 t/p 3447 2.21 1.28770 1.29390 1.28770 14174.28 4612575.44

6900 2010.05.05 19:38 t/p 3445 2.21 1.28760 1.29380 1.28760 14174.28 4626749.72

6901 2010.05.06 02:43 sell 3451 2.25 1.28250 1.28810 1.28190

6902 2010.05.06 02:44 sell 3452 2.25 1.28250 1.28810 1.28190

6903 2010.05.06 02:47 t/p 3451 2.25 1.28190 1.28810 1.28190 14430.83 4641180.55

6904 2010.05.06 02:47 t/p 3452 2.25 1.28190 1.28810 1.28190 14430.83 4655611.38

6905 2010.05.06 03:18 sell 3453 2.26 1.28260 1.28820 1.28200

6906 2010.05.06 03:21 sell 3454 2.26 1.28270 1.28830 1.28210

6907 2010.05.06 03:22 sell 3455 2.26 1.28340 1.28900 1.28280

6908 2010.05.06 03:24 sell 3456 2.26 1.28360 1.28920 1.28300

6909 2010.05.06 03:25 sell 3457 2.26 1.28360 1.28920 1.28300

Page 186: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 186/509

6910 2010.05.06 04:30 t/p 3456 2.26 1.28300 1.28920 1.28300 14494.96 4670106.34

6911 2010.05.06 04:30 t/p 3457 2.26 1.28300 1.28920 1.28300 14494.96 4684601.30

6912 2010.05.06 04:30 t/p 3455 2.26 1.28280 1.28900 1.28280 14494.96 4699096.26

6913 2010.05.06 07:52 close 3454 2.26 1.28270 1.28830 1.28210 0.00 4699096.26

6914 2010.05.06 07:53 close 3453 2.26 1.28260 1.28820 1.28200 0.00 4699096.26

6915 2010.05.10 02:33 buy 3458 2.28 1.28508 1.27948 1.28568

6916 2010.05.10 02:33 t/p 3458 2.28 1.28568 1.27948 1.28568 14620.08 4713716.34

6917 2010.05.10 02:36 buy 3459 2.29 1.28468 1.27908 1.28528

6918 2010.05.10 02:38 buy 3460 2.29 1.28428 1.27868 1.28488

6919 2010.05.10 02:39 t/p 3460 2.29 1.28488 1.27868 1.28488 14684.22 4728400.56

6920 2010.05.10 02:39 t/p 3459 2.29 1.28528 1.27908 1.28528 14684.21 4743084.77

6921 2010.05.10 13:08 buy 3461 2.30 1.30148 1.29588 1.30208

6922 2010.05.10 13:09 buy 3462 2.30 1.30138 1.29578 1.30198

6923 2010.05.10 13:11 buy 3463 2.30 1.30048 1.29488 1.30108

6924 2010.05.10 13:12 buy 3464 2.30 1.30028 1.29468 1.30088

6925 2010.05.10 13:16 buy 3465 2.30 1.30098 1.29538 1.30158

6926 2010.05.10 13:16 t/p 3464 2.30 1.30088 1.29468 1.30088 14748.33 4757833.10

6927 2010.05.10 13:16 t/p 3463 2.30 1.30108 1.29488 1.30108 14748.33 4772581.43

6928 2010.05.10 13:18 buy 3466 2.32 1.30098 1.29538 1.30158

6929 2010.05.10 13:19 buy 3467 2.32 1.30068 1.29508 1.30128

6930 2010.05.10 13:22 t/p 3467 2.32 1.30128 1.29508 1.30128 14876.58 4787458.01

6931 2010.05.10 13:28 buy 3468 2.33 1.30068 1.29508 1.30128

6932 2010.05.10 13:33 t/p 3468 2.33 1.30128 1.29508 1.30128 14940.71 4802398.72

6933 2010.05.10 13:46 buy 3469 2.33 1.30058 1.29498 1.30118

6934 2010.05.10 15:18 s/l 3461 2.30 1.29588 1.29588 1.30208 -137651.14 4664747.58

6935 2010.05.10 15:18 s/l 3462 2.30 1.29578 1.29578 1.30198 -137651.13 4527096.45

6936 2010.05.10 15:18 s/l 3465 2.30 1.29538 1.29538 1.30158 -137651.14 4389445.31

6937 2010.05.10 15:18 s/l 3466 2.32 1.29538 1.29538 1.30158 -138848.10 4250597.21

6938 2010.05.10 15:19 buy 3470 2.06 1.29528 1.28968 1.29588

6939 2010.05.10 15:19 s/l 3469 2.33 1.29498 1.29498 1.30118 -139446.58 4111150.63

6940 2010.05.10 15:25 close 3470 2.06 1.29170 1.28968 1.29588 -78815.97 4032334.66

6941 2010.05.11 03:16 sell 3471 1.96 1.27700 1.28260 1.27640

6942 2010.05.11 03:20 sell 3472 1.96 1.27720 1.28280 1.27660

6943 2010.05.11 03:21 sell 3473 1.96 1.27740 1.28300 1.27680

6944 2010.05.11 03:23 sell 3474 1.96 1.27770 1.28330 1.27710

6945 2010.05.11 03:24 sell 3475 1.96 1.27790 1.28350 1.27730

6946 2010.05.11 03:32 t/p 3475 1.96 1.27730 1.28350 1.27730 12570.85 4044905.51

Page 187: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 187/509

6947 2010.05.11 03:32 t/p 3474 1.96 1.27710 1.28330 1.27710 12570.85 4057476.36

6948 2010.05.11 03:34 t/p 3473 1.96 1.27680 1.28300 1.27680 12570.85 4070047.21

6949 2010.05.11 03:34 t/p 3472 1.96 1.27660 1.28280 1.27660 12570.85 4082618.06

6950 2010.05.11 03:34 t/p 3471 1.96 1.27640 1.28260 1.27640 12570.85 4095188.91

6951 2010.05.11 03:51 sell 3476 1.99 1.27800 1.28360 1.27740

6952 2010.05.11 03:53 sell 3477 1.99 1.27800 1.28360 1.27740

6953 2010.05.11 03:54 t/p 3476 1.99 1.27740 1.28360 1.27740 12763.26 4107952.17

6954 2010.05.11 03:54 t/p 3477 1.99 1.27740 1.28360 1.27740 12763.26 4120715.43

6955 2010.05.11 04:25 sell 3478 2.00 1.27850 1.28410 1.27790

6956 2010.05.11 04:27 sell 3479 2.00 1.27890 1.28450 1.27830

6957 2010.05.11 04:28 sell 3480 2.00 1.27920 1.28480 1.27860

6958 2010.05.11 04:35 t/p 3480 2.00 1.27860 1.28480 1.27860 12827.40 4133542.83

6959 2010.05.11 04:37 t/p 3479 2.00 1.27830 1.28450 1.27830 12827.40 4146370.23

6960 2010.05.11 04:40 t/p 3478 2.00 1.27790 1.28410 1.27790 12827.40 4159197.63

6961 2010.05.12 03:04 sell 3481 2.02 1.26480 1.27040 1.26420

6962 2010.05.12 03:05 sell 3482 2.02 1.26490 1.27050 1.26430

6963 2010.05.12 03:06 sell 3483 2.02 1.26500 1.27060 1.26440

6964 2010.05.12 03:07 sell 3484 2.02 1.26520 1.27080 1.26460

6965 2010.05.12 03:07 t/p 3484 2.02 1.26460 1.27080 1.26460 12955.56 4172153.19

6966 2010.05.12 03:10 sell 3485 2.03 1.26460 1.27020 1.26400

6967 2010.05.12 03:11 sell 3486 2.03 1.26500 1.27060 1.26440

6968 2010.05.12 03:35 t/p 3483 2.02 1.26440 1.27060 1.26440 12955.55 4185108.74

6969 2010.05.12 03:35 t/p 3486 2.03 1.26440 1.27060 1.26440 13019.69 4198128.43

6970 2010.05.12 03:37 t/p 3482 2.02 1.26430 1.27050 1.26430 12955.55 4211083.98

6971 2010.05.12 03:38 t/p 3481 2.02 1.26420 1.27040 1.26420 12955.55 4224039.53

6972 2010.05.12 03:38 t/p 3485 2.03 1.26400 1.27020 1.26400 13019.69 4237059.22

6973 2010.05.14 01:37 sell 3487 2.06 1.25380 1.25940 1.25320

6974 2010.05.14 01:45 t/p 3487 2.06 1.25320 1.25940 1.25320 13212.10 4250271.32

6975 2010.05.14 01:59 sell 3488 2.06 1.25390 1.25950 1.25330

6976 2010.05.14 02:13 t/p 3488 2.06 1.25330 1.25950 1.25330 13212.10 4263483.42

6977 2010.05.14 02:29 sell 3489 2.07 1.25390 1.25950 1.25330

6978 2010.05.14 02:31 sell 3490 2.07 1.25390 1.25950 1.25330

6979 2010.05.14 02:38 t/p 3489 2.07 1.25330 1.25950 1.25330 13276.24 4276759.66

6980 2010.05.14 02:38 t/p 3490 2.07 1.25330 1.25950 1.25330 13276.24 4290035.90

6981 2010.05.14 03:03 sell 3491 2.08 1.25420 1.25980 1.25360

6982 2010.05.14 03:04 sell 3492 2.08 1.25430 1.25990 1.25370

6983 2010.05.14 03:04 t/p 3492 2.08 1.25370 1.25990 1.25370 13340.37 4303376.27

6984 2010.05.14 03:06 t/p 3491 2.08 1.25360 1.25980 1.25360 13340.37 4316716.64

Page 188: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 188/509

6985 2010.05.19 02:38 sell 3493 2.10 1.21960 1.22520 1.21900

6986 2010.05.19 02:39 t/p 3493 2.10 1.21900 1.22520 1.21900 13468.77 4330185.41

6987 2010.05.20 01:22 buy 3494 2.10 1.24028 1.23468 1.24088

6988 2010.05.20 01:23 buy 3495 2.10 1.24038 1.23478 1.24098

6989 2010.05.20 01:24 buy 3496 2.10 1.24028 1.23468 1.24088

6990 2010.05.20 01:33 t/p 3494 2.10 1.24088 1.23468 1.24088 13465.88 4343651.29

6991 2010.05.20 01:33 t/p 3496 2.10 1.24088 1.23468 1.24088 13465.88 4357117.17

6992 2010.05.20 01:35 t/p 3495 2.10 1.24098 1.23478 1.24098 13465.87 4370583.04

6993 2010.05.20 01:43 buy 3497 2.12 1.23998 1.23438 1.24058

6994 2010.05.20 01:45 buy 3498 2.12 1.23998 1.23438 1.24058

6995 2010.05.20 01:46 buy 3499 2.12 1.23988 1.23428 1.24048

6996 2010.05.20 01:49 buy 3500 2.12 1.23968 1.23408 1.24028

6997 2010.05.20 01:50 buy 3501 2.12 1.23888 1.23328 1.23948

6998 2010.05.20 02:10 t/p 3501 2.12 1.23948 1.23328 1.23948 13594.12 4384177.16

6999 2010.05.20 02:10 buy 3502 2.13 1.23972 1.23412 1.24032

7000 2010.05.20 03:53 s/l 3497 2.12 1.23438 1.23438 1.24058 -126878.44 4257298.72

7001 2010.05.20 03:53 s/l 3498 2.12 1.23438 1.23438 1.24058 -126878.44 4130420.28

7002 2010.05.20 04:00 buy 3503 2.01 1.23548 1.22988 1.23608

7003 2010.05.20 04:02 buy 3504 2.01 1.23578 1.23018 1.23638

7004 2010.05.20 04:12 s/l 3499 2.12 1.23428 1.23428 1.24048 -126878.44 4003541.84

7005 2010.05.20 04:12 s/l 3502 2.13 1.23412 1.23412 1.24032 -127476.92 3876064.92

7006 2010.05.20 04:12 s/l 3500 2.12 1.23408 1.23408 1.24028 -126878.43 3749186.49

7007 2010.05.20 04:20 close 3503 2.01 1.23350 1.22988 1.23608 -42532.92 3706653.57

7008 2010.05.20 04:21 close 3504 2.01 1.23330 1.23018 1.23638 -53273.55 3653380.02

7009 2010.05.24 18:43 sell 3505 1.77 1.24020 1.24580 1.23960

7010 2010.05.24 18:44 sell 3506 1.77 1.24020 1.24580 1.23960

7011 2010.05.24 18:45 sell 3507 1.77 1.24060 1.24620 1.24000

7012 2010.05.24 18:46 sell 3508 1.77 1.24090 1.24650 1.24030

7013 2010.05.24 18:46 t/p 3508 1.77 1.24030 1.24650 1.24030 11352.25 3664732.27

7014 2010.05.24 18:50 sell 3509 1.78 1.24060 1.24620 1.24000

7015 2010.05.24 18:52 t/p 3507 1.77 1.24000 1.24620 1.24000 11352.25 3676084.52

7016 2010.05.24 18:52 t/p 3509 1.78 1.24000 1.24620 1.24000 11416.39 3687500.91

7017 2010.05.24 18:52 t/p 3505 1.77 1.23960 1.24580 1.23960 11352.25 3698853.16

7018 2010.05.24 18:52 t/p 3506 1.77 1.23960 1.24580 1.23960 11352.25 3710205.41

7019 2010.05.24 18:55 sell 3510 1.80 1.24030 1.24590 1.23970

7020 2010.05.24 18:57 sell 3511 1.80 1.24030 1.24590 1.23970

7021 2010.05.24 18:59 sell 3512 1.80 1.24050 1.24610 1.23990

Page 189: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 189/509

7022 2010.05.24 19:03 sell 3513 1.80 1.24080 1.24640 1.24020

7023 2010.05.24 19:06 sell 3514 1.80 1.24110 1.24670 1.24050

7024 2010.05.24 19:07 t/p 3514 1.80 1.24050 1.24670 1.24050 11544.66 3721750.07

7025 2010.05.24 19:10 sell 3515 1.81 1.24070 1.24630 1.24010

7026 2010.05.24 19:27 t/p 3513 1.80 1.24020 1.24640 1.24020 11544.66 3733294.73

7027 2010.05.24 19:36 t/p 3515 1.81 1.24010 1.24630 1.24010 11608.80 3744903.53

7028 2010.05.24 19:36 t/p 3512 1.80 1.23990 1.24610 1.23990 11544.66 3756448.19

7029 2010.05.24 19:46 t/p 3510 1.80 1.23970 1.24590 1.23970 11544.66 3767992.85

7030 2010.05.24 19:46 t/p 3511 1.80 1.23970 1.24590 1.23970 11544.66 3779537.51

7031 2010.05.24 19:54 sell 3516 1.84 1.24120 1.24680 1.24060

7032 2010.05.24 19:56 sell 3517 1.84 1.24110 1.24670 1.24050

7033 2010.05.24 19:57 sell 3518 1.84 1.24120 1.24680 1.24060

7034 2010.05.24 19:58 sell 3519 1.84 1.24130 1.24690 1.24070

7035 2010.05.24 19:59 sell 3520 1.84 1.24140 1.24700 1.24080

7036 2010.05.24 20:07 t/p 3520 1.84 1.24080 1.24700 1.24080 11801.21 3791338.72

7037 2010.05.24 20:07 t/p 3519 1.84 1.24070 1.24690 1.24070 11801.20 3803139.92

7038 2010.05.24 20:07 t/p 3516 1.84 1.24060 1.24680 1.24060 11801.21 3814941.13

7039 2010.05.24 20:07 t/p 3518 1.84 1.24060 1.24680 1.24060 11801.21 3826742.34

7040 2010.05.24 20:17 t/p 3517 1.84 1.24050 1.24670 1.24050 11801.21 3838543.55

7041 2010.05.25 15:02 sell 3521 1.86 1.22220 1.22780 1.22160

7042 2010.05.25 15:04 sell 3522 1.86 1.22230 1.22790 1.22170

7043 2010.05.25 15:05 sell 3523 1.86 1.22250 1.22810 1.22190

7044 2010.05.25 15:06 t/p 3523 1.86 1.22190 1.22810 1.22190 11929.49 3850473.04

7045 2010.05.25 15:09 sell 3524 1.87 1.22210 1.22770 1.22150

7046 2010.05.25 15:10 sell 3525 1.87 1.22260 1.22820 1.22200

7047 2010.05.25 15:11 sell 3526 1.87 1.22270 1.22830 1.22210

7048 2010.05.25 15:14 t/p 3526 1.87 1.22210 1.22830 1.22210 11993.62 3862466.66

7049 2010.05.25 15:14 t/p 3525 1.87 1.22200 1.22820 1.22200 11993.62 3874460.28

7050 2010.05.25 15:19 sell 3527 1.88 1.22240 1.22800 1.22180

7051 2010.05.25 15:20 sell 3528 1.88 1.22240 1.22800 1.22180

7052 2010.05.25 15:49 t/p 3527 1.88 1.22180 1.22800 1.22180 12057.75 3886518.03

7053 2010.05.25 15:49 t/p 3528 1.88 1.22180 1.22800 1.22180 12057.75 3898575.78

7054 2010.05.25 15:50 t/p 3522 1.86 1.22170 1.22790 1.22170 11929.48 3910505.26

7055 2010.05.25 15:50 t/p 3521 1.86 1.22160 1.22780 1.22160 11929.48 3922434.74

7056 2010.05.25 15:50 t/p 3524 1.87 1.22150 1.22770 1.22150 11993.62 3934428.36

7057 2010.05.25 17:01 sell 3529 1.91 1.22380 1.22940 1.22320

7058 2010.05.25 17:01 t/p 3529 1.91 1.22320 1.22940 1.22320 12250.17 3946678.53

7059 2010.05.27 02:28 sell 3530 1.92 1.21780 1.22340 1.21720

Page 190: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 190/509

7060 2010.05.27 02:30 t/p 3530 1.92 1.21720 1.22340 1.21720 12314.30 3958992.83

7061 2010.05.27 02:57 sell 3531 1.92 1.21790 1.22350 1.21730

7062 2010.05.27 02:58 sell 3532 1.92 1.21780 1.22340 1.21720

7063 2010.05.27 02:59 sell 3533 1.92 1.21880 1.22440 1.21820

7064 2010.05.27 03:02 sell 3534 1.92 1.21840 1.22400 1.21780

7065 2010.05.27 03:03 sell 3535 1.92 1.21870 1.22430 1.21810

7066 2010.05.27 06:16 s/l 3532 1.92 1.22340 1.22340 1.21720 -114933.51 3844059.32

7067 2010.05.27 06:16 close 3533 1.92 1.22341 1.22440 1.21820 -94614.90 3749444.42

7068 2010.05.27 06:16 close 3535 1.92 1.22341 1.22430 1.21810 -96667.28 3652777.14

7069 2010.05.27 06:17 close 3531 1.92 1.22288 1.22350 1.21730 -102208.72 3550568.42

7070 2010.05.27 06:18 close 3534 1.92 1.22348 1.22400 1.21780 -104261.10 3446307.32

7071 2010.05.27 22:10 buy 3536 1.67 1.23568 1.23008 1.23628

7072 2010.05.27 22:12 buy 3537 1.67 1.23558 1.22998 1.23618

7073 2010.05.27 23:01 t/p 3537 1.67 1.23618 1.22998 1.23618 10708.58 3457015.90

7074 2010.05.27 23:01 t/p 3536 1.67 1.23628 1.23008 1.23628 10708.58 3467724.48

7075 2010.06.01 14:03 sell 3538 1.68 1.21550 1.22110 1.21490

7076 2010.06.01 14:03 t/p 3538 1.68 1.21490 1.22110 1.21490 10774.72 3478499.20

7077 2010.06.01 14:08 sell 3539 1.69 1.21580 1.22140 1.21520

7078 2010.06.01 14:10 sell 3540 1.69 1.21620 1.22180 1.21560

7079 2010.06.01 14:11 t/p 3540 1.69 1.21560 1.22180 1.21560 10838.85 3489338.05

7080 2010.06.01 14:13 t/p 3539 1.69 1.21520 1.22140 1.21520 10838.85 3500176.90

7081 2010.06.01 14:15 sell 3541 1.70 1.21590 1.22150 1.21530

7082 2010.06.01 14:16 sell 3542 1.70 1.21670 1.22230 1.21610

7083 2010.06.01 14:18 t/p 3542 1.70 1.21610 1.22230 1.21610 10902.99 3511079.89

7084 2010.06.01 14:19 sell 3543 1.71 1.21640 1.22200 1.21580

7085 2010.06.01 14:21 sell 3544 1.71 1.21600 1.22160 1.21540

7086 2010.06.01 14:21 t/p 3543 1.71 1.21580 1.22200 1.21580 10967.11 3522047.00

7087 2010.06.01 14:23 sell 3545 1.71 1.21610 1.22170 1.21550

7088 2010.06.01 14:23 t/p 3545 1.71 1.21550 1.22170 1.21550 10967.12 3533014.12

7089 2010.06.01 14:23 t/p 3544 1.71 1.21540 1.22160 1.21540 10967.12 3543981.24

7090 2010.06.01 14:24 t/p 3541 1.70 1.21530 1.22150 1.21530 10902.99 3554884.23

7091 2010.06.01 14:32 sell 3546 1.73 1.21650 1.22210 1.21590

7092 2010.06.01 14:34 sell 3547 1.73 1.21740 1.22300 1.21680

7093 2010.06.01 14:35 t/p 3547 1.73 1.21680 1.22300 1.21680 11095.39 3565979.62

7094 2010.06.01 14:38 sell 3548 1.73 1.21640 1.22200 1.21580

7095 2010.06.01 14:40 t/p 3546 1.73 1.21590 1.22210 1.21590 11095.39 3577075.01

7096 2010.06.01 14:40 t/p 3548 1.73 1.21580 1.22200 1.21580 11095.39 3588170.40

Page 191: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

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7097 2010.06.01 14:54 sell 3549 1.74 1.21680 1.22240 1.21620

7098 2010.06.01 14:58 sell 3550 1.74 1.21680 1.22240 1.21620

7099 2010.06.01 15:08 sell 3551 1.74 1.21700 1.22260 1.21640

7100 2010.06.01 15:12 t/p 3551 1.74 1.21640 1.22260 1.21640 11159.53 3599329.93

7101 2010.06.01 15:12 t/p 3549 1.74 1.21620 1.22240 1.21620 11159.52 3610489.45

7102 2010.06.01 15:12 t/p 3550 1.74 1.21620 1.22240 1.21620 11159.52 3621648.97

7103 2010.06.01 15:41 sell 3552 1.76 1.21820 1.22380 1.21760

7104 2010.06.01 15:43 t/p 3552 1.76 1.21760 1.22380 1.21760 11287.79 3632936.76

7105 2010.06.01 15:46 sell 3553 1.76 1.21800 1.22360 1.21740

7106 2010.06.01 15:48 sell 3554 1.76 1.21800 1.22360 1.21740

7107 2010.06.01 15:51 sell 3555 1.76 1.21780 1.22340 1.21720

7108 2010.06.01 15:53 t/p 3553 1.76 1.21740 1.22360 1.21740 11287.80 3644224.56

7109 2010.06.01 15:53 t/p 3554 1.76 1.21740 1.22360 1.21740 11287.80 3655512.36

7110 2010.06.01 15:53 t/p 3555 1.76 1.21720 1.22340 1.21720 11287.80 3666800.16

7111 2010.06.01 15:58 sell 3556 1.78 1.21800 1.22360 1.21740

7112 2010.06.01 15:59 sell 3557 1.78 1.21800 1.22360 1.21740

7113 2010.06.01 16:01 sell 3558 1.78 1.21830 1.22390 1.21770

7114 2010.06.01 16:02 sell 3559 1.78 1.21890 1.22450 1.21830

7115 2010.06.01 16:03 sell 3560 1.78 1.21910 1.22470 1.21850

7116 2010.06.01 16:03 t/p 3560 1.78 1.21850 1.22470 1.21850 11416.06 3678216.22

7117 2010.06.01 16:05 sell 3561 1.79 1.21840 1.22400 1.21780

7118 2010.06.01 16:12 t/p 3559 1.78 1.21830 1.22450 1.21830 11416.07 3689632.29

7119 2010.06.01 16:15 sell 3562 1.79 1.21840 1.22400 1.21780

7120 2010.06.01 17:02 s/l 3556 1.78 1.22360 1.22360 1.21740 -106549.94 3583082.35

7121 2010.06.01 17:02 s/l 3557 1.78 1.22360 1.22360 1.21740 -106549.94 3476532.41

7122 2010.06.01 17:02 close 3558 1.78 1.22362 1.22390 1.21770 -101222.45 3375309.96

7123 2010.06.01 17:02 close 3562 1.79 1.22362 1.22400 1.21780 -99877.75 3275432.21

7124 2010.06.01 17:03 close 3561 1.79 1.22308 1.22400 1.21780 -89545.57 3185886.64

7125 2010.06.04 01:18 sell 3563 1.55 1.21680 1.22240 1.21620

7126 2010.06.04 01:19 sell 3564 1.55 1.21690 1.22250 1.21630

7127 2010.06.04 01:21 sell 3565 1.55 1.21700 1.22260 1.21640

7128 2010.06.04 01:26 sell 3566 1.55 1.21680 1.22240 1.21620

7129 2010.06.04 01:27 sell 3567 1.55 1.21690 1.22250 1.21630

7130 2010.06.04 01:38 t/p 3565 1.55 1.21640 1.22260 1.21640 9941.14 3195827.78

7131 2010.06.04 01:56 sell 3568 1.55 1.21690 1.22250 1.21630

7132 2010.06.04 02:12 t/p 3564 1.55 1.21630 1.22250 1.21630 9941.14 3205768.92

7133 2010.06.04 02:12 t/p 3567 1.55 1.21630 1.22250 1.21630 9941.14 3215710.06

7134 2010.06.04 02:12 t/p 3568 1.55 1.21630 1.22250 1.21630 9941.14 3225651.20

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2019/9/6 Strategy Tester: Orion

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7135 2010.06.04 02:12 t/p 3563 1.55 1.21620 1.22240 1.21620 9941.15 3235592.35

7136 2010.06.04 02:12 t/p 3566 1.55 1.21620 1.22240 1.21620 9941.15 3245533.50

7137 2010.06.04 02:52 sell 3569 1.58 1.21700 1.22260 1.21640

7138 2010.06.04 02:55 sell 3570 1.58 1.21710 1.22270 1.21650

7139 2010.06.04 02:56 sell 3571 1.58 1.21720 1.22280 1.21660

7140 2010.06.04 02:57 sell 3572 1.58 1.21740 1.22300 1.21680

7141 2010.06.04 02:58 sell 3573 1.58 1.21750 1.22310 1.21690

7142 2010.06.04 03:22 t/p 3573 1.58 1.21690 1.22310 1.21690 10133.55 3255667.05

7143 2010.06.04 03:22 t/p 3572 1.58 1.21680 1.22300 1.21680 10133.55 3265800.60

7144 2010.06.04 03:22 t/p 3571 1.58 1.21660 1.22280 1.21660 10133.55 3275934.15

7145 2010.06.04 03:22 t/p 3570 1.58 1.21650 1.22270 1.21650 10133.55 3286067.70

7146 2010.06.04 03:22 t/p 3569 1.58 1.21640 1.22260 1.21640 10133.55 3296201.25

7147 2010.06.04 03:31 sell 3574 1.60 1.21760 1.22320 1.21700

7148 2010.06.04 03:32 sell 3575 1.60 1.21770 1.22330 1.21710

7149 2010.06.04 03:36 sell 3576 1.60 1.21760 1.22320 1.21700

7150 2010.06.04 03:38 sell 3577 1.60 1.21790 1.22350 1.21730

7151 2010.06.04 03:40 sell 3578 1.60 1.21800 1.22360 1.21740

7152 2010.06.04 03:46 t/p 3578 1.60 1.21740 1.22360 1.21740 10261.82 3306463.07

7153 2010.06.04 03:46 t/p 3577 1.60 1.21730 1.22350 1.21730 10261.83 3316724.90

7154 2010.06.04 03:47 t/p 3575 1.60 1.21710 1.22330 1.21710 10261.83 3326986.73

7155 2010.06.04 03:47 t/p 3574 1.60 1.21700 1.22320 1.21700 10261.82 3337248.55

7156 2010.06.04 03:47 t/p 3576 1.60 1.21700 1.22320 1.21700 10261.82 3347510.37

7157 2010.06.04 04:33 sell 3579 1.63 1.21800 1.22360 1.21740

7158 2010.06.04 04:45 t/p 3579 1.63 1.21740 1.22360 1.21740 10454.24 3357964.61

7159 2010.06.07 02:31 sell 3580 1.63 1.19620 1.20180 1.19560

7160 2010.06.07 02:35 sell 3581 1.63 1.19630 1.20190 1.19570

7161 2010.06.07 02:38 sell 3582 1.63 1.19650 1.20210 1.19590

7162 2010.06.07 02:40 t/p 3581 1.63 1.19570 1.20190 1.19570 10454.23 3368418.84

7163 2010.06.07 02:40 t/p 3582 1.63 1.19590 1.20210 1.19590 10454.23 3378873.07

7164 2010.06.07 02:41 t/p 3580 1.63 1.19560 1.20180 1.19560 10454.24 3389327.31

7165 2010.06.09 20:00 buy 3583 1.65 1.20318 1.19758 1.20378

7166 2010.06.09 20:04 buy 3584 1.65 1.20298 1.19738 1.20358

7167 2010.06.09 20:05 buy 3585 1.65 1.20278 1.19718 1.20338

7168 2010.06.09 20:07 buy 3586 1.65 1.20258 1.19698 1.20318

7169 2010.06.09 20:09 buy 3587 1.65 1.20258 1.19698 1.20318

7170 2010.06.09 20:17 t/p 3586 1.65 1.20318 1.19698 1.20318 10580.33 3399907.64

7171 2010.06.09 20:17 t/p 3587 1.65 1.20318 1.19698 1.20318 10580.33 3410487.97

Page 193: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 193/509

7172 2010.06.09 20:17 buy 3588 1.66 1.20337 1.19777 1.20397

7173 2010.06.09 20:33 buy 3589 1.66 1.20238 1.19678 1.20298

7174 2010.06.09 22:22 s/l 3588 1.66 1.19777 1.19777 1.20397 -99348.21 3311139.76

7175 2010.06.09 22:22 close 3583 1.65 1.19777 1.19758 1.20378 -95399.29 3215740.47

7176 2010.06.09 22:22 close 3585 1.65 1.19777 1.19718 1.20338 -88345.74 3127394.73

7177 2010.06.09 22:23 close 3584 1.65 1.19790 1.19738 1.20358 -89580.11 3037814.62

7178 2010.06.09 22:24 close 3589 1.66 1.19820 1.19678 1.20298 -74156.34 2963658.28

7179 2010.06.14 14:26 buy 3590 1.44 1.22228 1.21668 1.22288

7180 2010.06.14 14:27 buy 3591 1.44 1.22208 1.21648 1.22268

7181 2010.06.14 14:30 buy 3592 1.44 1.22238 1.21678 1.22298

7182 2010.06.14 14:31 buy 3593 1.44 1.22218 1.21658 1.22278

7183 2010.06.14 14:32 buy 3594 1.44 1.22188 1.21628 1.22248

7184 2010.06.14 14:34 t/p 3594 1.44 1.22248 1.21628 1.22248 9233.74 2972892.02

7185 2010.06.14 14:34 t/p 3591 1.44 1.22268 1.21648 1.22268 9233.74 2982125.76

7186 2010.06.14 14:37 t/p 3593 1.44 1.22278 1.21658 1.22278 9233.74 2991359.50

7187 2010.06.14 14:37 t/p 3590 1.44 1.22288 1.21668 1.22288 9233.74 3000593.24

7188 2010.06.14 14:37 t/p 3592 1.44 1.22298 1.21678 1.22298 9233.74 3009826.98

7189 2010.06.14 16:39 buy 3595 1.46 1.22388 1.21828 1.22448

7190 2010.06.14 16:41 buy 3596 1.46 1.22368 1.21808 1.22428

7191 2010.06.14 16:42 buy 3597 1.46 1.22358 1.21798 1.22418

7192 2010.06.14 16:44 buy 3598 1.46 1.22358 1.21798 1.22418

7193 2010.06.14 16:51 t/p 3597 1.46 1.22418 1.21798 1.22418 9361.98 3019188.96

7194 2010.06.14 16:51 t/p 3598 1.46 1.22418 1.21798 1.22418 9361.98 3028550.94

7195 2010.06.14 16:51 t/p 3596 1.46 1.22428 1.21808 1.22428 9361.99 3037912.93

7196 2010.06.14 16:55 buy 3599 1.48 1.22388 1.21828 1.22448

7197 2010.06.14 17:01 t/p 3595 1.46 1.22448 1.21828 1.22448 9361.99 3047274.92

7198 2010.06.14 17:01 t/p 3599 1.48 1.22448 1.21828 1.22448 9490.23 3056765.15

7199 2010.06.14 19:58 buy 3600 1.48 1.22708 1.22148 1.22768

7200 2010.06.14 19:59 buy 3601 1.48 1.22668 1.22108 1.22728

7201 2010.06.14 20:00 buy 3602 1.48 1.22518 1.21958 1.22578

7202 2010.06.14 20:03 t/p 3602 1.48 1.22578 1.21958 1.22578 9490.23 3066255.38

7203 2010.06.14 20:06 buy 3603 1.49 1.22608 1.22048 1.22668

7204 2010.06.14 20:08 buy 3604 1.49 1.22468 1.21908 1.22528

7205 2010.06.14 20:09 buy 3605 1.49 1.22438 1.21878 1.22498

7206 2010.06.14 22:17 t/p 3605 1.49 1.22498 1.21878 1.22498 9554.36 3075809.74

7207 2010.06.14 22:17 close 3604 1.49 1.22499 1.21908 1.22528 4936.42 3080746.16

7208 2010.06.14 23:00 close 3600 1.48 1.22240 1.22148 1.22768 -74023.83 3006722.33

7209 2010.06.14 23:00 close 3603 1.49 1.22240 1.22048 1.22668 -58600.05 2948122.28

Page 194: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

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7210 2010.06.14 23:01 close 3601 1.48 1.22290 1.22108 1.22728 -59788.47 2888333.81

7211 2010.06.15 22:15 buy 3606 1.40 1.23278 1.22718 1.23338

7212 2010.06.15 22:18 t/p 3606 1.40 1.23338 1.22718 1.23338 8977.25 2897311.06

7213 2010.06.15 23:34 buy 3607 1.41 1.23308 1.22748 1.23368

7214 2010.06.15 23:35 buy 3608 1.41 1.23298 1.22738 1.23358

7215 2010.06.15 23:37 buy 3609 1.41 1.23288 1.22728 1.23348

7216 2010.06.15 23:39 buy 3610 1.41 1.23268 1.22708 1.23328

7217 2010.06.15 23:40 buy 3611 1.41 1.23268 1.22708 1.23328

7218 2010.06.15 23:55 t/p 3610 1.41 1.23328 1.22708 1.23328 9041.37 2906352.43

7219 2010.06.15 23:55 t/p 3611 1.41 1.23328 1.22708 1.23328 9041.37 2915393.80

7220 2010.06.16 00:09 buy 3612 1.42 1.23258 1.22698 1.23318

7221 2010.06.16 00:15 buy 3613 1.42 1.23258 1.22698 1.23318

7222 2010.06.16 00:24 t/p 3612 1.42 1.23318 1.22698 1.23318 9105.49 2924499.29

7223 2010.06.16 00:24 t/p 3613 1.42 1.23318 1.22698 1.23318 9105.49 2933604.78

7224 2010.06.16 00:47 buy 3614 1.42 1.23248 1.22688 1.23308

7225 2010.06.16 00:50 buy 3615 1.42 1.23228 1.22668 1.23288

7226 2010.06.16 07:54 t/p 3615 1.42 1.23288 1.22668 1.23288 9105.49 2942710.27

7227 2010.06.16 07:54 close 3614 1.42 1.23289 1.22688 1.23308 6222.09 2948932.36

7228 2010.06.16 07:54 close 3609 1.41 1.23289 1.22728 1.23348 -1646.84 2947285.52

7229 2010.06.16 07:54 close 3608 1.41 1.23300 1.22738 1.23358 -1496.15 2945789.36

7230 2010.06.16 07:55 close 3607 1.41 1.23309 1.22748 1.23368 -1646.84 2944142.52

7231 2010.06.17 15:13 buy 3616 1.43 1.23638 1.23078 1.23698

7232 2010.06.17 15:17 buy 3617 1.43 1.23608 1.23048 1.23668

7233 2010.06.17 15:31 buy 3618 1.43 1.23578 1.23018 1.23638

7234 2010.06.17 15:32 t/p 3618 1.43 1.23638 1.23018 1.23638 9169.62 2953312.14

7235 2010.06.17 15:32 t/p 3617 1.43 1.23668 1.23048 1.23668 9169.62 2962481.76

7236 2010.06.17 15:43 t/p 3616 1.43 1.23698 1.23078 1.23698 9169.62 2971651.38

7237 2010.06.17 17:38 buy 3619 1.44 1.23638 1.23078 1.23698

7238 2010.06.17 17:41 buy 3620 1.44 1.23628 1.23068 1.23688

7239 2010.06.17 17:44 buy 3621 1.44 1.23628 1.23068 1.23688

7240 2010.06.17 17:46 buy 3622 1.44 1.23578 1.23018 1.23638

7241 2010.06.17 18:12 t/p 3622 1.44 1.23638 1.23018 1.23638 9233.74 2980885.12

7242 2010.06.17 18:15 t/p 3620 1.44 1.23688 1.23068 1.23688 9233.74 2990118.86

7243 2010.06.17 18:15 t/p 3621 1.44 1.23688 1.23068 1.23688 9233.74 2999352.60

7244 2010.06.17 18:15 t/p 3619 1.44 1.23698 1.23078 1.23698 9233.74 3008586.34

7245 2010.06.22 02:30 sell 3623 1.46 1.23270 1.23830 1.23210

7246 2010.06.22 02:34 sell 3624 1.46 1.23270 1.23830 1.23210

Page 195: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 195/509

7247 2010.06.22 02:37 sell 3625 1.46 1.23270 1.23830 1.23210

7248 2010.06.22 02:57 t/p 3623 1.46 1.23210 1.23830 1.23210 9364.00 3017950.34

7249 2010.06.22 02:57 t/p 3624 1.46 1.23210 1.23830 1.23210 9364.00 3027314.34

7250 2010.06.22 02:57 t/p 3625 1.46 1.23210 1.23830 1.23210 9364.00 3036678.34

7251 2010.06.22 03:51 sell 3626 1.47 1.23280 1.23840 1.23220

7252 2010.06.22 03:56 t/p 3626 1.47 1.23220 1.23840 1.23220 9428.05 3046106.39

7253 2010.06.28 01:24 buy 3627 1.48 1.23698 1.23138 1.23758

7254 2010.06.28 01:49 t/p 3627 1.48 1.23758 1.23138 1.23758 9490.23 3055596.62

7255 2010.06.28 04:50 buy 3628 1.48 1.23788 1.23228 1.23848

7256 2010.06.28 04:55 buy 3629 1.48 1.23798 1.23238 1.23858

7257 2010.06.28 04:56 buy 3630 1.48 1.23788 1.23228 1.23848

7258 2010.06.28 04:59 buy 3631 1.48 1.23778 1.23218 1.23838

7259 2010.06.28 05:37 t/p 3631 1.48 1.23838 1.23218 1.23838 9490.23 3065086.85

7260 2010.06.28 05:37 t/p 3628 1.48 1.23848 1.23228 1.23848 9490.23 3074577.08

7261 2010.06.28 05:37 t/p 3630 1.48 1.23848 1.23228 1.23848 9490.23 3084067.31

7262 2010.06.28 06:25 close 3629 1.48 1.23822 1.23238 1.23858 3796.09 3087863.40

7263 2010.06.29 02:22 sell 3632 1.50 1.22810 1.23370 1.22750

7264 2010.06.29 02:24 sell 3633 1.50 1.22810 1.23370 1.22750

7265 2010.06.29 02:28 sell 3634 1.50 1.22820 1.23380 1.22760

7266 2010.06.29 02:32 sell 3635 1.50 1.22830 1.23390 1.22770

7267 2010.06.29 02:33 sell 3636 1.50 1.22850 1.23410 1.22790

7268 2010.06.29 03:23 t/p 3636 1.50 1.22790 1.23410 1.22790 9620.46 3097483.86

7269 2010.06.29 03:28 t/p 3635 1.50 1.22770 1.23390 1.22770 9620.46 3107104.32

7270 2010.06.29 03:53 close 3632 1.50 1.22810 1.23370 1.22750 0.00 3107104.32

7271 2010.06.29 03:54 close 3633 1.50 1.22804 1.23370 1.22750 962.05 3108066.37

7272 2010.06.29 03:58 close 3634 1.50 1.22801 1.23380 1.22760 3046.48 3111112.85

7273 2010.06.29 04:09 sell 3637 1.51 1.22870 1.23430 1.22810

7274 2010.06.29 04:21 sell 3638 1.51 1.22880 1.23440 1.22820

7275 2010.06.29 04:23 sell 3639 1.51 1.22860 1.23420 1.22800

7276 2010.06.29 05:26 t/p 3638 1.51 1.22820 1.23440 1.22820 9684.60 3120797.45

7277 2010.06.29 05:26 t/p 3637 1.51 1.22810 1.23430 1.22810 9684.60 3130482.05

7278 2010.06.29 05:26 t/p 3639 1.51 1.22800 1.23420 1.22800 9684.60 3140166.65

7279 2010.06.29 15:32 sell 3640 1.53 1.22070 1.22630 1.22010

7280 2010.06.29 15:36 sell 3641 1.53 1.22110 1.22670 1.22050

7281 2010.06.29 15:39 sell 3642 1.53 1.22120 1.22680 1.22060

7282 2010.06.29 15:42 sell 3643 1.53 1.22120 1.22680 1.22060

7283 2010.06.29 15:45 sell 3644 1.53 1.22140 1.22700 1.22080

7284 2010.06.29 15:57 t/p 3644 1.53 1.22080 1.22700 1.22080 9812.86 3149979.51

Page 196: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 196/509

7285 2010.06.29 15:59 t/p 3642 1.53 1.22060 1.22680 1.22060 9812.87 3159792.38

7286 2010.06.29 15:59 t/p 3643 1.53 1.22060 1.22680 1.22060 9812.87 3169605.25

7287 2010.06.29 16:02 sell 3645 1.54 1.22120 1.22680 1.22060

7288 2010.06.29 16:03 sell 3646 1.54 1.22130 1.22690 1.22070

7289 2010.06.29 16:04 t/p 3646 1.54 1.22070 1.22690 1.22070 9877.01 3179482.26

7290 2010.06.29 16:04 t/p 3645 1.54 1.22060 1.22680 1.22060 9877.00 3189359.26

7291 2010.06.29 16:04 t/p 3641 1.53 1.22050 1.22670 1.22050 9812.87 3199172.13

7292 2010.06.29 16:04 t/p 3640 1.53 1.22010 1.22630 1.22010 9812.87 3208985.00

7293 2010.06.29 18:11 sell 3647 1.56 1.21930 1.22490 1.21870

7294 2010.06.29 18:12 t/p 3647 1.56 1.21870 1.22490 1.21870 10005.28 3218990.28

7295 2010.06.29 19:24 sell 3648 1.56 1.21980 1.22540 1.21920

7296 2010.06.29 19:32 t/p 3648 1.56 1.21920 1.22540 1.21920 10005.28 3228995.56

7297 2010.07.01 19:31 buy 3649 1.57 1.24378 1.23818 1.24438

7298 2010.07.01 19:34 t/p 3649 1.57 1.24438 1.23818 1.24438 10067.25 3239062.81

7299 2010.07.02 01:22 buy 3650 1.57 1.25088 1.24528 1.25148

7300 2010.07.02 01:24 buy 3651 1.57 1.25068 1.24508 1.25128

7301 2010.07.02 01:27 buy 3652 1.57 1.25068 1.24508 1.25128

7302 2010.07.02 01:29 buy 3653 1.57 1.25058 1.24498 1.25118

7303 2010.07.02 01:31 buy 3654 1.57 1.25058 1.24498 1.25118

7304 2010.07.02 01:51 t/p 3653 1.57 1.25118 1.24498 1.25118 10067.25 3249130.06

7305 2010.07.02 01:51 t/p 3654 1.57 1.25118 1.24498 1.25118 10067.25 3259197.31

7306 2010.07.02 01:52 t/p 3651 1.57 1.25128 1.24508 1.25128 10067.25 3269264.56

7307 2010.07.02 01:52 t/p 3652 1.57 1.25128 1.24508 1.25128 10067.25 3279331.81

7308 2010.07.02 01:52 t/p 3650 1.57 1.25148 1.24528 1.25148 10067.25 3289399.06

7309 2010.07.02 02:00 buy 3655 1.60 1.25028 1.24468 1.25088

7310 2010.07.02 02:05 t/p 3655 1.60 1.25088 1.24468 1.25088 10259.62 3299658.68

7311 2010.07.02 04:01 buy 3656 1.60 1.25088 1.24528 1.25148

7312 2010.07.02 04:02 buy 3657 1.60 1.25078 1.24518 1.25138

7313 2010.07.02 04:07 t/p 3657 1.60 1.25138 1.24518 1.25138 10259.62 3309918.30

7314 2010.07.02 04:07 t/p 3656 1.60 1.25148 1.24528 1.25148 10259.61 3320177.91

7315 2010.07.06 20:47 buy 3658 1.61 1.26318 1.25758 1.26378

7316 2010.07.06 20:50 buy 3659 1.61 1.26318 1.25758 1.26378

7317 2010.07.06 20:53 buy 3660 1.61 1.26298 1.25738 1.26358

7318 2010.07.06 20:55 buy 3661 1.61 1.26288 1.25728 1.26348

7319 2010.07.06 20:57 buy 3662 1.61 1.26278 1.25718 1.26338

7320 2010.07.07 00:41 t/p 3662 1.61 1.26338 1.25718 1.26338 8271.24 3328449.15

7321 2010.07.07 00:41 close 3660 1.61 1.26340 1.25738 1.26358 5174.12 3333623.26

Page 197: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 197/509

7322 2010.07.07 00:41 close 3659 1.61 1.26340 1.25758 1.26378 1732.88 3335356.14

7323 2010.07.07 00:41 close 3658 1.61 1.26340 1.25758 1.26378 1732.88 3337089.02

7324 2010.07.07 00:42 close 3661 1.61 1.26334 1.25728 1.26348 5862.36 3342951.37

7325 2010.07.12 13:45 sell 3663 1.62 1.25750 1.26310 1.25690

7326 2010.07.12 13:57 t/p 3663 1.62 1.25690 1.26310 1.25690 10390.00 3353341.37

7327 2010.07.13 21:28 buy 3664 1.63 1.26948 1.26388 1.27008

7328 2010.07.13 21:35 buy 3665 1.63 1.26978 1.26418 1.27038

7329 2010.07.13 21:36 t/p 3664 1.63 1.27008 1.26388 1.27008 10451.99 3363793.36

7330 2010.07.13 21:43 t/p 3665 1.63 1.27038 1.26418 1.27038 10451.98 3374245.34

7331 2010.07.14 02:06 buy 3666 1.64 1.27178 1.26618 1.27238

7332 2010.07.14 02:07 buy 3667 1.64 1.27168 1.26608 1.27228

7333 2010.07.14 02:08 buy 3668 1.64 1.27148 1.26588 1.27208

7334 2010.07.14 02:09 buy 3669 1.64 1.27138 1.26578 1.27198

7335 2010.07.14 02:10 buy 3670 1.64 1.27118 1.26558 1.27178

7336 2010.07.14 02:28 t/p 3670 1.64 1.27178 1.26558 1.27178 10516.10 3384761.44

7337 2010.07.14 02:34 t/p 3669 1.64 1.27198 1.26578 1.27198 10516.11 3395277.55

7338 2010.07.14 02:34 t/p 3668 1.64 1.27208 1.26588 1.27208 10516.11 3405793.66

7339 2010.07.14 02:38 t/p 3667 1.64 1.27228 1.26608 1.27228 10516.10 3416309.76

7340 2010.07.14 02:38 t/p 3666 1.64 1.27238 1.26618 1.27238 10516.11 3426825.87

7341 2010.07.14 03:05 buy 3671 1.66 1.27148 1.26588 1.27208

7342 2010.07.14 03:06 buy 3672 1.66 1.27138 1.26578 1.27198

7343 2010.07.14 03:07 buy 3673 1.66 1.27138 1.26578 1.27198

7344 2010.07.14 03:08 buy 3674 1.66 1.27128 1.26568 1.27188

7345 2010.07.14 03:09 buy 3675 1.66 1.27098 1.26538 1.27158

7346 2010.07.14 03:16 t/p 3675 1.66 1.27158 1.26538 1.27158 10644.36 3437470.23

7347 2010.07.14 03:21 buy 3676 1.67 1.27128 1.26568 1.27188

7348 2010.07.14 04:41 t/p 3674 1.66 1.27188 1.26568 1.27188 10644.35 3448114.58

7349 2010.07.14 04:41 t/p 3676 1.67 1.27188 1.26568 1.27188 10708.48 3458823.06

7350 2010.07.14 04:41 close 3671 1.66 1.27189 1.26588 1.27208 7273.64 3466096.70

7351 2010.07.14 04:41 close 3673 1.66 1.27188 1.26578 1.27198 8870.29 3474966.99

7352 2010.07.14 04:41 close 3672 1.66 1.27188 1.26578 1.27198 8870.29 3483837.28

7353 2010.07.15 19:11 buy 3677 1.69 1.28798 1.28238 1.28858

7354 2010.07.15 19:18 buy 3678 1.69 1.28798 1.28238 1.28858

7355 2010.07.15 19:19 buy 3679 1.69 1.28778 1.28218 1.28838

7356 2010.07.15 19:21 buy 3680 1.69 1.28758 1.28198 1.28818

7357 2010.07.15 19:22 buy 3681 1.69 1.28738 1.28178 1.28798

7358 2010.07.15 20:00 t/p 3681 1.69 1.28798 1.28178 1.28798 10836.72 3494674.00

7359 2010.07.15 20:00 t/p 3680 1.69 1.28818 1.28198 1.28818 10836.72 3505510.72

Page 198: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 198/509

7360 2010.07.15 20:00 t/p 3679 1.69 1.28838 1.28218 1.28838 10836.72 3516347.44

7361 2010.07.15 20:01 t/p 3677 1.69 1.28858 1.28238 1.28858 10836.72 3527184.16

7362 2010.07.15 20:01 t/p 3678 1.69 1.28858 1.28238 1.28858 10836.72 3538020.88

7363 2010.07.16 01:26 buy 3682 1.72 1.29248 1.28688 1.29308

7364 2010.07.16 01:31 buy 3683 1.72 1.29248 1.28688 1.29308

7365 2010.07.16 01:32 buy 3684 1.72 1.29248 1.28688 1.29308

7366 2010.07.16 02:00 buy 3685 1.72 1.29228 1.28668 1.29288

7367 2010.07.16 02:01 buy 3686 1.72 1.29198 1.28638 1.29258

7368 2010.07.16 07:12 t/p 3686 1.72 1.29258 1.28638 1.29258 11029.08 3549049.96

7369 2010.07.16 07:12 close 3685 1.72 1.29260 1.28668 1.29288 5882.18 3554932.14

7370 2010.07.16 07:12 close 3684 1.72 1.29260 1.28688 1.29308 2205.82 3557137.96

7371 2010.07.16 07:12 close 3683 1.72 1.29260 1.28688 1.29308 2205.82 3559343.78

7372 2010.07.16 07:12 close 3682 1.72 1.29260 1.28688 1.29308 2205.82 3561549.60

7373 2010.07.22 01:19 sell 3687 1.73 1.27680 1.28240 1.27620

7374 2010.07.22 01:22 sell 3688 1.73 1.27680 1.28240 1.27620

7375 2010.07.22 01:23 sell 3689 1.73 1.27700 1.28260 1.27640

7376 2010.07.22 01:29 sell 3690 1.73 1.27690 1.28250 1.27630

7377 2010.07.22 01:32 sell 3691 1.73 1.27680 1.28240 1.27620

7378 2010.07.22 01:37 t/p 3689 1.73 1.27640 1.28260 1.27640 11095.71 3572645.31

7379 2010.07.22 01:37 t/p 3690 1.73 1.27630 1.28250 1.27630 11095.70 3583741.01

7380 2010.07.22 01:37 t/p 3687 1.73 1.27620 1.28240 1.27620 11095.70 3594836.71

7381 2010.07.22 01:37 t/p 3688 1.73 1.27620 1.28240 1.27620 11095.70 3605932.41

7382 2010.07.22 01:37 t/p 3691 1.73 1.27620 1.28240 1.27620 11095.70 3617028.11

7383 2010.07.22 02:04 sell 3692 1.76 1.27700 1.28260 1.27640

7384 2010.07.22 02:06 sell 3693 1.76 1.27700 1.28260 1.27640

7385 2010.07.22 02:10 sell 3694 1.76 1.27700 1.28260 1.27640

7386 2010.07.22 02:27 t/p 3692 1.76 1.27640 1.28260 1.27640 11288.11 3628316.22

7387 2010.07.22 02:27 t/p 3693 1.76 1.27640 1.28260 1.27640 11288.11 3639604.33

7388 2010.07.22 02:27 t/p 3694 1.76 1.27640 1.28260 1.27640 11288.11 3650892.44

7389 2010.07.22 04:53 sell 3695 1.77 1.27680 1.28240 1.27620

7390 2010.07.22 04:54 sell 3696 1.77 1.27700 1.28260 1.27640

7391 2010.07.22 04:55 sell 3697 1.77 1.27700 1.28260 1.27640

7392 2010.07.22 04:57 sell 3698 1.77 1.27690 1.28250 1.27630

7393 2010.07.22 04:58 sell 3699 1.77 1.27690 1.28250 1.27630

7394 2010.07.22 05:14 t/p 3696 1.77 1.27640 1.28260 1.27640 11352.25 3662244.69

7395 2010.07.22 05:14 t/p 3697 1.77 1.27640 1.28260 1.27640 11352.25 3673596.94

7396 2010.07.22 06:27 close 3698 1.77 1.27689 1.28250 1.27630 189.20 3673786.14

Page 199: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 199/509

7397 2010.07.22 06:28 close 3699 1.77 1.27685 1.28250 1.27630 946.02 3674732.16

7398 2010.07.22 06:28 close 3695 1.77 1.27678 1.28240 1.27620 378.41 3675110.57

7399 2010.07.22 20:00 buy 3700 1.78 1.28928 1.28368 1.28988

7400 2010.07.22 20:07 t/p 3700 1.78 1.28988 1.28368 1.28988 11413.93 3686524.50

7401 2010.07.22 21:37 buy 3701 1.79 1.28928 1.28368 1.28988

7402 2010.07.22 21:38 buy 3702 1.79 1.28868 1.28308 1.28928

7403 2010.07.22 21:41 buy 3703 1.79 1.28868 1.28308 1.28928

7404 2010.07.22 21:42 buy 3704 1.79 1.28858 1.28298 1.28918

7405 2010.07.22 21:43 buy 3705 1.79 1.28848 1.28288 1.28908

7406 2010.07.22 21:56 t/p 3705 1.79 1.28908 1.28288 1.28908 11478.05 3698002.55

7407 2010.07.22 21:56 t/p 3704 1.79 1.28918 1.28298 1.28918 11478.05 3709480.60

7408 2010.07.22 21:59 t/p 3702 1.79 1.28928 1.28308 1.28928 11478.06 3720958.66

7409 2010.07.22 21:59 t/p 3703 1.79 1.28928 1.28308 1.28928 11478.06 3732436.72

7410 2010.07.22 22:38 buy 3706 1.81 1.28888 1.28328 1.28948

7411 2010.07.22 22:48 buy 3707 1.81 1.28858 1.28298 1.28918

7412 2010.07.22 22:55 buy 3708 1.81 1.28868 1.28308 1.28928

7413 2010.07.22 23:00 buy 3709 1.81 1.28858 1.28298 1.28918

7414 2010.07.22 23:37 t/p 3707 1.81 1.28918 1.28298 1.28918 11606.30 3744043.02

7415 2010.07.22 23:37 t/p 3709 1.81 1.28918 1.28298 1.28918 11606.30 3755649.32

7416 2010.07.23 00:00 t/p 3708 1.81 1.28928 1.28308 1.28928 9298.83 3764948.15

7417 2010.07.23 00:00 close 3701 1.79 1.28930 1.28368 1.28988 -1899.38 3763048.78

7418 2010.07.23 00:02 t/p 3706 1.81 1.28948 1.28328 1.28948 9298.83 3772347.60

7419 2010.07.23 00:24 buy 3710 1.83 1.28868 1.28308 1.28928

7420 2010.07.23 00:29 buy 3711 1.83 1.28868 1.28308 1.28928

7421 2010.07.23 01:08 t/p 3710 1.83 1.28928 1.28308 1.28928 11734.55 3784082.15

7422 2010.07.23 01:08 t/p 3711 1.83 1.28928 1.28308 1.28928 11734.55 3795816.70

7423 2010.07.26 23:52 buy 3712 1.84 1.29878 1.29318 1.29938

7424 2010.07.26 23:53 buy 3713 1.84 1.29868 1.29308 1.29928

7425 2010.07.26 23:59 t/p 3713 1.84 1.29928 1.29308 1.29928 11798.77 3807615.47

7426 2010.07.27 00:00 t/p 3712 1.84 1.29938 1.29318 1.29938 9453.06 3817068.54

7427 2010.07.27 02:57 buy 3714 1.85 1.29848 1.29288 1.29908

7428 2010.07.27 03:00 buy 3715 1.85 1.29828 1.29268 1.29888

7429 2010.07.27 03:03 buy 3716 1.85 1.29853 1.29293 1.29913

7430 2010.07.27 03:14 t/p 3715 1.85 1.29888 1.29268 1.29888 11862.90 3828931.44

7431 2010.07.27 03:25 t/p 3714 1.85 1.29908 1.29288 1.29908 11862.91 3840794.35

7432 2010.07.27 03:25 t/p 3716 1.85 1.29913 1.29293 1.29913 11862.90 3852657.25

7433 2010.07.29 15:27 buy 3717 1.87 1.30668 1.30108 1.30728

7434 2010.07.29 15:29 buy 3718 1.87 1.30648 1.30088 1.30708

Page 200: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 200/509

7435 2010.07.29 15:30 t/p 3718 1.87 1.30708 1.30088 1.30708 11991.15 3864648.40

7436 2010.07.29 15:30 t/p 3717 1.87 1.30728 1.30108 1.30728 11991.15 3876639.55

7437 2010.09.01 18:03 buy 3719 1.88 1.28108 1.27548 1.28168

7438 2010.09.01 18:04 buy 3720 1.88 1.28078 1.27518 1.28138

7439 2010.09.01 18:05 buy 3721 1.88 1.28068 1.27508 1.28128

7440 2010.09.01 18:07 buy 3722 1.88 1.28038 1.27478 1.28098

7441 2010.09.01 18:08 buy 3723 1.88 1.28038 1.27478 1.28098

7442 2010.09.01 18:36 t/p 3722 1.88 1.28098 1.27478 1.28098 12055.50 3888695.05

7443 2010.09.01 18:36 t/p 3723 1.88 1.28098 1.27478 1.28098 12055.50 3900750.55

7444 2010.09.01 18:53 t/p 3721 1.88 1.28128 1.27508 1.28128 12055.50 3912806.05

7445 2010.09.01 18:53 t/p 3720 1.88 1.28138 1.27518 1.28138 12055.50 3924861.55

7446 2010.09.01 18:54 t/p 3719 1.88 1.28168 1.27548 1.28168 12055.50 3936917.05

7447 2010.09.01 19:10 buy 3724 1.91 1.27988 1.27428 1.28048

7448 2010.09.01 19:12 buy 3725 1.91 1.27988 1.27428 1.28048

7449 2010.09.01 19:20 buy 3726 1.91 1.27998 1.27438 1.28058

7450 2010.09.01 19:22 t/p 3724 1.91 1.28048 1.27428 1.28048 12247.87 3949164.92

7451 2010.09.01 19:22 t/p 3725 1.91 1.28048 1.27428 1.28048 12247.87 3961412.79

7452 2010.09.01 19:26 t/p 3726 1.91 1.28058 1.27438 1.28058 12247.87 3973660.66

7453 2010.09.01 19:36 buy 3727 1.93 1.27988 1.27428 1.28048

7454 2010.09.01 19:37 buy 3728 1.93 1.27978 1.27418 1.28038

7455 2010.09.01 19:40 buy 3729 1.93 1.27988 1.27428 1.28048

7456 2010.09.01 19:42 buy 3730 1.93 1.27958 1.27398 1.28018

7457 2010.09.01 19:45 buy 3731 1.93 1.27938 1.27378 1.27998

7458 2010.09.01 19:50 t/p 3731 1.93 1.27998 1.27378 1.27998 12376.12 3986036.78

7459 2010.09.01 20:00 buy 3732 1.94 1.27968 1.27408 1.28028

7460 2010.09.01 20:04 t/p 3730 1.93 1.28018 1.27398 1.28018 12376.13 3998412.91

7461 2010.09.01 20:29 t/p 3732 1.94 1.28028 1.27408 1.28028 12440.25 4010853.16

7462 2010.09.01 20:30 t/p 3728 1.93 1.28038 1.27418 1.28038 12376.12 4023229.28

7463 2010.09.01 20:30 t/p 3727 1.93 1.28048 1.27428 1.28048 12376.12 4035605.40

7464 2010.09.01 20:30 t/p 3729 1.93 1.28048 1.27428 1.28048 12376.12 4047981.52

7465 2010.09.01 21:39 buy 3733 1.97 1.27968 1.27408 1.28028

7466 2010.09.01 21:40 buy 3734 1.97 1.27948 1.27388 1.28008

7467 2010.09.01 21:42 buy 3735 1.97 1.27968 1.27408 1.28028

7468 2010.09.01 21:45 buy 3736 1.97 1.27948 1.27388 1.28008

7469 2010.09.01 21:46 buy 3737 1.97 1.27938 1.27378 1.27998

7470 2010.09.01 22:06 t/p 3737 1.97 1.27998 1.27378 1.27998 12632.62 4060614.14

7471 2010.09.01 22:07 t/p 3734 1.97 1.28008 1.27388 1.28008 12632.62 4073246.76

Page 201: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 201/509

7472 2010.09.01 22:07 t/p 3736 1.97 1.28008 1.27388 1.28008 12632.62 4085879.38

7473 2010.09.01 22:43 t/p 3733 1.97 1.28028 1.27408 1.28028 12632.63 4098512.01

7474 2010.09.01 22:43 t/p 3735 1.97 1.28028 1.27408 1.28028 12632.63 4111144.64

7475 2010.09.06 02:26 buy 3738 2.00 1.28878 1.28318 1.28938

7476 2010.09.06 02:27 buy 3739 2.00 1.28868 1.28308 1.28928

7477 2010.09.06 02:28 buy 3740 2.00 1.28858 1.28298 1.28918

7478 2010.09.06 02:29 buy 3741 2.00 1.28858 1.28298 1.28918

7479 2010.09.06 02:31 buy 3742 2.00 1.28858 1.28298 1.28918

7480 2010.09.06 04:53 t/p 3740 2.00 1.28918 1.28298 1.28918 12825.00 4123969.64

7481 2010.09.06 04:53 t/p 3741 2.00 1.28918 1.28298 1.28918 12825.00 4136794.64

7482 2010.09.06 04:53 t/p 3742 2.00 1.28918 1.28298 1.28918 12825.00 4149619.64

7483 2010.09.06 04:53 close 3738 2.00 1.28920 1.28318 1.28938 8977.50 4158597.14

7484 2010.09.06 04:53 close 3739 2.00 1.28914 1.28308 1.28928 9832.50 4168429.64

7485 2010.09.07 15:53 sell 3743 2.02 1.27590 1.28150 1.27530

7486 2010.09.07 15:54 sell 3744 2.02 1.27600 1.28160 1.27540

7487 2010.09.07 16:00 t/p 3744 2.02 1.27540 1.28160 1.27540 12955.91 4181385.55

7488 2010.09.07 16:01 t/p 3743 2.02 1.27530 1.28150 1.27530 12955.91 4194341.46

7489 2010.09.07 16:11 sell 3745 2.04 1.27630 1.28190 1.27570

7490 2010.09.07 16:13 sell 3746 2.04 1.27630 1.28190 1.27570

7491 2010.09.07 16:15 sell 3747 2.04 1.27630 1.28190 1.27570

7492 2010.09.07 16:18 sell 3748 2.04 1.27630 1.28190 1.27570

7493 2010.09.07 16:20 sell 3749 2.04 1.27630 1.28190 1.27570

7494 2010.09.07 16:52 t/p 3745 2.04 1.27570 1.28190 1.27570 13084.19 4207425.65

7495 2010.09.07 16:52 t/p 3746 2.04 1.27570 1.28190 1.27570 13084.19 4220509.84

7496 2010.09.07 16:52 t/p 3747 2.04 1.27570 1.28190 1.27570 13084.19 4233594.03

7497 2010.09.07 16:52 t/p 3748 2.04 1.27570 1.28190 1.27570 13084.19 4246678.22

7498 2010.09.07 16:52 t/p 3749 2.04 1.27570 1.28190 1.27570 13084.19 4259762.41

7499 2010.09.08 02:54 sell 3750 2.07 1.26900 1.27460 1.26840

7500 2010.09.08 02:58 sell 3751 2.07 1.26910 1.27470 1.26850

7501 2010.09.08 03:00 sell 3752 2.07 1.26920 1.27480 1.26860

7502 2010.09.08 03:01 sell 3753 2.07 1.26940 1.27500 1.26880

7503 2010.09.08 03:07 sell 3754 2.07 1.26910 1.27470 1.26850

7504 2010.09.08 03:10 t/p 3753 2.07 1.26880 1.27500 1.26880 13276.60 4273039.01

7505 2010.09.08 03:12 sell 3755 2.08 1.26900 1.27460 1.26840

7506 2010.09.08 04:04 t/p 3752 2.07 1.26860 1.27480 1.26860 13276.61 4286315.62

7507 2010.09.08 04:05 t/p 3751 2.07 1.26850 1.27470 1.26850 13276.61 4299592.23

7508 2010.09.08 04:05 t/p 3754 2.07 1.26850 1.27470 1.26850 13276.61 4312868.84

7509 2010.09.08 04:05 t/p 3750 2.07 1.26840 1.27460 1.26840 13276.61 4326145.45

Page 202: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 202/509

7510 2010.09.08 04:05 t/p 3755 2.08 1.26840 1.27460 1.26840 13340.74 4339486.19

7511 2010.09.13 12:32 buy 3756 2.11 1.28018 1.27458 1.28078

7512 2010.09.13 12:35 buy 3757 2.11 1.28018 1.27458 1.28078

7513 2010.09.13 12:38 buy 3758 2.11 1.28018 1.27458 1.28078

7514 2010.09.13 12:39 buy 3759 2.11 1.27968 1.27408 1.28028

7515 2010.09.13 12:41 buy 3760 2.11 1.27978 1.27418 1.28038

7516 2010.09.13 12:47 t/p 3759 2.11 1.28028 1.27408 1.28028 13530.38 4353016.57

7517 2010.09.13 12:48 t/p 3760 2.11 1.28038 1.27418 1.28038 13530.38 4366546.95

7518 2010.09.13 13:02 buy 3761 2.12 1.27978 1.27418 1.28038

7519 2010.09.13 13:08 t/p 3761 2.12 1.28038 1.27418 1.28038 13594.50 4380141.45

7520 2010.09.13 13:29 buy 3762 2.13 1.27968 1.27408 1.28028

7521 2010.09.13 13:37 t/p 3762 2.13 1.28028 1.27408 1.28028 13658.63 4393800.08

7522 2010.09.13 13:45 t/p 3756 2.11 1.28078 1.27458 1.28078 13530.38 4407330.46

7523 2010.09.13 13:45 t/p 3757 2.11 1.28078 1.27458 1.28078 13530.38 4420860.84

7524 2010.09.13 13:45 t/p 3758 2.11 1.28078 1.27458 1.28078 13530.38 4434391.22

7525 2010.09.14 01:09 buy 3763 2.15 1.28738 1.28178 1.28798

7526 2010.09.14 01:24 buy 3764 2.15 1.28738 1.28178 1.28798

7527 2010.09.14 01:55 buy 3765 2.15 1.28698 1.28138 1.28758

7528 2010.09.14 02:01 buy 3766 2.15 1.28718 1.28158 1.28778

7529 2010.09.14 02:02 buy 3767 2.15 1.28708 1.28148 1.28768

7530 2010.09.14 05:16 t/p 3765 2.15 1.28758 1.28138 1.28758 13786.88 4448178.10

7531 2010.09.14 05:16 close 3766 2.15 1.28758 1.28158 1.28778 9191.25 4457369.35

7532 2010.09.14 05:16 close 3764 2.15 1.28758 1.28178 1.28798 4595.63 4461964.98

7533 2010.09.14 05:16 close 3763 2.15 1.28758 1.28178 1.28798 4595.63 4466560.61

7534 2010.09.14 05:16 close 3767 2.15 1.28757 1.28148 1.28768 11259.28 4477819.89

7535 2010.09.14 22:45 buy 3768 2.17 1.30108 1.29548 1.30168

7536 2010.09.14 22:47 buy 3769 2.17 1.30128 1.29568 1.30188

7537 2010.09.14 22:48 buy 3770 2.17 1.30118 1.29558 1.30178

7538 2010.09.14 22:49 buy 3771 2.17 1.30108 1.29548 1.30168

7539 2010.09.14 22:52 buy 3772 2.17 1.30118 1.29558 1.30178

7540 2010.09.15 03:21 t/p 3768 2.17 1.30168 1.29548 1.30168 11148.70 4488968.59

7541 2010.09.15 03:21 t/p 3771 2.17 1.30168 1.29548 1.30168 11148.70 4500117.29

7542 2010.09.15 03:21 close 3769 2.17 1.30170 1.29568 1.30188 6974.17 4507091.46

7543 2010.09.15 03:22 close 3772 2.17 1.30164 1.29558 1.30178 7901.84 4514993.31

7544 2010.09.15 03:22 close 3770 2.17 1.30164 1.29558 1.30178 7901.84 4522895.15

7545 2010.09.15 04:38 buy 3773 2.20 1.29928 1.29368 1.29988

7546 2010.09.15 04:39 buy 3774 2.20 1.29898 1.29338 1.29958

Page 203: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 203/509

7547 2010.09.15 04:40 buy 3775 2.20 1.29848 1.29288 1.29908

7548 2010.09.15 04:42 buy 3776 2.20 1.29838 1.29278 1.29898

7549 2010.09.15 04:44 buy 3777 2.20 1.29788 1.29228 1.29848

7550 2010.09.15 04:46 t/p 3777 2.20 1.29848 1.29228 1.29848 14107.50 4537002.65

7551 2010.09.15 04:46 t/p 3776 2.20 1.29898 1.29278 1.29898 14107.50 4551110.15

7552 2010.09.15 04:48 buy 3778 2.21 1.29888 1.29328 1.29948

7553 2010.09.15 04:48 t/p 3775 2.20 1.29908 1.29288 1.29908 14107.50 4565217.65

7554 2010.09.15 04:52 buy 3779 2.22 1.29868 1.29308 1.29928

7555 2010.09.15 04:54 buy 3780 2.22 1.29868 1.29308 1.29928

7556 2010.09.15 08:49 t/p 3779 2.22 1.29928 1.29308 1.29928 14235.75 4579453.40

7557 2010.09.15 08:49 t/p 3780 2.22 1.29928 1.29308 1.29928 14235.75 4593689.15

7558 2010.09.15 08:49 close 3778 2.21 1.29928 1.29328 1.29948 9447.75 4603136.90

7559 2010.09.15 08:49 close 3774 2.20 1.29928 1.29338 1.29958 7053.75 4610190.65

7560 2010.09.15 08:49 close 3773 2.20 1.29928 1.29368 1.29988 0.00 4610190.65

7561 2010.09.16 15:34 buy 3781 2.24 1.30658 1.30098 1.30718

7562 2010.09.16 15:38 buy 3782 2.24 1.30668 1.30108 1.30728

7563 2010.09.16 15:40 buy 3783 2.24 1.30658 1.30098 1.30718

7564 2010.09.16 15:41 buy 3784 2.24 1.30638 1.30078 1.30698

7565 2010.09.16 15:43 buy 3785 2.24 1.30618 1.30058 1.30678

7566 2010.09.16 16:02 t/p 3785 2.24 1.30678 1.30058 1.30678 14364.00 4624554.65

7567 2010.09.16 16:03 t/p 3784 2.24 1.30698 1.30078 1.30698 14364.00 4638918.65

7568 2010.09.16 16:03 t/p 3781 2.24 1.30718 1.30098 1.30718 14364.00 4653282.65

7569 2010.09.16 16:03 t/p 3783 2.24 1.30718 1.30098 1.30718 14364.00 4667646.65

7570 2010.09.16 16:03 t/p 3782 2.24 1.30728 1.30108 1.30728 14364.00 4682010.65

7571 2010.09.17 13:01 buy 3786 2.27 1.31308 1.30748 1.31368

7572 2010.09.17 13:03 buy 3787 2.27 1.31298 1.30738 1.31358

7573 2010.09.17 13:04 buy 3788 2.27 1.31288 1.30728 1.31348

7574 2010.09.17 13:35 close 3786 2.27 1.31010 1.30748 1.31368 -72295.31 4609715.34

7575 2010.09.17 13:35 close 3788 2.27 1.31010 1.30728 1.31348 -67443.27 4542272.07

7576 2010.09.17 13:36 close 3787 2.27 1.31050 1.30738 1.31358 -60165.22 4482106.85

7577 2010.09.22 04:38 buy 3789 2.18 1.32868 1.32308 1.32928

7578 2010.09.22 04:47 t/p 3789 2.18 1.32928 1.32308 1.32928 13978.98 4496085.83

7579 2010.09.22 18:23 buy 3790 2.18 1.33938 1.33378 1.33998

7580 2010.09.22 18:24 buy 3791 2.18 1.33918 1.33358 1.33978

7581 2010.09.22 18:25 buy 3792 2.18 1.33908 1.33348 1.33968

7582 2010.09.22 18:26 buy 3793 2.18 1.33878 1.33318 1.33938

7583 2010.09.22 18:27 buy 3794 2.18 1.33828 1.33268 1.33888

7584 2010.09.22 22:00 t/p 3794 2.18 1.33888 1.33268 1.33888 13978.99 4510064.82

Page 204: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 204/509

7585 2010.09.22 22:00 close 3793 2.18 1.33888 1.33318 1.33938 2329.83 4512394.65

7586 2010.09.22 22:40 close 3792 2.18 1.33908 1.33348 1.33968 0.00 4512394.65

7587 2010.09.22 22:41 close 3791 2.18 1.33919 1.33358 1.33978 232.99 4512627.64

7588 2010.09.22 22:41 close 3790 2.18 1.33939 1.33378 1.33998 232.98 4512860.62

7589 2010.09.23 01:42 buy 3795 2.19 1.33938 1.33378 1.33998

7590 2010.09.23 01:44 buy 3796 2.19 1.33928 1.33368 1.33988

7591 2010.09.23 01:46 buy 3797 2.19 1.33898 1.33338 1.33958

7592 2010.09.23 01:48 buy 3798 2.19 1.33908 1.33348 1.33968

7593 2010.09.23 01:49 buy 3799 2.19 1.33878 1.33318 1.33938

7594 2010.09.23 02:14 t/p 3799 2.19 1.33938 1.33318 1.33938 14043.11 4526903.73

7595 2010.09.23 02:31 buy 3800 2.20 1.33888 1.33328 1.33948

7596 2010.09.23 03:46 t/p 3800 2.20 1.33948 1.33328 1.33948 14107.24 4541010.97

7597 2010.09.23 03:46 close 3798 2.19 1.33948 1.33348 1.33968 9362.07 4550373.04

7598 2010.09.23 03:46 close 3797 2.19 1.33948 1.33338 1.33958 11702.59 4562075.63

7599 2010.09.23 03:46 close 3796 2.19 1.33948 1.33368 1.33988 4681.03 4566756.66

7600 2010.09.23 03:46 close 3795 2.19 1.33948 1.33378 1.33998 2340.52 4569097.18

7601 2010.09.27 01:59 buy 3801 2.22 1.34778 1.34218 1.34838

7602 2010.09.27 02:05 t/p 3801 2.22 1.34838 1.34218 1.34838 14236.02 4583333.20

7603 2010.09.27 02:22 buy 3802 2.23 1.34798 1.34238 1.34858

7604 2010.09.27 02:24 buy 3803 2.23 1.34778 1.34218 1.34838

7605 2010.09.27 02:25 buy 3804 2.23 1.34758 1.34198 1.34818

7606 2010.09.27 02:26 buy 3805 2.23 1.34748 1.34188 1.34808

7607 2010.09.27 02:30 buy 3806 2.23 1.34768 1.34208 1.34828

7608 2010.09.27 03:22 t/p 3805 2.23 1.34808 1.34188 1.34808 14300.14 4597633.34

7609 2010.09.27 03:22 t/p 3804 2.23 1.34818 1.34198 1.34818 14300.14 4611933.48

7610 2010.09.27 03:22 t/p 3806 2.23 1.34828 1.34208 1.34828 14300.14 4626233.62

7611 2010.09.27 03:36 buy 3807 2.25 1.34698 1.34138 1.34758

7612 2010.09.27 03:37 buy 3808 2.25 1.34678 1.34118 1.34738

7613 2010.09.27 03:40 buy 3809 2.25 1.34708 1.34148 1.34768

7614 2010.09.27 03:49 t/p 3808 2.25 1.34738 1.34118 1.34738 14428.40 4640662.02

7615 2010.09.27 03:55 t/p 3807 2.25 1.34758 1.34138 1.34758 14428.39 4655090.41

7616 2010.09.27 03:56 t/p 3809 2.25 1.34768 1.34148 1.34768 14428.40 4669518.81

7617 2010.09.27 03:56 close 3803 2.23 1.34779 1.34218 1.34838 238.34 4669757.15

7618 2010.09.27 04:06 buy 3810 2.27 1.34698 1.34138 1.34758

7619 2010.09.27 04:07 buy 3811 2.27 1.34658 1.34098 1.34718

7620 2010.09.27 04:12 buy 3812 2.27 1.34688 1.34128 1.34748

7621 2010.09.27 04:13 buy 3813 2.27 1.34678 1.34118 1.34738

Page 205: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 205/509

7622 2010.09.27 07:20 t/p 3811 2.27 1.34718 1.34098 1.34718 14556.51 4684313.66

7623 2010.09.27 07:20 close 3813 2.27 1.34718 1.34118 1.34738 9704.34 4694018.00

7624 2010.09.27 07:20 close 3812 2.27 1.34718 1.34128 1.34748 7278.26 4701296.26

7625 2010.09.27 07:20 close 3810 2.27 1.34718 1.34138 1.34758 4852.17 4706148.43

7626 2010.09.27 09:30 close 3802 2.23 1.34530 1.34238 1.34858 -63873.38 4642275.05

7627 2010.09.28 21:08 buy 3814 2.25 1.35688 1.35128 1.35748

7628 2010.09.28 21:10 buy 3815 2.25 1.35658 1.35098 1.35718

7629 2010.09.28 21:13 t/p 3815 2.25 1.35718 1.35098 1.35718 14428.39 4656703.44

7630 2010.09.28 21:18 buy 3816 2.26 1.35668 1.35108 1.35728

7631 2010.09.28 21:41 buy 3817 2.26 1.35648 1.35088 1.35708

7632 2010.09.28 21:42 buy 3818 2.26 1.35628 1.35068 1.35688

7633 2010.09.28 21:43 buy 3819 2.26 1.35598 1.35038 1.35658

7634 2010.09.28 21:58 t/p 3819 2.26 1.35658 1.35038 1.35658 14492.52 4671195.96

7635 2010.09.28 22:08 t/p 3818 2.26 1.35688 1.35068 1.35688 14492.52 4685688.48

7636 2010.09.28 22:09 t/p 3817 2.26 1.35708 1.35088 1.35708 14492.52 4700181.00

7637 2010.09.28 22:14 t/p 3816 2.26 1.35728 1.35108 1.35728 14492.52 4714673.52

7638 2010.09.28 22:18 t/p 3814 2.25 1.35748 1.35128 1.35748 14428.39 4729101.91

7639 2010.09.29 01:21 buy 3820 2.30 1.35778 1.35218 1.35838

7640 2010.09.29 01:23 buy 3821 2.30 1.35768 1.35208 1.35828

7641 2010.09.29 01:25 buy 3822 2.30 1.35768 1.35208 1.35828

7642 2010.09.29 01:28 buy 3823 2.30 1.35758 1.35198 1.35818

7643 2010.09.29 01:32 t/p 3823 2.30 1.35818 1.35198 1.35818 14749.03 4743850.94

7644 2010.09.29 01:49 buy 3824 2.30 1.35758 1.35198 1.35818

7645 2010.09.29 01:50 buy 3825 2.30 1.35748 1.35188 1.35808

7646 2010.09.29 03:30 t/p 3825 2.30 1.35808 1.35188 1.35808 14749.03 4758599.97

7647 2010.09.29 03:30 close 3822 2.30 1.35810 1.35208 1.35828 10324.32 4768924.29

7648 2010.09.29 03:30 close 3821 2.30 1.35810 1.35208 1.35828 10324.32 4779248.61

7649 2010.09.29 03:30 close 3820 2.30 1.35810 1.35218 1.35838 7866.15 4787114.76

7650 2010.09.29 03:31 t/p 3824 2.30 1.35818 1.35198 1.35818 14749.03 4801863.79

7651 2010.09.29 04:11 buy 3826 2.33 1.35708 1.35148 1.35768

7652 2010.09.29 04:13 buy 3827 2.33 1.35698 1.35138 1.35758

7653 2010.09.29 04:16 buy 3828 2.33 1.35688 1.35128 1.35748

7654 2010.09.29 04:21 buy 3829 2.33 1.35698 1.35138 1.35758

7655 2010.09.29 04:48 t/p 3828 2.33 1.35748 1.35128 1.35748 14941.40 4816805.19

7656 2010.09.29 04:49 t/p 3827 2.33 1.35758 1.35138 1.35758 14941.40 4831746.59

7657 2010.09.29 04:49 t/p 3829 2.33 1.35758 1.35138 1.35758 14941.40 4846687.99

7658 2010.09.29 04:52 t/p 3826 2.33 1.35768 1.35148 1.35768 14941.41 4861629.40

7659 2010.10.04 01:16 buy 3830 2.36 1.37828 1.37268 1.37888

Page 206: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 206/509

7660 2010.10.04 01:18 buy 3831 2.36 1.37828 1.37268 1.37888

7661 2010.10.04 01:20 buy 3832 2.36 1.37828 1.37268 1.37888

7662 2010.10.04 01:21 buy 3833 2.36 1.37818 1.37258 1.37878

7663 2010.10.04 01:22 buy 3834 2.36 1.37818 1.37258 1.37878

7664 2010.10.04 01:28 t/p 3833 2.36 1.37878 1.37258 1.37878 15133.78 4876763.18

7665 2010.10.04 01:28 t/p 3834 2.36 1.37878 1.37258 1.37878 15133.78 4891896.96

7666 2010.10.04 01:43 buy 3835 2.38 1.37808 1.37248 1.37868

7667 2010.10.04 01:44 buy 3836 2.38 1.37798 1.37238 1.37858

7668 2010.10.04 10:30 s/l 3830 2.36 1.37268 1.37268 1.37888 -141248.65 4750648.31

7669 2010.10.04 10:30 s/l 3831 2.36 1.37268 1.37268 1.37888 -141248.65 4609399.66

7670 2010.10.04 10:30 s/l 3832 2.36 1.37268 1.37268 1.37888 -141248.65 4468151.01

7671 2010.10.04 10:30 close 3835 2.38 1.37268 1.37248 1.37868 -137358.32 4330792.69

7672 2010.10.04 10:30 s/l 3836 2.38 1.37238 1.37238 1.37858 -142445.66 4188347.03

7673 2010.10.05 22:35 buy 3837 2.03 1.38388 1.37828 1.38448

7674 2010.10.05 22:36 buy 3838 2.03 1.38368 1.37808 1.38428

7675 2010.10.05 22:37 buy 3839 2.03 1.38358 1.37798 1.38418

7676 2010.10.05 22:38 buy 3840 2.03 1.38318 1.37758 1.38378

7677 2010.10.05 22:39 buy 3841 2.03 1.38298 1.37738 1.38358

7678 2010.10.05 22:48 t/p 3841 2.03 1.38358 1.37738 1.38358 13017.62 4201364.65

7679 2010.10.05 22:50 buy 3842 2.04 1.38358 1.37798 1.38418

7680 2010.10.05 23:03 t/p 3840 2.03 1.38378 1.37758 1.38378 13017.62 4214382.27

7681 2010.10.05 23:06 t/p 3839 2.03 1.38418 1.37798 1.38418 13017.62 4227399.89

7682 2010.10.05 23:06 t/p 3842 2.04 1.38418 1.37798 1.38418 13081.75 4240481.64

7683 2010.10.05 23:06 t/p 3838 2.03 1.38428 1.37808 1.38428 13017.62 4253499.26

7684 2010.10.05 23:17 buy 3843 2.07 1.38278 1.37718 1.38338

7685 2010.10.05 23:20 buy 3844 2.07 1.38338 1.37778 1.38398

7686 2010.10.05 23:21 buy 3845 2.07 1.38318 1.37758 1.38378

7687 2010.10.05 23:22 buy 3846 2.07 1.38288 1.37728 1.38348

7688 2010.10.05 23:35 t/p 3843 2.07 1.38338 1.37718 1.38338 13274.12 4266773.38

7689 2010.10.05 23:35 t/p 3846 2.07 1.38348 1.37728 1.38348 13274.13 4280047.51

7690 2010.10.05 23:59 t/p 3845 2.07 1.38378 1.37758 1.38378 13274.13 4293321.64

7691 2010.10.06 00:50 close 3844 2.07 1.38350 1.37778 1.38398 15.90 4293337.54

7692 2010.10.06 01:01 buy 3847 2.08 1.38328 1.37768 1.38388

7693 2010.10.06 01:02 buy 3848 2.08 1.38318 1.37758 1.38378

7694 2010.10.06 01:03 buy 3849 2.08 1.38318 1.37758 1.38378

7695 2010.10.06 01:06 buy 3850 2.08 1.38308 1.37748 1.38368

7696 2010.10.06 01:26 t/p 3850 2.08 1.38368 1.37748 1.38368 13338.25 4306675.79

Page 207: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 207/509

7697 2010.10.06 01:26 t/p 3848 2.08 1.38378 1.37758 1.38378 13338.25 4320014.04

7698 2010.10.06 01:26 t/p 3849 2.08 1.38378 1.37758 1.38378 13338.25 4333352.29

7699 2010.10.06 02:09 t/p 3847 2.08 1.38388 1.37768 1.38388 13338.25 4346690.54

7700 2010.10.06 02:09 close 3837 2.03 1.38390 1.37828 1.38448 -2154.02 4344536.52

7701 2010.10.06 02:25 buy 3851 2.11 1.38308 1.37748 1.38368

7702 2010.10.06 02:41 t/p 3851 2.11 1.38368 1.37748 1.38368 13530.63 4358067.15

7703 2010.10.06 03:36 buy 3852 2.12 1.38358 1.37798 1.38418

7704 2010.10.06 03:41 buy 3853 2.12 1.38348 1.37788 1.38408

7705 2010.10.06 03:42 buy 3854 2.12 1.38328 1.37768 1.38388

7706 2010.10.06 03:44 buy 3855 2.12 1.38318 1.37758 1.38378

7707 2010.10.06 03:49 buy 3856 2.12 1.38328 1.37768 1.38388

7708 2010.10.06 04:00 t/p 3855 2.12 1.38378 1.37758 1.38378 13594.75 4371661.90

7709 2010.10.06 04:00 t/p 3854 2.12 1.38388 1.37768 1.38388 13594.76 4385256.66

7710 2010.10.06 04:00 t/p 3856 2.12 1.38388 1.37768 1.38388 13594.76 4398851.42

7711 2010.10.06 04:03 t/p 3853 2.12 1.38408 1.37788 1.38408 13594.75 4412446.17

7712 2010.10.06 04:03 t/p 3852 2.12 1.38418 1.37798 1.38418 13594.75 4426040.92

7713 2010.10.06 04:44 buy 3857 2.15 1.38308 1.37748 1.38368

7714 2010.10.06 06:18 close 3857 2.15 1.38310 1.37748 1.38368 459.57 4426500.49

7715 2010.10.07 00:51 buy 3858 2.15 1.39288 1.38728 1.39348

7716 2010.10.07 00:52 buy 3859 2.15 1.39278 1.38718 1.39338

7717 2010.10.07 00:57 buy 3860 2.15 1.39268 1.38708 1.39328

7718 2010.10.07 00:59 buy 3861 2.15 1.39268 1.38708 1.39328

7719 2010.10.07 01:10 buy 3862 2.15 1.39268 1.38708 1.39328

7720 2010.10.07 08:24 t/p 3860 2.15 1.39328 1.38708 1.39328 13787.13 4440287.62

7721 2010.10.07 08:24 t/p 3861 2.15 1.39328 1.38708 1.39328 13787.13 4454074.75

7722 2010.10.07 08:24 t/p 3862 2.15 1.39328 1.38708 1.39328 13787.13 4467861.88

7723 2010.10.07 08:24 close 3858 2.15 1.39330 1.38728 1.39348 9650.99 4477512.87

7724 2010.10.07 08:24 close 3859 2.15 1.39328 1.38718 1.39338 11489.28 4489002.15

7725 2010.10.11 03:36 buy 3863 2.18 1.39788 1.39228 1.39848

7726 2010.10.11 03:43 buy 3864 2.18 1.39788 1.39228 1.39848

7727 2010.10.11 04:54 t/p 3863 2.18 1.39848 1.39228 1.39848 13979.51 4502981.66

7728 2010.10.11 04:54 t/p 3864 2.18 1.39848 1.39228 1.39848 13979.51 4516961.17

7729 2010.10.12 00:58 sell 3865 2.19 1.38810 1.39370 1.38750

7730 2010.10.12 00:59 sell 3866 2.19 1.38810 1.39370 1.38750

7731 2010.10.12 01:08 sell 3867 2.19 1.38810 1.39370 1.38750

7732 2010.10.12 01:10 sell 3868 2.19 1.38830 1.39390 1.38770

7733 2010.10.12 01:13 sell 3869 2.19 1.38830 1.39390 1.38770

7734 2010.10.12 02:01 t/p 3868 2.19 1.38770 1.39390 1.38770 14046.66 4531007.83

Page 208: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 208/509

7735 2010.10.12 02:01 t/p 3869 2.19 1.38770 1.39390 1.38770 14046.66 4545054.49

7736 2010.10.12 02:01 t/p 3865 2.19 1.38750 1.39370 1.38750 14046.66 4559101.15

7737 2010.10.12 02:01 t/p 3866 2.19 1.38750 1.39370 1.38750 14046.66 4573147.81

7738 2010.10.12 02:01 t/p 3867 2.19 1.38750 1.39370 1.38750 14046.66 4587194.47

7739 2010.10.13 02:12 buy 3870 2.23 1.39148 1.38588 1.39208

7740 2010.10.13 02:24 buy 3871 2.23 1.39148 1.38588 1.39208

7741 2010.10.13 02:25 buy 3872 2.23 1.39138 1.38578 1.39198

7742 2010.10.13 02:29 buy 3873 2.23 1.39138 1.38578 1.39198

7743 2010.10.13 02:31 buy 3874 2.23 1.39138 1.38578 1.39198

7744 2010.10.13 02:43 t/p 3872 2.23 1.39198 1.38578 1.39198 14300.41 4601494.88

7745 2010.10.13 02:43 t/p 3873 2.23 1.39198 1.38578 1.39198 14300.41 4615795.29

7746 2010.10.13 02:43 t/p 3874 2.23 1.39198 1.38578 1.39198 14300.41 4630095.70

7747 2010.10.13 02:45 t/p 3870 2.23 1.39208 1.38588 1.39208 14300.41 4644396.11

7748 2010.10.13 02:45 t/p 3871 2.23 1.39208 1.38588 1.39208 14300.41 4658696.52

7749 2010.10.14 12:00 buy 3875 2.26 1.40758 1.40198 1.40818

7750 2010.10.14 12:02 buy 3876 2.26 1.40748 1.40188 1.40808

7751 2010.10.14 12:05 t/p 3876 2.26 1.40808 1.40188 1.40808 14492.79 4673189.31

7752 2010.10.14 12:06 t/p 3875 2.26 1.40818 1.40198 1.40818 14492.79 4687682.10

7753 2010.10.14 13:04 buy 3877 2.28 1.40708 1.40148 1.40768

7754 2010.10.14 13:05 buy 3878 2.28 1.40688 1.40128 1.40748

7755 2010.10.14 13:07 t/p 3878 2.28 1.40748 1.40128 1.40748 14621.05 4702303.15

7756 2010.10.14 13:08 t/p 3877 2.28 1.40768 1.40148 1.40768 14621.04 4716924.19

7757 2010.10.14 13:20 buy 3879 2.29 1.40688 1.40128 1.40748

7758 2010.10.14 13:22 buy 3880 2.29 1.40688 1.40128 1.40748

7759 2010.10.14 13:24 buy 3881 2.29 1.40698 1.40138 1.40758

7760 2010.10.14 13:25 buy 3882 2.29 1.40658 1.40098 1.40718

7761 2010.10.14 13:26 buy 3883 2.29 1.40608 1.40048 1.40668

7762 2010.10.14 13:27 t/p 3883 2.29 1.40668 1.40048 1.40668 14685.17 4731609.36

7763 2010.10.14 13:28 buy 3884 2.30 1.40648 1.40088 1.40708

7764 2010.10.14 13:36 t/p 3884 2.30 1.40708 1.40088 1.40708 14749.30 4746358.66

7765 2010.10.14 13:36 t/p 3882 2.29 1.40718 1.40098 1.40718 14685.18 4761043.84

7766 2010.10.14 14:30 t/p 3879 2.29 1.40748 1.40128 1.40748 14685.18 4775729.02

7767 2010.10.14 14:30 t/p 3880 2.29 1.40748 1.40128 1.40748 14685.18 4790414.20

7768 2010.10.14 14:30 t/p 3881 2.29 1.40758 1.40138 1.40758 14685.18 4805099.38

7769 2010.10.18 00:01 sell 3885 2.33 1.39900 1.40460 1.39840

7770 2010.10.18 00:05 sell 3886 2.33 1.39890 1.40450 1.39830

7771 2010.10.18 00:12 t/p 3885 2.33 1.39840 1.40460 1.39840 14944.76 4820044.14

Page 209: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 209/509

7772 2010.10.18 00:12 t/p 3886 2.33 1.39830 1.40450 1.39830 14944.76 4834988.90

7773 2010.10.18 00:13 sell 3887 2.35 1.39880 1.40440 1.39820

7774 2010.10.18 00:16 sell 3888 2.35 1.39890 1.40450 1.39830

7775 2010.10.18 00:22 sell 3889 2.35 1.39860 1.40420 1.39800

7776 2010.10.18 00:25 t/p 3888 2.35 1.39830 1.40450 1.39830 15073.04 4850061.94

7777 2010.10.18 00:26 t/p 3887 2.35 1.39820 1.40440 1.39820 15073.04 4865134.98

7778 2010.10.18 00:39 t/p 3889 2.35 1.39800 1.40420 1.39800 15073.04 4880208.02

7779 2010.10.18 12:16 sell 3890 2.37 1.38810 1.39370 1.38750

7780 2010.10.18 12:17 sell 3891 2.37 1.38830 1.39390 1.38770

7781 2010.10.18 12:21 sell 3892 2.37 1.38860 1.39420 1.38800

7782 2010.10.18 12:24 sell 3893 2.37 1.38860 1.39420 1.38800

7783 2010.10.18 12:27 sell 3894 2.37 1.38860 1.39420 1.38800

7784 2010.10.18 16:26 s/l 3890 2.37 1.39370 1.39370 1.38750 -141879.01 4738329.01

7785 2010.10.18 16:26 close 3891 2.37 1.39372 1.39390 1.38770 -137318.61 4601010.40

7786 2010.10.18 16:26 close 3893 2.37 1.39372 1.39420 1.38800 -129717.95 4471292.45

7787 2010.10.18 16:27 close 3892 2.37 1.39368 1.39420 1.38800 -128704.53 4342587.92

7788 2010.10.18 16:28 close 3894 2.37 1.39348 1.39420 1.38800 -123637.42 4218950.50

7789 2010.10.18 22:22 buy 3895 2.05 1.39828 1.39268 1.39888

7790 2010.10.18 22:23 buy 3896 2.05 1.39818 1.39258 1.39878

7791 2010.10.18 22:25 buy 3897 2.05 1.39818 1.39258 1.39878

7792 2010.10.18 22:27 buy 3898 2.05 1.39808 1.39248 1.39868

7793 2010.10.18 22:31 t/p 3898 2.05 1.39868 1.39248 1.39868 13146.11 4232096.61

7794 2010.10.18 22:31 t/p 3896 2.05 1.39878 1.39258 1.39878 13146.11 4245242.72

7795 2010.10.18 22:31 t/p 3897 2.05 1.39878 1.39258 1.39878 13146.11 4258388.83

7796 2010.10.18 22:34 t/p 3895 2.05 1.39888 1.39268 1.39888 13146.12 4271534.95

7797 2010.10.18 23:12 buy 3899 2.07 1.39808 1.39248 1.39868

7798 2010.10.18 23:14 buy 3900 2.07 1.39778 1.39218 1.39838

7799 2010.10.18 23:18 buy 3901 2.07 1.39798 1.39238 1.39858

7800 2010.10.18 23:23 buy 3902 2.07 1.39808 1.39248 1.39868

7801 2010.10.18 23:24 buy 3903 2.07 1.39808 1.39248 1.39868

7802 2010.10.19 03:30 t/p 3900 2.07 1.39838 1.39218 1.39838 10635.45 4282170.39

7803 2010.10.19 03:30 close 3903 2.07 1.39843 1.39248 1.39868 5104.45 4287274.84

7804 2010.10.19 03:30 close 3902 2.07 1.39843 1.39248 1.39868 5104.45 4292379.29

7805 2010.10.19 03:30 close 3901 2.07 1.39843 1.39238 1.39858 7316.85 4299696.14

7806 2010.10.19 03:30 close 3899 2.07 1.39843 1.39248 1.39868 5104.45 4304800.58

7807 2010.10.20 00:55 sell 3904 2.09 1.37390 1.37950 1.37330

7808 2010.10.20 00:57 sell 3905 2.09 1.37410 1.37970 1.37350

7809 2010.10.20 00:59 sell 3906 2.09 1.37410 1.37970 1.37350

Page 210: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 210/509

7810 2010.10.20 01:02 t/p 3905 2.09 1.37350 1.37970 1.37350 13405.39 4318205.97

7811 2010.10.20 01:02 t/p 3906 2.09 1.37350 1.37970 1.37350 13405.39 4331611.36

7812 2010.10.20 01:12 sell 3907 2.10 1.37400 1.37960 1.37340

7813 2010.10.20 01:13 sell 3908 2.10 1.37410 1.37970 1.37350

7814 2010.10.20 01:15 sell 3909 2.10 1.37420 1.37980 1.37360

7815 2010.10.20 01:26 t/p 3909 2.10 1.37360 1.37980 1.37360 13469.52 4345080.88

7816 2010.10.20 01:26 t/p 3908 2.10 1.37350 1.37970 1.37350 13469.52 4358550.40

7817 2010.10.20 01:26 t/p 3907 2.10 1.37340 1.37960 1.37340 13469.53 4372019.93

7818 2010.10.20 01:27 t/p 3904 2.09 1.37330 1.37950 1.37330 13405.39 4385425.32

7819 2010.10.20 01:41 sell 3910 2.13 1.37420 1.37980 1.37360

7820 2010.10.20 01:44 sell 3911 2.13 1.37440 1.38000 1.37380

7821 2010.10.20 01:45 sell 3912 2.13 1.37450 1.38010 1.37390

7822 2010.10.20 01:52 sell 3913 2.13 1.37460 1.38020 1.37400

7823 2010.10.20 01:54 t/p 3913 2.13 1.37400 1.38020 1.37400 13661.95 4399087.27

7824 2010.10.20 01:55 t/p 3912 2.13 1.37390 1.38010 1.37390 13661.95 4412749.22

7825 2010.10.20 01:55 t/p 3911 2.13 1.37380 1.38000 1.37380 13661.95 4426411.17

7826 2010.10.20 01:56 t/p 3910 2.13 1.37360 1.37980 1.37360 13661.94 4440073.11

7827 2010.10.20 03:35 sell 3914 2.16 1.37410 1.37970 1.37350

7828 2010.10.20 03:36 sell 3915 2.16 1.37460 1.38020 1.37400

7829 2010.10.20 03:38 sell 3916 2.16 1.37420 1.37980 1.37360

7830 2010.10.20 03:39 t/p 3915 2.16 1.37400 1.38020 1.37400 13854.37 4453927.48

7831 2010.10.20 03:39 t/p 3916 2.16 1.37360 1.37980 1.37360 13854.37 4467781.85

7832 2010.10.20 03:40 t/p 3914 2.16 1.37350 1.37970 1.37350 13854.37 4481636.22

7833 2010.10.20 04:02 sell 3917 2.18 1.37450 1.38010 1.37390

7834 2010.10.20 04:03 sell 3918 2.18 1.37500 1.38060 1.37440

7835 2010.10.20 04:05 sell 3919 2.18 1.37520 1.38080 1.37460

7836 2010.10.20 04:06 sell 3920 2.18 1.37530 1.38090 1.37470

7837 2010.10.20 04:07 sell 3921 2.18 1.37540 1.38100 1.37480

7838 2010.10.20 04:11 t/p 3921 2.18 1.37480 1.38100 1.37480 13982.65 4495618.87

7839 2010.10.20 04:13 sell 3922 2.18 1.37480 1.38040 1.37420

7840 2010.10.20 04:14 t/p 3920 2.18 1.37470 1.38090 1.37470 13982.66 4509601.53

7841 2010.10.20 04:15 t/p 3919 2.18 1.37460 1.38080 1.37460 13982.65 4523584.18

7842 2010.10.20 04:15 t/p 3918 2.18 1.37440 1.38060 1.37440 13982.65 4537566.83

7843 2010.10.20 04:16 t/p 3922 2.18 1.37420 1.38040 1.37420 13982.65 4551549.48

7844 2010.10.20 04:16 t/p 3917 2.18 1.37390 1.38010 1.37390 13982.65 4565532.13

7845 2010.10.20 04:33 sell 3923 2.22 1.37550 1.38110 1.37490

7846 2010.10.20 04:34 sell 3924 2.22 1.37620 1.38180 1.37560

Page 211: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 211/509

7847 2010.10.20 04:35 sell 3925 2.22 1.37640 1.38200 1.37580

7848 2010.10.20 04:36 sell 3926 2.22 1.37650 1.38210 1.37590

7849 2010.10.20 04:37 sell 3927 2.22 1.37650 1.38210 1.37590

7850 2010.10.20 04:52 t/p 3926 2.22 1.37590 1.38210 1.37590 14239.21 4579771.34

7851 2010.10.20 04:52 t/p 3927 2.22 1.37590 1.38210 1.37590 14239.21 4594010.55

7852 2010.10.20 04:53 t/p 3925 2.22 1.37580 1.38200 1.37580 14239.21 4608249.76

7853 2010.10.20 04:57 t/p 3924 2.22 1.37560 1.38180 1.37560 14239.22 4622488.98

7854 2010.10.20 05:20 t/p 3923 2.22 1.37490 1.38110 1.37490 14239.21 4636728.19

7855 2010.10.20 22:41 buy 3928 2.25 1.39498 1.38938 1.39558

7856 2010.10.20 22:45 t/p 3928 2.25 1.39558 1.38938 1.39558 14428.66 4651156.85

7857 2010.10.20 22:56 buy 3929 2.26 1.39468 1.38908 1.39528

7858 2010.10.20 22:58 buy 3930 2.26 1.39478 1.38918 1.39538

7859 2010.10.20 23:32 t/p 3929 2.26 1.39528 1.38908 1.39528 14492.79 4665649.64

7860 2010.10.20 23:35 t/p 3930 2.26 1.39538 1.38918 1.39538 14492.79 4680142.43

7861 2010.10.21 02:26 buy 3931 2.27 1.39558 1.38998 1.39618

7862 2010.10.21 02:27 buy 3932 2.27 1.39558 1.38998 1.39618

7863 2010.10.21 02:28 buy 3933 2.27 1.39548 1.38988 1.39608

7864 2010.10.21 02:30 buy 3934 2.27 1.39548 1.38988 1.39608

7865 2010.10.21 02:31 buy 3935 2.27 1.39538 1.38978 1.39598

7866 2010.10.21 02:41 t/p 3935 2.27 1.39598 1.38978 1.39598 14556.92 4694699.35

7867 2010.10.21 02:41 t/p 3933 2.27 1.39608 1.38988 1.39608 14556.92 4709256.27

7868 2010.10.21 02:41 t/p 3934 2.27 1.39608 1.38988 1.39608 14556.92 4723813.19

7869 2010.10.21 02:42 t/p 3931 2.27 1.39618 1.38998 1.39618 14556.92 4738370.11

7870 2010.10.21 02:42 t/p 3932 2.27 1.39618 1.38998 1.39618 14556.92 4752927.03

7871 2010.10.21 03:15 buy 3936 2.31 1.39538 1.38978 1.39598

7872 2010.10.21 03:18 buy 3937 2.31 1.39508 1.38948 1.39568

7873 2010.10.21 03:21 buy 3938 2.31 1.39528 1.38968 1.39588

7874 2010.10.21 03:24 buy 3939 2.31 1.39518 1.38958 1.39578

7875 2010.10.21 03:25 buy 3940 2.31 1.39508 1.38948 1.39568

7876 2010.10.21 04:17 t/p 3937 2.31 1.39568 1.38948 1.39568 14813.43 4767740.46

7877 2010.10.21 04:17 t/p 3940 2.31 1.39568 1.38948 1.39568 14813.43 4782553.89

7878 2010.10.21 04:17 t/p 3939 2.31 1.39578 1.38958 1.39578 14813.43 4797367.32

7879 2010.10.21 04:17 t/p 3938 2.31 1.39588 1.38968 1.39588 14813.43 4812180.75

7880 2010.10.21 04:25 close 3936 2.31 1.39190 1.38978 1.39598 -85917.89 4726262.86

7881 2010.10.21 15:19 buy 3941 2.30 1.40118 1.39558 1.40178

7882 2010.10.21 15:20 buy 3942 2.30 1.40098 1.39538 1.40158

7883 2010.10.21 15:24 buy 3943 2.30 1.40098 1.39538 1.40158

7884 2010.10.21 15:25 t/p 3942 2.30 1.40158 1.39538 1.40158 14749.30 4741012.16

Page 212: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 212/509

7885 2010.10.21 15:25 t/p 3943 2.30 1.40158 1.39538 1.40158 14749.30 4755761.46

7886 2010.10.21 15:25 t/p 3941 2.30 1.40178 1.39558 1.40178 14749.30 4770510.76

7887 2010.10.25 12:06 buy 3944 2.32 1.40238 1.39678 1.40298

7888 2010.10.25 12:08 t/p 3944 2.32 1.40298 1.39678 1.40298 14877.28 4785388.04

7889 2010.10.25 12:10 buy 3945 2.32 1.40268 1.39708 1.40328

7890 2010.10.25 12:14 buy 3946 2.32 1.40248 1.39688 1.40308

7891 2010.10.25 12:20 buy 3947 2.32 1.40208 1.39648 1.40268

7892 2010.10.25 12:23 buy 3948 2.32 1.40238 1.39678 1.40298

7893 2010.10.25 12:24 t/p 3947 2.32 1.40268 1.39648 1.40268 14877.27 4800265.31

7894 2010.10.25 12:24 t/p 3948 2.32 1.40298 1.39678 1.40298 14877.28 4815142.59

7895 2010.10.25 12:24 t/p 3946 2.32 1.40308 1.39688 1.40308 14877.28 4830019.87

7896 2010.10.25 12:26 t/p 3945 2.32 1.40328 1.39708 1.40328 14877.28 4844897.15

7897 2010.10.26 22:22 sell 3949 2.35 1.38580 1.39140 1.38520

7898 2010.10.26 22:30 t/p 3949 2.35 1.38520 1.39140 1.38520 15072.61 4859969.76

7899 2010.10.26 23:17 sell 3950 2.36 1.38580 1.39140 1.38520

7900 2010.10.26 23:46 t/p 3950 2.36 1.38520 1.39140 1.38520 15136.75 4875106.51

7901 2010.10.27 00:07 sell 3951 2.37 1.38610 1.39170 1.38550

7902 2010.10.27 00:08 sell 3952 2.37 1.38610 1.39170 1.38550

7903 2010.10.27 00:39 sell 3953 2.37 1.38600 1.39160 1.38540

7904 2010.10.27 01:17 t/p 3951 2.37 1.38550 1.39170 1.38550 15200.90 4890307.41

7905 2010.10.27 01:17 t/p 3952 2.37 1.38550 1.39170 1.38550 15200.90 4905508.31

7906 2010.10.27 01:50 t/p 3953 2.37 1.38540 1.39160 1.38540 15200.90 4920709.21

7907 2010.10.29 00:48 buy 3954 2.39 1.39248 1.38688 1.39308

7908 2010.10.29 00:50 buy 3955 2.39 1.39258 1.38698 1.39318

7909 2010.10.29 01:03 buy 3956 2.39 1.39228 1.38668 1.39288

7910 2010.10.29 01:04 buy 3957 2.39 1.39218 1.38658 1.39278

7911 2010.10.29 01:08 buy 3958 2.39 1.39238 1.38678 1.39298

7912 2010.10.29 01:44 t/p 3957 2.39 1.39278 1.38658 1.39278 15326.02 4936035.23

7913 2010.10.29 01:45 t/p 3956 2.39 1.39288 1.38668 1.39288 15326.02 4951361.25

7914 2010.10.29 01:45 t/p 3958 2.39 1.39298 1.38678 1.39298 15326.01 4966687.26

7915 2010.10.29 01:45 t/p 3954 2.39 1.39308 1.38688 1.39308 15326.02 4982013.28

7916 2010.10.29 01:49 t/p 3955 2.39 1.39318 1.38698 1.39318 15326.02 4997339.30

7917 2010.10.29 03:28 buy 3959 2.43 1.39208 1.38648 1.39268

7918 2010.10.29 03:29 buy 3960 2.43 1.39168 1.38608 1.39228

7919 2010.10.29 03:31 buy 3961 2.43 1.39158 1.38598 1.39218

7920 2010.10.29 03:34 buy 3962 2.43 1.39168 1.38608 1.39228

7921 2010.10.29 03:35 buy 3963 2.43 1.39138 1.38578 1.39198

Page 213: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 213/509

7922 2010.10.29 10:05 s/l 3959 2.43 1.38648 1.38648 1.39268 -145436.87 4851902.43

7923 2010.10.29 10:05 close 3960 2.43 1.38643 1.38608 1.39228 -136347.06 4715555.37

7924 2010.10.29 10:05 close 3962 2.43 1.38643 1.38608 1.39228 -136347.06 4579208.31

7925 2010.10.29 10:06 close 3961 2.43 1.38670 1.38598 1.39218 -126737.83 4452470.48

7926 2010.10.29 10:07 close 3963 2.43 1.38670 1.38578 1.39198 -121543.66 4330926.82

7927 2010.11.01 23:50 sell 3964 2.10 1.38920 1.39480 1.38860

7928 2010.11.01 23:55 sell 3965 2.10 1.38930 1.39490 1.38870

7929 2010.11.01 23:58 sell 3966 2.10 1.38940 1.39500 1.38880

7930 2010.11.02 00:14 sell 3967 2.10 1.38960 1.39520 1.38900

7931 2010.11.02 00:15 sell 3968 2.10 1.38960 1.39520 1.38900

7932 2010.11.02 00:18 t/p 3967 2.10 1.38900 1.39520 1.38900 13469.27 4344396.09

7933 2010.11.02 00:18 t/p 3968 2.10 1.38900 1.39520 1.38900 13469.27 4357865.36

7934 2010.11.02 00:18 t/p 3966 2.10 1.38880 1.39500 1.38880 14931.60 4372796.97

7935 2010.11.02 00:30 sell 3969 2.12 1.38970 1.39530 1.38910

7936 2010.11.02 00:31 sell 3970 2.12 1.38980 1.39540 1.38920

7937 2010.11.02 00:34 sell 3971 2.12 1.38970 1.39530 1.38910

7938 2010.11.02 00:54 t/p 3970 2.12 1.38920 1.39540 1.38920 13597.55 4386394.52

7939 2010.11.02 01:09 t/p 3969 2.12 1.38910 1.39530 1.38910 13597.55 4399992.07

7940 2010.11.02 01:09 t/p 3971 2.12 1.38910 1.39530 1.38910 13597.55 4413589.62

7941 2010.11.02 01:25 close 3965 2.10 1.38928 1.39490 1.38870 1911.30 4415500.92

7942 2010.11.02 01:26 close 3964 2.10 1.38920 1.39480 1.38860 1462.32 4416963.24

7943 2010.11.02 17:58 buy 3972 2.15 1.40088 1.39528 1.40148

7944 2010.11.02 17:59 buy 3973 2.15 1.40078 1.39518 1.40138

7945 2010.11.02 18:01 buy 3974 2.15 1.40078 1.39518 1.40138

7946 2010.11.02 18:02 t/p 3973 2.15 1.40138 1.39518 1.40138 13787.14 4430750.38

7947 2010.11.02 18:02 t/p 3974 2.15 1.40138 1.39518 1.40138 13787.14 4444537.52

7948 2010.11.02 18:02 t/p 3972 2.15 1.40148 1.39528 1.40148 13787.13 4458324.65

7949 2010.11.02 22:39 buy 3975 2.17 1.40288 1.39728 1.40348

7950 2010.11.02 22:40 buy 3976 2.17 1.40278 1.39718 1.40338

7951 2010.11.02 22:41 buy 3977 2.17 1.40278 1.39718 1.40338

7952 2010.11.02 22:43 buy 3978 2.17 1.40258 1.39698 1.40318

7953 2010.11.02 22:44 buy 3979 2.17 1.40258 1.39698 1.40318

7954 2010.11.02 23:06 t/p 3978 2.17 1.40318 1.39698 1.40318 13915.38 4472240.03

7955 2010.11.02 23:06 t/p 3979 2.17 1.40318 1.39698 1.40318 13915.38 4486155.41

7956 2010.11.02 23:07 t/p 3976 2.17 1.40338 1.39718 1.40338 13915.38 4500070.79

7957 2010.11.02 23:07 t/p 3977 2.17 1.40338 1.39718 1.40338 13915.38 4513986.17

7958 2010.11.02 23:07 t/p 3975 2.17 1.40348 1.39728 1.40348 13915.39 4527901.56

7959 2010.11.03 01:05 buy 3980 2.20 1.40308 1.39748 1.40368

Page 214: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 214/509

7960 2010.11.03 01:06 buy 3981 2.20 1.40288 1.39728 1.40348

7961 2010.11.03 01:08 buy 3982 2.20 1.40288 1.39728 1.40348

7962 2010.11.03 01:09 buy 3983 2.20 1.40268 1.39708 1.40328

7963 2010.11.03 01:13 buy 3984 2.20 1.40308 1.39748 1.40368

7964 2010.11.03 02:01 t/p 3983 2.20 1.40328 1.39708 1.40328 14107.76 4542009.32

7965 2010.11.03 02:14 t/p 3981 2.20 1.40348 1.39728 1.40348 14107.76 4556117.08

7966 2010.11.03 02:14 t/p 3982 2.20 1.40348 1.39728 1.40348 14107.76 4570224.84

7967 2010.11.03 02:14 t/p 3980 2.20 1.40368 1.39748 1.40368 14107.76 4584332.60

7968 2010.11.03 02:14 t/p 3984 2.20 1.40368 1.39748 1.40368 14107.76 4598440.36

7969 2010.11.03 03:01 buy 3985 2.23 1.40308 1.39748 1.40368

7970 2010.11.03 03:03 buy 3986 2.23 1.40288 1.39728 1.40348

7971 2010.11.03 03:05 buy 3987 2.23 1.40298 1.39738 1.40358

7972 2010.11.03 03:09 buy 3988 2.23 1.40298 1.39738 1.40358

7973 2010.11.03 03:14 t/p 3986 2.23 1.40348 1.39728 1.40348 14300.15 4612740.51

7974 2010.11.03 03:23 t/p 3987 2.23 1.40358 1.39738 1.40358 14300.14 4627040.65

7975 2010.11.03 03:23 t/p 3988 2.23 1.40358 1.39738 1.40358 14300.14 4641340.79

7976 2010.11.03 03:23 t/p 3985 2.23 1.40368 1.39748 1.40368 14300.14 4655640.93

7977 2010.11.04 14:07 buy 3989 2.26 1.42178 1.41618 1.42238

7978 2010.11.04 14:08 buy 3990 2.26 1.42198 1.41638 1.42258

7979 2010.11.04 14:09 buy 3991 2.26 1.42178 1.41618 1.42238

7980 2010.11.04 14:11 t/p 3989 2.26 1.42238 1.41618 1.42238 14492.52 4670133.45

7981 2010.11.04 14:11 t/p 3991 2.26 1.42238 1.41618 1.42238 14492.52 4684625.97

7982 2010.11.04 14:21 t/p 3990 2.26 1.42258 1.41638 1.42258 14492.52 4699118.49

7983 2010.11.04 18:20 buy 3992 2.28 1.42398 1.41838 1.42458

7984 2010.11.04 18:21 buy 3993 2.28 1.42378 1.41818 1.42438

7985 2010.11.04 18:23 buy 3994 2.28 1.42378 1.41818 1.42438

7986 2010.11.04 18:25 buy 3995 2.28 1.42338 1.41778 1.42398

7987 2010.11.04 18:27 buy 3996 2.28 1.42308 1.41748 1.42368

7988 2010.11.04 18:31 t/p 3996 2.28 1.42368 1.41748 1.42368 14620.78 4713739.27

7989 2010.11.04 18:33 t/p 3995 2.28 1.42398 1.41778 1.42398 14620.77 4728360.04

7990 2010.11.04 18:44 buy 3997 2.30 1.42348 1.41788 1.42408

7991 2010.11.04 18:45 buy 3998 2.30 1.42308 1.41748 1.42368

7992 2010.11.05 02:32 t/p 3998 2.30 1.42368 1.41748 1.42368 11816.87 4740176.91

7993 2010.11.05 02:32 close 3997 2.30 1.42372 1.41788 1.42408 2967.46 4743144.37

7994 2010.11.05 02:32 close 3994 2.28 1.42385 1.41818 1.42438 -1200.89 4741943.48

7995 2010.11.05 02:32 close 3993 2.28 1.42385 1.41818 1.42438 -1200.89 4740742.59

7996 2010.11.05 02:32 close 3992 2.28 1.42410 1.41838 1.42458 17.51 4740760.10

Page 215: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 215/509

7997 2010.11.08 00:02 sell 3999 2.30 1.40570 1.41130 1.40510

7998 2010.11.08 00:03 t/p 3999 2.30 1.40510 1.41130 1.40510 14752.06 4755512.16

7999 2010.11.08 00:05 sell 4000 2.31 1.40560 1.41120 1.40500

8000 2010.11.08 00:07 sell 4001 2.31 1.40570 1.41130 1.40510

8001 2010.11.08 00:13 sell 4002 2.31 1.40560 1.41120 1.40500

8002 2010.11.08 00:14 sell 4003 2.31 1.40560 1.41120 1.40500

8003 2010.11.08 00:16 sell 4004 2.31 1.40570 1.41130 1.40510

8004 2010.11.08 01:15 t/p 4001 2.31 1.40510 1.41130 1.40510 14816.20 4770328.36

8005 2010.11.08 01:15 t/p 4004 2.31 1.40510 1.41130 1.40510 14816.20 4785144.56

8006 2010.11.08 01:15 t/p 4000 2.31 1.40500 1.41120 1.40500 14816.20 4799960.76

8007 2010.11.08 01:15 t/p 4002 2.31 1.40500 1.41120 1.40500 14816.20 4814776.96

8008 2010.11.08 01:15 t/p 4003 2.31 1.40500 1.41120 1.40500 14816.20 4829593.16

8009 2010.11.08 01:52 sell 4005 2.35 1.40600 1.41160 1.40540

8010 2010.11.08 01:53 sell 4006 2.35 1.40630 1.41190 1.40570

8011 2010.11.08 01:54 sell 4007 2.35 1.40630 1.41190 1.40570

8012 2010.11.08 01:55 sell 4008 2.35 1.40640 1.41200 1.40580

8013 2010.11.08 01:58 sell 4009 2.35 1.40640 1.41200 1.40580

8014 2010.11.08 02:53 t/p 4008 2.35 1.40580 1.41200 1.40580 15072.76 4844665.92

8015 2010.11.08 02:53 t/p 4009 2.35 1.40580 1.41200 1.40580 15072.76 4859738.68

8016 2010.11.08 02:53 t/p 4006 2.35 1.40570 1.41190 1.40570 15072.76 4874811.44

8017 2010.11.08 02:53 t/p 4007 2.35 1.40570 1.41190 1.40570 15072.76 4889884.20

8018 2010.11.08 02:54 t/p 4005 2.35 1.40540 1.41160 1.40540 15072.76 4904956.96

8019 2010.11.08 15:48 sell 4010 2.38 1.39350 1.39910 1.39290

8020 2010.11.08 15:49 sell 4011 2.38 1.39370 1.39930 1.39310

8021 2010.11.08 16:11 t/p 4011 2.38 1.39310 1.39930 1.39310 15265.18 4920222.14

8022 2010.11.08 16:12 t/p 4010 2.38 1.39290 1.39910 1.39290 15265.18 4935487.32

8023 2010.11.10 01:55 sell 4012 2.40 1.37760 1.38320 1.37700

8024 2010.11.10 01:57 t/p 4012 2.40 1.37700 1.38320 1.37700 15393.74 4950881.06

8025 2010.11.10 02:06 sell 4013 2.40 1.37780 1.38340 1.37720

8026 2010.11.10 02:06 t/p 4013 2.40 1.37720 1.38340 1.37720 15393.74 4966274.80

8027 2010.11.10 03:15 sell 4014 2.41 1.37770 1.38330 1.37710

8028 2010.11.10 03:16 t/p 4014 2.41 1.37710 1.38330 1.37710 15457.89 4981732.69

8029 2010.11.10 03:17 sell 4015 2.42 1.37820 1.38380 1.37760

8030 2010.11.10 03:19 t/p 4015 2.42 1.37760 1.38380 1.37760 15522.02 4997254.71

8031 2010.11.10 03:20 sell 4016 2.43 1.37790 1.38350 1.37730

8032 2010.11.10 03:21 sell 4017 2.43 1.37840 1.38400 1.37780

8033 2010.11.10 03:25 sell 4018 2.43 1.37810 1.38370 1.37750

8034 2010.11.10 03:26 sell 4019 2.43 1.37820 1.38380 1.37760

Page 216: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 216/509

8035 2010.11.10 03:27 sell 4020 2.43 1.37860 1.38420 1.37800

8036 2010.11.10 03:50 t/p 4020 2.43 1.37800 1.38420 1.37800 15586.17 5012840.88

8037 2010.11.10 03:55 t/p 4017 2.43 1.37780 1.38400 1.37780 15586.16 5028427.04

8038 2010.11.10 03:55 t/p 4019 2.43 1.37760 1.38380 1.37760 15586.16 5044013.20

8039 2010.11.10 03:55 t/p 4018 2.43 1.37750 1.38370 1.37750 15586.17 5059599.37

8040 2010.11.10 03:56 t/p 4016 2.43 1.37730 1.38350 1.37730 15586.17 5075185.54

8041 2010.11.11 23:44 sell 4021 2.46 1.36660 1.37220 1.36600

8042 2010.11.11 23:45 sell 4022 2.46 1.36670 1.37230 1.36610

8043 2010.11.12 00:05 sell 4023 2.46 1.36660 1.37220 1.36600

8044 2010.11.12 00:06 sell 4024 2.46 1.36680 1.37240 1.36620

8045 2010.11.12 00:07 t/p 4024 2.46 1.36620 1.37240 1.36620 15779.17 5090964.71

8046 2010.11.12 00:08 t/p 4022 2.46 1.36610 1.37230 1.36610 17492.19 5108456.90

8047 2010.11.12 00:08 t/p 4021 2.46 1.36600 1.37220 1.36600 17492.19 5125949.08

8048 2010.11.12 00:08 t/p 4023 2.46 1.36600 1.37220 1.36600 15779.18 5141728.26

8049 2010.11.17 02:00 sell 4025 2.50 1.34920 1.35480 1.34860

8050 2010.11.17 02:01 t/p 4025 2.50 1.34860 1.35480 1.34860 16035.75 5157764.01

8051 2010.11.17 03:19 sell 4026 2.50 1.34910 1.35470 1.34850

8052 2010.11.17 03:21 sell 4027 2.50 1.34920 1.35480 1.34860

8053 2010.11.17 03:26 t/p 4027 2.50 1.34860 1.35480 1.34860 16035.75 5173799.76

8054 2010.11.17 03:31 t/p 4026 2.50 1.34850 1.35470 1.34850 16035.75 5189835.51

8055 2010.11.17 03:49 sell 4028 2.52 1.34920 1.35480 1.34860

8056 2010.11.17 03:50 sell 4029 2.52 1.35020 1.35580 1.34960

8057 2010.11.17 03:50 t/p 4029 2.52 1.34960 1.35580 1.34960 16164.03 5205999.54

8058 2010.11.17 03:52 sell 4030 2.53 1.35000 1.35560 1.34940

8059 2010.11.17 03:55 sell 4031 2.53 1.34980 1.35540 1.34920

8060 2010.11.17 03:56 sell 4032 2.53 1.35040 1.35600 1.34980

8061 2010.11.17 05:00 t/p 4032 2.53 1.34980 1.35600 1.34980 16228.18 5222227.72

8062 2010.11.17 05:13 t/p 4030 2.53 1.34940 1.35560 1.34940 16228.18 5238455.90

8063 2010.11.17 07:18 close 4031 2.53 1.34979 1.35540 1.34920 270.47 5238726.37

8064 2010.11.17 07:29 close 4028 2.52 1.34920 1.35480 1.34860 0.00 5238726.37

8065 2010.11.18 15:22 buy 4033 2.54 1.36358 1.35798 1.36418

8066 2010.11.18 15:26 buy 4034 2.54 1.36358 1.35798 1.36418

8067 2010.11.18 15:30 t/p 4033 2.54 1.36418 1.35798 1.36418 16288.97 5255015.34

8068 2010.11.18 15:30 t/p 4034 2.54 1.36418 1.35798 1.36418 16288.97 5271304.31

8069 2010.11.18 15:32 buy 4035 2.56 1.36358 1.35798 1.36418

8070 2010.11.18 15:34 t/p 4035 2.56 1.36418 1.35798 1.36418 16417.23 5287721.54

8071 2010.11.18 16:16 buy 4036 2.57 1.36328 1.35768 1.36388

Page 217: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 217/509

8072 2010.11.18 16:17 buy 4037 2.57 1.36318 1.35758 1.36378

8073 2010.11.18 16:18 buy 4038 2.57 1.36298 1.35738 1.36358

8074 2010.11.18 16:19 buy 4039 2.57 1.36288 1.35728 1.36348

8075 2010.11.18 16:26 t/p 4039 2.57 1.36348 1.35728 1.36348 16481.36 5304202.90

8076 2010.11.18 16:26 t/p 4038 2.57 1.36358 1.35738 1.36358 16481.36 5320684.26

8077 2010.11.18 16:28 buy 4040 2.58 1.36308 1.35748 1.36368

8078 2010.11.18 16:29 buy 4041 2.58 1.36278 1.35718 1.36338

8079 2010.11.18 16:30 buy 4042 2.58 1.36258 1.35698 1.36318

8080 2010.11.18 16:33 t/p 4042 2.58 1.36318 1.35698 1.36318 16545.49 5337229.75

8081 2010.11.18 16:51 t/p 4041 2.58 1.36338 1.35718 1.36338 16545.49 5353775.24

8082 2010.11.18 17:15 close 4036 2.57 1.36010 1.35768 1.36388 -87351.20 5266424.04

8083 2010.11.18 17:15 close 4040 2.58 1.36010 1.35748 1.36368 -82175.93 5184248.11

8084 2010.11.18 17:16 close 4037 2.57 1.36000 1.35758 1.36378 -87351.20 5096896.91

8085 2010.11.22 21:41 sell 4043 2.48 1.36120 1.36680 1.36060

8086 2010.11.22 21:45 sell 4044 2.48 1.36140 1.36700 1.36080

8087 2010.11.22 21:46 sell 4045 2.48 1.36210 1.36770 1.36150

8088 2010.11.22 21:47 sell 4046 2.48 1.36230 1.36790 1.36170

8089 2010.11.22 21:49 sell 4047 2.48 1.36230 1.36790 1.36170

8090 2010.11.22 21:54 t/p 4046 2.48 1.36170 1.36790 1.36170 15907.46 5112804.37

8091 2010.11.22 21:54 t/p 4047 2.48 1.36170 1.36790 1.36170 15907.46 5128711.83

8092 2010.11.22 21:55 t/p 4045 2.48 1.36150 1.36770 1.36150 15907.46 5144619.29

8093 2010.11.22 22:19 sell 4048 2.50 1.36180 1.36740 1.36120

8094 2010.11.22 22:27 t/p 4048 2.50 1.36120 1.36740 1.36120 16035.75 5160655.04

8095 2010.11.22 22:38 sell 4049 2.51 1.36200 1.36760 1.36140

8096 2010.11.22 22:40 sell 4050 2.51 1.36200 1.36760 1.36140

8097 2010.11.22 22:42 sell 4051 2.51 1.36240 1.36800 1.36180

8098 2010.11.22 23:39 t/p 4051 2.51 1.36180 1.36800 1.36180 16099.89 5176754.93

8099 2010.11.22 23:56 sell 4052 2.51 1.36240 1.36800 1.36180

8100 2010.11.23 00:34 t/p 4052 2.51 1.36180 1.36800 1.36180 17847.71 5194602.65

8101 2010.11.23 00:34 close 4050 2.51 1.36178 1.36760 1.36140 7651.11 5202253.76

8102 2010.11.23 00:34 close 4049 2.51 1.36178 1.36760 1.36140 7651.11 5209904.87

8103 2010.11.23 01:47 close 4044 2.48 1.36139 1.36700 1.36080 1992.06 5211896.93

8104 2010.11.23 01:51 close 4043 2.48 1.36120 1.36680 1.36060 1726.93 5213623.87

8105 2010.11.24 00:58 sell 4053 2.53 1.33790 1.34350 1.33730

8106 2010.11.24 01:05 sell 4054 2.53 1.33800 1.34360 1.33740

8107 2010.11.24 01:08 sell 4055 2.53 1.33800 1.34360 1.33740

8108 2010.11.24 01:12 sell 4056 2.53 1.33810 1.34370 1.33750

8109 2010.11.24 01:13 sell 4057 2.53 1.33820 1.34380 1.33760

Page 218: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 218/509

8110 2010.11.24 01:38 t/p 4057 2.53 1.33760 1.34380 1.33760 16228.18 5229852.05

8111 2010.11.24 01:38 t/p 4056 2.53 1.33750 1.34370 1.33750 16228.18 5246080.23

8112 2010.11.24 01:38 t/p 4054 2.53 1.33740 1.34360 1.33740 16228.18 5262308.41

8113 2010.11.24 01:38 t/p 4055 2.53 1.33740 1.34360 1.33740 16228.18 5278536.59

8114 2010.11.24 01:38 t/p 4053 2.53 1.33730 1.34350 1.33730 16228.18 5294764.77

8115 2010.11.24 01:54 sell 4058 2.57 1.33860 1.34420 1.33800

8116 2010.11.24 02:01 t/p 4058 2.57 1.33800 1.34420 1.33800 16484.75 5311249.52

8117 2010.11.24 02:26 sell 4059 2.58 1.33930 1.34490 1.33870

8118 2010.11.24 02:27 sell 4060 2.58 1.34000 1.34560 1.33940

8119 2010.11.24 02:28 sell 4061 2.58 1.34050 1.34610 1.33990

8120 2010.11.24 02:28 t/p 4061 2.58 1.33990 1.34610 1.33990 16548.90 5327798.42

8121 2010.11.24 02:30 t/p 4060 2.58 1.33940 1.34560 1.33940 16548.89 5344347.31

8122 2010.11.24 02:31 sell 4062 2.60 1.33950 1.34510 1.33890

8123 2010.11.24 02:34 sell 4063 2.60 1.33960 1.34520 1.33900

8124 2010.11.24 02:36 sell 4064 2.60 1.33960 1.34520 1.33900

8125 2010.11.24 02:37 sell 4065 2.60 1.33990 1.34550 1.33930

8126 2010.11.24 02:54 t/p 4065 2.60 1.33930 1.34550 1.33930 16677.18 5361024.49

8127 2010.11.24 02:57 t/p 4063 2.60 1.33900 1.34520 1.33900 16677.18 5377701.67

8128 2010.11.24 02:57 t/p 4064 2.60 1.33900 1.34520 1.33900 16677.18 5394378.85

8129 2010.11.24 02:58 t/p 4062 2.60 1.33890 1.34510 1.33890 16677.18 5411056.03

8130 2010.11.24 02:58 t/p 4059 2.58 1.33870 1.34490 1.33870 16548.90 5427604.93

8131 2010.11.24 03:15 sell 4066 2.64 1.33990 1.34550 1.33930

8132 2010.11.24 03:18 t/p 4066 2.64 1.33930 1.34550 1.33930 16933.75 5444538.68

8133 2010.11.24 03:36 sell 4067 2.64 1.34020 1.34580 1.33960

8134 2010.11.24 03:39 sell 4068 2.64 1.34040 1.34600 1.33980

8135 2010.11.24 03:41 sell 4069 2.64 1.34050 1.34610 1.33990

8136 2010.11.24 03:43 sell 4070 2.64 1.34060 1.34620 1.34000

8137 2010.11.24 03:45 sell 4071 2.64 1.34050 1.34610 1.33990

8138 2010.11.24 04:01 t/p 4070 2.64 1.34000 1.34620 1.34000 16933.75 5461472.43

8139 2010.11.24 04:02 t/p 4069 2.64 1.33990 1.34610 1.33990 16933.75 5478406.18

8140 2010.11.24 04:02 t/p 4071 2.64 1.33990 1.34610 1.33990 16933.75 5495339.93

8141 2010.11.24 04:02 t/p 4068 2.64 1.33980 1.34600 1.33980 16933.75 5512273.68

8142 2010.11.24 04:03 t/p 4067 2.64 1.33960 1.34580 1.33960 16933.75 5529207.43

8143 2010.11.26 16:11 sell 4072 2.69 1.32430 1.32990 1.32370

8144 2010.11.26 16:15 t/p 4072 2.69 1.32370 1.32990 1.32370 17254.46 5546461.89

8145 2010.11.29 21:28 sell 4073 2.69 1.31160 1.31720 1.31100

8146 2010.11.29 21:29 sell 4074 2.69 1.31160 1.31720 1.31100

Page 219: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 219/509

8147 2010.11.29 21:36 sell 4075 2.69 1.31160 1.31720 1.31100

8148 2010.11.29 21:39 sell 4076 2.69 1.31180 1.31740 1.31120

8149 2010.11.29 21:43 sell 4077 2.69 1.31190 1.31750 1.31130

8150 2010.11.29 21:56 t/p 4077 2.69 1.31130 1.31750 1.31130 17254.79 5563716.68

8151 2010.11.29 21:56 t/p 4076 2.69 1.31120 1.31740 1.31120 17254.79 5580971.47

8152 2010.11.29 21:59 sell 4078 2.71 1.31150 1.31710 1.31090

8153 2010.11.29 22:01 sell 4079 2.71 1.31160 1.31720 1.31100

8154 2010.11.30 00:33 t/p 4073 2.69 1.31100 1.31720 1.31100 19127.79 5600099.26

8155 2010.11.30 00:33 t/p 4074 2.69 1.31100 1.31720 1.31100 19127.79 5619227.06

8156 2010.11.30 00:33 t/p 4075 2.69 1.31100 1.31720 1.31100 19127.79 5638354.85

8157 2010.11.30 00:33 t/p 4079 2.71 1.31100 1.31720 1.31100 19270.00 5657624.85

8158 2010.11.30 00:33 t/p 4078 2.71 1.31090 1.31710 1.31090 19270.01 5676894.86

8159 2010.11.30 16:58 sell 4080 2.76 1.30130 1.30690 1.30070

8160 2010.11.30 16:59 sell 4081 2.76 1.30150 1.30710 1.30090

8161 2010.11.30 17:00 sell 4082 2.76 1.30160 1.30720 1.30100

8162 2010.11.30 17:01 sell 4083 2.76 1.30170 1.30730 1.30110

8163 2010.11.30 17:03 sell 4084 2.76 1.30160 1.30720 1.30100

8164 2010.11.30 17:04 t/p 4083 2.76 1.30110 1.30730 1.30110 17703.64 5694598.50

8165 2010.11.30 17:04 t/p 4082 2.76 1.30100 1.30720 1.30100 17703.63 5712302.13

8166 2010.11.30 17:04 t/p 4084 2.76 1.30100 1.30720 1.30100 17703.63 5730005.76

8167 2010.11.30 17:05 t/p 4081 2.76 1.30090 1.30710 1.30090 17703.63 5747709.39

8168 2010.11.30 17:05 t/p 4080 2.76 1.30070 1.30690 1.30070 17703.63 5765413.02

8169 2010.11.30 17:25 sell 4085 2.80 1.30180 1.30740 1.30120

8170 2010.11.30 17:41 t/p 4085 2.80 1.30120 1.30740 1.30120 17960.20 5783373.22

8171 2011.01.05 18:57 sell 4086 2.81 1.31677 1.32237 1.31617

8172 2011.01.05 18:58 sell 4087 2.81 1.31710 1.32270 1.31650

8173 2011.01.05 19:02 t/p 4087 2.81 1.31650 1.32270 1.31650 18024.35 5801397.57

8174 2011.01.05 19:07 sell 4088 2.82 1.31706 1.32266 1.31646

8175 2011.01.05 19:12 sell 4089 2.82 1.31710 1.32270 1.31650

8176 2011.01.05 19:13 sell 4090 2.82 1.31725 1.32285 1.31665

8177 2011.01.05 19:17 sell 4091 2.82 1.31721 1.32281 1.31661

8178 2011.01.05 20:31 t/p 4090 2.82 1.31665 1.32285 1.31665 18088.50 5819486.07

8179 2011.01.05 20:31 close 4086 2.81 1.31663 1.32237 1.31617 4205.68 5823691.75

8180 2011.01.05 20:31 t/p 4091 2.82 1.31661 1.32281 1.31661 18088.50 5841780.25

8181 2011.01.05 20:34 t/p 4089 2.82 1.31650 1.32270 1.31650 18088.49 5859868.74

8182 2011.01.05 20:34 t/p 4088 2.82 1.31646 1.32266 1.31646 18088.49 5877957.23

8183 2011.01.06 01:49 sell 4092 2.85 1.31543 1.32103 1.31483

8184 2011.01.06 01:51 sell 4093 2.85 1.31541 1.32101 1.31481

Page 220: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 220/509

8185 2011.01.06 01:58 sell 4094 2.85 1.31546 1.32106 1.31486

8186 2011.01.06 01:59 sell 4095 2.85 1.31547 1.32107 1.31487

8187 2011.01.06 02:00 sell 4096 2.85 1.31548 1.32108 1.31488

8188 2011.01.06 02:56 t/p 4095 2.85 1.31487 1.32107 1.31487 18280.93 5896238.16

8189 2011.01.06 02:56 t/p 4096 2.85 1.31488 1.32108 1.31488 18280.93 5914519.09

8190 2011.01.06 02:56 t/p 4094 2.85 1.31486 1.32106 1.31486 18280.93 5932800.02

8191 2011.01.06 02:56 t/p 4092 2.85 1.31483 1.32103 1.31483 18280.93 5951080.95

8192 2011.01.06 02:56 t/p 4093 2.85 1.31481 1.32101 1.31481 18280.93 5969361.88

8193 2011.01.07 02:23 sell 4097 2.90 1.30061 1.30621 1.30001

8194 2011.01.07 02:25 sell 4098 2.90 1.30084 1.30644 1.30024

8195 2011.01.07 02:26 sell 4099 2.90 1.30084 1.30644 1.30024

8196 2011.01.07 02:28 sell 4100 2.90 1.30132 1.30692 1.30072

8197 2011.01.07 02:31 sell 4101 2.90 1.30118 1.30678 1.30058

8198 2011.01.07 02:32 t/p 4100 2.90 1.30072 1.30692 1.30072 18601.65 5987963.53

8199 2011.01.07 02:33 sell 4102 2.91 1.30103 1.30663 1.30043

8200 2011.01.07 02:48 t/p 4101 2.90 1.30058 1.30678 1.30058 18601.64 6006565.17

8201 2011.01.07 02:55 t/p 4102 2.91 1.30043 1.30663 1.30043 18665.79 6025230.96

8202 2011.01.07 02:55 t/p 4098 2.90 1.30024 1.30644 1.30024 18601.64 6043832.60

8203 2011.01.07 02:55 t/p 4099 2.90 1.30024 1.30644 1.30024 18601.64 6062434.24

8204 2011.01.07 03:08 t/p 4097 2.90 1.30001 1.30621 1.30001 18601.64 6081035.88

8205 2011.01.10 03:01 sell 4103 2.95 1.29057 1.29617 1.28997

8206 2011.01.10 03:03 sell 4104 2.95 1.29060 1.29620 1.29000

8207 2011.01.10 03:05 sell 4105 2.95 1.29059 1.29619 1.28999

8208 2011.01.10 03:21 t/p 4104 2.95 1.29000 1.29620 1.29000 18922.36 6099958.24

8209 2011.01.10 03:22 t/p 4105 2.95 1.28999 1.29619 1.28999 18922.36 6118880.60

8210 2011.01.10 03:22 t/p 4103 2.95 1.28997 1.29617 1.28997 18922.36 6137802.96

8211 2011.01.10 03:44 sell 4106 2.98 1.29069 1.29629 1.29009

8212 2011.01.10 03:45 sell 4107 2.98 1.29086 1.29646 1.29026

8213 2011.01.10 03:46 sell 4108 2.98 1.29106 1.29666 1.29046

8214 2011.01.10 03:47 sell 4109 2.98 1.29122 1.29682 1.29062

8215 2011.01.10 03:48 sell 4110 2.98 1.29186 1.29746 1.29126

8216 2011.01.10 05:04 t/p 4110 2.98 1.29126 1.29746 1.29126 19114.80 6156917.76

8217 2011.01.10 05:39 close 4109 2.98 1.29121 1.29682 1.29062 318.58 6157236.34

8218 2011.01.10 05:40 close 4108 2.98 1.29105 1.29666 1.29046 318.58 6157554.92

8219 2011.01.10 05:44 close 4107 2.98 1.29085 1.29646 1.29026 318.58 6157873.50

8220 2011.01.10 05:50 close 4106 2.98 1.29068 1.29629 1.29009 318.58 6158192.08

8221 2011.01.13 01:01 buy 4111 2.99 1.31260 1.30700 1.31320

Page 221: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 221/509

8222 2011.01.13 01:19 t/p 4111 2.99 1.31320 1.30700 1.31320 19174.99 6177367.07

8223 2011.01.13 01:56 buy 4112 3.00 1.31258 1.30698 1.31318

8224 2011.01.13 01:58 buy 4113 3.00 1.31256 1.30696 1.31316

8225 2011.01.13 02:08 buy 4114 3.00 1.31257 1.30697 1.31317

8226 2011.01.13 02:13 buy 4115 3.00 1.31242 1.30682 1.31302

8227 2011.01.13 02:14 buy 4116 3.00 1.31214 1.30654 1.31274

8228 2011.01.13 02:39 t/p 4116 3.00 1.31274 1.30654 1.31274 19239.12 6196606.19

8229 2011.01.13 02:42 t/p 4115 3.00 1.31302 1.30682 1.31302 19239.12 6215845.31

8230 2011.01.13 02:43 t/p 4112 3.00 1.31318 1.30698 1.31318 19239.12 6235084.43

8231 2011.01.13 02:43 t/p 4113 3.00 1.31316 1.30696 1.31316 19239.12 6254323.55

8232 2011.01.13 02:43 t/p 4114 3.00 1.31317 1.30697 1.31317 19239.12 6273562.67

8233 2011.01.13 03:08 buy 4117 3.05 1.31176 1.30616 1.31236

8234 2011.01.13 03:10 buy 4118 3.05 1.31181 1.30621 1.31241

8235 2011.01.13 03:16 t/p 4117 3.05 1.31236 1.30616 1.31236 19559.77 6293122.44

8236 2011.01.13 03:16 t/p 4118 3.05 1.31241 1.30621 1.31241 19559.77 6312682.21

8237 2011.01.13 03:30 buy 4119 3.07 1.31179 1.30619 1.31239

8238 2011.01.13 03:34 t/p 4119 3.07 1.31239 1.30619 1.31239 19688.04 6332370.25

8239 2011.01.13 21:50 buy 4120 3.08 1.33500 1.32940 1.33560

8240 2011.01.13 21:51 buy 4121 3.08 1.33486 1.32926 1.33546

8241 2011.01.13 21:59 buy 4122 3.08 1.33480 1.32920 1.33540

8242 2011.01.13 22:08 t/p 4122 3.08 1.33540 1.32920 1.33540 19752.16 6352122.41

8243 2011.01.13 22:35 buy 4123 3.08 1.33471 1.32911 1.33531

8244 2011.01.13 22:38 buy 4124 3.08 1.33454 1.32894 1.33514

8245 2011.01.13 22:40 buy 4125 3.08 1.33449 1.32889 1.33509

8246 2011.01.13 22:57 t/p 4125 3.08 1.33509 1.32889 1.33509 19752.16 6371874.57

8247 2011.01.13 22:57 t/p 4124 3.08 1.33514 1.32894 1.33514 19752.17 6391626.74

8248 2011.01.13 23:00 t/p 4123 3.08 1.33531 1.32911 1.33531 19752.16 6411378.90

8249 2011.01.13 23:01 t/p 4121 3.08 1.33546 1.32926 1.33546 19752.17 6431131.07

8250 2011.01.13 23:02 t/p 4120 3.08 1.33560 1.32940 1.33560 19752.16 6450883.23

8251 2011.01.14 00:42 buy 4126 3.13 1.33515 1.32955 1.33575

8252 2011.01.14 00:45 buy 4127 3.13 1.33501 1.32941 1.33561

8253 2011.01.14 00:47 buy 4128 3.13 1.33490 1.32930 1.33550

8254 2011.01.14 00:50 buy 4129 3.13 1.33485 1.32925 1.33545

8255 2011.01.14 00:51 buy 4130 3.13 1.33485 1.32925 1.33545

8256 2011.01.14 01:49 t/p 4129 3.13 1.33545 1.32925 1.33545 20072.81 6470956.04

8257 2011.01.14 01:49 t/p 4130 3.13 1.33545 1.32925 1.33545 20072.81 6491028.85

8258 2011.01.14 02:04 t/p 4128 3.13 1.33550 1.32930 1.33550 20072.82 6511101.67

8259 2011.01.14 02:04 t/p 4127 3.13 1.33561 1.32941 1.33561 20072.81 6531174.48

Page 222: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 222/509

8260 2011.01.14 02:12 close 4126 3.13 1.33519 1.32955 1.33575 1338.19 6532512.67

8261 2011.01.14 02:17 buy 4131 3.17 1.33458 1.32898 1.33518

8262 2011.01.14 02:18 buy 4132 3.17 1.33432 1.32872 1.33492

8263 2011.01.14 02:20 buy 4133 3.17 1.33437 1.32877 1.33497

8264 2011.01.14 02:21 buy 4134 3.17 1.33438 1.32878 1.33498

8265 2011.01.14 02:23 buy 4135 3.17 1.33434 1.32874 1.33494

8266 2011.01.14 07:04 t/p 4132 3.17 1.33492 1.32872 1.33492 20329.34 6552842.01

8267 2011.01.14 07:04 t/p 4135 3.17 1.33494 1.32874 1.33494 20329.34 6573171.35

8268 2011.01.14 07:04 close 4131 3.17 1.33494 1.32898 1.33518 12197.61 6585368.96

8269 2011.01.14 07:05 close 4134 3.17 1.33486 1.32878 1.33498 16263.47 6601632.43

8270 2011.01.14 07:05 close 4133 3.17 1.33486 1.32877 1.33497 16602.29 6618234.72

8271 2011.01.17 13:50 sell 4136 3.21 1.32851 1.33411 1.32791

8272 2011.01.17 13:53 sell 4137 3.21 1.32847 1.33407 1.32787

8273 2011.01.17 13:56 sell 4138 3.21 1.32855 1.33415 1.32795

8274 2011.01.17 13:58 sell 4139 3.21 1.32940 1.33500 1.32880

8275 2011.01.17 13:59 t/p 4139 3.21 1.32880 1.33500 1.32880 20590.29 6638825.01

8276 2011.01.17 14:01 sell 4140 3.22 1.32878 1.33438 1.32818

8277 2011.01.17 14:02 sell 4141 3.22 1.32879 1.33439 1.32819

8278 2011.01.17 14:07 t/p 4141 3.22 1.32819 1.33439 1.32819 20654.43 6659479.44

8279 2011.01.17 14:07 t/p 4140 3.22 1.32818 1.33438 1.32818 20654.43 6680133.87

8280 2011.01.17 14:08 t/p 4138 3.21 1.32795 1.33415 1.32795 20590.29 6700724.16

8281 2011.01.17 14:10 t/p 4136 3.21 1.32791 1.33411 1.32791 20590.29 6721314.45

8282 2011.01.17 14:17 sell 4142 3.26 1.32910 1.33470 1.32850

8283 2011.01.17 14:20 t/p 4142 3.26 1.32850 1.33470 1.32850 20911.01 6742225.46

8284 2011.01.17 14:22 t/p 4137 3.21 1.32787 1.33407 1.32787 20590.29 6762815.75

8285 2011.01.18 15:41 buy 4143 3.28 1.33862 1.33302 1.33922

8286 2011.01.18 15:44 t/p 4143 3.28 1.33922 1.33302 1.33922 21035.17 6783850.92

8287 2011.01.18 16:12 buy 4144 3.29 1.33847 1.33287 1.33907

8288 2011.01.18 16:13 buy 4145 3.29 1.33843 1.33283 1.33903

8289 2011.01.18 16:14 buy 4146 3.29 1.33775 1.33215 1.33835

8290 2011.01.18 16:15 buy 4147 3.29 1.33745 1.33185 1.33805

8291 2011.01.18 16:16 buy 4148 3.29 1.33718 1.33158 1.33778

8292 2011.01.18 16:18 t/p 4148 3.29 1.33778 1.33158 1.33778 21099.29 6804950.21

8293 2011.01.18 16:20 buy 4149 3.30 1.33792 1.33232 1.33852

8294 2011.01.18 16:24 t/p 4147 3.29 1.33805 1.33185 1.33805 21099.30 6826049.51

8295 2011.01.18 16:24 buy 4150 3.31 1.33824 1.33264 1.33884

8296 2011.01.18 16:26 t/p 4146 3.29 1.33835 1.33215 1.33835 21099.29 6847148.80

Page 223: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 223/509

8297 2011.01.18 16:26 t/p 4149 3.30 1.33852 1.33232 1.33852 21163.43 6868312.23

8298 2011.01.18 16:29 buy 4151 3.34 1.33787 1.33227 1.33847

8299 2011.01.18 16:31 t/p 4151 3.34 1.33847 1.33227 1.33847 21419.96 6889732.19

8300 2011.01.18 16:50 t/p 4150 3.31 1.33884 1.33264 1.33884 21227.56 6910959.75

8301 2011.01.18 16:51 t/p 4145 3.29 1.33903 1.33283 1.33903 21099.30 6932059.05

8302 2011.01.18 16:51 t/p 4144 3.29 1.33907 1.33287 1.33907 21099.30 6953158.35

8303 2011.01.19 11:05 buy 4152 3.38 1.34602 1.34042 1.34662

8304 2011.01.19 11:07 t/p 4152 3.38 1.34662 1.34042 1.34662 21676.48 6974834.83

8305 2011.01.19 11:12 buy 4153 3.39 1.34577 1.34017 1.34637

8306 2011.01.19 11:14 buy 4154 3.39 1.34580 1.34020 1.34640

8307 2011.01.19 11:16 buy 4155 3.39 1.34562 1.34002 1.34622

8308 2011.01.19 11:18 t/p 4155 3.39 1.34622 1.34002 1.34622 21740.61 6996575.44

8309 2011.01.19 11:18 t/p 4153 3.39 1.34637 1.34017 1.34637 21740.61 7018316.05

8310 2011.01.19 11:24 buy 4156 3.41 1.34560 1.34000 1.34620

8311 2011.01.19 11:28 buy 4157 3.41 1.34556 1.33996 1.34616

8312 2011.01.19 11:29 buy 4158 3.41 1.34474 1.33914 1.34534

8313 2011.01.19 11:33 t/p 4158 3.41 1.34534 1.33914 1.34534 21868.87 7040184.92

8314 2011.01.19 11:39 t/p 4157 3.41 1.34616 1.33996 1.34616 21868.88 7062053.80

8315 2011.01.19 11:39 t/p 4156 3.41 1.34620 1.34000 1.34620 21868.87 7083922.67

8316 2011.01.19 11:40 t/p 4154 3.39 1.34640 1.34020 1.34640 21740.62 7105663.29

8317 2011.01.24 02:02 buy 4159 3.45 1.36072 1.35512 1.36132

8318 2011.01.24 02:03 buy 4160 3.45 1.36066 1.35506 1.36126

8319 2011.01.24 02:04 buy 4161 3.45 1.36043 1.35483 1.36103

8320 2011.01.24 02:06 buy 4162 3.45 1.36056 1.35496 1.36116

8321 2011.01.24 02:07 buy 4163 3.45 1.36047 1.35487 1.36107

8322 2011.01.24 02:17 t/p 4161 3.45 1.36103 1.35483 1.36103 22125.40 7127788.69

8323 2011.01.24 02:17 t/p 4163 3.45 1.36107 1.35487 1.36107 22125.41 7149914.10

8324 2011.01.24 02:29 t/p 4162 3.45 1.36116 1.35496 1.36116 22125.40 7172039.50

8325 2011.01.24 02:29 t/p 4160 3.45 1.36126 1.35506 1.36126 22125.40 7194164.90

8326 2011.01.24 02:29 t/p 4159 3.45 1.36132 1.35512 1.36132 22125.40 7216290.30

8327 2011.01.24 03:10 buy 4164 3.50 1.36017 1.35457 1.36077

8328 2011.01.24 03:12 buy 4165 3.50 1.36029 1.35469 1.36089

8329 2011.01.24 03:15 t/p 4164 3.50 1.36077 1.35457 1.36077 22446.06 7238736.36

8330 2011.01.24 03:18 buy 4166 3.52 1.36038 1.35478 1.36098

8331 2011.01.24 03:19 buy 4167 3.52 1.35992 1.35432 1.36052

8332 2011.01.24 03:20 buy 4168 3.52 1.35969 1.35409 1.36029

8333 2011.01.24 03:21 buy 4169 3.52 1.35950 1.35390 1.36010

8334 2011.01.24 04:33 t/p 4169 3.52 1.36010 1.35390 1.36010 22574.33 7261310.69

Page 224: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 224/509

8335 2011.01.24 04:33 t/p 4168 3.52 1.36029 1.35409 1.36029 22574.32 7283885.01

8336 2011.01.24 04:34 t/p 4167 3.52 1.36052 1.35432 1.36052 22574.32 7306459.33

8337 2011.01.24 05:01 close 4165 3.50 1.36029 1.35469 1.36089 0.00 7306459.33

8338 2011.01.24 05:01 close 4166 3.52 1.36039 1.35478 1.36098 376.24 7306835.57

8339 2011.01.31 03:26 sell 4170 3.55 1.35935 1.36495 1.35875

8340 2011.01.31 03:37 sell 4171 3.55 1.35952 1.36512 1.35892

8341 2011.01.31 03:38 sell 4172 3.55 1.35998 1.36558 1.35938

8342 2011.01.31 03:39 sell 4173 3.55 1.36005 1.36565 1.35945

8343 2011.01.31 03:43 t/p 4173 3.55 1.35945 1.36565 1.35945 22771.61 7329607.18

8344 2011.01.31 03:44 t/p 4172 3.55 1.35938 1.36558 1.35938 22771.62 7352378.80

8345 2011.01.31 03:52 t/p 4171 3.55 1.35892 1.36512 1.35892 22771.62 7375150.42

8346 2011.01.31 03:55 t/p 4170 3.55 1.35875 1.36495 1.35875 22771.62 7397922.04

8347 2011.02.02 02:02 buy 4174 3.59 1.38221 1.37661 1.38281

8348 2011.02.02 02:51 t/p 4174 3.59 1.38281 1.37661 1.38281 23023.46 7420945.50

8349 2011.02.03 22:58 sell 4175 3.60 1.36399 1.36959 1.36339

8350 2011.02.03 23:06 sell 4176 3.60 1.36398 1.36958 1.36338

8351 2011.02.03 23:07 sell 4177 3.60 1.36399 1.36959 1.36339

8352 2011.02.03 23:11 t/p 4175 3.60 1.36339 1.36959 1.36339 23092.35 7444037.85

8353 2011.02.03 23:11 t/p 4177 3.60 1.36339 1.36959 1.36339 23092.35 7467130.20

8354 2011.02.03 23:11 t/p 4176 3.60 1.36338 1.36958 1.36338 23092.35 7490222.55

8355 2011.02.04 03:40 sell 4178 3.64 1.36308 1.36868 1.36248

8356 2011.02.04 03:41 sell 4179 3.64 1.36310 1.36870 1.36250

8357 2011.02.04 03:44 t/p 4179 3.64 1.36250 1.36870 1.36250 23348.93 7513571.48

8358 2011.02.04 03:44 t/p 4178 3.64 1.36248 1.36868 1.36248 23348.93 7536920.41

8359 2011.02.10 02:20 buy 4180 3.66 1.37235 1.36675 1.37295

8360 2011.02.10 02:21 buy 4181 3.66 1.37233 1.36673 1.37293

8361 2011.02.10 02:25 buy 4182 3.66 1.37223 1.36663 1.37283

8362 2011.02.10 02:28 buy 4183 3.66 1.37231 1.36671 1.37291

8363 2011.02.10 02:30 buy 4184 3.66 1.37225 1.36665 1.37285

8364 2011.02.10 10:32 s/l 4180 3.66 1.36675 1.36675 1.37295 -219071.50 7317848.91

8365 2011.02.10 10:32 close 4182 3.66 1.36674 1.36663 1.37283 -214768.31 7103080.60

8366 2011.02.10 10:32 s/l 4181 3.66 1.36673 1.36673 1.37293 -219071.50 6884009.10

8367 2011.02.10 10:32 s/l 4183 3.66 1.36671 1.36671 1.37291 -219071.49 6664937.61

8368 2011.02.10 10:32 s/l 4184 3.66 1.36665 1.36665 1.37285 -219071.50 6445866.11

8369 2011.02.11 15:48 sell 4185 3.13 1.35315 1.35875 1.35255

8370 2011.02.11 15:56 sell 4186 3.13 1.35342 1.35902 1.35282

8371 2011.02.11 15:58 sell 4187 3.13 1.35362 1.35922 1.35302

Page 225: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 225/509

8372 2011.02.11 16:02 t/p 4187 3.13 1.35302 1.35922 1.35302 20077.51 6465943.62

8373 2011.02.11 16:03 t/p 4186 3.13 1.35282 1.35902 1.35282 20077.51 6486021.13

8374 2011.02.11 16:13 t/p 4185 3.13 1.35255 1.35875 1.35255 20077.51 6506098.64

8375 2011.02.11 16:33 sell 4188 3.16 1.35388 1.35948 1.35328

8376 2011.02.11 16:34 t/p 4188 3.16 1.35328 1.35948 1.35328 20269.95 6526368.59

8377 2011.02.11 16:43 sell 4189 3.17 1.35402 1.35962 1.35342

8378 2011.02.11 16:44 t/p 4189 3.17 1.35342 1.35962 1.35342 20334.10 6546702.69

8379 2011.02.14 17:03 sell 4190 3.18 1.34609 1.35169 1.34549

8380 2011.02.14 17:04 sell 4191 3.18 1.34625 1.35185 1.34565

8381 2011.02.14 17:06 sell 4192 3.18 1.34640 1.35200 1.34580

8382 2011.02.14 17:07 sell 4193 3.18 1.34654 1.35214 1.34594

8383 2011.02.14 17:08 sell 4194 3.18 1.34655 1.35215 1.34595

8384 2011.02.14 17:15 t/p 4193 3.18 1.34594 1.35214 1.34594 20398.24 6567100.93

8385 2011.02.14 17:15 t/p 4194 3.18 1.34595 1.35215 1.34595 20398.24 6587499.17

8386 2011.02.14 17:19 t/p 4192 3.18 1.34580 1.35200 1.34580 20398.24 6607897.41

8387 2011.02.14 17:19 t/p 4191 3.18 1.34565 1.35185 1.34565 20398.24 6628295.65

8388 2011.02.14 17:19 t/p 4190 3.18 1.34549 1.35169 1.34549 20398.24 6648693.89

8389 2011.02.14 17:41 sell 4195 3.23 1.34658 1.35218 1.34598

8390 2011.02.14 17:42 sell 4196 3.23 1.34675 1.35235 1.34615

8391 2011.02.14 17:43 t/p 4196 3.23 1.34615 1.35235 1.34615 20718.97 6669412.86

8392 2011.02.14 17:47 sell 4197 3.24 1.34665 1.35225 1.34605

8393 2011.02.14 17:49 sell 4198 3.24 1.34670 1.35230 1.34610

8394 2011.02.14 17:50 sell 4199 3.24 1.34705 1.35265 1.34645

8395 2011.02.14 17:51 sell 4200 3.24 1.34750 1.35310 1.34690

8396 2011.02.14 17:59 t/p 4200 3.24 1.34690 1.35310 1.34690 20783.11 6690195.97

8397 2011.02.14 18:03 sell 4201 3.25 1.34714 1.35274 1.34654

8398 2011.02.14 18:46 t/p 4201 3.25 1.34654 1.35274 1.34654 20847.25 6711043.22

8399 2011.02.14 18:46 t/p 4199 3.24 1.34645 1.35265 1.34645 20783.11 6731826.33

8400 2011.02.14 18:48 t/p 4198 3.24 1.34610 1.35230 1.34610 20783.11 6752609.44

8401 2011.02.14 18:48 t/p 4197 3.24 1.34605 1.35225 1.34605 20783.11 6773392.55

8402 2011.02.14 19:00 t/p 4195 3.23 1.34598 1.35218 1.34598 20718.96 6794111.51

8403 2011.02.21 03:28 buy 4202 3.30 1.36910 1.36350 1.36970

8404 2011.02.21 03:34 buy 4203 3.30 1.36924 1.36364 1.36984

8405 2011.02.21 03:38 buy 4204 3.30 1.36877 1.36317 1.36937

8406 2011.02.21 03:40 buy 4205 3.30 1.36875 1.36315 1.36935

8407 2011.02.21 03:45 buy 4206 3.30 1.36890 1.36330 1.36950

8408 2011.02.21 04:00 t/p 4204 3.30 1.36937 1.36317 1.36937 21163.62 6815275.13

8409 2011.02.21 04:00 t/p 4205 3.30 1.36935 1.36315 1.36935 21163.63 6836438.76

Page 226: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 226/509

8410 2011.02.21 04:22 t/p 4206 3.30 1.36950 1.36330 1.36950 21163.63 6857602.39

8411 2011.02.21 05:01 close 4202 3.30 1.36911 1.36350 1.36970 352.73 6857955.12

8412 2011.02.21 10:08 close 4203 3.30 1.36924 1.36364 1.36984 0.00 6857955.12

8413 2011.02.22 12:32 sell 4207 3.33 1.35713 1.36273 1.35653

8414 2011.02.22 12:34 sell 4208 3.33 1.35694 1.36254 1.35634

8415 2011.02.22 12:35 sell 4209 3.33 1.35704 1.36264 1.35644

8416 2011.02.22 12:36 sell 4210 3.33 1.35729 1.36289 1.35669

8417 2011.02.22 12:40 sell 4211 3.33 1.35702 1.36262 1.35642

8418 2011.02.22 12:57 t/p 4210 3.33 1.35669 1.36289 1.35669 21360.42 6879315.54

8419 2011.02.22 13:06 t/p 4207 3.33 1.35653 1.36273 1.35653 21360.42 6900675.96

8420 2011.02.22 13:06 t/p 4209 3.33 1.35644 1.36264 1.35644 21360.42 6922036.38

8421 2011.02.22 13:06 t/p 4211 3.33 1.35642 1.36262 1.35642 21360.42 6943396.80

8422 2011.02.22 13:10 t/p 4208 3.33 1.35634 1.36254 1.35634 21360.42 6964757.22

8423 2011.02.22 13:28 sell 4212 3.38 1.35758 1.36318 1.35698

8424 2011.02.22 13:29 sell 4213 3.38 1.35764 1.36324 1.35704

8425 2011.02.22 13:32 sell 4214 3.38 1.35965 1.36525 1.35905

8426 2011.02.22 13:35 close 4212 3.38 1.36069 1.36318 1.35698 -112380.61 6852376.61

8427 2011.02.22 13:35 close 4214 3.38 1.36069 1.36525 1.35905 -37580.65 6814795.96

8428 2011.02.22 13:36 close 4213 3.38 1.36114 1.36324 1.35704 -126473.35 6688322.61

8429 2011.02.28 00:48 sell 4215 3.25 1.37515 1.38075 1.37455

8430 2011.02.28 01:02 sell 4216 3.25 1.37554 1.38114 1.37494

8431 2011.02.28 01:04 sell 4217 3.25 1.37552 1.38112 1.37492

8432 2011.02.28 01:06 sell 4218 3.25 1.37552 1.38112 1.37492

8433 2011.02.28 01:09 sell 4219 3.25 1.37558 1.38118 1.37498

8434 2011.02.28 01:47 t/p 4219 3.25 1.37498 1.38118 1.37498 20847.25 6709169.86

8435 2011.02.28 01:47 t/p 4216 3.25 1.37494 1.38114 1.37494 20847.25 6730017.11

8436 2011.02.28 01:47 t/p 4217 3.25 1.37492 1.38112 1.37492 20847.26 6750864.37

8437 2011.02.28 01:47 t/p 4218 3.25 1.37492 1.38112 1.37492 20847.26 6771711.63

8438 2011.02.28 02:04 t/p 4215 3.25 1.37455 1.38075 1.37455 20847.26 6792558.89

8439 2011.02.28 16:04 buy 4220 3.30 1.38252 1.37692 1.38312

8440 2011.02.28 16:11 t/p 4220 3.30 1.38312 1.37692 1.38312 21163.63 6813722.52

8441 2011.03.02 22:18 buy 4221 3.31 1.38568 1.38008 1.38628

8442 2011.03.02 22:22 buy 4222 3.31 1.38577 1.38017 1.38637

8443 2011.03.02 22:23 buy 4223 3.31 1.38564 1.38004 1.38624

8444 2011.03.02 22:24 buy 4224 3.31 1.38557 1.37997 1.38617

8445 2011.03.02 22:25 buy 4225 3.31 1.38517 1.37957 1.38577

8446 2011.03.02 22:38 t/p 4225 3.31 1.38577 1.37957 1.38577 21227.75 6834950.27

Page 227: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 227/509

8447 2011.03.02 22:55 t/p 4224 3.31 1.38617 1.37997 1.38617 21227.75 6856178.02

8448 2011.03.02 22:55 t/p 4223 3.31 1.38624 1.38004 1.38624 21227.76 6877405.78

8449 2011.03.02 22:55 t/p 4221 3.31 1.38628 1.38008 1.38628 21227.76 6898633.54

8450 2011.03.02 23:45 t/p 4222 3.31 1.38637 1.38017 1.38637 21227.76 6919861.30

8451 2011.03.03 03:03 buy 4226 3.36 1.38605 1.38045 1.38665

8452 2011.03.03 03:08 buy 4227 3.36 1.38600 1.38040 1.38660

8453 2011.03.03 03:09 buy 4228 3.36 1.38597 1.38037 1.38657

8454 2011.03.03 03:10 buy 4229 3.36 1.38595 1.38035 1.38655

8455 2011.03.03 03:12 buy 4230 3.36 1.38583 1.38023 1.38643

8456 2011.03.03 03:24 t/p 4230 3.36 1.38643 1.38023 1.38643 21548.42 6941409.72

8457 2011.03.03 03:24 t/p 4228 3.36 1.38657 1.38037 1.38657 21548.42 6962958.14

8458 2011.03.03 03:24 t/p 4229 3.36 1.38655 1.38035 1.38655 21548.42 6984506.56

8459 2011.03.03 03:24 t/p 4227 3.36 1.38660 1.38040 1.38660 21548.42 7006054.98

8460 2011.03.03 03:59 buy 4231 3.40 1.38578 1.38018 1.38638

8461 2011.03.03 05:54 close 4231 3.40 1.38580 1.38018 1.38638 726.83 7006781.81

8462 2011.03.03 06:33 close 4226 3.36 1.38605 1.38045 1.38665 0.00 7006781.81

8463 2011.03.04 01:50 buy 4232 3.40 1.39584 1.39024 1.39644

8464 2011.03.04 01:51 buy 4233 3.40 1.39577 1.39017 1.39637

8465 2011.03.04 01:54 buy 4234 3.40 1.39573 1.39013 1.39633

8466 2011.03.04 02:16 buy 4235 3.40 1.39575 1.39015 1.39635

8467 2011.03.04 02:42 t/p 4234 3.40 1.39633 1.39013 1.39633 21804.95 7028586.76

8468 2011.03.04 02:42 t/p 4235 3.40 1.39635 1.39015 1.39635 21804.94 7050391.70

8469 2011.03.04 02:42 t/p 4233 3.40 1.39637 1.39017 1.39637 21804.94 7072196.64

8470 2011.03.04 03:04 t/p 4232 3.40 1.39644 1.39024 1.39644 21804.95 7094001.59

8471 2011.03.04 03:41 buy 4236 3.44 1.39563 1.39003 1.39623

8472 2011.03.04 03:42 buy 4237 3.44 1.39551 1.38991 1.39611

8473 2011.03.04 03:44 buy 4238 3.44 1.39554 1.38994 1.39614

8474 2011.03.04 03:48 buy 4239 3.44 1.39556 1.38996 1.39616

8475 2011.03.04 03:49 buy 4240 3.44 1.39554 1.38994 1.39614

8476 2011.03.04 04:05 t/p 4237 3.44 1.39611 1.38991 1.39611 22061.47 7116063.06

8477 2011.03.04 04:05 t/p 4238 3.44 1.39614 1.38994 1.39614 22061.48 7138124.54

8478 2011.03.04 04:05 t/p 4240 3.44 1.39614 1.38994 1.39614 22061.48 7160186.02

8479 2011.03.04 04:05 t/p 4239 3.44 1.39616 1.38996 1.39616 22061.48 7182247.50

8480 2011.03.04 04:05 t/p 4236 3.44 1.39623 1.39003 1.39623 22061.48 7204308.98

8481 2011.03.08 18:51 sell 4241 3.50 1.38947 1.39507 1.38887

8482 2011.03.08 18:54 sell 4242 3.50 1.38970 1.39530 1.38910

8483 2011.03.08 18:55 sell 4243 3.50 1.38974 1.39534 1.38914

8484 2011.03.08 18:57 sell 4244 3.50 1.38977 1.39537 1.38917

Page 228: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 228/509

8485 2011.03.08 19:01 sell 4245 3.50 1.38984 1.39544 1.38924

8486 2011.03.08 19:18 t/p 4245 3.50 1.38924 1.39544 1.38924 22450.89 7226759.87

8487 2011.03.08 19:18 t/p 4244 3.50 1.38917 1.39537 1.38917 22450.89 7249210.76

8488 2011.03.08 19:19 t/p 4243 3.50 1.38914 1.39534 1.38914 22450.89 7271661.65

8489 2011.03.08 19:20 t/p 4242 3.50 1.38910 1.39530 1.38910 22450.89 7294112.54

8490 2011.03.08 19:20 t/p 4241 3.50 1.38887 1.39507 1.38887 22450.89 7316563.43

8491 2011.03.08 19:26 sell 4246 3.55 1.38994 1.39554 1.38934

8492 2011.03.08 19:27 sell 4247 3.55 1.39014 1.39574 1.38954

8493 2011.03.08 19:29 sell 4248 3.55 1.39001 1.39561 1.38941

8494 2011.03.08 19:30 sell 4249 3.55 1.39010 1.39570 1.38950

8495 2011.03.08 19:31 sell 4250 3.55 1.39027 1.39587 1.38967

8496 2011.03.09 03:00 t/p 4250 3.55 1.38967 1.39587 1.38967 25243.42 7341806.85

8497 2011.03.09 03:00 close 4249 3.55 1.38967 1.39570 1.38950 18791.52 7360598.37

8498 2011.03.09 03:00 close 4248 3.55 1.38967 1.39561 1.38941 15375.81 7375974.18

8499 2011.03.09 03:00 close 4247 3.55 1.38967 1.39574 1.38954 20309.62 7396283.80

8500 2011.03.09 03:00 close 4246 3.55 1.38967 1.39554 1.38934 12719.15 7409002.95

8501 2011.03.10 13:10 sell 4251 3.60 1.38463 1.39023 1.38403

8502 2011.03.10 13:16 t/p 4251 3.60 1.38403 1.39023 1.38403 23091.91 7432094.86

8503 2011.03.11 00:40 sell 4252 3.61 1.37947 1.38507 1.37887

8504 2011.03.11 01:00 sell 4253 3.61 1.37967 1.38527 1.37907

8505 2011.03.11 01:04 sell 4254 3.61 1.37963 1.38523 1.37903

8506 2011.03.11 01:07 sell 4255 3.61 1.37963 1.38523 1.37903

8507 2011.03.11 01:37 sell 4256 3.61 1.37975 1.38535 1.37915

8508 2011.03.11 10:14 t/p 4256 3.61 1.37915 1.38535 1.37915 23156.27 7455251.13

8509 2011.03.11 10:14 close 4255 3.61 1.37913 1.38523 1.37903 19296.90 7474548.03

8510 2011.03.11 10:14 close 4254 3.61 1.37913 1.38523 1.37903 19296.90 7493844.93

8511 2011.03.11 10:14 close 4252 3.61 1.37913 1.38507 1.37887 13121.89 7506966.82

8512 2011.03.11 10:14 close 4253 3.61 1.37918 1.38527 1.37907 18910.96 7525877.78

8513 2011.03.14 03:08 buy 4257 3.65 1.39249 1.38689 1.39309

8514 2011.03.14 03:09 buy 4258 3.65 1.39229 1.38669 1.39289

8515 2011.03.14 03:10 buy 4259 3.65 1.39227 1.38667 1.39287

8516 2011.03.14 03:12 buy 4260 3.65 1.39215 1.38655 1.39275

8517 2011.03.14 03:13 buy 4261 3.65 1.39201 1.38641 1.39261

8518 2011.03.14 03:19 t/p 4261 3.65 1.39261 1.38641 1.39261 23407.82 7549285.60

8519 2011.03.14 03:22 buy 4262 3.67 1.39244 1.38684 1.39304

8520 2011.03.14 03:25 t/p 4260 3.65 1.39275 1.38655 1.39275 23407.82 7572693.42

8521 2011.03.14 03:28 buy 4263 3.68 1.39224 1.38664 1.39284

Page 229: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 229/509

8522 2011.03.14 03:50 t/p 4263 3.68 1.39284 1.38664 1.39284 23600.21 7596293.63

8523 2011.03.14 03:50 t/p 4259 3.65 1.39287 1.38667 1.39287 23407.81 7619701.44

8524 2011.03.14 03:52 t/p 4258 3.65 1.39289 1.38669 1.39289 23407.81 7643109.25

8525 2011.03.14 03:52 t/p 4262 3.67 1.39304 1.38684 1.39304 23536.08 7666645.33

8526 2011.03.14 03:52 t/p 4257 3.65 1.39309 1.38689 1.39309 23407.82 7690053.15

8527 2011.03.14 23:45 buy 4264 3.73 1.39903 1.39343 1.39963

8528 2011.03.14 23:46 buy 4265 3.73 1.39894 1.39334 1.39954

8529 2011.03.14 23:48 buy 4266 3.73 1.39885 1.39325 1.39945

8530 2011.03.14 23:49 buy 4267 3.73 1.39883 1.39323 1.39943

8531 2011.03.15 00:12 buy 4268 3.73 1.39898 1.39338 1.39958

8532 2011.03.15 02:00 t/p 4267 3.73 1.39943 1.39323 1.39943 19165.01 7709218.16

8533 2011.03.15 02:00 close 4268 3.73 1.39944 1.39338 1.39958 18338.82 7727556.98

8534 2011.03.15 02:00 close 4265 3.73 1.39944 1.39334 1.39954 15178.32 7742735.31

8535 2011.03.15 02:00 close 4264 3.73 1.39944 1.39343 1.39963 11590.29 7754325.60

8536 2011.03.15 02:00 t/p 4266 3.73 1.39945 1.39325 1.39945 19165.01 7773490.61

8537 2011.03.15 02:35 buy 4269 3.77 1.39887 1.39327 1.39947

8538 2011.03.15 02:37 buy 4270 3.77 1.39882 1.39322 1.39942

8539 2011.03.15 02:38 buy 4271 3.77 1.39868 1.39308 1.39928

8540 2011.03.15 02:42 buy 4272 3.77 1.39888 1.39328 1.39948

8541 2011.03.15 02:43 buy 4273 3.77 1.39882 1.39322 1.39942

8542 2011.03.15 02:57 t/p 4271 3.77 1.39928 1.39308 1.39928 24176.71 7797667.32

8543 2011.03.15 03:06 t/p 4270 3.77 1.39942 1.39322 1.39942 24176.71 7821844.03

8544 2011.03.15 03:06 t/p 4273 3.77 1.39942 1.39322 1.39942 24176.71 7846020.74

8545 2011.03.15 03:06 t/p 4269 3.77 1.39947 1.39327 1.39947 24176.71 7870197.45

8546 2011.03.15 03:06 t/p 4272 3.77 1.39948 1.39328 1.39948 24176.71 7894374.16

8547 2011.03.17 15:52 buy 4274 3.83 1.40003 1.39443 1.40063

8548 2011.03.17 15:55 buy 4275 3.83 1.39969 1.39409 1.40029

8549 2011.03.17 15:59 buy 4276 3.83 1.39999 1.39439 1.40059

8550 2011.03.17 16:02 t/p 4275 3.83 1.40029 1.39409 1.40029 24561.02 7918935.18

8551 2011.03.17 16:03 t/p 4276 3.83 1.40059 1.39439 1.40059 24561.02 7943496.20

8552 2011.03.17 16:03 t/p 4274 3.83 1.40063 1.39443 1.40063 24561.03 7968057.23

8553 2011.03.17 16:35 buy 4277 3.87 1.39982 1.39422 1.40042

8554 2011.03.17 16:36 buy 4278 3.87 1.39961 1.39401 1.40021

8555 2011.03.17 16:37 buy 4279 3.87 1.39934 1.39374 1.39994

8556 2011.03.17 16:38 buy 4280 3.87 1.39912 1.39352 1.39972

8557 2011.03.17 16:42 buy 4281 3.87 1.39963 1.39403 1.40023

8558 2011.03.17 16:42 t/p 4280 3.87 1.39972 1.39352 1.39972 24817.53 7992874.76

8559 2011.03.17 16:44 t/p 4279 3.87 1.39994 1.39374 1.39994 24817.54 8017692.30

Page 230: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 230/509

8560 2011.03.17 16:44 t/p 4278 3.87 1.40021 1.39401 1.40021 24817.54 8042509.84

8561 2011.03.17 16:45 t/p 4281 3.87 1.40023 1.39403 1.40023 24817.54 8067327.38

8562 2011.03.17 16:45 t/p 4277 3.87 1.40042 1.39422 1.40042 24817.54 8092144.92

8563 2011.03.17 16:53 buy 4282 3.93 1.39956 1.39396 1.40016

8564 2011.03.17 16:57 buy 4283 3.93 1.39947 1.39387 1.40007

8565 2011.03.17 16:58 buy 4284 3.93 1.39943 1.39383 1.40003

8566 2011.03.17 16:59 buy 4285 3.93 1.39933 1.39373 1.39993

8567 2011.03.17 17:00 buy 4286 3.93 1.39904 1.39344 1.39964

8568 2011.03.17 17:09 t/p 4286 3.93 1.39964 1.39344 1.39964 25202.31 8117347.23

8569 2011.03.17 17:13 buy 4287 3.94 1.39864 1.39304 1.39924

8570 2011.03.17 17:45 t/p 4287 3.94 1.39924 1.39304 1.39924 25266.43 8142613.66

8571 2011.03.17 17:46 t/p 4285 3.93 1.39993 1.39373 1.39993 25202.30 8167815.96

8572 2011.03.17 17:46 t/p 4284 3.93 1.40003 1.39383 1.40003 25202.31 8193018.27

8573 2011.03.17 17:46 t/p 4283 3.93 1.40007 1.39387 1.40007 25202.31 8218220.58

8574 2011.03.17 17:47 t/p 4282 3.93 1.40016 1.39396 1.40016 25202.30 8243422.88

8575 2011.03.21 01:25 buy 4288 4.00 1.41714 1.41154 1.41774

8576 2011.03.21 01:30 buy 4289 4.00 1.41713 1.41153 1.41773

8577 2011.03.21 01:36 t/p 4288 4.00 1.41774 1.41154 1.41774 25651.44 8269074.32

8578 2011.03.21 01:36 t/p 4289 4.00 1.41773 1.41153 1.41773 25651.44 8294725.76

8579 2011.03.21 02:25 buy 4290 4.03 1.41696 1.41136 1.41756

8580 2011.03.21 02:28 buy 4291 4.03 1.41677 1.41117 1.41737

8581 2011.03.21 02:30 buy 4292 4.03 1.41674 1.41114 1.41734

8582 2011.03.21 02:33 buy 4293 4.03 1.41689 1.41129 1.41749

8583 2011.03.21 02:42 buy 4294 4.03 1.41684 1.41124 1.41744

8584 2011.03.21 02:55 t/p 4292 4.03 1.41734 1.41114 1.41734 25843.83 8320569.59

8585 2011.03.21 03:11 buy 4295 4.04 1.41644 1.41084 1.41704

8586 2011.03.21 04:23 t/p 4295 4.04 1.41704 1.41084 1.41704 25907.95 8346477.54

8587 2011.03.21 04:23 close 4294 4.03 1.41705 1.41124 1.41744 9045.34 8355522.88

8588 2011.03.21 04:23 close 4293 4.03 1.41705 1.41129 1.41749 6891.68 8362414.56

8589 2011.03.21 04:23 close 4291 4.03 1.41705 1.41117 1.41737 12060.45 8374475.01

8590 2011.03.21 04:23 close 4290 4.03 1.41705 1.41136 1.41756 3876.57 8378351.58

8591 2011.03.22 00:54 buy 4296 4.07 1.42177 1.41617 1.42237

8592 2011.03.22 01:02 buy 4297 4.07 1.42163 1.41603 1.42223

8593 2011.03.22 01:09 buy 4298 4.07 1.42166 1.41606 1.42226

8594 2011.03.22 01:48 buy 4299 4.07 1.42161 1.41601 1.42221

8595 2011.03.22 01:59 buy 4300 4.07 1.42157 1.41597 1.42217

8596 2011.03.22 03:41 t/p 4300 4.07 1.42217 1.41597 1.42217 26100.34 8404451.92

Page 231: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 231/509

8597 2011.03.22 03:41 close 4296 4.07 1.42218 1.41617 1.42237 17835.24 8422287.16

8598 2011.03.22 03:41 t/p 4299 4.07 1.42221 1.41601 1.42221 26100.34 8448387.50

8599 2011.03.22 03:41 close 4298 4.07 1.42216 1.41606 1.42226 21750.28 8470137.78

8600 2011.03.22 03:41 close 4297 4.07 1.42213 1.41603 1.42223 21750.29 8491888.07

8601 2011.03.24 01:30 sell 4301 4.12 1.41028 1.41588 1.40968

8602 2011.03.24 02:25 sell 4302 4.12 1.41031 1.41591 1.40971

8603 2011.03.24 03:42 close 4301 4.12 1.41025 1.41588 1.40968 1321.32 8493209.39

8604 2011.03.24 04:21 close 4302 4.12 1.41031 1.41591 1.40971 0.00 8493209.39

8605 2011.03.24 22:47 buy 4303 4.12 1.41730 1.41170 1.41790

8606 2011.03.24 22:48 buy 4304 4.12 1.41719 1.41159 1.41779

8607 2011.03.24 22:49 buy 4305 4.12 1.41715 1.41155 1.41775

8608 2011.03.24 22:50 buy 4306 4.12 1.41697 1.41137 1.41757

8609 2011.03.24 22:53 buy 4307 4.12 1.41723 1.41163 1.41783

8610 2011.03.24 23:56 t/p 4306 4.12 1.41757 1.41137 1.41757 26420.99 8519630.38

8611 2011.03.24 23:56 t/p 4305 4.12 1.41775 1.41155 1.41775 26420.98 8546051.36

8612 2011.03.25 00:17 close 4303 4.12 1.41749 1.41170 1.41790 3114.27 8549165.63

8613 2011.03.25 00:18 close 4304 4.12 1.41756 1.41159 1.41779 11040.57 8560206.20

8614 2011.03.25 00:23 close 4307 4.12 1.41741 1.41163 1.41783 2673.92 8562880.12

8615 2011.03.25 00:49 buy 4308 4.16 1.41705 1.41145 1.41765

8616 2011.03.25 00:50 buy 4309 4.16 1.41699 1.41139 1.41759

8617 2011.03.25 01:12 t/p 4309 4.16 1.41759 1.41139 1.41759 26677.49 8589557.61

8618 2011.03.25 01:13 t/p 4308 4.16 1.41765 1.41145 1.41765 26677.49 8616235.10

8619 2011.03.28 03:30 sell 4310 4.18 1.40401 1.40961 1.40341

8620 2011.03.28 03:47 sell 4311 4.18 1.40422 1.40982 1.40362

8621 2011.03.28 03:58 sell 4312 4.18 1.40448 1.41008 1.40388

8622 2011.03.28 04:00 sell 4313 4.18 1.40446 1.41006 1.40386

8623 2011.03.28 04:01 sell 4314 4.18 1.40473 1.41033 1.40413

8624 2011.03.28 10:13 t/p 4314 4.18 1.40413 1.41033 1.40413 26810.77 8643045.87

8625 2011.03.28 10:13 close 4313 4.18 1.40413 1.41006 1.40386 14745.93 8657791.80

8626 2011.03.28 10:13 close 4312 4.18 1.40413 1.41008 1.40388 15639.62 8673431.42

8627 2011.03.28 10:13 close 4311 4.18 1.40413 1.40982 1.40362 4021.62 8677453.04

8628 2011.03.28 10:13 close 4310 4.18 1.40401 1.40961 1.40341 0.00 8677453.04

8629 2011.03.31 15:17 buy 4315 4.21 1.42052 1.41492 1.42112

8630 2011.03.31 15:21 buy 4316 4.21 1.42046 1.41486 1.42106

8631 2011.03.31 15:27 buy 4317 4.21 1.42036 1.41476 1.42096

8632 2011.03.31 15:31 t/p 4317 4.21 1.42096 1.41476 1.42096 26997.38 8704450.42

8633 2011.03.31 15:31 t/p 4316 4.21 1.42106 1.41486 1.42106 26997.39 8731447.81

8634 2011.03.31 15:31 t/p 4315 4.21 1.42112 1.41492 1.42112 26997.38 8758445.19

Page 232: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 232/509

8635 2011.03.31 15:37 buy 4318 4.25 1.41995 1.41435 1.42055

8636 2011.03.31 15:38 buy 4319 4.25 1.41973 1.41413 1.42033

8637 2011.03.31 15:39 buy 4320 4.25 1.41953 1.41393 1.42013

8638 2011.03.31 15:42 t/p 4320 4.25 1.42013 1.41393 1.42013 27253.89 8785699.08

8639 2011.03.31 15:43 t/p 4319 4.25 1.42033 1.41413 1.42033 27253.89 8812952.97

8640 2011.03.31 15:45 buy 4321 4.28 1.41944 1.41384 1.42004

8641 2011.03.31 15:47 buy 4322 4.28 1.41941 1.41381 1.42001

8642 2011.03.31 15:52 buy 4323 4.28 1.41848 1.41288 1.41908

8643 2011.03.31 15:53 t/p 4323 4.28 1.41908 1.41288 1.41908 27446.27 8840399.24

8644 2011.03.31 15:54 buy 4324 4.29 1.41796 1.41236 1.41856

8645 2011.03.31 15:55 buy 4325 4.29 1.41785 1.41225 1.41845

8646 2011.03.31 17:02 t/p 4325 4.29 1.41845 1.41225 1.41845 27510.39 8867909.63

8647 2011.03.31 17:02 t/p 4324 4.29 1.41856 1.41236 1.41856 27510.40 8895420.03

8648 2011.03.31 17:22 close 4322 4.28 1.41942 1.41381 1.42001 457.44 8895877.47

8649 2011.03.31 17:22 close 4321 4.28 1.41944 1.41384 1.42004 0.00 8895877.47

8650 2011.03.31 17:26 close 4318 4.25 1.41996 1.41435 1.42055 454.23 8896331.70

8651 2011.04.04 01:42 buy 4326 4.32 1.42184 1.41624 1.42244

8652 2011.04.04 01:45 buy 4327 4.32 1.42181 1.41621 1.42241

8653 2011.04.04 02:04 t/p 4327 4.32 1.42241 1.41621 1.42241 27702.77 8924034.47

8654 2011.04.04 02:10 t/p 4326 4.32 1.42244 1.41624 1.42244 27702.78 8951737.25

8655 2011.04.04 04:12 buy 4328 4.35 1.42320 1.41760 1.42380

8656 2011.04.04 04:21 buy 4329 4.35 1.42317 1.41757 1.42377

8657 2011.04.04 08:13 close 4329 4.35 1.42317 1.41757 1.42377 0.00 8951737.25

8658 2011.04.04 08:13 close 4328 4.35 1.42320 1.41760 1.42380 0.00 8951737.25

8659 2011.04.06 14:46 buy 4330 4.35 1.42920 1.42360 1.42980

8660 2011.04.06 14:47 buy 4331 4.35 1.42898 1.42338 1.42958

8661 2011.04.06 15:05 t/p 4331 4.35 1.42958 1.42338 1.42958 27894.89 8979632.14

8662 2011.04.06 15:06 t/p 4330 4.35 1.42980 1.42360 1.42980 27894.90 9007527.04

8663 2011.04.06 16:21 buy 4332 4.37 1.42844 1.42284 1.42904

8664 2011.04.06 16:47 t/p 4332 4.37 1.42904 1.42284 1.42904 28023.15 9035550.19

8665 2011.04.07 01:40 buy 4333 4.39 1.43284 1.42724 1.43344

8666 2011.04.07 02:33 buy 4334 4.39 1.43284 1.42724 1.43344

8667 2011.04.07 02:34 buy 4335 4.39 1.43279 1.42719 1.43339

8668 2011.04.07 02:35 buy 4336 4.39 1.43279 1.42719 1.43339

8669 2011.04.07 02:38 buy 4337 4.39 1.43284 1.42724 1.43344

8670 2011.04.07 13:12 s/l 4333 4.39 1.42724 1.42724 1.43344 -262746.42 8772803.77

8671 2011.04.07 13:12 s/l 4334 4.39 1.42724 1.42724 1.43344 -262746.42 8510057.35

Page 233: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 233/509

8672 2011.04.07 13:12 s/l 4337 4.39 1.42724 1.42724 1.43344 -262746.42 8247310.93

8673 2011.04.07 13:12 s/l 4335 4.39 1.42719 1.42719 1.43339 -262746.42 7984564.51

8674 2011.04.07 13:12 s/l 4336 4.39 1.42719 1.42719 1.43339 -262746.42 7721818.09

8675 2011.04.08 15:16 buy 4338 3.75 1.44024 1.43464 1.44084

8676 2011.04.08 15:19 t/p 4338 3.75 1.44084 1.43464 1.44084 24047.33 7745865.42

8677 2011.04.11 03:14 buy 4339 3.76 1.44579 1.44019 1.44639

8678 2011.04.11 03:17 buy 4340 3.76 1.44555 1.43995 1.44615

8679 2011.04.11 03:18 buy 4341 3.76 1.44530 1.43970 1.44590

8680 2011.04.11 03:19 t/p 4341 3.76 1.44590 1.43970 1.44590 24111.45 7769976.87

8681 2011.04.11 03:26 t/p 4340 3.76 1.44615 1.43995 1.44615 24111.45 7794088.32

8682 2011.04.11 03:33 buy 4342 3.79 1.44512 1.43952 1.44572

8683 2011.04.11 03:35 buy 4343 3.79 1.44529 1.43969 1.44589

8684 2011.04.11 03:37 t/p 4342 3.79 1.44572 1.43952 1.44572 24303.83 7818392.15

8685 2011.04.11 03:55 buy 4344 3.80 1.44483 1.43923 1.44543

8686 2011.04.11 03:58 buy 4345 3.80 1.44483 1.43923 1.44543

8687 2011.04.11 03:59 buy 4346 3.80 1.44470 1.43910 1.44530

8688 2011.04.11 04:15 t/p 4346 3.80 1.44530 1.43910 1.44530 24367.96 7842760.11

8689 2011.04.11 04:15 t/p 4344 3.80 1.44543 1.43923 1.44543 24367.95 7867128.06

8690 2011.04.11 04:15 t/p 4345 3.80 1.44543 1.43923 1.44543 24367.95 7891496.01

8691 2011.04.11 04:45 close 4339 3.76 1.44580 1.44019 1.44639 401.86 7891897.87

8692 2011.04.11 05:00 t/p 4343 3.79 1.44589 1.43969 1.44589 24303.83 7916201.70

8693 2011.04.18 16:05 sell 4347 3.84 1.43046 1.43606 1.42986

8694 2011.04.18 16:05 t/p 4347 3.84 1.42986 1.43606 1.42986 24629.30 7940831.00

8695 2011.04.18 16:06 sell 4348 3.86 1.43088 1.43648 1.43028

8696 2011.04.18 16:07 sell 4349 3.86 1.43237 1.43797 1.43177

8697 2011.04.18 16:08 sell 4350 3.86 1.43234 1.43794 1.43174

8698 2011.04.18 16:08 t/p 4349 3.86 1.43177 1.43797 1.43177 24757.58 7965588.58

8699 2011.04.18 16:08 t/p 4350 3.86 1.43174 1.43794 1.43174 24757.58 7990346.16

8700 2011.04.18 16:10 sell 4351 3.88 1.43213 1.43773 1.43153

8701 2011.04.18 16:22 t/p 4351 3.88 1.43153 1.43773 1.43153 24885.85 8015232.01

8702 2011.04.18 16:23 t/p 4348 3.86 1.43028 1.43648 1.43028 24757.81 8039989.82

8703 2011.04.18 20:01 sell 4352 3.90 1.42380 1.42940 1.42320

8704 2011.04.18 20:02 t/p 4352 3.90 1.42320 1.42940 1.42320 25014.37 8065004.19

8705 2011.04.18 21:00 sell 4353 3.92 1.42344 1.42904 1.42284

8706 2011.04.18 21:04 sell 4354 3.92 1.42346 1.42906 1.42286

8707 2011.04.18 21:06 sell 4355 3.92 1.42360 1.42920 1.42300

8708 2011.04.18 21:07 sell 4356 3.92 1.42365 1.42925 1.42305

8709 2011.04.18 21:08 sell 4357 3.92 1.42394 1.42954 1.42334

Page 234: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 234/509

8710 2011.04.18 21:23 t/p 4357 3.92 1.42334 1.42954 1.42334 25142.65 8090146.84

8711 2011.04.18 21:26 t/p 4356 3.92 1.42305 1.42925 1.42305 25142.65 8115289.49

8712 2011.04.18 21:26 t/p 4355 3.92 1.42300 1.42920 1.42300 25142.65 8140432.14

8713 2011.04.18 21:28 t/p 4354 3.92 1.42286 1.42906 1.42286 25142.64 8165574.78

8714 2011.04.18 21:29 t/p 4353 3.92 1.42284 1.42904 1.42284 25142.64 8190717.42

8715 2011.04.18 21:42 sell 4358 3.98 1.42377 1.42937 1.42317

8716 2011.04.18 21:49 sell 4359 3.98 1.42385 1.42945 1.42325

8717 2011.04.18 21:50 sell 4360 3.98 1.42398 1.42958 1.42338

8718 2011.04.18 21:52 sell 4361 3.98 1.42407 1.42967 1.42347

8719 2011.04.18 21:53 sell 4362 3.98 1.42436 1.42996 1.42376

8720 2011.04.18 21:55 t/p 4362 3.98 1.42376 1.42996 1.42376 25527.48 8216244.90

8721 2011.04.18 21:57 sell 4363 3.99 1.42398 1.42958 1.42338

8722 2011.04.18 22:00 t/p 4361 3.98 1.42347 1.42967 1.42347 25527.48 8241772.38

8723 2011.04.18 22:03 t/p 4360 3.98 1.42338 1.42958 1.42338 25527.48 8267299.86

8724 2011.04.18 22:03 t/p 4363 3.99 1.42338 1.42958 1.42338 25591.62 8292891.48

8725 2011.04.18 22:03 t/p 4359 3.98 1.42325 1.42945 1.42325 25527.48 8318418.96

8726 2011.04.18 22:04 t/p 4358 3.98 1.42317 1.42937 1.42317 25527.48 8343946.44

8727 2011.04.19 02:43 sell 4364 4.05 1.42358 1.42918 1.42298

8728 2011.04.19 02:57 sell 4365 4.05 1.42373 1.42933 1.42313

8729 2011.04.19 03:02 sell 4366 4.05 1.42375 1.42935 1.42315

8730 2011.04.19 03:03 sell 4367 4.05 1.42389 1.42949 1.42329

8731 2011.04.19 03:04 t/p 4367 4.05 1.42329 1.42949 1.42329 25976.46 8369922.90

8732 2011.04.19 03:04 t/p 4366 4.05 1.42315 1.42935 1.42315 25976.46 8395899.36

8733 2011.04.19 03:04 t/p 4365 4.05 1.42313 1.42933 1.42313 25976.45 8421875.81

8734 2011.04.19 03:05 t/p 4364 4.05 1.42298 1.42918 1.42298 25976.46 8447852.27

8735 2011.04.19 03:54 sell 4368 4.10 1.42399 1.42959 1.42339

8736 2011.04.19 04:03 sell 4369 4.10 1.42405 1.42965 1.42345

8737 2011.04.19 04:29 sell 4370 4.10 1.42418 1.42978 1.42358

8738 2011.04.19 04:30 sell 4371 4.10 1.42423 1.42983 1.42363

8739 2011.04.19 04:32 t/p 4371 4.10 1.42363 1.42983 1.42363 26296.91 8474149.18

8740 2011.04.19 04:32 t/p 4370 4.10 1.42358 1.42978 1.42358 26296.91 8500446.09

8741 2011.04.19 04:32 t/p 4369 4.10 1.42345 1.42965 1.42345 26296.91 8526743.00

8742 2011.04.19 04:32 t/p 4368 4.10 1.42339 1.42959 1.42339 26296.91 8553039.91

8743 2011.04.19 23:01 buy 4372 4.15 1.43307 1.42747 1.43367

8744 2011.04.19 23:41 t/p 4372 4.15 1.43367 1.42747 1.43367 26611.88 8579651.79

8745 2011.04.20 01:12 buy 4373 4.17 1.43295 1.42735 1.43355

8746 2011.04.20 01:47 t/p 4373 4.17 1.43355 1.42735 1.43355 26740.13 8606391.92

Page 235: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 235/509

8747 2011.04.20 15:11 buy 4374 4.18 1.45016 1.44456 1.45076

8748 2011.04.20 15:12 t/p 4374 4.18 1.45076 1.44456 1.45076 26804.25 8633196.17

8749 2011.04.20 16:28 buy 4375 4.19 1.45062 1.44502 1.45122

8750 2011.04.20 16:30 buy 4376 4.19 1.45086 1.44526 1.45146

8751 2011.04.20 16:30 t/p 4375 4.19 1.45122 1.44502 1.45122 26868.37 8660064.54

8752 2011.04.20 16:32 buy 4377 4.21 1.45078 1.44518 1.45138

8753 2011.04.20 16:34 buy 4378 4.21 1.45078 1.44518 1.45138

8754 2011.04.20 16:35 buy 4379 4.21 1.45000 1.44440 1.45060

8755 2011.04.20 16:36 buy 4380 4.21 1.44998 1.44438 1.45058

8756 2011.04.20 16:38 t/p 4380 4.21 1.45058 1.44438 1.45058 26996.63 8687061.17

8757 2011.04.20 16:38 t/p 4379 4.21 1.45060 1.44440 1.45060 26996.62 8714057.79

8758 2011.04.20 16:40 buy 4381 4.23 1.45027 1.44467 1.45087

8759 2011.04.20 16:44 t/p 4381 4.23 1.45087 1.44467 1.45087 27124.88 8741182.67

8760 2011.04.20 16:46 t/p 4377 4.21 1.45138 1.44518 1.45138 26996.63 8768179.30

8761 2011.04.20 16:46 t/p 4378 4.21 1.45138 1.44518 1.45138 26996.63 8795175.93

8762 2011.04.20 16:46 t/p 4376 4.19 1.45146 1.44526 1.45146 26868.37 8822044.30

8763 2011.04.20 17:49 buy 4382 4.28 1.45046 1.44486 1.45106

8764 2011.04.20 17:56 t/p 4382 4.28 1.45106 1.44486 1.45106 27445.50 8849489.80

8765 2011.04.20 18:09 buy 4383 4.30 1.45011 1.44451 1.45071

8766 2011.04.20 18:12 buy 4384 4.30 1.45026 1.44466 1.45086

8767 2011.04.20 18:13 buy 4385 4.30 1.45007 1.44447 1.45067

8768 2011.04.20 18:16 t/p 4385 4.30 1.45067 1.44447 1.45067 27573.75 8877063.55

8769 2011.04.20 18:16 t/p 4383 4.30 1.45071 1.44451 1.45071 27573.75 8904637.30

8770 2011.04.20 18:16 t/p 4384 4.30 1.45086 1.44466 1.45086 27573.75 8932211.05

8771 2011.04.20 19:18 buy 4386 4.34 1.45007 1.44447 1.45067

8772 2011.04.20 19:23 t/p 4386 4.34 1.45067 1.44447 1.45067 27830.25 8960041.30

8773 2011.04.20 19:32 buy 4387 4.35 1.44993 1.44433 1.45053

8774 2011.04.20 19:35 buy 4388 4.35 1.44997 1.44437 1.45057

8775 2011.04.20 19:37 buy 4389 4.35 1.44988 1.44428 1.45048

8776 2011.04.20 19:38 buy 4390 4.35 1.44980 1.44420 1.45040

8777 2011.04.20 19:39 buy 4391 4.35 1.44964 1.44404 1.45024

8778 2011.04.20 20:54 t/p 4391 4.35 1.45024 1.44404 1.45024 27894.37 8987935.67

8779 2011.04.20 20:54 t/p 4390 4.35 1.45040 1.44420 1.45040 27894.37 9015830.04

8780 2011.04.20 20:55 t/p 4389 4.35 1.45048 1.44428 1.45048 27894.37 9043724.41

8781 2011.04.20 20:55 t/p 4387 4.35 1.45053 1.44433 1.45053 27894.37 9071618.78

8782 2011.04.20 20:55 t/p 4388 4.35 1.45057 1.44437 1.45057 27894.38 9099513.16

8783 2011.04.21 01:49 buy 4392 4.42 1.45149 1.44589 1.45209

8784 2011.04.21 01:50 buy 4393 4.42 1.45146 1.44586 1.45206

Page 236: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 236/509

8785 2011.04.21 01:51 buy 4394 4.42 1.45130 1.44570 1.45190

8786 2011.04.21 01:52 buy 4395 4.42 1.45131 1.44571 1.45191

8787 2011.04.21 01:54 buy 4396 4.42 1.45083 1.44523 1.45143

8788 2011.04.21 02:38 t/p 4396 4.42 1.45143 1.44523 1.45143 28343.25 9127856.41

8789 2011.04.21 02:55 buy 4397 4.43 1.45083 1.44523 1.45143

8790 2011.04.21 02:59 t/p 4397 4.43 1.45143 1.44523 1.45143 28407.37 9156263.78

8791 2011.04.21 03:00 t/p 4394 4.42 1.45190 1.44570 1.45190 28343.25 9184607.03

8792 2011.04.21 03:00 t/p 4395 4.42 1.45191 1.44571 1.45191 28343.25 9212950.28

8793 2011.04.21 03:05 t/p 4393 4.42 1.45206 1.44586 1.45206 28343.25 9241293.53

8794 2011.04.21 03:05 t/p 4392 4.42 1.45209 1.44589 1.45209 28343.25 9269636.78

8795 2011.04.21 13:44 buy 4398 4.50 1.46243 1.45683 1.46303

8796 2011.04.21 13:46 buy 4399 4.50 1.46239 1.45679 1.46299

8797 2011.04.21 13:47 buy 4400 4.50 1.46228 1.45668 1.46288

8798 2011.04.21 13:49 buy 4401 4.50 1.46231 1.45671 1.46291

8799 2011.04.21 13:53 buy 4402 4.50 1.46208 1.45648 1.46268

8800 2011.04.21 15:56 s/l 4398 4.50 1.45683 1.45683 1.46303 -269322.48 9000314.30

8801 2011.04.21 15:56 close 4400 4.50 1.45683 1.45668 1.46288 -262108.48 8738205.82

8802 2011.04.21 15:56 close 4402 4.50 1.45683 1.45648 1.46268 -252489.82 8485716.00

8803 2011.04.21 15:57 close 4399 4.50 1.45705 1.45679 1.46299 -256818.22 8228897.78

8804 2011.04.21 15:58 close 4401 4.50 1.45729 1.45671 1.46291 -241428.36 7987469.42

8805 2011.04.28 12:12 buy 4403 3.88 1.48304 1.47744 1.48364

8806 2011.04.28 12:13 t/p 4403 3.88 1.48364 1.47744 1.48364 24880.27 8012349.69

8807 2011.05.06 00:31 sell 4404 3.89 1.45478 1.46038 1.45418

8808 2011.05.06 00:34 sell 4405 3.89 1.45475 1.46035 1.45415

8809 2011.05.06 00:40 sell 4406 3.89 1.45475 1.46035 1.45415

8810 2011.05.06 00:48 t/p 4404 3.89 1.45418 1.46038 1.45418 24949.06 8037298.75

8811 2011.05.06 00:48 t/p 4405 3.89 1.45415 1.46035 1.45415 24949.06 8062247.81

8812 2011.05.06 00:48 t/p 4406 3.89 1.45415 1.46035 1.45415 24949.06 8087196.87

8813 2011.05.06 02:24 sell 4407 3.93 1.45480 1.46040 1.45420

8814 2011.05.06 02:26 sell 4408 3.93 1.45498 1.46058 1.45438

8815 2011.05.06 02:27 sell 4409 3.93 1.45516 1.46076 1.45456

8816 2011.05.06 02:28 sell 4410 3.93 1.45534 1.46094 1.45474

8817 2011.05.06 02:30 sell 4411 3.93 1.45526 1.46086 1.45466

8818 2011.05.06 03:01 t/p 4410 3.93 1.45474 1.46094 1.45474 25205.61 8112402.48

8819 2011.05.06 03:04 sell 4412 3.94 1.45595 1.46155 1.45535

8820 2011.05.06 06:08 t/p 4412 3.94 1.45535 1.46155 1.45535 25269.74 8137672.22

8821 2011.05.06 06:08 close 4411 3.93 1.45525 1.46086 1.45466 420.09 8138092.31

Page 237: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 237/509

8822 2011.05.06 06:08 close 4409 3.93 1.45515 1.46076 1.45456 420.09 8138512.40

8823 2011.05.06 06:08 close 4408 3.93 1.45498 1.46058 1.45438 0.00 8138512.40

8824 2011.05.06 06:08 close 4407 3.93 1.45479 1.46040 1.45420 420.09 8138932.49

8825 2011.05.09 00:07 sell 4413 3.95 1.43740 1.44300 1.43680

8826 2011.05.09 00:10 sell 4414 3.95 1.43739 1.44299 1.43679

8827 2011.05.09 00:11 sell 4415 3.95 1.43740 1.44300 1.43680

8828 2011.05.09 00:15 t/p 4413 3.95 1.43680 1.44300 1.43680 25333.64 8164266.13

8829 2011.05.09 00:15 t/p 4414 3.95 1.43679 1.44299 1.43679 25333.64 8189599.77

8830 2011.05.09 00:15 t/p 4415 3.95 1.43680 1.44300 1.43680 25333.64 8214933.41

8831 2011.05.09 00:27 sell 4416 3.99 1.43755 1.44315 1.43695

8832 2011.05.09 00:28 sell 4417 3.99 1.43756 1.44316 1.43696

8833 2011.05.09 00:30 sell 4418 3.99 1.43756 1.44316 1.43696

8834 2011.05.09 00:34 sell 4419 3.99 1.43750 1.44310 1.43690

8835 2011.05.09 00:54 t/p 4417 3.99 1.43696 1.44316 1.43696 25590.18 8240523.59

8836 2011.05.09 00:54 t/p 4418 3.99 1.43696 1.44316 1.43696 25590.18 8266113.77

8837 2011.05.09 00:54 t/p 4416 3.99 1.43695 1.44315 1.43695 25590.19 8291703.96

8838 2011.05.09 00:54 t/p 4419 3.99 1.43690 1.44310 1.43690 25590.18 8317294.14

8839 2011.05.09 01:12 sell 4420 4.04 1.43749 1.44309 1.43689

8840 2011.05.09 01:13 sell 4421 4.04 1.43751 1.44311 1.43691

8841 2011.05.09 01:15 sell 4422 4.04 1.43748 1.44308 1.43688

8842 2011.05.09 01:16 sell 4423 4.04 1.43802 1.44362 1.43742

8843 2011.05.09 01:18 sell 4424 4.04 1.43845 1.44405 1.43785

8844 2011.05.09 01:26 t/p 4424 4.04 1.43785 1.44405 1.43785 25910.86 8343205.00

8845 2011.05.09 01:27 t/p 4423 4.04 1.43742 1.44362 1.43742 25910.86 8369115.86

8846 2011.05.09 01:29 t/p 4420 4.04 1.43689 1.44309 1.43689 25910.86 8395026.72

8847 2011.05.09 01:29 t/p 4421 4.04 1.43691 1.44311 1.43691 25910.87 8420937.59

8848 2011.05.09 01:29 t/p 4422 4.04 1.43688 1.44308 1.43688 25910.86 8446848.45

8849 2011.05.09 02:28 sell 4425 4.10 1.43798 1.44358 1.43738

8850 2011.05.09 02:30 sell 4426 4.10 1.43778 1.44338 1.43718

8851 2011.05.09 02:31 sell 4427 4.10 1.43825 1.44385 1.43765

8852 2011.05.09 02:34 sell 4428 4.10 1.43775 1.44335 1.43715

8853 2011.05.09 02:35 sell 4429 4.10 1.43777 1.44337 1.43717

8854 2011.05.09 04:09 t/p 4427 4.10 1.43765 1.44385 1.43765 26295.68 8473144.13

8855 2011.05.09 04:09 close 4429 4.10 1.43765 1.44337 1.43717 5259.14 8478403.27

8856 2011.05.09 04:09 close 4428 4.10 1.43765 1.44335 1.43715 4382.62 8482785.89

8857 2011.05.09 04:09 close 4426 4.10 1.43765 1.44338 1.43718 5697.40 8488483.29

8858 2011.05.09 04:09 close 4425 4.10 1.43765 1.44358 1.43738 14462.63 8502945.92

8859 2011.05.09 04:47 sell 4430 4.13 1.44010 1.44570 1.43950

Page 238: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 238/509

8860 2011.05.09 05:59 t/p 4430 4.13 1.43950 1.44570 1.43950 26488.08 8529434.00

8861 2011.05.09 19:06 sell 4431 4.14 1.43069 1.43629 1.43009

8862 2011.05.09 19:07 sell 4432 4.14 1.43077 1.43637 1.43017

8863 2011.05.09 19:09 sell 4433 4.14 1.43119 1.43679 1.43059

8864 2011.05.09 19:11 sell 4434 4.14 1.43135 1.43695 1.43075

8865 2011.05.09 19:15 t/p 4434 4.14 1.43075 1.43695 1.43075 26552.22 8555986.22

8866 2011.05.09 19:17 t/p 4433 4.14 1.43059 1.43679 1.43059 26552.23 8582538.45

8867 2011.05.09 19:19 t/p 4432 4.14 1.43017 1.43637 1.43017 26552.22 8609090.67

8868 2011.05.09 19:19 t/p 4431 4.14 1.43009 1.43629 1.43009 26552.22 8635642.89

8869 2011.05.11 02:40 buy 4435 4.19 1.44056 1.43496 1.44116

8870 2011.05.11 02:49 buy 4436 4.19 1.44034 1.43474 1.44094

8871 2011.05.11 02:50 buy 4437 4.19 1.44012 1.43452 1.44072

8872 2011.05.11 02:52 buy 4438 4.19 1.44014 1.43454 1.44074

8873 2011.05.11 02:56 buy 4439 4.19 1.44027 1.43467 1.44087

8874 2011.05.11 03:12 t/p 4437 4.19 1.44072 1.43452 1.44072 26867.62 8662510.51

8875 2011.05.11 03:14 t/p 4438 4.19 1.44074 1.43454 1.44074 26867.62 8689378.13

8876 2011.05.11 03:15 t/p 4439 4.19 1.44087 1.43467 1.44087 26867.62 8716245.75

8877 2011.05.11 03:15 t/p 4436 4.19 1.44094 1.43474 1.44094 26867.62 8743113.37

8878 2011.05.11 03:17 t/p 4435 4.19 1.44116 1.43496 1.44116 26867.62 8769980.99

8879 2011.05.12 01:39 sell 4440 4.26 1.42080 1.42640 1.42020

8880 2011.05.12 01:40 sell 4441 4.26 1.42087 1.42647 1.42027

8881 2011.05.12 01:41 sell 4442 4.26 1.42093 1.42653 1.42033

8882 2011.05.12 01:42 sell 4443 4.26 1.42095 1.42655 1.42035

8883 2011.05.12 02:00 sell 4444 4.26 1.42110 1.42670 1.42050

8884 2011.05.12 02:34 t/p 4444 4.26 1.42050 1.42670 1.42050 27322.36 8797303.35

8885 2011.05.12 02:34 t/p 4443 4.26 1.42035 1.42655 1.42035 27322.37 8824625.72

8886 2011.05.12 02:34 t/p 4442 4.26 1.42033 1.42653 1.42033 27322.36 8851948.08

8887 2011.05.12 02:36 t/p 4441 4.26 1.42027 1.42647 1.42027 27322.36 8879270.44

8888 2011.05.12 02:52 sell 4445 4.31 1.42129 1.42689 1.42069

8889 2011.05.12 02:53 sell 4446 4.31 1.42159 1.42719 1.42099

8890 2011.05.12 02:55 t/p 4446 4.31 1.42099 1.42719 1.42099 27643.04 8906913.48

8891 2011.05.12 02:56 t/p 4445 4.31 1.42069 1.42689 1.42069 27643.05 8934556.53

8892 2011.05.12 03:01 t/p 4440 4.26 1.42020 1.42640 1.42020 27322.37 8961878.90

8893 2011.05.12 03:27 sell 4447 4.35 1.42145 1.42705 1.42085

8894 2011.05.12 03:31 sell 4448 4.35 1.42181 1.42741 1.42121

8895 2011.05.12 03:33 sell 4449 4.35 1.42188 1.42748 1.42128

8896 2011.05.12 03:36 sell 4450 4.35 1.42175 1.42735 1.42115

Page 239: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 239/509

8897 2011.05.12 03:38 sell 4451 4.35 1.42184 1.42744 1.42124

8898 2011.05.12 04:31 t/p 4449 4.35 1.42128 1.42748 1.42128 27899.59 8989778.49

8899 2011.05.12 04:31 t/p 4451 4.35 1.42124 1.42744 1.42124 27899.60 9017678.09

8900 2011.05.12 04:31 t/p 4448 4.35 1.42121 1.42741 1.42121 27899.60 9045577.69

8901 2011.05.12 04:31 t/p 4450 4.35 1.42115 1.42735 1.42115 27899.60 9073477.29

8902 2011.05.12 04:31 t/p 4447 4.35 1.42085 1.42705 1.42085 27899.59 9101376.88

8903 2011.05.16 04:54 sell 4452 4.42 1.40823 1.41383 1.40763

8904 2011.05.16 04:57 sell 4453 4.42 1.40847 1.41407 1.40787

8905 2011.05.16 04:58 sell 4454 4.42 1.40854 1.41414 1.40794

8906 2011.05.16 05:01 t/p 4454 4.42 1.40794 1.41414 1.40794 28348.82 9129725.70

8907 2011.05.16 05:01 t/p 4453 4.42 1.40787 1.41407 1.40787 28348.82 9158074.52

8908 2011.05.16 08:06 close 4452 4.42 1.40823 1.41383 1.40763 0.00 9158074.52

8909 2011.05.16 19:59 buy 4455 4.45 1.42027 1.41467 1.42087

8910 2011.05.16 20:01 buy 4456 4.45 1.41989 1.41429 1.42049

8911 2011.05.16 20:02 buy 4457 4.45 1.41974 1.41414 1.42034

8912 2011.05.16 20:04 buy 4458 4.45 1.41930 1.41370 1.41990

8913 2011.05.16 20:05 buy 4459 4.45 1.41921 1.41361 1.41981

8914 2011.05.16 20:06 t/p 4459 4.45 1.41981 1.41361 1.41981 28535.09 9186609.61

8915 2011.05.16 20:08 buy 4460 4.46 1.41954 1.41394 1.42014

8916 2011.05.16 20:20 t/p 4458 4.45 1.41990 1.41370 1.41990 28535.09 9215144.70

8917 2011.05.16 20:28 t/p 4460 4.46 1.42014 1.41394 1.42014 28599.21 9243743.91

8918 2011.05.16 20:28 t/p 4457 4.45 1.42034 1.41414 1.42034 28535.09 9272279.00

8919 2011.05.16 20:32 t/p 4456 4.45 1.42049 1.41429 1.42049 28535.09 9300814.09

8920 2011.05.16 20:42 t/p 4455 4.45 1.42087 1.41467 1.42087 28535.09 9329349.18

8921 2011.05.18 03:10 buy 4461 4.53 1.42474 1.41914 1.42534

8922 2011.05.18 03:20 buy 4462 4.53 1.42473 1.41913 1.42533

8923 2011.05.18 03:21 buy 4463 4.53 1.42465 1.41905 1.42525

8924 2011.05.18 03:23 buy 4464 4.53 1.42465 1.41905 1.42525

8925 2011.05.18 03:24 buy 4465 4.53 1.42462 1.41902 1.42522

8926 2011.05.18 03:30 t/p 4465 4.53 1.42522 1.41902 1.42522 29048.35 9358397.53

8927 2011.05.18 03:30 t/p 4463 4.53 1.42525 1.41905 1.42525 29048.35 9387445.88

8928 2011.05.18 03:30 t/p 4464 4.53 1.42525 1.41905 1.42525 29048.35 9416494.23

8929 2011.05.18 03:30 t/p 4462 4.53 1.42533 1.41913 1.42533 29048.35 9445542.58

8930 2011.05.18 03:38 t/p 4461 4.53 1.42534 1.41914 1.42534 29048.35 9474590.93

8931 2011.05.18 04:24 buy 4466 4.60 1.42431 1.41871 1.42491

8932 2011.05.18 04:28 t/p 4466 4.60 1.42491 1.41871 1.42491 29497.23 9504088.16

8933 2011.05.23 03:24 sell 4467 4.62 1.41341 1.41901 1.41281

8934 2011.05.23 03:31 t/p 4467 4.62 1.41281 1.41901 1.41281 29631.29 9533719.45

Page 240: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 240/509

8935 2011.05.23 14:21 sell 4468 4.63 1.40185 1.40745 1.40125

8936 2011.05.23 14:22 sell 4469 4.63 1.40193 1.40753 1.40133

8937 2011.05.23 14:26 t/p 4469 4.63 1.40133 1.40753 1.40133 29695.43 9563414.88

8938 2011.05.23 14:26 t/p 4468 4.63 1.40125 1.40745 1.40125 29695.43 9593110.31

8939 2011.05.23 14:33 sell 4470 4.66 1.40208 1.40768 1.40148

8940 2011.05.23 14:34 sell 4471 4.66 1.40268 1.40828 1.40208

8941 2011.05.23 14:35 sell 4472 4.66 1.40285 1.40845 1.40225

8942 2011.05.23 14:37 sell 4473 4.66 1.40264 1.40824 1.40204

8943 2011.05.23 14:38 sell 4474 4.66 1.40286 1.40846 1.40226

8944 2011.05.23 15:12 t/p 4474 4.66 1.40226 1.40846 1.40226 29887.84 9622998.15

8945 2011.05.23 15:12 t/p 4472 4.66 1.40225 1.40845 1.40225 29887.84 9652885.99

8946 2011.05.23 15:12 t/p 4471 4.66 1.40208 1.40828 1.40208 29887.84 9682773.83

8947 2011.05.23 15:14 t/p 4473 4.66 1.40204 1.40824 1.40204 29887.84 9712661.67

8948 2011.05.23 15:16 t/p 4470 4.66 1.40148 1.40768 1.40148 29887.85 9742549.52

8949 2011.05.23 16:49 sell 4475 4.73 1.40276 1.40836 1.40216

8950 2011.05.23 16:51 sell 4476 4.73 1.40299 1.40859 1.40239

8951 2011.05.23 16:52 sell 4477 4.73 1.40322 1.40882 1.40262

8952 2011.05.23 16:54 t/p 4477 4.73 1.40262 1.40882 1.40262 30336.80 9772886.32

8953 2011.05.23 16:57 sell 4478 4.75 1.40319 1.40879 1.40259

8954 2011.05.23 16:59 sell 4479 4.75 1.40339 1.40899 1.40279

8955 2011.05.23 17:02 sell 4480 4.75 1.40313 1.40873 1.40253

8956 2011.05.23 17:20 t/p 4479 4.75 1.40279 1.40899 1.40279 30465.07 9803351.39

8957 2011.05.23 17:20 t/p 4478 4.75 1.40259 1.40879 1.40259 30465.08 9833816.47

8958 2011.05.23 17:20 t/p 4480 4.75 1.40253 1.40873 1.40253 30465.07 9864281.54

8959 2011.05.23 17:21 t/p 4476 4.73 1.40239 1.40859 1.40239 30336.80 9894618.34

8960 2011.05.23 17:21 t/p 4475 4.73 1.40216 1.40836 1.40216 30336.80 9924955.14

8961 2011.05.26 12:01 buy 4481 4.82 1.41568 1.41008 1.41628

8962 2011.05.26 12:02 buy 4482 4.82 1.41558 1.40998 1.41618

8963 2011.05.26 12:34 t/p 4482 4.82 1.41618 1.40998 1.41618 30907.38 9955862.52

8964 2011.05.26 12:34 t/p 4481 4.82 1.41628 1.41008 1.41628 30907.38 9986769.90

8965 2011.05.27 12:01 buy 4483 4.85 1.42092 1.41532 1.42152

8966 2011.05.27 12:14 t/p 4483 4.85 1.42152 1.41532 1.42152 31099.75 10017869.65

8967 2011.05.30 01:26 buy 4484 4.87 1.42924 1.42364 1.42984

8968 2011.05.30 01:27 buy 4485 4.87 1.42901 1.42341 1.42961

8969 2011.05.30 01:32 buy 4486 4.87 1.42927 1.42367 1.42987

8970 2011.05.30 01:35 buy 4487 4.87 1.42924 1.42364 1.42984

8971 2011.05.30 01:46 t/p 4485 4.87 1.42961 1.42341 1.42961 31228.00 10049097.65

Page 241: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 241/509

8972 2011.05.30 01:46 t/p 4484 4.87 1.42984 1.42364 1.42984 31227.99 10080325.64

8973 2011.05.30 01:46 t/p 4487 4.87 1.42984 1.42364 1.42984 31227.99 10111553.63

8974 2011.05.30 01:47 t/p 4486 4.87 1.42987 1.42367 1.42987 31227.99 10142781.62

8975 2011.05.30 02:02 buy 4488 4.93 1.42908 1.42348 1.42968

8976 2011.05.30 02:04 buy 4489 4.93 1.42904 1.42344 1.42964

8977 2011.05.30 02:06 buy 4490 4.93 1.42895 1.42335 1.42955

8978 2011.05.30 02:07 buy 4491 4.93 1.42882 1.42322 1.42942

8979 2011.05.30 02:09 buy 4492 4.93 1.42885 1.42325 1.42945

8980 2011.05.30 02:41 t/p 4491 4.93 1.42942 1.42322 1.42942 31612.74 10174394.36

8981 2011.05.30 02:42 t/p 4492 4.93 1.42945 1.42325 1.42945 31612.74 10206007.10

8982 2011.05.30 02:42 t/p 4490 4.93 1.42955 1.42335 1.42955 31612.74 10237619.84

8983 2011.05.30 02:42 t/p 4489 4.93 1.42964 1.42344 1.42964 31612.74 10269232.58

8984 2011.05.30 03:44 close 4488 4.93 1.42910 1.42348 1.42968 1053.75 10270286.33

8985 2011.05.31 13:34 buy 4493 4.99 1.43995 1.43435 1.44055

8986 2011.05.31 13:36 buy 4494 4.99 1.43980 1.43420 1.44040

8987 2011.05.31 13:37 buy 4495 4.99 1.43951 1.43391 1.44011

8988 2011.05.31 13:41 t/p 4495 4.99 1.44011 1.43391 1.44011 31997.47 10302283.80

8989 2011.05.31 13:42 t/p 4494 4.99 1.44040 1.43420 1.44040 31997.48 10334281.28

8990 2011.05.31 13:43 t/p 4493 4.99 1.44055 1.43435 1.44055 31997.48 10366278.76

8991 2011.05.31 13:52 buy 4496 5.03 1.43977 1.43417 1.44037

8992 2011.05.31 13:52 t/p 4496 5.03 1.44037 1.43417 1.44037 32253.97 10398532.73

8993 2011.05.31 14:47 buy 4497 5.05 1.43888 1.43328 1.43948

8994 2011.05.31 14:48 buy 4498 5.05 1.43865 1.43305 1.43925

8995 2011.05.31 14:49 buy 4499 5.05 1.43857 1.43297 1.43917

8996 2011.05.31 14:50 buy 4500 5.05 1.43842 1.43282 1.43902

8997 2011.05.31 14:52 buy 4501 5.05 1.43846 1.43286 1.43906

8998 2011.05.31 15:18 t/p 4500 5.05 1.43902 1.43282 1.43902 32382.22 10430914.95

8999 2011.05.31 15:18 t/p 4501 5.05 1.43906 1.43286 1.43906 32382.21 10463297.16

9000 2011.05.31 15:18 t/p 4499 5.05 1.43917 1.43297 1.43917 32382.21 10495679.37

9001 2011.05.31 15:19 t/p 4498 5.05 1.43925 1.43305 1.43925 32382.22 10528061.59

9002 2011.05.31 15:23 t/p 4497 5.05 1.43948 1.43328 1.43948 32382.21 10560443.80

9003 2011.06.02 01:59 sell 4502 5.13 1.43412 1.43972 1.43352

9004 2011.06.02 02:01 sell 4503 5.13 1.43421 1.43981 1.43361

9005 2011.06.02 02:02 sell 4504 5.13 1.43436 1.43996 1.43376

9006 2011.06.02 02:04 sell 4505 5.13 1.43439 1.43999 1.43379

9007 2011.06.02 02:11 sell 4506 5.13 1.43423 1.43983 1.43363

9008 2011.06.02 02:15 t/p 4505 5.13 1.43379 1.43999 1.43379 32902.58 10593346.38

9009 2011.06.02 02:16 t/p 4504 5.13 1.43376 1.43996 1.43376 32902.59 10626248.97

Page 242: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 242/509

9010 2011.06.02 02:16 t/p 4506 5.13 1.43363 1.43983 1.43363 32902.59 10659151.56

9011 2011.06.02 02:16 t/p 4503 5.13 1.43361 1.43981 1.43361 32902.59 10692054.15

9012 2011.06.02 02:36 sell 4507 5.19 1.43448 1.44008 1.43388

9013 2011.06.02 02:40 sell 4508 5.19 1.43449 1.44009 1.43389

9014 2011.06.02 02:42 sell 4509 5.19 1.43445 1.44005 1.43385

9015 2011.06.02 02:43 sell 4510 5.19 1.43473 1.44033 1.43413

9016 2011.06.02 03:06 t/p 4510 5.19 1.43413 1.44033 1.43413 33287.41 10725341.56

9017 2011.06.02 03:06 t/p 4507 5.19 1.43388 1.44008 1.43388 33287.42 10758628.98

9018 2011.06.02 03:06 t/p 4508 5.19 1.43389 1.44009 1.43389 33287.42 10791916.40

9019 2011.06.02 03:06 t/p 4509 5.19 1.43385 1.44005 1.43385 33287.42 10825203.82

9020 2011.06.02 03:12 t/p 4502 5.13 1.43352 1.43972 1.43352 32902.59 10858106.41

9021 2011.06.02 16:15 buy 4511 5.27 1.44434 1.43874 1.44494

9022 2011.06.02 16:17 buy 4512 5.27 1.44431 1.43871 1.44491

9023 2011.06.02 16:18 buy 4513 5.27 1.44428 1.43868 1.44488

9024 2011.06.02 16:22 t/p 4513 5.27 1.44488 1.43868 1.44488 33792.92 10891899.33

9025 2011.06.02 16:22 t/p 4512 5.27 1.44491 1.43871 1.44491 33792.93 10925692.26

9026 2011.06.02 16:22 t/p 4511 5.27 1.44494 1.43874 1.44494 33792.93 10959485.19

9027 2011.06.02 16:45 buy 4514 5.32 1.44412 1.43852 1.44472

9028 2011.06.02 16:49 buy 4515 5.32 1.44322 1.43762 1.44382

9029 2011.06.02 16:51 t/p 4515 5.32 1.44382 1.43762 1.44382 34113.54 10993598.73

9030 2011.06.02 16:58 t/p 4514 5.32 1.44472 1.43852 1.44472 34113.55 11027712.28

9031 2011.06.03 01:38 buy 4516 5.36 1.44835 1.44275 1.44895

9032 2011.06.03 01:39 buy 4517 5.36 1.44812 1.44252 1.44872

9033 2011.06.03 01:40 buy 4518 5.36 1.44809 1.44249 1.44869

9034 2011.06.03 01:44 buy 4519 5.36 1.44828 1.44268 1.44888

9035 2011.06.03 01:45 buy 4520 5.36 1.44816 1.44256 1.44876

9036 2011.06.03 02:03 t/p 4518 5.36 1.44869 1.44249 1.44869 34370.04 11062082.32

9037 2011.06.03 02:03 t/p 4517 5.36 1.44872 1.44252 1.44872 34370.04 11096452.36

9038 2011.06.03 02:46 t/p 4520 5.36 1.44876 1.44256 1.44876 34370.03 11130822.39

9039 2011.06.03 02:46 t/p 4519 5.36 1.44888 1.44268 1.44888 34370.03 11165192.42

9040 2011.06.03 02:47 t/p 4516 5.36 1.44895 1.44275 1.44895 34370.04 11199562.46

9041 2011.06.06 00:03 buy 4521 5.44 1.46148 1.45588 1.46208

9042 2011.06.06 00:06 t/p 4521 5.44 1.46208 1.45588 1.46208 34883.03 11234445.49

9043 2011.06.06 04:28 buy 4522 5.46 1.46324 1.45764 1.46384

9044 2011.06.06 04:34 buy 4523 5.46 1.46339 1.45779 1.46399

9045 2011.06.06 04:36 buy 4524 5.46 1.46339 1.45779 1.46399

9046 2011.06.06 04:37 buy 4525 5.46 1.46291 1.45731 1.46351

Page 243: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 243/509

9047 2011.06.06 04:38 buy 4526 5.46 1.46266 1.45706 1.46326

9048 2011.06.06 04:59 t/p 4526 5.46 1.46326 1.45706 1.46326 35011.27 11269456.76

9049 2011.06.06 05:03 t/p 4525 5.46 1.46351 1.45731 1.46351 35011.26 11304468.02

9050 2011.06.06 05:09 t/p 4522 5.46 1.46384 1.45764 1.46384 35011.27 11339479.29

9051 2011.06.06 05:11 t/p 4523 5.46 1.46399 1.45779 1.46399 35011.27 11374490.56

9052 2011.06.06 05:11 t/p 4524 5.46 1.46399 1.45779 1.46399 35011.27 11409501.83

9053 2011.06.07 14:29 buy 4527 5.54 1.46579 1.46019 1.46639

9054 2011.06.07 14:45 t/p 4527 5.54 1.46639 1.46019 1.46639 35524.25 11445026.08

9055 2011.06.07 15:02 buy 4528 5.56 1.46530 1.45970 1.46590

9056 2011.06.07 15:04 buy 4529 5.56 1.46531 1.45971 1.46591

9057 2011.06.07 15:06 buy 4530 5.56 1.46532 1.45972 1.46592

9058 2011.06.07 15:08 buy 4531 5.56 1.46529 1.45969 1.46589

9059 2011.06.07 15:10 buy 4532 5.56 1.46519 1.45959 1.46579

9060 2011.06.07 15:25 t/p 4532 5.56 1.46579 1.45959 1.46579 35652.50 11480678.58

9061 2011.06.07 15:30 t/p 4531 5.56 1.46589 1.45969 1.46589 35652.50 11516331.08

9062 2011.06.07 15:30 t/p 4528 5.56 1.46590 1.45970 1.46590 35652.50 11551983.58

9063 2011.06.07 15:30 t/p 4529 5.56 1.46591 1.45971 1.46591 35652.50 11587636.08

9064 2011.06.07 15:30 t/p 4530 5.56 1.46592 1.45972 1.46592 35652.50 11623288.58

9065 2011.06.07 22:36 buy 4533 5.64 1.46813 1.46253 1.46873

9066 2011.06.07 22:37 buy 4534 5.64 1.46810 1.46250 1.46870

9067 2011.06.07 22:38 buy 4535 5.64 1.46807 1.46247 1.46867

9068 2011.06.07 22:43 buy 4536 5.64 1.46818 1.46258 1.46878

9069 2011.06.07 22:44 buy 4537 5.64 1.46784 1.46224 1.46844

9070 2011.06.07 22:46 t/p 4537 5.64 1.46844 1.46224 1.46844 36165.49 11659454.07

9071 2011.06.07 22:46 t/p 4535 5.64 1.46867 1.46247 1.46867 36165.49 11695619.56

9072 2011.06.07 22:46 t/p 4534 5.64 1.46870 1.46250 1.46870 36165.49 11731785.05

9073 2011.06.07 22:46 t/p 4533 5.64 1.46873 1.46253 1.46873 36165.48 11767950.53

9074 2011.06.07 22:46 t/p 4536 5.64 1.46878 1.46258 1.46878 36165.48 11804116.01

9075 2011.06.09 00:04 sell 4538 5.73 1.45832 1.46392 1.45772

9076 2011.06.09 00:05 sell 4539 5.73 1.45851 1.46411 1.45791

9077 2011.06.09 00:09 t/p 4539 5.73 1.45791 1.46411 1.45791 36750.51 11840866.52

9078 2011.06.09 00:14 t/p 4538 5.73 1.45772 1.46392 1.45772 36750.50 11877617.02

9079 2011.06.09 01:12 sell 4540 5.77 1.45855 1.46415 1.45795

9080 2011.06.09 01:13 sell 4541 5.77 1.45860 1.46420 1.45800

9081 2011.06.09 01:16 sell 4542 5.77 1.45861 1.46421 1.45801

9082 2011.06.09 01:18 sell 4543 5.77 1.45864 1.46424 1.45804

9083 2011.06.09 01:19 sell 4544 5.77 1.45876 1.46436 1.45816

9084 2011.06.09 10:11 s/l 4540 5.77 1.46415 1.46415 1.45795 -345399.12 11532217.90

Page 244: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 244/509

9085 2011.06.09 10:11 close 4544 5.77 1.46415 1.46436 1.45816 -332446.65 11199771.25

9086 2011.06.09 10:11 s/l 4541 5.77 1.46420 1.46420 1.45800 -345399.12 10854372.13

9087 2011.06.09 10:11 s/l 4542 5.77 1.46421 1.46421 1.45801 -345399.13 10508973.00

9088 2011.06.09 10:11 s/l 4543 5.77 1.46424 1.46424 1.45804 -345399.12 10163573.88

9089 2011.06.10 01:18 sell 4545 4.94 1.45147 1.45707 1.45087

9090 2011.06.10 01:19 sell 4546 4.94 1.45161 1.45721 1.45101

9091 2011.06.10 01:21 sell 4547 4.94 1.45150 1.45710 1.45090

9092 2011.06.10 01:22 sell 4548 4.94 1.45152 1.45712 1.45092

9093 2011.06.10 01:23 sell 4549 4.94 1.45167 1.45727 1.45107

9094 2011.06.10 02:00 t/p 4549 4.94 1.45107 1.45727 1.45107 31684.27 10195258.15

9095 2011.06.10 02:29 sell 4550 4.95 1.45171 1.45731 1.45111

9096 2011.06.10 07:09 t/p 4550 4.95 1.45111 1.45731 1.45111 31748.11 10227006.26

9097 2011.06.10 07:09 close 4548 4.94 1.45110 1.45712 1.45092 22178.78 10249185.04

9098 2011.06.10 07:09 close 4547 4.94 1.45110 1.45710 1.45090 21122.65 10270307.69

9099 2011.06.10 07:09 close 4545 4.94 1.45110 1.45707 1.45087 19538.45 10289846.14

9100 2011.06.10 07:09 t/p 4546 4.94 1.45101 1.45721 1.45101 31683.97 10321530.11

9101 2011.06.13 02:43 sell 4551 5.01 1.43393 1.43953 1.43333

9102 2011.06.13 03:01 sell 4552 5.01 1.43461 1.44021 1.43401

9103 2011.06.13 03:02 sell 4553 5.01 1.43464 1.44024 1.43404

9104 2011.06.13 03:02 t/p 4553 5.01 1.43404 1.44024 1.43404 32132.94 10353663.05

9105 2011.06.13 03:02 t/p 4552 5.01 1.43401 1.44021 1.43401 32132.94 10385795.99

9106 2011.06.13 03:04 sell 4554 5.04 1.43455 1.44015 1.43395

9107 2011.06.13 03:08 sell 4555 5.04 1.43430 1.43990 1.43370

9108 2011.06.13 03:09 sell 4556 5.04 1.43470 1.44030 1.43410

9109 2011.06.13 03:12 sell 4557 5.04 1.43443 1.44003 1.43383

9110 2011.06.13 04:05 t/p 4556 5.04 1.43410 1.44030 1.43410 32325.35 10418121.34

9111 2011.06.13 04:05 t/p 4554 5.04 1.43395 1.44015 1.43395 32325.35 10450446.69

9112 2011.06.13 04:09 t/p 4557 5.04 1.43383 1.44003 1.43383 32325.35 10482772.04

9113 2011.06.13 04:13 close 4551 5.01 1.43393 1.43953 1.43333 0.00 10482772.04

9114 2011.06.13 04:14 t/p 4555 5.04 1.43370 1.43990 1.43370 32325.35 10515097.39

9115 2011.06.15 17:08 sell 4558 5.11 1.43043 1.43603 1.42983

9116 2011.06.15 17:11 t/p 4558 5.11 1.42983 1.43603 1.42983 32774.93 10547872.32

9117 2011.06.15 17:52 sell 4559 5.12 1.43023 1.43583 1.42963

9118 2011.06.15 17:59 t/p 4559 5.12 1.42963 1.43583 1.42963 32839.07 10580711.39

9119 2011.06.16 01:50 sell 4560 5.14 1.41787 1.42347 1.41727

9120 2011.06.16 01:54 sell 4561 5.14 1.41785 1.42345 1.41725

9121 2011.06.16 01:56 sell 4562 5.14 1.41801 1.42361 1.41741

Page 245: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 245/509

9122 2011.06.16 01:57 sell 4563 5.14 1.41825 1.42385 1.41765

9123 2011.06.16 02:00 sell 4564 5.14 1.41843 1.42403 1.41783

9124 2011.06.16 02:25 t/p 4564 5.14 1.41783 1.42403 1.41783 32966.73 10613678.12

9125 2011.06.16 02:26 t/p 4563 5.14 1.41765 1.42385 1.41765 32966.73 10646644.85

9126 2011.06.16 02:27 t/p 4562 5.14 1.41741 1.42361 1.41741 32966.73 10679611.58

9127 2011.06.16 02:27 t/p 4560 5.14 1.41727 1.42347 1.41727 32966.73 10712578.31

9128 2011.06.16 02:27 t/p 4561 5.14 1.41725 1.42345 1.41725 32966.73 10745545.04

9129 2011.06.16 02:51 sell 4565 5.22 1.41912 1.42472 1.41852

9130 2011.06.16 02:52 sell 4566 5.22 1.41922 1.42482 1.41862

9131 2011.06.16 02:54 sell 4567 5.22 1.41878 1.42438 1.41818

9132 2011.06.16 02:55 sell 4568 5.22 1.41902 1.42462 1.41842

9133 2011.06.16 02:56 sell 4569 5.22 1.41932 1.42492 1.41872

9134 2011.06.16 03:00 t/p 4569 5.22 1.41872 1.42492 1.41872 33479.83 10779024.87

9135 2011.06.16 03:00 t/p 4566 5.22 1.41862 1.42482 1.41862 33479.82 10812504.69

9136 2011.06.16 03:02 sell 4570 5.25 1.41887 1.42447 1.41827

9137 2011.06.16 03:04 t/p 4565 5.22 1.41852 1.42472 1.41852 33479.82 10845984.51

9138 2011.06.16 03:04 t/p 4568 5.22 1.41842 1.42462 1.41842 33479.82 10879464.33

9139 2011.06.16 03:05 t/p 4570 5.25 1.41827 1.42447 1.41827 33672.24 10913136.57

9140 2011.06.16 03:05 t/p 4567 5.22 1.41818 1.42438 1.41818 33479.83 10946616.40

9141 2011.06.16 03:16 sell 4571 5.32 1.41916 1.42476 1.41856

9142 2011.06.16 03:17 sell 4572 5.32 1.41925 1.42485 1.41865

9143 2011.06.16 03:24 sell 4573 5.32 1.41952 1.42512 1.41892

9144 2011.06.16 03:28 sell 4574 5.32 1.41970 1.42530 1.41910

9145 2011.06.16 03:29 sell 4575 5.32 1.41988 1.42548 1.41928

9146 2011.06.16 03:33 t/p 4575 5.32 1.41928 1.42548 1.41928 34121.20 10980737.60

9147 2011.06.16 03:33 t/p 4574 5.32 1.41910 1.42530 1.41910 34121.20 11014858.80

9148 2011.06.16 03:34 t/p 4573 5.32 1.41892 1.42512 1.41892 34121.21 11048980.01

9149 2011.06.16 03:34 t/p 4572 5.32 1.41865 1.42485 1.41865 34121.21 11083101.22

9150 2011.06.16 03:34 t/p 4571 5.32 1.41856 1.42476 1.41856 34121.21 11117222.43

9151 2011.06.16 03:46 sell 4576 5.40 1.41967 1.42527 1.41907

9152 2011.06.16 03:49 t/p 4576 5.40 1.41907 1.42527 1.41907 34634.30 11151856.73

9153 2011.06.23 19:02 sell 4577 5.42 1.41725 1.42285 1.41665

9154 2011.06.23 19:04 sell 4578 5.42 1.41742 1.42302 1.41682

9155 2011.06.23 19:05 sell 4579 5.42 1.41779 1.42339 1.41719

9156 2011.06.23 19:07 sell 4580 5.42 1.41765 1.42325 1.41705

9157 2011.06.23 19:09 t/p 4579 5.42 1.41719 1.42339 1.41719 34763.55 11186620.28

9158 2011.06.23 19:13 sell 4581 5.43 1.41742 1.42302 1.41682

9159 2011.06.23 19:14 t/p 4580 5.42 1.41705 1.42325 1.41705 34763.55 11221383.83

Page 246: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 246/509

9160 2011.06.23 19:18 t/p 4578 5.42 1.41682 1.42302 1.41682 34763.55 11256147.38

9161 2011.06.23 19:18 t/p 4581 5.43 1.41682 1.42302 1.41682 34827.69 11290975.07

9162 2011.06.23 19:22 t/p 4577 5.42 1.41665 1.42285 1.41665 34763.55 11325738.62

9163 2011.06.23 19:53 sell 4582 5.50 1.41787 1.42347 1.41727

9164 2011.06.23 19:57 sell 4583 5.50 1.41793 1.42353 1.41733

9165 2011.06.23 19:58 sell 4584 5.50 1.41834 1.42394 1.41774

9166 2011.06.23 20:00 sell 4585 5.50 1.41872 1.42432 1.41812

9167 2011.06.23 20:03 sell 4586 5.50 1.41832 1.42392 1.41772

9168 2011.06.23 20:53 t/p 4585 5.50 1.41812 1.42432 1.41812 35276.67 11361015.29

9169 2011.06.23 21:03 t/p 4584 5.50 1.41774 1.42394 1.41774 35276.67 11396291.96

9170 2011.06.23 21:03 t/p 4586 5.50 1.41772 1.42392 1.41772 35276.67 11431568.63

9171 2011.06.23 21:23 close 4582 5.50 1.41766 1.42347 1.41727 12346.83 11443915.46

9172 2011.06.23 21:27 close 4583 5.50 1.41768 1.42353 1.41733 14698.61 11458614.07

9173 2011.06.23 21:57 sell 4587 5.56 1.41952 1.42512 1.41892

9174 2011.06.23 21:57 t/p 4587 5.56 1.41892 1.42512 1.41892 35661.50 11494275.57

9175 2011.06.23 21:58 sell 4588 5.58 1.42053 1.42613 1.41993

9176 2011.06.23 22:10 close 4588 5.58 1.42356 1.42613 1.41993 -180738.42 11313537.15

9177 2011.06.27 20:35 buy 4589 5.49 1.42586 1.42026 1.42646

9178 2011.06.27 20:36 buy 4590 5.49 1.42580 1.42020 1.42640

9179 2011.06.27 20:53 t/p 4590 5.49 1.42640 1.42020 1.42640 35204.62 11348741.77

9180 2011.06.27 20:53 t/p 4589 5.49 1.42646 1.42026 1.42646 35204.62 11383946.39

9181 2011.06.28 03:05 buy 4591 5.53 1.42977 1.42417 1.43037

9182 2011.06.28 03:07 buy 4592 5.53 1.42978 1.42418 1.43038

9183 2011.06.28 03:08 buy 4593 5.53 1.42970 1.42410 1.43030

9184 2011.06.28 03:11 buy 4594 5.53 1.42946 1.42386 1.43006

9185 2011.06.28 03:12 buy 4595 5.53 1.42943 1.42383 1.43003

9186 2011.06.28 03:26 t/p 4595 5.53 1.43003 1.42383 1.43003 35461.13 11419407.52

9187 2011.06.28 03:26 t/p 4594 5.53 1.43006 1.42386 1.43006 35461.12 11454868.64

9188 2011.06.28 04:18 t/p 4593 5.53 1.43030 1.42410 1.43030 35461.12 11490329.76

9189 2011.06.28 04:18 t/p 4591 5.53 1.43037 1.42417 1.43037 35461.12 11525790.88

9190 2011.06.28 04:18 t/p 4592 5.53 1.43038 1.42418 1.43038 35461.12 11561252.00

9191 2011.06.29 01:08 buy 4596 5.61 1.43604 1.43044 1.43664

9192 2011.06.29 01:21 t/p 4596 5.61 1.43664 1.43044 1.43664 35974.12 11597226.12

9193 2011.06.29 01:50 buy 4597 5.63 1.43574 1.43014 1.43634

9194 2011.06.29 01:51 buy 4598 5.63 1.43561 1.43001 1.43621

9195 2011.06.29 01:53 buy 4599 5.63 1.43554 1.42994 1.43614

9196 2011.06.29 01:56 buy 4600 5.63 1.43570 1.43010 1.43630

Page 247: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 247/509

9197 2011.06.29 01:57 buy 4601 5.63 1.43564 1.43004 1.43624

9198 2011.06.29 02:39 t/p 4599 5.63 1.43614 1.42994 1.43614 36102.38 11633328.50

9199 2011.06.29 02:39 t/p 4598 5.63 1.43621 1.43001 1.43621 36102.37 11669430.87

9200 2011.06.29 02:39 t/p 4601 5.63 1.43624 1.43004 1.43624 36102.37 11705533.24

9201 2011.06.29 02:39 t/p 4600 5.63 1.43630 1.43010 1.43630 36102.38 11741635.62

9202 2011.06.29 02:39 t/p 4597 5.63 1.43634 1.43014 1.43634 36102.37 11777737.99

9203 2011.07.06 18:31 sell 4602 5.72 1.43307 1.43867 1.43247

9204 2011.07.06 18:34 sell 4603 5.72 1.43303 1.43863 1.43243

9205 2011.07.06 18:37 sell 4604 5.72 1.43305 1.43865 1.43245

9206 2011.07.06 18:38 sell 4605 5.72 1.43314 1.43874 1.43254

9207 2011.07.06 18:43 sell 4606 5.72 1.43331 1.43891 1.43271

9208 2011.07.06 18:58 t/p 4606 5.72 1.43271 1.43891 1.43271 36686.70 11814424.69

9209 2011.07.06 19:00 t/p 4605 5.72 1.43254 1.43874 1.43254 36686.71 11851111.40

9210 2011.07.06 20:01 close 4602 5.72 1.43303 1.43867 1.43247 2445.78 11853557.18

9211 2011.07.06 20:04 close 4603 5.72 1.43289 1.43863 1.43243 8560.23 11862117.41

9212 2011.07.06 20:07 close 4604 5.72 1.43292 1.43865 1.43245 7948.78 11870066.19

9213 2011.07.06 23:07 sell 4607 5.76 1.43163 1.43723 1.43103

9214 2011.07.06 23:09 sell 4608 5.76 1.43158 1.43718 1.43098

9215 2011.07.06 23:13 sell 4609 5.76 1.43159 1.43719 1.43099

9216 2011.07.06 23:18 t/p 4607 5.76 1.43103 1.43723 1.43103 36942.91 11907009.10

9217 2011.07.06 23:18 t/p 4609 5.76 1.43099 1.43719 1.43099 36942.92 11943952.02

9218 2011.07.06 23:18 t/p 4608 5.76 1.43098 1.43718 1.43098 36942.91 11980894.93

9219 2011.07.06 23:35 sell 4610 5.82 1.43160 1.43720 1.43100

9220 2011.07.06 23:36 sell 4611 5.82 1.43166 1.43726 1.43106

9221 2011.07.06 23:54 sell 4612 5.82 1.43181 1.43741 1.43121

9222 2011.07.06 23:57 sell 4613 5.82 1.43172 1.43732 1.43112

9223 2011.07.06 23:58 sell 4614 5.82 1.43179 1.43739 1.43119

9224 2011.07.07 03:14 t/p 4612 5.82 1.43121 1.43741 1.43121 49485.89 12030380.83

9225 2011.07.07 03:14 close 4611 5.82 1.43121 1.43726 1.43106 40153.96 12070534.79

9226 2011.07.07 03:14 close 4610 5.82 1.43121 1.43720 1.43100 36421.18 12106955.97

9227 2011.07.07 03:14 close 4613 5.82 1.43122 1.43732 1.43112 43264.60 12150220.57

9228 2011.07.07 03:14 close 4614 5.82 1.43129 1.43739 1.43119 43264.60 12193485.17

9229 2011.07.11 03:01 sell 4615 5.92 1.42218 1.42778 1.42158

9230 2011.07.11 03:03 sell 4616 5.92 1.42215 1.42775 1.42155

9231 2011.07.11 03:04 sell 4617 5.92 1.42219 1.42779 1.42159

9232 2011.07.11 03:06 sell 4618 5.92 1.42237 1.42797 1.42177

9233 2011.07.11 03:10 t/p 4618 5.92 1.42177 1.42797 1.42177 37969.10 12231454.27

9234 2011.07.11 03:15 t/p 4617 5.92 1.42159 1.42779 1.42159 37969.10 12269423.37

Page 248: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 248/509

9235 2011.07.11 03:15 t/p 4615 5.92 1.42158 1.42778 1.42158 37969.10 12307392.47

9236 2011.07.11 03:15 t/p 4616 5.92 1.42155 1.42775 1.42155 37969.11 12345361.58

9237 2011.07.11 19:19 sell 4619 6.00 1.40461 1.41021 1.40401

9238 2011.07.11 19:32 t/p 4619 6.00 1.40401 1.41021 1.40401 38482.20 12383843.78

9239 2011.07.11 23:26 sell 4620 6.01 1.40321 1.40881 1.40261

9240 2011.07.11 23:51 t/p 4620 6.01 1.40261 1.40881 1.40261 38546.33 12422390.11

9241 2011.07.12 00:18 sell 4621 6.03 1.40340 1.40900 1.40280

9242 2011.07.12 00:34 sell 4622 6.03 1.40370 1.40930 1.40310

9243 2011.07.12 00:36 sell 4623 6.03 1.40399 1.40959 1.40339

9244 2011.07.12 00:37 sell 4624 6.03 1.40444 1.41004 1.40384

9245 2011.07.12 00:40 sell 4625 6.03 1.40450 1.41010 1.40390

9246 2011.07.12 02:04 t/p 4625 6.03 1.40390 1.41010 1.40390 38674.61 12461064.72

9247 2011.07.12 02:04 t/p 4624 6.03 1.40384 1.41004 1.40384 38674.61 12499739.33

9248 2011.07.12 02:04 close 4622 6.03 1.40370 1.40930 1.40310 0.00 12499739.33

9249 2011.07.12 02:06 close 4623 6.03 1.40367 1.40959 1.40339 20626.46 12520365.79

9250 2011.07.12 02:08 close 4621 6.03 1.40339 1.40900 1.40280 644.58 12521010.37

9251 2011.07.12 12:03 sell 4626 6.08 1.39243 1.39803 1.39183

9252 2011.07.12 12:04 sell 4627 6.08 1.39276 1.39836 1.39216

9253 2011.07.12 12:05 sell 4628 6.08 1.39281 1.39841 1.39221

9254 2011.07.12 12:05 t/p 4628 6.08 1.39221 1.39841 1.39221 38995.30 12560005.67

9255 2011.07.12 12:05 t/p 4627 6.08 1.39216 1.39836 1.39216 38995.29 12599000.96

9256 2011.07.12 12:06 t/p 4626 6.08 1.39183 1.39803 1.39183 38995.30 12637996.26

9257 2011.07.12 12:18 sell 4629 6.14 1.39268 1.39828 1.39208

9258 2011.07.12 12:22 sell 4630 6.14 1.39292 1.39852 1.39232

9259 2011.07.12 12:23 sell 4631 6.14 1.39307 1.39867 1.39247

9260 2011.07.12 12:47 t/p 4631 6.14 1.39247 1.39867 1.39247 39380.12 12677376.38

9261 2011.07.12 12:49 t/p 4630 6.14 1.39232 1.39852 1.39232 39380.12 12716756.50

9262 2011.07.12 12:49 t/p 4629 6.14 1.39208 1.39828 1.39208 39380.12 12756136.62

9263 2011.07.13 20:22 buy 4632 6.20 1.41373 1.40813 1.41433

9264 2011.07.13 20:23 buy 4633 6.20 1.41371 1.40811 1.41431

9265 2011.07.13 20:27 buy 4634 6.20 1.41381 1.40821 1.41441

9266 2011.07.13 20:28 buy 4635 6.20 1.41372 1.40812 1.41432

9267 2011.07.13 20:31 t/p 4632 6.20 1.41433 1.40813 1.41433 39756.38 12795893.00

9268 2011.07.13 20:31 t/p 4633 6.20 1.41431 1.40811 1.41431 39756.39 12835649.39

9269 2011.07.13 20:31 t/p 4635 6.20 1.41432 1.40812 1.41432 39756.38 12875405.77

9270 2011.07.13 20:31 t/p 4634 6.20 1.41441 1.40821 1.41441 39756.38 12915162.15

9271 2011.07.22 02:14 buy 4636 6.27 1.44051 1.43491 1.44111

Page 249: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 249/509

9272 2011.07.22 02:16 buy 4637 6.27 1.44041 1.43481 1.44101

9273 2011.07.22 02:19 buy 4638 6.27 1.44067 1.43507 1.44127

9274 2011.07.22 02:20 buy 4639 6.27 1.44062 1.43502 1.44122

9275 2011.07.22 02:23 buy 4640 6.27 1.44068 1.43508 1.44128

9276 2011.07.22 02:59 t/p 4637 6.27 1.44101 1.43481 1.44101 40206.75 12955368.90

9277 2011.07.22 02:59 t/p 4636 6.27 1.44111 1.43491 1.44111 40206.75 12995575.65

9278 2011.07.22 03:04 buy 4641 6.31 1.44008 1.43448 1.44068

9279 2011.07.22 03:05 buy 4642 6.31 1.43982 1.43422 1.44042

9280 2011.07.22 08:41 t/p 4642 6.31 1.44042 1.43422 1.44042 40462.87 13036038.52

9281 2011.07.22 08:41 close 4641 6.31 1.44044 1.43448 1.44068 24277.73 13060316.25

9282 2011.07.22 08:46 close 4639 6.27 1.44062 1.43502 1.44122 0.00 13060316.25

9283 2011.07.22 08:54 close 4640 6.27 1.44068 1.43508 1.44128 0.00 13060316.25

9284 2011.07.22 08:54 close 4638 6.27 1.44068 1.43507 1.44127 670.11 13060986.36

9285 2011.07.26 12:00 buy 4643 6.34 1.44815 1.44255 1.44875

9286 2011.07.26 12:01 buy 4644 6.34 1.44803 1.44243 1.44863

9287 2011.07.26 12:03 buy 4645 6.34 1.44819 1.44259 1.44879

9288 2011.07.26 12:04 buy 4646 6.34 1.44802 1.44242 1.44862

9289 2011.07.26 12:06 buy 4647 6.34 1.44754 1.44194 1.44814

9290 2011.07.26 13:14 t/p 4647 6.34 1.44814 1.44194 1.44814 40655.25 13101641.61

9291 2011.07.26 13:44 buy 4648 6.36 1.44685 1.44125 1.44745

9292 2011.07.26 13:57 t/p 4648 6.36 1.44745 1.44125 1.44745 40783.50 13142425.11

9293 2011.07.26 14:05 close 4646 6.34 1.44804 1.44242 1.44862 1355.17 13143780.28

9294 2011.07.26 14:05 close 4644 6.34 1.44804 1.44243 1.44863 677.59 13144457.87

9295 2011.07.26 14:05 close 4643 6.34 1.44817 1.44255 1.44875 1355.18 13145813.05

9296 2011.07.26 14:05 close 4645 6.34 1.44821 1.44259 1.44879 1355.18 13147168.23

9297 2011.07.26 23:29 buy 4649 6.38 1.45080 1.44520 1.45140

9298 2011.07.26 23:34 buy 4650 6.38 1.45077 1.44517 1.45137

9299 2011.07.26 23:35 buy 4651 6.38 1.45075 1.44515 1.45135

9300 2011.07.26 23:42 buy 4652 6.38 1.45074 1.44514 1.45134

9301 2011.07.26 23:44 buy 4653 6.38 1.45071 1.44511 1.45131

9302 2011.07.27 00:25 t/p 4653 6.38 1.45131 1.44511 1.45131 32778.23 13179946.46

9303 2011.07.27 00:25 t/p 4652 6.38 1.45134 1.44514 1.45134 32778.23 13212724.68

9304 2011.07.27 00:25 t/p 4651 6.38 1.45135 1.44515 1.45135 32778.23 13245502.91

9305 2011.07.27 00:26 t/p 4650 6.38 1.45137 1.44517 1.45137 32778.23 13278281.14

9306 2011.07.27 00:26 t/p 4649 6.38 1.45140 1.44520 1.45140 32778.23 13311059.37

9307 2011.07.27 01:12 buy 4654 6.46 1.45075 1.44515 1.45135

9308 2011.07.27 01:22 buy 4655 6.46 1.45060 1.44500 1.45120

9309 2011.07.27 01:23 buy 4656 6.46 1.45062 1.44502 1.45122

Page 250: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 250/509

9310 2011.07.27 01:24 buy 4657 6.46 1.45056 1.44496 1.45116

9311 2011.07.27 01:38 t/p 4657 6.46 1.45116 1.44496 1.45116 41424.75 13352484.12

9312 2011.07.27 01:38 t/p 4655 6.46 1.45120 1.44500 1.45120 41424.75 13393908.87

9313 2011.07.27 01:38 t/p 4656 6.46 1.45122 1.44502 1.45122 41424.75 13435333.62

9314 2011.07.27 02:42 close 4654 6.46 1.45096 1.44515 1.45135 14498.66 13449832.28

9315 2011.07.27 21:26 sell 4658 6.53 1.43750 1.44310 1.43690

9316 2011.07.27 21:29 t/p 4658 6.53 1.43690 1.44310 1.43690 41882.25 13491714.53

9317 2011.07.28 02:02 sell 4659 6.55 1.43759 1.44319 1.43699

9318 2011.07.28 02:12 sell 4660 6.55 1.43733 1.44293 1.43673

9319 2011.07.28 02:13 sell 4661 6.55 1.43742 1.44302 1.43682

9320 2011.07.28 02:15 sell 4662 6.55 1.43744 1.44304 1.43684

9321 2011.07.28 02:15 t/p 4659 6.55 1.43699 1.44319 1.43699 42010.52 13533725.05

9322 2011.07.28 02:15 t/p 4661 6.55 1.43682 1.44302 1.43682 42010.52 13575735.57

9323 2011.07.28 02:15 t/p 4662 6.55 1.43684 1.44304 1.43684 42010.52 13617746.09

9324 2011.07.28 02:15 t/p 4660 6.55 1.43673 1.44293 1.43673 42010.52 13659756.61

9325 2011.07.28 16:54 sell 4663 6.63 1.42948 1.43508 1.42888

9326 2011.07.28 16:58 t/p 4663 6.63 1.42888 1.43508 1.42888 42523.63 13702280.24

9327 2011.09.01 04:32 sell 4664 6.65 1.43714 1.44274 1.43654

9328 2011.09.01 04:33 sell 4665 6.65 1.43761 1.44321 1.43701

9329 2011.09.01 04:41 sell 4666 6.65 1.43719 1.44279 1.43659

9330 2011.09.01 04:44 sell 4667 6.65 1.43724 1.44284 1.43664

9331 2011.09.01 04:45 t/p 4665 6.65 1.43701 1.44321 1.43701 42652.30 13744932.54

9332 2011.09.01 04:49 t/p 4667 6.65 1.43664 1.44284 1.43664 42652.30 13787584.84

9333 2011.09.01 06:17 close 4666 6.65 1.43719 1.44279 1.43659 0.00 13787584.84

9334 2011.09.01 06:19 close 4664 6.65 1.43714 1.44274 1.43654 0.00 13787584.84

9335 2011.09.01 15:53 sell 4668 6.70 1.42953 1.43513 1.42893

9336 2011.09.01 15:55 sell 4669 6.70 1.42945 1.43505 1.42885

9337 2011.09.01 15:56 sell 4670 6.70 1.42967 1.43527 1.42907

9338 2011.09.01 15:57 sell 4671 6.70 1.42975 1.43535 1.42915

9339 2011.09.01 15:58 sell 4672 6.70 1.42999 1.43559 1.42939

9340 2011.09.01 16:05 t/p 4672 6.70 1.42939 1.43559 1.42939 42972.99 13830557.83

9341 2011.09.01 16:06 t/p 4671 6.70 1.42915 1.43535 1.42915 42973.00 13873530.83

9342 2011.09.01 16:06 t/p 4670 6.70 1.42907 1.43527 1.42907 42972.99 13916503.82

9343 2011.09.01 16:08 t/p 4668 6.70 1.42893 1.43513 1.42893 42973.00 13959476.82

9344 2011.09.01 16:22 t/p 4669 6.70 1.42885 1.43505 1.42885 42973.00 14002449.82

9345 2011.09.01 16:37 sell 4673 6.80 1.42984 1.43544 1.42924

9346 2011.09.01 16:38 sell 4674 6.80 1.43037 1.43597 1.42977

Page 251: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 251/509

9347 2011.09.01 16:39 t/p 4674 6.80 1.42977 1.43597 1.42977 43614.39 14046064.21

9348 2011.09.01 16:45 t/p 4673 6.80 1.42924 1.43544 1.42924 43614.39 14089678.60

9349 2011.09.02 02:03 sell 4675 6.84 1.42645 1.43205 1.42585

9350 2011.09.02 02:04 sell 4676 6.84 1.42665 1.43225 1.42605

9351 2011.09.02 02:09 sell 4677 6.84 1.42679 1.43239 1.42619

9352 2011.09.02 02:16 sell 4678 6.84 1.42663 1.43223 1.42603

9353 2011.09.02 02:17 sell 4679 6.84 1.42675 1.43235 1.42615

9354 2011.09.02 05:43 t/p 4677 6.84 1.42619 1.43239 1.42619 43870.53 14133549.13

9355 2011.09.02 05:43 close 4678 6.84 1.42619 1.43223 1.42603 32171.72 14165720.85

9356 2011.09.02 05:43 close 4676 6.84 1.42619 1.43225 1.42605 33634.07 14199354.92

9357 2011.09.02 05:43 close 4675 6.84 1.42619 1.43205 1.42585 19010.56 14218365.48

9358 2011.09.02 05:43 t/p 4679 6.84 1.42615 1.43235 1.42615 43870.53 14262236.01

9359 2011.09.05 04:15 sell 4680 6.93 1.41614 1.42174 1.41554

9360 2011.09.05 04:16 t/p 4680 6.93 1.41554 1.42174 1.41554 44447.36 14306683.37

9361 2011.09.05 04:32 sell 4681 6.95 1.41627 1.42187 1.41567

9362 2011.09.05 04:33 sell 4682 6.95 1.41632 1.42192 1.41572

9363 2011.09.05 04:36 sell 4683 6.95 1.41652 1.42212 1.41592

9364 2011.09.05 04:37 sell 4684 6.95 1.41667 1.42227 1.41607

9365 2011.09.05 04:40 sell 4685 6.95 1.41673 1.42233 1.41613

9366 2011.09.05 08:08 t/p 4685 6.95 1.41613 1.42233 1.41613 44575.64 14351259.01

9367 2011.09.05 08:08 close 4683 6.95 1.41613 1.42212 1.41592 28974.16 14380233.17

9368 2011.09.05 08:08 close 4682 6.95 1.41613 1.42192 1.41572 14115.62 14394348.79

9369 2011.09.05 08:08 close 4681 6.95 1.41613 1.42187 1.41567 10400.98 14404749.77

9370 2011.09.05 08:08 close 4684 6.95 1.41619 1.42227 1.41607 35660.50 14440410.27

9371 2011.09.06 04:21 sell 4686 7.01 1.40800 1.41360 1.40740

9372 2011.09.06 04:30 t/p 4686 7.01 1.40740 1.41360 1.40740 44960.46 14485370.73

9373 2011.09.06 21:09 sell 4687 7.03 1.40049 1.40609 1.39989

9374 2011.09.06 21:12 sell 4688 7.03 1.40073 1.40633 1.40013

9375 2011.09.06 21:31 sell 4689 7.03 1.40135 1.40695 1.40075

9376 2011.09.06 21:32 sell 4690 7.03 1.40139 1.40699 1.40079

9377 2011.09.06 21:35 sell 4691 7.03 1.40125 1.40685 1.40065

9378 2011.09.06 21:37 t/p 4690 7.03 1.40079 1.40699 1.40079 45088.73 14530459.46

9379 2011.09.06 21:37 t/p 4689 7.03 1.40075 1.40695 1.40075 45088.73 14575548.19

9380 2011.09.06 21:38 t/p 4691 7.03 1.40065 1.40685 1.40065 45088.73 14620636.92

9381 2011.09.06 21:40 t/p 4688 7.03 1.40013 1.40633 1.40013 45088.73 14665725.65

9382 2011.09.06 21:42 t/p 4687 7.03 1.39989 1.40609 1.39989 45088.74 14710814.39

9383 2011.09.06 22:54 sell 4692 7.14 1.40011 1.40571 1.39951

9384 2011.09.06 22:59 sell 4693 7.14 1.40025 1.40585 1.39965

Page 252: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 252/509

9385 2011.09.06 23:10 t/p 4693 7.14 1.39965 1.40585 1.39965 45794.25 14756608.64

9386 2011.09.06 23:21 t/p 4692 7.14 1.39951 1.40571 1.39951 45794.24 14802402.88

9387 2011.09.07 01:18 sell 4694 7.19 1.40051 1.40611 1.39991

9388 2011.09.07 01:19 sell 4695 7.19 1.40063 1.40623 1.40003

9389 2011.09.07 01:35 t/p 4695 7.19 1.40003 1.40623 1.40003 46114.93 14848517.81

9390 2011.09.07 01:37 t/p 4694 7.19 1.39991 1.40611 1.39991 46114.93 14894632.74

9391 2011.09.07 02:02 sell 4696 7.23 1.40060 1.40620 1.40000

9392 2011.09.07 03:01 sell 4697 7.23 1.40124 1.40684 1.40064

9393 2011.09.07 03:03 sell 4698 7.23 1.40129 1.40689 1.40069

9394 2011.09.07 03:04 sell 4699 7.23 1.40141 1.40701 1.40081

9395 2011.09.07 04:30 close 4696 7.23 1.40393 1.40620 1.40000 -257361.75 14637270.99

9396 2011.09.07 04:30 close 4698 7.23 1.40393 1.40689 1.40069 -204034.54 14433236.45

9397 2011.09.07 04:31 close 4697 7.23 1.40442 1.40684 1.40064 -245768.87 14187467.58

9398 2011.09.07 04:32 close 4699 7.23 1.40425 1.40701 1.40081 -219491.69 13967975.89

9399 2011.09.09 01:09 sell 4700 6.78 1.38909 1.39469 1.38849

9400 2011.09.09 01:13 sell 4701 6.78 1.38920 1.39480 1.38860

9401 2011.09.09 01:16 sell 4702 6.78 1.38919 1.39479 1.38859

9402 2011.09.09 01:20 sell 4703 6.78 1.38919 1.39479 1.38859

9403 2011.09.09 01:34 sell 4704 6.78 1.38932 1.39492 1.38872

9404 2011.09.09 02:24 t/p 4704 6.78 1.38872 1.39492 1.38872 43485.29 14011461.18

9405 2011.09.09 02:24 t/p 4701 6.78 1.38860 1.39480 1.38860 43485.29 14054946.47

9406 2011.09.09 02:24 t/p 4702 6.78 1.38859 1.39479 1.38859 43485.29 14098431.76

9407 2011.09.09 02:24 t/p 4703 6.78 1.38859 1.39479 1.38859 43485.29 14141917.05

9408 2011.09.09 02:25 t/p 4700 6.78 1.38849 1.39469 1.38849 43485.30 14185402.35

9409 2011.09.09 02:38 sell 4705 6.89 1.39061 1.39621 1.39001

9410 2011.09.09 02:39 sell 4706 6.89 1.39118 1.39678 1.39058

9411 2011.09.09 02:40 sell 4707 6.89 1.39138 1.39698 1.39078

9412 2011.09.09 02:41 sell 4708 6.89 1.39156 1.39716 1.39096

9413 2011.09.09 02:42 t/p 4708 6.89 1.39096 1.39716 1.39096 44190.81 14229593.16

9414 2011.09.09 02:42 t/p 4707 6.89 1.39078 1.39698 1.39078 44190.80 14273783.96

9415 2011.09.09 02:43 t/p 4706 6.89 1.39058 1.39678 1.39058 44190.81 14317974.77

9416 2011.09.09 02:43 t/p 4705 6.89 1.39001 1.39621 1.39001 44190.81 14362165.58

9417 2011.09.09 03:06 sell 4709 6.98 1.39147 1.39707 1.39087

9418 2011.09.09 03:09 sell 4710 6.98 1.39152 1.39712 1.39092

9419 2011.09.09 03:13 t/p 4710 6.98 1.39092 1.39712 1.39092 44768.04 14406933.62

9420 2011.09.09 03:13 t/p 4709 6.98 1.39087 1.39707 1.39087 44768.05 14451701.67

9421 2011.09.09 03:18 sell 4711 7.02 1.39147 1.39707 1.39087

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 253/509

9422 2011.09.09 03:20 sell 4712 7.02 1.39165 1.39725 1.39105

9423 2011.09.09 03:21 sell 4713 7.02 1.39167 1.39727 1.39107

9424 2011.09.09 03:22 sell 4714 7.02 1.39211 1.39771 1.39151

9425 2011.09.09 03:23 sell 4715 7.02 1.39225 1.39785 1.39165

9426 2011.09.09 03:39 t/p 4715 7.02 1.39165 1.39785 1.39165 45024.59 14496726.26

9427 2011.09.09 03:51 sell 4716 7.04 1.39203 1.39763 1.39143

9428 2011.09.09 03:55 t/p 4714 7.02 1.39151 1.39771 1.39151 45024.59 14541750.85

9429 2011.09.09 03:55 t/p 4716 7.04 1.39143 1.39763 1.39143 45152.87 14586903.72

9430 2011.09.09 04:08 sell 4717 7.08 1.39223 1.39783 1.39163

9431 2011.09.09 04:11 sell 4718 7.08 1.39223 1.39783 1.39163

9432 2011.09.09 07:07 t/p 4717 7.08 1.39163 1.39783 1.39163 45409.42 14632313.14

9433 2011.09.09 07:07 t/p 4718 7.08 1.39163 1.39783 1.39163 45409.42 14677722.56

9434 2011.09.09 07:07 close 4713 7.02 1.39163 1.39727 1.39107 3001.64 14680724.20

9435 2011.09.09 07:07 close 4712 7.02 1.39163 1.39725 1.39105 1500.82 14682225.02

9436 2011.09.09 07:09 close 4711 7.02 1.39147 1.39707 1.39087 0.00 14682225.02

9437 2011.09.09 15:04 sell 4719 7.13 1.38280 1.38840 1.38220

9438 2011.09.09 15:05 sell 4720 7.13 1.38313 1.38873 1.38253

9439 2011.09.09 15:11 t/p 4720 7.13 1.38253 1.38873 1.38253 45730.10 14727955.12

9440 2011.09.09 15:13 t/p 4719 7.13 1.38220 1.38840 1.38220 45730.10 14773685.22

9441 2011.09.09 15:26 sell 4721 7.17 1.38354 1.38914 1.38294

9442 2011.09.09 15:28 sell 4722 7.17 1.38365 1.38925 1.38305

9443 2011.09.09 15:30 sell 4723 7.17 1.38366 1.38926 1.38306

9444 2011.09.09 15:33 t/p 4722 7.17 1.38305 1.38925 1.38305 45986.66 14819671.88

9445 2011.09.09 15:33 t/p 4723 7.17 1.38306 1.38926 1.38306 45986.66 14865658.54

9446 2011.09.09 15:33 t/p 4721 7.17 1.38294 1.38914 1.38294 45986.66 14911645.20

9447 2011.09.09 15:49 sell 4724 7.24 1.38353 1.38913 1.38293

9448 2011.09.09 15:53 t/p 4724 7.24 1.38293 1.38913 1.38293 46435.63 14958080.83

9449 2011.09.12 02:03 sell 4725 7.26 1.36160 1.36720 1.36100

9450 2011.09.12 02:04 sell 4726 7.26 1.36174 1.36734 1.36114

9451 2011.09.12 02:06 sell 4727 7.26 1.36165 1.36725 1.36105

9452 2011.09.12 02:07 sell 4728 7.26 1.36186 1.36746 1.36126

9453 2011.09.12 02:08 sell 4729 7.26 1.36201 1.36761 1.36141

9454 2011.09.12 02:15 t/p 4729 7.26 1.36141 1.36761 1.36141 46563.90 15004644.73

9455 2011.09.12 02:16 t/p 4728 7.26 1.36126 1.36746 1.36126 46563.90 15051208.63

9456 2011.09.12 02:16 t/p 4726 7.26 1.36114 1.36734 1.36114 46563.89 15097772.52

9457 2011.09.12 02:16 t/p 4727 7.26 1.36105 1.36725 1.36105 46563.90 15144336.42

9458 2011.09.12 02:16 t/p 4725 7.26 1.36100 1.36720 1.36100 46563.89 15190900.31

9459 2011.09.12 02:36 sell 4730 7.38 1.36149 1.36709 1.36089

Page 254: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 254/509

9460 2011.09.12 02:41 t/p 4730 7.38 1.36089 1.36709 1.36089 47333.55 15238233.86

9461 2011.09.12 03:34 sell 4731 7.40 1.36172 1.36732 1.36112

9462 2011.09.12 03:36 t/p 4731 7.40 1.36112 1.36732 1.36112 47461.83 15285695.69

9463 2011.09.15 23:59 buy 4732 7.42 1.38779 1.38219 1.38839

9464 2011.09.16 00:00 buy 4733 7.42 1.38744 1.38184 1.38804

9465 2011.09.16 00:02 buy 4734 7.42 1.38772 1.38212 1.38832

9466 2011.09.16 00:03 buy 4735 7.42 1.38729 1.38169 1.38789

9467 2011.09.16 00:05 buy 4736 7.42 1.38763 1.38203 1.38823

9468 2011.09.16 00:07 t/p 4735 7.42 1.38789 1.38169 1.38789 47579.86 15333275.55

9469 2011.09.16 00:13 t/p 4733 7.42 1.38804 1.38184 1.38804 47579.86 15380855.41

9470 2011.09.16 00:13 t/p 4736 7.42 1.38823 1.38203 1.38823 47579.86 15428435.27

9471 2011.09.16 00:13 t/p 4734 7.42 1.38832 1.38212 1.38832 47579.86 15476015.13

9472 2011.09.16 00:14 t/p 4732 7.42 1.38839 1.38219 1.38839 38120.50 15514135.63

9473 2011.09.16 01:09 buy 4737 7.53 1.38748 1.38188 1.38808

9474 2011.09.16 01:17 t/p 4737 7.53 1.38808 1.38188 1.38808 48285.22 15562420.85

9475 2011.09.16 01:49 buy 4738 7.56 1.38726 1.38166 1.38786

9476 2011.09.16 01:51 buy 4739 7.56 1.38730 1.38170 1.38790

9477 2011.09.16 01:54 buy 4740 7.56 1.38729 1.38169 1.38789

9478 2011.09.16 01:55 buy 4741 7.56 1.38711 1.38151 1.38771

9479 2011.09.16 01:57 buy 4742 7.56 1.38712 1.38152 1.38772

9480 2011.09.16 02:48 t/p 4741 7.56 1.38771 1.38151 1.38771 48477.60 15610898.45

9481 2011.09.16 02:48 t/p 4742 7.56 1.38772 1.38152 1.38772 48477.60 15659376.05

9482 2011.09.16 02:48 t/p 4738 7.56 1.38786 1.38166 1.38786 48477.60 15707853.65

9483 2011.09.16 02:49 t/p 4740 7.56 1.38789 1.38169 1.38789 48477.60 15756331.25

9484 2011.09.16 02:58 t/p 4739 7.56 1.38790 1.38170 1.38790 48477.60 15804808.85

9485 2011.09.16 03:11 buy 4743 7.68 1.38682 1.38122 1.38742

9486 2011.09.16 03:14 buy 4744 7.68 1.38663 1.38103 1.38723

9487 2011.09.16 03:16 buy 4745 7.68 1.38661 1.38101 1.38721

9488 2011.09.16 03:19 buy 4746 7.68 1.38669 1.38109 1.38729

9489 2011.09.16 03:24 t/p 4745 7.68 1.38721 1.38101 1.38721 49247.08 15854055.93

9490 2011.09.16 03:24 t/p 4744 7.68 1.38723 1.38103 1.38723 49247.07 15903303.00

9491 2011.09.16 03:24 t/p 4746 7.68 1.38729 1.38109 1.38729 49247.08 15952550.08

9492 2011.09.16 03:24 t/p 4743 7.68 1.38742 1.38122 1.38742 49247.08 16001797.16

9493 2011.09.22 04:45 sell 4747 7.77 1.35821 1.36381 1.35761

9494 2011.09.22 04:50 t/p 4747 7.77 1.35761 1.36381 1.35761 49836.31 16051633.47

9495 2011.09.22 15:01 sell 4748 7.80 1.34734 1.35294 1.34674

9496 2011.09.22 15:02 t/p 4748 7.80 1.34674 1.35294 1.34674 50028.73 16101662.20

Page 255: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 255/509

9497 2011.09.22 16:24 sell 4749 7.82 1.34653 1.35213 1.34593

9498 2011.09.22 16:25 t/p 4749 7.82 1.34593 1.35213 1.34593 50157.01 16151819.21

9499 2011.10.04 01:08 sell 4750 7.84 1.31993 1.32553 1.31933

9500 2011.10.04 01:09 sell 4751 7.84 1.32004 1.32564 1.31944

9501 2011.10.04 01:11 sell 4752 7.84 1.31995 1.32555 1.31935

9502 2011.10.04 01:25 sell 4753 7.84 1.32017 1.32577 1.31957

9503 2011.10.04 01:26 sell 4754 7.84 1.32022 1.32582 1.31962

9504 2011.10.04 01:29 t/p 4754 7.84 1.31962 1.32582 1.31962 50286.70 16202105.91

9505 2011.10.04 01:29 t/p 4753 7.84 1.31957 1.32577 1.31957 50286.70 16252392.61

9506 2011.10.04 01:30 t/p 4751 7.84 1.31944 1.32564 1.31944 50286.70 16302679.31

9507 2011.10.04 01:30 t/p 4752 7.84 1.31935 1.32555 1.31935 50286.70 16352966.01

9508 2011.10.04 01:30 t/p 4750 7.84 1.31933 1.32553 1.31933 50286.70 16403252.71

9509 2011.10.04 03:02 sell 4755 7.97 1.31982 1.32542 1.31922

9510 2011.10.04 03:05 t/p 4755 7.97 1.31922 1.32542 1.31922 51120.54 16454373.25

9511 2011.10.04 04:06 sell 4756 7.99 1.32033 1.32593 1.31973

9512 2011.10.04 04:07 sell 4757 7.99 1.32034 1.32594 1.31974

9513 2011.10.04 04:13 sell 4758 7.99 1.32018 1.32578 1.31958

9514 2011.10.04 04:14 sell 4759 7.99 1.32061 1.32621 1.32001

9515 2011.10.04 04:17 sell 4760 7.99 1.32042 1.32602 1.31982

9516 2011.10.04 04:19 t/p 4759 7.99 1.32001 1.32621 1.32001 51248.82 16505622.07

9517 2011.10.04 04:21 sell 4761 8.02 1.32038 1.32598 1.31978

9518 2011.10.04 05:44 t/p 4760 7.99 1.31982 1.32602 1.31982 51248.82 16556870.89

9519 2011.10.04 05:44 close 4758 7.99 1.31982 1.32578 1.31958 30749.30 16587620.19

9520 2011.10.04 05:44 t/p 4761 8.02 1.31978 1.32598 1.31978 51441.24 16639061.43

9521 2011.10.04 05:44 close 4756 7.99 1.31983 1.32593 1.31973 42707.35 16681768.78

9522 2011.10.04 05:44 close 4757 7.99 1.31984 1.32594 1.31974 42707.35 16724476.13

9523 2011.10.05 03:02 buy 4762 8.12 1.33138 1.32578 1.33198

9524 2011.10.05 03:03 buy 4763 8.12 1.33098 1.32538 1.33158

9525 2011.10.05 03:04 buy 4764 8.12 1.33068 1.32508 1.33128

9526 2011.10.05 03:45 close 4762 8.12 1.32739 1.32578 1.33198 -346271.89 16378204.24

9527 2011.10.05 03:45 close 4764 8.12 1.32739 1.32508 1.33128 -285522.44 16092681.80

9528 2011.10.05 03:46 close 4763 8.12 1.32744 1.32538 1.33158 -307218.68 15785463.12

9529 2011.10.07 01:03 buy 4765 7.67 1.34266 1.33706 1.34326

9530 2011.10.07 01:09 buy 4766 7.67 1.34268 1.33708 1.34328

9531 2011.10.07 01:10 buy 4767 7.67 1.34263 1.33703 1.34323

9532 2011.10.07 01:16 buy 4768 7.67 1.34246 1.33686 1.34306

9533 2011.10.07 01:18 buy 4769 7.67 1.34239 1.33679 1.34299

9534 2011.10.07 01:36 t/p 4769 7.67 1.34299 1.33679 1.34299 49185.72 15834648.84

Page 256: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 256/509

9535 2011.10.07 01:36 t/p 4768 7.67 1.34306 1.33686 1.34306 49185.72 15883834.56

9536 2011.10.07 01:39 t/p 4767 7.67 1.34323 1.33703 1.34323 49185.71 15933020.27

9537 2011.10.07 01:40 t/p 4765 7.67 1.34326 1.33706 1.34326 49185.72 15982205.99

9538 2011.10.07 01:40 t/p 4766 7.67 1.34328 1.33708 1.34328 49185.71 16031391.70

9539 2011.10.07 02:26 buy 4770 7.79 1.34233 1.33673 1.34293

9540 2011.10.07 02:37 t/p 4770 7.79 1.34293 1.33673 1.34293 49955.24 16081346.94

9541 2011.10.07 03:02 buy 4771 7.81 1.34215 1.33655 1.34275

9542 2011.10.07 03:04 buy 4772 7.81 1.34216 1.33656 1.34276

9543 2011.10.07 03:18 buy 4773 7.81 1.34207 1.33647 1.34267

9544 2011.10.07 03:19 buy 4774 7.81 1.34197 1.33637 1.34257

9545 2011.10.07 03:37 buy 4775 7.81 1.34196 1.33636 1.34256

9546 2011.10.07 05:18 t/p 4775 7.81 1.34256 1.33636 1.34256 50083.50 16131430.44

9547 2011.10.07 05:18 close 4773 7.81 1.34256 1.33647 1.34267 40901.53 16172331.97

9548 2011.10.07 05:18 close 4772 7.81 1.34256 1.33656 1.34276 33389.00 16205720.97

9549 2011.10.07 05:18 close 4771 7.81 1.34256 1.33655 1.34275 34223.73 16239944.70

9550 2011.10.07 05:18 t/p 4774 7.81 1.34257 1.33637 1.34257 50083.50 16290028.20

9551 2011.10.10 20:01 buy 4776 7.91 1.36602 1.36042 1.36662

9552 2011.10.10 20:17 t/p 4776 7.91 1.36662 1.36042 1.36662 50724.77 16340752.97

9553 2011.10.10 20:32 buy 4777 7.94 1.36562 1.36002 1.36622

9554 2011.10.10 20:33 buy 4778 7.94 1.36519 1.35959 1.36579

9555 2011.10.10 20:34 buy 4779 7.94 1.36518 1.35958 1.36578

9556 2011.10.10 20:37 t/p 4779 7.94 1.36578 1.35958 1.36578 50917.15 16391670.12

9557 2011.10.10 20:37 t/p 4778 7.94 1.36579 1.35959 1.36579 50917.15 16442587.27

9558 2011.10.10 20:42 t/p 4777 7.94 1.36622 1.36002 1.36622 50917.16 16493504.43

9559 2011.10.10 21:03 buy 4780 8.01 1.36534 1.35974 1.36594

9560 2011.10.10 21:04 buy 4781 8.01 1.36523 1.35963 1.36583

9561 2011.10.10 21:06 buy 4782 8.01 1.36505 1.35945 1.36565

9562 2011.10.10 21:07 buy 4783 8.01 1.36489 1.35929 1.36549

9563 2011.10.10 21:10 buy 4784 8.01 1.36496 1.35936 1.36556

9564 2011.10.10 21:25 t/p 4783 8.01 1.36549 1.35929 1.36549 51366.04 16544870.47

9565 2011.10.10 21:25 t/p 4784 8.01 1.36556 1.35936 1.36556 51366.05 16596236.52

9566 2011.10.10 21:40 buy 4785 8.06 1.36481 1.35921 1.36541

9567 2011.10.10 21:53 buy 4786 8.06 1.36494 1.35934 1.36554

9568 2011.10.10 23:02 t/p 4785 8.06 1.36541 1.35921 1.36541 51686.68 16647923.20

9569 2011.10.10 23:02 close 4782 8.01 1.36542 1.35945 1.36565 31675.73 16679598.93

9570 2011.10.10 23:02 close 4781 8.01 1.36542 1.35963 1.36583 16265.92 16695864.85

9571 2011.10.10 23:02 close 4780 8.01 1.36542 1.35974 1.36594 6848.81 16702713.66

Page 257: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 257/509

9572 2011.10.10 23:02 t/p 4786 8.06 1.36554 1.35934 1.36554 51686.69 16754400.35

9573 2011.10.11 00:14 buy 4787 8.14 1.36385 1.35825 1.36445

9574 2011.10.11 00:19 buy 4788 8.14 1.36384 1.35824 1.36444

9575 2011.10.11 00:21 buy 4789 8.14 1.36358 1.35798 1.36418

9576 2011.10.11 00:22 buy 4790 8.14 1.36374 1.35814 1.36434

9577 2011.10.11 00:24 buy 4791 8.14 1.36377 1.35817 1.36437

9578 2011.10.11 00:36 t/p 4789 8.14 1.36418 1.35798 1.36418 52199.71 16806600.06

9579 2011.10.11 00:46 t/p 4790 8.14 1.36434 1.35814 1.36434 52199.71 16858799.77

9580 2011.10.11 00:51 buy 4792 8.19 1.36362 1.35802 1.36422

9581 2011.10.11 00:52 buy 4793 8.19 1.36358 1.35798 1.36418

9582 2011.10.11 03:42 t/p 4793 8.19 1.36418 1.35798 1.36418 52520.34 16911320.11

9583 2011.10.11 03:42 close 4791 8.14 1.36418 1.35817 1.36437 35669.80 16946989.91

9584 2011.10.11 03:42 close 4788 8.14 1.36418 1.35824 1.36444 29579.84 16976569.75

9585 2011.10.11 03:42 close 4787 8.14 1.36418 1.35825 1.36445 28709.84 17005279.59

9586 2011.10.11 03:42 close 4792 8.19 1.36410 1.35802 1.36422 42016.27 17047295.86

9587 2011.10.12 14:59 buy 4794 8.28 1.37595 1.37035 1.37655

9588 2011.10.12 15:03 t/p 4794 8.28 1.37655 1.37035 1.37655 53097.00 17100392.86

9589 2011.10.12 16:24 buy 4795 8.30 1.37588 1.37028 1.37648

9590 2011.10.12 16:26 t/p 4795 8.30 1.37648 1.37028 1.37648 53225.25 17153618.11

9591 2011.10.12 16:49 buy 4796 8.33 1.37550 1.36990 1.37610

9592 2011.10.12 16:50 t/p 4796 8.33 1.37610 1.36990 1.37610 53417.62 17207035.73

9593 2011.10.12 21:58 buy 4797 8.36 1.37956 1.37396 1.38016

9594 2011.10.12 21:59 buy 4798 8.36 1.37917 1.37357 1.37977

9595 2011.10.12 22:00 buy 4799 8.36 1.37918 1.37358 1.37978

9596 2011.10.12 22:02 buy 4800 8.36 1.37915 1.37355 1.37975

9597 2011.10.12 22:04 buy 4801 8.36 1.37915 1.37355 1.37975

9598 2011.10.12 22:07 t/p 4800 8.36 1.37975 1.37355 1.37975 53610.01 17260645.74

9599 2011.10.12 22:07 t/p 4801 8.36 1.37975 1.37355 1.37975 53610.01 17314255.75

9600 2011.10.12 22:07 t/p 4798 8.36 1.37977 1.37357 1.37977 53610.01 17367865.76

9601 2011.10.12 22:07 t/p 4799 8.36 1.37978 1.37358 1.37978 53610.01 17421475.77

9602 2011.10.12 22:09 buy 4802 8.46 1.37946 1.37386 1.38006

9603 2011.10.12 22:11 buy 4803 8.46 1.37943 1.37383 1.38003

9604 2011.10.12 22:12 buy 4804 8.46 1.37941 1.37381 1.38001

9605 2011.10.12 22:15 buy 4805 8.46 1.37941 1.37381 1.38001

9606 2011.10.12 22:29 t/p 4804 8.46 1.38001 1.37381 1.38001 54251.27 17475727.04

9607 2011.10.12 22:29 t/p 4805 8.46 1.38001 1.37381 1.38001 54251.27 17529978.31

9608 2011.10.12 22:29 t/p 4803 8.46 1.38003 1.37383 1.38003 54251.27 17584229.58

9609 2011.10.12 22:29 t/p 4802 8.46 1.38006 1.37386 1.38006 54251.28 17638480.86

Page 258: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 258/509

9610 2011.10.12 22:29 t/p 4797 8.36 1.38016 1.37396 1.38016 53610.00 17692090.86

9611 2011.10.12 22:58 buy 4806 8.59 1.37920 1.37360 1.37980

9612 2011.10.12 22:59 buy 4807 8.59 1.37916 1.37356 1.37976

9613 2011.10.12 23:07 buy 4808 8.59 1.37913 1.37353 1.37973

9614 2011.10.12 23:12 buy 4809 8.59 1.37905 1.37345 1.37965

9615 2011.10.12 23:13 buy 4810 8.59 1.37891 1.37331 1.37951

9616 2011.10.13 07:07 t/p 4810 8.59 1.37951 1.37331 1.37951 22232.12 17714322.98

9617 2011.10.13 07:07 close 4809 8.59 1.37952 1.37345 1.37965 10297.05 17724620.03

9618 2011.10.13 07:07 close 4808 8.59 1.37952 1.37353 1.37973 2952.40 17727572.42

9619 2011.10.13 07:07 close 4807 8.59 1.37952 1.37356 1.37976 198.15 17727770.57

9620 2011.10.13 07:07 close 4806 8.59 1.37952 1.37360 1.37980 -3474.18 17724296.39

9621 2011.10.17 02:38 buy 4811 8.61 1.38702 1.38142 1.38762

9622 2011.10.17 02:41 buy 4812 8.61 1.38696 1.38136 1.38756

9623 2011.10.17 02:42 buy 4813 8.61 1.38679 1.38119 1.38739

9624 2011.10.17 02:44 buy 4814 8.61 1.38673 1.38113 1.38733

9625 2011.10.17 02:45 buy 4815 8.61 1.38671 1.38111 1.38731

9626 2011.10.17 03:00 t/p 4815 8.61 1.38731 1.38111 1.38731 55213.17 17779509.56

9627 2011.10.17 03:00 t/p 4814 8.61 1.38733 1.38113 1.38733 55213.17 17834722.73

9628 2011.10.17 03:00 t/p 4813 8.61 1.38739 1.38119 1.38739 55213.18 17889935.91

9629 2011.10.17 03:00 t/p 4812 8.61 1.38756 1.38136 1.38756 55213.17 17945149.08

9630 2011.10.17 03:01 buy 4816 8.71 1.38664 1.38104 1.38724

9631 2011.10.17 03:03 buy 4817 8.71 1.38662 1.38102 1.38722

9632 2011.10.17 03:04 buy 4818 8.71 1.38653 1.38093 1.38713

9633 2011.10.17 03:05 buy 4819 8.71 1.38616 1.38056 1.38676

9634 2011.10.17 09:13 t/p 4819 8.71 1.38676 1.38056 1.38676 55854.44 18001003.52

9635 2011.10.17 09:13 close 4818 8.71 1.38677 1.38093 1.38713 22341.78 18023345.30

9636 2011.10.17 09:13 close 4817 8.71 1.38677 1.38102 1.38722 13963.61 18037308.91

9637 2011.10.17 09:13 close 4816 8.71 1.38677 1.38104 1.38724 12101.80 18049410.71

9638 2011.10.17 09:40 close 4811 8.61 1.38702 1.38142 1.38762 0.00 18049410.71

9639 2011.10.18 02:14 sell 4820 8.77 1.37461 1.38021 1.37401

9640 2011.10.18 02:21 sell 4821 8.77 1.37473 1.38033 1.37413

9641 2011.10.18 02:22 sell 4822 8.77 1.37477 1.38037 1.37417

9642 2011.10.18 02:25 t/p 4822 8.77 1.37417 1.38037 1.37417 56252.36 18105663.07

9643 2011.10.18 02:25 t/p 4821 8.77 1.37413 1.38033 1.37413 56252.35 18161915.42

9644 2011.10.18 02:25 t/p 4820 8.77 1.37401 1.38021 1.37401 56252.36 18218167.78

9645 2011.10.18 03:01 sell 4823 8.85 1.37512 1.38072 1.37452

9646 2011.10.18 03:05 sell 4824 8.85 1.37500 1.38060 1.37440

Page 259: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 259/509

9647 2011.10.18 03:06 sell 4825 8.85 1.37507 1.38067 1.37447

9648 2011.10.18 03:09 sell 4826 8.85 1.37500 1.38060 1.37440

9649 2011.10.18 03:13 sell 4827 8.85 1.37507 1.38067 1.37447

9650 2011.10.18 09:45 t/p 4823 8.85 1.37452 1.38072 1.37452 56765.49 18274933.27

9651 2011.10.18 09:45 close 4826 8.85 1.37451 1.38060 1.37440 46358.49 18321291.76

9652 2011.10.18 09:45 close 4824 8.85 1.37451 1.38060 1.37440 46358.49 18367650.25

9653 2011.10.18 09:45 t/p 4825 8.85 1.37447 1.38067 1.37447 56765.50 18424415.75

9654 2011.10.18 09:45 t/p 4827 8.85 1.37447 1.38067 1.37447 56765.50 18481181.25

9655 2011.10.27 12:02 buy 4828 8.97 1.39871 1.39311 1.39931

9656 2011.10.27 12:02 t/p 4828 8.97 1.39931 1.39311 1.39931 57524.97 18538706.22

9657 2011.10.27 22:38 buy 4829 9.00 1.41941 1.41381 1.42001

9658 2011.10.27 22:42 buy 4830 9.00 1.41949 1.41389 1.42009

9659 2011.10.27 22:43 buy 4831 9.00 1.41913 1.41353 1.41973

9660 2011.10.27 22:45 buy 4832 9.00 1.41890 1.41330 1.41950

9661 2011.10.27 22:46 buy 4833 9.00 1.41880 1.41320 1.41940

9662 2011.10.28 00:13 t/p 4833 9.00 1.41940 1.41320 1.41940 46243.74 18584949.96

9663 2011.10.28 00:13 close 4831 9.00 1.41941 1.41353 1.41973 15461.15 18600411.11

9664 2011.10.28 00:13 close 4829 9.00 1.41941 1.41381 1.42001 -11473.62 18588937.49

9665 2011.10.28 00:13 close 4830 9.00 1.41949 1.41389 1.42009 -11473.62 18577463.87

9666 2011.10.28 00:13 t/p 4832 9.00 1.41950 1.41330 1.41950 46243.74 18623707.61

9667 2011.10.28 00:33 buy 4834 9.04 1.41839 1.41279 1.41899

9668 2011.10.28 00:37 buy 4835 9.04 1.41826 1.41266 1.41886

9669 2011.10.28 00:39 buy 4836 9.04 1.41802 1.41242 1.41862

9670 2011.10.28 00:41 buy 4837 9.04 1.41800 1.41240 1.41860

9671 2011.10.28 00:42 buy 4838 9.04 1.41784 1.41224 1.41844

9672 2011.10.28 00:59 t/p 4838 9.04 1.41844 1.41224 1.41844 57973.88 18681681.49

9673 2011.10.28 01:02 buy 4839 9.07 1.41806 1.41246 1.41866

9674 2011.10.28 02:31 t/p 4837 9.04 1.41860 1.41240 1.41860 57973.88 18739655.37

9675 2011.10.28 02:31 close 4835 9.04 1.41860 1.41266 1.41886 32851.87 18772507.24

9676 2011.10.28 02:31 close 4834 9.04 1.41860 1.41279 1.41899 20290.86 18792798.10

9677 2011.10.28 02:31 t/p 4836 9.04 1.41862 1.41242 1.41862 57973.88 18850771.98

9678 2011.10.28 02:31 t/p 4839 9.07 1.41866 1.41246 1.41866 58166.27 18908938.25

9679 2011.10.28 03:11 buy 4840 9.18 1.41753 1.41193 1.41813

9680 2011.10.28 03:13 buy 4841 9.18 1.41760 1.41200 1.41820

9681 2011.10.28 03:16 buy 4842 9.18 1.41752 1.41192 1.41812

9682 2011.10.28 03:17 buy 4843 9.18 1.41736 1.41176 1.41796

9683 2011.10.28 03:18 buy 4844 9.18 1.41696 1.41136 1.41756

9684 2011.10.28 03:32 t/p 4844 9.18 1.41756 1.41136 1.41756 58871.71 18967809.96

Page 260: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 260/509

9685 2011.10.28 03:32 t/p 4843 9.18 1.41796 1.41176 1.41796 58871.71 19026681.67

9686 2011.10.28 03:42 t/p 4840 9.18 1.41813 1.41193 1.41813 58871.70 19085553.37

9687 2011.10.28 03:42 t/p 4842 9.18 1.41812 1.41192 1.41812 58871.71 19144425.08

9688 2011.10.28 03:42 t/p 4841 9.18 1.41820 1.41200 1.41820 58871.71 19203296.79

9689 2011.10.31 14:03 sell 4845 9.33 1.40181 1.40741 1.40121

9690 2011.10.31 14:04 t/p 4845 9.33 1.40121 1.40741 1.40121 59846.54 19263143.33

9691 2011.10.31 14:08 sell 4846 9.35 1.40170 1.40730 1.40110

9692 2011.10.31 14:11 sell 4847 9.35 1.40175 1.40735 1.40115

9693 2011.10.31 14:21 t/p 4847 9.35 1.40115 1.40735 1.40115 59974.83 19323118.16

9694 2011.10.31 14:21 t/p 4846 9.35 1.40110 1.40730 1.40110 59974.83 19383092.99

9695 2011.11.01 02:42 sell 4848 9.41 1.38593 1.39153 1.38533

9696 2011.11.01 02:43 sell 4849 9.41 1.38593 1.39153 1.38533

9697 2011.11.01 03:02 sell 4850 9.41 1.38671 1.39231 1.38611

9698 2011.11.01 03:03 sell 4851 9.41 1.38675 1.39235 1.38615

9699 2011.11.01 03:04 sell 4852 9.41 1.38685 1.39245 1.38625

9700 2011.11.01 03:09 t/p 4852 9.41 1.38625 1.39245 1.38625 60359.70 19443452.69

9701 2011.11.01 03:09 t/p 4851 9.41 1.38615 1.39235 1.38615 60359.69 19503812.38

9702 2011.11.01 03:09 t/p 4850 9.41 1.38611 1.39231 1.38611 60359.69 19564172.07

9703 2011.11.01 03:13 t/p 4848 9.41 1.38533 1.39153 1.38533 60359.69 19624531.76

9704 2011.11.01 03:13 t/p 4849 9.41 1.38533 1.39153 1.38533 60359.69 19684891.45

9705 2011.11.01 17:29 sell 4853 9.56 1.36812 1.37372 1.36752

9706 2011.11.01 17:30 sell 4854 9.56 1.36823 1.37383 1.36763

9707 2011.11.01 17:33 sell 4855 9.56 1.36823 1.37383 1.36763

9708 2011.11.01 17:34 sell 4856 9.56 1.36858 1.37418 1.36798

9709 2011.11.01 17:35 sell 4857 9.56 1.36911 1.37471 1.36851

9710 2011.11.01 17:39 t/p 4857 9.56 1.36851 1.37471 1.36851 61321.86 19746213.31

9711 2011.11.01 17:41 sell 4858 9.59 1.36869 1.37429 1.36809

9712 2011.11.01 17:42 t/p 4858 9.59 1.36809 1.37429 1.36809 61514.28 19807727.59

9713 2011.11.01 17:43 t/p 4856 9.56 1.36798 1.37418 1.36798 61321.86 19869049.45

9714 2011.11.01 17:44 t/p 4854 9.56 1.36763 1.37383 1.36763 61321.86 19930371.31

9715 2011.11.01 17:44 t/p 4855 9.56 1.36763 1.37383 1.36763 61321.86 19991693.17

9716 2011.11.01 17:44 t/p 4853 9.56 1.36752 1.37372 1.36752 61321.86 20053015.03

9717 2011.11.01 19:09 sell 4859 9.74 1.36870 1.37430 1.36810

9718 2011.11.01 19:10 sell 4860 9.74 1.36872 1.37432 1.36812

9719 2011.11.01 19:11 sell 4861 9.74 1.36925 1.37485 1.36865

9720 2011.11.01 19:13 sell 4862 9.74 1.36914 1.37474 1.36854

9721 2011.11.01 19:14 t/p 4861 9.74 1.36865 1.37485 1.36865 62476.45 20115491.48

Page 261: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 261/509

9722 2011.11.01 19:14 t/p 4862 9.74 1.36854 1.37474 1.36854 62476.45 20177967.93

9723 2011.11.01 19:17 sell 4863 9.80 1.36872 1.37432 1.36812

9724 2011.11.01 19:18 t/p 4860 9.74 1.36812 1.37432 1.36812 62476.45 20240444.38

9725 2011.11.01 19:18 t/p 4863 9.80 1.36812 1.37432 1.36812 62861.32 20303305.70

9726 2011.11.01 19:18 t/p 4859 9.74 1.36810 1.37430 1.36810 62476.45 20365782.15

9727 2011.11.01 19:33 sell 4864 9.89 1.36944 1.37504 1.36884

9728 2011.11.01 19:35 sell 4865 9.89 1.36947 1.37507 1.36887

9729 2011.11.01 19:36 sell 4866 9.89 1.37003 1.37563 1.36943

9730 2011.11.01 19:37 sell 4867 9.89 1.37076 1.37636 1.37016

9731 2011.11.01 19:38 sell 4868 9.89 1.37092 1.37652 1.37032

9732 2011.11.01 19:43 t/p 4868 9.89 1.37032 1.37652 1.37032 63438.61 20429220.76

9733 2011.11.01 19:43 t/p 4867 9.89 1.37016 1.37636 1.37016 63438.62 20492659.38

9734 2011.11.01 19:45 sell 4869 9.95 1.37002 1.37562 1.36942

9735 2011.11.01 19:46 sell 4870 9.95 1.37049 1.37609 1.36989

9736 2011.11.01 19:47 t/p 4870 9.95 1.36989 1.37609 1.36989 63823.48 20556482.86

9737 2011.11.01 19:48 t/p 4866 9.89 1.36943 1.37563 1.36943 63438.61 20619921.47

9738 2011.11.01 19:48 t/p 4869 9.95 1.36942 1.37562 1.36942 63823.48 20683744.95

9739 2011.11.01 19:50 t/p 4865 9.89 1.36887 1.37507 1.36887 63438.62 20747183.57

9740 2011.11.01 19:50 t/p 4864 9.89 1.36884 1.37504 1.36884 63438.62 20810622.19

9741 2011.11.10 03:32 sell 4871 10.11 1.35382 1.35942 1.35322

9742 2011.11.10 03:33 sell 4872 10.11 1.35417 1.35977 1.35357

9743 2011.11.10 03:37 sell 4873 10.11 1.35386 1.35946 1.35326

9744 2011.11.10 03:38 sell 4874 10.11 1.35393 1.35953 1.35333

9745 2011.11.10 03:39 sell 4875 10.11 1.35409 1.35969 1.35349

9746 2011.11.10 05:53 t/p 4872 10.11 1.35357 1.35977 1.35357 64849.18 20875471.37

9747 2011.11.10 05:53 close 4874 10.11 1.35357 1.35953 1.35333 38909.51 20914380.88

9748 2011.11.10 05:53 close 4873 10.11 1.35357 1.35946 1.35326 31343.77 20945724.65

9749 2011.11.10 05:53 close 4871 10.11 1.35357 1.35942 1.35322 27020.49 20972745.14

9750 2011.11.10 05:53 close 4875 10.11 1.35359 1.35969 1.35349 54040.98 21026786.12

9751 2011.11.14 02:23 buy 4876 10.21 1.37642 1.37082 1.37702

9752 2011.11.14 02:25 buy 4877 10.21 1.37644 1.37084 1.37704

9753 2011.11.14 02:26 buy 4878 10.21 1.37639 1.37079 1.37699

9754 2011.11.14 02:27 buy 4879 10.21 1.37622 1.37062 1.37682

9755 2011.11.14 02:32 t/p 4879 10.21 1.37682 1.37062 1.37682 65476.52 21092262.64

9756 2011.11.14 02:32 t/p 4878 10.21 1.37699 1.37079 1.37699 65476.53 21157739.17

9757 2011.11.14 02:32 t/p 4876 10.21 1.37702 1.37082 1.37702 65476.52 21223215.69

9758 2011.11.14 02:32 t/p 4877 10.21 1.37704 1.37084 1.37704 65476.52 21288692.21

9759 2011.11.14 02:42 buy 4880 10.34 1.37624 1.37064 1.37684

Page 262: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 262/509

9760 2011.11.14 02:43 t/p 4880 10.34 1.37684 1.37064 1.37684 66310.21 21355002.42

9761 2011.11.14 02:48 buy 4881 10.37 1.37613 1.37053 1.37673

9762 2011.11.14 02:54 buy 4882 10.37 1.37602 1.37042 1.37662

9763 2011.11.14 02:57 buy 4883 10.37 1.37598 1.37038 1.37658

9764 2011.11.14 02:58 buy 4884 10.37 1.37595 1.37035 1.37655

9765 2011.11.14 03:07 t/p 4884 10.37 1.37655 1.37035 1.37655 66502.61 21421505.03

9766 2011.11.14 03:07 t/p 4883 10.37 1.37658 1.37038 1.37658 66502.61 21488007.64

9767 2011.11.14 03:07 t/p 4882 10.37 1.37662 1.37042 1.37662 66502.60 21554510.24

9768 2011.11.14 03:07 t/p 4881 10.37 1.37673 1.37053 1.37673 66502.61 21621012.85

9769 2011.11.14 03:42 buy 4885 10.50 1.37601 1.37041 1.37661

9770 2011.11.14 03:46 t/p 4885 10.50 1.37661 1.37041 1.37661 67336.29 21688349.14

9771 2011.11.14 03:53 buy 4886 10.53 1.37580 1.37020 1.37640

9772 2011.11.14 03:56 buy 4887 10.53 1.37590 1.37030 1.37650

9773 2011.11.14 04:09 t/p 4886 10.53 1.37640 1.37020 1.37640 67528.68 21755877.82

9774 2011.11.14 04:10 t/p 4887 10.53 1.37650 1.37030 1.37650 67528.68 21823406.50

9775 2011.11.14 22:26 sell 4888 10.60 1.36342 1.36902 1.36282

9776 2011.11.14 22:27 sell 4889 10.60 1.36421 1.36981 1.36361

9777 2011.11.14 22:28 t/p 4889 10.60 1.36361 1.36981 1.36361 67989.03 21891395.53

9778 2011.11.14 22:52 t/p 4888 10.60 1.36282 1.36902 1.36282 67989.04 21959384.57

9779 2011.11.15 14:36 sell 4890 10.66 1.35537 1.36097 1.35477

9780 2011.11.15 14:43 sell 4891 10.66 1.35561 1.36121 1.35501

9781 2011.11.15 14:51 t/p 4891 10.66 1.35501 1.36121 1.35501 68373.88 22027758.45

9782 2011.11.15 14:54 t/p 4890 10.66 1.35477 1.36097 1.35477 68373.88 22096132.33

9783 2011.11.23 16:23 sell 4892 10.73 1.34117 1.34677 1.34057

9784 2011.11.23 16:25 t/p 4892 10.73 1.34057 1.34677 1.34057 68823.51 22164955.84

9785 2011.11.23 19:55 sell 4893 10.76 1.33646 1.34206 1.33586

9786 2011.11.23 19:59 sell 4894 10.76 1.33644 1.34204 1.33584

9787 2011.11.23 20:02 t/p 4893 10.76 1.33586 1.34206 1.33586 69015.94 22233971.78

9788 2011.11.23 20:03 t/p 4894 10.76 1.33584 1.34204 1.33584 69015.93 22302987.71

9789 2011.11.23 22:18 sell 4895 10.83 1.33494 1.34054 1.33434

9790 2011.11.23 22:19 sell 4896 10.83 1.33493 1.34053 1.33433

9791 2011.11.23 22:24 t/p 4895 10.83 1.33434 1.34054 1.33434 69464.92 22372452.63

9792 2011.11.23 22:24 t/p 4896 10.83 1.33433 1.34053 1.33433 69464.92 22441917.55

9793 2011.11.23 22:35 sell 4897 10.90 1.33504 1.34064 1.33444

9794 2011.11.23 22:36 sell 4898 10.90 1.33535 1.34095 1.33475

9795 2011.11.23 22:37 sell 4899 10.90 1.33539 1.34099 1.33479

9796 2011.11.23 22:42 sell 4900 10.90 1.33541 1.34101 1.33481

Page 263: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 263/509

9797 2011.11.23 22:43 sell 4901 10.90 1.33538 1.34098 1.33478

9798 2011.11.23 22:56 t/p 4900 10.90 1.33481 1.34101 1.33481 69913.90 22511831.45

9799 2011.11.23 22:56 t/p 4899 10.90 1.33479 1.34099 1.33479 69913.91 22581745.36

9800 2011.11.23 22:56 t/p 4901 10.90 1.33478 1.34098 1.33478 69913.91 22651659.27

9801 2011.11.23 22:56 t/p 4898 10.90 1.33475 1.34095 1.33475 69913.90 22721573.17

9802 2011.11.23 22:58 t/p 4897 10.90 1.33444 1.34064 1.33444 69913.91 22791487.08

9803 2011.11.24 01:26 sell 4902 11.07 1.33509 1.34069 1.33449

9804 2011.11.24 01:27 sell 4903 11.07 1.33524 1.34084 1.33464

9805 2011.11.24 01:28 sell 4904 11.07 1.33531 1.34091 1.33471

9806 2011.11.24 01:31 sell 4905 11.07 1.33513 1.34073 1.33453

9807 2011.11.24 01:32 sell 4906 11.07 1.33513 1.34073 1.33453

9808 2011.11.24 01:40 t/p 4904 11.07 1.33471 1.34091 1.33471 71004.31 22862491.39

9809 2011.11.24 01:40 t/p 4903 11.07 1.33464 1.34084 1.33464 71004.31 22933495.70

9810 2011.11.24 01:47 sell 4907 11.14 1.33520 1.34080 1.33460

9811 2011.11.24 01:48 sell 4908 11.14 1.33534 1.34094 1.33474

9812 2011.11.24 01:50 t/p 4908 11.14 1.33474 1.34094 1.33474 71453.30 23004949.00

9813 2011.11.24 01:54 t/p 4907 11.14 1.33460 1.34080 1.33460 71453.30 23076402.30

9814 2011.11.24 01:59 t/p 4905 11.07 1.33453 1.34073 1.33453 71004.31 23147406.61

9815 2011.11.24 01:59 t/p 4906 11.07 1.33453 1.34073 1.33453 71004.31 23218410.92

9816 2011.11.24 01:59 t/p 4902 11.07 1.33449 1.34069 1.33449 71004.31 23289415.23

9817 2011.11.24 02:04 sell 4909 11.31 1.33544 1.34104 1.33484

9818 2011.11.24 02:17 sell 4910 11.31 1.33573 1.34133 1.33513

9819 2011.11.24 02:19 sell 4911 11.31 1.33568 1.34128 1.33508

9820 2011.11.24 02:21 sell 4912 11.31 1.33587 1.34147 1.33527

9821 2011.11.24 02:23 sell 4913 11.31 1.33574 1.34134 1.33514

9822 2011.11.24 11:43 s/l 4909 11.31 1.34104 1.34104 1.33484 -677074.51 22612340.72

9823 2011.11.24 11:43 close 4910 11.31 1.34104 1.34133 1.33513 -642011.72 21970329.00

9824 2011.11.24 11:43 close 4912 11.31 1.34104 1.34147 1.33527 -625084.86 21345244.14

9825 2011.11.24 11:44 close 4911 11.31 1.34092 1.34128 1.33508 -633548.29 20711695.85

9826 2011.11.24 11:45 close 4913 11.31 1.34058 1.34134 1.33514 -585185.82 20126510.03

9827 2011.11.25 16:22 sell 4914 9.77 1.32563 1.33123 1.32503

9828 2011.11.25 16:23 sell 4915 9.77 1.32568 1.33128 1.32508

9829 2011.11.25 16:24 t/p 4915 9.77 1.32508 1.33128 1.32508 62665.95 20189175.98

9830 2011.11.25 16:24 t/p 4914 9.77 1.32503 1.33123 1.32503 62665.95 20251841.93

9831 2011.11.28 14:27 buy 4916 9.83 1.33575 1.33015 1.33635

9832 2011.11.28 14:28 buy 4917 9.83 1.33573 1.33013 1.33633

9833 2011.11.28 14:29 buy 4918 9.83 1.33566 1.33006 1.33626

9834 2011.11.28 14:30 buy 4919 9.83 1.33525 1.32965 1.33585

Page 264: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 264/509

9835 2011.11.28 14:32 buy 4920 9.83 1.33542 1.32982 1.33602

9836 2011.11.28 14:34 t/p 4919 9.83 1.33585 1.32965 1.33585 63037.23 20314879.16

9837 2011.11.28 14:36 buy 4921 9.87 1.33564 1.33004 1.33624

9838 2011.11.28 14:54 t/p 4920 9.83 1.33602 1.32982 1.33602 63037.23 20377916.39

9839 2011.11.28 14:55 t/p 4921 9.87 1.33624 1.33004 1.33624 63293.75 20441210.14

9840 2011.11.28 14:55 t/p 4918 9.83 1.33626 1.33006 1.33626 63037.24 20504247.38

9841 2011.11.28 14:55 t/p 4917 9.83 1.33633 1.33013 1.33633 63037.23 20567284.61

9842 2011.11.28 14:55 t/p 4916 9.83 1.33635 1.33015 1.33635 63037.23 20630321.84

9843 2011.11.28 15:14 buy 4922 10.02 1.33514 1.32954 1.33574

9844 2011.11.28 15:15 buy 4923 10.02 1.33486 1.32926 1.33546

9845 2011.11.28 15:19 t/p 4923 10.02 1.33546 1.32926 1.33546 64255.66 20694577.50

9846 2011.11.28 15:20 t/p 4922 10.02 1.33574 1.32954 1.33574 64255.65 20758833.15

9847 2011.11.28 17:08 buy 4924 10.08 1.33611 1.33051 1.33671

9848 2011.11.28 17:11 t/p 4924 10.08 1.33671 1.33051 1.33671 64640.41 20823473.56

9849 2011.11.30 19:39 buy 4925 10.11 1.34415 1.33855 1.34475

9850 2011.11.30 19:41 buy 4926 10.11 1.34397 1.33837 1.34457

9851 2011.11.30 19:42 buy 4927 10.11 1.34355 1.33795 1.34415

9852 2011.11.30 19:45 buy 4928 10.11 1.34387 1.33827 1.34447

9853 2011.11.30 19:46 t/p 4927 10.11 1.34415 1.33795 1.34415 64832.19 20888305.75

9854 2011.11.30 19:47 t/p 4928 10.11 1.34447 1.33827 1.34447 64832.19 20953137.94

9855 2011.11.30 19:51 t/p 4926 10.11 1.34457 1.33837 1.34457 64832.20 21017970.14

9856 2011.11.30 19:51 t/p 4925 10.11 1.34475 1.33855 1.34475 64832.20 21082802.34

9857 2011.11.30 20:14 buy 4929 10.24 1.34317 1.33757 1.34377

9858 2011.11.30 20:15 buy 4930 10.24 1.34302 1.33742 1.34362

9859 2011.11.30 20:17 buy 4931 10.24 1.34341 1.33781 1.34401

9860 2011.11.30 20:20 t/p 4930 10.24 1.34362 1.33742 1.34362 65665.84 21148468.18

9861 2011.11.30 20:21 buy 4932 10.27 1.34363 1.33803 1.34423

9862 2011.11.30 20:23 t/p 4929 10.24 1.34377 1.33757 1.34377 65665.84 21214134.02

9863 2011.11.30 20:25 buy 4933 10.30 1.34355 1.33795 1.34415

9864 2011.11.30 20:29 buy 4934 10.30 1.34352 1.33792 1.34412

9865 2011.11.30 20:31 buy 4935 10.30 1.34351 1.33791 1.34411

9866 2011.11.30 20:37 t/p 4931 10.24 1.34401 1.33781 1.34401 65665.84 21279799.86

9867 2011.11.30 20:47 t/p 4935 10.30 1.34411 1.33791 1.34411 66050.61 21345850.47

9868 2011.11.30 20:47 t/p 4934 10.30 1.34412 1.33792 1.34412 66050.60 21411901.07

9869 2011.11.30 20:47 t/p 4933 10.30 1.34415 1.33795 1.34415 66050.60 21477951.67

9870 2011.11.30 20:47 t/p 4932 10.27 1.34423 1.33803 1.34423 65858.23 21543809.90

9871 2011.11.30 20:51 buy 4936 10.46 1.34342 1.33782 1.34402

Page 265: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 265/509

9872 2011.11.30 20:53 buy 4937 10.46 1.34335 1.33775 1.34395

9873 2011.11.30 20:58 buy 4938 10.46 1.34333 1.33773 1.34393

9874 2011.11.30 20:59 buy 4939 10.46 1.34312 1.33752 1.34372

9875 2011.11.30 21:00 buy 4940 10.46 1.34302 1.33742 1.34362

9876 2011.11.30 21:33 t/p 4940 10.46 1.34362 1.33742 1.34362 67076.63 21610886.53

9877 2011.11.30 21:33 t/p 4939 10.46 1.34372 1.33752 1.34372 67076.63 21677963.16

9878 2011.11.30 21:37 t/p 4938 10.46 1.34393 1.33773 1.34393 67076.63 21745039.79

9879 2011.11.30 21:37 t/p 4937 10.46 1.34395 1.33775 1.34395 67076.63 21812116.42

9880 2011.11.30 21:37 t/p 4936 10.46 1.34402 1.33782 1.34402 67076.63 21879193.05

9881 2012.01.03 14:55 buy 4941 10.63 1.30235 1.29675 1.30295

9882 2012.01.03 14:58 buy 4942 10.63 1.30231 1.29671 1.30291

9883 2012.01.03 14:59 buy 4943 10.63 1.30223 1.29663 1.30283

9884 2012.01.03 15:06 buy 4944 10.63 1.30185 1.29625 1.30245

9885 2012.01.03 15:07 buy 4945 10.63 1.30175 1.29615 1.30235

9886 2012.01.03 15:25 t/p 4945 10.63 1.30235 1.29615 1.30235 68167.43 21947360.48

9887 2012.01.03 15:34 buy 4946 10.66 1.30185 1.29625 1.30245

9888 2012.01.03 15:41 t/p 4944 10.63 1.30245 1.29625 1.30245 68167.42 22015527.90

9889 2012.01.03 15:41 t/p 4946 10.66 1.30245 1.29625 1.30245 68359.80 22083887.70

9890 2012.01.03 15:44 t/p 4943 10.63 1.30283 1.29663 1.30283 68167.43 22152055.13

9891 2012.01.03 15:48 t/p 4942 10.63 1.30291 1.29671 1.30291 68167.43 22220222.56

9892 2012.01.03 15:48 t/p 4941 10.63 1.30295 1.29675 1.30295 68167.42 22288389.98

9893 2012.01.03 21:54 buy 4947 10.82 1.30527 1.29967 1.30587

9894 2012.01.03 21:56 buy 4948 10.82 1.30524 1.29964 1.30584

9895 2012.01.03 22:18 t/p 4948 10.82 1.30584 1.29964 1.30584 69385.85 22357775.83

9896 2012.01.03 22:18 t/p 4947 10.82 1.30587 1.29967 1.30587 69385.85 22427161.68

9897 2012.01.03 23:09 buy 4949 10.89 1.30509 1.29949 1.30569

9898 2012.01.03 23:10 buy 4950 10.89 1.30493 1.29933 1.30553

9899 2012.01.03 23:25 buy 4951 10.89 1.30486 1.29926 1.30546

9900 2012.01.03 23:27 buy 4952 10.89 1.30494 1.29934 1.30554

9901 2012.01.03 23:28 buy 4953 10.89 1.30480 1.29920 1.30540

9902 2012.01.04 00:01 t/p 4953 10.89 1.30540 1.29920 1.30540 55951.66 22483113.34

9903 2012.01.04 00:01 t/p 4951 10.89 1.30546 1.29926 1.30546 55951.66 22539065.00

9904 2012.01.04 00:01 t/p 4950 10.89 1.30553 1.29933 1.30553 55951.66 22595016.66

9905 2012.01.04 00:01 t/p 4952 10.89 1.30554 1.29934 1.30554 55951.66 22650968.32

9906 2012.01.04 00:02 t/p 4949 10.89 1.30569 1.29949 1.30569 55951.65 22706919.97

9907 2012.01.04 19:49 sell 4954 11.03 1.29447 1.30007 1.29387

9908 2012.01.04 19:52 sell 4955 11.03 1.29448 1.30008 1.29388

9909 2012.01.04 19:54 sell 4956 11.03 1.29456 1.30016 1.29396

Page 266: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 266/509

9910 2012.01.04 19:55 sell 4957 11.03 1.29476 1.30036 1.29416

9911 2012.01.04 19:56 sell 4958 11.03 1.29491 1.30051 1.29431

9912 2012.01.04 20:05 t/p 4958 11.03 1.29431 1.30051 1.29431 70747.75 22777667.72

9913 2012.01.04 20:05 sell 4959 11.06 1.29413 1.29973 1.29353

9914 2012.01.04 20:14 t/p 4957 11.03 1.29416 1.30036 1.29416 70747.74 22848415.46

9915 2012.01.04 20:23 sell 4960 11.10 1.29451 1.30011 1.29391

9916 2012.01.04 21:48 t/p 4956 11.03 1.29396 1.30016 1.29396 70747.74 22919163.20

9917 2012.01.04 21:48 close 4959 11.06 1.29395 1.29973 1.29353 21282.05 22940445.25

9918 2012.01.04 21:48 close 4954 11.03 1.29397 1.30007 1.29387 58956.45 22999401.70

9919 2012.01.04 21:48 close 4955 11.03 1.29398 1.30008 1.29388 58956.45 23058358.15

9920 2012.01.04 21:53 close 4960 11.10 1.29409 1.30011 1.29391 49837.71 23108195.86

9921 2012.01.04 22:42 sell 4961 11.22 1.29473 1.30033 1.29413

9922 2012.01.04 22:43 sell 4962 11.22 1.29469 1.30029 1.29409

9923 2012.01.04 22:45 sell 4963 11.22 1.29457 1.30017 1.29397

9924 2012.01.04 22:47 t/p 4961 11.22 1.29413 1.30033 1.29413 71966.43 23180162.29

9925 2012.01.04 22:47 t/p 4962 11.22 1.29409 1.30029 1.29409 71966.43 23252128.72

9926 2012.01.04 22:53 sell 4964 11.29 1.29456 1.30016 1.29396

9927 2012.01.04 22:54 sell 4965 11.29 1.29464 1.30024 1.29404

9928 2012.01.04 23:12 t/p 4965 11.29 1.29404 1.30024 1.29404 72415.41 23324544.13

9929 2012.01.04 23:13 t/p 4963 11.22 1.29397 1.30017 1.29397 71966.43 23396510.56

9930 2012.01.04 23:13 t/p 4964 11.29 1.29396 1.30016 1.29396 72415.41 23468925.97

9931 2012.01.05 22:56 sell 4966 11.40 1.27953 1.28513 1.27893

9932 2012.01.05 22:58 sell 4967 11.40 1.27963 1.28523 1.27903

9933 2012.01.05 23:07 t/p 4967 11.40 1.27903 1.28523 1.27903 73120.97 23542046.94

9934 2012.01.05 23:07 t/p 4966 11.40 1.27893 1.28513 1.27893 73120.97 23615167.91

9935 2012.01.06 01:27 sell 4968 11.47 1.27928 1.28488 1.27868

9936 2012.01.06 01:40 t/p 4968 11.47 1.27868 1.28488 1.27868 73569.95 23688737.86

9937 2012.01.06 02:03 sell 4969 11.50 1.27953 1.28513 1.27893

9938 2012.01.06 02:04 sell 4970 11.50 1.27962 1.28522 1.27902

9939 2012.01.06 02:11 sell 4971 11.50 1.27952 1.28512 1.27892

9940 2012.01.06 02:13 sell 4972 11.50 1.27950 1.28510 1.27890

9941 2012.01.06 02:32 sell 4973 11.50 1.27962 1.28522 1.27902

9942 2012.01.06 02:42 t/p 4970 11.50 1.27902 1.28522 1.27902 73762.38 23762500.24

9943 2012.01.06 02:42 t/p 4973 11.50 1.27902 1.28522 1.27902 73762.38 23836262.62

9944 2012.01.06 02:42 t/p 4969 11.50 1.27893 1.28513 1.27893 73762.38 23910025.00

9945 2012.01.06 02:42 t/p 4971 11.50 1.27892 1.28512 1.27892 73762.38 23983787.38

9946 2012.01.06 02:42 t/p 4972 11.50 1.27890 1.28510 1.27890 73762.38 24057549.76

Page 267: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 267/509

9947 2012.01.09 03:06 sell 4974 11.68 1.26936 1.27496 1.26876

9948 2012.01.09 03:09 sell 4975 11.68 1.26934 1.27494 1.26874

9949 2012.01.09 03:10 sell 4976 11.68 1.26935 1.27495 1.26875

9950 2012.01.09 03:11 sell 4977 11.68 1.26958 1.27518 1.26898

9951 2012.01.09 03:21 sell 4978 11.68 1.26946 1.27506 1.26886

9952 2012.01.09 03:39 t/p 4977 11.68 1.26898 1.27518 1.26898 74916.92 24132466.68

9953 2012.01.09 03:40 t/p 4978 11.68 1.26886 1.27506 1.26886 74916.92 24207383.60

9954 2012.01.09 03:40 t/p 4974 11.68 1.26876 1.27496 1.26876 74916.92 24282300.52

9955 2012.01.09 03:40 t/p 4976 11.68 1.26875 1.27495 1.26875 74916.92 24357217.44

9956 2012.01.09 03:40 t/p 4975 11.68 1.26874 1.27494 1.26874 74916.93 24432134.37

9957 2012.01.12 23:23 buy 4979 11.86 1.28216 1.27656 1.28276

9958 2012.01.12 23:25 buy 4980 11.86 1.28213 1.27653 1.28273

9959 2012.01.12 23:39 buy 4981 11.86 1.28177 1.27617 1.28237

9960 2012.01.12 23:40 buy 4982 11.86 1.28172 1.27612 1.28232

9961 2012.01.12 23:41 buy 4983 11.86 1.28171 1.27611 1.28231

9962 2012.01.12 23:46 t/p 4983 11.86 1.28231 1.27611 1.28231 76054.38 24508188.75

9963 2012.01.12 23:46 t/p 4982 11.86 1.28232 1.27612 1.28232 76054.38 24584243.13

9964 2012.01.12 23:46 t/p 4981 11.86 1.28237 1.27617 1.28237 76054.38 24660297.51

9965 2012.01.12 23:53 buy 4984 11.98 1.28193 1.27633 1.28253

9966 2012.01.12 23:54 buy 4985 11.98 1.28183 1.27623 1.28243

9967 2012.01.12 23:55 buy 4986 11.98 1.28163 1.27603 1.28223

9968 2012.01.13 04:42 t/p 4986 11.98 1.28223 1.27603 1.28223 61551.24 24721848.74

9969 2012.01.13 04:42 close 4985 11.98 1.28223 1.27623 1.28243 35943.28 24757792.02

9970 2012.01.13 04:42 close 4984 11.98 1.28223 1.27633 1.28253 23139.29 24780931.31

9971 2012.01.13 04:42 close 4980 11.86 1.28223 1.27653 1.28273 -2443.95 24778487.35

9972 2012.01.13 04:42 close 4979 11.86 1.28223 1.27656 1.28276 -6246.67 24772240.68

9973 2012.01.15 23:17 sell 4987 12.03 1.26830 1.27390 1.26770

9974 2012.01.15 23:59 t/p 4987 12.03 1.26770 1.27390 1.26770 77161.14 24849401.82

9975 2012.01.17 14:01 buy 4988 12.07 1.27680 1.27120 1.27740

9976 2012.01.17 14:03 buy 4989 12.07 1.27663 1.27103 1.27723

9977 2012.01.17 14:12 t/p 4989 12.07 1.27723 1.27103 1.27723 77401.04 24926802.86

9978 2012.01.17 14:12 t/p 4988 12.07 1.27740 1.27120 1.27740 77401.05 25004203.91

9979 2012.01.17 15:38 buy 4990 12.14 1.27701 1.27141 1.27761

9980 2012.01.17 15:39 buy 4991 12.14 1.27683 1.27123 1.27743

9981 2012.01.17 15:44 buy 4992 12.14 1.27671 1.27111 1.27731

9982 2012.01.17 15:45 buy 4993 12.14 1.27633 1.27073 1.27693

9983 2012.01.17 15:46 buy 4994 12.14 1.27615 1.27055 1.27675

9984 2012.01.17 16:30 s/l 4990 12.14 1.27141 1.27141 1.27761 -726599.39 24277604.52

Page 268: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 268/509

9985 2012.01.17 16:30 close 4991 12.14 1.27141 1.27123 1.27743 -703244.41 23574360.11

9986 2012.01.17 16:30 close 4993 12.14 1.27141 1.27073 1.27693 -638369.47 22935990.64

9987 2012.01.17 16:30 s/l 4992 12.14 1.27111 1.27111 1.27731 -726599.40 22209391.24

9988 2012.01.17 16:31 close 4994 12.14 1.27139 1.27055 1.27675 -617609.49 21591781.75

9989 2012.01.20 02:08 buy 4995 10.49 1.29597 1.29037 1.29657

9990 2012.01.20 02:09 buy 4996 10.49 1.29597 1.29037 1.29657

9991 2012.01.20 02:27 t/p 4995 10.49 1.29657 1.29037 1.29657 67268.38 21659050.13

9992 2012.01.20 02:27 t/p 4996 10.49 1.29657 1.29037 1.29657 67268.38 21726318.51

9993 2012.01.20 02:33 buy 4997 10.55 1.29581 1.29021 1.29641

9994 2012.01.20 02:48 t/p 4997 10.55 1.29641 1.29021 1.29641 67653.14 21793971.65

9995 2012.01.20 03:03 buy 4998 10.58 1.29574 1.29014 1.29634

9996 2012.01.20 03:07 buy 4999 10.58 1.29571 1.29011 1.29631

9997 2012.01.20 03:14 buy 5000 10.58 1.29563 1.29003 1.29623

9998 2012.01.20 03:15 buy 5001 10.58 1.29564 1.29004 1.29624

9999 2012.01.20 03:15 t/p 5000 10.58 1.29623 1.29003 1.29623 67845.52 21861817.17

10000 2012.01.20 03:15 t/p 5001 10.58 1.29624 1.29004 1.29624 67845.52 21929662.69

10001 2012.01.20 03:16 t/p 4999 10.58 1.29631 1.29011 1.29631 67845.52 21997508.21

10002 2012.01.20 03:16 t/p 4998 10.58 1.29634 1.29014 1.29634 67845.52 22065353.73

10003 2012.01.23 19:07 buy 5002 10.72 1.30233 1.29673 1.30293

10004 2012.01.23 19:08 buy 5003 10.72 1.30184 1.29624 1.30244

10005 2012.01.23 19:11 buy 5004 10.72 1.30193 1.29633 1.30253

10006 2012.01.23 19:12 buy 5005 10.72 1.30145 1.29585 1.30205

10007 2012.01.23 19:14 buy 5006 10.72 1.30131 1.29571 1.30191

10008 2012.01.23 22:03 t/p 5006 10.72 1.30191 1.29571 1.30191 68743.29 22134097.02

10009 2012.01.23 22:03 close 5005 10.72 1.30191 1.29585 1.30205 52703.19 22186800.21

10010 2012.01.23 22:03 close 5003 10.72 1.30191 1.29624 1.30244 8020.06 22194820.27

10011 2012.01.23 22:03 close 5004 10.72 1.30193 1.29633 1.30253 0.00 22194820.27

10012 2012.01.23 22:16 close 5002 10.72 1.30234 1.29673 1.30293 1145.72 22195965.99

10013 2012.01.23 23:56 buy 5007 10.78 1.30212 1.29652 1.30272

10014 2012.01.23 23:57 buy 5008 10.78 1.30166 1.29606 1.30226

10015 2012.01.23 23:59 buy 5009 10.78 1.30167 1.29607 1.30227

10016 2012.01.24 00:00 buy 5010 10.78 1.30137 1.29577 1.30197

10017 2012.01.24 00:02 buy 5011 10.78 1.30127 1.29567 1.30187

10018 2012.01.24 00:06 t/p 5011 10.78 1.30187 1.29567 1.30187 69128.04 22265094.03

10019 2012.01.24 00:07 t/p 5010 10.78 1.30197 1.29577 1.30197 69128.04 22334222.07

10020 2012.01.24 00:07 t/p 5008 10.78 1.30226 1.29606 1.30226 55385.20 22389607.27

10021 2012.01.24 00:07 t/p 5009 10.78 1.30227 1.29607 1.30227 55385.19 22444992.47

Page 269: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 269/509

10022 2012.01.24 00:27 buy 5012 10.90 1.30144 1.29584 1.30204

10023 2012.01.24 00:33 buy 5013 10.90 1.30145 1.29585 1.30205

10024 2012.01.24 01:33 t/p 5012 10.90 1.30204 1.29584 1.30204 69897.56 22514890.03

10025 2012.01.24 01:33 t/p 5013 10.90 1.30205 1.29585 1.30205 69897.56 22584787.59

10026 2012.01.24 01:33 close 5007 10.78 1.30213 1.29652 1.30272 -12590.72 22572196.87

10027 2012.01.26 02:47 buy 5014 10.96 1.30973 1.30413 1.31033

10028 2012.01.26 02:52 buy 5015 10.96 1.30960 1.30400 1.31020

10029 2012.01.26 02:53 buy 5016 10.96 1.30958 1.30398 1.31018

10030 2012.01.26 02:54 buy 5017 10.96 1.30954 1.30394 1.31014

10031 2012.01.26 02:56 buy 5018 10.96 1.30953 1.30393 1.31013

10032 2012.01.26 03:00 t/p 5017 10.96 1.31014 1.30394 1.31014 70282.32 22642479.19

10033 2012.01.26 03:00 t/p 5018 10.96 1.31013 1.30393 1.31013 70282.31 22712761.50

10034 2012.01.26 03:00 t/p 5016 10.96 1.31018 1.30398 1.31018 70282.31 22783043.81

10035 2012.01.26 03:00 t/p 5015 10.96 1.31020 1.30400 1.31020 70282.32 22853326.13

10036 2012.01.26 03:21 t/p 5014 10.96 1.31033 1.30413 1.31033 70282.31 22923608.44

10037 2012.01.30 01:56 buy 5019 11.13 1.32075 1.31515 1.32135

10038 2012.01.30 01:57 buy 5020 11.13 1.32069 1.31509 1.32129

10039 2012.01.30 02:00 buy 5021 11.13 1.32072 1.31512 1.32132

10040 2012.01.30 02:06 buy 5022 11.13 1.32064 1.31504 1.32124

10041 2012.01.30 02:07 buy 5023 11.13 1.32052 1.31492 1.32112

10042 2012.01.30 08:51 s/l 5019 11.13 1.31515 1.31515 1.32135 -666142.97 22257465.47

10043 2012.01.30 08:51 close 5023 11.13 1.31513 1.31492 1.32112 -641162.60 21616302.87

10044 2012.01.30 08:51 s/l 5021 11.13 1.31512 1.31512 1.32132 -666142.96 20950159.91

10045 2012.01.30 08:51 s/l 5020 11.13 1.31509 1.31509 1.32129 -666142.97 20284016.94

10046 2012.01.30 08:51 s/l 5022 11.13 1.31504 1.31504 1.32124 -666142.96 19617873.98

10047 2012.01.31 22:06 sell 5024 9.53 1.30882 1.31442 1.30822

10048 2012.01.31 22:09 sell 5025 9.53 1.30871 1.31431 1.30811

10049 2012.01.31 22:10 sell 5026 9.53 1.30892 1.31452 1.30832

10050 2012.01.31 22:13 sell 5027 9.53 1.30877 1.31437 1.30817

10051 2012.01.31 22:14 sell 5028 9.53 1.30903 1.31463 1.30843

10052 2012.01.31 22:22 t/p 5028 9.53 1.30843 1.31463 1.30843 61126.00 19678999.98

10053 2012.01.31 22:22 t/p 5026 9.53 1.30832 1.31452 1.30832 61125.99 19740125.97

10054 2012.01.31 22:51 t/p 5024 9.53 1.30822 1.31442 1.30822 61125.99 19801251.96

10055 2012.01.31 22:51 t/p 5027 9.53 1.30817 1.31437 1.30817 61125.99 19862377.95

10056 2012.01.31 22:59 t/p 5025 9.53 1.30811 1.31431 1.30811 61125.99 19923503.94

10057 2012.02.01 00:42 sell 5029 9.68 1.30879 1.31439 1.30819

10058 2012.02.01 00:53 sell 5030 9.68 1.30880 1.31440 1.30820

10059 2012.02.01 00:59 sell 5031 9.68 1.30883 1.31443 1.30823

Page 270: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 270/509

10060 2012.02.01 01:00 sell 5032 9.68 1.30890 1.31450 1.30830

10061 2012.02.01 01:03 sell 5033 9.68 1.30891 1.31451 1.30831

10062 2012.02.01 01:35 t/p 5033 9.68 1.30831 1.31451 1.30831 62088.10 19985592.04

10063 2012.02.01 01:35 t/p 5032 9.68 1.30830 1.31450 1.30830 62088.11 20047680.15

10064 2012.02.01 01:51 t/p 5031 9.68 1.30823 1.31443 1.30823 62088.10 20109768.25

10065 2012.02.01 01:51 t/p 5029 9.68 1.30819 1.31439 1.30819 62088.10 20171856.35

10066 2012.02.01 01:51 t/p 5030 9.68 1.30820 1.31440 1.30820 62088.10 20233944.45

10067 2012.02.01 19:51 buy 5034 9.83 1.31802 1.31242 1.31862

10068 2012.02.01 19:55 t/p 5034 9.83 1.31862 1.31242 1.31862 63036.05 20296980.50

10069 2012.02.01 20:44 buy 5035 9.86 1.31771 1.31211 1.31831

10070 2012.02.01 20:45 buy 5036 9.86 1.31676 1.31116 1.31736

10071 2012.02.01 20:48 buy 5037 9.86 1.31669 1.31109 1.31729

10072 2012.02.01 20:51 buy 5038 9.86 1.31686 1.31126 1.31746

10073 2012.02.01 20:52 buy 5039 9.86 1.31647 1.31087 1.31707

10074 2012.02.02 00:51 t/p 5039 9.86 1.31707 1.31087 1.31707 25518.46 20322498.96

10075 2012.02.02 00:51 close 5038 9.86 1.31708 1.31126 1.31746 -14526.21 20307972.76

10076 2012.02.02 00:51 close 5037 9.86 1.31708 1.31109 1.31729 3388.51 20311361.27

10077 2012.02.02 00:51 close 5036 9.86 1.31708 1.31116 1.31736 -3988.14 20307373.14

10078 2012.02.02 02:32 close 5035 9.86 1.31771 1.31211 1.31831 -37709.97 20269663.17

10079 2012.02.07 20:21 buy 5040 9.84 1.32380 1.31820 1.32440

10080 2012.02.07 20:24 buy 5041 9.84 1.32338 1.31778 1.32398

10081 2012.02.07 20:25 t/p 5041 9.84 1.32398 1.31778 1.32398 63100.18 20332763.35

10082 2012.02.07 20:27 t/p 5040 9.84 1.32440 1.31820 1.32440 63100.18 20395863.53

10083 2012.02.07 21:28 buy 5042 9.90 1.32364 1.31804 1.32424

10084 2012.02.07 21:29 buy 5043 9.90 1.32364 1.31804 1.32424

10085 2012.02.07 21:52 t/p 5042 9.90 1.32424 1.31804 1.32424 63484.94 20459348.47

10086 2012.02.07 21:52 t/p 5043 9.90 1.32424 1.31804 1.32424 63484.94 20522833.41

10087 2012.02.08 01:16 buy 5044 9.97 1.32532 1.31972 1.32592

10088 2012.02.08 01:19 buy 5045 9.97 1.32526 1.31966 1.32586

10089 2012.02.08 01:21 buy 5046 9.97 1.32531 1.31971 1.32591

10090 2012.02.08 01:22 buy 5047 9.97 1.32525 1.31965 1.32585

10091 2012.02.08 01:24 buy 5048 9.97 1.32519 1.31959 1.32579

10092 2012.02.08 02:30 t/p 5048 9.97 1.32579 1.31959 1.32579 63933.82 20586767.23

10093 2012.02.08 02:30 t/p 5047 9.97 1.32585 1.31965 1.32585 63933.82 20650701.05

10094 2012.02.08 02:30 t/p 5045 9.97 1.32586 1.31966 1.32586 63933.82 20714634.87

10095 2012.02.08 02:34 t/p 5046 9.97 1.32591 1.31971 1.32591 63933.82 20778568.69

10096 2012.02.08 02:34 t/p 5044 9.97 1.32592 1.31972 1.32592 63933.82 20842502.51

Page 271: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 271/509

10097 2012.02.08 03:09 buy 5049 10.12 1.32447 1.31887 1.32507

10098 2012.02.08 03:10 buy 5050 10.12 1.32447 1.31887 1.32507

10099 2012.02.08 03:11 t/p 5049 10.12 1.32507 1.31887 1.32507 64895.72 20907398.23

10100 2012.02.08 03:11 t/p 5050 10.12 1.32507 1.31887 1.32507 64895.72 20972293.95

10101 2012.02.08 03:22 buy 5051 10.18 1.32444 1.31884 1.32504

10102 2012.02.08 04:07 t/p 5051 10.18 1.32504 1.31884 1.32504 65280.47 21037574.42

10103 2012.02.14 22:44 sell 5052 10.22 1.31075 1.31635 1.31015

10104 2012.02.15 04:30 close 5052 10.22 1.31479 1.31635 1.31015 -434256.52 20603317.90

10105 2012.02.17 00:27 buy 5053 10.01 1.31289 1.30729 1.31349

10106 2012.02.17 00:28 buy 5054 10.01 1.31280 1.30720 1.31340

10107 2012.02.17 01:32 buy 5055 10.01 1.31274 1.30714 1.31334

10108 2012.02.17 01:34 buy 5056 10.01 1.31272 1.30712 1.31332

10109 2012.02.17 01:35 buy 5057 10.01 1.31272 1.30712 1.31332

10110 2012.02.17 02:39 t/p 5056 10.01 1.31332 1.30712 1.31332 64189.73 20667507.63

10111 2012.02.17 02:39 t/p 5057 10.01 1.31332 1.30712 1.31332 64189.73 20731697.36

10112 2012.02.17 02:39 close 5053 10.01 1.31332 1.30729 1.31349 46002.64 20777700.00

10113 2012.02.17 02:39 t/p 5055 10.01 1.31334 1.30714 1.31334 64189.73 20841889.73

10114 2012.02.17 02:40 t/p 5054 10.01 1.31340 1.30720 1.31340 64189.73 20906079.46

10115 2012.02.20 03:29 buy 5058 10.15 1.32065 1.31505 1.32125

10116 2012.02.20 03:39 t/p 5058 10.15 1.32125 1.31505 1.32125 65087.49 20971166.95

10117 2012.02.20 16:47 buy 5059 10.18 1.32539 1.31979 1.32599

10118 2012.02.20 16:48 buy 5060 10.18 1.32510 1.31950 1.32570

10119 2012.02.20 16:49 buy 5061 10.18 1.32486 1.31926 1.32546

10120 2012.02.20 16:50 buy 5062 10.18 1.32448 1.31888 1.32508

10121 2012.02.20 16:52 buy 5063 10.18 1.32461 1.31901 1.32521

10122 2012.02.20 17:16 t/p 5062 10.18 1.32508 1.31888 1.32508 65279.86 21036446.81

10123 2012.02.20 17:24 buy 5064 10.22 1.32457 1.31897 1.32517

10124 2012.02.20 17:44 t/p 5064 10.22 1.32517 1.31897 1.32517 65536.37 21101983.18

10125 2012.02.20 17:44 t/p 5063 10.18 1.32521 1.31901 1.32521 65279.86 21167263.04

10126 2012.02.20 17:45 t/p 5061 10.18 1.32546 1.31926 1.32546 65279.86 21232542.90

10127 2012.02.20 17:45 t/p 5060 10.18 1.32570 1.31950 1.32570 65279.86 21297822.76

10128 2012.02.20 17:46 t/p 5059 10.18 1.32599 1.31979 1.32599 65279.86 21363102.62

10129 2012.02.20 18:58 buy 5065 10.37 1.32506 1.31946 1.32566

10130 2012.02.20 20:40 close 5065 10.37 1.32305 1.31946 1.32566 -222769.12 21140333.50

10131 2012.02.27 01:02 buy 5066 10.27 1.34581 1.34021 1.34641

10132 2012.02.27 01:18 t/p 5066 10.27 1.34641 1.34021 1.34641 65856.99 21206190.49

10133 2012.02.27 02:21 buy 5067 10.30 1.34570 1.34010 1.34630

10134 2012.02.27 02:22 buy 5068 10.30 1.34552 1.33992 1.34612

Page 272: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 272/509

10135 2012.02.27 02:28 buy 5069 10.30 1.34563 1.34003 1.34623

10136 2012.02.27 02:29 buy 5070 10.30 1.34559 1.33999 1.34619

10137 2012.02.27 02:30 buy 5071 10.30 1.34548 1.33988 1.34608

10138 2012.02.27 02:55 t/p 5071 10.30 1.34608 1.33988 1.34608 66049.37 21272239.86

10139 2012.02.27 02:55 t/p 5068 10.30 1.34612 1.33992 1.34612 66049.36 21338289.22

10140 2012.02.27 02:56 t/p 5070 10.30 1.34619 1.33999 1.34619 66049.36 21404338.58

10141 2012.02.27 03:51 close 5067 10.30 1.34592 1.34010 1.34630 24218.10 21428556.68

10142 2012.02.27 03:59 close 5069 10.30 1.34563 1.34003 1.34623 0.00 21428556.68

10143 2012.03.01 02:15 sell 5072 10.41 1.33315 1.33875 1.33255

10144 2012.03.01 03:00 sell 5073 10.41 1.33355 1.33915 1.33295

10145 2012.03.01 03:09 sell 5074 10.41 1.33357 1.33917 1.33297

10146 2012.03.01 03:11 sell 5075 10.41 1.33357 1.33917 1.33297

10147 2012.03.01 03:12 sell 5076 10.41 1.33368 1.33928 1.33308

10148 2012.03.01 09:18 t/p 5076 10.41 1.33308 1.33928 1.33308 66769.11 21495325.79

10149 2012.03.01 09:18 close 5075 10.41 1.33308 1.33917 1.33297 54528.11 21549853.90

10150 2012.03.01 09:18 close 5074 10.41 1.33308 1.33917 1.33297 54528.11 21604382.01

10151 2012.03.01 09:18 close 5073 10.41 1.33308 1.33915 1.33295 52302.47 21656684.48

10152 2012.03.01 09:18 close 5072 10.41 1.33308 1.33875 1.33255 7789.73 21664474.21

10153 2012.03.05 01:39 sell 5077 10.52 1.32034 1.32594 1.31974

10154 2012.03.05 01:51 t/p 5077 10.52 1.31974 1.32594 1.31974 67474.64 21731948.85

10155 2012.03.05 02:25 sell 5078 10.55 1.32003 1.32563 1.31943

10156 2012.03.05 02:48 sell 5079 10.55 1.32017 1.32577 1.31957

10157 2012.03.05 02:49 sell 5080 10.55 1.32019 1.32579 1.31959

10158 2012.03.05 02:58 sell 5081 10.55 1.32038 1.32598 1.31978

10159 2012.03.05 03:01 sell 5082 10.55 1.32035 1.32595 1.31975

10160 2012.03.05 04:51 t/p 5081 10.55 1.31978 1.32598 1.31978 67667.07 21799615.92

10161 2012.03.05 04:51 close 5080 10.55 1.31978 1.32579 1.31959 46239.16 21845855.08

10162 2012.03.05 04:51 close 5079 10.55 1.31978 1.32577 1.31957 43983.60 21889838.68

10163 2012.03.05 04:51 close 5078 10.55 1.31978 1.32563 1.31943 28194.61 21918033.29

10164 2012.03.05 04:51 t/p 5082 10.55 1.31975 1.32595 1.31975 67667.07 21985700.36

10165 2012.03.06 14:44 sell 5083 10.68 1.31533 1.32093 1.31473

10166 2012.03.06 14:46 sell 5084 10.68 1.31527 1.32087 1.31467

10167 2012.03.06 14:48 sell 5085 10.68 1.31534 1.32094 1.31474

10168 2012.03.06 14:49 sell 5086 10.68 1.31542 1.32102 1.31482

10169 2012.03.06 14:51 sell 5087 10.68 1.31528 1.32088 1.31468

10170 2012.03.06 14:57 t/p 5086 10.68 1.31482 1.32102 1.31482 68502.80 22054203.16

10171 2012.03.06 14:59 t/p 5083 10.68 1.31473 1.32093 1.31473 68502.80 22122705.96

Page 273: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 273/509

10172 2012.03.06 14:59 t/p 5085 10.68 1.31474 1.32094 1.31474 68502.80 22191208.76

10173 2012.03.06 14:59 t/p 5087 10.68 1.31468 1.32088 1.31468 68502.80 22259711.56

10174 2012.03.06 15:00 t/p 5084 10.68 1.31467 1.32087 1.31467 68502.80 22328214.36

10175 2012.03.06 20:40 sell 5088 10.84 1.31235 1.31795 1.31175

10176 2012.03.06 20:41 sell 5089 10.84 1.31239 1.31799 1.31179

10177 2012.03.06 20:50 sell 5090 10.84 1.31241 1.31801 1.31181

10178 2012.03.06 20:51 sell 5091 10.84 1.31239 1.31799 1.31179

10179 2012.03.06 21:28 t/p 5090 10.84 1.31181 1.31801 1.31181 69529.06 22397743.42

10180 2012.03.06 21:28 t/p 5089 10.84 1.31179 1.31799 1.31179 69529.07 22467272.49

10181 2012.03.06 21:28 t/p 5091 10.84 1.31179 1.31799 1.31179 69529.07 22536801.56

10182 2012.03.06 21:28 t/p 5088 10.84 1.31175 1.31795 1.31175 69529.06 22606330.62

10183 2012.03.07 00:07 sell 5092 10.98 1.31173 1.31733 1.31113

10184 2012.03.07 00:58 t/p 5092 10.98 1.31113 1.31733 1.31113 70427.04 22676757.66

10185 2012.03.07 01:33 sell 5093 11.01 1.31186 1.31746 1.31126

10186 2012.03.07 01:36 sell 5094 11.01 1.31183 1.31743 1.31123

10187 2012.03.07 01:37 sell 5095 11.01 1.31185 1.31745 1.31125

10188 2012.03.07 01:38 sell 5096 11.01 1.31190 1.31750 1.31130

10189 2012.03.07 01:52 sell 5097 11.01 1.31214 1.31774 1.31154

10190 2012.03.07 02:02 t/p 5097 11.01 1.31154 1.31774 1.31154 70619.46 22747377.12

10191 2012.03.07 02:24 sell 5098 11.05 1.31223 1.31783 1.31163

10192 2012.03.07 02:30 t/p 5098 11.05 1.31163 1.31783 1.31163 70876.02 22818253.14

10193 2012.03.07 02:30 sell 5099 11.08 1.31143 1.31703 1.31083

10194 2012.03.07 16:28 t/p 5096 11.01 1.31130 1.31750 1.31130 70618.80 22888871.94

10195 2012.03.07 16:28 close 5099 11.08 1.31129 1.31703 1.31083 16582.48 22905454.42

10196 2012.03.07 16:28 t/p 5093 11.01 1.31126 1.31746 1.31126 70618.80 22976073.22

10197 2012.03.07 16:28 t/p 5095 11.01 1.31125 1.31745 1.31125 70618.80 23046692.02

10198 2012.03.07 16:28 t/p 5094 11.01 1.31123 1.31743 1.31123 70618.80 23117310.82

10199 2012.03.08 16:23 buy 5100 11.23 1.32290 1.31730 1.32350

10200 2012.03.08 16:25 buy 5101 11.23 1.32288 1.31728 1.32348

10201 2012.03.08 16:26 t/p 5101 11.23 1.32348 1.31728 1.32348 72014.40 23189325.22

10202 2012.03.08 16:26 t/p 5100 11.23 1.32350 1.31730 1.32350 72014.40 23261339.62

10203 2012.03.08 16:29 buy 5102 11.30 1.32263 1.31703 1.32323

10204 2012.03.08 16:31 t/p 5102 11.30 1.32323 1.31703 1.32323 72463.28 23333802.90

10205 2012.03.08 21:13 buy 5103 11.33 1.32552 1.31992 1.32612

10206 2012.03.08 21:14 buy 5104 11.33 1.32546 1.31986 1.32606

10207 2012.03.08 21:15 buy 5105 11.33 1.32537 1.31977 1.32597

10208 2012.03.08 21:34 t/p 5105 11.33 1.32597 1.31977 1.32597 72655.66 23406458.56

10209 2012.03.08 21:35 t/p 5104 11.33 1.32606 1.31986 1.32606 72655.66 23479114.22

Page 274: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 274/509

10210 2012.03.08 21:35 t/p 5103 11.33 1.32612 1.31992 1.32612 72655.67 23551769.89

10211 2012.03.09 01:41 buy 5106 11.44 1.32668 1.32108 1.32728

10212 2012.03.09 01:44 buy 5107 11.44 1.32656 1.32096 1.32716

10213 2012.03.09 01:45 buy 5108 11.44 1.32651 1.32091 1.32711

10214 2012.03.09 01:47 t/p 5108 11.44 1.32711 1.32091 1.32711 73360.38 23625130.27

10215 2012.03.09 01:47 t/p 5107 11.44 1.32716 1.32096 1.32716 73360.37 23698490.64

10216 2012.03.09 01:53 t/p 5106 11.44 1.32728 1.32108 1.32728 73360.38 23771851.02

10217 2012.03.09 02:03 buy 5109 11.54 1.32632 1.32072 1.32692

10218 2012.03.09 02:05 buy 5110 11.54 1.32632 1.32072 1.32692

10219 2012.03.09 02:07 buy 5111 11.54 1.32639 1.32079 1.32699

10220 2012.03.09 02:08 buy 5112 11.54 1.32628 1.32068 1.32688

10221 2012.03.09 02:53 buy 5113 11.54 1.32624 1.32064 1.32684

10222 2012.03.09 04:05 t/p 5113 11.54 1.32684 1.32064 1.32684 74001.64 23845852.66

10223 2012.03.09 04:05 close 5111 11.54 1.32685 1.32079 1.32699 56734.59 23902587.25

10224 2012.03.09 04:05 close 5110 11.54 1.32682 1.32072 1.32692 61668.03 23964255.28

10225 2012.03.09 04:05 close 5109 11.54 1.32682 1.32072 1.32692 61668.03 24025923.31

10226 2012.03.09 04:05 t/p 5112 11.54 1.32688 1.32068 1.32688 74001.64 24099924.95

10227 2012.03.12 01:04 sell 5114 11.70 1.31177 1.31737 1.31117

10228 2012.03.12 01:05 sell 5115 11.70 1.31181 1.31741 1.31121

10229 2012.03.12 01:07 sell 5116 11.70 1.31193 1.31753 1.31133

10230 2012.03.12 01:08 sell 5117 11.70 1.31195 1.31755 1.31135

10231 2012.03.12 01:10 sell 5118 11.70 1.31195 1.31755 1.31135

10232 2012.03.12 03:17 t/p 5117 11.70 1.31135 1.31755 1.31135 75043.10 24174968.05

10233 2012.03.12 03:17 t/p 5118 11.70 1.31135 1.31755 1.31135 75043.10 24250011.15

10234 2012.03.12 03:17 close 5115 11.70 1.31134 1.31741 1.31121 58783.76 24308794.91

10235 2012.03.12 03:17 close 5114 11.70 1.31134 1.31737 1.31117 53780.89 24362575.80

10236 2012.03.12 03:17 t/p 5116 11.70 1.31133 1.31753 1.31133 75043.10 24437618.90

10237 2012.03.13 00:33 buy 5119 11.87 1.31508 1.30948 1.31568

10238 2012.03.13 00:42 buy 5120 11.87 1.31498 1.30938 1.31558

10239 2012.03.13 00:43 buy 5121 11.87 1.31482 1.30922 1.31542

10240 2012.03.13 00:46 buy 5122 11.87 1.31493 1.30933 1.31553

10241 2012.03.13 00:49 buy 5123 11.87 1.31495 1.30935 1.31555

10242 2012.03.13 01:12 t/p 5121 11.87 1.31542 1.30922 1.31542 76117.09 24513735.99

10243 2012.03.13 01:12 t/p 5122 11.87 1.31553 1.30933 1.31553 76117.09 24589853.08

10244 2012.03.13 01:26 t/p 5123 11.87 1.31555 1.30935 1.31555 76117.09 24665970.17

10245 2012.03.13 01:26 t/p 5120 11.87 1.31558 1.30938 1.31558 76117.09 24742087.26

10246 2012.03.13 01:26 t/p 5119 11.87 1.31568 1.30948 1.31568 76117.09 24818204.35

Page 275: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 275/509

10247 2012.03.13 17:57 sell 5124 12.05 1.30839 1.31399 1.30779

10248 2012.03.13 18:01 sell 5125 12.05 1.30852 1.31412 1.30792

10249 2012.03.13 18:02 sell 5126 12.05 1.30869 1.31429 1.30809

10250 2012.03.13 18:05 sell 5127 12.05 1.30852 1.31412 1.30792

10251 2012.03.13 18:07 sell 5128 12.05 1.30858 1.31418 1.30798

10252 2012.03.13 21:28 t/p 5126 12.05 1.30809 1.31429 1.30809 77287.97 24895492.32

10253 2012.03.13 21:28 close 5127 12.05 1.30807 1.31412 1.30792 57965.98 24953458.30

10254 2012.03.13 21:28 close 5125 12.05 1.30807 1.31412 1.30792 57965.98 25011424.28

10255 2012.03.13 21:28 close 5124 12.05 1.30807 1.31399 1.30779 41220.26 25052644.54

10256 2012.03.13 21:28 close 5128 12.05 1.30808 1.31418 1.30798 64406.65 25117051.19

10257 2012.03.19 03:01 buy 5129 12.20 1.31752 1.31192 1.31812

10258 2012.03.19 03:02 buy 5130 12.20 1.31748 1.31188 1.31808

10259 2012.03.19 03:04 buy 5131 12.20 1.31737 1.31177 1.31797

10260 2012.03.19 03:05 buy 5132 12.20 1.31736 1.31176 1.31796

10261 2012.03.19 03:08 buy 5133 12.20 1.31749 1.31189 1.31809

10262 2012.03.19 17:44 t/p 5131 12.20 1.31797 1.31177 1.31797 78233.23 25195284.42

10263 2012.03.19 17:44 t/p 5132 12.20 1.31796 1.31176 1.31796 78233.23 25273517.65

10264 2012.03.19 17:44 close 5133 12.20 1.31797 1.31189 1.31809 62586.59 25336104.24

10265 2012.03.19 17:44 close 5130 12.20 1.31797 1.31188 1.31808 63890.47 25399994.71

10266 2012.03.19 17:44 close 5129 12.20 1.31797 1.31192 1.31812 58674.93 25458669.64

10267 2012.03.20 01:17 buy 5134 12.36 1.32365 1.31805 1.32425

10268 2012.03.20 01:18 buy 5135 12.36 1.32365 1.31805 1.32425

10269 2012.03.20 01:19 buy 5136 12.36 1.32365 1.31805 1.32425

10270 2012.03.20 01:20 buy 5137 12.36 1.32359 1.31799 1.32419

10271 2012.03.20 01:21 buy 5138 12.36 1.32357 1.31797 1.32417

10272 2012.03.20 04:16 t/p 5138 12.36 1.32417 1.31797 1.32417 79259.24 25537928.88

10273 2012.03.20 04:16 t/p 5137 12.36 1.32419 1.31799 1.32419 79259.24 25617188.12

10274 2012.03.20 04:16 close 5136 12.36 1.32410 1.31805 1.32425 59444.43 25676632.55

10275 2012.03.20 04:16 close 5135 12.36 1.32410 1.31805 1.32425 59444.43 25736076.98

10276 2012.03.20 04:16 close 5134 12.36 1.32410 1.31805 1.32425 59444.43 25795521.41

10277 2012.03.20 04:38 buy 5139 12.53 1.32316 1.31756 1.32376

10278 2012.03.20 06:08 close 5139 12.53 1.32325 1.31756 1.32376 12052.41 25807573.82

10279 2012.03.22 15:41 sell 5140 12.53 1.31724 1.32284 1.31664

10280 2012.03.22 15:42 sell 5141 12.53 1.31734 1.32294 1.31674

10281 2012.03.22 15:45 sell 5142 12.53 1.31713 1.32273 1.31653

10282 2012.03.22 15:46 sell 5143 12.53 1.31716 1.32276 1.31656

10283 2012.03.22 15:47 sell 5144 12.53 1.31722 1.32282 1.31662

10284 2012.03.22 15:57 t/p 5141 12.53 1.31674 1.32294 1.31674 80366.67 25887940.49

Page 276: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 276/509

10285 2012.03.22 16:05 t/p 5140 12.53 1.31664 1.32284 1.31664 80366.67 25968307.16

10286 2012.03.22 16:05 t/p 5144 12.53 1.31662 1.32282 1.31662 80366.67 26048673.83

10287 2012.03.22 16:06 t/p 5143 12.53 1.31656 1.32276 1.31656 80366.67 26129040.50

10288 2012.03.22 16:06 t/p 5142 12.53 1.31653 1.32273 1.31653 80366.67 26209407.17

10289 2012.03.27 02:40 buy 5145 12.73 1.33524 1.32964 1.33584

10290 2012.03.27 02:46 t/p 5145 12.73 1.33584 1.32964 1.33584 81632.65 26291039.82

10291 2012.03.27 04:57 buy 5146 12.77 1.33546 1.32986 1.33606

10292 2012.03.27 04:58 buy 5147 12.77 1.33541 1.32981 1.33601

10293 2012.03.27 06:35 close 5147 12.77 1.33542 1.32981 1.33601 1364.82 26292404.64

10294 2012.03.27 06:36 close 5146 12.77 1.33546 1.32986 1.33606 0.00 26292404.64

10295 2012.04.04 18:42 sell 5148 12.77 1.31407 1.31967 1.31347

10296 2012.04.04 18:47 t/p 5148 12.77 1.31347 1.31967 1.31347 81907.55 26374312.19

10297 2012.04.04 20:52 sell 5149 12.81 1.31392 1.31952 1.31332

10298 2012.04.04 20:53 sell 5150 12.81 1.31401 1.31961 1.31341

10299 2012.04.04 21:03 sell 5151 12.81 1.31402 1.31962 1.31342

10300 2012.04.04 21:06 sell 5152 12.81 1.31399 1.31959 1.31339

10301 2012.04.04 21:11 sell 5153 12.81 1.31418 1.31978 1.31358

10302 2012.04.04 21:57 t/p 5153 12.81 1.31358 1.31978 1.31358 82164.11 26456476.30

10303 2012.04.04 22:36 close 5151 12.81 1.31402 1.31962 1.31342 0.00 26456476.30

10304 2012.04.04 22:36 close 5150 12.81 1.31401 1.31961 1.31341 0.00 26456476.30

10305 2012.04.04 22:38 close 5152 12.81 1.31399 1.31959 1.31339 0.00 26456476.30

10306 2012.04.04 22:41 close 5149 12.81 1.31392 1.31952 1.31332 0.00 26456476.30

10307 2012.04.05 17:49 sell 5154 12.85 1.30674 1.31234 1.30614

10308 2012.04.05 17:51 sell 5155 12.85 1.30682 1.31242 1.30622

10309 2012.04.05 17:52 sell 5156 12.85 1.30688 1.31248 1.30628

10310 2012.04.05 17:53 sell 5157 12.85 1.30691 1.31251 1.30631

10311 2012.04.05 18:00 t/p 5157 12.85 1.30631 1.31251 1.30631 82420.67 26538896.97

10312 2012.04.05 18:00 t/p 5156 12.85 1.30628 1.31248 1.30628 82420.67 26621317.64

10313 2012.04.05 18:01 t/p 5155 12.85 1.30622 1.31242 1.30622 82420.67 26703738.31

10314 2012.04.05 18:01 t/p 5154 12.85 1.30614 1.31234 1.30614 82420.67 26786158.98

10315 2012.04.05 18:14 sell 5158 13.01 1.30704 1.31264 1.30644

10316 2012.04.05 18:15 sell 5159 13.01 1.30730 1.31290 1.30670

10317 2012.04.05 18:17 sell 5160 13.01 1.30715 1.31275 1.30655

10318 2012.04.05 18:25 t/p 5159 13.01 1.30670 1.31290 1.30670 83446.92 26869605.90

10319 2012.04.05 18:25 t/p 5160 13.01 1.30655 1.31275 1.30655 83446.92 26953052.82

10320 2012.04.05 18:25 t/p 5158 13.01 1.30644 1.31264 1.30644 83446.93 27036499.75

10321 2012.04.05 22:29 sell 5161 13.13 1.30645 1.31205 1.30585

Page 277: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 277/509

10322 2012.04.05 22:42 sell 5162 13.13 1.30648 1.31208 1.30588

10323 2012.04.05 22:43 sell 5163 13.13 1.30649 1.31209 1.30589

10324 2012.04.05 22:44 sell 5164 13.13 1.30667 1.31227 1.30607

10325 2012.04.05 22:50 sell 5165 13.13 1.30657 1.31217 1.30597

10326 2012.04.05 23:14 t/p 5164 13.13 1.30607 1.31227 1.30607 84216.61 27120716.36

10327 2012.04.05 23:39 t/p 5165 13.13 1.30597 1.31217 1.30597 84216.61 27204932.97

10328 2012.04.05 23:48 sell 5166 13.21 1.30653 1.31213 1.30593

10329 2012.04.05 23:50 sell 5167 13.21 1.30658 1.31218 1.30598

10330 2012.04.06 00:10 t/p 5166 13.21 1.30593 1.31213 1.30593 93928.43 27298861.40

10331 2012.04.06 00:10 t/p 5167 13.21 1.30598 1.31218 1.30598 93928.43 27392789.83

10332 2012.04.06 00:10 close 5161 13.13 1.30597 1.31205 1.30585 76516.27 27469306.10

10333 2012.04.06 00:12 close 5162 13.13 1.30642 1.31208 1.30588 17564.65 27486870.76

10334 2012.04.06 00:13 close 5163 13.13 1.30643 1.31209 1.30589 17564.65 27504435.41

10335 2012.04.06 01:29 sell 5168 13.36 1.30658 1.31218 1.30598

10336 2012.04.06 02:14 t/p 5168 13.36 1.30598 1.31218 1.30598 85691.84 27590127.25

10337 2012.04.06 03:02 sell 5169 13.40 1.30645 1.31205 1.30585

10338 2012.04.06 03:21 t/p 5169 13.40 1.30585 1.31205 1.30585 85948.40 27676075.65

10339 2012.04.09 23:01 buy 5170 13.44 1.31135 1.30575 1.31195

10340 2012.04.09 23:10 buy 5171 13.44 1.31127 1.30567 1.31187

10341 2012.04.09 23:12 buy 5172 13.44 1.31124 1.30564 1.31184

10342 2012.04.09 23:13 buy 5173 13.44 1.31117 1.30557 1.31177

10343 2012.04.09 23:14 buy 5174 13.44 1.31112 1.30552 1.31172

10344 2012.04.10 04:32 t/p 5174 13.44 1.31172 1.30552 1.31172 69052.48 27745128.13

10345 2012.04.10 04:32 close 5172 13.44 1.31173 1.30564 1.31184 53251.64 27798379.77

10346 2012.04.10 04:32 close 5171 13.44 1.31173 1.30567 1.31187 48942.32 27847322.09

10347 2012.04.10 04:32 close 5170 13.44 1.31173 1.30575 1.31195 37450.80 27884772.89

10348 2012.04.10 04:33 t/p 5173 13.44 1.31177 1.30557 1.31177 69052.48 27953825.37

10349 2012.04.13 00:15 buy 5175 13.58 1.31861 1.31301 1.31921

10350 2012.04.13 00:30 buy 5176 13.58 1.31849 1.31289 1.31909

10351 2012.04.13 02:01 buy 5177 13.58 1.31833 1.31273 1.31893

10352 2012.04.13 02:02 buy 5178 13.58 1.31828 1.31268 1.31888

10353 2012.04.13 02:03 buy 5179 13.58 1.31826 1.31266 1.31886

10354 2012.04.13 02:59 t/p 5179 13.58 1.31886 1.31266 1.31886 87084.19 28040909.56

10355 2012.04.13 02:59 close 5176 13.58 1.31886 1.31289 1.31909 53701.92 28094611.48

10356 2012.04.13 02:59 close 5175 13.58 1.31886 1.31301 1.31921 36285.08 28130896.56

10357 2012.04.13 02:59 t/p 5178 13.58 1.31888 1.31268 1.31888 87084.20 28217980.76

10358 2012.04.13 02:59 t/p 5177 13.58 1.31893 1.31273 1.31893 87084.19 28305064.95

10359 2012.04.16 01:36 sell 5180 13.75 1.30729 1.31289 1.30669

Page 278: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 278/509

10360 2012.04.16 01:53 t/p 5180 13.75 1.30669 1.31289 1.30669 88193.33 28393258.28

10361 2012.04.16 02:06 sell 5181 13.79 1.30731 1.31291 1.30671

10362 2012.04.16 02:22 sell 5182 13.79 1.30733 1.31293 1.30673

10363 2012.04.16 02:26 t/p 5182 13.79 1.30673 1.31293 1.30673 88449.89 28481708.17

10364 2012.04.16 02:26 t/p 5181 13.79 1.30671 1.31291 1.30671 88449.89 28570158.06

10365 2012.04.16 12:40 sell 5183 13.87 1.30275 1.30835 1.30215

10366 2012.04.16 12:42 sell 5184 13.87 1.30253 1.30813 1.30193

10367 2012.04.16 12:50 t/p 5183 13.87 1.30215 1.30835 1.30215 88963.01 28659121.07

10368 2012.04.16 12:59 sell 5185 13.92 1.30258 1.30818 1.30198

10369 2012.04.16 13:00 sell 5186 13.92 1.30279 1.30839 1.30219

10370 2012.04.16 14:12 close 5184 13.87 1.30222 1.30813 1.30193 45964.22 28705085.29

10371 2012.04.16 14:12 t/p 5186 13.92 1.30219 1.30839 1.30219 89283.72 28794369.01

10372 2012.04.16 14:29 close 5185 13.92 1.30236 1.30818 1.30198 32737.37 28827106.38

10373 2012.04.17 01:00 buy 5187 14.00 1.31314 1.30754 1.31374

10374 2012.04.17 01:14 buy 5188 14.00 1.31306 1.30746 1.31366

10375 2012.04.17 02:30 close 5187 14.00 1.31336 1.30754 1.31374 32918.42 28860024.80

10376 2012.04.17 02:38 buy 5189 14.02 1.31293 1.30733 1.31353

10377 2012.04.17 02:39 buy 5190 14.02 1.31272 1.30712 1.31332

10378 2012.04.17 02:40 buy 5191 14.02 1.31274 1.30714 1.31334

10379 2012.04.17 02:42 buy 5192 14.02 1.31266 1.30706 1.31326

10380 2012.04.17 10:26 t/p 5192 14.02 1.31326 1.30706 1.31326 89905.78 28949930.58

10381 2012.04.17 10:26 close 5189 14.02 1.31327 1.30733 1.31353 50946.61 29000877.19

10382 2012.04.17 10:26 close 5188 14.00 1.31327 1.30746 1.31366 31422.13 29032299.32

10383 2012.04.17 10:26 t/p 5190 14.02 1.31332 1.30712 1.31332 89905.77 29122205.09

10384 2012.04.17 10:26 t/p 5191 14.02 1.31334 1.30714 1.31334 89905.77 29212110.86

10385 2012.04.23 16:38 sell 5193 14.19 1.31423 1.31983 1.31363

10386 2012.04.23 16:50 t/p 5193 14.19 1.31363 1.31983 1.31363 91016.37 29303127.23

10387 2012.05.02 16:46 sell 5194 14.23 1.31526 1.32086 1.31466

10388 2012.05.02 16:47 sell 5195 14.23 1.31541 1.32101 1.31481

10389 2012.05.02 16:49 sell 5196 14.23 1.31524 1.32084 1.31464

10390 2012.05.02 16:50 sell 5197 14.23 1.31525 1.32085 1.31465

10391 2012.05.02 16:51 sell 5198 14.23 1.31533 1.32093 1.31473

10392 2012.05.02 16:54 t/p 5195 14.23 1.31481 1.32101 1.31481 91273.78 29394401.01

10393 2012.05.02 16:54 t/p 5198 14.23 1.31473 1.32093 1.31473 91273.78 29485674.79

10394 2012.05.02 16:54 t/p 5194 14.23 1.31466 1.32086 1.31466 91273.78 29576948.57

10395 2012.05.02 16:54 t/p 5197 14.23 1.31465 1.32085 1.31465 91273.78 29668222.35

10396 2012.05.02 16:54 t/p 5196 14.23 1.31464 1.32084 1.31464 91273.78 29759496.13

Page 279: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 279/509

10397 2012.05.02 16:59 sell 5199 14.45 1.31500 1.32060 1.31440

10398 2012.05.02 17:01 sell 5200 14.45 1.31507 1.32067 1.31447

10399 2012.05.02 17:01 t/p 5200 14.45 1.31447 1.32067 1.31447 92684.90 29852181.03

10400 2012.05.02 17:02 t/p 5199 14.45 1.31440 1.32060 1.31440 92684.91 29944865.94

10401 2012.05.02 17:10 sell 5201 14.54 1.31545 1.32105 1.31485

10402 2012.05.02 17:16 t/p 5201 14.54 1.31485 1.32105 1.31485 93262.17 30038128.11

10403 2012.05.02 17:41 sell 5202 14.59 1.31601 1.32161 1.31541

10404 2012.05.02 17:45 sell 5203 14.59 1.31568 1.32128 1.31508

10405 2012.05.02 17:55 sell 5204 14.59 1.31587 1.32147 1.31527

10406 2012.05.02 17:56 sell 5205 14.59 1.31599 1.32159 1.31539

10407 2012.05.02 17:59 t/p 5202 14.59 1.31541 1.32161 1.31541 93582.89 30131711.00

10408 2012.05.02 17:59 t/p 5205 14.59 1.31539 1.32159 1.31539 93582.89 30225293.89

10409 2012.05.02 17:59 t/p 5204 14.59 1.31527 1.32147 1.31527 93582.89 30318876.78

10410 2012.05.02 18:08 t/p 5203 14.59 1.31508 1.32128 1.31508 93582.89 30412459.67

10411 2012.05.02 19:11 sell 5206 14.77 1.31569 1.32129 1.31509

10412 2012.05.02 19:17 sell 5207 14.77 1.31593 1.32153 1.31533

10413 2012.05.02 19:36 sell 5208 14.77 1.31605 1.32165 1.31545

10414 2012.05.02 19:41 sell 5209 14.77 1.31630 1.32190 1.31570

10415 2012.05.02 19:42 sell 5210 14.77 1.31640 1.32200 1.31580

10416 2012.05.02 20:14 t/p 5210 14.77 1.31580 1.32200 1.31580 94737.44 30507197.11

10417 2012.05.02 20:15 t/p 5209 14.77 1.31570 1.32190 1.31570 94737.44 30601934.55

10418 2012.05.02 20:23 t/p 5208 14.77 1.31545 1.32165 1.31545 94737.44 30696671.99

10419 2012.05.02 20:28 t/p 5207 14.77 1.31533 1.32153 1.31533 94737.43 30791409.42

10420 2012.05.02 20:41 close 5206 14.77 1.31560 1.32129 1.31509 14210.62 30805620.04

10421 2012.05.14 03:31 sell 5211 14.96 1.29027 1.29587 1.28967

10422 2012.05.14 03:40 t/p 5211 14.96 1.28967 1.29587 1.28967 95953.44 30901573.48

10423 2012.05.14 21:02 sell 5212 15.01 1.28484 1.29044 1.28424

10424 2012.05.14 21:03 sell 5213 15.01 1.28491 1.29051 1.28431

10425 2012.05.14 22:14 t/p 5213 15.01 1.28431 1.29051 1.28431 96274.14 30997847.62

10426 2012.05.14 22:19 t/p 5212 15.01 1.28424 1.29044 1.28424 96274.14 31094121.76

10427 2012.05.15 01:38 sell 5214 15.10 1.28292 1.28852 1.28232

10428 2012.05.15 01:46 sell 5215 15.10 1.28291 1.28851 1.28231

10429 2012.05.15 01:47 sell 5216 15.10 1.28294 1.28854 1.28234

10430 2012.05.15 01:48 sell 5217 15.10 1.28307 1.28867 1.28247

10431 2012.05.15 01:51 sell 5218 15.10 1.28299 1.28859 1.28239

10432 2012.05.15 04:05 t/p 5217 15.10 1.28247 1.28867 1.28247 96851.40 31190973.16

10433 2012.05.15 04:05 close 5216 15.10 1.28247 1.28854 1.28234 75866.93 31266840.09

10434 2012.05.15 04:05 close 5215 15.10 1.28247 1.28851 1.28231 71024.36 31337864.45

Page 280: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 280/509

10435 2012.05.15 04:05 close 5214 15.10 1.28247 1.28852 1.28232 72638.55 31410503.00

10436 2012.05.15 04:05 close 5218 15.10 1.28249 1.28859 1.28239 80709.50 31491212.50

10437 2012.05.16 01:07 sell 5219 15.29 1.27346 1.27906 1.27286

10438 2012.05.16 01:20 sell 5220 15.29 1.27348 1.27908 1.27288

10439 2012.05.16 01:23 sell 5221 15.29 1.27353 1.27913 1.27293

10440 2012.05.16 02:08 sell 5222 15.29 1.27352 1.27912 1.27292

10441 2012.05.16 02:11 sell 5223 15.29 1.27355 1.27915 1.27295

10442 2012.05.16 03:21 t/p 5223 15.29 1.27295 1.27915 1.27295 98069.15 31589281.65

10443 2012.05.16 03:21 close 5219 15.29 1.27296 1.27906 1.27286 81724.29 31671005.94

10444 2012.05.16 03:21 t/p 5221 15.29 1.27293 1.27913 1.27293 98069.15 31769075.09

10445 2012.05.16 03:21 t/p 5222 15.29 1.27292 1.27912 1.27292 98069.14 31867144.23

10446 2012.05.16 03:22 t/p 5220 15.29 1.27288 1.27908 1.27288 98069.15 31965213.38

10447 2012.05.21 01:27 buy 5224 15.52 1.27576 1.27016 1.27636

10448 2012.05.21 01:28 buy 5225 15.52 1.27554 1.26994 1.27614

10449 2012.05.21 01:30 buy 5226 15.52 1.27575 1.27015 1.27635

10450 2012.05.21 01:43 t/p 5225 15.52 1.27614 1.26994 1.27614 99522.00 32064735.38

10451 2012.05.21 01:47 t/p 5226 15.52 1.27635 1.27015 1.27635 99522.00 32164257.38

10452 2012.05.21 01:59 buy 5227 15.62 1.27576 1.27016 1.27636

10453 2012.05.21 02:00 buy 5228 15.62 1.27556 1.26996 1.27616

10454 2012.05.21 02:01 buy 5229 15.62 1.27539 1.26979 1.27599

10455 2012.05.21 02:04 buy 5230 15.62 1.27540 1.26980 1.27600

10456 2012.05.21 02:19 t/p 5229 15.62 1.27599 1.26979 1.27599 100163.25 32264420.63

10457 2012.05.21 02:19 t/p 5230 15.62 1.27600 1.26980 1.27600 100163.25 32364583.88

10458 2012.05.21 02:19 t/p 5228 15.62 1.27616 1.26996 1.27616 100163.25 32464747.13

10459 2012.05.21 02:20 t/p 5224 15.52 1.27636 1.27016 1.27636 99522.00 32564269.13

10460 2012.05.21 02:20 t/p 5227 15.62 1.27636 1.27016 1.27636 100163.25 32664432.38

10461 2012.05.22 02:46 buy 5231 15.86 1.28069 1.27509 1.28129

10462 2012.05.22 02:47 buy 5232 15.86 1.28067 1.27507 1.28127

10463 2012.05.22 02:48 buy 5233 15.86 1.28067 1.27507 1.28127

10464 2012.05.22 03:01 t/p 5232 15.86 1.28127 1.27507 1.28127 101702.25 32766134.63

10465 2012.05.22 03:01 t/p 5233 15.86 1.28127 1.27507 1.28127 101702.25 32867836.88

10466 2012.05.22 03:01 t/p 5231 15.86 1.28129 1.27509 1.28129 101702.25 32969539.13

10467 2012.05.22 03:17 buy 5234 16.01 1.28055 1.27495 1.28115

10468 2012.05.22 03:41 buy 5235 16.01 1.28046 1.27486 1.28106

10469 2012.05.22 05:00 close 5234 16.01 1.27878 1.27495 1.28115 -302859.17 32666679.96

10470 2012.05.22 05:01 close 5235 16.01 1.27858 1.27486 1.28106 -321680.92 32344999.04

10471 2012.05.23 04:35 sell 5236 15.71 1.26681 1.27241 1.26621

Page 281: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 281/509

10472 2012.05.23 04:36 sell 5237 15.71 1.26702 1.27262 1.26642

10473 2012.05.23 04:38 sell 5238 15.71 1.26703 1.27263 1.26643

10474 2012.05.23 04:39 sell 5239 15.71 1.26720 1.27280 1.26660

10475 2012.05.23 04:56 sell 5240 15.71 1.26709 1.27269 1.26649

10476 2012.05.23 06:13 t/p 5239 15.71 1.26660 1.27280 1.26660 100763.00 32445762.04

10477 2012.05.23 06:13 close 5238 15.71 1.26659 1.27263 1.26643 73892.86 32519654.90

10478 2012.05.23 06:13 close 5237 15.71 1.26659 1.27262 1.26642 72213.48 32591868.38

10479 2012.05.23 06:13 close 5236 15.71 1.26659 1.27241 1.26621 36946.43 32628814.81

10480 2012.05.23 06:26 close 5240 15.71 1.26698 1.27269 1.26649 18473.21 32647288.02

10481 2012.05.23 22:32 sell 5241 15.85 1.25803 1.26363 1.25743

10482 2012.05.23 22:33 sell 5242 15.85 1.25830 1.26390 1.25770

10483 2012.05.23 22:36 sell 5243 15.85 1.25816 1.26376 1.25756

10484 2012.05.23 22:37 sell 5244 15.85 1.25842 1.26402 1.25782

10485 2012.05.23 22:40 sell 5245 15.85 1.25839 1.26399 1.25779

10486 2012.05.23 23:47 t/p 5244 15.85 1.25782 1.26402 1.25782 101660.94 32748948.96

10487 2012.05.23 23:52 t/p 5245 15.85 1.25779 1.26399 1.25779 101660.95 32850609.91

10488 2012.05.23 23:52 t/p 5242 15.85 1.25770 1.26390 1.25770 101660.94 32952270.85

10489 2012.05.24 01:18 sell 5246 16.00 1.25905 1.26465 1.25845

10490 2012.05.24 01:20 sell 5247 16.00 1.25908 1.26468 1.25848

10491 2012.05.24 01:21 sell 5248 16.00 1.25914 1.26474 1.25854

10492 2012.05.24 02:25 t/p 5248 16.00 1.25854 1.26474 1.25854 102623.04 33054893.89

10493 2012.05.24 02:25 t/p 5247 16.00 1.25848 1.26468 1.25848 102623.04 33157516.93

10494 2012.05.24 02:25 t/p 5246 16.00 1.25845 1.26465 1.25845 102623.04 33260139.97

10495 2012.05.24 02:25 close 5243 15.85 1.25813 1.26376 1.25756 38194.19 33298334.16

10496 2012.05.24 02:25 close 5241 15.85 1.25800 1.26363 1.25743 38194.19 33336528.35

10497 2012.05.29 22:11 sell 5249 16.19 1.24890 1.25450 1.24830

10498 2012.05.29 22:13 sell 5250 16.19 1.24891 1.25451 1.24831

10499 2012.05.29 22:25 t/p 5249 16.19 1.24830 1.25450 1.24830 103842.66 33440371.01

10500 2012.05.29 22:25 t/p 5250 16.19 1.24831 1.25451 1.24831 103842.66 33544213.67

10501 2012.05.31 01:17 sell 5251 16.29 1.23724 1.24284 1.23664

10502 2012.05.31 01:18 sell 5252 16.29 1.23725 1.24285 1.23665

10503 2012.05.31 01:19 sell 5253 16.29 1.23727 1.24287 1.23667

10504 2012.05.31 01:26 sell 5254 16.29 1.23733 1.24293 1.23673

10505 2012.05.31 01:27 sell 5255 16.29 1.23753 1.24313 1.23693

10506 2012.05.31 01:38 t/p 5255 16.29 1.23693 1.24313 1.23693 104484.06 33648697.73

10507 2012.05.31 01:43 t/p 5254 16.29 1.23673 1.24293 1.23673 104484.06 33753181.79

10508 2012.05.31 01:43 t/p 5253 16.29 1.23667 1.24287 1.23667 104484.06 33857665.85

10509 2012.05.31 01:43 t/p 5252 16.29 1.23665 1.24285 1.23665 104484.06 33962149.91

Page 282: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 282/509

10510 2012.05.31 01:43 t/p 5251 16.29 1.23664 1.24284 1.23664 104484.06 34066633.97

10511 2012.05.31 02:46 sell 5256 16.54 1.23733 1.24293 1.23673

10512 2012.05.31 02:49 sell 5257 16.54 1.23717 1.24277 1.23657

10513 2012.05.31 02:51 sell 5258 16.54 1.23725 1.24285 1.23665

10514 2012.05.31 02:52 sell 5259 16.54 1.23739 1.24299 1.23679

10515 2012.05.31 03:04 t/p 5259 16.54 1.23679 1.24299 1.23679 106087.56 34172721.53

10516 2012.05.31 03:04 t/p 5256 16.54 1.23673 1.24293 1.23673 106087.56 34278809.09

10517 2012.05.31 03:06 t/p 5258 16.54 1.23665 1.24285 1.23665 106087.56 34384896.65

10518 2012.05.31 03:06 t/p 5257 16.54 1.23657 1.24277 1.23657 106087.56 34490984.21

10519 2012.05.31 04:40 sell 5260 16.75 1.23729 1.24289 1.23669

10520 2012.05.31 04:42 sell 5261 16.75 1.23733 1.24293 1.23673

10521 2012.05.31 04:43 sell 5262 16.75 1.23748 1.24308 1.23688

10522 2012.05.31 04:46 sell 5263 16.75 1.23742 1.24302 1.23682

10523 2012.05.31 04:50 sell 5264 16.75 1.23738 1.24298 1.23678

10524 2012.05.31 05:13 t/p 5262 16.75 1.23688 1.24308 1.23688 107434.50 34598418.71

10525 2012.05.31 05:13 t/p 5263 16.75 1.23682 1.24302 1.23682 107434.50 34705853.21

10526 2012.05.31 05:13 t/p 5264 16.75 1.23678 1.24298 1.23678 107434.50 34813287.71

10527 2012.05.31 05:18 t/p 5261 16.75 1.23673 1.24293 1.23673 107434.50 34920722.21

10528 2012.05.31 05:44 t/p 5260 16.75 1.23669 1.24289 1.23669 107434.50 35028156.71

10529 2012.06.04 19:59 buy 5265 17.01 1.24793 1.24233 1.24853

10530 2012.06.04 20:00 buy 5266 17.01 1.24769 1.24209 1.24829

10531 2012.06.04 20:10 buy 5267 17.01 1.24781 1.24221 1.24841

10532 2012.06.04 20:27 t/p 5266 17.01 1.24829 1.24209 1.24829 109079.68 35137236.39

10533 2012.06.04 20:27 t/p 5267 17.01 1.24841 1.24221 1.24841 109079.69 35246316.08

10534 2012.06.04 20:34 t/p 5265 17.01 1.24853 1.24233 1.24853 109079.69 35355395.77

10535 2012.06.05 15:35 sell 5268 17.17 1.24367 1.24927 1.24307

10536 2012.06.05 15:36 sell 5269 17.17 1.24403 1.24963 1.24343

10537 2012.06.05 15:40 sell 5270 17.17 1.24375 1.24935 1.24315

10538 2012.06.05 15:41 sell 5271 17.17 1.24378 1.24938 1.24318

10539 2012.06.05 15:43 sell 5272 17.17 1.24383 1.24943 1.24323

10540 2012.06.05 15:55 t/p 5269 17.17 1.24343 1.24963 1.24343 110130.44 35465526.21

10541 2012.06.05 15:55 t/p 5272 17.17 1.24323 1.24943 1.24323 110130.44 35575656.65

10542 2012.06.05 15:55 t/p 5271 17.17 1.24318 1.24938 1.24318 110130.44 35685787.09

10543 2012.06.05 15:55 t/p 5270 17.17 1.24315 1.24935 1.24315 110130.44 35795917.53

10544 2012.06.05 15:56 t/p 5268 17.17 1.24307 1.24927 1.24307 110130.44 35906047.97

10545 2012.06.07 02:08 buy 5273 17.44 1.25704 1.25144 1.25764

10546 2012.06.07 02:09 buy 5274 17.44 1.25702 1.25142 1.25762

Page 283: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 283/509

10547 2012.06.07 02:10 buy 5275 17.44 1.25699 1.25139 1.25759

10548 2012.06.07 02:11 buy 5276 17.44 1.25697 1.25137 1.25757

10549 2012.06.07 02:12 buy 5277 17.44 1.25693 1.25133 1.25753

10550 2012.06.07 03:00 t/p 5277 17.44 1.25753 1.25133 1.25753 111838.19 36017886.16

10551 2012.06.07 03:01 t/p 5276 17.44 1.25757 1.25137 1.25757 111838.19 36129724.35

10552 2012.06.07 03:02 t/p 5275 17.44 1.25759 1.25139 1.25759 111838.19 36241562.54

10553 2012.06.07 03:02 t/p 5274 17.44 1.25762 1.25142 1.25762 111838.19 36353400.73

10554 2012.06.07 03:02 t/p 5273 17.44 1.25764 1.25144 1.25764 111838.19 36465238.92

10555 2012.06.07 03:39 buy 5278 17.71 1.25683 1.25123 1.25743

10556 2012.06.07 04:34 t/p 5278 17.71 1.25743 1.25123 1.25743 113569.63 36578808.55

10557 2012.06.08 15:08 sell 5279 17.76 1.24731 1.25291 1.24671

10558 2012.06.08 15:13 t/p 5279 17.76 1.24671 1.25291 1.24671 113914.77 36692723.32

10559 2012.06.11 03:10 buy 5280 17.82 1.26266 1.25706 1.26326

10560 2012.06.11 03:11 buy 5281 17.82 1.26220 1.25660 1.26280

10561 2012.06.11 03:13 buy 5282 17.82 1.26183 1.25623 1.26243

10562 2012.06.11 03:15 t/p 5282 17.82 1.26243 1.25623 1.26243 114273.96 36806997.28

10563 2012.06.11 03:17 t/p 5281 17.82 1.26280 1.25660 1.26280 114273.96 36921271.24

10564 2012.06.11 03:23 t/p 5280 17.82 1.26326 1.25706 1.26326 114273.95 37035545.19

10565 2012.06.12 02:52 sell 5283 17.99 1.24750 1.25310 1.24690

10566 2012.06.12 02:53 sell 5284 17.99 1.24765 1.25325 1.24705

10567 2012.06.12 02:55 sell 5285 17.99 1.24775 1.25335 1.24715

10568 2012.06.12 02:58 sell 5286 17.99 1.24754 1.25314 1.24694

10569 2012.06.12 02:59 sell 5287 17.99 1.24758 1.25318 1.24698

10570 2012.06.12 11:16 t/p 5285 17.99 1.24715 1.25335 1.24715 115388.94 37150934.13

10571 2012.06.12 11:16 close 5287 17.99 1.24715 1.25318 1.24698 82695.40 37233629.53

10572 2012.06.12 11:16 close 5286 17.99 1.24715 1.25314 1.24694 75002.81 37308632.34

10573 2012.06.12 11:16 close 5284 17.99 1.24715 1.25325 1.24705 96157.45 37404789.79

10574 2012.06.12 11:16 close 5283 17.99 1.24715 1.25310 1.24690 67310.21 37472100.00

10575 2012.06.13 22:20 buy 5288 18.20 1.25770 1.25210 1.25830

10576 2012.06.13 22:22 buy 5289 18.20 1.25752 1.25192 1.25812

10577 2012.06.13 22:23 buy 5290 18.20 1.25731 1.25171 1.25791

10578 2012.06.13 22:26 buy 5291 18.20 1.25680 1.25120 1.25740

10579 2012.06.13 22:28 buy 5292 18.20 1.25712 1.25152 1.25772

10580 2012.06.13 22:30 t/p 5291 18.20 1.25740 1.25120 1.25740 116711.87 37588811.87

10581 2012.06.13 22:33 t/p 5292 18.20 1.25772 1.25152 1.25772 116711.87 37705523.74

10582 2012.06.13 22:34 buy 5293 18.31 1.25745 1.25185 1.25805

10583 2012.06.13 22:35 buy 5294 18.31 1.25718 1.25158 1.25778

10584 2012.06.13 23:02 t/p 5294 18.31 1.25778 1.25158 1.25778 117417.27 37822941.01

Page 284: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 284/509

10585 2012.06.14 01:15 close 5290 18.20 1.25733 1.25171 1.25791 -65716.23 37757224.78

10586 2012.06.14 01:15 close 5293 18.31 1.25746 1.25185 1.25805 -68070.38 37689154.40

10587 2012.06.14 01:15 close 5289 18.20 1.25753 1.25192 1.25812 -67661.44 37621492.96

10588 2012.06.14 03:30 close 5288 18.20 1.25573 1.25210 1.25830 -452810.60 37168682.36

10589 2012.06.15 02:41 buy 5295 18.05 1.26230 1.25670 1.26290

10590 2012.06.15 03:03 buy 5296 18.05 1.26225 1.25665 1.26285

10591 2012.06.15 03:08 buy 5297 18.05 1.26226 1.25666 1.26286

10592 2012.06.15 03:14 buy 5298 18.05 1.26215 1.25655 1.26275

10593 2012.06.15 03:16 buy 5299 18.05 1.26211 1.25651 1.26271

10594 2012.06.15 05:07 t/p 5299 18.05 1.26271 1.25651 1.26271 115748.87 37284431.23

10595 2012.06.15 05:07 close 5297 18.05 1.26271 1.25666 1.26286 86811.65 37371242.88

10596 2012.06.15 05:07 close 5296 18.05 1.26271 1.25665 1.26285 88740.80 37459983.68

10597 2012.06.15 05:07 close 5295 18.05 1.26271 1.25670 1.26290 79095.06 37539078.74

10598 2012.06.15 05:07 t/p 5298 18.05 1.26275 1.25655 1.26275 115748.87 37654827.61

10599 2012.06.18 02:54 buy 5300 18.29 1.27056 1.26496 1.27116

10600 2012.06.18 02:56 buy 5301 18.29 1.27062 1.26502 1.27122

10601 2012.06.18 02:57 buy 5302 18.29 1.27053 1.26493 1.27113

10602 2012.06.18 02:58 buy 5303 18.29 1.27046 1.26486 1.27106

10603 2012.06.18 03:00 buy 5304 18.29 1.27047 1.26487 1.27107

10604 2012.06.18 03:04 t/p 5303 18.29 1.27106 1.26486 1.27106 117287.91 37772115.52

10605 2012.06.18 03:04 t/p 5304 18.29 1.27107 1.26487 1.27107 117287.91 37889403.43

10606 2012.06.18 03:04 t/p 5302 18.29 1.27113 1.26493 1.27113 117287.91 38006691.34

10607 2012.06.18 03:04 t/p 5300 18.29 1.27116 1.26496 1.27116 117287.92 38123979.26

10608 2012.06.18 03:04 t/p 5301 18.29 1.27122 1.26502 1.27122 117287.92 38241267.18

10609 2012.06.18 04:19 buy 5305 18.57 1.27041 1.26481 1.27101

10610 2012.06.18 04:22 buy 5306 18.57 1.27032 1.26472 1.27092

10611 2012.06.18 04:23 buy 5307 18.57 1.27005 1.26445 1.27065

10612 2012.06.18 04:24 buy 5308 18.57 1.26963 1.26403 1.27023

10613 2012.06.18 04:25 buy 5309 18.57 1.26905 1.26345 1.26965

10614 2012.06.18 06:20 t/p 5309 18.57 1.26965 1.26345 1.26965 119083.46 38360350.64

10615 2012.06.18 06:20 close 5308 18.57 1.26965 1.26403 1.27023 3969.45 38364320.09

10616 2012.06.18 07:10 close 5307 18.57 1.27006 1.26445 1.27065 1984.73 38366304.82

10617 2012.06.18 07:11 close 5306 18.57 1.27033 1.26472 1.27092 1984.73 38368289.55

10618 2012.06.18 07:11 close 5305 18.57 1.27041 1.26481 1.27101 0.00 38368289.55

10619 2012.06.18 21:16 sell 5310 18.63 1.25840 1.26400 1.25780

10620 2012.06.18 21:17 sell 5311 18.63 1.25863 1.26423 1.25803

10621 2012.06.18 21:19 sell 5312 18.63 1.25842 1.26402 1.25782

Page 285: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 285/509

10622 2012.06.18 21:20 sell 5313 18.63 1.25855 1.26415 1.25795

10623 2012.06.18 21:23 sell 5314 18.63 1.25843 1.26403 1.25783

10624 2012.06.18 21:43 t/p 5311 18.63 1.25803 1.26423 1.25803 119495.06 38487784.61

10625 2012.06.18 21:44 t/p 5313 18.63 1.25795 1.26415 1.25795 119495.05 38607279.66

10626 2012.06.18 21:46 t/p 5314 18.63 1.25783 1.26403 1.25783 119495.05 38726774.71

10627 2012.06.18 21:46 t/p 5312 18.63 1.25782 1.26402 1.25782 119495.06 38846269.77

10628 2012.06.18 21:46 t/p 5310 18.63 1.25780 1.26400 1.25780 119495.06 38965764.83

10629 2012.06.19 00:27 sell 5315 18.92 1.25783 1.26343 1.25723

10630 2012.06.19 01:02 sell 5316 18.92 1.25791 1.26351 1.25731

10631 2012.06.19 01:04 sell 5317 18.92 1.25793 1.26353 1.25733

10632 2012.06.19 01:05 sell 5318 18.92 1.25794 1.26354 1.25734

10633 2012.06.19 01:06 sell 5319 18.92 1.25797 1.26357 1.25737

10634 2012.06.19 11:10 t/p 5319 18.92 1.25737 1.26357 1.25737 121355.15 39087119.98

10635 2012.06.19 11:10 close 5315 18.92 1.25737 1.26343 1.25723 93038.95 39180158.93

10636 2012.06.19 11:10 t/p 5317 18.92 1.25733 1.26353 1.25733 121355.15 39301514.08

10637 2012.06.19 11:10 t/p 5318 18.92 1.25734 1.26354 1.25734 121355.15 39422869.23

10638 2012.06.19 11:10 t/p 5316 18.92 1.25731 1.26351 1.25731 121355.15 39544224.38

10639 2012.06.19 21:31 buy 5320 19.20 1.26973 1.26413 1.27033

10640 2012.06.19 21:32 buy 5321 19.20 1.26919 1.26359 1.26979

10641 2012.06.19 21:34 buy 5322 19.20 1.26942 1.26382 1.27002

10642 2012.06.19 21:35 buy 5323 19.20 1.26923 1.26363 1.26983

10643 2012.06.19 21:37 buy 5324 19.20 1.26902 1.26342 1.26962

10644 2012.06.20 11:38 t/p 5324 19.20 1.26962 1.26342 1.26962 98647.55 39642871.93

10645 2012.06.20 11:38 close 5323 19.20 1.26962 1.26363 1.26983 55553.93 39698425.87

10646 2012.06.20 11:38 close 5322 19.20 1.26962 1.26382 1.27002 16564.47 39714990.34

10647 2012.06.20 11:38 close 5321 19.20 1.26962 1.26359 1.26979 63762.24 39778752.58

10648 2012.06.20 11:38 close 5320 19.20 1.26973 1.26413 1.27033 -24477.06 39754275.53

10649 2012.06.22 01:37 sell 5325 19.31 1.25503 1.26063 1.25443

10650 2012.06.22 01:38 sell 5326 19.31 1.25504 1.26064 1.25444

10651 2012.06.22 02:02 t/p 5325 19.31 1.25443 1.26063 1.25443 123856.65 39878132.18

10652 2012.06.22 02:02 t/p 5326 19.31 1.25444 1.26064 1.25444 123856.66 40001988.84

10653 2012.06.22 02:14 sell 5327 19.43 1.25510 1.26070 1.25450

10654 2012.06.22 02:15 sell 5328 19.43 1.25517 1.26077 1.25457

10655 2012.06.22 02:32 sell 5329 19.43 1.25515 1.26075 1.25455

10656 2012.06.22 02:36 sell 5330 19.43 1.25524 1.26084 1.25464

10657 2012.06.22 02:58 t/p 5330 19.43 1.25464 1.26084 1.25464 124626.35 40126615.19

10658 2012.06.22 03:05 t/p 5328 19.43 1.25457 1.26077 1.25457 124626.35 40251241.54

10659 2012.06.22 03:05 t/p 5329 19.43 1.25455 1.26075 1.25455 124626.35 40375867.89

Page 286: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 286/509

10660 2012.06.22 03:06 t/p 5327 19.43 1.25450 1.26070 1.25450 124626.35 40500494.24

10661 2012.06.22 03:41 sell 5331 19.67 1.25559 1.26119 1.25499

10662 2012.06.22 03:42 sell 5332 19.67 1.25559 1.26119 1.25499

10663 2012.06.22 03:43 sell 5333 19.67 1.25574 1.26134 1.25514

10664 2012.06.22 03:45 sell 5334 19.67 1.25587 1.26147 1.25527

10665 2012.06.22 03:49 sell 5335 19.67 1.25567 1.26127 1.25507

10666 2012.06.22 08:06 t/p 5334 19.67 1.25527 1.26147 1.25527 126165.74 40626659.98

10667 2012.06.22 08:06 close 5335 19.67 1.25527 1.26127 1.25507 84110.50 40710770.48

10668 2012.06.22 08:06 close 5333 19.67 1.25527 1.26134 1.25514 98829.83 40809600.31

10669 2012.06.22 08:06 close 5332 19.67 1.25527 1.26119 1.25499 67288.40 40876888.71

10670 2012.06.22 08:06 close 5331 19.67 1.25527 1.26119 1.25499 67288.40 40944177.11

10671 2012.06.25 15:24 sell 5336 19.88 1.24935 1.25495 1.24875

10672 2012.06.25 15:26 sell 5337 19.88 1.24963 1.25523 1.24903

10673 2012.06.25 15:28 sell 5338 19.88 1.24975 1.25535 1.24915

10674 2012.06.25 15:32 sell 5339 19.88 1.24938 1.25498 1.24878

10675 2012.06.25 15:33 sell 5340 19.88 1.24955 1.25515 1.24895

10676 2012.06.25 15:37 t/p 5338 19.88 1.24915 1.25535 1.24915 127512.71 41071689.82

10677 2012.06.25 15:38 t/p 5337 19.88 1.24903 1.25523 1.24903 127512.70 41199202.52

10678 2012.06.25 15:38 t/p 5340 19.88 1.24895 1.25515 1.24895 127512.70 41326715.22

10679 2012.06.25 15:38 t/p 5339 19.88 1.24878 1.25498 1.24878 127512.70 41454227.92

10680 2012.06.25 15:38 t/p 5336 19.88 1.24875 1.25495 1.24875 127512.71 41581740.63

10681 2012.06.25 15:51 sell 5341 20.19 1.24973 1.25533 1.24913

10682 2012.06.25 15:55 sell 5342 20.19 1.24970 1.25530 1.24910

10683 2012.06.25 16:09 sell 5343 20.19 1.24973 1.25533 1.24913

10684 2012.06.25 16:15 t/p 5341 20.19 1.24913 1.25533 1.24913 129501.08 41711241.71

10685 2012.06.25 16:15 t/p 5343 20.19 1.24913 1.25533 1.24913 129501.08 41840742.79

10686 2012.06.25 16:15 t/p 5342 20.19 1.24910 1.25530 1.24910 129501.08 41970243.87

10687 2012.07.02 01:06 buy 5344 20.38 1.26625 1.26065 1.26685

10688 2012.07.02 01:10 buy 5345 20.38 1.26617 1.26057 1.26677

10689 2012.07.02 01:22 buy 5346 20.38 1.26606 1.26046 1.26666

10690 2012.07.02 01:23 buy 5347 20.38 1.26572 1.26012 1.26632

10691 2012.07.02 01:24 buy 5348 20.38 1.26569 1.26009 1.26629

10692 2012.07.02 01:46 t/p 5348 20.38 1.26629 1.26009 1.26629 130687.97 42100931.84

10693 2012.07.02 01:46 t/p 5347 20.38 1.26632 1.26012 1.26632 130687.97 42231619.81

10694 2012.07.02 01:55 buy 5349 20.51 1.26579 1.26019 1.26639

10695 2012.07.02 01:56 buy 5350 20.51 1.26562 1.26002 1.26622

10696 2012.07.02 02:20 t/p 5350 20.51 1.26622 1.26002 1.26622 131521.60 42363141.41

Page 287: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 287/509

10697 2012.07.02 02:36 buy 5351 20.57 1.26564 1.26004 1.26624

10698 2012.07.02 12:22 t/p 5351 20.57 1.26624 1.26004 1.26624 131906.36 42495047.77

10699 2012.07.02 12:22 close 5349 20.51 1.26625 1.26019 1.26639 100833.24 42595881.01

10700 2012.07.02 12:22 close 5346 20.38 1.26625 1.26046 1.26666 41384.52 42637265.53

10701 2012.07.02 12:22 close 5345 20.38 1.26625 1.26057 1.26677 17425.06 42654690.59

10702 2012.07.02 12:22 close 5344 20.38 1.26625 1.26065 1.26685 0.00 42654690.59

10703 2012.07.04 20:00 sell 5352 20.71 1.25422 1.25982 1.25362

10704 2012.07.04 20:01 sell 5353 20.71 1.25428 1.25988 1.25368

10705 2012.07.04 20:02 sell 5354 20.71 1.25429 1.25989 1.25369

10706 2012.07.04 20:06 sell 5355 20.71 1.25409 1.25969 1.25349

10707 2012.07.04 20:08 sell 5356 20.71 1.25405 1.25965 1.25345

10708 2012.07.04 20:16 t/p 5353 20.71 1.25368 1.25988 1.25368 132832.70 42787523.29

10709 2012.07.04 20:16 t/p 5354 20.71 1.25369 1.25989 1.25369 132832.70 42920355.99

10710 2012.07.04 20:59 t/p 5352 20.71 1.25362 1.25982 1.25362 132832.70 43053188.69

10711 2012.07.04 21:00 t/p 5355 20.71 1.25349 1.25969 1.25349 132832.70 43186021.39

10712 2012.07.04 21:03 t/p 5356 20.71 1.25345 1.25965 1.25345 132832.70 43318854.09

10713 2012.07.05 03:06 sell 5357 21.04 1.25277 1.25837 1.25217

10714 2012.07.05 03:10 sell 5358 21.04 1.25267 1.25827 1.25207

10715 2012.07.05 03:11 sell 5359 21.04 1.25275 1.25835 1.25215

10716 2012.07.05 03:19 sell 5360 21.04 1.25274 1.25834 1.25214

10717 2012.07.05 03:20 sell 5361 21.04 1.25277 1.25837 1.25217

10718 2012.07.05 10:19 t/p 5357 21.04 1.25217 1.25837 1.25217 134949.29 43453803.38

10719 2012.07.05 10:19 t/p 5361 21.04 1.25217 1.25837 1.25217 134949.29 43588752.67

10720 2012.07.05 10:19 close 5358 21.04 1.25217 1.25827 1.25207 112457.74 43701210.41

10721 2012.07.05 10:19 t/p 5359 21.04 1.25215 1.25835 1.25215 134949.29 43836159.70

10722 2012.07.05 10:19 t/p 5360 21.04 1.25214 1.25834 1.25214 134949.30 43971109.00

10723 2012.07.05 23:53 sell 5362 21.35 1.23927 1.24487 1.23867

10724 2012.07.05 23:54 sell 5363 21.35 1.23940 1.24500 1.23880

10725 2012.07.05 23:55 sell 5364 21.35 1.23942 1.24502 1.23882

10726 2012.07.06 00:14 sell 5365 21.35 1.23948 1.24508 1.23888

10727 2012.07.06 00:26 t/p 5365 21.35 1.23888 1.24508 1.23888 136937.62 44108046.62

10728 2012.07.06 00:26 t/p 5363 21.35 1.23880 1.24500 1.23880 151804.56 44259851.17

10729 2012.07.06 00:26 t/p 5364 21.35 1.23882 1.24502 1.23882 151804.56 44411655.73

10730 2012.07.06 00:26 t/p 5362 21.35 1.23867 1.24487 1.23867 151804.56 44563460.29

10731 2012.07.06 02:35 sell 5366 21.64 1.23924 1.24484 1.23864

10732 2012.07.06 02:37 sell 5367 21.64 1.23930 1.24490 1.23870

10733 2012.07.06 03:02 sell 5368 21.64 1.23937 1.24497 1.23877

10734 2012.07.06 03:06 sell 5369 21.64 1.23940 1.24500 1.23880

Page 288: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 288/509

10735 2012.07.06 03:36 t/p 5369 21.64 1.23880 1.24500 1.23880 138797.66 44702257.95

10736 2012.07.06 03:41 t/p 5368 21.64 1.23877 1.24497 1.23877 138797.67 44841055.62

10737 2012.07.06 03:41 t/p 5367 21.64 1.23870 1.24490 1.23870 138797.66 44979853.28

10738 2012.07.06 03:41 t/p 5366 21.64 1.23864 1.24484 1.23864 138797.66 45118650.94

10739 2012.07.09 02:00 sell 5370 21.91 1.22779 1.23339 1.22719

10740 2012.07.09 02:07 sell 5371 21.91 1.22790 1.23350 1.22730

10741 2012.07.09 02:09 sell 5372 21.91 1.22789 1.23349 1.22729

10742 2012.07.09 02:20 t/p 5371 21.91 1.22730 1.23350 1.22730 140529.42 45259180.36

10743 2012.07.09 02:20 t/p 5372 21.91 1.22729 1.23349 1.22729 140529.42 45399709.78

10744 2012.07.09 02:22 t/p 5370 21.91 1.22719 1.23339 1.22719 140529.42 45540239.20

10745 2012.07.09 03:05 sell 5373 22.12 1.22792 1.23352 1.22732

10746 2012.07.09 03:08 sell 5374 22.12 1.22787 1.23347 1.22727

10747 2012.07.09 03:09 sell 5375 22.12 1.22795 1.23355 1.22735

10748 2012.07.09 03:10 sell 5376 22.12 1.22802 1.23362 1.22742

10749 2012.07.09 03:11 sell 5377 22.12 1.22816 1.23376 1.22756

10750 2012.07.09 11:09 t/p 5377 22.12 1.22756 1.23376 1.22756 141876.35 45682115.55

10751 2012.07.09 11:09 close 5376 22.12 1.22756 1.23362 1.22742 108771.87 45790887.42

10752 2012.07.09 11:09 close 5375 22.12 1.22756 1.23355 1.22735 92219.62 45883107.04

10753 2012.07.09 11:09 close 5374 22.12 1.22756 1.23347 1.22727 73302.78 45956409.82

10754 2012.07.09 11:09 close 5373 22.12 1.22756 1.23352 1.22732 85125.81 46041535.63

10755 2012.07.11 02:43 sell 5378 22.36 1.22532 1.23092 1.22472

10756 2012.07.11 02:45 sell 5379 22.36 1.22528 1.23088 1.22468

10757 2012.07.11 02:51 sell 5380 22.36 1.22528 1.23088 1.22468

10758 2012.07.11 02:53 sell 5381 22.36 1.22538 1.23098 1.22478

10759 2012.07.11 02:58 sell 5382 22.36 1.22543 1.23103 1.22483

10760 2012.07.11 18:10 t/p 5382 22.36 1.22483 1.23103 1.22483 143419.72 46184955.35

10761 2012.07.11 18:10 close 5380 22.36 1.22480 1.23088 1.22468 114735.77 46299691.12

10762 2012.07.11 18:10 close 5379 22.36 1.22480 1.23088 1.22468 114735.77 46414426.89

10763 2012.07.11 18:10 t/p 5381 22.36 1.22478 1.23098 1.22478 143419.72 46557846.61

10764 2012.07.11 18:10 close 5378 22.36 1.22482 1.23092 1.22472 119516.44 46677363.05

10765 2012.07.16 02:44 buy 5383 22.67 1.22488 1.21928 1.22548

10766 2012.07.16 02:45 buy 5384 22.67 1.22483 1.21923 1.22543

10767 2012.07.16 02:47 buy 5385 22.67 1.22486 1.21926 1.22546

10768 2012.07.16 02:48 buy 5386 22.67 1.22485 1.21925 1.22545

10769 2012.07.16 02:49 buy 5387 22.67 1.22469 1.21909 1.22529

10770 2012.07.16 12:15 s/l 5383 22.67 1.21928 1.21928 1.22548 -1356875.67 45320487.38

10771 2012.07.16 12:15 close 5387 22.67 1.21927 1.21909 1.22529 -1313261.81 44007225.57

Page 289: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 289/509

10772 2012.07.16 12:15 s/l 5384 22.67 1.21923 1.21923 1.22543 -1356875.67 42650349.90

10773 2012.07.16 12:15 s/l 5385 22.67 1.21926 1.21926 1.22546 -1356875.67 41293474.23

10774 2012.07.16 12:15 s/l 5386 22.67 1.21925 1.21925 1.22545 -1356875.67 39936598.56

10775 2012.07.16 23:35 buy 5388 19.39 1.22726 1.22166 1.22786

10776 2012.07.16 23:36 buy 5389 19.39 1.22721 1.22161 1.22781

10777 2012.07.16 23:38 buy 5390 19.39 1.22719 1.22159 1.22779

10778 2012.07.16 23:40 buy 5391 19.39 1.22712 1.22152 1.22772

10779 2012.07.16 23:54 buy 5392 19.39 1.22721 1.22161 1.22781

10780 2012.07.17 03:14 t/p 5391 19.39 1.22772 1.22152 1.22772 99626.08 40036224.64

10781 2012.07.17 03:14 close 5388 19.39 1.22772 1.22166 1.22786 70612.16 40106836.80

10782 2012.07.17 03:14 close 5392 19.39 1.22771 1.22161 1.22781 78901.85 40185738.65

10783 2012.07.17 03:14 close 5389 19.39 1.22771 1.22161 1.22781 78901.85 40264640.51

10784 2012.07.17 03:14 close 5390 19.39 1.22769 1.22159 1.22779 78901.85 40343542.36

10785 2012.07.23 04:46 sell 5393 19.59 1.21310 1.21870 1.21250

10786 2012.07.23 05:07 t/p 5393 19.59 1.21250 1.21870 1.21250 125653.79 40469196.15

10787 2012.07.24 22:00 sell 5394 19.65 1.20627 1.21187 1.20567

10788 2012.07.24 22:14 t/p 5394 19.65 1.20567 1.21187 1.20567 126037.46 40595233.61

10789 2012.07.24 22:29 sell 5395 19.71 1.20632 1.21192 1.20572

10790 2012.07.24 23:59 close 5395 19.71 1.20632 1.21192 1.20572 0.00 40595233.61

10791 2012.07.26 19:00 buy 5396 19.71 1.22803 1.22243 1.22863

10792 2012.07.26 19:06 buy 5397 19.71 1.22769 1.22209 1.22829

10793 2012.07.26 19:09 buy 5398 19.71 1.22790 1.22230 1.22850

10794 2012.07.26 19:13 t/p 5397 19.71 1.22829 1.22209 1.22829 126395.11 40721628.72

10795 2012.07.26 19:14 t/p 5398 19.71 1.22850 1.22230 1.22850 126395.11 40848023.83

10796 2012.07.26 19:26 t/p 5396 19.71 1.22863 1.22243 1.22863 126395.10 40974418.93

10797 2012.07.26 19:45 buy 5399 19.90 1.22792 1.22232 1.22852

10798 2012.07.26 20:04 t/p 5399 19.90 1.22852 1.22232 1.22852 127613.53 41102032.46

10799 2012.07.26 21:06 buy 5400 19.96 1.22773 1.22213 1.22833

10800 2012.07.26 21:27 t/p 5400 19.96 1.22833 1.22213 1.22833 127998.29 41230030.75

10801 2012.07.27 00:58 buy 5401 20.02 1.22787 1.22227 1.22847

10802 2012.07.27 01:31 t/p 5401 20.02 1.22847 1.22227 1.22847 128383.05 41358413.80

10803 2012.07.27 02:56 buy 5402 20.08 1.22786 1.22226 1.22846

10804 2012.07.27 03:00 buy 5403 20.08 1.22786 1.22226 1.22846

10805 2012.07.27 03:05 buy 5404 20.08 1.22778 1.22218 1.22838

10806 2012.07.27 03:07 buy 5405 20.08 1.22781 1.22221 1.22841

10807 2012.07.27 03:08 buy 5406 20.08 1.22779 1.22219 1.22839

10808 2012.07.27 05:36 t/p 5404 20.08 1.22838 1.22218 1.22838 128769.03 41487182.83

10809 2012.07.27 05:36 t/p 5406 20.08 1.22839 1.22219 1.22839 128769.03 41615951.86

Page 290: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 290/509

10810 2012.07.27 05:36 close 5403 20.08 1.22836 1.22226 1.22846 107307.52 41723259.38

10811 2012.07.27 05:36 close 5402 20.08 1.22836 1.22226 1.22846 107307.52 41830566.90

10812 2012.07.27 05:37 close 5405 20.08 1.22831 1.22221 1.22841 107307.52 41937874.42

10813 2012.09.05 04:10 sell 5407 20.37 1.25407 1.25967 1.25347

10814 2012.09.05 04:12 sell 5408 20.37 1.25414 1.25974 1.25354

10815 2012.09.05 05:40 close 5407 20.37 1.25377 1.25967 1.25347 65327.81 42003202.23

10816 2012.09.05 05:42 close 5408 20.37 1.25374 1.25974 1.25354 87103.75 42090305.98

10817 2012.09.05 20:25 buy 5409 20.44 1.25969 1.25409 1.26029

10818 2012.09.05 20:37 t/p 5409 20.44 1.26029 1.25409 1.26029 131076.41 42221382.39

10819 2012.09.05 21:48 buy 5410 20.50 1.25938 1.25378 1.25998

10820 2012.09.05 21:54 buy 5411 20.50 1.25945 1.25385 1.26005

10821 2012.09.05 21:55 buy 5412 20.50 1.25945 1.25385 1.26005

10822 2012.09.05 21:59 buy 5413 20.50 1.25953 1.25393 1.26013

10823 2012.09.05 22:00 buy 5414 20.50 1.25948 1.25388 1.26008

10824 2012.09.05 22:14 t/p 5410 20.50 1.25998 1.25378 1.25998 131461.17 42352843.56

10825 2012.09.05 22:18 t/p 5411 20.50 1.26005 1.25385 1.26005 131461.17 42484304.73

10826 2012.09.05 22:18 t/p 5412 20.50 1.26005 1.25385 1.26005 131461.17 42615765.90

10827 2012.09.05 22:18 t/p 5414 20.50 1.26008 1.25388 1.26008 131461.17 42747227.07

10828 2012.09.05 22:18 t/p 5413 20.50 1.26013 1.25393 1.26013 131461.17 42878688.24

10829 2012.09.06 00:28 buy 5415 20.82 1.25991 1.25431 1.26051

10830 2012.09.06 00:30 buy 5416 20.82 1.25996 1.25436 1.26056

10831 2012.09.06 00:40 buy 5417 20.82 1.25992 1.25432 1.26052

10832 2012.09.06 00:45 buy 5418 20.82 1.25992 1.25432 1.26052

10833 2012.09.06 00:46 buy 5419 20.82 1.25980 1.25420 1.26040

10834 2012.09.06 03:36 t/p 5419 20.82 1.26040 1.25420 1.26040 133513.25 43012201.49

10835 2012.09.06 03:36 close 5418 20.82 1.26040 1.25432 1.26052 106810.60 43119012.09

10836 2012.09.06 03:36 close 5417 20.82 1.26040 1.25432 1.26052 106810.60 43225822.69

10837 2012.09.06 03:36 close 5416 20.82 1.26040 1.25436 1.26056 97909.71 43323732.40

10838 2012.09.06 03:36 close 5415 20.82 1.26040 1.25431 1.26051 109035.82 43432768.22

10839 2012.09.10 01:40 buy 5420 21.09 1.28030 1.27470 1.28090

10840 2012.09.10 01:41 buy 5421 21.09 1.28025 1.27465 1.28085

10841 2012.09.10 01:45 buy 5422 21.09 1.28028 1.27468 1.28088

10842 2012.09.10 01:46 buy 5423 21.09 1.28027 1.27467 1.28087

10843 2012.09.10 01:47 buy 5424 21.09 1.28019 1.27459 1.28079

10844 2012.09.11 10:08 t/p 5424 21.09 1.28079 1.27459 1.28079 108359.44 43541127.66

10845 2012.09.11 10:08 close 5420 21.09 1.28080 1.27470 1.28090 85818.44 43626946.10

10846 2012.09.11 10:08 t/p 5421 21.09 1.28085 1.27465 1.28085 108360.69 43735306.80

Page 291: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 291/509

10847 2012.09.11 10:08 t/p 5423 21.09 1.28087 1.27467 1.28087 108360.70 43843667.50

10848 2012.09.11 10:08 t/p 5422 21.09 1.28088 1.27468 1.28088 108360.70 43952028.20

10849 2012.09.11 22:38 buy 5425 21.34 1.28565 1.28005 1.28625

10850 2012.09.11 23:24 buy 5426 21.34 1.28552 1.27992 1.28612

10851 2012.09.11 23:25 buy 5427 21.34 1.28552 1.27992 1.28612

10852 2012.09.11 23:42 buy 5428 21.34 1.28551 1.27991 1.28611

10853 2012.09.11 23:50 buy 5429 21.34 1.28550 1.27990 1.28610

10854 2012.09.12 05:11 t/p 5429 21.34 1.28610 1.27990 1.28610 109645.20 44061673.40

10855 2012.09.12 05:11 close 5425 21.34 1.28610 1.28005 1.28625 75432.59 44137105.99

10856 2012.09.12 05:11 t/p 5426 21.34 1.28612 1.27992 1.28612 109645.20 44246751.19

10857 2012.09.12 05:11 t/p 5427 21.34 1.28612 1.27992 1.28612 109645.20 44356396.40

10858 2012.09.12 05:11 t/p 5428 21.34 1.28611 1.27991 1.28611 109645.20 44466041.60

10859 2012.09.14 01:22 buy 5430 21.59 1.29818 1.29258 1.29878

10860 2012.09.14 01:23 buy 5431 21.59 1.29812 1.29252 1.29872

10861 2012.09.14 01:39 t/p 5431 21.59 1.29872 1.29252 1.29872 138453.65 44604495.25

10862 2012.09.14 01:56 t/p 5430 21.59 1.29878 1.29258 1.29878 138453.64 44742948.89

10863 2012.09.14 03:04 buy 5432 21.73 1.29875 1.29315 1.29935

10864 2012.09.14 03:32 buy 5433 21.73 1.29860 1.29300 1.29920

10865 2012.09.14 03:33 buy 5434 21.73 1.29857 1.29297 1.29917

10866 2012.09.14 03:43 t/p 5434 21.73 1.29917 1.29297 1.29917 139351.45 44882300.34

10867 2012.09.14 04:04 t/p 5433 21.73 1.29920 1.29300 1.29920 139351.45 45021651.79

10868 2012.09.14 04:04 t/p 5432 21.73 1.29935 1.29315 1.29935 139351.45 45161003.24

10869 2012.09.14 12:20 buy 5435 21.93 1.30245 1.29685 1.30305

10870 2012.09.14 12:23 buy 5436 21.93 1.30235 1.29675 1.30295

10871 2012.09.14 12:28 t/p 5436 21.93 1.30295 1.29675 1.30295 140634.02 45301637.26

10872 2012.09.14 12:28 t/p 5435 21.93 1.30305 1.29685 1.30305 140634.02 45442271.28

10873 2012.09.14 15:22 buy 5437 22.07 1.30831 1.30271 1.30891

10874 2012.09.14 15:27 t/p 5437 22.07 1.30891 1.30271 1.30891 141531.82 45583803.10

10875 2012.09.17 01:32 buy 5438 22.14 1.31150 1.30590 1.31210

10876 2012.09.17 01:33 buy 5439 22.14 1.31132 1.30572 1.31192

10877 2012.09.17 01:34 buy 5440 22.14 1.31131 1.30571 1.31191

10878 2012.09.17 01:37 buy 5441 22.14 1.31133 1.30573 1.31193

10879 2012.09.17 01:38 buy 5442 22.14 1.31123 1.30563 1.31183

10880 2012.09.17 04:03 t/p 5442 22.14 1.31183 1.30563 1.31183 141983.38 45725786.48

10881 2012.09.17 04:03 close 5438 22.14 1.31184 1.30590 1.31210 80457.25 45806243.73

10882 2012.09.17 04:03 close 5441 22.14 1.31183 1.30573 1.31193 118319.48 45924563.21

10883 2012.09.17 04:03 close 5439 22.14 1.31182 1.30572 1.31192 118319.48 46042882.69

10884 2012.09.17 04:03 close 5440 22.14 1.31181 1.30571 1.31191 118319.48 46161202.17

Page 292: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 292/509

10885 2012.09.20 15:05 sell 5443 22.42 1.29603 1.30163 1.29543

10886 2012.09.20 15:14 t/p 5443 22.42 1.29543 1.30163 1.29543 143812.64 46305014.81

10887 2012.09.20 17:41 sell 5444 22.49 1.29519 1.30079 1.29459

10888 2012.09.20 17:42 sell 5445 22.49 1.29543 1.30103 1.29483

10889 2012.09.20 17:43 sell 5446 22.49 1.29556 1.30116 1.29496

10890 2012.09.20 17:45 sell 5447 22.49 1.29555 1.30115 1.29495

10891 2012.09.20 17:46 sell 5448 22.49 1.29578 1.30138 1.29518

10892 2012.09.20 17:59 t/p 5448 22.49 1.29518 1.30138 1.29518 144261.65 46449276.46

10893 2012.09.20 17:59 sell 5449 22.56 1.29500 1.30060 1.29440

10894 2012.09.20 18:05 t/p 5446 22.49 1.29496 1.30116 1.29496 144261.65 46593538.11

10895 2012.09.20 18:05 t/p 5447 22.49 1.29495 1.30115 1.29495 144261.65 46737799.76

10896 2012.09.20 18:05 t/p 5445 22.49 1.29483 1.30103 1.29483 144261.66 46882061.42

10897 2012.09.20 18:06 t/p 5444 22.49 1.29459 1.30079 1.29459 144261.66 47026323.08

10898 2012.09.20 18:26 t/p 5449 22.56 1.29440 1.30060 1.29440 144710.67 47171033.75

10899 2012.09.20 19:15 sell 5450 22.91 1.29565 1.30125 1.29505

10900 2012.09.20 19:19 t/p 5450 22.91 1.29505 1.30125 1.29505 146955.74 47317989.49

10901 2012.09.24 14:32 sell 5451 22.98 1.29199 1.29759 1.29139

10902 2012.09.24 15:13 t/p 5451 22.98 1.29139 1.29759 1.29139 147404.75 47465394.24

10903 2012.09.26 12:31 sell 5452 23.05 1.28766 1.29326 1.28706

10904 2012.09.26 12:51 t/p 5452 23.05 1.28706 1.29326 1.28706 147852.38 47613246.62

10905 2012.09.28 03:16 buy 5453 23.12 1.29100 1.28540 1.29160

10906 2012.09.28 03:17 buy 5454 23.12 1.29097 1.28537 1.29157

10907 2012.09.28 03:18 buy 5455 23.12 1.29092 1.28532 1.29152

10908 2012.09.28 03:53 t/p 5455 23.12 1.29152 1.28532 1.29152 148269.49 47761516.11

10909 2012.09.28 03:53 t/p 5454 23.12 1.29157 1.28537 1.29157 148269.49 47909785.60

10910 2012.09.28 03:53 t/p 5453 23.12 1.29160 1.28540 1.29160 148269.48 48058055.08

10911 2012.10.05 01:02 buy 5456 23.34 1.30160 1.29600 1.30220

10912 2012.10.05 01:03 buy 5457 23.34 1.30158 1.29598 1.30218

10913 2012.10.05 02:16 buy 5458 23.34 1.30161 1.29601 1.30221

10914 2012.10.05 02:32 close 5456 23.34 1.30176 1.29600 1.30220 39914.76 48097969.84

10915 2012.10.05 02:33 close 5457 23.34 1.30177 1.29598 1.30218 47398.78 48145368.62

10916 2012.10.05 02:40 buy 5459 23.38 1.30151 1.29591 1.30211

10917 2012.10.05 02:56 buy 5460 23.38 1.30153 1.29593 1.30213

10918 2012.10.05 02:59 buy 5461 23.38 1.30145 1.29585 1.30205

10919 2012.10.05 03:00 buy 5462 23.38 1.30135 1.29575 1.30195

10920 2012.10.05 04:45 t/p 5462 23.38 1.30195 1.29575 1.30195 149936.87 48295305.49

10921 2012.10.05 04:45 close 5461 23.38 1.30195 1.29585 1.30205 124947.39 48420252.88

Page 293: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 293/509

10922 2012.10.05 04:45 close 5460 23.38 1.30195 1.29593 1.30213 104955.81 48525208.69

10923 2012.10.05 04:45 close 5459 23.38 1.30195 1.29591 1.30211 109953.70 48635162.39

10924 2012.10.05 04:45 close 5458 23.34 1.30195 1.29601 1.30221 84818.87 48719981.26

10925 2012.10.08 14:52 sell 5463 23.66 1.29624 1.30184 1.29564

10926 2012.10.08 14:59 sell 5464 23.66 1.29624 1.30184 1.29564

10927 2012.10.08 15:10 sell 5465 23.66 1.29628 1.30188 1.29568

10928 2012.10.08 15:19 sell 5466 23.66 1.29639 1.30199 1.29579

10929 2012.10.08 15:20 sell 5467 23.66 1.29653 1.30213 1.29593

10930 2012.10.09 10:25 t/p 5467 23.66 1.29593 1.30213 1.29593 168240.67 48888221.93

10931 2012.10.09 10:25 close 5466 23.66 1.29592 1.30199 1.29579 135358.21 49023580.14

10932 2012.10.09 10:25 close 5465 23.66 1.29592 1.30188 1.29568 107534.59 49131114.73

10933 2012.10.09 10:25 close 5464 23.66 1.29592 1.30184 1.29564 97416.91 49228531.64

10934 2012.10.09 10:25 close 5463 23.66 1.29592 1.30184 1.29564 97416.91 49325948.55

10935 2012.10.09 21:57 sell 5468 23.95 1.28786 1.29346 1.28726

10936 2012.10.09 21:59 sell 5469 23.95 1.28819 1.29379 1.28759

10937 2012.10.09 22:00 sell 5470 23.95 1.28824 1.29384 1.28764

10938 2012.10.09 22:02 sell 5471 23.95 1.28791 1.29351 1.28731

10939 2012.10.09 22:03 t/p 5470 23.95 1.28764 1.29384 1.28764 153625.36 49479573.91

10940 2012.10.09 22:05 sell 5472 24.03 1.28794 1.29354 1.28734

10941 2012.10.09 22:16 t/p 5469 23.95 1.28759 1.29379 1.28759 153625.36 49633199.27

10942 2012.10.09 22:21 t/p 5472 24.03 1.28734 1.29354 1.28734 154138.52 49787337.79

10943 2012.10.09 22:21 t/p 5471 23.95 1.28731 1.29351 1.28731 153625.36 49940963.15

10944 2012.10.09 22:22 t/p 5468 23.95 1.28726 1.29346 1.28726 153625.36 50094588.51

10945 2012.10.09 23:24 sell 5473 24.33 1.28791 1.29351 1.28731

10946 2012.10.09 23:25 sell 5474 24.33 1.28794 1.29354 1.28734

10947 2012.10.09 23:32 sell 5475 24.33 1.28793 1.29353 1.28733

10948 2012.10.09 23:33 sell 5476 24.33 1.28802 1.29362 1.28742

10949 2012.10.09 23:45 sell 5477 24.33 1.28793 1.29353 1.28733

10950 2012.10.10 01:46 t/p 5476 24.33 1.28742 1.29362 1.28742 173004.88 50267593.40

10951 2012.10.10 01:46 close 5473 24.33 1.28742 1.29351 1.28731 144393.36 50411986.76

10952 2012.10.10 01:46 close 5477 24.33 1.28743 1.29353 1.28733 146994.41 50558981.17

10953 2012.10.10 01:46 close 5475 24.33 1.28743 1.29353 1.28733 146994.41 50705975.58

10954 2012.10.10 01:46 t/p 5474 24.33 1.28734 1.29354 1.28734 173004.87 50878980.45

10955 2012.10.10 04:16 sell 5478 24.71 1.28714 1.29274 1.28654

10956 2012.10.10 04:20 sell 5479 24.71 1.28711 1.29271 1.28651

10957 2012.10.10 04:21 sell 5480 24.71 1.28740 1.29300 1.28680

10958 2012.10.10 04:24 sell 5481 24.71 1.28737 1.29297 1.28677

10959 2012.10.10 04:25 sell 5482 24.71 1.28739 1.29299 1.28679

Page 294: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 294/509

10960 2012.10.10 05:01 t/p 5480 24.71 1.28680 1.29300 1.28680 158500.32 51037480.77

10961 2012.10.10 05:01 t/p 5482 24.71 1.28679 1.29299 1.28679 158500.32 51195981.09

10962 2012.10.10 05:01 t/p 5481 24.71 1.28677 1.29297 1.28677 158500.32 51354481.41

10963 2012.10.10 05:02 t/p 5478 24.71 1.28654 1.29274 1.28654 158500.32 51512981.73

10964 2012.10.10 05:02 t/p 5479 24.71 1.28651 1.29271 1.28651 158500.32 51671482.05

10965 2012.10.11 18:19 buy 5483 25.09 1.29299 1.28739 1.29359

10966 2012.10.11 18:20 buy 5484 25.09 1.29290 1.28730 1.29350

10967 2012.10.11 18:22 buy 5485 25.09 1.29299 1.28739 1.29359

10968 2012.10.11 18:23 buy 5486 25.09 1.29291 1.28731 1.29351

10969 2012.10.11 18:42 buy 5487 25.09 1.29286 1.28726 1.29346

10970 2012.10.11 19:07 t/p 5487 25.09 1.29346 1.28726 1.29346 160903.18 51832385.23

10971 2012.10.11 19:07 t/p 5484 25.09 1.29350 1.28730 1.29350 160903.18 51993288.41

10972 2012.10.11 19:07 t/p 5486 25.09 1.29351 1.28731 1.29351 160903.18 52154191.59

10973 2012.10.11 19:07 t/p 5483 25.09 1.29359 1.28739 1.29359 160903.17 52315094.76

10974 2012.10.11 19:07 t/p 5485 25.09 1.29359 1.28739 1.29359 160903.17 52475997.93

10975 2012.10.11 22:16 buy 5488 25.48 1.29275 1.28715 1.29335

10976 2012.10.11 22:17 buy 5489 25.48 1.29265 1.28705 1.29325

10977 2012.10.11 22:19 buy 5490 25.48 1.29279 1.28719 1.29339

10978 2012.10.11 22:23 buy 5491 25.48 1.29275 1.28715 1.29335

10979 2012.10.11 22:24 buy 5492 25.48 1.29264 1.28704 1.29324

10980 2012.10.12 03:02 t/p 5489 25.48 1.29325 1.28705 1.29325 130921.17 52606919.10

10981 2012.10.12 03:02 t/p 5492 25.48 1.29324 1.28704 1.29324 130921.17 52737840.27

10982 2012.10.12 03:02 close 5491 25.48 1.29325 1.28715 1.29335 103687.12 52841527.38

10983 2012.10.12 03:02 close 5490 25.48 1.29325 1.28719 1.29339 92793.50 52934320.88

10984 2012.10.12 03:02 close 5488 25.48 1.29325 1.28715 1.29335 103687.12 53038007.99

10985 2012.10.16 17:20 buy 5493 25.76 1.30336 1.29776 1.30396

10986 2012.10.16 17:21 buy 5494 25.76 1.30314 1.29754 1.30374

10987 2012.10.16 17:24 buy 5495 25.76 1.30345 1.29785 1.30405

10988 2012.10.16 17:26 buy 5496 25.76 1.30274 1.29714 1.30334

10989 2012.10.16 17:31 buy 5497 25.76 1.30322 1.29762 1.30382

10990 2012.10.16 17:32 t/p 5496 25.76 1.30334 1.29714 1.30334 165199.91 53203207.90

10991 2012.10.16 17:37 buy 5498 25.84 1.30337 1.29777 1.30397

10992 2012.10.16 18:28 t/p 5494 25.76 1.30374 1.29754 1.30374 165199.91 53368407.81

10993 2012.10.16 18:31 t/p 5497 25.76 1.30382 1.29762 1.30382 165199.91 53533607.72

10994 2012.10.16 18:32 t/p 5493 25.76 1.30396 1.29776 1.30396 165199.91 53698807.63

10995 2012.10.16 18:32 t/p 5498 25.84 1.30397 1.29777 1.30397 165712.96 53864520.59

10996 2012.10.16 18:32 t/p 5495 25.76 1.30405 1.29785 1.30405 165199.92 54029720.51

Page 295: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 295/509

10997 2012.10.22 00:59 sell 5499 26.24 1.30267 1.30827 1.30207

10998 2012.10.22 01:08 t/p 5499 26.24 1.30207 1.30827 1.30207 168314.38 54198034.89

10999 2012.10.23 19:19 sell 5500 26.32 1.29734 1.30294 1.29674

11000 2012.10.23 19:20 sell 5501 26.32 1.29765 1.30325 1.29705

11001 2012.10.23 19:24 sell 5502 26.32 1.29745 1.30305 1.29685

11002 2012.10.23 19:25 sell 5503 26.32 1.29746 1.30306 1.29686

11003 2012.10.23 19:32 sell 5504 26.32 1.29777 1.30337 1.29717

11004 2012.10.23 20:42 t/p 5504 26.32 1.29717 1.30337 1.29717 168827.53 54366862.42

11005 2012.10.23 20:42 t/p 5501 26.32 1.29705 1.30325 1.29705 168827.53 54535689.95

11006 2012.10.23 20:49 close 5500 26.32 1.29720 1.30294 1.29674 39393.09 54575083.04

11007 2012.10.23 20:54 close 5502 26.32 1.29702 1.30305 1.29685 120993.07 54696076.11

11008 2012.10.23 20:55 close 5503 26.32 1.29713 1.30306 1.29686 92855.14 54788931.25

11009 2012.10.23 22:03 sell 5505 26.61 1.29784 1.30344 1.29724

11010 2012.10.23 22:20 sell 5506 26.61 1.29798 1.30358 1.29738

11011 2012.10.23 22:21 sell 5507 26.61 1.29809 1.30369 1.29749

11012 2012.10.23 22:26 sell 5508 26.61 1.29797 1.30357 1.29737

11013 2012.10.23 22:27 sell 5509 26.61 1.29809 1.30369 1.29749

11014 2012.10.23 22:49 t/p 5507 26.61 1.29749 1.30369 1.29749 170687.71 54959618.96

11015 2012.10.23 22:49 t/p 5509 26.61 1.29749 1.30369 1.29749 170687.71 55130306.67

11016 2012.10.23 23:05 sell 5510 26.77 1.29846 1.30406 1.29786

11017 2012.10.23 23:07 sell 5511 26.77 1.29831 1.30391 1.29771

11018 2012.10.24 02:11 t/p 5510 26.77 1.29786 1.30406 1.29786 190355.14 55320661.81

11019 2012.10.24 02:11 close 5511 26.77 1.29785 1.30391 1.29771 150288.53 55470950.34

11020 2012.10.24 02:11 close 5508 26.61 1.29785 1.30357 1.29737 52667.25 55523617.59

11021 2012.10.24 02:11 close 5506 26.61 1.29785 1.30358 1.29738 55512.05 55579129.63

11022 2012.10.24 02:11 close 5505 26.61 1.29784 1.30344 1.29724 18529.71 55597659.34

11023 2012.10.26 00:42 sell 5512 27.00 1.29433 1.29993 1.29373

11024 2012.10.26 01:12 sell 5513 27.00 1.29432 1.29992 1.29372

11025 2012.10.26 01:13 sell 5514 27.00 1.29435 1.29995 1.29375

11026 2012.10.26 01:15 sell 5515 27.00 1.29433 1.29993 1.29373

11027 2012.10.26 01:17 sell 5516 27.00 1.29436 1.29996 1.29376

11028 2012.10.26 01:47 t/p 5516 27.00 1.29376 1.29996 1.29376 173189.34 55770848.68

11029 2012.10.26 01:48 t/p 5514 27.00 1.29375 1.29995 1.29375 173189.34 55944038.02

11030 2012.10.26 01:48 t/p 5512 27.00 1.29373 1.29993 1.29373 173189.34 56117227.36

11031 2012.10.26 01:48 t/p 5513 27.00 1.29372 1.29992 1.29372 173189.34 56290416.70

11032 2012.10.26 01:48 t/p 5515 27.00 1.29373 1.29993 1.29373 173189.34 56463606.04

11033 2012.10.26 03:48 sell 5517 27.42 1.29427 1.29987 1.29367

11034 2012.10.26 03:50 sell 5518 27.42 1.29423 1.29983 1.29363

Page 296: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 296/509

11035 2012.10.26 03:54 sell 5519 27.42 1.29431 1.29991 1.29371

11036 2012.10.26 03:55 sell 5520 27.42 1.29431 1.29991 1.29371

11037 2012.10.26 03:56 sell 5521 27.42 1.29439 1.29999 1.29379

11038 2012.10.26 06:52 t/p 5521 27.42 1.29379 1.29999 1.29379 175883.39 56639489.43

11039 2012.10.26 06:52 close 5518 27.42 1.29379 1.29983 1.29363 128981.15 56768470.58

11040 2012.10.26 06:52 close 5517 27.42 1.29379 1.29987 1.29367 140706.71 56909177.29

11041 2012.10.26 06:52 t/p 5519 27.42 1.29371 1.29991 1.29371 175883.39 57085060.68

11042 2012.10.26 06:52 t/p 5520 27.42 1.29371 1.29991 1.29371 175883.39 57260944.07

11043 2012.10.30 19:26 buy 5522 27.81 1.29675 1.29115 1.29735

11044 2012.10.30 19:27 buy 5523 27.81 1.29674 1.29114 1.29734

11045 2012.10.30 19:29 buy 5524 27.81 1.29670 1.29110 1.29730

11046 2012.10.30 19:31 buy 5525 27.81 1.29661 1.29101 1.29721

11047 2012.10.30 19:32 buy 5526 27.81 1.29654 1.29094 1.29714

11048 2012.10.31 09:56 t/p 5526 27.81 1.29714 1.29094 1.29714 142891.49 57403835.56

11049 2012.10.31 09:56 close 5524 27.81 1.29715 1.29110 1.29730 98305.24 57502140.80

11050 2012.10.31 09:56 close 5523 27.81 1.29715 1.29114 1.29734 86415.57 57588556.38

11051 2012.10.31 09:56 close 5522 27.81 1.29715 1.29115 1.29735 83443.15 57671999.53

11052 2012.10.31 09:56 t/p 5525 27.81 1.29721 1.29101 1.29721 142891.48 57814891.01

11053 2012.11.02 14:18 sell 5527 28.08 1.28894 1.29454 1.28834

11054 2012.11.02 14:19 sell 5528 28.08 1.28901 1.29461 1.28841

11055 2012.11.02 14:29 sell 5529 28.08 1.28903 1.29463 1.28843

11056 2012.11.02 14:30 t/p 5529 28.08 1.28843 1.29463 1.28843 180116.91 57995007.92

11057 2012.11.02 14:30 t/p 5528 28.08 1.28841 1.29461 1.28841 180116.91 58175124.83

11058 2012.11.02 14:30 t/p 5527 28.08 1.28834 1.29454 1.28834 180116.91 58355241.74

11059 2012.11.05 01:24 sell 5530 28.34 1.28324 1.28884 1.28264

11060 2012.11.05 01:27 sell 5531 28.34 1.28312 1.28872 1.28252

11061 2012.11.05 01:29 sell 5532 28.34 1.28321 1.28881 1.28261

11062 2012.11.05 01:31 sell 5533 28.34 1.28332 1.28892 1.28272

11063 2012.11.05 01:52 t/p 5533 28.34 1.28272 1.28892 1.28272 181784.66 58537026.40

11064 2012.11.05 01:55 t/p 5530 28.34 1.28264 1.28884 1.28264 181784.66 58718811.06

11065 2012.11.05 01:55 t/p 5532 28.34 1.28261 1.28881 1.28261 181784.67 58900595.73

11066 2012.11.05 01:55 t/p 5531 28.34 1.28252 1.28872 1.28252 181784.67 59082380.40

11067 2012.11.05 02:33 sell 5534 28.69 1.28312 1.28872 1.28252

11068 2012.11.05 02:41 sell 5535 28.69 1.28322 1.28882 1.28262

11069 2012.11.05 02:42 sell 5536 28.69 1.28313 1.28873 1.28253

11070 2012.11.05 02:55 sell 5537 28.69 1.28332 1.28892 1.28272

11071 2012.11.05 02:58 sell 5538 28.69 1.28326 1.28886 1.28266

Page 297: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 297/509

11072 2012.11.05 03:25 t/p 5537 28.69 1.28272 1.28892 1.28272 184029.71 59266410.11

11073 2012.11.05 03:26 t/p 5538 28.69 1.28266 1.28886 1.28266 184029.71 59450439.82

11074 2012.11.05 03:26 t/p 5535 28.69 1.28262 1.28882 1.28262 184029.71 59634469.53

11075 2012.11.05 03:39 sell 5539 28.96 1.28358 1.28918 1.28298

11076 2012.11.05 03:40 sell 5540 28.96 1.28365 1.28925 1.28305

11077 2012.11.05 03:41 sell 5541 28.96 1.28381 1.28941 1.28321

11078 2012.11.05 04:10 t/p 5541 28.96 1.28321 1.28941 1.28321 185761.60 59820231.13

11079 2012.11.05 04:10 close 5534 28.69 1.28312 1.28872 1.28252 0.00 59820231.13

11080 2012.11.05 04:10 t/p 5540 28.96 1.28305 1.28925 1.28305 185761.60 60005992.73

11081 2012.11.05 04:12 close 5536 28.69 1.28302 1.28873 1.28253 33738.78 60039731.51

11082 2012.11.05 04:14 t/p 5539 28.96 1.28298 1.28918 1.28298 185761.61 60225493.12

11083 2012.11.05 15:40 sell 5542 29.25 1.27895 1.28455 1.27835

11084 2012.11.05 15:41 sell 5543 29.25 1.27903 1.28463 1.27843

11085 2012.11.05 15:42 sell 5544 29.25 1.27917 1.28477 1.27857

11086 2012.11.05 15:52 sell 5545 29.25 1.27902 1.28462 1.27842

11087 2012.11.05 15:57 sell 5546 29.25 1.27908 1.28468 1.27848

11088 2012.11.05 16:01 t/p 5544 29.25 1.27857 1.28477 1.27857 187621.78 60413114.90

11089 2012.11.05 16:01 t/p 5546 29.25 1.27848 1.28468 1.27848 187621.78 60600736.68

11090 2012.11.05 16:01 t/p 5543 29.25 1.27843 1.28463 1.27843 187621.78 60788358.46

11091 2012.11.05 16:01 t/p 5545 29.25 1.27842 1.28462 1.27842 187621.78 60975980.24

11092 2012.11.05 16:09 t/p 5542 29.25 1.27835 1.28455 1.27835 187621.79 61163602.03

11093 2012.11.07 19:40 sell 5547 29.70 1.27703 1.28263 1.27643

11094 2012.11.07 19:52 t/p 5547 29.70 1.27643 1.28263 1.27643 190508.27 61354110.30

11095 2012.11.19 22:10 buy 5548 29.79 1.28007 1.27447 1.28067

11096 2012.11.19 22:22 t/p 5548 29.79 1.28067 1.27447 1.28067 191044.46 61545154.76

11097 2012.11.22 16:09 buy 5549 29.89 1.28818 1.28258 1.28878

11098 2012.11.22 16:20 buy 5550 29.89 1.28746 1.28186 1.28806

11099 2012.11.22 17:02 t/p 5550 29.89 1.28806 1.28186 1.28806 191685.76 61736840.52

11100 2012.11.22 17:43 close 5549 29.89 1.28819 1.28258 1.28878 3194.76 61740035.28

11101 2012.11.26 00:01 buy 5551 29.98 1.29698 1.29138 1.29758

11102 2012.11.26 01:02 t/p 5551 29.98 1.29758 1.29138 1.29758 192262.94 61932298.22

11103 2012.11.26 01:53 buy 5552 30.07 1.29679 1.29119 1.29739

11104 2012.11.26 01:54 buy 5553 30.07 1.29671 1.29111 1.29731

11105 2012.11.26 01:55 buy 5554 30.07 1.29656 1.29096 1.29716

11106 2012.11.26 01:58 buy 5555 30.07 1.29647 1.29087 1.29707

11107 2012.11.26 01:59 t/p 5555 30.07 1.29707 1.29087 1.29707 192840.11 62125138.33

11108 2012.11.26 01:59 t/p 5554 30.07 1.29716 1.29096 1.29716 192840.12 62317978.45

11109 2012.11.26 02:02 buy 5556 30.26 1.29651 1.29091 1.29711

Page 298: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 298/509

11110 2012.11.26 02:16 t/p 5556 30.26 1.29711 1.29091 1.29711 194058.59 62512037.04

11111 2012.11.26 02:33 buy 5557 30.36 1.29642 1.29082 1.29702

11112 2012.11.26 02:34 buy 5558 30.36 1.29640 1.29080 1.29700

11113 2012.11.26 02:40 buy 5559 30.36 1.29616 1.29056 1.29676

11114 2012.11.26 09:27 t/p 5559 30.36 1.29676 1.29056 1.29676 194699.89 62706736.93

11115 2012.11.26 09:27 close 5558 30.36 1.29678 1.29080 1.29700 123309.94 62830046.87

11116 2012.11.26 09:27 close 5557 30.36 1.29678 1.29082 1.29702 116819.94 62946866.81

11117 2012.11.26 09:27 close 5553 30.07 1.29678 1.29111 1.29731 22498.01 62969364.82

11118 2012.11.26 09:27 close 5552 30.07 1.29680 1.29119 1.29739 3214.00 62972578.82

11119 2013.01.02 22:31 sell 5560 30.58 1.31783 1.32343 1.31723

11120 2013.01.02 22:32 sell 5561 30.58 1.31787 1.32347 1.31727

11121 2013.01.02 22:59 sell 5562 30.58 1.31832 1.32392 1.31772

11122 2013.01.02 23:00 sell 5563 30.58 1.31851 1.32411 1.31791

11123 2013.01.02 23:01 sell 5564 30.58 1.31882 1.32442 1.31822

11124 2013.01.03 00:02 t/p 5564 30.58 1.31822 1.32442 1.31822 260037.37 63232616.19

11125 2013.01.03 00:07 t/p 5563 30.58 1.31791 1.32411 1.31791 260037.37 63492653.56

11126 2013.01.03 00:31 sell 5565 30.83 1.31860 1.32420 1.31800

11127 2013.01.03 00:51 sell 5566 30.83 1.31859 1.32419 1.31799

11128 2013.01.03 01:19 t/p 5565 30.83 1.31800 1.32420 1.31800 197758.42 63690411.98

11129 2013.01.03 01:19 close 5562 30.58 1.31800 1.32392 1.31772 168498.46 63858910.44

11130 2013.01.03 01:19 t/p 5566 30.83 1.31799 1.32419 1.31799 197758.42 64056668.86

11131 2013.01.03 01:21 close 5561 30.58 1.31786 1.32347 1.31727 67151.82 64123820.68

11132 2013.01.03 01:21 close 5560 30.58 1.31780 1.32343 1.31723 73690.31 64197510.99

11133 2013.01.03 16:18 sell 5567 31.17 1.31130 1.31690 1.31070

11134 2013.01.03 16:20 t/p 5567 31.17 1.31070 1.31690 1.31070 199939.34 64397450.33

11135 2013.01.04 01:32 sell 5568 31.27 1.30504 1.31064 1.30444

11136 2013.01.04 01:33 sell 5569 31.27 1.30507 1.31067 1.30447

11137 2013.01.04 01:38 t/p 5569 31.27 1.30447 1.31067 1.30447 200580.79 64598031.12

11138 2013.01.04 01:38 t/p 5568 31.27 1.30444 1.31064 1.30444 200580.79 64798611.91

11139 2013.01.08 03:16 buy 5570 31.47 1.31145 1.30585 1.31205

11140 2013.01.08 03:18 buy 5571 31.47 1.31137 1.30577 1.31197

11141 2013.01.08 03:19 buy 5572 31.47 1.31124 1.30564 1.31184

11142 2013.01.08 03:20 buy 5573 31.47 1.31108 1.30548 1.31168

11143 2013.01.08 03:22 buy 5574 31.47 1.31094 1.30534 1.31154

11144 2013.01.08 04:26 t/p 5574 31.47 1.31154 1.30534 1.31154 201820.26 65000432.17

11145 2013.01.08 04:26 t/p 5573 31.47 1.31168 1.30548 1.31168 201820.26 65202252.43

11146 2013.01.08 04:26 t/p 5572 31.47 1.31184 1.30564 1.31184 201820.25 65404072.68

Page 299: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 299/509

11147 2013.01.08 04:26 t/p 5571 31.47 1.31197 1.30577 1.31197 201820.26 65605892.94

11148 2013.01.08 04:26 t/p 5570 31.47 1.31205 1.30585 1.31205 201820.25 65807713.19

11149 2013.01.11 03:10 buy 5575 31.96 1.32575 1.32015 1.32635

11150 2013.01.11 03:12 buy 5576 31.96 1.32574 1.32014 1.32634

11151 2013.01.11 03:43 t/p 5576 31.96 1.32634 1.32014 1.32634 204960.75 66012673.94

11152 2013.01.11 03:43 t/p 5575 31.96 1.32635 1.32015 1.32635 204960.76 66217634.70

11153 2013.01.17 15:36 buy 5577 32.16 1.33572 1.33012 1.33632

11154 2013.01.17 15:37 buy 5578 32.16 1.33563 1.33003 1.33623

11155 2013.01.17 15:41 buy 5579 32.16 1.33563 1.33003 1.33623

11156 2013.01.17 15:43 buy 5580 32.16 1.33569 1.33009 1.33629

11157 2013.01.17 15:44 buy 5581 32.16 1.33533 1.32973 1.33593

11158 2013.01.17 15:46 t/p 5581 32.16 1.33593 1.32973 1.33593 206245.30 66423880.00

11159 2013.01.17 15:47 t/p 5578 32.16 1.33623 1.33003 1.33623 206245.30 66630125.30

11160 2013.01.17 15:47 t/p 5579 32.16 1.33623 1.33003 1.33623 206245.30 66836370.60

11161 2013.01.17 15:53 buy 5582 32.46 1.33548 1.32988 1.33608

11162 2013.01.17 15:55 buy 5583 32.46 1.33529 1.32969 1.33589

11163 2013.01.17 15:56 buy 5584 32.46 1.33481 1.32921 1.33541

11164 2013.01.17 17:02 t/p 5584 32.46 1.33541 1.32921 1.33541 208169.22 67044539.82

11165 2013.01.17 17:15 close 5580 32.16 1.33569 1.33009 1.33629 0.00 67044539.82

11166 2013.01.17 17:16 close 5577 32.16 1.33572 1.33012 1.33632 0.00 67044539.82

11167 2013.01.17 17:26 close 5583 32.46 1.33530 1.32969 1.33589 3469.48 67048009.30

11168 2013.01.17 17:27 close 5582 32.46 1.33548 1.32988 1.33608 0.00 67048009.30

11169 2013.01.28 00:07 buy 5585 32.56 1.34534 1.33974 1.34594

11170 2013.01.28 00:10 buy 5586 32.56 1.34536 1.33976 1.34596

11171 2013.01.28 00:29 t/p 5585 32.56 1.34594 1.33974 1.34594 208812.49 67256821.79

11172 2013.01.28 00:29 t/p 5586 32.56 1.34596 1.33976 1.34596 208812.49 67465634.28

11173 2013.01.30 01:19 buy 5587 32.76 1.34857 1.34297 1.34917

11174 2013.01.30 01:39 t/p 5587 32.76 1.34917 1.34297 1.34917 210095.13 67675729.41

11175 2013.01.30 15:20 buy 5588 32.86 1.35358 1.34798 1.35418

11176 2013.01.30 15:21 buy 5589 32.86 1.35342 1.34782 1.35402

11177 2013.01.30 15:23 buy 5590 32.86 1.35354 1.34794 1.35414

11178 2013.01.30 15:29 t/p 5589 32.86 1.35402 1.34782 1.35402 210736.44 67886465.85

11179 2013.01.30 15:30 t/p 5590 32.86 1.35414 1.34794 1.35414 210736.44 68097202.29

11180 2013.01.30 15:30 t/p 5588 32.86 1.35418 1.34798 1.35418 210736.44 68307938.73

11181 2013.01.30 21:50 buy 5591 33.17 1.35614 1.35054 1.35674

11182 2013.01.30 22:07 t/p 5591 33.17 1.35674 1.35054 1.35674 212724.52 68520663.25

11183 2013.02.01 13:03 buy 5592 33.27 1.36501 1.35941 1.36561

11184 2013.02.01 13:04 buy 5593 33.27 1.36414 1.35854 1.36474

Page 300: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 300/509

11185 2013.02.01 13:04 t/p 5593 33.27 1.36474 1.35854 1.36474 213365.83 68734029.08

11186 2013.02.01 13:09 buy 5594 33.38 1.36465 1.35905 1.36525

11187 2013.02.01 13:14 buy 5595 33.38 1.36459 1.35899 1.36519

11188 2013.02.01 13:15 buy 5596 33.38 1.36457 1.35897 1.36517

11189 2013.02.01 13:17 buy 5597 33.38 1.36440 1.35880 1.36500

11190 2013.02.01 13:26 t/p 5597 33.38 1.36500 1.35880 1.36500 214071.28 68948100.36

11191 2013.02.01 13:26 t/p 5596 33.38 1.36517 1.35897 1.36517 214071.28 69162171.64

11192 2013.02.01 13:33 t/p 5595 33.38 1.36519 1.35899 1.36519 214071.28 69376242.92

11193 2013.02.01 13:33 t/p 5594 33.38 1.36525 1.35905 1.36525 214071.28 69590314.20

11194 2013.02.01 13:39 t/p 5592 33.27 1.36561 1.35941 1.36561 213365.83 69803680.03

11195 2013.02.01 14:00 buy 5598 33.90 1.36392 1.35832 1.36452

11196 2013.02.01 14:04 t/p 5598 33.90 1.36452 1.35832 1.36452 217406.12 70021086.15

11197 2013.02.04 15:55 sell 5599 34.00 1.35726 1.36286 1.35666

11198 2013.02.04 15:58 sell 5600 34.00 1.35741 1.36301 1.35681

11199 2013.02.04 16:05 t/p 5600 34.00 1.35681 1.36301 1.35681 218096.40 70239182.55

11200 2013.02.04 16:25 t/p 5599 34.00 1.35666 1.36286 1.35666 218096.40 70457278.95

11201 2013.02.04 16:58 sell 5601 34.21 1.35751 1.36311 1.35691

11202 2013.02.04 17:02 sell 5602 34.21 1.35763 1.36323 1.35703

11203 2013.02.04 17:04 t/p 5602 34.21 1.35703 1.36323 1.35703 219443.47 70676722.42

11204 2013.02.04 17:05 t/p 5601 34.21 1.35691 1.36311 1.35691 219443.47 70896165.89

11205 2013.02.07 21:58 sell 5603 34.43 1.34022 1.34582 1.33962

11206 2013.02.07 21:59 sell 5604 34.43 1.34025 1.34585 1.33965

11207 2013.02.07 22:02 t/p 5604 34.43 1.33965 1.34585 1.33965 220854.68 71117020.57

11208 2013.02.07 22:03 t/p 5603 34.43 1.33962 1.34582 1.33962 220854.68 71337875.25

11209 2013.02.14 16:52 sell 5605 34.64 1.33495 1.34055 1.33435

11210 2013.02.14 16:57 t/p 5605 34.64 1.33435 1.34055 1.33435 222201.75 71560077.00

11211 2013.02.14 17:34 sell 5606 34.75 1.33447 1.34007 1.33387

11212 2013.02.14 17:37 t/p 5606 34.75 1.33387 1.34007 1.33387 222907.35 71782984.35

11213 2013.02.14 20:33 sell 5607 34.86 1.33422 1.33982 1.33362

11214 2013.02.14 21:22 sell 5608 34.86 1.33431 1.33991 1.33371

11215 2013.02.14 21:23 sell 5609 34.86 1.33437 1.33997 1.33377

11216 2013.02.14 21:25 sell 5610 34.86 1.33431 1.33991 1.33371

11217 2013.02.14 21:26 sell 5611 34.86 1.33437 1.33997 1.33377

11218 2013.02.15 10:15 t/p 5609 34.86 1.33377 1.33997 1.33377 247887.50 72030871.85

11219 2013.02.15 10:15 t/p 5611 34.86 1.33377 1.33997 1.33377 247887.50 72278759.35

11220 2013.02.15 10:15 close 5607 34.86 1.33376 1.33982 1.33362 195711.14 72474470.50

11221 2013.02.15 10:15 close 5610 34.86 1.33381 1.33991 1.33371 210618.67 72685089.17

Page 301: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 301/509

11222 2013.02.15 10:15 close 5608 34.86 1.33381 1.33991 1.33371 210618.67 72895707.84

11223 2013.02.19 23:23 buy 5612 35.40 1.33854 1.33294 1.33914

11224 2013.02.19 23:53 t/p 5612 35.40 1.33914 1.33294 1.33914 227025.86 73122733.70

11225 2013.02.20 00:58 buy 5613 35.51 1.33838 1.33278 1.33898

11226 2013.02.20 01:05 t/p 5613 35.51 1.33898 1.33278 1.33898 227731.31 73350465.01

11227 2013.02.21 02:39 sell 5614 35.62 1.32854 1.33414 1.32794

11228 2013.02.21 02:40 sell 5615 35.62 1.32861 1.33421 1.32801

11229 2013.02.21 02:45 sell 5616 35.62 1.32864 1.33424 1.32804

11230 2013.02.21 03:16 sell 5617 35.62 1.32868 1.33428 1.32808

11231 2013.02.21 03:22 sell 5618 35.62 1.32880 1.33440 1.32820

11232 2013.02.21 03:46 t/p 5618 35.62 1.32820 1.33440 1.32820 228488.06 73578953.07

11233 2013.02.21 03:46 t/p 5617 35.62 1.32808 1.33428 1.32808 228488.06 73807441.13

11234 2013.02.21 03:46 t/p 5616 35.62 1.32804 1.33424 1.32804 228488.05 74035929.18

11235 2013.02.21 03:46 t/p 5615 35.62 1.32801 1.33421 1.32801 228488.06 74264417.24

11236 2013.02.21 03:47 t/p 5614 35.62 1.32794 1.33414 1.32794 228488.06 74492905.30

11237 2013.02.21 14:49 sell 5619 36.17 1.31929 1.32489 1.31869

11238 2013.02.21 14:50 sell 5620 36.17 1.31924 1.32484 1.31864

11239 2013.02.21 14:53 sell 5621 36.17 1.31922 1.32482 1.31862

11240 2013.02.21 14:54 sell 5622 36.17 1.31923 1.32483 1.31863

11241 2013.02.21 14:58 sell 5623 36.17 1.31932 1.32492 1.31872

11242 2013.02.21 15:14 t/p 5623 36.17 1.31872 1.32492 1.31872 232016.08 74724921.38

11243 2013.02.21 15:14 t/p 5619 36.17 1.31869 1.32489 1.31869 232016.09 74956937.47

11244 2013.02.21 15:14 t/p 5620 36.17 1.31864 1.32484 1.31864 232016.08 75188953.55

11245 2013.02.21 15:14 t/p 5621 36.17 1.31862 1.32482 1.31862 232016.08 75420969.63

11246 2013.02.21 15:14 t/p 5622 36.17 1.31863 1.32483 1.31863 232016.08 75652985.71

11247 2013.02.21 15:24 sell 5624 36.74 1.32011 1.32571 1.31951

11248 2013.02.21 15:27 t/p 5624 36.74 1.31951 1.32571 1.31951 235672.41 75888658.12

11249 2013.02.21 16:09 sell 5625 36.85 1.32003 1.32563 1.31943

11250 2013.02.21 16:10 sell 5626 36.85 1.32016 1.32576 1.31956

11251 2013.02.21 16:15 sell 5627 36.85 1.32036 1.32596 1.31976

11252 2013.02.21 16:17 sell 5628 36.85 1.32026 1.32586 1.31966

11253 2013.02.21 16:19 sell 5629 36.85 1.32028 1.32588 1.31968

11254 2013.02.21 16:53 t/p 5627 36.85 1.31976 1.32596 1.31976 236378.01 76125036.13

11255 2013.02.21 16:54 t/p 5629 36.85 1.31968 1.32588 1.31968 236378.01 76361414.14

11256 2013.02.21 16:54 t/p 5628 36.85 1.31966 1.32586 1.31966 236378.01 76597792.15

11257 2013.02.21 17:00 t/p 5626 36.85 1.31956 1.32576 1.31956 236378.01 76834170.16

11258 2013.02.21 17:00 t/p 5625 36.85 1.31943 1.32563 1.31943 236378.01 77070548.17

11259 2013.02.21 17:03 sell 5630 37.42 1.32088 1.32648 1.32028

Page 302: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 302/509

11260 2013.02.21 17:04 sell 5631 37.42 1.32134 1.32694 1.32074

11261 2013.02.21 17:11 sell 5632 37.42 1.32146 1.32706 1.32086

11262 2013.02.21 17:13 t/p 5632 37.42 1.32086 1.32706 1.32086 240034.33 77310582.50

11263 2013.02.21 17:33 sell 5633 37.54 1.32165 1.32725 1.32105

11264 2013.02.21 17:34 sell 5634 37.54 1.32174 1.32734 1.32114

11265 2013.02.21 17:38 sell 5635 37.54 1.32151 1.32711 1.32091

11266 2013.02.21 18:25 t/p 5634 37.54 1.32114 1.32734 1.32114 240801.83 77551384.33

11267 2013.02.21 18:31 t/p 5633 37.54 1.32105 1.32725 1.32105 240801.83 77792186.16

11268 2013.02.21 18:34 close 5631 37.42 1.32098 1.32694 1.32074 144019.25 77936205.41

11269 2013.02.21 18:37 t/p 5635 37.54 1.32091 1.32711 1.32091 240801.83 78177007.24

11270 2013.02.21 18:37 close 5630 37.42 1.32088 1.32648 1.32028 0.00 78177007.24

11271 2013.02.21 23:04 sell 5636 37.96 1.31873 1.32433 1.31813

11272 2013.02.21 23:05 sell 5637 37.96 1.31891 1.32451 1.31831

11273 2013.02.21 23:07 sell 5638 37.96 1.31896 1.32456 1.31836

11274 2013.02.21 23:12 sell 5639 37.96 1.31881 1.32441 1.31821

11275 2013.02.21 23:55 sell 5640 37.96 1.31890 1.32450 1.31830

11276 2013.02.22 11:00 s/l 5636 37.96 1.32433 1.32433 1.31813 -2246195.55 75930811.68

11277 2013.02.22 11:00 close 5637 37.96 1.32440 1.32451 1.31831 -2201554.62 73729257.06

11278 2013.02.22 11:00 close 5640 37.96 1.32440 1.32450 1.31830 -2205612.89 71523644.17

11279 2013.02.22 11:00 s/l 5639 37.96 1.32441 1.32441 1.31821 -2246195.55 69277448.61

11280 2013.02.22 11:00 s/l 5638 37.96 1.32456 1.32456 1.31836 -2246195.55 67031253.06

11281 2013.02.25 16:55 buy 5641 32.55 1.32773 1.32213 1.32833

11282 2013.02.25 16:56 t/p 5641 32.55 1.32833 1.32213 1.32833 208746.40 67239999.46

11283 2013.02.25 17:13 buy 5642 32.65 1.32761 1.32201 1.32821

11284 2013.02.25 17:15 buy 5643 32.65 1.32726 1.32166 1.32786

11285 2013.02.25 17:17 buy 5644 32.65 1.32723 1.32163 1.32783

11286 2013.02.25 17:19 buy 5645 32.65 1.32683 1.32123 1.32743

11287 2013.02.25 17:20 t/p 5645 32.65 1.32743 1.32123 1.32743 209387.71 67449387.17

11288 2013.02.25 17:22 buy 5646 32.75 1.32720 1.32160 1.32780

11289 2013.02.25 17:23 buy 5647 32.75 1.32713 1.32153 1.32773

11290 2013.02.25 17:53 s/l 5642 32.65 1.32201 1.32201 1.32821 -1954285.34 65495101.83

11291 2013.02.25 17:53 close 5643 32.65 1.32200 1.32166 1.32786 -1835632.30 63659469.53

11292 2013.02.25 17:53 close 5646 32.75 1.32200 1.32160 1.32780 -1820251.55 61839217.98

11293 2013.02.25 17:54 close 5644 32.65 1.32197 1.32163 1.32783 -1835632.31 60003585.67

11294 2013.02.25 17:55 close 5647 32.75 1.32186 1.32153 1.32773 -1844754.93 58158830.74

11295 2013.02.26 02:07 sell 5648 28.24 1.30799 1.31359 1.30739

11296 2013.02.26 02:10 sell 5649 28.24 1.30818 1.31378 1.30758

Page 303: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 303/509

11297 2013.02.26 02:12 sell 5650 28.24 1.30827 1.31387 1.30767

11298 2013.02.26 02:13 sell 5651 28.24 1.30835 1.31395 1.30775

11299 2013.02.26 02:14 sell 5652 28.24 1.30860 1.31420 1.30800

11300 2013.02.26 02:22 t/p 5652 28.24 1.30800 1.31420 1.30800 181146.61 58339977.35

11301 2013.02.26 02:23 t/p 5651 28.24 1.30775 1.31395 1.30775 181146.61 58521123.96

11302 2013.02.26 02:36 sell 5653 28.42 1.30848 1.31408 1.30788

11303 2013.02.26 02:37 sell 5654 28.42 1.30849 1.31409 1.30789

11304 2013.02.26 02:43 t/p 5654 28.42 1.30789 1.31409 1.30789 182301.23 58703425.19

11305 2013.02.26 02:43 t/p 5653 28.42 1.30788 1.31408 1.30788 182301.23 58885726.42

11306 2013.02.26 02:44 t/p 5650 28.24 1.30767 1.31387 1.30767 181146.61 59066873.03

11307 2013.02.26 02:44 t/p 5649 28.24 1.30758 1.31378 1.30758 181146.61 59248019.64

11308 2013.02.26 04:50 close 5648 28.24 1.30799 1.31359 1.30739 0.00 59248019.64

11309 2013.03.01 00:52 sell 5655 28.77 1.30653 1.31213 1.30593

11310 2013.03.01 00:54 sell 5656 28.77 1.30651 1.31211 1.30591

11311 2013.03.01 00:57 sell 5657 28.77 1.30650 1.31210 1.30590

11312 2013.03.01 00:58 sell 5658 28.77 1.30654 1.31214 1.30594

11313 2013.03.01 00:59 sell 5659 28.77 1.30671 1.31231 1.30611

11314 2013.03.01 01:07 t/p 5659 28.77 1.30611 1.31231 1.30611 184544.59 59432564.23

11315 2013.03.01 01:28 sell 5660 28.86 1.30665 1.31225 1.30605

11316 2013.03.01 01:52 t/p 5660 28.86 1.30605 1.31225 1.30605 185121.90 59617686.13

11317 2013.03.01 01:52 t/p 5658 28.77 1.30594 1.31214 1.30594 184544.59 59802230.72

11318 2013.03.01 01:52 t/p 5655 28.77 1.30593 1.31213 1.30593 184544.59 59986775.31

11319 2013.03.01 01:52 t/p 5656 28.77 1.30591 1.31211 1.30591 184544.59 60171319.90

11320 2013.03.01 01:52 t/p 5657 28.77 1.30590 1.31210 1.30590 184544.59 60355864.49

11321 2013.03.01 02:13 sell 5661 29.31 1.30663 1.31223 1.30603

11322 2013.03.01 02:15 sell 5662 29.31 1.30673 1.31233 1.30613

11323 2013.03.01 02:56 sell 5663 29.31 1.30671 1.31231 1.30611

11324 2013.03.01 02:57 sell 5664 29.31 1.30678 1.31238 1.30618

11325 2013.03.01 02:59 sell 5665 29.31 1.30691 1.31251 1.30631

11326 2013.03.01 08:53 t/p 5665 29.31 1.30631 1.31251 1.30631 188008.40 60543872.89

11327 2013.03.01 08:53 close 5664 29.31 1.30630 1.31238 1.30618 150406.73 60694279.62

11328 2013.03.01 08:53 close 5663 29.31 1.30630 1.31231 1.30611 128472.42 60822752.04

11329 2013.03.01 08:53 close 5662 29.31 1.30630 1.31233 1.30613 134739.36 60957491.40

11330 2013.03.01 08:53 close 5661 29.31 1.30630 1.31223 1.30603 103404.63 61060896.03

11331 2013.03.06 21:21 sell 5666 29.65 1.29958 1.30518 1.29898

11332 2013.03.06 22:32 t/p 5666 29.65 1.29898 1.30518 1.29898 190189.33 61251085.36

11333 2013.03.07 03:07 sell 5667 29.74 1.29816 1.30376 1.29756

11334 2013.03.07 03:10 sell 5668 29.74 1.29824 1.30384 1.29764

Page 304: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 304/509

11335 2013.03.07 03:12 sell 5669 29.74 1.29821 1.30381 1.29761

11336 2013.03.07 03:15 sell 5670 29.74 1.29821 1.30381 1.29761

11337 2013.03.07 03:36 sell 5671 29.74 1.29822 1.30382 1.29762

11338 2013.03.07 11:38 s/l 5667 29.74 1.30376 1.30376 1.29756 -1780488.59 59470596.77

11339 2013.03.07 11:38 s/l 5669 29.74 1.30381 1.30381 1.29761 -1780488.59 57690108.18

11340 2013.03.07 11:38 s/l 5670 29.74 1.30381 1.30381 1.29761 -1780488.59 55909619.59

11341 2013.03.07 11:38 s/l 5671 29.74 1.30382 1.30382 1.29762 -1780488.60 54129130.99

11342 2013.03.07 11:39 close 5668 29.74 1.30356 1.30384 1.29764 -1691464.17 52437666.82

11343 2013.03.07 22:53 buy 5672 25.46 1.31033 1.30473 1.31093

11344 2013.03.08 00:23 close 5672 25.46 1.31053 1.30473 1.31093 21968.24 52459635.06

11345 2013.03.08 02:33 buy 5673 25.47 1.31010 1.30450 1.31070

11346 2013.03.08 02:40 buy 5674 25.47 1.31009 1.30449 1.31069

11347 2013.03.08 02:41 buy 5675 25.47 1.31008 1.30448 1.31068

11348 2013.03.08 02:43 buy 5676 25.47 1.31008 1.30448 1.31068

11349 2013.03.08 03:04 buy 5677 25.47 1.30990 1.30430 1.31050

11350 2013.03.08 12:39 t/p 5677 25.47 1.31050 1.30430 1.31050 163341.66 52622976.72

11351 2013.03.08 12:39 close 5676 25.47 1.31052 1.30448 1.31068 119783.88 52742760.60

11352 2013.03.08 12:39 close 5675 25.47 1.31052 1.30448 1.31068 119783.88 52862544.48

11353 2013.03.08 12:39 close 5674 25.47 1.31052 1.30449 1.31069 117061.52 52979606.00

11354 2013.03.08 12:39 close 5673 25.47 1.31052 1.30450 1.31070 114339.16 53093945.16

11355 2013.03.11 01:14 sell 5678 25.78 1.30020 1.30580 1.29960

11356 2013.03.11 01:15 sell 5679 25.78 1.30013 1.30573 1.29953

11357 2013.03.11 01:23 t/p 5678 25.78 1.29960 1.30580 1.29960 165365.29 53259310.45

11358 2013.03.11 01:24 t/p 5679 25.78 1.29953 1.30573 1.29953 165365.30 53424675.75

11359 2013.03.11 03:54 sell 5680 25.94 1.29935 1.30495 1.29875

11360 2013.03.11 03:55 sell 5681 25.94 1.29934 1.30494 1.29874

11361 2013.03.11 04:20 sell 5682 25.94 1.29939 1.30499 1.29879

11362 2013.03.11 04:22 sell 5683 25.94 1.29942 1.30502 1.29882

11363 2013.03.11 04:23 sell 5684 25.94 1.29937 1.30497 1.29877

11364 2013.03.11 23:21 s/l 5681 25.94 1.30494 1.30494 1.29874 -1552988.37 51871687.38

11365 2013.03.11 23:21 s/l 5680 25.94 1.30495 1.30495 1.29875 -1552988.37 50318699.01

11366 2013.03.11 23:21 s/l 5682 25.94 1.30499 1.30499 1.29879 -1552988.37 48765710.64

11367 2013.03.11 23:21 s/l 5684 25.94 1.30497 1.30497 1.29877 -1552988.37 47212722.27

11368 2013.03.11 23:21 s/l 5683 25.94 1.30502 1.30502 1.29882 -1552988.37 45659733.90

11369 2013.03.12 01:30 buy 5685 22.17 1.30405 1.29845 1.30465

11370 2013.03.12 01:32 buy 5686 22.17 1.30396 1.29836 1.30456

11371 2013.03.12 01:37 buy 5687 22.17 1.30401 1.29841 1.30461

Page 305: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 305/509

11372 2013.03.12 01:39 buy 5688 22.17 1.30398 1.29838 1.30458

11373 2013.03.12 01:40 buy 5689 22.17 1.30389 1.29829 1.30449

11374 2013.03.12 15:30 t/p 5689 22.17 1.30449 1.29829 1.30449 142178.42 45801912.32

11375 2013.03.12 15:30 close 5687 22.17 1.30450 1.29841 1.30461 116112.38 45918024.70

11376 2013.03.12 15:30 close 5685 22.17 1.30450 1.29845 1.30465 106633.82 46024658.52

11377 2013.03.12 15:30 t/p 5686 22.17 1.30456 1.29836 1.30456 142178.43 46166836.95

11378 2013.03.12 15:30 close 5688 22.17 1.30448 1.29838 1.30458 118482.02 46285318.97

11379 2013.03.13 20:01 sell 5690 22.48 1.29639 1.30199 1.29579

11380 2013.03.13 20:03 t/p 5690 22.48 1.29579 1.30199 1.29579 144197.51 46429516.48

11381 2013.03.13 20:16 sell 5691 22.55 1.29611 1.30171 1.29551

11382 2013.03.13 20:26 sell 5692 22.55 1.29619 1.30179 1.29559

11383 2013.03.13 20:28 sell 5693 22.55 1.29631 1.30191 1.29571

11384 2013.03.13 20:31 sell 5694 22.55 1.29622 1.30182 1.29562

11385 2013.03.13 20:33 sell 5695 22.55 1.29632 1.30192 1.29572

11386 2013.03.13 22:13 t/p 5695 22.55 1.29572 1.30192 1.29572 144646.52 46574163.00

11387 2013.03.13 22:13 close 5694 22.55 1.29572 1.30182 1.29562 120538.77 46694701.77

11388 2013.03.13 22:13 close 5692 22.55 1.29572 1.30179 1.29559 113306.44 46808008.21

11389 2013.03.13 22:13 close 5691 22.55 1.29572 1.30171 1.29551 94020.24 46902028.45

11390 2013.03.13 22:13 t/p 5693 22.55 1.29571 1.30191 1.29571 144646.53 47046674.98

11391 2013.03.14 00:55 sell 5696 22.85 1.29614 1.30174 1.29554

11392 2013.03.14 02:25 close 5696 22.85 1.29611 1.30174 1.29554 7328.54 47054003.52

11393 2013.03.15 03:06 buy 5697 22.85 1.30057 1.29497 1.30117

11394 2013.03.15 03:07 buy 5698 22.85 1.30045 1.29485 1.30105

11395 2013.03.15 03:08 buy 5699 22.85 1.30045 1.29485 1.30105

11396 2013.03.15 03:12 buy 5700 22.85 1.30059 1.29499 1.30119

11397 2013.03.15 03:25 buy 5701 22.85 1.30062 1.29502 1.30122

11398 2013.03.15 04:14 t/p 5698 22.85 1.30105 1.29485 1.30105 146537.97 47200541.49

11399 2013.03.15 04:14 t/p 5699 22.85 1.30105 1.29485 1.30105 146537.97 47347079.46

11400 2013.03.15 04:25 t/p 5697 22.85 1.30117 1.29497 1.30117 146537.96 47493617.42

11401 2013.03.15 04:25 t/p 5700 22.85 1.30119 1.29499 1.30119 146537.97 47640155.39

11402 2013.03.15 04:25 t/p 5701 22.85 1.30122 1.29502 1.30122 146537.97 47786693.36

11403 2013.03.20 03:13 sell 5702 23.21 1.28677 1.29237 1.28617

11404 2013.03.20 03:14 sell 5703 23.21 1.28682 1.29242 1.28622

11405 2013.03.20 03:16 sell 5704 23.21 1.28681 1.29241 1.28621

11406 2013.03.20 03:24 sell 5705 23.21 1.28689 1.29249 1.28629

11407 2013.03.20 03:27 sell 5706 23.21 1.28695 1.29255 1.28635

11408 2013.03.20 13:02 s/l 5702 23.21 1.29237 1.29237 1.28617 -1389521.43 46397171.93

11409 2013.03.20 13:02 close 5705 23.21 1.29238 1.29249 1.28629 -1362227.26 45034944.67

Page 306: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 306/509

11410 2013.03.20 13:02 s/l 5703 23.21 1.29242 1.29242 1.28622 -1389521.43 43645423.24

11411 2013.03.20 13:02 s/l 5704 23.21 1.29241 1.29241 1.28621 -1389521.42 42255901.82

11412 2013.03.20 13:02 s/l 5706 23.21 1.29255 1.29255 1.28635 -1389521.43 40866380.39

11413 2013.03.26 01:54 sell 5707 19.84 1.28579 1.29139 1.28519

11414 2013.03.26 01:58 sell 5708 19.84 1.28584 1.29144 1.28524

11415 2013.03.26 01:59 sell 5709 19.84 1.28591 1.29151 1.28531

11416 2013.03.26 02:07 sell 5710 19.84 1.28591 1.29151 1.28531

11417 2013.03.26 02:14 sell 5711 19.84 1.28597 1.29157 1.28537

11418 2013.03.26 11:07 t/p 5711 19.84 1.28537 1.29157 1.28537 127263.29 40993643.68

11419 2013.03.26 11:07 close 5708 19.84 1.28536 1.29144 1.28524 101810.63 41095454.31

11420 2013.03.26 11:07 close 5707 19.84 1.28536 1.29139 1.28519 91205.35 41186659.66

11421 2013.03.26 11:07 close 5710 19.84 1.28541 1.29151 1.28531 106052.74 41292712.40

11422 2013.03.26 11:07 close 5709 19.84 1.28541 1.29151 1.28531 106052.74 41398765.14

11423 2013.03.27 18:19 sell 5712 20.10 1.27818 1.28378 1.27758

11424 2013.03.27 18:20 sell 5713 20.10 1.27830 1.28390 1.27770

11425 2013.03.27 18:27 t/p 5713 20.10 1.27770 1.28390 1.27770 128931.04 41527696.18

11426 2013.03.27 18:28 t/p 5712 20.10 1.27758 1.28378 1.27758 128931.04 41656627.22

11427 2013.03.27 19:05 sell 5714 20.23 1.27848 1.28408 1.27788

11428 2013.03.27 19:08 sell 5715 20.23 1.27841 1.28401 1.27781

11429 2013.03.27 19:16 sell 5716 20.23 1.27853 1.28413 1.27793

11430 2013.03.27 19:17 sell 5717 20.23 1.27857 1.28417 1.27797

11431 2013.03.27 19:18 sell 5718 20.23 1.27860 1.28420 1.27800

11432 2013.03.27 19:28 t/p 5718 20.23 1.27800 1.28420 1.27800 129764.93 41786392.15

11433 2013.03.27 19:28 t/p 5717 20.23 1.27797 1.28417 1.27797 129764.93 41916157.08

11434 2013.03.27 19:28 t/p 5716 20.23 1.27793 1.28413 1.27793 129764.93 42045922.01

11435 2013.03.27 19:28 t/p 5714 20.23 1.27788 1.28408 1.27788 129764.93 42175686.94

11436 2013.03.27 19:28 t/p 5715 20.23 1.27781 1.28401 1.27781 129764.93 42305451.87

11437 2013.03.27 23:27 sell 5719 20.54 1.27778 1.28338 1.27718

11438 2013.03.27 23:29 sell 5720 20.54 1.27780 1.28340 1.27720

11439 2013.03.27 23:56 sell 5721 20.54 1.27782 1.28342 1.27722

11440 2013.03.27 23:57 sell 5722 20.54 1.27785 1.28345 1.27725

11441 2013.03.27 23:58 sell 5723 20.54 1.27795 1.28355 1.27735

11442 2013.03.28 11:52 t/p 5723 20.54 1.27735 1.28355 1.27735 174665.81 42480117.68

11443 2013.03.28 11:52 close 5722 20.54 1.27735 1.28345 1.27725 152706.29 42632823.97

11444 2013.03.28 11:52 close 5721 20.54 1.27735 1.28342 1.27722 146118.44 42778942.41

11445 2013.03.28 11:52 close 5720 20.54 1.27735 1.28340 1.27720 141726.53 42920668.93

11446 2013.03.28 11:52 close 5719 20.54 1.27735 1.28338 1.27718 137334.63 43058003.56

Page 307: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 307/509

11447 2013.04.01 22:00 buy 5724 20.91 1.28494 1.27934 1.28554

11448 2013.04.01 22:16 buy 5725 20.91 1.28475 1.27915 1.28535

11449 2013.04.01 22:17 buy 5726 20.91 1.28468 1.27908 1.28528

11450 2013.04.01 22:19 buy 5727 20.91 1.28478 1.27918 1.28538

11451 2013.04.01 22:20 buy 5728 20.91 1.28475 1.27915 1.28535

11452 2013.04.02 03:09 t/p 5726 20.91 1.28528 1.27908 1.28528 107450.92 43165454.48

11453 2013.04.02 03:09 close 5724 20.91 1.28528 1.27934 1.28554 49337.47 43214791.94

11454 2013.04.02 03:09 close 5727 20.91 1.28527 1.27918 1.28538 82864.46 43297656.40

11455 2013.04.02 03:09 close 5728 20.91 1.28525 1.27915 1.28535 85099.59 43382755.98

11456 2013.04.02 03:09 close 5725 20.91 1.28525 1.27915 1.28535 85099.59 43467855.57

11457 2013.04.05 01:47 buy 5729 21.11 1.29292 1.28732 1.29352

11458 2013.04.05 01:49 buy 5730 21.11 1.29297 1.28737 1.29357

11459 2013.04.05 01:50 buy 5731 21.11 1.29289 1.28729 1.29349

11460 2013.04.05 01:52 buy 5732 21.11 1.29296 1.28736 1.29356

11461 2013.04.05 01:53 buy 5733 21.11 1.29297 1.28737 1.29357

11462 2013.04.05 03:43 t/p 5731 21.11 1.29349 1.28729 1.29349 135385.61 43603241.18

11463 2013.04.05 03:43 close 5733 21.11 1.29347 1.28737 1.29357 112821.34 43716062.52

11464 2013.04.05 03:43 close 5730 21.11 1.29347 1.28737 1.29357 112821.34 43828883.86

11465 2013.04.05 03:43 close 5732 21.11 1.29346 1.28736 1.29356 112821.34 43941705.20

11466 2013.04.05 03:43 t/p 5729 21.11 1.29352 1.28732 1.29352 135385.61 44077090.81

11467 2013.04.08 00:07 buy 5734 21.40 1.29910 1.29350 1.29970

11468 2013.04.08 00:09 buy 5735 21.40 1.29892 1.29332 1.29952

11469 2013.04.08 00:15 buy 5736 21.40 1.29924 1.29364 1.29984

11470 2013.04.08 00:15 t/p 5735 21.40 1.29952 1.29332 1.29952 137245.48 44214336.29

11471 2013.04.08 00:15 t/p 5734 21.40 1.29970 1.29350 1.29970 137245.47 44351581.76

11472 2013.04.08 00:15 t/p 5736 21.40 1.29984 1.29364 1.29984 137245.48 44488827.24

11473 2013.04.08 00:17 buy 5737 21.60 1.29975 1.29415 1.30035

11474 2013.04.08 00:18 buy 5738 21.60 1.29955 1.29395 1.30015

11475 2013.04.08 00:19 buy 5739 21.60 1.29955 1.29395 1.30015

11476 2013.04.08 00:24 buy 5740 21.60 1.29939 1.29379 1.29999

11477 2013.04.08 00:26 buy 5741 21.60 1.29955 1.29395 1.30015

11478 2013.04.08 00:35 t/p 5740 21.60 1.29999 1.29379 1.29999 138528.15 44627355.39

11479 2013.04.08 00:36 t/p 5738 21.60 1.30015 1.29395 1.30015 138528.15 44765883.54

11480 2013.04.08 00:36 t/p 5739 21.60 1.30015 1.29395 1.30015 138528.15 44904411.69

11481 2013.04.08 00:36 t/p 5741 21.60 1.30015 1.29395 1.30015 138528.15 45042939.84

11482 2013.04.08 00:47 buy 5742 21.87 1.29926 1.29366 1.29986

11483 2013.04.08 00:52 buy 5743 21.87 1.29918 1.29358 1.29978

11484 2013.04.08 00:53 buy 5744 21.87 1.29921 1.29361 1.29981

Page 308: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 308/509

11485 2013.04.08 00:54 buy 5745 21.87 1.29917 1.29357 1.29977

11486 2013.04.08 01:08 t/p 5745 21.87 1.29977 1.29357 1.29977 140259.74 45183199.58

11487 2013.04.08 01:08 t/p 5743 21.87 1.29978 1.29358 1.29978 140259.75 45323459.33

11488 2013.04.08 01:08 t/p 5744 21.87 1.29981 1.29361 1.29981 140259.74 45463719.07

11489 2013.04.08 01:08 t/p 5742 21.87 1.29986 1.29366 1.29986 140259.75 45603978.82

11490 2013.04.08 01:11 t/p 5737 21.60 1.30035 1.29415 1.30035 138528.14 45742506.96

11491 2013.04.09 22:33 buy 5746 22.21 1.30859 1.30299 1.30919

11492 2013.04.09 22:35 buy 5747 22.21 1.30861 1.30301 1.30921

11493 2013.04.09 22:36 buy 5748 22.21 1.30858 1.30298 1.30918

11494 2013.04.09 22:37 buy 5749 22.21 1.30845 1.30285 1.30905

11495 2013.04.09 23:00 buy 5750 22.21 1.30830 1.30270 1.30890

11496 2013.04.10 05:47 t/p 5750 22.21 1.30890 1.30270 1.30890 114123.27 45856630.23

11497 2013.04.10 05:47 close 5749 22.21 1.30891 1.30285 1.30905 80887.82 45937518.06

11498 2013.04.10 05:47 close 5748 22.21 1.30891 1.30298 1.30918 50026.34 45987544.40

11499 2013.04.10 05:47 close 5747 22.21 1.30891 1.30301 1.30921 42904.46 46030448.86

11500 2013.04.10 05:47 close 5746 22.21 1.30891 1.30299 1.30919 47652.38 46078101.25

11501 2013.04.11 15:44 buy 5751 22.38 1.31127 1.30567 1.31187

11502 2013.04.11 16:00 buy 5752 22.38 1.31091 1.30531 1.31151

11503 2013.04.11 16:35 close 5751 22.38 1.30865 1.30567 1.31187 -626738.33 45451362.92

11504 2013.04.11 16:36 close 5752 22.38 1.30870 1.30531 1.31151 -528660.97 44922701.95

11505 2013.04.12 14:03 sell 5753 21.81 1.30665 1.31225 1.30605

11506 2013.04.12 14:29 t/p 5753 21.81 1.30605 1.31225 1.30605 139902.42 45062604.37

11507 2013.04.16 23:05 buy 5754 21.88 1.31809 1.31249 1.31869

11508 2013.04.16 23:15 buy 5755 21.88 1.31801 1.31241 1.31861

11509 2013.04.16 23:31 buy 5756 21.88 1.31796 1.31236 1.31856

11510 2013.04.16 23:32 buy 5757 21.88 1.31787 1.31227 1.31847

11511 2013.04.16 23:33 buy 5758 21.88 1.31787 1.31227 1.31847

11512 2013.04.17 01:13 t/p 5757 21.88 1.31847 1.31227 1.31847 112427.60 45175031.97

11513 2013.04.17 01:13 t/p 5758 21.88 1.31847 1.31227 1.31847 112427.60 45287459.58

11514 2013.04.17 01:13 close 5755 21.88 1.31848 1.31241 1.31861 82024.66 45369484.24

11515 2013.04.17 01:13 close 5754 21.88 1.31848 1.31249 1.31869 63315.16 45432799.40

11516 2013.04.17 01:13 t/p 5756 21.88 1.31856 1.31236 1.31856 112427.60 45545227.01

11517 2013.04.18 02:03 sell 5759 22.12 1.30371 1.30931 1.30311

11518 2013.04.18 02:05 sell 5760 22.12 1.30375 1.30935 1.30315

11519 2013.04.18 02:33 t/p 5760 22.12 1.30315 1.30935 1.30315 141890.95 45687117.96

11520 2013.04.18 02:33 t/p 5759 22.12 1.30311 1.30931 1.30311 141890.95 45829008.91

11521 2013.04.23 14:13 sell 5761 22.25 1.29952 1.30512 1.29892

Page 309: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 309/509

11522 2013.04.23 14:14 sell 5762 22.25 1.29966 1.30526 1.29906

11523 2013.04.23 14:38 sell 5763 22.25 1.29962 1.30522 1.29902

11524 2013.04.23 14:56 sell 5764 22.25 1.29971 1.30531 1.29911

11525 2013.04.23 14:58 sell 5765 22.25 1.29983 1.30543 1.29923

11526 2013.04.23 15:07 t/p 5765 22.25 1.29923 1.30543 1.29923 142724.85 45971733.76

11527 2013.04.23 15:07 t/p 5764 22.25 1.29911 1.30531 1.29911 142724.85 46114458.61

11528 2013.04.23 15:07 t/p 5762 22.25 1.29906 1.30526 1.29906 142724.85 46257183.46

11529 2013.04.23 15:08 t/p 5763 22.25 1.29902 1.30522 1.29902 142724.85 46399908.31

11530 2013.04.23 15:08 t/p 5761 22.25 1.29892 1.30512 1.29892 142724.85 46542633.16

11531 2013.04.30 19:35 buy 5766 22.60 1.31524 1.30964 1.31584

11532 2013.04.30 19:36 buy 5767 22.60 1.31521 1.30961 1.31581

11533 2013.04.30 19:39 buy 5768 22.60 1.31523 1.30963 1.31583

11534 2013.04.30 19:40 buy 5769 22.60 1.31518 1.30958 1.31578

11535 2013.04.30 19:42 buy 5770 22.60 1.31514 1.30954 1.31574

11536 2013.04.30 19:59 t/p 5770 22.60 1.31574 1.30954 1.31574 144934.70 46687567.86

11537 2013.04.30 20:00 t/p 5769 22.60 1.31578 1.30958 1.31578 144934.71 46832502.57

11538 2013.04.30 20:09 t/p 5767 22.60 1.31581 1.30961 1.31581 144934.70 46977437.27

11539 2013.04.30 20:10 t/p 5766 22.60 1.31584 1.30964 1.31584 144934.71 47122371.98

11540 2013.04.30 20:10 t/p 5768 22.60 1.31583 1.30963 1.31583 144934.71 47267306.69

11541 2013.04.30 20:47 buy 5771 22.95 1.31509 1.30949 1.31569

11542 2013.04.30 20:48 buy 5772 22.95 1.31487 1.30927 1.31547

11543 2013.04.30 20:50 buy 5773 22.95 1.31485 1.30925 1.31545

11544 2013.04.30 20:58 t/p 5773 22.95 1.31545 1.30925 1.31545 147179.27 47414485.96

11545 2013.04.30 20:59 t/p 5772 22.95 1.31547 1.30927 1.31547 147179.27 47561665.23

11546 2013.04.30 20:59 t/p 5771 22.95 1.31569 1.30949 1.31569 147179.27 47708844.50

11547 2013.04.30 21:49 buy 5774 23.17 1.31498 1.30938 1.31558

11548 2013.04.30 21:59 t/p 5774 23.17 1.31558 1.30938 1.31558 148591.53 47857436.03

11549 2013.05.01 00:44 buy 5775 23.24 1.31631 1.31071 1.31691

11550 2013.05.01 02:00 t/p 5775 23.24 1.31691 1.31071 1.31691 149040.44 48006476.47

11551 2013.05.01 04:11 buy 5776 23.31 1.31661 1.31101 1.31721

11552 2013.05.01 04:13 buy 5777 23.31 1.31666 1.31106 1.31726

11553 2013.05.01 04:14 buy 5778 23.31 1.31664 1.31104 1.31724

11554 2013.05.01 04:17 buy 5779 23.31 1.31663 1.31103 1.31723

11555 2013.05.01 04:21 buy 5780 23.31 1.31673 1.31113 1.31733

11556 2013.05.01 09:50 t/p 5776 23.31 1.31721 1.31101 1.31721 149489.36 48155965.83

11557 2013.05.01 09:50 close 5780 23.31 1.31722 1.31113 1.31733 122082.98 48278048.81

11558 2013.05.01 09:51 t/p 5779 23.31 1.31723 1.31103 1.31723 149489.36 48427538.17

11559 2013.05.01 09:51 t/p 5778 23.31 1.31724 1.31104 1.31724 149489.36 48577027.53

Page 310: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 310/509

11560 2013.05.01 09:51 t/p 5777 23.31 1.31726 1.31106 1.31726 149489.36 48726516.89

11561 2013.05.01 16:15 buy 5781 23.66 1.32094 1.31534 1.32154

11562 2013.05.01 16:19 buy 5782 23.66 1.32100 1.31540 1.32160

11563 2013.05.01 16:20 buy 5783 23.66 1.32077 1.31517 1.32137

11564 2013.05.01 16:21 buy 5784 23.66 1.32074 1.31514 1.32134

11565 2013.05.01 16:30 t/p 5784 23.66 1.32134 1.31514 1.32134 151733.95 48878250.84

11566 2013.05.01 16:30 t/p 5783 23.66 1.32137 1.31517 1.32137 151733.95 49029984.79

11567 2013.05.01 16:31 t/p 5781 23.66 1.32154 1.31534 1.32154 151733.94 49181718.73

11568 2013.05.01 16:32 t/p 5782 23.66 1.32160 1.31540 1.32160 151733.95 49333452.68

11569 2013.05.01 16:42 buy 5785 23.96 1.32096 1.31536 1.32156

11570 2013.05.01 17:01 t/p 5785 23.96 1.32156 1.31536 1.32156 153657.88 49487110.56

11571 2013.05.01 17:09 buy 5786 24.03 1.32064 1.31504 1.32124

11572 2013.05.01 17:11 buy 5787 24.03 1.32041 1.31481 1.32101

11573 2013.05.01 18:40 close 5786 24.03 1.31802 1.31504 1.32124 -672933.00 48814177.56

11574 2013.05.01 18:41 close 5787 24.03 1.31886 1.31481 1.32101 -398109.22 48416068.34

11575 2013.05.02 22:39 sell 5788 23.51 1.30649 1.31209 1.30589

11576 2013.05.03 00:09 close 5788 23.51 1.30599 1.31209 1.30589 142041.39 48558109.73

11577 2013.05.03 01:29 sell 5789 23.58 1.30657 1.31217 1.30597

11578 2013.05.03 01:30 sell 5790 23.58 1.30661 1.31221 1.30601

11579 2013.05.03 02:02 sell 5791 23.58 1.30671 1.31231 1.30611

11580 2013.05.03 02:08 sell 5792 23.58 1.30662 1.31222 1.30602

11581 2013.05.03 02:10 sell 5793 23.58 1.30662 1.31222 1.30602

11582 2013.05.03 11:39 s/l 5789 23.58 1.31217 1.31217 1.30597 -1411698.76 47146410.97

11583 2013.05.03 11:39 close 5791 23.58 1.31217 1.31231 1.30611 -1376406.29 45770004.68

11584 2013.05.03 11:39 s/l 5790 23.58 1.31221 1.31221 1.30601 -1411698.76 44358305.92

11585 2013.05.03 11:39 s/l 5792 23.58 1.31222 1.31222 1.30602 -1411698.76 42946607.16

11586 2013.05.03 11:39 s/l 5793 23.58 1.31222 1.31222 1.30602 -1411698.76 41534908.40

11587 2013.05.07 02:28 sell 5794 20.17 1.30751 1.31311 1.30691

11588 2013.05.07 02:29 sell 5795 20.17 1.30757 1.31317 1.30697

11589 2013.05.07 02:56 t/p 5795 20.17 1.30697 1.31317 1.30697 129377.64 41664286.04

11590 2013.05.07 03:07 t/p 5794 20.17 1.30691 1.31311 1.30691 129377.64 41793663.68

11591 2013.05.08 19:49 buy 5796 20.30 1.31692 1.31132 1.31752

11592 2013.05.08 20:23 buy 5797 20.30 1.31681 1.31121 1.31741

11593 2013.05.08 20:38 buy 5798 20.30 1.31679 1.31119 1.31739

11594 2013.05.08 20:39 buy 5799 20.30 1.31672 1.31112 1.31732

11595 2013.05.08 20:42 buy 5800 20.30 1.31668 1.31108 1.31728

11596 2013.05.09 11:14 t/p 5800 20.30 1.31728 1.31108 1.31728 52544.11 41846207.79

Page 311: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 311/509

11597 2013.05.09 11:14 close 5798 20.30 1.31728 1.31119 1.31739 28677.36 41874885.16

11598 2013.05.09 11:14 close 5797 20.30 1.31728 1.31121 1.31741 24337.95 41899223.11

11599 2013.05.09 11:14 close 5796 20.30 1.31728 1.31132 1.31752 471.20 41899694.32

11600 2013.05.09 11:14 t/p 5799 20.30 1.31732 1.31112 1.31732 52544.11 41952238.43

11601 2013.05.09 19:04 sell 5801 20.37 1.31078 1.31638 1.31018

11602 2013.05.09 19:05 sell 5802 20.37 1.31089 1.31649 1.31029

11603 2013.05.09 20:00 sell 5803 20.37 1.31104 1.31664 1.31044

11604 2013.05.09 20:06 t/p 5803 20.37 1.31044 1.31664 1.31044 130659.29 42082897.72

11605 2013.05.09 20:19 t/p 5802 20.37 1.31029 1.31649 1.31029 130659.29 42213557.01

11606 2013.05.09 20:24 t/p 5801 20.37 1.31018 1.31638 1.31018 130659.29 42344216.30

11607 2013.05.10 04:34 sell 5804 20.56 1.30407 1.30967 1.30347

11608 2013.05.10 04:36 sell 5805 20.56 1.30413 1.30973 1.30353

11609 2013.05.10 04:40 sell 5806 20.56 1.30430 1.30990 1.30370

11610 2013.05.10 04:41 t/p 5806 20.56 1.30370 1.30990 1.30370 131878.00 42476094.30

11611 2013.05.10 04:41 t/p 5805 20.56 1.30353 1.30973 1.30353 131878.01 42607972.31

11612 2013.05.10 04:43 t/p 5804 20.56 1.30347 1.30967 1.30347 131878.01 42739850.32

11613 2013.05.15 01:39 sell 5807 20.75 1.29363 1.29923 1.29303

11614 2013.05.15 01:40 sell 5808 20.75 1.29370 1.29930 1.29310

11615 2013.05.15 02:34 sell 5809 20.75 1.29366 1.29926 1.29306

11616 2013.05.15 02:35 sell 5810 20.75 1.29365 1.29925 1.29305

11617 2013.05.15 02:37 sell 5811 20.75 1.29366 1.29926 1.29306

11618 2013.05.15 04:36 t/p 5808 20.75 1.29310 1.29930 1.29310 133096.73 42872947.05

11619 2013.05.15 04:36 t/p 5809 20.75 1.29306 1.29926 1.29306 133096.72 43006043.77

11620 2013.05.15 04:36 t/p 5810 20.75 1.29305 1.29925 1.29305 133096.72 43139140.49

11621 2013.05.15 04:36 t/p 5811 20.75 1.29306 1.29926 1.29306 133096.72 43272237.21

11622 2013.05.15 04:36 t/p 5807 20.75 1.29303 1.29923 1.29303 133096.73 43405333.94

11623 2013.05.15 15:34 sell 5812 21.08 1.28803 1.29363 1.28743

11624 2013.05.15 15:35 sell 5813 21.08 1.28835 1.29395 1.28775

11625 2013.05.15 15:36 sell 5814 21.08 1.28840 1.29400 1.28780

11626 2013.05.15 15:37 sell 5815 21.08 1.28857 1.29417 1.28797

11627 2013.05.15 15:38 sell 5816 21.08 1.28859 1.29419 1.28799

11628 2013.05.15 15:40 t/p 5816 21.08 1.28799 1.29419 1.28799 135213.45 43540547.39

11629 2013.05.15 15:41 t/p 5815 21.08 1.28797 1.29417 1.28797 135213.44 43675760.83

11630 2013.05.15 15:41 t/p 5814 21.08 1.28780 1.29400 1.28780 135213.45 43810974.28

11631 2013.05.15 15:41 t/p 5813 21.08 1.28775 1.29395 1.28775 135213.44 43946187.72

11632 2013.05.15 15:43 t/p 5812 21.08 1.28743 1.29363 1.28743 135213.44 44081401.16

11633 2013.05.15 20:33 sell 5817 21.41 1.28662 1.29222 1.28602

11634 2013.05.15 20:34 sell 5818 21.41 1.28668 1.29228 1.28608

Page 312: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 312/509

11635 2013.05.15 23:35 close 5817 21.41 1.28855 1.29222 1.28602 -441745.35 43639655.81

11636 2013.05.15 23:36 close 5818 21.41 1.28868 1.29228 1.28608 -457767.21 43181888.60

11637 2013.05.23 04:40 sell 5819 20.97 1.28397 1.28957 1.28337

11638 2013.05.23 04:41 sell 5820 20.97 1.28404 1.28964 1.28344

11639 2013.05.23 04:45 t/p 5820 20.97 1.28344 1.28964 1.28344 134505.36 43316393.96

11640 2013.05.23 08:56 close 5819 20.97 1.28397 1.28957 1.28337 0.00 43316393.96

11641 2013.05.24 02:08 buy 5821 21.04 1.29294 1.28734 1.29354

11642 2013.05.24 02:12 buy 5822 21.04 1.29300 1.28740 1.29360

11643 2013.05.24 02:33 buy 5823 21.04 1.29279 1.28719 1.29339

11644 2013.05.24 02:35 buy 5824 21.04 1.29282 1.28722 1.29342

11645 2013.05.24 02:37 buy 5825 21.04 1.29265 1.28705 1.29325

11646 2013.05.24 07:28 t/p 5825 21.04 1.29325 1.28705 1.29325 134926.58 43451320.54

11647 2013.05.24 07:28 close 5824 21.04 1.29325 1.28722 1.29342 96697.38 43548017.92

11648 2013.05.24 07:28 close 5823 21.04 1.29325 1.28719 1.29339 103443.71 43651461.63

11649 2013.05.24 07:28 close 5822 21.04 1.29325 1.28740 1.29360 56219.41 43707681.04

11650 2013.05.24 07:28 close 5821 21.04 1.29325 1.28734 1.29354 69712.07 43777393.11

11651 2013.05.28 21:11 sell 5826 21.26 1.28727 1.29287 1.28667

11652 2013.05.28 22:39 t/p 5826 21.26 1.28667 1.29287 1.28667 136365.47 43913758.58

11653 2013.05.29 03:47 sell 5827 21.33 1.28546 1.29106 1.28486

11654 2013.05.29 03:48 sell 5828 21.33 1.28568 1.29128 1.28508

11655 2013.05.29 03:51 sell 5829 21.33 1.28542 1.29102 1.28482

11656 2013.05.29 03:57 sell 5830 21.33 1.28545 1.29105 1.28485

11657 2013.05.29 04:02 sell 5831 21.33 1.28550 1.29110 1.28490

11658 2013.05.29 04:41 t/p 5828 21.33 1.28508 1.29128 1.28508 136813.18 44050571.76

11659 2013.05.29 06:50 close 5831 21.33 1.28550 1.29110 1.28490 0.00 44050571.76

11660 2013.05.29 06:50 close 5830 21.33 1.28544 1.29105 1.28485 2280.21 44052851.97

11661 2013.05.29 06:50 close 5827 21.33 1.28544 1.29106 1.28486 4560.43 44057412.40

11662 2013.05.29 06:51 close 5829 21.33 1.28542 1.29102 1.28482 0.00 44057412.40

11663 2013.05.29 20:27 buy 5832 21.40 1.29329 1.28769 1.29389

11664 2013.05.29 21:57 close 5832 21.40 1.29333 1.28769 1.29389 9148.93 44066561.33

11665 2013.05.30 22:04 buy 5833 21.40 1.30415 1.29855 1.30475

11666 2013.05.30 22:05 buy 5834 21.40 1.30408 1.29848 1.30468

11667 2013.05.30 22:44 t/p 5834 21.40 1.30468 1.29848 1.30468 137233.92 44203795.25

11668 2013.05.30 22:44 t/p 5833 21.40 1.30475 1.29855 1.30475 137233.92 44341029.17

11669 2013.05.31 02:05 buy 5835 21.53 1.30429 1.29869 1.30489

11670 2013.05.31 02:51 buy 5836 21.53 1.30404 1.29844 1.30464

11671 2013.05.31 02:55 buy 5837 21.53 1.30403 1.29843 1.30463

Page 313: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 313/509

11672 2013.05.31 03:13 t/p 5836 21.53 1.30464 1.29844 1.30464 138067.58 44479096.75

11673 2013.05.31 03:13 t/p 5837 21.53 1.30463 1.29843 1.30463 138067.58 44617164.33

11674 2013.05.31 03:35 close 5835 21.53 1.30453 1.29869 1.30489 55227.03 44672391.36

11675 2013.05.31 03:55 buy 5838 21.69 1.30389 1.29829 1.30449

11676 2013.05.31 03:58 buy 5839 21.69 1.30387 1.29827 1.30447

11677 2013.05.31 04:15 t/p 5839 21.69 1.30447 1.29827 1.30447 139093.63 44811484.99

11678 2013.05.31 04:34 t/p 5838 21.69 1.30449 1.29829 1.30449 139093.63 44950578.62

11679 2013.06.03 21:56 buy 5840 21.83 1.30748 1.30188 1.30808

11680 2013.06.03 22:02 buy 5841 21.83 1.30760 1.30200 1.30820

11681 2013.06.03 22:03 buy 5842 21.83 1.30751 1.30191 1.30811

11682 2013.06.03 22:05 buy 5843 21.83 1.30762 1.30202 1.30822

11683 2013.06.03 22:06 buy 5844 21.83 1.30756 1.30196 1.30816

11684 2013.06.04 10:04 t/p 5840 21.83 1.30808 1.30188 1.30808 112166.77 45062745.39

11685 2013.06.04 10:04 close 5843 21.83 1.30809 1.30202 1.30822 81834.16 45144579.54

11686 2013.06.04 10:04 close 5841 21.83 1.30809 1.30200 1.30820 86500.71 45231080.25

11687 2013.06.04 10:04 t/p 5842 21.83 1.30811 1.30191 1.30811 112166.76 45343247.00

11688 2013.06.04 10:04 close 5844 21.83 1.30805 1.30196 1.30816 86500.70 45429747.70

11689 2013.06.07 00:48 buy 5845 22.06 1.32410 1.31850 1.32470

11690 2013.06.07 00:54 buy 5846 22.06 1.32409 1.31849 1.32469

11691 2013.06.07 00:55 buy 5847 22.06 1.32398 1.31838 1.32458

11692 2013.06.07 00:56 buy 5848 22.06 1.32395 1.31835 1.32455

11693 2013.06.07 00:57 buy 5849 22.06 1.32393 1.31833 1.32453

11694 2013.06.07 02:03 t/p 5848 22.06 1.32455 1.31835 1.32455 141475.64 45571223.34

11695 2013.06.07 02:03 t/p 5849 22.06 1.32453 1.31833 1.32453 141475.63 45712698.97

11696 2013.06.07 02:03 t/p 5847 22.06 1.32458 1.31838 1.32458 141475.64 45854174.61

11697 2013.06.07 02:18 close 5845 22.06 1.32433 1.31850 1.32470 54232.33 45908406.94

11698 2013.06.07 02:24 close 5846 22.06 1.32458 1.31849 1.32469 115538.44 46023945.38

11699 2013.06.07 03:05 buy 5850 22.35 1.32380 1.31820 1.32440

11700 2013.06.07 03:07 buy 5851 22.35 1.32391 1.31831 1.32451

11701 2013.06.07 04:05 t/p 5850 22.35 1.32440 1.31820 1.32440 143335.47 46167280.85

11702 2013.06.07 04:07 t/p 5851 22.35 1.32451 1.31831 1.32451 143335.47 46310616.32

11703 2013.06.11 02:41 buy 5852 22.49 1.32517 1.31957 1.32577

11704 2013.06.11 02:45 buy 5853 22.49 1.32526 1.31966 1.32586

11705 2013.06.11 02:47 buy 5854 22.49 1.32525 1.31965 1.32585

11706 2013.06.11 02:59 buy 5855 22.49 1.32526 1.31966 1.32586

11707 2013.06.11 03:17 t/p 5852 22.49 1.32577 1.31957 1.32577 144234.67 46454850.99

11708 2013.06.11 03:17 t/p 5853 22.49 1.32586 1.31966 1.32586 144234.67 46599085.66

11709 2013.06.11 03:17 t/p 5854 22.49 1.32585 1.31965 1.32585 144234.67 46743320.33

Page 314: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 314/509

11710 2013.06.11 03:17 t/p 5855 22.49 1.32586 1.31966 1.32586 144234.67 46887555.00

11711 2013.06.11 04:23 buy 5856 22.77 1.32514 1.31954 1.32574

11712 2013.06.11 05:48 t/p 5856 22.77 1.32574 1.31954 1.32574 146030.38 47033585.38

11713 2013.06.20 01:10 sell 5857 22.84 1.33003 1.33563 1.32943

11714 2013.06.20 01:20 t/p 5857 22.84 1.32943 1.33563 1.32943 146506.73 47180092.11

11715 2013.06.20 03:40 sell 5858 22.91 1.32975 1.33535 1.32915

11716 2013.06.20 03:42 sell 5859 22.91 1.32966 1.33526 1.32906

11717 2013.06.20 03:43 sell 5860 22.91 1.32979 1.33539 1.32919

11718 2013.06.20 03:45 sell 5861 22.91 1.32985 1.33545 1.32925

11719 2013.06.20 03:48 t/p 5861 22.91 1.32925 1.33545 1.32925 146955.74 47327047.85

11720 2013.06.20 03:48 t/p 5860 22.91 1.32919 1.33539 1.32919 146955.73 47474003.58

11721 2013.06.20 03:53 t/p 5858 22.91 1.32915 1.33535 1.32915 146955.73 47620959.31

11722 2013.06.20 03:55 t/p 5859 22.91 1.32906 1.33526 1.32906 146955.73 47767915.04

11723 2013.06.20 14:24 sell 5862 23.20 1.32136 1.32696 1.32076

11724 2013.06.20 14:28 t/p 5862 23.20 1.32076 1.32696 1.32076 148815.93 47916730.97

11725 2013.06.20 16:05 sell 5863 23.27 1.32204 1.32764 1.32144

11726 2013.06.20 16:07 t/p 5863 23.27 1.32144 1.32764 1.32144 149264.95 48065995.92

11727 2013.06.26 15:31 sell 5864 23.34 1.30435 1.30995 1.30375

11728 2013.06.26 15:31 t/p 5864 23.34 1.30375 1.30995 1.30375 149713.96 48215709.88

11729 2013.06.26 22:01 sell 5865 23.41 1.30104 1.30664 1.30044

11730 2013.06.26 22:03 sell 5866 23.41 1.30118 1.30678 1.30058

11731 2013.06.26 22:04 sell 5867 23.41 1.30123 1.30683 1.30063

11732 2013.06.26 23:08 t/p 5867 23.41 1.30063 1.30683 1.30063 150162.97 48365872.85

11733 2013.06.26 23:09 t/p 5866 23.41 1.30058 1.30678 1.30058 150162.98 48516035.83

11734 2013.06.26 23:31 close 5865 23.41 1.30080 1.30664 1.30044 60065.19 48576101.02

11735 2013.06.27 00:06 sell 5868 23.59 1.30142 1.30702 1.30082

11736 2013.06.27 00:08 sell 5869 23.59 1.30143 1.30703 1.30083

11737 2013.06.27 00:09 sell 5870 23.59 1.30147 1.30707 1.30087

11738 2013.06.27 00:47 t/p 5870 23.59 1.30087 1.30707 1.30087 151317.58 48727418.60

11739 2013.06.27 00:52 t/p 5869 23.59 1.30083 1.30703 1.30083 151317.58 48878736.18

11740 2013.06.27 00:53 t/p 5868 23.59 1.30082 1.30702 1.30082 151317.58 49030053.76

11741 2013.07.03 04:21 sell 5871 23.81 1.29766 1.30326 1.29706

11742 2013.07.03 04:28 sell 5872 23.81 1.29759 1.30319 1.29699

11743 2013.07.03 04:32 sell 5873 23.81 1.29787 1.30347 1.29727

11744 2013.07.03 04:34 sell 5874 23.81 1.29795 1.30355 1.29735

11745 2013.07.03 04:52 t/p 5874 23.81 1.29735 1.30355 1.29735 152728.77 49182782.53

11746 2013.07.03 04:53 t/p 5873 23.81 1.29727 1.30347 1.29727 152728.77 49335511.30

Page 315: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 315/509

11747 2013.07.03 05:51 close 5871 23.81 1.29745 1.30326 1.29706 53455.07 49388966.37

11748 2013.07.03 05:58 close 5872 23.81 1.29717 1.30319 1.29699 106910.14 49495876.51

11749 2013.07.04 18:09 sell 5875 24.03 1.29248 1.29808 1.29188

11750 2013.07.04 18:15 t/p 5875 24.03 1.29188 1.29808 1.29188 154139.95 49650016.46

11751 2013.07.04 19:18 sell 5876 24.11 1.29275 1.29835 1.29215

11752 2013.07.04 19:28 sell 5877 24.11 1.29292 1.29852 1.29232

11753 2013.07.04 19:36 sell 5878 24.11 1.29284 1.29844 1.29224

11754 2013.07.04 19:37 sell 5879 24.11 1.29288 1.29848 1.29228

11755 2013.07.04 19:39 sell 5880 24.11 1.29297 1.29857 1.29237

11756 2013.07.04 19:55 t/p 5880 24.11 1.29237 1.29857 1.29237 154653.11 49804669.57

11757 2013.07.04 19:56 t/p 5877 24.11 1.29232 1.29852 1.29232 154653.11 49959322.68

11758 2013.07.04 19:56 t/p 5879 24.11 1.29228 1.29848 1.29228 154653.11 50113975.79

11759 2013.07.04 19:57 t/p 5878 24.11 1.29224 1.29844 1.29224 154653.11 50268628.90

11760 2013.07.04 19:59 t/p 5876 24.11 1.29215 1.29835 1.29215 154653.12 50423282.02

11761 2013.07.08 01:03 sell 5881 24.49 1.28271 1.28831 1.28211

11762 2013.07.08 01:05 sell 5882 24.49 1.28273 1.28833 1.28213

11763 2013.07.08 01:08 sell 5883 24.49 1.28266 1.28826 1.28206

11764 2013.07.08 01:09 sell 5884 24.49 1.28287 1.28847 1.28227

11765 2013.07.08 01:16 sell 5885 24.49 1.28276 1.28836 1.28216

11766 2013.07.08 02:20 t/p 5884 24.49 1.28227 1.28847 1.28227 157090.62 50580372.64

11767 2013.07.08 02:27 t/p 5885 24.49 1.28216 1.28836 1.28216 157090.62 50737463.26

11768 2013.07.08 02:27 t/p 5882 24.49 1.28213 1.28833 1.28213 157090.62 50894553.88

11769 2013.07.08 02:28 t/p 5881 24.49 1.28211 1.28831 1.28211 157090.62 51051644.50

11770 2013.07.08 02:28 t/p 5883 24.49 1.28206 1.28826 1.28206 157090.61 51208735.11

11771 2013.07.08 03:32 sell 5886 24.87 1.28263 1.28823 1.28203

11772 2013.07.08 03:33 sell 5887 24.87 1.28263 1.28823 1.28203

11773 2013.07.08 04:23 t/p 5886 24.87 1.28203 1.28823 1.28203 159528.12 51368263.23

11774 2013.07.08 04:23 t/p 5887 24.87 1.28203 1.28823 1.28203 159528.12 51527791.35

11775 2013.07.09 21:29 sell 5888 25.02 1.27887 1.28447 1.27827

11776 2013.07.09 21:42 t/p 5888 25.02 1.27827 1.28447 1.27827 160491.79 51688283.14

11777 2013.07.09 21:58 sell 5889 25.10 1.27881 1.28441 1.27821

11778 2013.07.09 21:59 sell 5890 25.10 1.27890 1.28450 1.27830

11779 2013.07.09 22:07 sell 5891 25.10 1.27899 1.28459 1.27839

11780 2013.07.09 22:08 sell 5892 25.10 1.27904 1.28464 1.27844

11781 2013.07.09 22:46 t/p 5892 25.10 1.27844 1.28464 1.27844 161004.95 51849288.09

11782 2013.07.09 22:46 t/p 5891 25.10 1.27839 1.28459 1.27839 161004.95 52010293.04

11783 2013.07.09 23:08 t/p 5890 25.10 1.27830 1.28450 1.27830 161004.95 52171297.99

11784 2013.07.09 23:11 t/p 5889 25.10 1.27821 1.28441 1.27821 161004.96 52332302.95

Page 316: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 316/509

11785 2013.07.10 04:52 sell 5893 25.41 1.27825 1.28385 1.27765

11786 2013.07.10 04:53 sell 5894 25.41 1.27825 1.28385 1.27765

11787 2013.07.10 04:55 sell 5895 25.41 1.27827 1.28387 1.27767

11788 2013.07.10 05:00 t/p 5895 25.41 1.27767 1.28387 1.27767 162993.46 52495296.41

11789 2013.07.10 05:00 t/p 5893 25.41 1.27765 1.28385 1.27765 162993.46 52658289.87

11790 2013.07.10 05:00 t/p 5894 25.41 1.27765 1.28385 1.27765 162993.46 52821283.33

11791 2013.07.11 04:39 buy 5896 25.65 1.30741 1.30181 1.30801

11792 2013.07.11 04:40 buy 5897 25.65 1.30734 1.30174 1.30794

11793 2013.07.11 04:42 buy 5898 25.65 1.30748 1.30188 1.30808

11794 2013.07.11 04:43 buy 5899 25.65 1.30715 1.30155 1.30775

11795 2013.07.11 04:45 buy 5900 25.65 1.30738 1.30178 1.30798

11796 2013.07.11 04:47 t/p 5899 25.65 1.30775 1.30155 1.30775 164497.55 52985780.88

11797 2013.07.11 04:57 t/p 5897 25.65 1.30794 1.30174 1.30794 164497.55 53150278.43

11798 2013.07.11 04:57 t/p 5900 25.65 1.30798 1.30178 1.30798 164497.56 53314775.99

11799 2013.07.11 04:57 t/p 5896 25.65 1.30801 1.30181 1.30801 164497.56 53479273.55

11800 2013.07.11 05:04 t/p 5898 25.65 1.30808 1.30188 1.30808 164497.56 53643771.11

11801 2013.07.17 00:27 buy 5901 26.05 1.31532 1.30972 1.31592

11802 2013.07.17 00:55 buy 5902 26.05 1.31514 1.30954 1.31574

11803 2013.07.17 01:44 buy 5903 26.05 1.31514 1.30954 1.31574

11804 2013.07.17 01:58 buy 5904 26.05 1.31510 1.30950 1.31570

11805 2013.07.17 02:04 buy 5905 26.05 1.31502 1.30942 1.31562

11806 2013.07.17 11:07 t/p 5905 26.05 1.31562 1.30942 1.31562 167062.82 53810833.93

11807 2013.07.17 11:07 close 5903 26.05 1.31563 1.30954 1.31574 136434.64 53947268.57

11808 2013.07.17 11:07 close 5902 26.05 1.31563 1.30954 1.31574 136434.64 54083703.21

11809 2013.07.17 11:07 close 5901 26.05 1.31563 1.30972 1.31592 86315.79 54170019.00

11810 2013.07.17 11:07 close 5904 26.05 1.31560 1.30950 1.31570 139219.02 54309238.02

11811 2013.07.26 02:42 buy 5906 26.37 1.32750 1.32190 1.32810

11812 2013.07.26 02:43 buy 5907 26.37 1.32748 1.32188 1.32808

11813 2013.07.26 02:44 buy 5908 26.37 1.32731 1.32171 1.32791

11814 2013.07.26 02:52 buy 5909 26.37 1.32739 1.32179 1.32799

11815 2013.07.26 02:53 buy 5910 26.37 1.32730 1.32170 1.32790

11816 2013.07.26 04:58 t/p 5910 26.37 1.32790 1.32170 1.32790 169115.03 54478353.05

11817 2013.07.26 04:58 close 5907 26.37 1.32790 1.32188 1.32808 118380.52 54596733.57

11818 2013.07.26 04:58 close 5906 26.37 1.32790 1.32190 1.32810 112743.35 54709476.92

11819 2013.07.26 04:58 t/p 5908 26.37 1.32791 1.32171 1.32791 169115.03 54878591.95

11820 2013.07.26 04:58 close 5909 26.37 1.32789 1.32179 1.32799 140929.19 55019521.14

11821 2013.09.04 23:29 buy 5911 26.72 1.32072 1.31512 1.32132

Page 317: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 317/509

11822 2013.09.04 23:59 buy 5912 26.72 1.32069 1.31509 1.32129

11823 2013.09.05 00:12 buy 5913 26.72 1.32064 1.31504 1.32124

11824 2013.09.05 00:13 buy 5914 26.72 1.32056 1.31496 1.32116

11825 2013.09.05 00:14 buy 5915 26.72 1.32055 1.31495 1.32115

11826 2013.09.05 13:30 t/p 5915 26.72 1.32115 1.31495 1.32115 171350.01 55190871.15

11827 2013.09.05 13:30 close 5912 26.72 1.32115 1.31509 1.32129 29176.63 55220047.78

11828 2013.09.05 13:30 close 5911 26.72 1.32115 1.31512 1.32132 20609.13 55240656.90

11829 2013.09.05 13:30 t/p 5914 26.72 1.32116 1.31496 1.32116 171350.02 55412006.92

11830 2013.09.05 13:30 t/p 5913 26.72 1.32124 1.31504 1.32124 171350.02 55583356.94

11831 2013.09.06 01:58 sell 5916 26.99 1.31194 1.31754 1.31134

11832 2013.09.06 01:59 sell 5917 26.99 1.31197 1.31757 1.31137

11833 2013.09.06 02:00 sell 5918 26.99 1.31202 1.31762 1.31142

11834 2013.09.06 02:07 sell 5919 26.99 1.31201 1.31761 1.31141

11835 2013.09.06 03:04 sell 5920 26.99 1.31205 1.31765 1.31145

11836 2013.09.06 12:55 t/p 5920 26.99 1.31145 1.31765 1.31145 173117.10 55756474.04

11837 2013.09.06 12:55 close 5916 26.99 1.31144 1.31754 1.31134 144264.25 55900738.29

11838 2013.09.06 12:55 t/p 5918 26.99 1.31142 1.31762 1.31142 173117.10 56073855.39

11839 2013.09.06 12:55 t/p 5919 26.99 1.31141 1.31761 1.31141 173117.10 56246972.49

11840 2013.09.06 12:55 t/p 5917 26.99 1.31137 1.31757 1.31137 173117.10 56420089.59

11841 2013.09.09 00:01 buy 5921 27.40 1.31633 1.31073 1.31693

11842 2013.09.09 00:07 t/p 5921 27.40 1.31693 1.31073 1.31693 175710.72 56595800.31

11843 2013.09.09 21:57 buy 5922 27.48 1.32620 1.32060 1.32680

11844 2013.09.09 21:58 buy 5923 27.48 1.32603 1.32043 1.32663

11845 2013.09.09 22:00 buy 5924 27.48 1.32600 1.32040 1.32660

11846 2013.09.09 22:02 buy 5925 27.48 1.32599 1.32039 1.32659

11847 2013.09.09 22:03 buy 5926 27.48 1.32590 1.32030 1.32650

11848 2013.09.10 05:55 t/p 5926 27.48 1.32650 1.32030 1.32650 141190.95 56736991.26

11849 2013.09.10 05:55 close 5924 27.48 1.32650 1.32040 1.32660 111820.33 56848811.60

11850 2013.09.10 05:55 close 5923 27.48 1.32650 1.32043 1.32663 103009.14 56951820.74

11851 2013.09.10 05:55 close 5922 27.48 1.32650 1.32060 1.32680 53079.08 57004899.82

11852 2013.09.10 05:55 close 5925 27.48 1.32649 1.32039 1.32659 111820.33 57116720.15

11853 2013.09.12 02:00 buy 5927 27.74 1.33090 1.32530 1.33150

11854 2013.09.12 02:04 buy 5928 27.74 1.33089 1.32529 1.33149

11855 2013.09.12 02:07 buy 5929 27.74 1.33087 1.32527 1.33147

11856 2013.09.12 02:42 t/p 5929 27.74 1.33147 1.32527 1.33147 177887.74 57294607.89

11857 2013.09.12 02:42 t/p 5928 27.74 1.33149 1.32529 1.33149 177887.74 57472495.63

11858 2013.09.12 02:43 t/p 5927 27.74 1.33150 1.32530 1.33150 177887.75 57650383.38

11859 2013.09.12 04:42 buy 5930 28.00 1.33110 1.32550 1.33170

Page 318: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 318/509

11860 2013.09.12 04:44 buy 5931 28.00 1.33103 1.32543 1.33163

11861 2013.09.12 04:46 buy 5932 28.00 1.33124 1.32564 1.33184

11862 2013.09.12 04:47 buy 5933 28.00 1.33118 1.32558 1.33178

11863 2013.09.12 04:48 buy 5934 28.00 1.33106 1.32546 1.33166

11864 2013.09.12 04:51 t/p 5931 28.00 1.33163 1.32543 1.33163 179555.04 57829938.42

11865 2013.09.12 04:51 t/p 5934 28.00 1.33166 1.32546 1.33166 179555.04 58009493.46

11866 2013.09.12 05:59 t/p 5930 28.00 1.33170 1.32550 1.33170 179555.04 58189048.50

11867 2013.09.12 05:59 t/p 5933 28.00 1.33178 1.32558 1.33178 179555.04 58368603.54

11868 2013.09.12 05:59 t/p 5932 28.00 1.33184 1.32564 1.33184 179555.04 58548158.58

11869 2013.09.16 03:02 buy 5935 28.43 1.33576 1.33016 1.33636

11870 2013.09.16 03:03 buy 5936 28.43 1.33566 1.33006 1.33626

11871 2013.09.16 03:06 buy 5937 28.43 1.33576 1.33016 1.33636

11872 2013.09.16 03:17 t/p 5936 28.43 1.33626 1.33006 1.33626 182317.61 58730476.19

11873 2013.09.16 03:30 t/p 5935 28.43 1.33636 1.33016 1.33636 182317.61 58912793.80

11874 2013.09.16 03:30 t/p 5937 28.43 1.33636 1.33016 1.33636 182317.61 59095111.41

11875 2013.09.16 04:11 buy 5938 28.70 1.33599 1.33039 1.33659

11876 2013.09.16 04:12 buy 5939 28.70 1.33584 1.33024 1.33644

11877 2013.09.16 04:13 buy 5940 28.70 1.33575 1.33015 1.33635

11878 2013.09.16 04:19 t/p 5940 28.70 1.33635 1.33015 1.33635 184049.08 59279160.49

11879 2013.09.16 04:19 t/p 5939 28.70 1.33644 1.33024 1.33644 184049.09 59463209.58

11880 2013.09.16 04:22 t/p 5938 28.70 1.33659 1.33039 1.33659 184049.08 59647258.66

11881 2013.09.19 01:03 buy 5941 28.97 1.35054 1.34494 1.35114

11882 2013.09.19 01:05 buy 5942 28.97 1.35046 1.34486 1.35106

11883 2013.09.19 01:06 buy 5943 28.97 1.35031 1.34471 1.35091

11884 2013.09.19 01:10 buy 5944 28.97 1.35025 1.34465 1.35085

11885 2013.09.19 01:13 buy 5945 28.97 1.35030 1.34470 1.35090

11886 2013.09.19 01:39 t/p 5944 28.97 1.35085 1.34465 1.35085 185780.56 59833039.22

11887 2013.09.19 01:39 t/p 5945 28.97 1.35090 1.34470 1.35090 185780.55 60018819.77

11888 2013.09.19 01:39 t/p 5943 28.97 1.35091 1.34471 1.35091 185780.55 60204600.32

11889 2013.09.19 01:40 t/p 5942 28.97 1.35106 1.34486 1.35106 185780.55 60390380.87

11890 2013.09.19 01:41 t/p 5941 28.97 1.35114 1.34494 1.35114 185780.55 60576161.42

11891 2013.09.19 04:12 buy 5946 29.42 1.35148 1.34588 1.35208

11892 2013.09.19 04:41 t/p 5946 29.42 1.35208 1.34588 1.35208 188666.35 60764827.77

11893 2013.09.19 14:40 buy 5947 29.51 1.35489 1.34929 1.35549

11894 2013.09.19 14:44 buy 5948 29.51 1.35479 1.34919 1.35539

11895 2013.09.19 14:45 buy 5949 29.51 1.35471 1.34911 1.35531

11896 2013.09.19 14:47 buy 5950 29.51 1.35446 1.34886 1.35506

Page 319: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 319/509

11897 2013.09.19 14:49 buy 5951 29.51 1.35452 1.34892 1.35512

11898 2013.09.19 16:22 t/p 5950 29.51 1.35506 1.34886 1.35506 189243.49 60954071.26

11899 2013.09.19 16:22 close 5949 29.51 1.35506 1.34911 1.35531 110392.04 61064463.30

11900 2013.09.19 16:22 close 5948 29.51 1.35506 1.34919 1.35539 85159.57 61149622.87

11901 2013.09.19 16:22 close 5947 29.51 1.35506 1.34929 1.35549 53618.99 61203241.86

11902 2013.09.19 16:22 t/p 5951 29.51 1.35512 1.34892 1.35512 189243.49 61392485.35

11903 2013.09.19 17:01 buy 5952 29.81 1.35373 1.34813 1.35433

11904 2013.09.19 17:11 t/p 5952 29.81 1.35433 1.34813 1.35433 191167.36 61583652.71

11905 2013.09.26 00:40 buy 5953 29.91 1.35227 1.34667 1.35287

11906 2013.09.26 00:51 buy 5954 29.91 1.35222 1.34662 1.35282

11907 2013.09.26 01:36 buy 5955 29.91 1.35225 1.34665 1.35285

11908 2013.09.26 01:43 buy 5956 29.91 1.35222 1.34662 1.35282

11909 2013.09.26 01:44 buy 5957 29.91 1.35221 1.34661 1.35281

11910 2013.09.27 14:48 t/p 5954 29.91 1.35282 1.34662 1.35282 153677.97 61737330.69

11911 2013.09.27 14:48 t/p 5956 29.91 1.35282 1.34662 1.35282 153677.97 61891008.66

11912 2013.09.27 14:48 t/p 5957 29.91 1.35281 1.34661 1.35281 153677.97 62044686.64

11913 2013.09.27 14:48 t/p 5953 29.91 1.35287 1.34667 1.35287 153677.97 62198364.61

11914 2013.09.27 14:48 t/p 5955 29.91 1.35285 1.34665 1.35285 153677.97 62352042.59

11915 2013.10.02 19:38 buy 5958 30.28 1.35838 1.35278 1.35898

11916 2013.10.02 19:42 buy 5959 30.28 1.35830 1.35270 1.35890

11917 2013.10.02 19:47 buy 5960 30.28 1.35809 1.35249 1.35869

11918 2013.10.02 19:52 buy 5961 30.28 1.35818 1.35258 1.35878

11919 2013.10.02 19:53 buy 5962 30.28 1.35810 1.35250 1.35870

11920 2013.10.02 20:57 t/p 5960 30.28 1.35869 1.35249 1.35869 194186.85 62546229.44

11921 2013.10.02 20:57 t/p 5962 30.28 1.35870 1.35250 1.35870 194186.85 62740416.29

11922 2013.10.02 21:20 close 5959 30.28 1.35830 1.35270 1.35890 0.00 62740416.29

11923 2013.10.02 21:21 close 5958 30.28 1.35842 1.35278 1.35898 12945.79 62753362.08

11924 2013.10.02 21:22 close 5961 30.28 1.35832 1.35258 1.35878 45310.27 62798672.35

11925 2013.10.02 23:30 buy 5963 30.50 1.35820 1.35260 1.35880

11926 2013.10.02 23:38 buy 5964 30.50 1.35816 1.35256 1.35876

11927 2013.10.02 23:39 buy 5965 30.50 1.35805 1.35245 1.35865

11928 2013.10.02 23:50 buy 5966 30.50 1.35811 1.35251 1.35871

11929 2013.10.02 23:51 buy 5967 30.50 1.35808 1.35248 1.35868

11930 2013.10.03 02:39 t/p 5965 30.50 1.35865 1.35245 1.35865 78949.24 62877621.59

11931 2013.10.03 02:39 close 5964 30.50 1.35865 1.35256 1.35876 43089.66 62920711.26

11932 2013.10.03 02:39 close 5963 30.50 1.35865 1.35260 1.35880 30049.81 62950761.07

11933 2013.10.03 02:39 t/p 5967 30.50 1.35868 1.35248 1.35868 78949.24 63029710.31

11934 2013.10.03 02:39 t/p 5966 30.50 1.35871 1.35251 1.35871 78949.24 63108659.56

Page 320: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 320/509

11935 2013.10.07 00:01 sell 5968 30.65 1.35623 1.36183 1.35563

11936 2013.10.07 00:02 sell 5969 30.65 1.35623 1.36183 1.35563

11937 2013.10.07 00:03 sell 5970 30.65 1.35627 1.36187 1.35567

11938 2013.10.07 00:04 sell 5971 30.65 1.35646 1.36206 1.35586

11939 2013.10.07 00:06 sell 5972 30.65 1.35638 1.36198 1.35578

11940 2013.10.07 17:10 t/p 5971 30.65 1.35586 1.36206 1.35586 196600.13 63305259.69

11941 2013.10.07 17:10 close 5970 30.65 1.35586 1.36187 1.35567 134343.42 63439603.11

11942 2013.10.07 17:10 close 5969 30.65 1.35586 1.36183 1.35563 121236.74 63560839.85

11943 2013.10.07 17:10 close 5968 30.65 1.35586 1.36183 1.35563 121236.74 63682076.59

11944 2013.10.07 17:10 t/p 5972 30.65 1.35578 1.36198 1.35578 196600.14 63878676.73

11945 2013.10.09 13:01 sell 5973 31.02 1.35335 1.35895 1.35275

11946 2013.10.09 13:02 sell 5974 31.02 1.35340 1.35900 1.35280

11947 2013.10.09 13:04 sell 5975 31.02 1.35344 1.35904 1.35284

11948 2013.10.09 13:10 t/p 5975 31.02 1.35284 1.35904 1.35284 198971.59 64077648.32

11949 2013.10.09 13:10 t/p 5974 31.02 1.35280 1.35900 1.35280 198971.58 64276619.90

11950 2013.10.09 13:10 t/p 5973 31.02 1.35275 1.35895 1.35275 198971.59 64475591.49

11951 2013.10.09 18:34 sell 5976 31.31 1.35181 1.35741 1.35121

11952 2013.10.09 18:36 sell 5977 31.31 1.35184 1.35744 1.35124

11953 2013.10.09 18:58 t/p 5977 31.31 1.35124 1.35744 1.35124 200831.73 64676423.22

11954 2013.10.09 19:01 t/p 5976 31.31 1.35121 1.35741 1.35121 200831.73 64877254.95

11955 2013.10.11 15:17 buy 5978 31.50 1.35658 1.35098 1.35718

11956 2013.10.11 15:44 buy 5979 31.50 1.35640 1.35080 1.35700

11957 2013.10.11 15:46 buy 5980 31.50 1.35622 1.35062 1.35682

11958 2013.10.11 15:48 buy 5981 31.50 1.35619 1.35059 1.35679

11959 2013.10.11 15:49 buy 5982 31.50 1.35616 1.35056 1.35676

11960 2013.10.11 18:03 t/p 5982 31.50 1.35676 1.35056 1.35676 202008.87 65079263.82

11961 2013.10.11 18:03 close 5979 31.50 1.35676 1.35080 1.35700 121205.32 65200469.14

11962 2013.10.11 18:03 close 5978 31.50 1.35676 1.35098 1.35718 60602.66 65261071.80

11963 2013.10.11 18:03 t/p 5981 31.50 1.35679 1.35059 1.35679 202008.87 65463080.67

11964 2013.10.11 18:03 t/p 5980 31.50 1.35682 1.35062 1.35682 202008.87 65665089.54

11965 2013.10.15 16:43 sell 5983 31.89 1.35003 1.35563 1.34943

11966 2013.10.15 16:44 sell 5984 31.89 1.35034 1.35594 1.34974

11967 2013.10.15 16:48 sell 5985 31.89 1.35009 1.35569 1.34949

11968 2013.10.15 16:52 t/p 5984 31.89 1.34974 1.35594 1.34974 204553.94 65869643.48

11969 2013.10.15 17:00 t/p 5985 31.89 1.34949 1.35569 1.34949 204553.94 66074197.42

11970 2013.10.15 17:00 t/p 5983 31.89 1.34943 1.35563 1.34943 204553.94 66278751.36

11971 2013.10.15 17:56 sell 5986 32.19 1.34991 1.35551 1.34931

Page 321: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 321/509

11972 2013.10.15 18:00 sell 5987 32.19 1.35018 1.35578 1.34958

11973 2013.10.15 18:01 sell 5988 32.19 1.35027 1.35587 1.34967

11974 2013.10.15 18:04 sell 5989 32.19 1.35021 1.35581 1.34961

11975 2013.10.15 18:07 sell 5990 32.19 1.35008 1.35568 1.34948

11976 2013.10.15 18:17 t/p 5988 32.19 1.34967 1.35587 1.34967 206478.25 66485229.61

11977 2013.10.15 18:17 t/p 5989 32.19 1.34961 1.35581 1.34961 206478.25 66691707.86

11978 2013.10.15 18:17 t/p 5987 32.19 1.34958 1.35578 1.34958 206478.24 66898186.10

11979 2013.10.15 18:21 t/p 5990 32.19 1.34948 1.35568 1.34948 206478.25 67104664.35

11980 2013.10.15 18:22 t/p 5986 32.19 1.34931 1.35551 1.34931 206478.25 67311142.60

11981 2013.10.15 19:09 sell 5991 32.69 1.35032 1.35592 1.34972

11982 2013.10.15 19:12 sell 5992 32.69 1.35034 1.35594 1.34974

11983 2013.10.15 19:21 t/p 5992 32.69 1.34974 1.35594 1.34974 209685.43 67520828.03

11984 2013.10.15 19:21 t/p 5991 32.69 1.34972 1.35592 1.34972 209685.43 67730513.46

11985 2013.10.18 00:50 buy 5993 32.89 1.36708 1.36148 1.36768

11986 2013.10.18 00:54 buy 5994 32.89 1.36712 1.36152 1.36772

11987 2013.10.18 01:41 buy 5995 32.89 1.36700 1.36140 1.36760

11988 2013.10.18 01:48 buy 5996 32.89 1.36700 1.36140 1.36760

11989 2013.10.18 01:49 buy 5997 32.89 1.36700 1.36140 1.36760

11990 2013.10.18 09:21 t/p 5995 32.89 1.36760 1.36140 1.36760 210924.89 67941438.35

11991 2013.10.18 09:21 t/p 5996 32.89 1.36760 1.36140 1.36760 210924.89 68152363.24

11992 2013.10.18 09:21 t/p 5997 32.89 1.36760 1.36140 1.36760 210924.89 68363288.13

11993 2013.10.18 09:21 close 5994 32.89 1.36762 1.36152 1.36772 175770.74 68539058.87

11994 2013.10.18 09:21 close 5993 32.89 1.36758 1.36148 1.36768 175770.74 68714829.61

11995 2013.10.22 21:56 buy 5998 33.37 1.37835 1.37275 1.37895

11996 2013.10.22 21:58 buy 5999 33.37 1.37821 1.37261 1.37881

11997 2013.10.22 21:59 buy 6000 33.37 1.37822 1.37262 1.37882

11998 2013.10.22 22:01 buy 6001 33.37 1.37823 1.37263 1.37883

11999 2013.10.22 22:02 buy 6002 33.37 1.37820 1.37260 1.37880

12000 2013.10.23 05:33 t/p 5999 33.37 1.37881 1.37261 1.37881 171461.51 68886291.12

12001 2013.10.23 05:33 t/p 6002 33.37 1.37880 1.37260 1.37880 171461.50 69057752.63

12002 2013.10.23 05:33 close 5998 33.37 1.37881 1.37275 1.37895 121527.44 69179280.07

12003 2013.10.23 05:33 t/p 6000 33.37 1.37882 1.37262 1.37882 171461.51 69350741.59

12004 2013.10.23 05:33 t/p 6001 33.37 1.37883 1.37263 1.37883 171461.51 69522203.10

12005 2013.11.01 02:05 sell 6003 33.76 1.35886 1.36446 1.35826

12006 2013.11.01 02:57 t/p 6003 33.76 1.35826 1.36446 1.35826 216544.74 69738747.84

12007 2013.11.04 01:22 sell 6004 33.87 1.34918 1.35478 1.34858

12008 2013.11.04 01:23 sell 6005 33.87 1.34918 1.35478 1.34858

12009 2013.11.04 01:24 sell 6006 33.87 1.34916 1.35476 1.34856

Page 322: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 322/509

12010 2013.11.04 01:25 sell 6007 33.87 1.34928 1.35488 1.34868

12011 2013.11.04 01:29 sell 6008 33.87 1.34927 1.35487 1.34867

12012 2013.11.04 06:01 t/p 6007 33.87 1.34868 1.35488 1.34868 217250.31 69955998.15

12013 2013.11.04 06:01 t/p 6008 33.87 1.34867 1.35487 1.34867 217250.31 70173248.46

12014 2013.11.04 06:01 close 6006 33.87 1.34866 1.35476 1.34856 181041.93 70354290.39

12015 2013.11.04 06:01 t/p 6004 33.87 1.34858 1.35478 1.34858 217250.30 70571540.69

12016 2013.11.04 06:01 t/p 6005 33.87 1.34858 1.35478 1.34858 217250.30 70788790.99

12017 2013.11.07 19:08 sell 6009 34.38 1.33855 1.34415 1.33795

12018 2013.11.07 19:09 t/p 6009 34.38 1.33795 1.34415 1.33795 220525.70 71009316.69

12019 2013.11.07 19:14 sell 6010 34.48 1.33886 1.34446 1.33826

12020 2013.11.07 19:15 sell 6011 34.48 1.33894 1.34454 1.33834

12021 2013.11.07 19:16 sell 6012 34.48 1.33943 1.34503 1.33883

12022 2013.11.07 19:18 sell 6013 34.48 1.34225 1.34785 1.34165

12023 2013.11.07 19:18 t/p 6013 34.48 1.34165 1.34785 1.34165 221167.13 71230483.82

12024 2013.11.07 19:21 sell 6014 34.59 1.34093 1.34653 1.34033

12025 2013.11.07 19:22 t/p 6014 34.59 1.34033 1.34653 1.34033 221872.71 71452356.53

12026 2013.11.07 19:25 sell 6015 34.70 1.33983 1.34543 1.33923

12027 2013.11.07 19:26 sell 6016 34.70 1.33996 1.34556 1.33936

12028 2013.11.07 19:28 t/p 6016 34.70 1.33936 1.34556 1.33936 222578.29 71674934.82

12029 2013.11.07 19:30 t/p 6015 34.70 1.33923 1.34543 1.33923 222578.29 71897513.11

12030 2013.11.07 19:31 t/p 6012 34.48 1.33883 1.34503 1.33883 221167.13 72118680.24

12031 2013.11.07 20:26 sell 6017 35.02 1.34010 1.34570 1.33950

12032 2013.11.07 20:27 sell 6018 35.02 1.34016 1.34576 1.33956

12033 2013.11.07 20:30 t/p 6018 35.02 1.33956 1.34576 1.33956 224630.89 72343311.13

12034 2013.11.07 20:30 t/p 6017 35.02 1.33950 1.34570 1.33950 224630.89 72567942.02

12035 2013.11.07 20:34 sell 6019 35.24 1.33997 1.34557 1.33937

12036 2013.11.07 20:35 sell 6020 35.24 1.34013 1.34573 1.33953

12037 2013.11.07 20:36 sell 6021 35.24 1.34058 1.34618 1.33998

12038 2013.11.07 22:31 s/l 6010 34.48 1.34446 1.34446 1.33826 -2064226.57 70503715.45

12039 2013.11.07 22:32 s/l 6011 34.48 1.34454 1.34454 1.33834 -2064226.57 68439488.88

12040 2013.11.08 08:59 close 6021 35.24 1.34058 1.34618 1.33998 24539.15 68464028.04

12041 2013.11.08 08:59 close 6020 35.24 1.34011 1.34573 1.33953 32073.82 68496101.86

12042 2013.11.08 09:03 close 6019 35.24 1.33997 1.34557 1.33937 24539.15 68520641.01

12043 2013.11.12 01:00 buy 6022 33.27 1.34064 1.33504 1.34124

12044 2013.11.12 02:30 close 6022 33.27 1.34085 1.33504 1.34124 74675.25 68595316.26

12045 2013.11.18 02:05 buy 6023 33.31 1.34877 1.34317 1.34937

12046 2013.11.18 02:06 buy 6024 33.31 1.34864 1.34304 1.34924

Page 323: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 323/509

12047 2013.11.18 02:07 buy 6025 33.31 1.34862 1.34302 1.34922

12048 2013.11.18 02:09 buy 6026 33.31 1.34866 1.34306 1.34926

12049 2013.11.18 02:19 buy 6027 33.31 1.34873 1.34313 1.34933

12050 2013.11.18 06:25 t/p 6025 33.31 1.34922 1.34302 1.34922 213604.38 68808920.64

12051 2013.11.18 06:25 close 6027 33.31 1.34922 1.34313 1.34933 174443.57 68983364.21

12052 2013.11.18 06:25 close 6023 33.31 1.34922 1.34317 1.34937 160203.28 69143567.49

12053 2013.11.18 06:25 t/p 6024 33.31 1.34924 1.34304 1.34924 213604.37 69357171.86

12054 2013.11.18 06:25 t/p 6026 33.31 1.34926 1.34306 1.34926 213604.37 69570776.23

12055 2013.11.21 00:51 sell 6028 33.79 1.34374 1.34934 1.34314

12056 2013.11.21 00:52 sell 6029 33.79 1.34379 1.34939 1.34319

12057 2013.11.21 00:53 sell 6030 33.79 1.34391 1.34951 1.34331

12058 2013.11.21 00:54 sell 6031 33.79 1.34403 1.34963 1.34343

12059 2013.11.21 00:56 sell 6032 33.79 1.34404 1.34964 1.34344

12060 2013.11.21 02:22 t/p 6031 33.79 1.34343 1.34963 1.34343 216729.06 69787505.29

12061 2013.11.21 02:22 t/p 6032 33.79 1.34344 1.34964 1.34344 216729.06 70004234.35

12062 2013.11.21 02:22 close 6029 33.79 1.34343 1.34939 1.34319 130037.44 70134271.79

12063 2013.11.21 02:22 close 6028 33.79 1.34343 1.34934 1.34314 111976.68 70246248.47

12064 2013.11.21 02:23 close 6030 33.79 1.34348 1.34951 1.34331 155322.49 70401570.96

12065 2013.11.22 16:16 buy 6033 34.19 1.35171 1.34611 1.35231

12066 2013.11.22 16:18 buy 6034 34.19 1.35169 1.34609 1.35229

12067 2013.11.22 16:19 buy 6035 34.19 1.35161 1.34601 1.35221

12068 2013.11.22 16:20 buy 6036 34.19 1.35143 1.34583 1.35203

12069 2013.11.22 16:24 buy 6037 34.19 1.35155 1.34595 1.35215

12070 2013.11.22 16:31 t/p 6036 34.19 1.35203 1.34583 1.35203 219249.53 70620820.49

12071 2013.11.22 16:31 t/p 6037 34.19 1.35215 1.34595 1.35215 219249.53 70840070.02

12072 2013.11.22 16:31 t/p 6035 34.19 1.35221 1.34601 1.35221 219249.53 71059319.55

12073 2013.11.22 16:33 t/p 6034 34.19 1.35229 1.34609 1.35229 219249.53 71278569.08

12074 2013.11.22 17:01 t/p 6033 34.19 1.35231 1.34611 1.35231 219249.53 71497818.61

12075 2013.11.25 03:05 buy 6038 34.72 1.35507 1.34947 1.35567

12076 2013.11.25 03:12 buy 6039 34.72 1.35499 1.34939 1.35559

12077 2013.11.25 03:13 buy 6040 34.72 1.35499 1.34939 1.35559

12078 2013.11.25 03:15 buy 6041 34.72 1.35492 1.34932 1.35552

12079 2013.11.25 03:37 buy 6042 34.72 1.35478 1.34918 1.35538

12080 2013.11.25 04:38 t/p 6042 34.72 1.35538 1.34918 1.35538 222648.25 71720466.86

12081 2013.11.25 04:38 close 6038 34.72 1.35539 1.34947 1.35567 118745.73 71839212.59

12082 2013.11.25 04:38 t/p 6041 34.72 1.35552 1.34932 1.35552 222648.25 72061860.84

12083 2013.11.25 04:42 close 6039 34.72 1.35523 1.34939 1.35559 89059.30 72150920.14

12084 2013.11.25 04:44 close 6040 34.72 1.35521 1.34939 1.35559 81637.69 72232557.83

Page 324: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 324/509

12085 2014.01.02 19:07 sell 6043 35.08 1.36661 1.37221 1.36601

12086 2014.01.02 19:10 sell 6044 35.08 1.36645 1.37205 1.36585

12087 2014.01.02 19:11 sell 6045 35.08 1.36655 1.37215 1.36595

12088 2014.01.02 19:13 t/p 6043 35.08 1.36601 1.37221 1.36601 225003.12 72457560.95

12089 2014.01.02 19:13 t/p 6045 35.08 1.36595 1.37215 1.36595 225003.12 72682564.07

12090 2014.01.02 19:13 t/p 6044 35.08 1.36585 1.37205 1.36585 225003.12 72907567.19

12091 2014.01.02 19:41 sell 6046 35.41 1.36671 1.37231 1.36611

12092 2014.01.02 19:47 sell 6047 35.41 1.36681 1.37241 1.36621

12093 2014.01.02 19:48 sell 6048 35.41 1.36731 1.37291 1.36671

12094 2014.01.02 19:50 sell 6049 35.41 1.36738 1.37298 1.36678

12095 2014.01.02 19:51 sell 6050 35.41 1.36741 1.37301 1.36681

12096 2014.01.02 20:20 t/p 6050 35.41 1.36681 1.37301 1.36681 227119.74 73134686.93

12097 2014.01.02 20:20 t/p 6049 35.41 1.36678 1.37298 1.36678 227119.74 73361806.67

12098 2014.01.02 20:20 t/p 6048 35.41 1.36671 1.37291 1.36671 227119.74 73588926.41

12099 2014.01.02 21:00 sell 6051 35.74 1.36734 1.37294 1.36674

12100 2014.01.02 21:16 sell 6052 35.74 1.36743 1.37303 1.36683

12101 2014.01.02 21:59 t/p 6052 35.74 1.36683 1.37303 1.36683 229236.36 73818162.77

12102 2014.01.02 21:59 close 6047 35.41 1.36680 1.37241 1.36621 3785.33 73821948.10

12103 2014.01.02 22:11 t/p 6051 35.74 1.36674 1.37294 1.36674 229236.36 74051184.46

12104 2014.01.02 22:12 close 6046 35.41 1.36671 1.37231 1.36611 0.00 74051184.46

12105 2014.01.03 00:03 sell 6053 35.96 1.36643 1.37203 1.36583

12106 2014.01.03 00:04 sell 6054 35.96 1.36658 1.37218 1.36598

12107 2014.01.03 00:05 sell 6055 35.96 1.36666 1.37226 1.36606

12108 2014.01.03 00:09 sell 6056 35.96 1.36675 1.37235 1.36615

12109 2014.01.03 00:10 sell 6057 35.96 1.36698 1.37258 1.36638

12110 2014.01.03 01:31 t/p 6057 35.96 1.36638 1.37258 1.36638 230647.44 74281831.90

12111 2014.01.03 01:33 close 6053 35.96 1.36638 1.37203 1.36583 19220.62 74301052.52

12112 2014.01.03 01:34 close 6054 35.96 1.36632 1.37218 1.36598 99947.22 74400999.74

12113 2014.01.03 01:35 close 6055 35.96 1.36635 1.37226 1.36606 119167.84 74520167.58

12114 2014.01.03 01:39 close 6056 35.96 1.36632 1.37235 1.36615 165297.33 74685464.91

12115 2014.01.03 03:07 sell 6058 36.27 1.36676 1.37236 1.36616

12116 2014.01.03 03:09 sell 6059 36.27 1.36679 1.37239 1.36619

12117 2014.01.03 03:10 sell 6060 36.27 1.36681 1.37241 1.36621

12118 2014.01.03 03:14 sell 6061 36.27 1.36680 1.37240 1.36620

12119 2014.01.03 03:17 sell 6062 36.27 1.36676 1.37236 1.36616

12120 2014.01.03 03:59 t/p 6060 36.27 1.36621 1.37241 1.36621 232635.78 74918100.69

12121 2014.01.03 03:59 t/p 6061 36.27 1.36620 1.37240 1.36620 232635.78 75150736.47

Page 325: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 325/509

12122 2014.01.03 03:59 t/p 6058 36.27 1.36616 1.37236 1.36616 232635.78 75383372.25

12123 2014.01.03 03:59 t/p 6059 36.27 1.36619 1.37239 1.36619 232635.78 75616008.03

12124 2014.01.03 03:59 t/p 6062 36.27 1.36616 1.37236 1.36616 232635.78 75848643.81

12125 2014.01.06 01:56 sell 6063 36.83 1.35978 1.36538 1.35918

12126 2014.01.06 01:57 sell 6064 36.83 1.35989 1.36549 1.35929

12127 2014.01.06 02:00 sell 6065 36.83 1.35990 1.36550 1.35930

12128 2014.01.06 02:02 t/p 6065 36.83 1.35930 1.36550 1.35930 236227.62 76084871.43

12129 2014.01.06 02:03 t/p 6064 36.83 1.35929 1.36549 1.35929 236227.62 76321099.05

12130 2014.01.06 02:03 t/p 6063 36.83 1.35918 1.36538 1.35918 236227.62 76557326.67

12131 2014.01.06 03:55 sell 6066 37.18 1.35997 1.36557 1.35937

12132 2014.01.06 03:57 sell 6067 37.18 1.35974 1.36534 1.35914

12133 2014.01.06 03:58 sell 6068 37.18 1.35980 1.36540 1.35920

12134 2014.01.06 04:13 t/p 6066 37.18 1.35937 1.36557 1.35937 238472.52 76795799.19

12135 2014.01.06 04:31 t/p 6068 37.18 1.35920 1.36540 1.35920 238472.52 77034271.71

12136 2014.01.06 04:31 t/p 6067 37.18 1.35914 1.36534 1.35914 238472.52 77272744.23

12137 2014.01.06 22:33 buy 6069 37.53 1.36365 1.35805 1.36425

12138 2014.01.07 03:40 close 6069 37.53 1.36216 1.35805 1.36425 -645503.57 76627240.66

12139 2014.01.13 03:35 buy 6070 37.21 1.36646 1.36086 1.36706

12140 2014.01.13 03:50 buy 6071 37.21 1.36648 1.36088 1.36708

12141 2014.01.13 03:52 buy 6072 37.21 1.36634 1.36074 1.36694

12142 2014.01.13 03:55 buy 6073 37.21 1.36636 1.36076 1.36696

12143 2014.01.13 03:57 buy 6074 37.21 1.36634 1.36074 1.36694

12144 2014.01.13 04:18 t/p 6072 37.21 1.36694 1.36074 1.36694 238615.82 76865856.48

12145 2014.01.13 04:18 t/p 6074 37.21 1.36694 1.36074 1.36694 238615.82 77104472.30

12146 2014.01.13 04:18 t/p 6073 37.21 1.36696 1.36076 1.36696 238615.82 77343088.12

12147 2014.01.13 04:34 t/p 6070 37.21 1.36706 1.36086 1.36706 238615.82 77581703.94

12148 2014.01.13 04:34 t/p 6071 37.21 1.36708 1.36088 1.36708 238615.82 77820319.76

12149 2014.01.15 13:13 sell 6075 37.79 1.36280 1.36840 1.36220

12150 2014.01.15 13:47 t/p 6075 37.79 1.36220 1.36840 1.36220 242385.06 78062704.82

12151 2014.01.15 22:32 sell 6076 37.91 1.35986 1.36546 1.35926

12152 2014.01.15 22:35 sell 6077 37.91 1.35991 1.36551 1.35931

12153 2014.01.15 22:37 sell 6078 37.91 1.36008 1.36568 1.35948

12154 2014.01.15 22:38 sell 6079 37.91 1.36013 1.36573 1.35953

12155 2014.01.15 22:41 sell 6080 37.91 1.36013 1.36573 1.35953

12156 2014.01.16 03:19 t/p 6079 37.91 1.35953 1.36573 1.35953 322349.91 78385054.73

12157 2014.01.16 03:19 t/p 6080 37.91 1.35953 1.36573 1.35953 322349.91 78707404.64

12158 2014.01.16 03:19 close 6077 37.91 1.35952 1.36551 1.35931 237245.75 78944650.38

12159 2014.01.16 03:19 close 6076 37.91 1.35952 1.36546 1.35926 216982.85 79161633.23

Page 326: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 326/509

12160 2014.01.16 03:19 t/p 6078 37.91 1.35948 1.36568 1.35948 322349.91 79483983.14

12161 2014.01.20 01:01 sell 6081 38.60 1.35348 1.35908 1.35288

12162 2014.01.20 01:03 sell 6082 38.60 1.35361 1.35921 1.35301

12163 2014.01.20 01:12 sell 6083 38.60 1.35342 1.35902 1.35282

12164 2014.01.20 01:15 sell 6084 38.60 1.35354 1.35914 1.35294

12165 2014.01.20 01:19 sell 6085 38.60 1.35349 1.35909 1.35289

12166 2014.01.20 02:35 t/p 6082 38.60 1.35301 1.35921 1.35301 247580.40 79731563.54

12167 2014.01.20 02:35 close 6081 38.60 1.35299 1.35908 1.35288 202190.66 79933754.20

12168 2014.01.20 02:37 t/p 6084 38.60 1.35294 1.35914 1.35294 247580.40 80181334.60

12169 2014.01.20 02:37 t/p 6085 38.60 1.35289 1.35909 1.35289 247580.40 80428915.00

12170 2014.01.20 02:38 t/p 6083 38.60 1.35282 1.35902 1.35282 247580.40 80676495.40

12171 2014.01.24 01:39 buy 6086 39.18 1.36911 1.36351 1.36971

12172 2014.01.24 02:29 buy 6087 39.18 1.36910 1.36350 1.36970

12173 2014.01.24 02:33 buy 6088 39.18 1.36909 1.36349 1.36969

12174 2014.01.24 02:38 buy 6089 39.18 1.36902 1.36342 1.36962

12175 2014.01.24 02:40 buy 6090 39.18 1.36899 1.36339 1.36959

12176 2014.01.24 09:11 t/p 6090 39.18 1.36959 1.36339 1.36959 251248.80 80927744.20

12177 2014.01.24 09:11 close 6088 39.18 1.36959 1.36349 1.36969 209374.00 81137118.20

12178 2014.01.24 09:11 close 6087 39.18 1.36959 1.36350 1.36970 205186.52 81342304.72

12179 2014.01.24 09:11 close 6086 39.18 1.36959 1.36351 1.36971 200999.04 81543303.76

12180 2014.01.24 09:11 t/p 6089 39.18 1.36962 1.36342 1.36962 251248.80 81794552.56

12181 2014.01.30 14:36 sell 6091 39.72 1.36107 1.36667 1.36047

12182 2014.01.30 14:37 sell 6092 39.72 1.36131 1.36691 1.36071

12183 2014.01.30 14:38 sell 6093 39.72 1.36135 1.36695 1.36075

12184 2014.01.30 14:40 sell 6094 39.72 1.36149 1.36709 1.36089

12185 2014.01.30 14:44 t/p 6094 39.72 1.36089 1.36709 1.36089 254761.69 82049314.25

12186 2014.01.30 14:45 t/p 6093 39.72 1.36075 1.36695 1.36075 254761.70 82304075.95

12187 2014.01.30 14:45 t/p 6092 39.72 1.36071 1.36691 1.36071 254761.69 82558837.64

12188 2014.01.30 14:48 t/p 6091 39.72 1.36047 1.36667 1.36047 254761.70 82813599.34

12189 2014.01.31 00:48 sell 6095 40.22 1.35545 1.36105 1.35485

12190 2014.01.31 01:21 sell 6096 40.22 1.35562 1.36122 1.35502

12191 2014.01.31 01:22 sell 6097 40.22 1.35567 1.36127 1.35507

12192 2014.01.31 03:00 close 6097 40.22 1.35565 1.36127 1.35507 8598.95 82822198.29

12193 2014.01.31 03:00 close 6096 40.22 1.35560 1.36122 1.35502 8598.95 82830797.24

12194 2014.01.31 03:01 close 6095 40.22 1.35544 1.36105 1.35485 4299.48 82835096.72

12195 2014.02.06 21:17 buy 6098 40.23 1.35946 1.35386 1.36006

12196 2014.02.06 21:20 buy 6099 40.23 1.35958 1.35398 1.36018

Page 327: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 327/509

12197 2014.02.06 21:21 buy 6100 40.23 1.35928 1.35368 1.35988

12198 2014.02.06 21:27 buy 6101 40.23 1.35948 1.35388 1.36008

12199 2014.02.06 21:28 buy 6102 40.23 1.35940 1.35380 1.36000

12200 2014.02.07 16:30 t/p 6098 40.23 1.36006 1.35386 1.36006 206690.21 83041786.93

12201 2014.02.07 16:30 t/p 6099 40.23 1.36018 1.35398 1.36018 206690.21 83248477.13

12202 2014.02.07 16:30 t/p 6100 40.23 1.35988 1.35368 1.35988 206690.21 83455167.34

12203 2014.02.07 16:30 t/p 6101 40.23 1.36008 1.35388 1.36008 206690.21 83661857.54

12204 2014.02.07 16:30 t/p 6102 40.23 1.36000 1.35380 1.36000 206690.21 83868547.75

12205 2014.02.10 01:01 buy 6103 40.73 1.36165 1.35605 1.36225

12206 2014.02.10 01:04 buy 6104 40.73 1.36183 1.35623 1.36243

12207 2014.02.10 01:05 buy 6105 40.73 1.36178 1.35618 1.36238

12208 2014.02.10 01:07 buy 6106 40.73 1.36198 1.35638 1.36258

12209 2014.02.10 01:08 buy 6107 40.73 1.36194 1.35634 1.36254

12210 2014.02.10 01:35 t/p 6103 40.73 1.36225 1.35605 1.36225 261183.57 84129731.32

12211 2014.02.10 01:36 t/p 6105 40.73 1.36238 1.35618 1.36238 261183.57 84390914.89

12212 2014.02.10 01:37 t/p 6104 40.73 1.36243 1.35623 1.36243 261183.57 84652098.46

12213 2014.02.10 01:37 t/p 6107 40.73 1.36254 1.35634 1.36254 261183.57 84913282.03

12214 2014.02.10 01:38 t/p 6106 40.73 1.36258 1.35638 1.36258 261183.57 85174465.60

12215 2014.02.10 02:57 buy 6108 41.36 1.36190 1.35630 1.36250

12216 2014.02.10 03:00 buy 6109 41.36 1.36194 1.35634 1.36254

12217 2014.02.10 04:02 t/p 6108 41.36 1.36250 1.35630 1.36250 265223.48 85439689.08

12218 2014.02.10 04:02 t/p 6109 41.36 1.36254 1.35634 1.36254 265223.49 85704912.57

12219 2014.02.12 18:33 sell 6110 41.62 1.35826 1.36386 1.35766

12220 2014.02.12 18:36 sell 6111 41.62 1.35827 1.36387 1.35767

12221 2014.02.12 18:38 sell 6112 41.62 1.35831 1.36391 1.35771

12222 2014.02.12 18:41 sell 6113 41.62 1.35848 1.36408 1.35788

12223 2014.02.12 18:44 sell 6114 41.62 1.35863 1.36423 1.35803

12224 2014.02.12 20:49 t/p 6114 41.62 1.35803 1.36423 1.35803 266948.19 85971860.76

12225 2014.02.12 20:49 close 6113 41.62 1.35803 1.36408 1.35788 200211.14 86172071.90

12226 2014.02.12 20:49 close 6112 41.62 1.35803 1.36391 1.35771 124575.82 86296647.72

12227 2014.02.12 20:49 close 6111 41.62 1.35803 1.36387 1.35767 106779.28 86403427.00

12228 2014.02.12 20:49 close 6110 41.62 1.35803 1.36386 1.35766 102330.14 86505757.14

12229 2014.02.12 21:32 sell 6115 42.01 1.35913 1.36473 1.35853

12230 2014.02.12 21:33 sell 6116 42.01 1.35919 1.36479 1.35859

12231 2014.02.12 21:36 sell 6117 42.01 1.35944 1.36504 1.35884

12232 2014.02.12 21:37 sell 6118 42.01 1.35948 1.36508 1.35888

12233 2014.02.12 21:38 sell 6119 42.01 1.35951 1.36511 1.35891

12234 2014.02.13 02:23 t/p 6119 42.01 1.35891 1.36511 1.35891 357209.82 86862966.96

Page 328: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 328/509

12235 2014.02.13 02:23 close 6116 42.01 1.35891 1.36479 1.35859 213503.35 87076470.30

12236 2014.02.13 02:23 close 6115 42.01 1.35891 1.36473 1.35853 186558.39 87263028.69

12237 2014.02.13 02:23 t/p 6118 42.01 1.35888 1.36508 1.35888 357209.82 87620238.50

12238 2014.02.13 02:23 t/p 6117 42.01 1.35884 1.36504 1.35884 357209.82 87977448.32

12239 2014.02.14 02:59 buy 6120 42.73 1.36776 1.36216 1.36836

12240 2014.02.14 03:00 buy 6121 42.73 1.36772 1.36212 1.36832

12241 2014.02.14 03:05 buy 6122 42.73 1.36763 1.36203 1.36823

12242 2014.02.14 03:07 buy 6123 42.73 1.36763 1.36203 1.36823

12243 2014.02.14 03:13 buy 6124 42.73 1.36768 1.36208 1.36828

12244 2014.02.14 04:19 t/p 6122 42.73 1.36823 1.36203 1.36823 274008.69 88251457.01

12245 2014.02.14 04:19 t/p 6123 42.73 1.36823 1.36203 1.36823 274008.69 88525465.70

12246 2014.02.14 04:29 t/p 6124 42.73 1.36828 1.36208 1.36828 274008.69 88799474.39

12247 2014.02.14 04:29 close 6120 42.73 1.36826 1.36216 1.36836 228340.57 89027814.96

12248 2014.02.14 04:29 t/p 6121 42.73 1.36832 1.36212 1.36832 274008.69 89301823.65

12249 2014.02.20 15:18 sell 6125 43.37 1.37019 1.37579 1.36959

12250 2014.02.20 15:20 sell 6126 43.37 1.37029 1.37589 1.36969

12251 2014.02.20 15:23 sell 6127 43.37 1.37036 1.37596 1.36976

12252 2014.02.20 15:25 sell 6128 43.37 1.37037 1.37597 1.36977

12253 2014.02.20 15:26 sell 6129 43.37 1.37041 1.37601 1.36981

12254 2014.02.20 19:47 t/p 6128 43.37 1.36977 1.37597 1.36977 278167.38 89579991.03

12255 2014.02.20 19:47 t/p 6129 43.37 1.36981 1.37601 1.36981 278167.37 89858158.40

12256 2014.02.20 19:47 close 6125 43.37 1.36977 1.37579 1.36959 194717.16 90052875.56

12257 2014.02.20 19:47 t/p 6127 43.37 1.36976 1.37596 1.36976 278167.37 90331042.93

12258 2014.02.20 19:47 close 6126 43.37 1.36979 1.37589 1.36969 231806.14 90562849.07

12259 2014.02.26 21:25 sell 6130 43.98 1.36761 1.37321 1.36701

12260 2014.02.26 21:27 sell 6131 43.98 1.36759 1.37319 1.36699

12261 2014.02.26 21:31 sell 6132 43.98 1.36756 1.37316 1.36696

12262 2014.02.26 21:41 sell 6133 43.98 1.36772 1.37332 1.36712

12263 2014.02.26 21:44 sell 6134 43.98 1.36774 1.37334 1.36714

12264 2014.02.27 10:54 t/p 6133 43.98 1.36712 1.37332 1.36712 373955.40 90936804.46

12265 2014.02.27 10:54 t/p 6134 43.98 1.36714 1.37334 1.36714 373955.40 91310759.86

12266 2014.02.27 10:54 close 6132 43.98 1.36712 1.37316 1.36696 298734.12 91609493.97

12267 2014.02.27 10:54 close 6131 43.98 1.36712 1.37319 1.36699 312838.11 91922332.08

12268 2014.02.27 10:54 close 6130 43.98 1.36712 1.37321 1.36701 322240.77 92244572.85

12269 2014.02.27 15:00 sell 6135 44.80 1.36617 1.37177 1.36557

12270 2014.02.27 15:44 t/p 6135 44.80 1.36557 1.37177 1.36557 287339.14 92531911.99

12271 2014.02.27 23:05 buy 6136 44.94 1.37073 1.36513 1.37133

Page 329: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 329/509

12272 2014.02.27 23:52 buy 6137 44.94 1.37062 1.36502 1.37122

12273 2014.02.28 00:21 t/p 6137 44.94 1.37122 1.36502 1.37122 230880.75 92762792.74

12274 2014.02.28 00:35 close 6136 44.94 1.37103 1.36513 1.37133 86794.57 92849587.30

12275 2014.02.28 02:02 buy 6138 45.09 1.37077 1.36517 1.37137

12276 2014.02.28 02:13 buy 6139 45.09 1.37070 1.36510 1.37130

12277 2014.02.28 02:14 buy 6140 45.09 1.37070 1.36510 1.37130

12278 2014.02.28 02:15 buy 6141 45.09 1.37065 1.36505 1.37125

12279 2014.02.28 02:18 buy 6142 45.09 1.37065 1.36505 1.37125

12280 2014.02.28 04:16 t/p 6141 45.09 1.37125 1.36505 1.37125 289134.22 93138721.52

12281 2014.02.28 04:16 t/p 6142 45.09 1.37125 1.36505 1.37125 289134.22 93427855.74

12282 2014.02.28 04:16 close 6138 45.09 1.37125 1.36517 1.37137 231307.38 93659163.12

12283 2014.02.28 04:16 close 6140 45.09 1.37119 1.36510 1.37130 236126.27 93895289.39

12284 2014.02.28 04:16 close 6139 45.09 1.37119 1.36510 1.37130 236126.27 94131415.66

12285 2014.03.04 01:42 sell 6143 45.72 1.37364 1.37924 1.37304

12286 2014.03.04 01:48 sell 6144 45.72 1.37366 1.37926 1.37306

12287 2014.03.04 02:54 sell 6145 45.72 1.37362 1.37922 1.37302

12288 2014.03.04 02:56 sell 6146 45.72 1.37362 1.37922 1.37302

12289 2014.03.04 02:57 sell 6147 45.72 1.37365 1.37925 1.37305

12290 2014.03.04 04:08 t/p 6143 45.72 1.37304 1.37924 1.37304 293237.10 94424652.76

12291 2014.03.04 04:08 t/p 6144 45.72 1.37306 1.37926 1.37306 293237.10 94717889.86

12292 2014.03.04 04:08 t/p 6147 45.72 1.37305 1.37925 1.37305 293237.11 95011126.97

12293 2014.03.04 04:08 t/p 6145 45.72 1.37302 1.37922 1.37302 293237.10 95304364.07

12294 2014.03.04 04:08 t/p 6146 45.72 1.37302 1.37922 1.37302 293237.10 95597601.17

12295 2014.03.07 03:07 buy 6148 46.43 1.38593 1.38033 1.38653

12296 2014.03.07 03:09 buy 6149 46.43 1.38601 1.38041 1.38661

12297 2014.03.07 03:28 t/p 6148 46.43 1.38653 1.38033 1.38653 297726.80 95895327.97

12298 2014.03.07 03:29 t/p 6149 46.43 1.38661 1.38041 1.38661 297726.80 96193054.77

12299 2014.03.07 16:15 buy 6150 46.72 1.38935 1.38375 1.38995

12300 2014.03.07 16:21 t/p 6150 46.72 1.38995 1.38375 1.38995 299589.19 96492643.96

12301 2014.03.07 16:31 buy 6151 46.86 1.38746 1.38186 1.38806

12302 2014.03.07 16:31 t/p 6151 46.86 1.38806 1.38186 1.38806 300486.94 96793130.90

12303 2014.03.07 16:34 buy 6152 47.01 1.38859 1.38299 1.38919

12304 2014.03.07 16:35 buy 6153 47.01 1.38807 1.38247 1.38867

12305 2014.03.07 16:36 buy 6154 47.01 1.38777 1.38217 1.38837

12306 2014.03.07 16:37 t/p 6154 47.01 1.38837 1.38217 1.38837 301448.80 97094579.70

12307 2014.03.07 16:38 buy 6155 47.15 1.38800 1.38240 1.38860

12308 2014.03.07 16:45 close 6152 47.01 1.38591 1.38299 1.38919 -1346471.33 95748108.37

12309 2014.03.07 16:45 close 6155 47.15 1.38591 1.38240 1.38860 -1053173.80 94694934.57

Page 330: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 330/509

12310 2014.03.07 16:46 close 6153 47.01 1.38557 1.38247 1.38867 -1256036.69 93438897.88

12311 2014.03.12 21:03 buy 6156 45.38 1.39020 1.38460 1.39080

12312 2014.03.12 21:36 buy 6157 45.38 1.39025 1.38465 1.39085

12313 2014.03.12 21:37 buy 6158 45.38 1.39022 1.38462 1.39082

12314 2014.03.12 21:41 buy 6159 45.38 1.39015 1.38455 1.39075

12315 2014.03.12 21:42 buy 6160 45.38 1.39005 1.38445 1.39065

12316 2014.03.12 22:05 t/p 6160 45.38 1.39065 1.38445 1.39065 290988.36 93729886.24

12317 2014.03.12 22:33 close 6156 45.38 1.39065 1.38460 1.39080 218241.27 93948127.51

12318 2014.03.12 22:34 t/p 6159 45.38 1.39075 1.38455 1.39075 290988.36 94239115.87

12319 2014.03.12 22:43 t/p 6158 45.38 1.39082 1.38462 1.39082 290988.36 94530104.23

12320 2014.03.12 23:06 close 6157 45.38 1.39065 1.38465 1.39085 193992.24 94724096.47

12321 2014.03.12 23:52 buy 6161 46.00 1.39040 1.38480 1.39100

12322 2014.03.12 23:53 buy 6162 46.00 1.39033 1.38473 1.39093

12323 2014.03.12 23:57 buy 6163 46.00 1.39041 1.38481 1.39101

12324 2014.03.13 00:00 buy 6164 46.00 1.39039 1.38479 1.39099

12325 2014.03.13 00:48 buy 6165 46.00 1.39040 1.38480 1.39100

12326 2014.03.13 07:20 t/p 6162 46.00 1.39093 1.38473 1.39093 119035.11 94843131.59

12327 2014.03.13 07:21 close 6163 46.00 1.39091 1.38481 1.39101 69874.45 94913006.04

12328 2014.03.13 07:21 close 6165 46.00 1.39090 1.38480 1.39100 245803.30 95158809.34

12329 2014.03.13 07:21 close 6161 46.00 1.39090 1.38480 1.39100 69874.45 95228683.79

12330 2014.03.13 07:21 close 6164 46.00 1.39088 1.38479 1.39099 240887.24 95469571.03

12331 2014.03.13 15:31 buy 6166 46.37 1.39454 1.38894 1.39514

12332 2014.03.13 15:32 buy 6167 46.37 1.39435 1.38875 1.39495

12333 2014.03.13 15:33 buy 6168 46.37 1.39417 1.38857 1.39477

12334 2014.03.13 15:34 buy 6169 46.37 1.39410 1.38850 1.39470

12335 2014.03.13 15:36 buy 6170 46.37 1.39412 1.38852 1.39472

12336 2014.03.13 15:41 t/p 6169 46.37 1.39470 1.38850 1.39470 297342.06 95766913.09

12337 2014.03.13 15:41 t/p 6170 46.37 1.39472 1.38852 1.39472 297342.06 96064255.15

12338 2014.03.13 15:41 t/p 6168 46.37 1.39477 1.38857 1.39477 297342.06 96361597.21

12339 2014.03.13 15:48 buy 6171 46.80 1.39443 1.38883 1.39503

12340 2014.03.13 15:59 buy 6172 46.80 1.39415 1.38855 1.39475

12341 2014.03.13 16:01 buy 6173 46.80 1.39424 1.38864 1.39484

12342 2014.03.13 16:08 t/p 6172 46.80 1.39475 1.38855 1.39475 300099.38 96661696.59

12343 2014.03.13 16:08 t/p 6173 46.80 1.39484 1.38864 1.39484 300099.39 96961795.98

12344 2014.03.13 16:10 t/p 6167 46.37 1.39495 1.38875 1.39495 297342.06 97259138.04

12345 2014.03.13 16:10 t/p 6171 46.80 1.39503 1.38883 1.39503 300099.38 97559237.42

12346 2014.03.13 16:22 buy 6174 47.38 1.39395 1.38835 1.39455

Page 331: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 331/509

12347 2014.03.13 16:30 t/p 6174 47.38 1.39455 1.38835 1.39455 303818.57 97863055.99

12348 2014.03.13 16:43 t/p 6166 46.37 1.39514 1.38894 1.39514 297342.06 98160398.05

12349 2014.03.14 00:18 sell 6175 47.67 1.38695 1.39255 1.38635

12350 2014.03.14 00:21 sell 6176 47.67 1.38691 1.39251 1.38631

12351 2014.03.14 00:22 sell 6177 47.67 1.38692 1.39252 1.38632

12352 2014.03.14 00:23 sell 6178 47.67 1.38696 1.39256 1.38636

12353 2014.03.14 00:25 sell 6179 47.67 1.38697 1.39257 1.38637

12354 2014.03.14 02:19 t/p 6179 47.67 1.38637 1.39257 1.38637 305741.08 98466139.13

12355 2014.03.14 02:19 t/p 6178 47.67 1.38636 1.39256 1.38636 305741.08 98771880.21

12356 2014.03.14 02:19 t/p 6175 47.67 1.38635 1.39255 1.38635 305741.08 99077621.29

12357 2014.03.14 02:20 close 6177 47.67 1.38646 1.39252 1.38632 234401.50 99312022.79

12358 2014.03.14 02:20 close 6176 47.67 1.38646 1.39251 1.38631 229305.81 99541328.60

12359 2014.03.14 04:57 sell 6180 48.34 1.38637 1.39197 1.38577

12360 2014.03.14 04:58 sell 6181 48.34 1.38663 1.39223 1.38603

12361 2014.03.14 04:59 sell 6182 48.34 1.38663 1.39223 1.38603

12362 2014.03.14 06:07 t/p 6181 48.34 1.38603 1.39223 1.38603 310038.26 99851366.86

12363 2014.03.14 06:07 t/p 6182 48.34 1.38603 1.39223 1.38603 310038.26 100161405.12

12364 2014.03.14 06:15 t/p 6180 48.34 1.38577 1.39197 1.38577 310038.26 100471443.38

12365 2014.03.20 03:55 sell 6183 48.79 1.38254 1.38814 1.38194

12366 2014.03.20 04:25 sell 6184 48.79 1.38253 1.38813 1.38193

12367 2014.03.20 04:26 sell 6185 48.79 1.38259 1.38819 1.38199

12368 2014.03.20 04:41 sell 6186 48.79 1.38260 1.38820 1.38200

12369 2014.03.20 04:44 sell 6187 48.79 1.38269 1.38829 1.38209

12370 2014.03.20 12:04 t/p 6187 48.79 1.38209 1.38829 1.38209 312930.28 100784373.66

12371 2014.03.20 12:04 close 6185 48.79 1.38209 1.38819 1.38199 260775.23 101045148.89

12372 2014.03.20 12:04 close 6184 48.79 1.38209 1.38813 1.38193 229482.20 101274631.09

12373 2014.03.20 12:04 close 6183 48.79 1.38209 1.38814 1.38194 234697.71 101509328.80

12374 2014.03.20 12:05 t/p 6186 48.79 1.38200 1.38820 1.38200 312930.27 101822259.07

12375 2014.03.20 17:40 sell 6188 49.45 1.37799 1.38359 1.37739

12376 2014.03.20 17:53 t/p 6188 49.45 1.37739 1.38359 1.37739 317163.40 102139422.47

12377 2014.03.20 18:48 sell 6189 49.60 1.37777 1.38337 1.37717

12378 2014.03.20 18:49 sell 6190 49.60 1.37812 1.38372 1.37752

12379 2014.03.20 18:50 sell 6191 49.60 1.37825 1.38385 1.37765

12380 2014.03.20 18:51 sell 6192 49.60 1.37825 1.38385 1.37765

12381 2014.03.20 18:55 sell 6193 49.60 1.37796 1.38356 1.37736

12382 2014.03.20 20:33 t/p 6191 49.60 1.37765 1.38385 1.37765 318125.47 102457547.94

12383 2014.03.20 20:33 t/p 6192 49.60 1.37765 1.38385 1.37765 318125.47 102775673.41

12384 2014.03.20 20:33 close 6193 49.60 1.37763 1.38356 1.37736 174969.01 102950642.42

Page 332: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 332/509

12385 2014.03.20 20:33 close 6190 49.60 1.37763 1.38372 1.37752 259802.46 103210444.88

12386 2014.03.20 20:33 close 6189 49.60 1.37763 1.38337 1.37717 74229.27 103284674.15

12387 2014.03.21 00:50 sell 6194 50.16 1.37793 1.38353 1.37733

12388 2014.03.21 00:53 sell 6195 50.16 1.37792 1.38352 1.37732

12389 2014.03.21 01:10 sell 6196 50.16 1.37794 1.38354 1.37734

12390 2014.03.21 02:13 sell 6197 50.16 1.37800 1.38360 1.37740

12391 2014.03.21 02:20 close 6194 50.16 1.37792 1.38353 1.37733 5361.95 103290036.10

12392 2014.03.21 02:31 close 6195 50.16 1.37791 1.38352 1.37732 5361.96 103295398.06

12393 2014.03.21 02:40 close 6196 50.16 1.37790 1.38354 1.37734 21447.81 103316845.87

12394 2014.03.21 03:51 close 6197 50.16 1.37799 1.38360 1.37740 5361.96 103322207.83

12395 2014.03.25 01:18 buy 6198 50.18 1.38350 1.37790 1.38410

12396 2014.03.25 01:20 buy 6199 50.18 1.38347 1.37787 1.38407

12397 2014.03.25 01:21 buy 6200 50.18 1.38345 1.37785 1.38405

12398 2014.03.25 02:48 close 6198 50.18 1.38370 1.37790 1.38410 107257.74 103429465.57

12399 2014.03.25 02:50 close 6199 50.18 1.38368 1.37787 1.38407 112620.63 103542086.20

12400 2014.03.25 02:51 close 6200 50.18 1.38367 1.37785 1.38405 117983.52 103660069.72

12401 2014.03.25 03:03 buy 6201 50.34 1.38342 1.37782 1.38402

12402 2014.03.25 03:58 buy 6202 50.34 1.38348 1.37788 1.38408

12403 2014.03.25 04:00 buy 6203 50.34 1.38339 1.37779 1.38399

12404 2014.03.25 04:33 close 6201 50.34 1.38349 1.37782 1.38402 37659.91 103697729.63

12405 2014.03.25 04:39 buy 6204 50.36 1.38333 1.37773 1.38393

12406 2014.03.25 04:40 buy 6205 50.36 1.38331 1.37771 1.38391

12407 2014.03.25 04:46 buy 6206 50.36 1.38324 1.37764 1.38384

12408 2014.03.25 10:06 t/p 6206 50.36 1.38384 1.37764 1.38384 322927.45 104020657.08

12409 2014.03.25 10:06 close 6203 50.34 1.38384 1.37779 1.38399 242099.41 104262756.49

12410 2014.03.25 10:06 close 6202 50.34 1.38384 1.37788 1.38408 193679.53 104456436.02

12411 2014.03.25 10:06 t/p 6205 50.36 1.38391 1.37771 1.38391 322927.45 104779363.47

12412 2014.03.25 10:06 close 6204 50.36 1.38382 1.37773 1.38393 263724.08 105043087.55

12413 2014.04.02 22:45 sell 6207 51.02 1.37643 1.38203 1.37583

12414 2014.04.02 23:33 sell 6208 51.02 1.37654 1.38214 1.37594

12415 2014.04.02 23:35 sell 6209 51.02 1.37654 1.38214 1.37594

12416 2014.04.02 23:38 sell 6210 51.02 1.37661 1.38221 1.37601

12417 2014.04.02 23:40 sell 6211 51.02 1.37661 1.38221 1.37601

12418 2014.04.03 05:43 t/p 6208 51.02 1.37594 1.38214 1.37594 433806.27 105476893.82

12419 2014.04.03 05:43 t/p 6209 51.02 1.37594 1.38214 1.37594 433806.27 105910700.10

12420 2014.04.03 05:43 t/p 6210 51.02 1.37601 1.38221 1.37601 433806.27 106344506.37

12421 2014.04.03 05:43 t/p 6211 51.02 1.37601 1.38221 1.37601 433806.27 106778312.65

Page 333: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 333/509

12422 2014.04.03 05:43 close 6207 51.02 1.37594 1.38203 1.37583 373815.22 107152127.87

12423 2014.04.03 22:31 sell 6212 52.04 1.37180 1.37740 1.37120

12424 2014.04.03 22:32 sell 6213 52.04 1.37181 1.37741 1.37121

12425 2014.04.03 22:33 sell 6214 52.04 1.37191 1.37751 1.37131

12426 2014.04.03 22:36 sell 6215 52.04 1.37187 1.37747 1.37127

12427 2014.04.03 22:38 sell 6216 52.04 1.37180 1.37740 1.37120

12428 2014.04.04 05:54 t/p 6214 52.04 1.37131 1.37751 1.37131 370003.56 107522131.43

12429 2014.04.04 05:54 close 6216 52.04 1.37131 1.37740 1.37120 308813.16 107830944.59

12430 2014.04.04 05:54 close 6213 52.04 1.37131 1.37741 1.37121 314375.92 108145320.50

12431 2014.04.04 05:54 close 6212 52.04 1.37131 1.37740 1.37120 308813.16 108454133.66

12432 2014.04.04 05:55 t/p 6215 52.04 1.37127 1.37747 1.37127 370003.55 108824137.20

12433 2014.04.04 12:05 sell 6217 52.85 1.37054 1.37614 1.36994

12434 2014.04.04 12:06 sell 6218 52.85 1.37057 1.37617 1.36997

12435 2014.04.04 12:08 sell 6219 52.85 1.37054 1.37614 1.36994

12436 2014.04.04 12:11 sell 6220 52.85 1.37052 1.37612 1.36992

12437 2014.04.04 12:12 sell 6221 52.85 1.37063 1.37623 1.37003

12438 2014.04.04 15:15 t/p 6221 52.85 1.37003 1.37623 1.37003 338960.88 109163098.08

12439 2014.04.04 15:15 close 6220 52.85 1.37002 1.37612 1.36992 282467.39 109445565.47

12440 2014.04.04 15:15 t/p 6218 52.85 1.36997 1.37617 1.36997 338960.87 109784526.34

12441 2014.04.04 15:16 close 6219 52.85 1.37005 1.37614 1.36994 276818.05 110061344.39

12442 2014.04.04 15:16 close 6217 52.85 1.37005 1.37614 1.36994 276818.05 110338162.44

12443 2014.04.07 19:35 buy 6222 53.59 1.37389 1.36829 1.37449

12444 2014.04.07 19:36 buy 6223 53.59 1.37380 1.36820 1.37440

12445 2014.04.07 19:38 buy 6224 53.59 1.37376 1.36816 1.37436

12446 2014.04.07 19:39 buy 6225 53.59 1.37367 1.36807 1.37427

12447 2014.04.07 19:43 buy 6226 53.59 1.37368 1.36808 1.37428

12448 2014.04.07 21:20 t/p 6225 53.59 1.37427 1.36807 1.37427 343629.80 110681792.24

12449 2014.04.07 21:20 close 6223 53.59 1.37427 1.36820 1.37440 269176.68 110950968.92

12450 2014.04.07 21:20 close 6222 53.59 1.37427 1.36829 1.37449 217632.21 111168601.13

12451 2014.04.07 21:20 close 6224 53.59 1.37426 1.36816 1.37436 286358.17 111454959.30

12452 2014.04.07 21:28 close 6226 53.59 1.37417 1.36808 1.37428 280631.01 111735590.31

12453 2014.04.07 23:24 buy 6227 54.27 1.37411 1.36851 1.37471

12454 2014.04.08 00:58 close 6227 54.27 1.37411 1.36851 1.37471 -69185.93 111666404.38

12455 2014.04.08 02:56 buy 6228 54.23 1.37423 1.36863 1.37483

12456 2014.04.08 02:58 buy 6229 54.23 1.37420 1.36860 1.37480

12457 2014.04.08 04:26 close 6228 54.23 1.37447 1.36863 1.37483 139093.44 111805497.82

12458 2014.04.08 04:28 close 6229 54.23 1.37445 1.36860 1.37480 144889.00 111950386.82

12459 2014.04.08 20:00 buy 6230 54.37 1.37969 1.37409 1.38029

Page 334: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 334/509

12460 2014.04.08 20:07 buy 6231 54.37 1.37966 1.37406 1.38026

12461 2014.04.08 20:09 buy 6232 54.37 1.37955 1.37395 1.38015

12462 2014.04.08 20:10 buy 6233 54.37 1.37952 1.37392 1.38012

12463 2014.04.08 20:42 buy 6234 54.37 1.37950 1.37390 1.38010

12464 2014.04.08 21:32 t/p 6234 54.37 1.38010 1.37390 1.38010 348631.31 112299018.13

12465 2014.04.08 21:32 close 6230 54.37 1.38010 1.37409 1.38029 238231.40 112537249.53

12466 2014.04.08 21:32 t/p 6233 54.37 1.38012 1.37392 1.38012 348631.31 112885880.84

12467 2014.04.08 21:35 t/p 6232 54.37 1.38015 1.37395 1.38015 348631.32 113234512.16

12468 2014.04.08 21:37 close 6231 54.37 1.38016 1.37406 1.38026 290526.09 113525038.25

12469 2014.04.08 21:43 buy 6235 55.14 1.37940 1.37380 1.38000

12470 2014.04.08 21:46 buy 6236 55.14 1.37939 1.37379 1.37999

12471 2014.04.08 22:42 buy 6237 55.14 1.37944 1.37384 1.38004

12472 2014.04.08 23:13 close 6235 55.14 1.37951 1.37380 1.38000 64820.93 113589859.18

12473 2014.04.08 23:16 close 6236 55.14 1.37939 1.37379 1.37999 0.00 113589859.18

12474 2014.04.09 00:12 close 6237 55.14 1.37961 1.37384 1.38004 29882.75 113619741.93

12475 2014.04.09 01:59 buy 6238 55.18 1.37939 1.37379 1.37999

12476 2014.04.09 02:05 buy 6239 55.18 1.37931 1.37371 1.37991

12477 2014.04.09 02:10 buy 6240 55.18 1.37930 1.37370 1.37990

12478 2014.04.09 02:11 buy 6241 55.18 1.37930 1.37370 1.37990

12479 2014.04.09 02:12 buy 6242 55.18 1.37928 1.37368 1.37988

12480 2014.04.09 10:52 t/p 6242 55.18 1.37988 1.37368 1.37988 353825.20 113973567.13

12481 2014.04.09 10:52 close 6238 55.18 1.37988 1.37379 1.37999 288957.24 114262524.37

12482 2014.04.09 10:53 close 6239 55.18 1.37981 1.37371 1.37991 294854.33 114557378.70

12483 2014.04.09 10:54 t/p 6240 55.18 1.37990 1.37370 1.37990 353825.19 114911203.89

12484 2014.04.09 10:54 t/p 6241 55.18 1.37990 1.37370 1.37990 353825.19 115265029.08

12485 2014.04.10 03:01 buy 6243 55.98 1.38528 1.37968 1.38588

12486 2014.04.10 03:51 t/p 6243 55.98 1.38588 1.37968 1.38588 358954.96 115623984.04

12487 2014.04.10 04:37 buy 6244 56.15 1.38567 1.38007 1.38627

12488 2014.04.10 04:43 buy 6245 56.15 1.38568 1.38008 1.38628

12489 2014.04.10 04:45 buy 6246 56.15 1.38571 1.38011 1.38631

12490 2014.04.10 04:46 buy 6247 56.15 1.38554 1.37994 1.38614

12491 2014.04.10 04:47 buy 6248 56.15 1.38552 1.37992 1.38612

12492 2014.04.10 11:03 t/p 6248 56.15 1.38612 1.37992 1.38612 360045.03 115984029.07

12493 2014.04.10 11:03 close 6246 56.15 1.38612 1.38011 1.38631 246030.77 116230059.84

12494 2014.04.10 11:03 close 6245 56.15 1.38612 1.38008 1.38628 264033.03 116494092.87

12495 2014.04.10 11:03 close 6244 56.15 1.38612 1.38007 1.38627 270033.78 116764126.65

12496 2014.04.10 11:03 t/p 6247 56.15 1.38614 1.37994 1.38614 360045.03 117124171.68

Page 335: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 335/509

12497 2014.04.10 20:38 buy 6249 56.88 1.38833 1.38273 1.38893

12498 2014.04.10 21:27 t/p 6249 56.88 1.38893 1.38273 1.38893 364725.94 117488897.62

12499 2014.04.10 22:32 buy 6250 57.06 1.38860 1.38300 1.38920

12500 2014.04.10 23:00 buy 6251 57.06 1.38856 1.38296 1.38916

12501 2014.04.10 23:02 buy 6252 57.06 1.38852 1.38292 1.38912

12502 2014.04.11 00:02 close 6250 57.06 1.38860 1.38300 1.38920 -72742.75 117416154.87

12503 2014.04.11 00:31 buy 6253 57.03 1.38834 1.38274 1.38894

12504 2014.04.11 00:34 close 6252 57.06 1.38854 1.38292 1.38912 -60546.74 117355608.12

12505 2014.04.11 00:34 close 6251 57.06 1.38857 1.38296 1.38916 -66644.74 117288963.38

12506 2014.04.11 02:01 buy 6254 56.96 1.38848 1.38288 1.38908

12507 2014.04.11 02:01 close 6253 57.03 1.38834 1.38274 1.38894 0.00 117288963.38

12508 2014.04.11 03:05 t/p 6254 56.96 1.38908 1.38288 1.38908 365238.91 117654202.29

12509 2014.04.14 04:34 sell 6255 57.14 1.38505 1.39065 1.38445

12510 2014.04.14 04:36 sell 6256 57.14 1.38506 1.39066 1.38446

12511 2014.04.14 04:40 sell 6257 57.14 1.38507 1.39067 1.38447

12512 2014.04.14 04:41 sell 6258 57.14 1.38511 1.39071 1.38451

12513 2014.04.14 04:48 sell 6259 57.14 1.38512 1.39072 1.38452

12514 2014.04.14 09:07 t/p 6258 57.14 1.38451 1.39071 1.38451 366475.38 118020677.67

12515 2014.04.14 09:07 t/p 6259 57.14 1.38452 1.39072 1.38452 366475.39 118387153.06

12516 2014.04.14 09:07 t/p 6257 57.14 1.38447 1.39067 1.38447 366475.39 118753628.45

12517 2014.04.14 09:07 t/p 6255 57.14 1.38445 1.39065 1.38445 366475.39 119120103.84

12518 2014.04.14 09:07 t/p 6256 57.14 1.38446 1.39066 1.38446 366475.39 119486579.23

12519 2014.04.18 02:21 sell 6260 58.03 1.38140 1.38700 1.38080

12520 2014.04.18 02:26 sell 6261 58.03 1.38144 1.38704 1.38084

12521 2014.04.18 02:27 sell 6262 58.03 1.38147 1.38707 1.38087

12522 2014.04.18 02:28 sell 6263 58.03 1.38147 1.38707 1.38087

12523 2014.04.18 02:32 sell 6264 58.03 1.38146 1.38706 1.38086

12524 2014.04.21 04:05 t/p 6262 58.03 1.38087 1.38707 1.38087 412606.28 119899185.51

12525 2014.04.21 04:05 t/p 6263 58.03 1.38087 1.38707 1.38087 412606.28 120311791.80

12526 2014.04.21 04:06 t/p 6264 58.03 1.38086 1.38706 1.38086 412606.28 120724398.08

12527 2014.04.21 04:06 t/p 6261 58.03 1.38084 1.38704 1.38084 412606.28 121137004.37

12528 2014.04.21 04:06 t/p 6260 58.03 1.38080 1.38700 1.38080 412606.27 121549610.64

12529 2014.04.21 21:37 sell 6265 59.03 1.37933 1.38493 1.37873

12530 2014.04.21 21:39 sell 6266 59.03 1.37935 1.38495 1.37875

12531 2014.04.21 21:43 sell 6267 59.03 1.37939 1.38499 1.37879

12532 2014.04.21 21:47 sell 6268 59.03 1.37937 1.38497 1.37877

12533 2014.04.21 21:49 sell 6269 59.03 1.37935 1.38495 1.37875

12534 2014.04.22 09:14 t/p 6267 59.03 1.37879 1.38499 1.37879 419716.50 121969327.14

Page 336: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 336/509

12535 2014.04.22 09:14 t/p 6268 59.03 1.37877 1.38497 1.37877 419716.51 122389043.65

12536 2014.04.22 09:14 t/p 6266 59.03 1.37875 1.38495 1.37875 419716.51 122808760.16

12537 2014.04.22 09:14 t/p 6269 59.03 1.37875 1.38495 1.37875 419716.51 123228476.66

12538 2014.04.22 09:14 t/p 6265 59.03 1.37873 1.38493 1.37873 419716.51 123648193.17

12539 2014.04.23 14:42 buy 6270 60.05 1.38369 1.37809 1.38429

12540 2014.04.23 16:55 close 6270 60.05 1.38241 1.37809 1.38429 -821476.32 122826716.85

12541 2014.04.28 14:51 buy 6271 59.65 1.38643 1.38083 1.38703

12542 2014.04.28 14:53 buy 6272 59.65 1.38648 1.38088 1.38708

12543 2014.04.28 14:54 buy 6273 59.65 1.38633 1.38073 1.38693

12544 2014.04.28 14:57 buy 6274 59.65 1.38630 1.38070 1.38690

12545 2014.04.28 14:58 buy 6275 59.65 1.38615 1.38055 1.38675

12546 2014.04.28 15:46 t/p 6275 59.65 1.38675 1.38055 1.38675 382498.46 123209215.31

12547 2014.04.28 15:48 t/p 6274 59.65 1.38690 1.38070 1.38690 382498.47 123591713.78

12548 2014.04.28 15:48 t/p 6273 59.65 1.38693 1.38073 1.38693 382498.46 123974212.24

12549 2014.04.28 15:58 t/p 6271 59.65 1.38703 1.38083 1.38703 382498.47 124356710.71

12550 2014.04.28 15:58 t/p 6272 59.65 1.38708 1.38088 1.38708 382498.47 124739209.18

12551 2014.04.29 22:45 sell 6276 60.58 1.38118 1.38678 1.38058

12552 2014.04.29 23:48 sell 6277 60.58 1.38114 1.38674 1.38054

12553 2014.04.29 23:52 sell 6278 60.58 1.38116 1.38676 1.38056

12554 2014.04.29 23:54 sell 6279 60.58 1.38120 1.38680 1.38060

12555 2014.04.30 00:16 close 6276 60.58 1.38118 1.38678 1.38058 42184.50 124781393.68

12556 2014.04.30 01:18 close 6277 60.58 1.38112 1.38674 1.38054 55136.02 124836529.70

12557 2014.04.30 01:22 close 6278 60.58 1.38110 1.38676 1.38056 81039.06 124917568.76

12558 2014.04.30 01:24 close 6279 60.58 1.38104 1.38680 1.38060 145796.65 125063365.41

12559 2014.04.30 02:06 sell 6280 60.74 1.38117 1.38677 1.38057

12560 2014.04.30 02:09 sell 6281 60.74 1.38115 1.38675 1.38055

12561 2014.04.30 02:37 sell 6282 60.74 1.38117 1.38677 1.38057

12562 2014.04.30 02:42 sell 6283 60.74 1.38120 1.38680 1.38060

12563 2014.04.30 02:44 sell 6284 60.74 1.38132 1.38692 1.38072

12564 2014.04.30 05:25 t/p 6284 60.74 1.38072 1.38692 1.38072 389571.78 125452937.19

12565 2014.04.30 05:25 close 6283 60.74 1.38071 1.38680 1.38060 318150.28 125771087.47

12566 2014.04.30 05:25 close 6282 60.74 1.38071 1.38677 1.38057 298671.70 126069759.17

12567 2014.04.30 05:25 close 6281 60.74 1.38071 1.38675 1.38055 285685.97 126355445.14

12568 2014.04.30 05:25 close 6280 60.74 1.38071 1.38677 1.38057 298671.70 126654116.84

12569 2014.04.30 20:47 buy 6285 61.51 1.38642 1.38082 1.38702

12570 2014.04.30 20:55 buy 6286 61.51 1.38635 1.38075 1.38695

12571 2014.04.30 21:00 t/p 6286 61.51 1.38695 1.38075 1.38695 394425.49 127048542.33

Page 337: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 337/509

12572 2014.04.30 21:00 t/p 6285 61.51 1.38702 1.38082 1.38702 394425.50 127442967.83

12573 2014.04.30 23:32 buy 6287 61.89 1.38670 1.38110 1.38730

12574 2014.04.30 23:46 buy 6288 61.89 1.38670 1.38110 1.38730

12575 2014.04.30 23:48 buy 6289 61.89 1.38670 1.38110 1.38730

12576 2014.05.01 00:03 buy 6290 61.89 1.38662 1.38102 1.38722

12577 2014.05.01 00:08 buy 6291 61.89 1.38655 1.38095 1.38715

12578 2014.05.01 02:24 t/p 6291 61.89 1.38715 1.38095 1.38715 396862.20 127839830.03

12579 2014.05.01 02:24 close 6289 61.89 1.38716 1.38110 1.38730 67560.23 127907390.26

12580 2014.05.01 02:24 close 6288 61.89 1.38716 1.38110 1.38730 67560.23 127974950.49

12581 2014.05.01 02:24 close 6287 61.89 1.38716 1.38110 1.38730 67560.23 128042510.72

12582 2014.05.01 02:24 t/p 6290 61.89 1.38722 1.38102 1.38722 396862.20 128439372.92

12583 2014.05.01 03:25 buy 6292 62.38 1.38673 1.38113 1.38733

12584 2014.05.01 03:26 buy 6293 62.38 1.38669 1.38109 1.38729

12585 2014.05.01 03:28 buy 6294 62.38 1.38673 1.38113 1.38733

12586 2014.05.01 03:29 buy 6295 62.38 1.38667 1.38107 1.38727

12587 2014.05.01 03:30 buy 6296 62.38 1.38667 1.38107 1.38727

12588 2014.05.01 08:28 t/p 6295 62.38 1.38727 1.38107 1.38727 400004.27 128839377.19

12589 2014.05.01 08:28 t/p 6296 62.38 1.38727 1.38107 1.38727 400004.27 129239381.46

12590 2014.05.01 08:28 t/p 6293 62.38 1.38729 1.38109 1.38729 400004.26 129639385.72

12591 2014.05.01 08:28 t/p 6292 62.38 1.38733 1.38113 1.38733 400004.26 130039389.98

12592 2014.05.01 08:28 t/p 6294 62.38 1.38733 1.38113 1.38733 400004.26 130439394.24

12593 2014.05.01 12:25 buy 6297 63.35 1.38834 1.38274 1.38894

12594 2014.05.01 12:26 buy 6298 63.35 1.38828 1.38268 1.38888

12595 2014.05.01 12:28 buy 6299 63.35 1.38832 1.38272 1.38892

12596 2014.05.01 12:37 buy 6300 63.35 1.38835 1.38275 1.38895

12597 2014.05.01 12:39 buy 6301 63.35 1.38828 1.38268 1.38888

12598 2014.05.02 15:30 s/l 6297 63.35 1.38274 1.38274 1.38894 -3872188.08 126567206.16

12599 2014.05.02 15:30 s/l 6298 63.35 1.38268 1.38268 1.38888 -3872188.09 122695018.07

12600 2014.05.02 15:30 s/l 6299 63.35 1.38272 1.38272 1.38892 -3872188.09 118822829.98

12601 2014.05.02 15:30 s/l 6300 63.35 1.38275 1.38275 1.38895 -3872188.09 114950641.89

12602 2014.05.02 15:30 s/l 6301 63.35 1.38268 1.38268 1.38888 -3872188.09 111078453.80

12603 2014.05.06 16:22 buy 6302 53.95 1.39342 1.38782 1.39402

12604 2014.05.06 16:23 buy 6303 53.95 1.39335 1.38775 1.39395

12605 2014.05.06 16:24 buy 6304 53.95 1.39331 1.38771 1.39391

12606 2014.05.06 16:26 buy 6305 53.95 1.39336 1.38776 1.39396

12607 2014.05.06 16:31 buy 6306 53.95 1.39333 1.38773 1.39393

12608 2014.05.08 11:46 t/p 6304 53.95 1.39391 1.38771 1.39391 70826.27 111149280.07

12609 2014.05.08 11:46 close 6302 53.95 1.39391 1.38782 1.39402 7404.27 111156684.33

Page 338: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 338/509

12610 2014.05.08 11:46 t/p 6306 53.95 1.39393 1.38773 1.39393 70826.27 111227510.60

12611 2014.05.08 11:46 close 6305 53.95 1.39386 1.38776 1.39396 13169.91 111240680.51

12612 2014.05.08 11:46 close 6303 53.95 1.39385 1.38775 1.39395 13169.90 111253850.41

12613 2014.05.08 14:28 buy 6307 54.03 1.39364 1.38804 1.39424

12614 2014.05.08 14:37 buy 6308 54.03 1.39353 1.38793 1.39413

12615 2014.05.08 14:45 t/p 6308 54.03 1.39413 1.38793 1.39413 346451.17 111600301.58

12616 2014.05.08 14:45 t/p 6307 54.03 1.39424 1.38804 1.39424 346451.17 111946752.75

12617 2014.05.09 02:27 sell 6309 54.37 1.38431 1.38991 1.38371

12618 2014.05.09 02:54 sell 6310 54.37 1.38429 1.38989 1.38369

12619 2014.05.09 03:14 t/p 6309 54.37 1.38371 1.38991 1.38371 348709.60 112295462.35

12620 2014.05.09 03:14 t/p 6310 54.37 1.38369 1.38989 1.38369 348709.61 112644171.96

12621 2014.05.12 00:07 sell 6311 54.71 1.37555 1.38115 1.37495

12622 2014.05.12 00:09 sell 6312 54.71 1.37578 1.38138 1.37518

12623 2014.05.12 00:15 sell 6313 54.71 1.37563 1.38123 1.37503

12624 2014.05.12 00:20 sell 6314 54.71 1.37562 1.38122 1.37502

12625 2014.05.12 00:21 sell 6315 54.71 1.37570 1.38130 1.37510

12626 2014.05.12 03:58 t/p 6312 54.71 1.37518 1.38138 1.37518 350890.25 112995062.21

12627 2014.05.12 03:58 close 6314 54.71 1.37518 1.38122 1.37502 257319.52 113252381.73

12628 2014.05.12 03:58 close 6313 54.71 1.37518 1.38123 1.37503 263167.69 113515549.42

12629 2014.05.12 03:58 close 6311 54.71 1.37518 1.38115 1.37495 216382.32 113731931.74

12630 2014.05.12 03:58 close 6315 54.71 1.37520 1.38130 1.37510 292408.54 114024340.28

12631 2014.05.13 16:06 sell 6316 55.38 1.37256 1.37816 1.37196

12632 2014.05.13 16:09 sell 6317 55.38 1.37253 1.37813 1.37193

12633 2014.05.13 16:15 t/p 6316 55.38 1.37196 1.37816 1.37196 355187.38 114379527.66

12634 2014.05.13 16:15 t/p 6317 55.38 1.37193 1.37813 1.37193 355187.38 114734715.04

12635 2014.05.13 23:58 sell 6318 55.72 1.37019 1.37579 1.36959

12636 2014.05.13 23:59 sell 6319 55.72 1.37022 1.37582 1.36962

12637 2014.05.14 00:12 sell 6320 55.72 1.37023 1.37583 1.36963

12638 2014.05.14 00:25 sell 6321 55.72 1.37023 1.37583 1.36963

12639 2014.05.14 00:34 sell 6322 55.72 1.37025 1.37585 1.36965

12640 2014.05.15 10:09 t/p 6320 55.72 1.36963 1.37583 1.36963 473768.83 115208483.87

12641 2014.05.15 10:09 t/p 6321 55.72 1.36963 1.37583 1.36963 473768.83 115682252.70

12642 2014.05.15 10:09 t/p 6322 55.72 1.36965 1.37585 1.36965 473768.83 116156021.53

12643 2014.05.15 10:09 t/p 6319 55.72 1.36962 1.37582 1.36962 512569.10 116668590.63

12644 2014.05.15 10:09 t/p 6318 55.72 1.36959 1.37579 1.36959 512569.10 117181159.73

12645 2014.05.15 15:46 sell 6323 56.91 1.36676 1.37236 1.36616

12646 2014.05.15 15:47 sell 6324 56.91 1.36705 1.37265 1.36645

Page 339: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 339/509

12647 2014.05.15 15:49 t/p 6324 56.91 1.36645 1.37265 1.36645 365000.26 117546159.99

12648 2014.05.15 15:50 t/p 6323 56.91 1.36616 1.37236 1.36616 365000.26 117911160.25

12649 2014.05.15 16:20 sell 6325 57.27 1.36724 1.37284 1.36664

12650 2014.05.15 16:22 sell 6326 57.27 1.36724 1.37284 1.36664

12651 2014.05.15 16:26 sell 6327 57.27 1.36719 1.37279 1.36659

12652 2014.05.15 16:27 sell 6328 57.27 1.36731 1.37291 1.36671

12653 2014.05.15 16:29 sell 6329 57.27 1.36721 1.37281 1.36661

12654 2014.05.15 18:15 s/l 6327 57.27 1.37279 1.37279 1.36659 -3428218.86 114482941.39

12655 2014.05.15 18:15 close 6328 57.27 1.37279 1.37291 1.36671 -3354757.02 111128184.37

12656 2014.05.15 18:15 s/l 6329 57.27 1.37281 1.37281 1.36661 -3428218.86 107699965.51

12657 2014.05.15 18:15 s/l 6325 57.27 1.37284 1.37284 1.36664 -3428218.85 104271746.66

12658 2014.05.15 18:15 s/l 6326 57.27 1.37284 1.37284 1.36664 -3428218.85 100843527.81

12659 2014.05.21 19:01 sell 6330 48.98 1.36676 1.37236 1.36616

12660 2014.05.21 19:08 sell 6331 48.98 1.36688 1.37248 1.36628

12661 2014.05.21 19:09 sell 6332 48.98 1.36702 1.37262 1.36642

12662 2014.05.21 19:11 sell 6333 48.98 1.36722 1.37282 1.36662

12663 2014.05.21 19:22 t/p 6333 48.98 1.36662 1.37282 1.36662 314137.15 101157664.96

12664 2014.05.21 19:30 t/p 6332 48.98 1.36642 1.37262 1.36642 314137.15 101471802.11

12665 2014.05.21 19:30 t/p 6331 48.98 1.36628 1.37248 1.36628 314137.15 101785939.26

12666 2014.05.21 19:32 t/p 6330 48.98 1.36616 1.37236 1.36616 314137.15 102100076.41

12667 2014.05.21 21:00 sell 6334 49.59 1.36665 1.37225 1.36605

12668 2014.05.21 21:03 t/p 6334 49.59 1.36605 1.37225 1.36605 318049.43 102418125.84

12669 2014.05.23 14:36 sell 6335 49.74 1.36275 1.36835 1.36215

12670 2014.05.23 14:38 sell 6336 49.74 1.36276 1.36836 1.36216

12671 2014.05.23 14:40 sell 6337 49.74 1.36281 1.36841 1.36221

12672 2014.05.23 14:42 sell 6338 49.74 1.36285 1.36845 1.36225

12673 2014.05.23 14:44 sell 6339 49.74 1.36286 1.36846 1.36226

12674 2014.05.26 00:00 t/p 6338 49.74 1.36225 1.36845 1.36225 353647.61 102771773.45

12675 2014.05.26 00:00 t/p 6339 49.74 1.36226 1.36846 1.36226 353647.61 103125421.05

12676 2014.05.26 00:00 t/p 6335 49.74 1.36215 1.36835 1.36215 353647.61 103479068.66

12677 2014.05.26 00:00 t/p 6336 49.74 1.36216 1.36836 1.36216 353647.61 103832716.26

12678 2014.05.26 00:00 t/p 6337 49.74 1.36221 1.36841 1.36221 353647.61 104186363.87

12679 2014.05.27 21:02 sell 6340 50.60 1.36202 1.36762 1.36142

12680 2014.05.27 21:03 sell 6341 50.60 1.36214 1.36774 1.36154

12681 2014.05.27 21:04 sell 6342 50.60 1.36223 1.36783 1.36163

12682 2014.05.27 21:07 sell 6343 50.60 1.36220 1.36780 1.36160

12683 2014.05.27 21:12 sell 6344 50.60 1.36210 1.36770 1.36150

12684 2014.05.28 14:16 t/p 6342 50.60 1.36163 1.36783 1.36163 359762.13 104546126.00

Page 340: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 340/509

12685 2014.05.28 14:16 close 6344 50.60 1.36163 1.36770 1.36150 289447.92 104835573.92

12686 2014.05.28 14:16 close 6340 50.60 1.36163 1.36762 1.36142 246177.63 105081751.55

12687 2014.05.28 14:16 t/p 6343 50.60 1.36160 1.36780 1.36160 359762.14 105441513.69

12688 2014.05.28 14:16 close 6341 50.60 1.36164 1.36774 1.36154 305674.28 105747187.97

12689 2014.05.28 23:10 sell 6345 51.36 1.35952 1.36512 1.35892

12690 2014.05.28 23:12 sell 6346 51.36 1.35955 1.36515 1.35895

12691 2014.05.28 23:52 t/p 6346 51.36 1.35895 1.36515 1.35895 329401.47 106076589.44

12692 2014.05.29 00:40 close 6345 51.36 1.35939 1.36512 1.35892 178662.95 106255252.38

12693 2014.05.29 01:18 sell 6347 51.60 1.35943 1.36503 1.35883

12694 2014.05.29 01:27 sell 6348 51.60 1.35941 1.36501 1.35881

12695 2014.05.29 01:28 sell 6349 51.60 1.35943 1.36503 1.35883

12696 2014.05.29 01:29 sell 6350 51.60 1.35946 1.36506 1.35886

12697 2014.05.29 01:33 sell 6351 51.60 1.35943 1.36503 1.35883

12698 2014.05.29 10:12 t/p 6350 51.60 1.35886 1.36506 1.35886 330940.72 106586193.10

12699 2014.05.29 10:12 t/p 6347 51.60 1.35883 1.36503 1.35883 330940.73 106917133.83

12700 2014.05.29 10:12 t/p 6349 51.60 1.35883 1.36503 1.35883 330940.73 107248074.56

12701 2014.05.29 10:12 t/p 6351 51.60 1.35883 1.36503 1.35883 330940.73 107579015.29

12702 2014.05.29 10:12 t/p 6348 51.60 1.35881 1.36501 1.35881 330940.73 107909956.02

12703 2014.06.06 01:18 buy 6352 52.41 1.36595 1.36035 1.36655

12704 2014.06.06 01:19 buy 6353 52.41 1.36593 1.36033 1.36653

12705 2014.06.06 01:29 buy 6354 52.41 1.36591 1.36031 1.36651

12706 2014.06.06 02:23 buy 6355 52.41 1.36595 1.36035 1.36655

12707 2014.06.06 02:24 buy 6356 52.41 1.36594 1.36034 1.36654

12708 2014.06.06 15:34 t/p 6353 52.41 1.36653 1.36033 1.36653 336063.41 108246019.43

12709 2014.06.06 15:34 t/p 6354 52.41 1.36651 1.36031 1.36651 336063.40 108582082.83

12710 2014.06.06 15:34 t/p 6356 52.41 1.36654 1.36034 1.36654 336063.40 108918146.23

12711 2014.06.06 15:34 t/p 6352 52.41 1.36655 1.36035 1.36655 336063.40 109254209.63

12712 2014.06.06 15:34 t/p 6355 52.41 1.36655 1.36035 1.36655 336063.40 109590273.03

12713 2014.06.09 22:05 sell 6357 53.22 1.35884 1.36444 1.35824

12714 2014.06.09 22:15 sell 6358 53.22 1.35887 1.36447 1.35827

12715 2014.06.09 22:16 sell 6359 53.22 1.35891 1.36451 1.35831

12716 2014.06.09 22:17 sell 6360 53.22 1.35893 1.36453 1.35833

12717 2014.06.09 22:19 sell 6361 53.22 1.35894 1.36454 1.35834

12718 2014.06.10 11:16 t/p 6361 53.22 1.35834 1.36454 1.35834 378390.14 109968663.18

12719 2014.06.10 11:16 close 6357 53.22 1.35834 1.36444 1.35824 321501.69 110290164.87

12720 2014.06.10 11:16 t/p 6359 53.22 1.35831 1.36451 1.35831 378390.13 110668555.00

12721 2014.06.10 11:16 t/p 6360 53.22 1.35833 1.36453 1.35833 378390.14 111046945.14

Page 341: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 341/509

12722 2014.06.10 11:16 t/p 6358 53.22 1.35827 1.36447 1.35827 378390.13 111425335.27

12723 2014.06.10 15:23 sell 6362 54.12 1.35538 1.36098 1.35478

12724 2014.06.10 15:24 sell 6363 54.12 1.35547 1.36107 1.35487

12725 2014.06.10 15:25 sell 6364 54.12 1.35568 1.36128 1.35508

12726 2014.06.10 15:28 sell 6365 54.12 1.35548 1.36108 1.35488

12727 2014.06.10 15:30 sell 6366 54.12 1.35543 1.36103 1.35483

12728 2014.06.10 15:38 t/p 6364 54.12 1.35508 1.36128 1.35508 347102.95 111772438.22

12729 2014.06.10 15:39 t/p 6363 54.12 1.35487 1.36107 1.35487 347102.95 112119541.17

12730 2014.06.10 15:39 t/p 6365 54.12 1.35488 1.36108 1.35488 347102.95 112466644.12

12731 2014.06.10 15:39 t/p 6366 54.12 1.35483 1.36103 1.35483 347102.95 112813747.07

12732 2014.06.10 15:40 t/p 6362 54.12 1.35478 1.36098 1.35478 347102.95 113160850.02

12733 2014.06.10 21:44 sell 6367 54.96 1.35440 1.36000 1.35380

12734 2014.06.10 21:54 sell 6368 54.96 1.35435 1.35995 1.35375

12735 2014.06.10 21:57 sell 6369 54.96 1.35443 1.36003 1.35383

12736 2014.06.10 22:04 sell 6370 54.96 1.35443 1.36003 1.35383

12737 2014.06.10 22:06 sell 6371 54.96 1.35443 1.36003 1.35383

12738 2014.06.11 03:16 t/p 6369 54.96 1.35383 1.36003 1.35383 390761.41 113551611.43

12739 2014.06.11 03:16 t/p 6370 54.96 1.35383 1.36003 1.35383 390761.41 113942372.84

12740 2014.06.11 03:16 t/p 6371 54.96 1.35383 1.36003 1.35383 390761.41 114333134.25

12741 2014.06.11 03:16 close 6368 54.96 1.35385 1.35995 1.35375 332013.02 114665147.27

12742 2014.06.11 03:16 close 6367 54.96 1.35390 1.36000 1.35380 332013.01 114997160.28

12743 2014.06.17 04:26 buy 6372 55.85 1.35751 1.35191 1.35811

12744 2014.06.17 04:27 buy 6373 55.85 1.35746 1.35186 1.35806

12745 2014.06.17 04:28 buy 6374 55.85 1.35739 1.35179 1.35799

12746 2014.06.17 04:29 buy 6375 55.85 1.35736 1.35176 1.35796

12747 2014.06.17 04:33 buy 6376 55.85 1.35737 1.35177 1.35797

12748 2014.06.18 17:17 t/p 6375 55.85 1.35796 1.35176 1.35796 286921.18 115284081.46

12749 2014.06.18 17:17 close 6373 55.85 1.35796 1.35186 1.35806 227234.28 115511315.74

12750 2014.06.18 17:17 close 6372 55.85 1.35796 1.35191 1.35811 197390.84 115708706.58

12751 2014.06.18 17:17 t/p 6374 55.85 1.35799 1.35179 1.35799 286921.18 115995627.76

12752 2014.06.18 17:17 t/p 6376 55.85 1.35797 1.35177 1.35797 286921.18 116282548.94

12753 2014.06.18 18:01 buy 6377 56.47 1.35704 1.35144 1.35764

12754 2014.06.18 19:35 close 6377 56.47 1.35704 1.35144 1.35764 0.00 116282548.94

12755 2014.06.19 13:45 buy 6378 56.47 1.36264 1.35704 1.36324

12756 2014.06.19 13:47 buy 6379 56.47 1.36265 1.35705 1.36325

12757 2014.06.19 13:48 buy 6380 56.47 1.36256 1.35696 1.36316

12758 2014.06.19 13:49 buy 6381 56.47 1.36242 1.35682 1.36302

12759 2014.06.19 13:50 buy 6382 56.47 1.36234 1.35674 1.36294

Page 342: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 342/509

12760 2014.06.19 14:35 t/p 6382 56.47 1.36294 1.35674 1.36294 362096.94 116644645.88

12761 2014.06.19 14:42 buy 6383 56.65 1.36238 1.35678 1.36298

12762 2014.06.19 16:31 t/p 6383 56.65 1.36298 1.35678 1.36298 363251.13 117007897.01

12763 2014.06.19 16:31 close 6380 56.47 1.36299 1.35696 1.36316 259502.80 117267399.81

12764 2014.06.19 16:31 close 6379 56.47 1.36299 1.35705 1.36325 205188.26 117472588.07

12765 2014.06.19 16:31 close 6378 56.47 1.36299 1.35704 1.36324 211223.21 117683811.28

12766 2014.06.19 16:31 t/p 6381 56.47 1.36302 1.35682 1.36302 362096.94 118045908.22

12767 2014.06.25 21:51 buy 6384 57.33 1.36340 1.35780 1.36400

12768 2014.06.25 21:52 buy 6385 57.33 1.36334 1.35774 1.36394

12769 2014.06.25 21:55 buy 6386 57.33 1.36325 1.35765 1.36385

12770 2014.06.25 21:57 buy 6387 57.33 1.36330 1.35770 1.36390

12771 2014.06.25 21:59 buy 6388 57.33 1.36323 1.35763 1.36383

12772 2014.06.26 09:42 t/p 6388 57.33 1.36383 1.35763 1.36383 148350.54 118194258.76

12773 2014.06.26 09:42 close 6385 57.33 1.36383 1.35774 1.36394 80955.11 118275213.87

12774 2014.06.26 09:42 close 6384 57.33 1.36383 1.35780 1.36400 44193.97 118319407.84

12775 2014.06.26 09:42 t/p 6386 57.33 1.36385 1.35765 1.36385 148350.53 118467758.38

12776 2014.06.26 09:42 t/p 6387 57.33 1.36390 1.35770 1.36390 148350.54 118616108.92

12777 2014.06.30 02:31 buy 6389 57.61 1.36445 1.35885 1.36505

12778 2014.06.30 02:35 buy 6390 57.61 1.36437 1.35877 1.36497

12779 2014.06.30 02:37 buy 6391 57.61 1.36439 1.35879 1.36499

12780 2014.06.30 02:39 buy 6392 57.61 1.36438 1.35878 1.36498

12781 2014.06.30 02:41 buy 6393 57.61 1.36440 1.35880 1.36500

12782 2014.06.30 09:08 t/p 6390 57.61 1.36497 1.35877 1.36497 369406.84 118985515.76

12783 2014.06.30 09:08 t/p 6391 57.61 1.36499 1.35879 1.36499 369406.84 119354922.60

12784 2014.06.30 09:08 t/p 6392 57.61 1.36498 1.35878 1.36498 369406.84 119724329.44

12785 2014.06.30 09:08 t/p 6393 57.61 1.36500 1.35880 1.36500 369406.84 120093736.28

12786 2014.06.30 09:08 t/p 6389 57.61 1.36505 1.35885 1.36505 369406.84 120463143.12

12787 2014.06.30 23:47 buy 6394 58.50 1.36920 1.36360 1.36980

12788 2014.07.01 01:17 close 6394 58.50 1.36931 1.36360 1.36980 -5807.68 120457335.43

12789 2014.07.01 01:38 buy 6395 58.50 1.36924 1.36364 1.36984

12790 2014.07.01 01:39 buy 6396 58.50 1.36923 1.36363 1.36983

12791 2014.07.01 01:49 buy 6397 58.50 1.36923 1.36363 1.36983

12792 2014.07.01 01:50 buy 6398 58.50 1.36922 1.36362 1.36982

12793 2014.07.01 01:56 buy 6399 58.50 1.36921 1.36361 1.36981

12794 2014.07.01 17:02 t/p 6399 58.50 1.36981 1.36361 1.36981 375117.21 120832452.64

12795 2014.07.01 17:02 t/p 6395 58.50 1.36984 1.36364 1.36984 375117.21 121207569.85

12796 2014.07.01 17:02 t/p 6396 58.50 1.36983 1.36363 1.36983 375117.21 121582687.06

Page 343: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 343/509

12797 2014.07.01 17:02 t/p 6397 58.50 1.36983 1.36363 1.36983 375117.21 121957804.27

12798 2014.07.01 17:02 t/p 6398 58.50 1.36982 1.36362 1.36982 375117.21 122332921.48

12799 2014.07.03 21:44 sell 6400 59.41 1.36088 1.36648 1.36028

12800 2014.07.03 21:58 sell 6401 59.41 1.36095 1.36655 1.36035

12801 2014.07.03 22:21 sell 6402 59.41 1.36096 1.36656 1.36036

12802 2014.07.03 22:23 sell 6403 59.41 1.36095 1.36655 1.36035

12803 2014.07.03 22:24 sell 6404 59.41 1.36099 1.36659 1.36039

12804 2014.07.04 04:19 t/p 6404 59.41 1.36039 1.36659 1.36039 422393.44 122755314.92

12805 2014.07.04 04:19 close 6400 59.41 1.36039 1.36648 1.36028 352539.10 123107854.02

12806 2014.07.04 04:20 t/p 6402 59.41 1.36036 1.36656 1.36036 422393.43 123530247.45

12807 2014.07.04 04:20 t/p 6401 59.41 1.36035 1.36655 1.36035 422393.44 123952640.89

12808 2014.07.04 04:20 t/p 6403 59.41 1.36035 1.36655 1.36035 422393.44 124375034.33

12809 2014.07.04 14:27 sell 6405 60.41 1.35916 1.36476 1.35856

12810 2014.07.04 14:29 sell 6406 60.41 1.35919 1.36479 1.35859

12811 2014.07.04 14:30 sell 6407 60.41 1.35926 1.36486 1.35866

12812 2014.07.04 14:31 sell 6408 60.41 1.35927 1.36487 1.35867

12813 2014.07.04 14:34 sell 6409 60.41 1.35931 1.36491 1.35871

12814 2014.07.04 15:59 t/p 6409 60.41 1.35871 1.36491 1.35871 387437.11 124762471.44

12815 2014.07.04 15:59 close 6405 60.41 1.35868 1.36476 1.35856 309949.69 125072421.13

12816 2014.07.04 15:59 t/p 6407 60.41 1.35866 1.36486 1.35866 387437.12 125459858.25

12817 2014.07.04 15:59 t/p 6408 60.41 1.35867 1.36487 1.35867 387437.12 125847295.37

12818 2014.07.04 15:59 close 6406 60.41 1.35869 1.36479 1.35859 322864.27 126170159.64

12819 2014.07.10 20:13 sell 6410 61.28 1.36005 1.36565 1.35945

12820 2014.07.10 20:31 sell 6411 61.28 1.36005 1.36565 1.35945

12821 2014.07.10 20:32 sell 6412 61.28 1.36013 1.36573 1.35953

12822 2014.07.10 20:33 sell 6413 61.28 1.36019 1.36579 1.35959

12823 2014.07.10 20:35 sell 6414 61.28 1.36022 1.36582 1.35962

12824 2014.07.10 21:12 t/p 6414 61.28 1.35962 1.36582 1.35962 393024.19 126563183.83

12825 2014.07.10 21:17 t/p 6413 61.28 1.35959 1.36579 1.35959 393024.18 126956208.01

12826 2014.07.10 21:18 t/p 6412 61.28 1.35953 1.36573 1.35953 393024.18 127349232.19

12827 2014.07.10 21:43 close 6410 61.28 1.35996 1.36565 1.35945 58953.63 127408185.82

12828 2014.07.10 21:54 sell 6415 61.88 1.36018 1.36578 1.35958

12829 2014.07.10 21:55 sell 6416 61.88 1.36021 1.36581 1.35961

12830 2014.07.10 21:56 sell 6417 61.88 1.36028 1.36588 1.35968

12831 2014.07.10 21:57 sell 6418 61.88 1.36031 1.36591 1.35971

12832 2014.07.11 03:59 t/p 6418 61.88 1.35971 1.36591 1.35971 439965.79 127848151.60

12833 2014.07.11 03:59 close 6416 61.88 1.35971 1.36581 1.35961 373819.79 128221971.39

12834 2014.07.11 03:59 close 6415 61.88 1.35971 1.36578 1.35958 353975.98 128575947.37

Page 344: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 344/509

12835 2014.07.11 03:59 close 6411 61.28 1.35971 1.36565 1.35945 265387.73 128841335.10

12836 2014.07.11 04:00 t/p 6417 61.88 1.35968 1.36588 1.35968 439965.79 129281300.89

12837 2014.07.15 23:25 sell 6419 62.79 1.35689 1.36249 1.35629

12838 2014.07.15 23:35 sell 6420 62.79 1.35691 1.36251 1.35631

12839 2014.07.15 23:38 sell 6421 62.79 1.35689 1.36249 1.35629

12840 2014.07.15 23:39 sell 6422 62.79 1.35690 1.36250 1.35630

12841 2014.07.16 00:55 close 6419 62.79 1.35687 1.36249 1.35629 57147.30 129338448.19

12842 2014.07.16 01:05 close 6420 62.79 1.35687 1.36251 1.35631 70571.17 129409019.36

12843 2014.07.16 01:08 close 6421 62.79 1.35682 1.36249 1.35629 90706.98 129499726.34

12844 2014.07.16 01:09 close 6422 62.79 1.35681 1.36250 1.35630 104130.85 129603857.19

12845 2014.07.16 01:25 sell 6423 62.94 1.35693 1.36253 1.35633

12846 2014.07.16 01:27 sell 6424 62.94 1.35692 1.36252 1.35632

12847 2014.07.16 01:29 sell 6425 62.94 1.35692 1.36252 1.35632

12848 2014.07.16 01:36 sell 6426 62.94 1.35691 1.36251 1.35631

12849 2014.07.16 01:39 sell 6427 62.94 1.35691 1.36251 1.35631

12850 2014.07.16 06:17 t/p 6423 62.94 1.35633 1.36253 1.35633 403678.28 130007535.47

12851 2014.07.16 06:17 t/p 6424 62.94 1.35632 1.36252 1.35632 403678.28 130411213.75

12852 2014.07.16 06:17 t/p 6425 62.94 1.35632 1.36252 1.35632 403678.28 130814892.03

12853 2014.07.16 06:17 t/p 6426 62.94 1.35631 1.36251 1.35631 403678.28 131218570.31

12854 2014.07.16 06:17 t/p 6427 62.94 1.35631 1.36251 1.35631 403678.28 131622248.59

12855 2014.07.16 17:46 sell 6428 63.92 1.35375 1.35935 1.35315

12856 2014.07.16 17:47 sell 6429 63.92 1.35382 1.35942 1.35322

12857 2014.07.16 17:53 sell 6430 63.92 1.35377 1.35937 1.35317

12858 2014.07.16 17:55 sell 6431 63.92 1.35378 1.35938 1.35318

12859 2014.07.16 17:56 sell 6432 63.92 1.35388 1.35948 1.35328

12860 2014.07.16 18:15 t/p 6432 63.92 1.35328 1.35948 1.35328 409963.70 132032212.29

12861 2014.07.16 18:19 t/p 6429 63.92 1.35322 1.35942 1.35322 409963.71 132442176.00

12862 2014.07.16 18:41 t/p 6431 63.92 1.35318 1.35938 1.35318 409963.71 132852139.71

12863 2014.07.16 18:41 t/p 6430 63.92 1.35317 1.35937 1.35317 409963.71 133262103.42

12864 2014.07.16 18:41 t/p 6428 63.92 1.35315 1.35935 1.35315 409963.70 133672067.12

12865 2014.07.16 23:53 sell 6433 64.92 1.35242 1.35802 1.35182

12866 2014.07.16 23:54 sell 6434 64.92 1.35244 1.35804 1.35184

12867 2014.07.16 23:55 sell 6435 64.92 1.35246 1.35806 1.35186

12868 2014.07.16 23:58 sell 6436 64.92 1.35242 1.35802 1.35182

12869 2014.07.17 00:52 sell 6437 64.92 1.35248 1.35808 1.35188

12870 2014.07.17 17:57 t/p 6437 64.92 1.35188 1.35808 1.35188 416377.40 134088444.52

12871 2014.07.17 17:57 t/p 6435 64.92 1.35186 1.35806 1.35186 551997.31 134640441.83

Page 345: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 345/509

12872 2014.07.17 17:57 t/p 6434 64.92 1.35184 1.35804 1.35184 551997.30 135192439.12

12873 2014.07.17 17:57 t/p 6433 64.92 1.35182 1.35802 1.35182 551997.30 135744436.42

12874 2014.07.17 17:57 t/p 6436 64.92 1.35182 1.35802 1.35182 551997.30 136296433.72

12875 2014.07.22 15:31 sell 6438 66.19 1.34912 1.35472 1.34852

12876 2014.07.22 15:32 t/p 6438 66.19 1.34852 1.35472 1.34852 424526.77 136720960.49

12877 2014.07.22 16:06 sell 6439 66.40 1.34912 1.35472 1.34852

12878 2014.07.22 16:13 t/p 6439 66.40 1.34852 1.35472 1.34852 425873.66 137146834.15

12879 2014.07.22 20:14 sell 6440 66.61 1.34709 1.35269 1.34649

12880 2014.07.22 21:44 close 6440 66.61 1.34681 1.35269 1.34649 199369.60 137346203.75

12881 2014.07.23 01:25 sell 6441 66.70 1.34671 1.35231 1.34611

12882 2014.07.23 02:55 close 6441 66.70 1.34667 1.35231 1.34611 28519.86 137374723.61

12883 2014.07.23 03:10 sell 6442 66.72 1.34670 1.35230 1.34610

12884 2014.07.23 03:12 sell 6443 66.72 1.34668 1.35228 1.34608

12885 2014.07.23 03:20 sell 6444 66.72 1.34669 1.35229 1.34609

12886 2014.07.23 03:21 sell 6445 66.72 1.34669 1.35229 1.34609

12887 2014.07.23 03:22 sell 6446 66.72 1.34672 1.35232 1.34612

12888 2014.07.23 04:38 t/p 6446 66.72 1.34612 1.35232 1.34612 427926.06 137802649.67

12889 2014.07.23 04:39 t/p 6442 66.72 1.34610 1.35230 1.34610 427926.07 138230575.74

12890 2014.07.23 04:40 t/p 6444 66.72 1.34609 1.35229 1.34609 427926.07 138658501.81

12891 2014.07.23 04:40 t/p 6445 66.72 1.34609 1.35229 1.34609 427926.07 139086427.88

12892 2014.07.23 04:40 t/p 6443 66.72 1.34608 1.35228 1.34608 427926.07 139514353.95

12893 2014.07.28 02:01 sell 6447 67.75 1.34318 1.34878 1.34258

12894 2014.07.28 02:02 sell 6448 67.75 1.34322 1.34882 1.34262

12895 2014.07.28 02:06 sell 6449 67.75 1.34321 1.34881 1.34261

12896 2014.07.28 03:14 sell 6450 67.75 1.34310 1.34870 1.34250

12897 2014.07.28 03:24 sell 6451 67.75 1.34314 1.34874 1.34254

12898 2014.07.29 15:23 t/p 6448 67.75 1.34262 1.34882 1.34262 481705.45 139996059.40

12899 2014.07.29 15:23 t/p 6449 67.75 1.34261 1.34881 1.34261 481705.46 140477764.87

12900 2014.07.29 15:23 close 6450 67.75 1.34261 1.34870 1.34250 402041.96 140879806.83

12901 2014.07.29 15:23 close 6451 67.75 1.34264 1.34874 1.34254 409284.09 141289090.93

12902 2014.07.29 15:23 t/p 6447 67.75 1.34258 1.34878 1.34258 481705.46 141770796.39

12903 2014.07.29 22:20 sell 6452 68.85 1.34110 1.34670 1.34050

12904 2014.07.29 23:50 close 6452 68.85 1.34091 1.34670 1.34050 139834.69 141910631.08

12905 2014.07.30 00:48 sell 6453 68.92 1.34095 1.34655 1.34035

12906 2014.07.30 01:21 sell 6454 68.92 1.34094 1.34654 1.34034

12907 2014.07.30 01:32 sell 6455 68.92 1.34100 1.34660 1.34040

12908 2014.07.30 01:33 sell 6456 68.92 1.34102 1.34662 1.34042

12909 2014.07.30 01:35 sell 6457 68.92 1.34101 1.34661 1.34041

Page 346: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 346/509

12910 2014.07.30 08:31 t/p 6456 68.92 1.34042 1.34662 1.34042 442032.21 142352663.29

12911 2014.07.30 08:31 t/p 6457 68.92 1.34041 1.34661 1.34041 442032.20 142794695.49

12912 2014.07.30 08:31 t/p 6455 68.92 1.34040 1.34660 1.34040 442032.20 143236727.69

12913 2014.07.30 08:31 close 6454 68.92 1.34044 1.34654 1.34034 368360.17 143605087.86

12914 2014.07.30 08:31 close 6453 68.92 1.34045 1.34655 1.34035 368360.17 143973448.03

12915 2014.07.30 19:48 sell 6458 69.92 1.33820 1.34380 1.33760

12916 2014.07.30 20:25 sell 6459 69.92 1.33820 1.34380 1.33760

12917 2014.07.30 21:00 t/p 6458 69.92 1.33760 1.34380 1.33760 448441.71 144421889.74

12918 2014.07.30 21:00 t/p 6459 69.92 1.33760 1.34380 1.33760 448441.71 144870331.45

12919 2014.09.01 01:55 sell 6460 70.36 1.31333 1.31893 1.31273

12920 2014.09.01 01:57 sell 6461 70.36 1.31336 1.31896 1.31276

12921 2014.09.01 02:45 t/p 6461 70.36 1.31276 1.31896 1.31276 451272.15 145321603.60

12922 2014.09.01 02:45 t/p 6460 70.36 1.31273 1.31893 1.31273 451272.15 145772875.75

12923 2014.09.05 02:09 sell 6462 70.79 1.29394 1.29954 1.29334

12924 2014.09.05 02:40 t/p 6462 70.79 1.29334 1.29954 1.29334 454030.07 146226905.82

12925 2014.09.09 01:00 sell 6463 71.01 1.28989 1.29549 1.28929

12926 2014.09.09 01:02 sell 6464 71.01 1.28990 1.29550 1.28930

12927 2014.09.09 02:30 close 6463 71.01 1.28963 1.29549 1.28929 197357.81 146424263.63

12928 2014.09.09 02:32 close 6464 71.01 1.28974 1.29550 1.28930 121450.96 146545714.59

12929 2014.09.09 04:02 sell 6465 71.17 1.28988 1.29548 1.28928

12930 2014.09.09 04:24 sell 6466 71.17 1.28991 1.29551 1.28931

12931 2014.09.09 05:19 t/p 6466 71.17 1.28931 1.29551 1.28931 456467.30 147002181.89

12932 2014.09.09 05:19 t/p 6465 71.17 1.28928 1.29548 1.28928 456467.30 147458649.19

12933 2014.09.10 01:10 buy 6467 71.61 1.29361 1.28801 1.29421

12934 2014.09.10 01:26 buy 6468 71.61 1.29357 1.28797 1.29417

12935 2014.09.10 01:29 buy 6469 71.61 1.29355 1.28795 1.29415

12936 2014.09.10 01:32 buy 6470 71.61 1.29355 1.28795 1.29415

12937 2014.09.10 01:58 buy 6471 71.61 1.29355 1.28795 1.29415

12938 2014.09.10 02:18 t/p 6469 71.61 1.29415 1.28795 1.29415 459194.83 147917844.02

12939 2014.09.10 02:18 t/p 6470 71.61 1.29415 1.28795 1.29415 459194.83 148377038.85

12940 2014.09.10 02:18 t/p 6471 71.61 1.29415 1.28795 1.29415 459194.83 148836233.68

12941 2014.09.10 02:18 t/p 6468 71.61 1.29417 1.28797 1.29417 459194.83 149295428.51

12942 2014.09.10 02:18 t/p 6467 71.61 1.29421 1.28801 1.29421 459194.83 149754623.34

12943 2014.09.10 04:54 buy 6472 72.73 1.29403 1.28843 1.29463

12944 2014.09.10 07:40 close 6472 72.73 1.29217 1.28843 1.29463 -1445767.96 148308855.38

12945 2014.09.15 03:03 buy 6473 72.03 1.29579 1.29019 1.29639

12946 2014.09.15 03:06 buy 6474 72.03 1.29590 1.29030 1.29650

Page 347: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 347/509

12947 2014.09.15 04:38 close 6473 72.03 1.29580 1.29019 1.29639 7698.14 148316553.52

12948 2014.09.15 04:38 close 6474 72.03 1.29591 1.29030 1.29650 7698.13 148324251.65

12949 2014.09.18 03:02 sell 6475 72.03 1.28508 1.29068 1.28448

12950 2014.09.18 03:03 sell 6476 72.03 1.28517 1.29077 1.28457

12951 2014.09.18 03:04 sell 6477 72.03 1.28524 1.29084 1.28464

12952 2014.09.18 03:07 sell 6478 72.03 1.28522 1.29082 1.28462

12953 2014.09.18 03:09 sell 6479 72.03 1.28536 1.29096 1.28476

12954 2014.09.18 12:19 s/l 6475 72.03 1.29068 1.29068 1.28448 -4311842.57 144012409.08

12955 2014.09.18 12:19 close 6477 72.03 1.29073 1.29084 1.28464 -4227145.67 139785263.41

12956 2014.09.18 12:19 close 6479 72.03 1.29073 1.29096 1.28476 -4134749.04 135650514.37

12957 2014.09.18 12:20 close 6476 72.03 1.29052 1.29077 1.28457 -4119349.60 131531164.77

12958 2014.09.18 12:21 close 6478 72.03 1.28836 1.29082 1.28462 -2417711.72 129113453.05

12959 2014.09.22 01:50 sell 6480 62.70 1.28355 1.28915 1.28295

12960 2014.09.22 01:52 sell 6481 62.70 1.28355 1.28915 1.28295

12961 2014.09.22 01:54 sell 6482 62.70 1.28355 1.28915 1.28295

12962 2014.09.22 02:06 sell 6483 62.70 1.28355 1.28915 1.28295

12963 2014.09.22 02:08 sell 6484 62.70 1.28365 1.28925 1.28305

12964 2014.09.22 17:27 t/p 6484 62.70 1.28305 1.28925 1.28305 402142.75 129515595.80

12965 2014.09.22 17:27 close 6483 62.70 1.28305 1.28915 1.28295 335118.96 129850714.76

12966 2014.09.22 17:27 close 6482 62.70 1.28305 1.28915 1.28295 335118.96 130185833.72

12967 2014.09.22 17:27 close 6481 62.70 1.28305 1.28915 1.28295 335118.96 130520952.68

12968 2014.09.22 17:27 close 6480 62.70 1.28305 1.28915 1.28295 335118.96 130856071.64

12969 2014.09.25 04:15 sell 6485 63.55 1.27815 1.28375 1.27755

12970 2014.09.25 04:16 sell 6486 63.55 1.27814 1.28374 1.27754

12971 2014.09.25 04:24 sell 6487 63.55 1.27810 1.28370 1.27750

12972 2014.09.25 04:25 sell 6488 63.55 1.27812 1.28372 1.27752

12973 2014.09.25 04:28 sell 6489 63.55 1.27817 1.28377 1.27757

12974 2014.09.25 06:00 t/p 6489 63.55 1.27757 1.28377 1.27757 407594.44 131263666.08

12975 2014.09.25 06:00 t/p 6485 63.55 1.27755 1.28375 1.27755 407594.45 131671260.53

12976 2014.09.25 06:00 t/p 6486 63.55 1.27754 1.28374 1.27754 407594.45 132078854.98

12977 2014.09.25 06:00 t/p 6488 63.55 1.27752 1.28372 1.27752 407594.45 132486449.43

12978 2014.09.25 06:00 t/p 6487 63.55 1.27750 1.28370 1.27750 407594.45 132894043.88

12979 2014.09.25 15:38 sell 6490 64.54 1.27248 1.27808 1.27188

12980 2014.09.25 15:43 sell 6491 64.54 1.27259 1.27819 1.27199

12981 2014.09.25 15:44 sell 6492 64.54 1.27272 1.27832 1.27212

12982 2014.09.25 15:56 sell 6493 64.54 1.27279 1.27839 1.27219

12983 2014.09.25 15:57 sell 6494 64.54 1.27281 1.27841 1.27221

12984 2014.09.25 16:14 t/p 6494 64.54 1.27221 1.27841 1.27221 413944.07 133307987.95

Page 348: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 348/509

12985 2014.09.25 16:14 t/p 6493 64.54 1.27219 1.27839 1.27219 413944.07 133721932.02

12986 2014.09.25 16:14 t/p 6492 64.54 1.27212 1.27832 1.27212 413944.07 134135876.09

12987 2014.09.25 16:18 t/p 6491 64.54 1.27199 1.27819 1.27199 413944.07 134549820.16

12988 2014.09.25 16:18 t/p 6490 64.54 1.27188 1.27808 1.27188 413944.07 134963764.23

12989 2014.09.25 16:50 sell 6495 65.54 1.27287 1.27847 1.27227

12990 2014.09.25 16:51 sell 6496 65.54 1.27296 1.27856 1.27236

12991 2014.09.25 16:52 sell 6497 65.54 1.27350 1.27910 1.27290

12992 2014.09.25 16:54 sell 6498 65.54 1.27326 1.27886 1.27266

12993 2014.09.25 16:55 sell 6499 65.54 1.27347 1.27907 1.27287

12994 2014.09.25 18:13 t/p 6497 65.54 1.27290 1.27910 1.27290 420357.83 135384122.06

12995 2014.09.25 18:13 t/p 6499 65.54 1.27287 1.27907 1.27287 420357.83 135804479.89

12996 2014.09.25 18:24 close 6498 65.54 1.27326 1.27886 1.27266 0.00 135804479.89

12997 2014.09.25 18:25 close 6496 65.54 1.27295 1.27856 1.27236 7005.97 135811485.86

12998 2014.09.25 18:25 close 6495 65.54 1.27287 1.27847 1.27227 0.00 135811485.86

12999 2014.09.29 03:10 sell 6500 65.96 1.26787 1.27347 1.26727

13000 2014.09.29 03:28 sell 6501 65.96 1.26792 1.27352 1.26732

13001 2014.09.29 03:32 sell 6502 65.96 1.26791 1.27351 1.26731

13002 2014.09.29 03:33 sell 6503 65.96 1.26800 1.27360 1.26740

13003 2014.09.29 03:34 sell 6504 65.96 1.26801 1.27361 1.26741

13004 2014.09.29 07:56 t/p 6504 65.96 1.26741 1.27361 1.26741 423051.61 136234537.47

13005 2014.09.29 07:56 close 6502 65.96 1.26741 1.27351 1.26731 352543.01 136587080.48

13006 2014.09.29 07:56 close 6500 65.96 1.26741 1.27347 1.26727 324339.57 136911420.05

13007 2014.09.29 07:56 close 6501 65.96 1.26742 1.27352 1.26732 352543.01 137263963.06

13008 2014.09.29 07:57 t/p 6503 65.96 1.26740 1.27360 1.26740 423051.61 137687014.67

13009 2014.09.30 16:43 sell 6505 66.87 1.26082 1.26642 1.26022

13010 2014.09.30 16:44 sell 6506 66.87 1.26097 1.26657 1.26037

13011 2014.09.30 16:46 sell 6507 66.87 1.26095 1.26655 1.26035

13012 2014.09.30 16:47 sell 6508 66.87 1.26141 1.26701 1.26081

13013 2014.09.30 16:48 sell 6509 66.87 1.26171 1.26731 1.26111

13014 2014.09.30 16:59 t/p 6509 66.87 1.26111 1.26731 1.26111 428888.13 138115902.80

13015 2014.09.30 17:01 sell 6510 67.08 1.26208 1.26768 1.26148

13016 2014.09.30 17:04 t/p 6510 67.08 1.26148 1.26768 1.26148 430235.03 138546137.83

13017 2014.09.30 17:07 sell 6511 67.28 1.26155 1.26715 1.26095

13018 2014.10.01 05:14 t/p 6511 67.28 1.26095 1.26715 1.26095 478367.78 139024505.61

13019 2014.10.01 05:14 close 6508 66.87 1.26095 1.26701 1.26081 375378.74 139399884.36

13020 2014.10.01 05:14 close 6507 66.87 1.26095 1.26655 1.26035 46564.50 139446448.86

13021 2014.10.01 05:14 close 6506 66.87 1.26095 1.26657 1.26037 60860.78 139507309.64

Page 349: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 349/509

13022 2014.10.01 09:35 close 6505 66.87 1.26256 1.26642 1.26022 -1197211.08 138310098.56

13023 2014.10.06 02:39 sell 6512 67.17 1.25125 1.25685 1.25065

13024 2014.10.06 02:45 sell 6513 67.17 1.25124 1.25684 1.25064

13025 2014.10.06 03:03 sell 6514 67.17 1.25136 1.25696 1.25076

13026 2014.10.06 03:05 sell 6515 67.17 1.25132 1.25692 1.25072

13027 2014.10.06 03:06 sell 6516 67.17 1.25146 1.25706 1.25086

13028 2014.10.06 15:00 s/l 6513 67.17 1.25684 1.25684 1.25064 -4020876.80 134289221.76

13029 2014.10.06 15:00 close 6514 67.17 1.25684 1.25696 1.25076 -3934715.16 130354506.60

13030 2014.10.06 15:00 close 6516 67.17 1.25684 1.25706 1.25086 -3862913.79 126491592.81

13031 2014.10.06 15:00 s/l 6512 67.17 1.25685 1.25685 1.25065 -4020876.81 122470716.00

13032 2014.10.06 15:01 close 6515 67.17 1.25680 1.25692 1.25072 -3934715.16 118536000.84

13033 2014.10.07 02:03 buy 6517 57.57 1.26493 1.25933 1.26553

13034 2014.10.07 02:35 buy 6518 57.57 1.26488 1.25928 1.26548

13035 2014.10.07 02:38 buy 6519 57.57 1.26484 1.25924 1.26544

13036 2014.10.07 02:40 buy 6520 57.57 1.26467 1.25907 1.26527

13037 2014.10.07 02:42 buy 6521 57.57 1.26474 1.25914 1.26534

13038 2014.10.07 10:10 t/p 6520 57.57 1.26527 1.25907 1.26527 369160.72 118905161.56

13039 2014.10.07 10:10 close 6519 57.57 1.26528 1.25924 1.26544 270717.86 119175879.42

13040 2014.10.07 10:10 close 6518 57.57 1.26528 1.25928 1.26548 246107.15 119421986.57

13041 2014.10.07 10:10 close 6517 57.57 1.26528 1.25933 1.26553 215343.76 119637330.33

13042 2014.10.07 10:11 t/p 6521 57.57 1.26534 1.25914 1.26534 369160.72 120006491.05

13043 2014.10.09 03:17 buy 6522 58.28 1.27285 1.26725 1.27345

13044 2014.10.09 03:19 buy 6523 58.28 1.27235 1.26675 1.27295

13045 2014.10.09 03:22 buy 6524 58.28 1.27260 1.26700 1.27320

13046 2014.10.09 03:23 buy 6525 58.28 1.27251 1.26691 1.27311

13047 2014.10.09 03:24 buy 6526 58.28 1.27247 1.26687 1.27307

13048 2014.10.09 03:39 t/p 6523 58.28 1.27295 1.26675 1.27295 373713.51 120380204.56

13049 2014.10.09 03:45 t/p 6526 58.28 1.27307 1.26687 1.27307 373713.51 120753918.07

13050 2014.10.09 03:45 t/p 6525 58.28 1.27311 1.26691 1.27311 373713.50 121127631.57

13051 2014.10.09 03:55 t/p 6524 58.28 1.27320 1.26700 1.27320 373713.51 121501345.08

13052 2014.10.09 03:57 t/p 6522 58.28 1.27345 1.26725 1.27345 373713.50 121875058.58

13053 2014.10.09 04:30 buy 6527 59.19 1.27258 1.26698 1.27318

13054 2014.10.09 04:47 t/p 6527 59.19 1.27318 1.26698 1.27318 379548.77 122254607.35

13055 2014.10.10 02:27 sell 6528 59.37 1.26892 1.27452 1.26832

13056 2014.10.10 02:28 sell 6529 59.37 1.26896 1.27456 1.26836

13057 2014.10.10 04:10 close 6528 59.37 1.27092 1.27452 1.26832 -1269283.11 120985324.24

13058 2014.10.10 04:11 close 6529 59.37 1.27112 1.27456 1.26836 -1370825.75 119614498.49

13059 2014.10.13 01:05 sell 6530 58.09 1.26332 1.26892 1.26272

Page 350: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 350/509

13060 2014.10.13 01:13 sell 6531 58.09 1.26343 1.26903 1.26283

13061 2014.10.13 01:14 sell 6532 58.09 1.26358 1.26918 1.26298

13062 2014.10.13 01:15 sell 6533 58.09 1.26359 1.26919 1.26299

13063 2014.10.13 03:07 close 6533 58.09 1.26359 1.26919 1.26299 0.00 119614498.49

13064 2014.10.13 03:07 close 6532 58.09 1.26358 1.26918 1.26298 0.00 119614498.49

13065 2014.10.13 04:15 close 6530 58.09 1.26650 1.26892 1.26272 -1974649.19 117639849.30

13066 2014.10.13 04:16 close 6531 58.09 1.26636 1.26903 1.26283 -1819409.48 115820439.82

13067 2014.10.14 02:42 buy 6534 56.25 1.27314 1.26754 1.27374

13068 2014.10.14 02:43 buy 6535 56.25 1.27294 1.26734 1.27354

13069 2014.10.14 02:44 buy 6536 56.25 1.27279 1.26719 1.27339

13070 2014.10.14 02:47 buy 6537 56.25 1.27289 1.26729 1.27349

13071 2014.10.14 02:52 buy 6538 56.25 1.27291 1.26731 1.27351

13072 2014.10.14 12:00 s/l 6534 56.25 1.26754 1.26754 1.27374 -3366499.50 112453940.32

13073 2014.10.14 12:00 close 6535 56.25 1.26749 1.26734 1.27354 -3276325.41 109177614.91

13074 2014.10.14 12:00 close 6537 56.25 1.26749 1.26729 1.27349 -3246267.38 105931347.53

13075 2014.10.14 12:00 s/l 6538 56.25 1.26731 1.26731 1.27351 -3366499.50 102564848.03

13076 2014.10.14 12:00 s/l 6536 56.25 1.26719 1.26719 1.27339 -3366499.50 99198348.53

13077 2014.10.14 14:30 sell 6539 48.18 1.26641 1.27201 1.26581

13078 2014.10.14 14:30 t/p 6539 48.18 1.26581 1.27201 1.26581 309014.96 99507363.49

13079 2014.10.14 17:01 sell 6540 48.33 1.26620 1.27180 1.26560

13080 2014.10.14 17:02 sell 6541 48.33 1.26666 1.27226 1.26606

13081 2014.10.14 17:03 sell 6542 48.33 1.26712 1.27272 1.26652

13082 2014.10.14 17:04 t/p 6542 48.33 1.26652 1.27272 1.26652 309977.02 99817340.51

13083 2014.10.14 17:09 sell 6543 48.48 1.26661 1.27221 1.26601

13084 2014.10.14 17:12 t/p 6541 48.33 1.26606 1.27226 1.26606 309977.02 100127317.53

13085 2014.10.14 17:13 t/p 6543 48.48 1.26601 1.27221 1.26601 310939.08 100438256.61

13086 2014.10.14 17:20 sell 6544 48.78 1.26649 1.27209 1.26589

13087 2014.10.14 17:30 sell 6545 48.78 1.26662 1.27222 1.26602

13088 2014.10.14 17:31 sell 6546 48.78 1.26683 1.27243 1.26623

13089 2014.10.14 17:32 sell 6547 48.78 1.26716 1.27276 1.26656

13090 2014.10.14 18:12 t/p 6547 48.78 1.26656 1.27276 1.26656 312863.22 100751119.83

13091 2014.10.14 18:13 t/p 6546 48.78 1.26623 1.27243 1.26623 312863.21 101063983.04

13092 2014.10.14 18:20 t/p 6545 48.78 1.26602 1.27222 1.26602 312863.21 101376846.25

13093 2014.10.14 18:21 t/p 6544 48.78 1.26589 1.27209 1.26589 312863.22 101689709.47

13094 2014.10.14 18:36 close 6540 48.33 1.26620 1.27180 1.26560 0.00 101689709.47

13095 2014.10.20 03:03 sell 6548 49.39 1.27514 1.28074 1.27454

13096 2014.10.20 03:07 sell 6549 49.39 1.27533 1.28093 1.27473

Page 351: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 351/509

13097 2014.10.20 03:08 sell 6550 49.39 1.27564 1.28124 1.27504

13098 2014.10.20 03:10 sell 6551 49.39 1.27534 1.28094 1.27474

13099 2014.10.20 03:11 sell 6552 49.39 1.27545 1.28105 1.27485

13100 2014.10.20 04:17 t/p 6550 49.39 1.27504 1.28124 1.27504 316775.61 102006485.08

13101 2014.10.20 04:33 sell 6553 49.54 1.27574 1.28134 1.27514

13102 2014.10.20 09:11 t/p 6553 49.54 1.27514 1.28134 1.27514 317737.67 102324222.75

13103 2014.10.20 09:11 close 6552 49.39 1.27514 1.28105 1.27485 163667.39 102487890.14

13104 2014.10.20 09:11 close 6551 49.39 1.27514 1.28094 1.27474 105591.87 102593482.01

13105 2014.10.20 09:11 close 6549 49.39 1.27514 1.28093 1.27473 100312.27 102693794.28

13106 2014.10.20 09:11 close 6548 49.39 1.27514 1.28074 1.27454 0.00 102693794.28

13107 2014.10.21 20:09 sell 6554 49.87 1.27363 1.27923 1.27303

13108 2014.10.21 20:10 t/p 6554 49.87 1.27303 1.27923 1.27303 319851.21 103013645.49

13109 2014.10.21 20:22 sell 6555 50.03 1.27377 1.27937 1.27317

13110 2014.10.21 20:38 sell 6556 50.03 1.27375 1.27935 1.27315

13111 2014.10.21 20:39 sell 6557 50.03 1.27376 1.27936 1.27316

13112 2014.10.21 20:40 sell 6558 50.03 1.27403 1.27963 1.27343

13113 2014.10.21 20:42 sell 6559 50.03 1.27408 1.27968 1.27348

13114 2014.10.21 20:54 t/p 6559 50.03 1.27348 1.27968 1.27348 320877.41 103334522.90

13115 2014.10.21 20:54 t/p 6558 50.03 1.27343 1.27963 1.27343 320877.41 103655400.31

13116 2014.10.21 21:27 t/p 6555 50.03 1.27317 1.27937 1.27317 320877.41 103976277.72

13117 2014.10.21 21:32 t/p 6557 50.03 1.27316 1.27936 1.27316 320877.42 104297155.14

13118 2014.10.21 21:32 t/p 6556 50.03 1.27315 1.27935 1.27315 320877.41 104618032.55

13119 2014.10.22 03:29 sell 6560 50.81 1.27153 1.27713 1.27093

13120 2014.10.22 04:16 sell 6561 50.81 1.27174 1.27734 1.27114

13121 2014.10.22 04:18 sell 6562 50.81 1.27175 1.27735 1.27115

13122 2014.10.22 04:20 sell 6563 50.81 1.27182 1.27742 1.27122

13123 2014.10.22 04:21 sell 6564 50.81 1.27196 1.27756 1.27136

13124 2014.10.22 10:09 t/p 6564 50.81 1.27136 1.27756 1.27136 325880.10 104943912.65

13125 2014.10.22 10:09 close 6563 50.81 1.27136 1.27742 1.27122 249841.41 105193754.06

13126 2014.10.22 10:09 close 6562 50.81 1.27136 1.27735 1.27115 211822.07 105405576.13

13127 2014.10.22 10:09 close 6561 50.81 1.27136 1.27734 1.27114 206390.73 105611966.86

13128 2014.10.22 10:09 close 6560 50.81 1.27136 1.27713 1.27093 92332.70 105704299.56

13129 2014.10.23 03:03 sell 6565 51.34 1.26470 1.27030 1.26410

13130 2014.10.23 03:20 sell 6566 51.34 1.26488 1.27048 1.26428

13131 2014.10.23 03:22 sell 6567 51.34 1.26476 1.27036 1.26416

13132 2014.10.23 03:39 t/p 6566 51.34 1.26428 1.27048 1.26428 329279.36 106033578.92

13133 2014.10.23 03:42 t/p 6567 51.34 1.26416 1.27036 1.26416 329279.36 106362858.28

13134 2014.10.23 03:42 t/p 6565 51.34 1.26410 1.27030 1.26410 329279.36 106692137.64

Page 352: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 352/509

13135 2014.10.30 12:50 sell 6568 51.82 1.25916 1.26476 1.25856

13136 2014.10.30 12:56 t/p 6568 51.82 1.25856 1.26476 1.25856 332361.04 107024498.68

13137 2014.10.30 13:15 sell 6569 51.98 1.25964 1.26524 1.25904

13138 2014.10.30 13:17 sell 6570 51.98 1.25953 1.26513 1.25893

13139 2014.10.30 13:22 t/p 6569 51.98 1.25904 1.26524 1.25904 333387.24 107357885.92

13140 2014.10.30 13:29 t/p 6570 51.98 1.25893 1.26513 1.25893 333387.25 107691273.17

13141 2014.10.30 14:40 sell 6571 52.30 1.25948 1.26508 1.25888

13142 2014.10.30 14:41 sell 6572 52.30 1.25956 1.26516 1.25896

13143 2014.10.30 14:54 t/p 6572 52.30 1.25896 1.26516 1.25896 335439.64 108026712.81

13144 2014.10.30 14:57 t/p 6571 52.30 1.25888 1.26508 1.25888 335439.65 108362152.46

13145 2014.11.04 22:35 buy 6573 52.63 1.25466 1.24906 1.25526

13146 2014.11.04 22:37 buy 6574 52.63 1.25485 1.24925 1.25545

13147 2014.11.04 22:40 buy 6575 52.63 1.25476 1.24916 1.25536

13148 2014.11.04 22:43 buy 6576 52.63 1.25465 1.24905 1.25525

13149 2014.11.04 22:46 buy 6577 52.63 1.25475 1.24915 1.25535

13150 2014.11.05 01:05 t/p 6576 52.63 1.25525 1.24905 1.25525 270388.37 108632540.83

13151 2014.11.05 01:05 close 6577 52.63 1.25525 1.24915 1.25535 214141.11 108846681.94

13152 2014.11.05 01:05 close 6575 52.63 1.25525 1.24916 1.25536 208516.39 109055198.32

13153 2014.11.05 01:05 close 6574 52.63 1.25525 1.24925 1.25545 157893.85 109213092.17

13154 2014.11.05 01:05 t/p 6573 52.63 1.25526 1.24906 1.25526 270388.38 109483480.55

13155 2014.11.05 15:22 sell 6578 53.17 1.24896 1.25456 1.24836

13156 2014.11.05 15:24 sell 6579 53.17 1.24918 1.25478 1.24858

13157 2014.11.05 15:25 sell 6580 53.17 1.24971 1.25531 1.24911

13158 2014.11.05 15:26 sell 6581 53.17 1.24983 1.25543 1.24923

13159 2014.11.05 15:27 t/p 6581 53.17 1.24923 1.25543 1.24923 341019.61 109824500.16

13160 2014.11.05 15:28 t/p 6580 53.17 1.24911 1.25531 1.24911 341019.62 110165519.78

13161 2014.11.05 15:31 sell 6582 53.50 1.24990 1.25550 1.24930

13162 2014.11.05 15:48 t/p 6582 53.50 1.24930 1.25550 1.24930 343136.16 110508655.94

13163 2014.11.05 16:23 t/p 6579 53.17 1.24858 1.25478 1.24858 341019.62 110849675.56

13164 2014.11.05 16:23 t/p 6578 53.17 1.24836 1.25456 1.24836 341019.62 111190695.18

13165 2014.11.07 01:07 sell 6583 54.00 1.23802 1.24362 1.23742

13166 2014.11.07 01:11 sell 6584 54.00 1.23811 1.24371 1.23751

13167 2014.11.07 01:22 sell 6585 54.00 1.23807 1.24367 1.23747

13168 2014.11.07 01:23 sell 6586 54.00 1.23813 1.24373 1.23753

13169 2014.11.07 01:24 sell 6587 54.00 1.23815 1.24375 1.23755

13170 2014.11.07 01:34 t/p 6587 54.00 1.23755 1.24375 1.23755 346352.76 111537047.94

13171 2014.11.07 01:34 t/p 6584 54.00 1.23751 1.24371 1.23751 346352.76 111883400.70

Page 353: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 353/509

13172 2014.11.07 01:34 t/p 6586 54.00 1.23753 1.24373 1.23753 346352.76 112229753.46

13173 2014.11.07 01:34 t/p 6585 54.00 1.23747 1.24367 1.23747 346352.76 112576106.22

13174 2014.11.07 01:34 t/p 6583 54.00 1.23742 1.24362 1.23742 346352.76 112922458.98

13175 2014.11.07 02:08 sell 6588 54.84 1.23834 1.24394 1.23774

13176 2014.11.07 03:05 t/p 6588 54.84 1.23774 1.24394 1.23774 351740.47 113274199.45

13177 2014.11.10 02:50 buy 6589 55.01 1.24568 1.24008 1.24628

13178 2014.11.10 02:53 buy 6590 55.01 1.24565 1.24005 1.24625

13179 2014.11.10 02:54 buy 6591 55.01 1.24548 1.23988 1.24608

13180 2014.11.10 03:54 t/p 6591 55.01 1.24608 1.23988 1.24608 352758.22 113626957.67

13181 2014.11.10 03:54 t/p 6590 55.01 1.24625 1.24005 1.24625 352758.23 113979715.90

13182 2014.11.10 03:54 t/p 6589 55.01 1.24628 1.24008 1.24628 352758.23 114332474.13

13183 2014.11.10 23:29 sell 6592 55.52 1.24262 1.24822 1.24202

13184 2014.11.11 00:00 t/p 6592 55.52 1.24202 1.24822 1.24202 394759.61 114727233.74

13185 2014.11.11 00:42 sell 6593 55.72 1.24247 1.24807 1.24187

13186 2014.11.11 01:12 sell 6594 55.72 1.24257 1.24817 1.24197

13187 2014.11.11 01:13 sell 6595 55.72 1.24257 1.24817 1.24197

13188 2014.11.11 01:17 sell 6596 55.72 1.24253 1.24813 1.24193

13189 2014.11.11 01:18 sell 6597 55.72 1.24253 1.24813 1.24193

13190 2014.11.11 06:58 t/p 6594 55.72 1.24197 1.24817 1.24197 357381.40 115084615.14

13191 2014.11.11 06:58 t/p 6595 55.72 1.24197 1.24817 1.24197 357381.40 115441996.54

13192 2014.11.11 06:58 close 6593 55.72 1.24197 1.24807 1.24187 297817.83 115739814.37

13193 2014.11.11 06:58 t/p 6596 55.72 1.24193 1.24813 1.24193 357381.39 116097195.76

13194 2014.11.11 06:58 t/p 6597 55.72 1.24193 1.24813 1.24193 357381.39 116454577.15

13195 2014.11.11 23:40 buy 6598 56.56 1.24733 1.24173 1.24793

13196 2014.11.11 23:43 buy 6599 56.56 1.24729 1.24169 1.24789

13197 2014.11.12 00:14 buy 6600 56.56 1.24711 1.24151 1.24771

13198 2014.11.12 00:15 buy 6601 56.56 1.24710 1.24150 1.24770

13199 2014.11.12 00:17 buy 6602 56.56 1.24711 1.24151 1.24771

13200 2014.11.12 07:48 t/p 6601 56.56 1.24770 1.24150 1.24770 362684.22 116817261.37

13201 2014.11.12 07:48 close 6599 56.56 1.24770 1.24169 1.24789 175728.88 116992990.25

13202 2014.11.12 07:48 close 6598 56.56 1.24770 1.24173 1.24793 151549.94 117144540.19

13203 2014.11.12 07:49 close 6602 56.56 1.24761 1.24151 1.24771 302236.85 117446777.04

13204 2014.11.12 07:49 close 6600 56.56 1.24761 1.24151 1.24771 302236.85 117749013.89

13205 2014.11.17 21:09 sell 6603 57.18 1.24579 1.25139 1.24519

13206 2014.11.17 21:10 sell 6604 57.18 1.24579 1.25139 1.24519

13207 2014.11.17 22:05 t/p 6603 57.18 1.24519 1.25139 1.24519 366749.09 118115762.98

13208 2014.11.17 22:05 t/p 6604 57.18 1.24519 1.25139 1.24519 366749.09 118482512.07

13209 2014.11.18 02:02 sell 6605 57.54 1.24509 1.25069 1.24449

Page 354: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 354/509

13210 2014.11.18 02:03 sell 6606 57.54 1.24519 1.25079 1.24459

13211 2014.11.18 02:05 sell 6607 57.54 1.24532 1.25092 1.24472

13212 2014.11.18 02:06 sell 6608 57.54 1.24538 1.25098 1.24478

13213 2014.11.18 02:10 sell 6609 57.54 1.24537 1.25097 1.24477

13214 2014.11.18 11:27 s/l 6605 57.54 1.25069 1.25069 1.24449 -3444574.56 115037937.51

13215 2014.11.18 11:27 close 6606 57.54 1.25069 1.25079 1.24459 -3383064.30 111654873.21

13216 2014.11.18 11:27 close 6608 57.54 1.25069 1.25098 1.24478 -3266194.80 108388678.41

13217 2014.11.18 11:28 close 6607 57.54 1.25066 1.25092 1.24472 -3284647.89 105104030.52

13218 2014.11.18 11:29 close 6609 57.54 1.25069 1.25097 1.24477 -3272345.83 101831684.69

13219 2014.11.18 15:00 buy 6610 49.45 1.25050 1.24490 1.25110

13220 2014.11.18 15:09 t/p 6610 49.45 1.25110 1.24490 1.25110 317109.99 102148794.68

13221 2014.11.19 00:03 buy 6611 49.61 1.25335 1.24775 1.25395

13222 2014.11.19 00:16 buy 6612 49.61 1.25326 1.24766 1.25386

13223 2014.11.19 00:18 buy 6613 49.61 1.25323 1.24763 1.25383

13224 2014.11.19 00:20 buy 6614 49.61 1.25321 1.24761 1.25381

13225 2014.11.19 00:40 buy 6615 49.61 1.25314 1.24754 1.25374

13226 2014.11.19 10:00 t/p 6615 49.61 1.25374 1.24754 1.25374 318139.00 102466933.68

13227 2014.11.19 10:00 close 6611 49.61 1.25378 1.24775 1.25395 227999.62 102694933.30

13228 2014.11.19 10:00 close 6612 49.61 1.25376 1.24766 1.25386 265115.84 102960049.14

13229 2014.11.19 10:00 close 6613 49.61 1.25373 1.24763 1.25383 265115.84 103225164.98

13230 2014.11.19 10:00 t/p 6614 49.61 1.25381 1.24761 1.25381 318139.01 103543303.99

13231 2014.11.24 02:05 sell 6616 50.28 1.23785 1.24345 1.23725

13232 2014.11.24 02:06 sell 6617 50.28 1.23794 1.24354 1.23734

13233 2014.11.24 02:11 sell 6618 50.28 1.23789 1.24349 1.23729

13234 2014.11.24 02:13 sell 6619 50.28 1.23790 1.24350 1.23730

13235 2014.11.24 02:17 sell 6620 50.28 1.23793 1.24353 1.23733

13236 2014.11.24 17:26 s/l 6616 50.28 1.24345 1.24345 1.23725 -3009990.08 100533313.91

13237 2014.11.24 17:26 s/l 6618 50.28 1.24349 1.24349 1.23729 -3009990.08 97523323.83

13238 2014.11.24 17:26 s/l 6619 50.28 1.24350 1.24350 1.23730 -3009990.08 94513333.75

13239 2014.11.24 17:26 s/l 6620 50.28 1.24353 1.24353 1.23733 -3009990.07 91503343.68

13240 2014.11.24 17:27 s/l 6617 50.28 1.24354 1.24354 1.23734 -3009990.08 88493353.60

13241 2014.11.25 01:12 buy 6621 42.97 1.24381 1.23821 1.24441

13242 2014.11.25 01:17 buy 6622 42.97 1.24377 1.23817 1.24437

13243 2014.11.25 01:18 buy 6623 42.97 1.24369 1.23809 1.24429

13244 2014.11.25 01:19 buy 6624 42.97 1.24367 1.23807 1.24427

13245 2014.11.25 01:20 buy 6625 42.97 1.24359 1.23799 1.24419

13246 2014.11.25 10:41 t/p 6625 42.97 1.24419 1.23799 1.24419 275552.86 88768906.46

Page 355: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 355/509

13247 2014.11.25 10:41 close 6622 42.97 1.24420 1.23817 1.24437 197479.55 88966386.01

13248 2014.11.25 10:41 close 6621 42.97 1.24420 1.23821 1.24441 179109.36 89145495.37

13249 2014.11.25 10:41 t/p 6624 42.97 1.24427 1.23807 1.24427 275552.86 89421048.23

13250 2014.11.25 10:41 close 6623 42.97 1.24418 1.23809 1.24429 225034.83 89646083.06

13251 2014.11.26 03:40 buy 6626 43.53 1.24756 1.24196 1.24816

13252 2014.11.26 03:41 buy 6627 43.53 1.24746 1.24186 1.24806

13253 2014.11.26 03:43 buy 6628 43.53 1.24755 1.24195 1.24815

13254 2014.11.26 03:44 buy 6629 43.53 1.24748 1.24188 1.24808

13255 2014.11.26 03:49 buy 6630 43.53 1.24754 1.24194 1.24814

13256 2014.11.26 08:36 t/p 6627 43.53 1.24806 1.24186 1.24806 279143.96 89925227.02

13257 2014.11.26 08:36 t/p 6629 43.53 1.24808 1.24188 1.24808 279143.96 90204370.98

13258 2014.11.26 08:36 t/p 6630 43.53 1.24814 1.24194 1.24814 279143.96 90483514.94

13259 2014.11.26 08:36 close 6626 43.53 1.24806 1.24196 1.24816 232619.97 90716134.91

13260 2014.11.26 08:36 close 6628 43.53 1.24803 1.24195 1.24815 223315.17 90939450.08

13261 2014.11.28 03:45 sell 6631 44.16 1.24569 1.25129 1.24509

13262 2014.11.28 03:47 sell 6632 44.16 1.24579 1.25139 1.24519

13263 2014.11.28 03:50 sell 6633 44.16 1.24590 1.25150 1.24530

13264 2014.11.28 03:51 sell 6634 44.16 1.24593 1.25153 1.24533

13265 2014.11.28 03:53 sell 6635 44.16 1.24599 1.25159 1.24539

13266 2014.11.28 05:00 t/p 6635 44.16 1.24539 1.25159 1.24539 283244.89 91222694.97

13267 2014.11.28 05:17 close 6632 44.16 1.24573 1.25139 1.24519 28324.48 91251019.45

13268 2014.11.28 05:17 close 6631 44.16 1.24569 1.25129 1.24509 0.00 91251019.45

13269 2014.11.28 05:20 close 6633 44.16 1.24568 1.25150 1.24530 103856.46 91354875.91

13270 2014.11.28 05:21 close 6634 44.16 1.24573 1.25153 1.24533 94414.96 91449290.87

13271 2015.01.05 02:33 sell 6636 44.41 1.19666 1.20226 1.19606

13272 2015.01.05 02:34 sell 6637 44.41 1.19692 1.20252 1.19632

13273 2015.01.05 02:37 sell 6638 44.41 1.19684 1.20244 1.19624

13274 2015.01.05 02:44 sell 6639 44.41 1.19697 1.20257 1.19637

13275 2015.01.05 02:46 sell 6640 44.41 1.19703 1.20263 1.19643

13276 2015.01.05 02:54 t/p 6640 44.41 1.19643 1.20263 1.19643 284840.41 91734131.28

13277 2015.01.05 02:54 t/p 6639 44.41 1.19637 1.20257 1.19637 284840.42 92018971.70

13278 2015.01.05 02:54 t/p 6637 44.41 1.19632 1.20252 1.19632 284840.41 92303812.11

13279 2015.01.05 02:55 t/p 6638 44.41 1.19624 1.20244 1.19624 284840.41 92588652.52

13280 2015.01.05 02:55 t/p 6636 44.41 1.19606 1.20226 1.19606 284840.41 92873492.93

13281 2015.01.05 15:31 sell 6641 45.10 1.19203 1.19763 1.19143

13282 2015.01.05 15:32 sell 6642 45.10 1.19210 1.19770 1.19150

13283 2015.01.05 15:33 sell 6643 45.10 1.19231 1.19791 1.19171

13284 2015.01.05 15:35 sell 6644 45.10 1.19240 1.19800 1.19180

Page 356: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 356/509

13285 2015.01.05 15:37 sell 6645 45.10 1.19218 1.19778 1.19158

13286 2015.01.05 15:56 t/p 6644 45.10 1.19180 1.19800 1.19180 289265.99 93162758.92

13287 2015.01.05 15:56 t/p 6643 45.10 1.19171 1.19791 1.19171 289265.98 93452024.90

13288 2015.01.05 15:58 t/p 6645 45.10 1.19158 1.19778 1.19158 289265.99 93741290.89

13289 2015.01.05 15:58 t/p 6642 45.10 1.19150 1.19770 1.19150 289265.99 94030556.88

13290 2015.01.05 15:59 t/p 6641 45.10 1.19143 1.19763 1.19143 289265.99 94319822.87

13291 2015.01.08 15:34 sell 6646 45.81 1.17777 1.18337 1.17717

13292 2015.01.08 15:58 sell 6647 45.81 1.17797 1.18357 1.17737

13293 2015.01.08 15:59 sell 6648 45.81 1.17847 1.18407 1.17787

13294 2015.01.08 16:00 sell 6649 45.81 1.17865 1.18425 1.17805

13295 2015.01.08 16:01 sell 6650 45.81 1.17880 1.18440 1.17820

13296 2015.01.08 16:17 t/p 6650 45.81 1.17820 1.18440 1.17820 293819.84 94613642.71

13297 2015.01.08 16:18 t/p 6649 45.81 1.17805 1.18425 1.17805 293819.84 94907462.55

13298 2015.01.08 17:05 t/p 6648 45.81 1.17787 1.18407 1.17787 293819.84 95201282.39

13299 2015.01.08 17:05 close 6646 45.81 1.17771 1.18337 1.17717 29381.98 95230664.37

13300 2015.01.08 17:05 t/p 6647 45.81 1.17737 1.18357 1.17737 293819.84 95524484.21

13301 2015.01.12 03:44 buy 6651 46.39 1.18607 1.18047 1.18667

13302 2015.01.12 03:48 buy 6652 46.39 1.18588 1.18028 1.18648

13303 2015.01.12 03:49 buy 6653 46.39 1.18558 1.17998 1.18618

13304 2015.01.12 03:51 buy 6654 46.39 1.18578 1.18018 1.18638

13305 2015.01.12 03:53 buy 6655 46.39 1.18576 1.18016 1.18636

13306 2015.01.12 05:41 t/p 6653 46.39 1.18618 1.17998 1.18618 297475.87 95821960.08

13307 2015.01.12 05:41 close 6655 46.39 1.18618 1.18016 1.18636 208233.11 96030193.19

13308 2015.01.12 05:41 close 6654 46.39 1.18618 1.18018 1.18638 198317.25 96228510.44

13309 2015.01.12 05:41 close 6652 46.39 1.18618 1.18028 1.18648 148737.93 96377248.37

13310 2015.01.12 05:41 close 6651 46.39 1.18618 1.18047 1.18667 54537.24 96431785.61

13311 2015.01.13 17:28 sell 6656 46.83 1.17796 1.18356 1.17736

13312 2015.01.13 17:29 sell 6657 46.83 1.17811 1.18371 1.17751

13313 2015.01.13 17:32 t/p 6657 46.83 1.17751 1.18371 1.17751 300362.00 96732147.61

13314 2015.01.13 17:40 sell 6658 46.98 1.17811 1.18371 1.17751

13315 2015.01.13 17:47 sell 6659 46.98 1.17823 1.18383 1.17763

13316 2015.01.13 17:48 sell 6660 46.98 1.17834 1.18394 1.17774

13317 2015.01.13 18:03 t/p 6660 46.98 1.17774 1.18394 1.17774 301324.09 97033471.70

13318 2015.01.13 18:03 t/p 6659 46.98 1.17763 1.18383 1.17763 301324.09 97334795.79

13319 2015.01.13 18:03 t/p 6658 46.98 1.17751 1.18371 1.17751 301324.08 97636119.87

13320 2015.01.13 18:03 t/p 6656 46.83 1.17736 1.18356 1.17736 300362.00 97936481.87

13321 2015.01.15 20:13 sell 6661 47.56 1.16222 1.16782 1.16162

Page 357: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 357/509

13322 2015.01.15 20:14 sell 6662 47.56 1.16243 1.16803 1.16183

13323 2015.01.15 20:15 sell 6663 47.56 1.16252 1.16812 1.16192

13324 2015.01.15 20:16 sell 6664 47.56 1.16293 1.16853 1.16233

13325 2015.01.15 20:18 sell 6665 47.56 1.16253 1.16813 1.16193

13326 2015.01.15 20:19 t/p 6664 47.56 1.16233 1.16853 1.16233 305035.58 98241517.45

13327 2015.01.15 20:20 t/p 6665 47.56 1.16193 1.16813 1.16193 305035.57 98546553.02

13328 2015.01.15 20:20 t/p 6663 47.56 1.16192 1.16812 1.16192 305035.57 98851588.59

13329 2015.01.15 20:20 t/p 6662 47.56 1.16183 1.16803 1.16183 305035.58 99156624.17

13330 2015.01.15 20:29 t/p 6661 47.56 1.16162 1.16782 1.16162 305035.58 99461659.75

13331 2015.01.15 20:39 sell 6666 48.30 1.16282 1.16842 1.16222

13332 2015.01.15 20:40 sell 6667 48.30 1.16292 1.16852 1.16232

13333 2015.01.15 20:41 sell 6668 48.30 1.16299 1.16859 1.16239

13334 2015.01.15 20:44 sell 6669 48.30 1.16279 1.16839 1.16219

13335 2015.01.15 20:45 sell 6670 48.30 1.16287 1.16847 1.16227

13336 2015.01.15 20:56 t/p 6668 48.30 1.16239 1.16859 1.16239 309778.81 99771438.56

13337 2015.01.15 20:56 t/p 6667 48.30 1.16232 1.16852 1.16232 309778.81 100081217.37

13338 2015.01.15 20:56 t/p 6670 48.30 1.16227 1.16847 1.16227 309778.81 100390996.18

13339 2015.01.15 20:57 t/p 6666 48.30 1.16222 1.16842 1.16222 309778.82 100700775.00

13340 2015.01.15 20:57 t/p 6669 48.30 1.16219 1.16839 1.16219 309778.82 101010553.82

13341 2015.01.15 23:44 sell 6671 49.06 1.16266 1.16826 1.16206

13342 2015.01.15 23:45 sell 6672 49.06 1.16291 1.16851 1.16231

13343 2015.01.15 23:48 sell 6673 49.06 1.16276 1.16836 1.16216

13344 2015.01.15 23:49 sell 6674 49.06 1.16288 1.16848 1.16228

13345 2015.01.15 23:50 sell 6675 49.06 1.16296 1.16856 1.16236

13346 2015.01.16 00:06 t/p 6672 49.06 1.16231 1.16851 1.16231 348818.74 101359372.56

13347 2015.01.16 00:06 t/p 6674 49.06 1.16228 1.16848 1.16228 348818.75 101708191.31

13348 2015.01.16 00:06 t/p 6675 49.06 1.16236 1.16856 1.16236 348818.75 102057010.06

13349 2015.01.16 00:06 t/p 6673 49.06 1.16216 1.16836 1.16216 348818.74 102405828.80

13350 2015.01.16 00:06 t/p 6671 49.06 1.16206 1.16826 1.16206 348818.74 102754647.54

13351 2015.01.16 00:48 sell 6676 49.90 1.16294 1.16854 1.16234

13352 2015.01.16 00:48 t/p 6676 49.90 1.16234 1.16854 1.16234 320043.63 103074691.17

13353 2015.01.16 00:51 sell 6677 50.06 1.16308 1.16868 1.16248

13354 2015.01.16 00:52 sell 6678 50.06 1.16308 1.16868 1.16248

13355 2015.01.16 00:54 sell 6679 50.06 1.16303 1.16863 1.16243

13356 2015.01.16 01:00 t/p 6677 50.06 1.16248 1.16868 1.16248 321069.82 103395760.99

13357 2015.01.16 01:00 t/p 6678 50.06 1.16248 1.16868 1.16248 321069.82 103716830.81

13358 2015.01.16 01:05 sell 6680 50.37 1.16325 1.16885 1.16265

13359 2015.01.16 01:10 sell 6681 50.37 1.16324 1.16884 1.16264

Page 358: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 358/509

13360 2015.01.16 01:12 sell 6682 50.37 1.16348 1.16908 1.16288

13361 2015.01.16 01:21 sell 6683 50.37 1.16335 1.16895 1.16275

13362 2015.01.16 02:22 t/p 6682 50.37 1.16288 1.16908 1.16288 323058.07 104039888.88

13363 2015.01.16 02:22 t/p 6683 50.37 1.16275 1.16895 1.16275 323058.07 104362946.95

13364 2015.01.16 02:22 t/p 6680 50.37 1.16265 1.16885 1.16265 323058.07 104686005.02

13365 2015.01.16 02:22 t/p 6681 50.37 1.16264 1.16884 1.16264 323058.07 105009063.09

13366 2015.01.16 02:22 t/p 6679 50.06 1.16243 1.16863 1.16243 321069.82 105330132.91

13367 2015.01.19 00:00 sell 6684 51.15 1.15517 1.16077 1.15457

13368 2015.01.19 00:03 sell 6685 51.15 1.15552 1.16112 1.15492

13369 2015.01.19 00:05 sell 6686 51.15 1.15534 1.16094 1.15474

13370 2015.01.19 00:06 sell 6687 51.15 1.15544 1.16104 1.15484

13371 2015.01.19 00:07 sell 6688 51.15 1.15551 1.16111 1.15491

13372 2015.01.19 11:25 s/l 6684 51.15 1.16077 1.16077 1.15457 -3061900.38 102268232.53

13373 2015.01.19 11:25 close 6685 51.15 1.16077 1.16112 1.15492 -2870531.60 99397700.93

13374 2015.01.19 11:25 close 6687 51.15 1.16077 1.16104 1.15484 -2914273.04 96483427.89

13375 2015.01.19 11:25 s/l 6686 51.15 1.16094 1.16094 1.15474 -3061900.38 93421527.51

13376 2015.01.19 11:26 close 6688 51.15 1.16099 1.16111 1.15491 -2996288.23 90425239.28

13377 2015.01.23 01:00 sell 6689 43.91 1.13686 1.14246 1.13626

13378 2015.01.23 01:23 t/p 6689 43.91 1.13626 1.14246 1.13626 281628.20 90706867.48

13379 2015.01.23 03:08 sell 6690 44.05 1.13678 1.14238 1.13618

13380 2015.01.23 03:11 sell 6691 44.05 1.13680 1.14240 1.13620

13381 2015.01.23 03:13 sell 6692 44.05 1.13679 1.14239 1.13619

13382 2015.01.23 03:14 sell 6693 44.05 1.13686 1.14246 1.13626

13383 2015.01.23 03:15 sell 6694 44.05 1.13691 1.14251 1.13631

13384 2015.01.23 03:23 t/p 6694 44.05 1.13631 1.14251 1.13631 282526.13 90989393.61

13385 2015.01.23 03:27 t/p 6693 44.05 1.13626 1.14246 1.13626 282526.13 91271919.74

13386 2015.01.23 03:27 t/p 6691 44.05 1.13620 1.14240 1.13620 282526.12 91554445.86

13387 2015.01.23 03:27 t/p 6692 44.05 1.13619 1.14239 1.13619 282526.13 91836971.99

13388 2015.01.23 03:42 sell 6695 44.60 1.13703 1.14263 1.13643

13389 2015.01.23 03:43 sell 6696 44.60 1.13711 1.14271 1.13651

13390 2015.01.23 03:57 t/p 6696 44.60 1.13651 1.14271 1.13651 286053.70 92123025.69

13391 2015.01.23 03:57 t/p 6695 44.60 1.13643 1.14263 1.13643 286053.69 92409079.38

13392 2015.01.23 03:57 t/p 6690 44.05 1.13618 1.14238 1.13618 282526.13 92691605.51

13393 2015.01.23 15:43 sell 6697 45.02 1.12225 1.12785 1.12165

13394 2015.01.23 15:43 t/p 6697 45.02 1.12165 1.12785 1.12165 288747.47 92980352.98

13395 2015.01.23 15:58 sell 6698 45.16 1.12269 1.12829 1.12209

13396 2015.01.23 16:00 sell 6699 45.16 1.12338 1.12898 1.12278

Page 359: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 359/509

13397 2015.01.23 16:01 sell 6700 45.16 1.12343 1.12903 1.12283

13398 2015.01.23 16:04 sell 6701 45.16 1.12358 1.12918 1.12298

13399 2015.01.23 16:05 sell 6702 45.16 1.12480 1.13040 1.12420

13400 2015.01.23 16:09 t/p 6702 45.16 1.12420 1.13040 1.12420 289645.40 93269998.38

13401 2015.01.23 16:11 t/p 6701 45.16 1.12298 1.12918 1.12298 289645.40 93559643.78

13402 2015.01.23 16:12 t/p 6700 45.16 1.12283 1.12903 1.12283 289645.40 93849289.18

13403 2015.01.23 16:12 t/p 6699 45.16 1.12278 1.12898 1.12278 289645.41 94138934.59

13404 2015.01.23 16:22 t/p 6698 45.16 1.12209 1.12829 1.12209 289645.40 94428579.99

13405 2015.01.23 16:45 sell 6703 45.86 1.12480 1.13040 1.12420

13406 2015.01.23 16:45 t/p 6703 45.86 1.12420 1.13040 1.12420 294135.03 94722715.02

13407 2015.01.23 16:47 sell 6704 46.00 1.12420 1.12980 1.12360

13408 2015.01.23 16:48 sell 6705 46.00 1.12432 1.12992 1.12372

13409 2015.01.23 16:49 sell 6706 46.00 1.12487 1.13047 1.12427

13410 2015.01.23 16:51 t/p 6706 46.00 1.12427 1.13047 1.12427 295032.96 95017747.98

13411 2015.01.23 16:51 t/p 6705 46.00 1.12372 1.12992 1.12372 295032.96 95312780.94

13412 2015.01.23 16:51 t/p 6704 46.00 1.12360 1.12980 1.12360 295032.96 95607813.90

13413 2015.01.23 16:56 sell 6707 46.43 1.12453 1.13013 1.12393

13414 2015.01.23 16:57 sell 6708 46.43 1.12487 1.13047 1.12427

13415 2015.01.23 16:59 t/p 6708 46.43 1.12427 1.13047 1.12427 297790.87 95905604.77

13416 2015.01.23 17:54 t/p 6707 46.43 1.12393 1.13013 1.12393 297790.88 96203395.65

13417 2015.01.26 02:04 sell 6709 46.72 1.11833 1.12393 1.11773

13418 2015.01.26 02:04 t/p 6709 46.72 1.11773 1.12393 1.11773 299650.86 96503046.51

13419 2015.01.26 02:11 sell 6710 46.87 1.11745 1.12305 1.11685

13420 2015.01.26 02:12 sell 6711 46.87 1.11806 1.12366 1.11746

13421 2015.01.26 02:13 sell 6712 46.87 1.11842 1.12402 1.11782

13422 2015.01.26 02:14 sell 6713 46.87 1.11855 1.12415 1.11795

13423 2015.01.26 02:15 sell 6714 46.87 1.11903 1.12463 1.11843

13424 2015.01.26 02:15 t/p 6714 46.87 1.11843 1.12463 1.11843 300612.93 96803659.44

13425 2015.01.26 02:16 t/p 6713 46.87 1.11795 1.12415 1.11795 300612.93 97104272.37

13426 2015.01.26 02:16 t/p 6712 46.87 1.11782 1.12402 1.11782 300612.93 97404885.30

13427 2015.01.26 02:18 sell 6715 47.30 1.11778 1.12338 1.11718

13428 2015.01.26 02:19 sell 6716 47.30 1.11776 1.12336 1.11716

13429 2015.01.26 02:20 sell 6717 47.30 1.11831 1.12391 1.11771

13430 2015.01.26 02:21 t/p 6717 47.30 1.11771 1.12391 1.11771 303370.84 97708256.14

13431 2015.01.26 02:24 sell 6718 47.45 1.11776 1.12336 1.11716

13432 2015.01.26 02:33 t/p 6711 46.87 1.11746 1.12366 1.11746 300612.93 98008869.07

13433 2015.01.26 02:33 t/p 6715 47.30 1.11718 1.12338 1.11718 303370.85 98312239.92

13434 2015.01.26 02:33 t/p 6716 47.30 1.11716 1.12336 1.11716 303370.85 98615610.77

Page 360: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 360/509

13435 2015.01.26 02:33 t/p 6718 47.45 1.11716 1.12336 1.11716 304332.92 98919943.69

13436 2015.01.26 02:35 t/p 6710 46.87 1.11685 1.12305 1.11685 300612.93 99220556.62

13437 2015.01.26 03:07 sell 6719 48.19 1.11855 1.12415 1.11795

13438 2015.01.26 03:12 sell 6720 48.19 1.11855 1.12415 1.11795

13439 2015.01.26 03:13 sell 6721 48.19 1.11890 1.12450 1.11830

13440 2015.01.26 03:13 t/p 6721 48.19 1.11830 1.12450 1.11830 309079.09 99529635.71

13441 2015.01.26 03:13 t/p 6719 48.19 1.11795 1.12415 1.11795 309079.10 99838714.81

13442 2015.01.26 03:13 t/p 6720 48.19 1.11795 1.12415 1.11795 309079.10 100147793.91

13443 2015.01.27 19:23 buy 6722 48.64 1.13594 1.13034 1.13654

13444 2015.01.27 19:27 buy 6723 48.64 1.13569 1.13009 1.13629

13445 2015.01.27 19:28 buy 6724 48.64 1.13521 1.12961 1.13581

13446 2015.01.27 19:29 buy 6725 48.64 1.13497 1.12937 1.13557

13447 2015.01.27 19:32 buy 6726 48.64 1.13522 1.12962 1.13582

13448 2015.01.27 20:00 t/p 6725 48.64 1.13557 1.12937 1.13557 311898.17 100459692.08

13449 2015.01.27 20:01 t/p 6724 48.64 1.13581 1.12961 1.13581 311898.16 100771590.24

13450 2015.01.27 20:01 t/p 6726 48.64 1.13582 1.12962 1.13582 311898.16 101083488.40

13451 2015.01.27 20:12 t/p 6723 48.64 1.13629 1.13009 1.13629 311898.16 101395386.56

13452 2015.01.27 20:35 buy 6727 49.24 1.13490 1.12930 1.13550

13453 2015.01.27 20:51 t/p 6727 49.24 1.13550 1.12930 1.13550 315748.55 101711135.11

13454 2015.01.27 20:56 close 6722 48.64 1.13595 1.13034 1.13654 5198.35 101716333.46

13455 2015.01.28 01:17 buy 6728 49.40 1.13699 1.13139 1.13759

13456 2015.01.28 01:18 buy 6729 49.40 1.13699 1.13139 1.13759

13457 2015.01.28 01:19 buy 6730 49.40 1.13663 1.13103 1.13723

13458 2015.01.28 01:20 buy 6731 49.40 1.13656 1.13096 1.13716

13459 2015.01.28 01:22 buy 6732 49.40 1.13655 1.13095 1.13715

13460 2015.01.28 08:13 t/p 6731 49.40 1.13716 1.13096 1.13716 316774.54 102033108.00

13461 2015.01.28 08:13 t/p 6732 49.40 1.13715 1.13095 1.13715 316774.53 102349882.53

13462 2015.01.28 08:13 close 6729 49.40 1.13717 1.13139 1.13759 95032.37 102444914.90

13463 2015.01.28 08:13 close 6728 49.40 1.13717 1.13139 1.13759 95032.37 102539947.27

13464 2015.01.28 08:13 t/p 6730 49.40 1.13723 1.13103 1.13723 316774.54 102856721.81

13465 2015.02.03 23:49 buy 6733 49.95 1.14788 1.14228 1.14848

13466 2015.02.03 23:50 buy 6734 49.95 1.14770 1.14210 1.14830

13467 2015.02.03 23:51 buy 6735 49.95 1.14767 1.14207 1.14827

13468 2015.02.03 23:52 buy 6736 49.95 1.14762 1.14202 1.14822

13469 2015.02.03 23:54 buy 6737 49.95 1.14765 1.14205 1.14825

13470 2015.02.04 07:45 t/p 6736 49.95 1.14822 1.14202 1.14822 256625.79 103113347.60

13471 2015.02.04 07:45 close 6733 49.95 1.14822 1.14228 1.14848 117827.22 103231174.82

Page 361: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 361/509

13472 2015.02.04 07:45 t/p 6737 49.95 1.14825 1.14205 1.14825 256625.79 103487800.60

13473 2015.02.04 07:45 close 6734 49.95 1.14820 1.14210 1.14830 203241.73 103691042.33

13474 2015.02.04 07:45 close 6735 49.95 1.14817 1.14207 1.14827 203241.73 103894284.06

13475 2015.02.05 02:07 sell 6738 50.46 1.13388 1.13948 1.13328

13476 2015.02.05 02:13 sell 6739 50.46 1.13445 1.14005 1.13385

13477 2015.02.05 02:15 sell 6740 50.46 1.13442 1.14002 1.13382

13478 2015.02.05 02:22 t/p 6739 50.46 1.13385 1.14005 1.13385 323641.36 104217925.42

13479 2015.02.05 02:22 t/p 6740 50.46 1.13382 1.14002 1.13382 323641.36 104541566.78

13480 2015.02.05 02:28 sell 6741 50.77 1.13444 1.14004 1.13384

13481 2015.02.05 02:34 t/p 6741 50.77 1.13384 1.14004 1.13384 325629.65 104867196.43

13482 2015.02.05 02:37 t/p 6738 50.46 1.13328 1.13948 1.13328 323641.36 105190837.79

13483 2015.02.05 03:41 sell 6742 51.09 1.13443 1.14003 1.13383

13484 2015.02.05 03:43 sell 6743 51.09 1.13434 1.13994 1.13374

13485 2015.02.05 03:45 sell 6744 51.09 1.13443 1.14003 1.13383

13486 2015.02.05 03:50 sell 6745 51.09 1.13436 1.13996 1.13376

13487 2015.02.05 03:51 sell 6746 51.09 1.13457 1.14017 1.13397

13488 2015.02.05 03:54 t/p 6746 51.09 1.13397 1.14017 1.13397 327682.06 105518519.85

13489 2015.02.05 07:38 close 6744 51.09 1.13443 1.14003 1.13383 0.00 105518519.85

13490 2015.02.05 07:38 close 6742 51.09 1.13443 1.14003 1.13383 0.00 105518519.85

13491 2015.02.05 07:38 close 6745 51.09 1.13435 1.13996 1.13376 5461.37 105523981.22

13492 2015.02.05 07:38 close 6743 51.09 1.13433 1.13994 1.13374 5461.36 105529442.58

13493 2015.02.05 23:43 buy 6747 51.25 1.14734 1.14174 1.14794

13494 2015.02.06 00:06 t/p 6747 51.25 1.14794 1.14174 1.14794 263301.66 105792744.23

13495 2015.02.06 01:11 buy 6748 51.38 1.14728 1.14168 1.14788

13496 2015.02.06 01:12 buy 6749 51.38 1.14720 1.14160 1.14780

13497 2015.02.06 01:15 buy 6750 51.38 1.14719 1.14159 1.14779

13498 2015.02.06 01:17 buy 6751 51.38 1.14706 1.14146 1.14766

13499 2015.02.06 01:18 buy 6752 51.38 1.14701 1.14141 1.14761

13500 2015.02.06 15:30 s/l 6748 51.38 1.14168 1.14168 1.14788 -3075064.23 102717680.00

13501 2015.02.06 15:30 s/l 6749 51.38 1.14160 1.14160 1.14780 -3075064.23 99642615.77

13502 2015.02.06 15:30 s/l 6750 51.38 1.14159 1.14159 1.14779 -3075064.23 96567551.54

13503 2015.02.06 15:30 close 6751 51.38 1.14156 1.14146 1.14766 -3020152.37 93547399.17

13504 2015.02.06 15:30 s/l 6752 51.38 1.14141 1.14141 1.14761 -3075064.23 90472334.94

13505 2015.02.09 01:15 sell 6753 43.94 1.13182 1.13742 1.13122

13506 2015.02.09 01:16 sell 6754 43.94 1.13185 1.13745 1.13125

13507 2015.02.09 01:18 sell 6755 43.94 1.13184 1.13744 1.13124

13508 2015.02.09 01:19 sell 6756 43.94 1.13201 1.13761 1.13141

13509 2015.02.09 01:20 sell 6757 43.94 1.13230 1.13790 1.13170

Page 362: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 362/509

13510 2015.02.09 01:32 t/p 6757 43.94 1.13170 1.13790 1.13170 281820.62 90754155.56

13511 2015.02.09 01:45 t/p 6756 43.94 1.13141 1.13761 1.13141 281820.62 91035976.18

13512 2015.02.09 02:28 sell 6758 44.21 1.13203 1.13763 1.13143

13513 2015.02.09 02:29 sell 6759 44.21 1.13206 1.13766 1.13146

13514 2015.02.09 02:55 t/p 6759 44.21 1.13146 1.13766 1.13146 283552.32 91319528.50

13515 2015.02.09 02:55 close 6755 43.94 1.13146 1.13744 1.13124 178486.38 91498014.88

13516 2015.02.09 02:55 close 6754 43.94 1.13146 1.13745 1.13125 183183.39 91681198.27

13517 2015.02.09 02:55 close 6753 43.94 1.13146 1.13742 1.13122 169092.36 91850290.63

13518 2015.02.09 02:55 t/p 6758 44.21 1.13143 1.13763 1.13143 283552.33 92133842.96

13519 2015.02.09 03:11 sell 6760 44.74 1.13221 1.13781 1.13161

13520 2015.02.09 03:15 sell 6761 44.74 1.13233 1.13793 1.13173

13521 2015.02.09 03:26 sell 6762 44.74 1.13242 1.13802 1.13182

13522 2015.02.09 03:27 sell 6763 44.74 1.13244 1.13804 1.13184

13523 2015.02.09 03:29 sell 6764 44.74 1.13236 1.13796 1.13176

13524 2015.02.09 12:58 t/p 6763 44.74 1.13184 1.13804 1.13184 286951.62 92420794.58

13525 2015.02.09 12:58 close 6761 44.74 1.13184 1.13793 1.13173 234343.82 92655138.40

13526 2015.02.09 12:58 close 6760 44.74 1.13184 1.13781 1.13161 176953.50 92832091.90

13527 2015.02.09 12:58 t/p 6762 44.74 1.13182 1.13802 1.13182 286951.62 93119043.52

13528 2015.02.09 12:58 t/p 6764 44.74 1.13176 1.13796 1.13176 286951.62 93405995.14

13529 2015.02.13 00:02 buy 6765 45.36 1.13999 1.13439 1.14059

13530 2015.02.13 00:05 t/p 6765 45.36 1.14059 1.13439 1.14059 290865.56 93696860.70

13531 2015.02.13 00:43 buy 6766 45.50 1.13991 1.13431 1.14051

13532 2015.02.13 00:49 buy 6767 45.50 1.13993 1.13433 1.14053

13533 2015.02.13 00:51 buy 6768 45.50 1.13991 1.13431 1.14051

13534 2015.02.13 01:06 t/p 6766 45.50 1.14051 1.13431 1.14051 291763.29 93988623.99

13535 2015.02.13 01:06 t/p 6767 45.50 1.14053 1.13433 1.14053 291763.29 94280387.28

13536 2015.02.13 01:06 t/p 6768 45.50 1.14051 1.13431 1.14051 291763.29 94572150.57

13537 2015.02.13 03:03 buy 6769 45.93 1.13992 1.13432 1.14052

13538 2015.02.13 03:04 buy 6770 45.93 1.13984 1.13424 1.14044

13539 2015.02.13 03:07 buy 6771 45.93 1.13984 1.13424 1.14044

13540 2015.02.13 03:09 buy 6772 45.93 1.13985 1.13425 1.14045

13541 2015.02.13 03:10 buy 6773 45.93 1.13966 1.13406 1.14026

13542 2015.02.13 04:10 t/p 6773 45.93 1.14026 1.13406 1.14026 294520.61 94866671.18

13543 2015.02.13 04:34 close 6770 45.93 1.13986 1.13424 1.14044 9817.35 94876488.53

13544 2015.02.13 04:39 close 6772 45.93 1.13985 1.13425 1.14045 0.00 94876488.53

13545 2015.02.13 04:39 close 6771 45.93 1.13985 1.13424 1.14044 4908.68 94881397.21

13546 2015.02.13 04:39 close 6769 45.93 1.13992 1.13432 1.14052 0.00 94881397.21

Page 363: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 363/509

13547 2015.02.16 21:56 sell 6774 46.08 1.13476 1.14036 1.13416

13548 2015.02.16 21:57 sell 6775 46.08 1.13482 1.14042 1.13422

13549 2015.02.16 21:58 sell 6776 46.08 1.13505 1.14065 1.13445

13550 2015.02.16 21:59 t/p 6776 46.08 1.13445 1.14065 1.13445 295546.06 95176943.27

13551 2015.02.16 22:02 t/p 6775 46.08 1.13422 1.14042 1.13422 295546.06 95472489.33

13552 2015.02.16 22:02 t/p 6774 46.08 1.13416 1.14036 1.13416 295546.07 95768035.40

13553 2015.02.16 22:09 sell 6777 46.51 1.13485 1.14045 1.13425

13554 2015.02.16 22:12 sell 6778 46.51 1.13491 1.14051 1.13431

13555 2015.02.16 22:13 sell 6779 46.51 1.13513 1.14073 1.13453

13556 2015.02.16 22:15 t/p 6779 46.51 1.13453 1.14073 1.13453 298303.98 96066339.38

13557 2015.02.16 22:15 t/p 6778 46.51 1.13431 1.14051 1.13431 298303.97 96364643.35

13558 2015.02.16 22:15 t/p 6777 46.51 1.13425 1.14045 1.13425 298303.98 96662947.33

13559 2015.02.16 22:41 sell 6780 46.94 1.13518 1.14078 1.13458

13560 2015.02.16 22:41 t/p 6780 46.94 1.13458 1.14078 1.13458 301061.90 96964009.23

13561 2015.02.16 23:24 sell 6781 47.09 1.13515 1.14075 1.13455

13562 2015.02.16 23:29 sell 6782 47.09 1.13509 1.14069 1.13449

13563 2015.02.16 23:34 sell 6783 47.09 1.13521 1.14081 1.13461

13564 2015.02.16 23:57 sell 6784 47.09 1.13540 1.14100 1.13480

13565 2015.02.17 00:18 sell 6785 47.09 1.13544 1.14104 1.13484

13566 2015.02.17 00:28 t/p 6785 47.09 1.13484 1.14104 1.13484 302023.96 97266033.19

13567 2015.02.17 00:34 t/p 6784 47.09 1.13480 1.14100 1.13480 334814.78 97600847.98

13568 2015.02.17 00:47 t/p 6783 47.09 1.13461 1.14081 1.13461 334814.78 97935662.76

13569 2015.02.17 00:47 t/p 6781 47.09 1.13455 1.14075 1.13455 334814.78 98270477.54

13570 2015.02.17 00:51 t/p 6782 47.09 1.13449 1.14069 1.13449 334814.77 98605292.32

13571 2015.02.23 16:00 sell 6786 47.89 1.13195 1.13755 1.13135

13572 2015.02.23 17:25 close 6786 47.89 1.13398 1.13755 1.13135 -1039207.64 97566084.68

13573 2015.02.27 01:34 sell 6787 47.38 1.12020 1.12580 1.11960

13574 2015.02.27 01:44 sell 6788 47.38 1.12025 1.12585 1.11965

13575 2015.02.27 01:45 sell 6789 47.38 1.12028 1.12588 1.11968

13576 2015.02.27 01:49 sell 6790 47.38 1.12030 1.12590 1.11970

13577 2015.02.27 01:53 sell 6791 47.38 1.12038 1.12598 1.11978

13578 2015.02.27 10:12 t/p 6791 47.38 1.11978 1.12598 1.11978 303883.94 97869968.62

13579 2015.02.27 10:12 close 6789 47.38 1.11978 1.12588 1.11968 253236.62 98123205.24

13580 2015.02.27 10:12 close 6788 47.38 1.11978 1.12585 1.11965 238042.42 98361247.66

13581 2015.02.27 10:12 close 6787 47.38 1.11978 1.12580 1.11960 212718.76 98573966.42

13582 2015.02.27 10:12 close 6790 47.38 1.11980 1.12590 1.11970 253236.62 98827203.04

13583 2015.03.04 14:18 sell 6792 47.99 1.11347 1.11907 1.11287

13584 2015.03.04 14:22 sell 6793 47.99 1.11351 1.11911 1.11291

Page 364: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 364/509

13585 2015.03.04 14:23 sell 6794 47.99 1.11356 1.11916 1.11296

13586 2015.03.04 14:24 sell 6795 47.99 1.11362 1.11922 1.11302

13587 2015.03.04 14:28 sell 6796 47.99 1.11357 1.11917 1.11297

13588 2015.03.04 14:41 t/p 6795 47.99 1.11302 1.11922 1.11302 307802.10 99135005.14

13589 2015.03.04 14:41 t/p 6796 47.99 1.11297 1.11917 1.11297 307802.10 99442807.24

13590 2015.03.04 14:41 t/p 6794 47.99 1.11296 1.11916 1.11296 307802.10 99750609.34

13591 2015.03.04 14:41 t/p 6793 47.99 1.11291 1.11911 1.11291 307802.10 100058411.44

13592 2015.03.04 14:41 t/p 6792 47.99 1.11287 1.11907 1.11287 307802.10 100366213.54

13593 2015.03.04 23:03 sell 6797 48.74 1.10763 1.11323 1.10703

13594 2015.03.04 23:04 sell 6798 48.74 1.10769 1.11329 1.10709

13595 2015.03.04 23:46 sell 6799 48.74 1.10772 1.11332 1.10712

13596 2015.03.04 23:48 sell 6800 48.74 1.10774 1.11334 1.10714

13597 2015.03.04 23:49 sell 6801 48.74 1.10776 1.11336 1.10716

13598 2015.03.05 03:59 t/p 6801 48.74 1.10716 1.11336 1.10716 414431.88 100780645.42

13599 2015.03.05 03:59 close 6797 48.74 1.10716 1.11323 1.10703 346699.17 101127344.60

13600 2015.03.05 03:59 close 6798 48.74 1.10720 1.11329 1.10709 357119.59 101484464.19

13601 2015.03.05 03:59 close 6799 48.74 1.10722 1.11332 1.10712 362329.80 101846793.99

13602 2015.03.05 03:59 close 6800 48.74 1.10724 1.11334 1.10714 362329.79 102209123.79

13603 2015.03.05 12:43 sell 6802 49.64 1.10504 1.11064 1.10444

13604 2015.03.05 12:44 sell 6803 49.64 1.10514 1.11074 1.10454

13605 2015.03.05 12:58 sell 6804 49.64 1.10522 1.11082 1.10462

13606 2015.03.05 12:59 sell 6805 49.64 1.10525 1.11085 1.10465

13607 2015.03.05 13:01 sell 6806 49.64 1.10543 1.11103 1.10483

13608 2015.03.05 13:20 t/p 6806 49.64 1.10483 1.11103 1.10483 318385.00 102527508.79

13609 2015.03.05 13:44 t/p 6805 49.64 1.10465 1.11085 1.10465 318385.01 102845893.80

13610 2015.03.05 13:44 t/p 6804 49.64 1.10462 1.11082 1.10462 318385.01 103164278.81

13611 2015.03.05 13:44 t/p 6803 49.64 1.10454 1.11074 1.10454 318385.00 103482663.81

13612 2015.03.05 13:46 t/p 6802 49.64 1.10444 1.11064 1.10444 318385.01 103801048.82

13613 2015.03.06 14:59 sell 6807 50.41 1.09691 1.10251 1.09631

13614 2015.03.06 15:00 sell 6808 50.41 1.09697 1.10257 1.09637

13615 2015.03.06 15:02 sell 6809 50.41 1.09767 1.10327 1.09707

13616 2015.03.06 15:04 sell 6810 50.41 1.09745 1.10305 1.09685

13617 2015.03.06 15:06 sell 6811 50.41 1.09741 1.10301 1.09681

13618 2015.03.06 15:10 t/p 6809 50.41 1.09707 1.10327 1.09707 323326.72 104124375.54

13619 2015.03.06 15:12 t/p 6810 50.41 1.09685 1.10305 1.09685 323326.72 104447702.26

13620 2015.03.06 15:12 t/p 6811 50.41 1.09681 1.10301 1.09681 323326.72 104771028.98

13621 2015.03.06 15:14 t/p 6808 50.41 1.09637 1.10257 1.09637 323326.72 105094355.70

Page 365: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 365/509

13622 2015.03.06 15:24 t/p 6807 50.41 1.09631 1.10251 1.09631 323326.72 105417682.42

13623 2015.03.06 15:30 sell 6812 51.19 1.09803 1.10363 1.09743

13624 2015.03.06 15:30 t/p 6812 51.19 1.09743 1.10363 1.09743 328329.59 105746012.01

13625 2015.03.09 02:00 sell 6813 51.35 1.08374 1.08934 1.08314

13626 2015.03.09 02:01 sell 6814 51.35 1.08387 1.08947 1.08327

13627 2015.03.09 02:02 sell 6815 51.35 1.08394 1.08954 1.08334

13628 2015.03.09 02:05 sell 6816 51.35 1.08431 1.08991 1.08371

13629 2015.03.09 02:07 sell 6817 51.35 1.08409 1.08969 1.08349

13630 2015.03.09 11:59 s/l 6813 51.35 1.08934 1.08934 1.08314 -3074016.40 102671995.61

13631 2015.03.09 11:59 close 6814 51.35 1.08935 1.08947 1.08327 -3008144.62 99663850.99

13632 2015.03.09 11:59 close 6816 51.35 1.08935 1.08991 1.08371 -2766614.76 96897236.23

13633 2015.03.09 12:00 close 6815 51.35 1.08931 1.08954 1.08334 -2947762.16 93949474.07

13634 2015.03.09 12:00 s/l 6817 51.35 1.08969 1.08969 1.08349 -3074016.40 90875457.67

13635 2015.03.10 15:43 sell 6818 44.13 1.07659 1.08219 1.07599

13636 2015.03.10 15:43 t/p 6818 44.13 1.07599 1.08219 1.07599 283060.41 91158518.08

13637 2015.03.11 02:09 sell 6819 44.27 1.06941 1.07501 1.06881

13638 2015.03.11 02:10 sell 6820 44.27 1.06947 1.07507 1.06887

13639 2015.03.11 02:12 sell 6821 44.27 1.06949 1.07509 1.06889

13640 2015.03.11 02:23 sell 6822 44.27 1.06942 1.07502 1.06882

13641 2015.03.11 02:24 sell 6823 44.27 1.06948 1.07508 1.06888

13642 2015.03.11 05:34 t/p 6821 44.27 1.06889 1.07509 1.06889 283958.41 91442476.49

13643 2015.03.11 05:34 t/p 6823 44.27 1.06888 1.07508 1.06888 283958.41 91726434.90

13644 2015.03.11 05:34 t/p 6820 44.27 1.06887 1.07507 1.06887 283958.41 92010393.31

13645 2015.03.11 05:34 t/p 6819 44.27 1.06881 1.07501 1.06881 283958.41 92294351.72

13646 2015.03.11 05:34 t/p 6822 44.27 1.06882 1.07502 1.06882 283958.41 92578310.13

13647 2015.03.11 14:47 sell 6824 44.96 1.05996 1.06556 1.05936

13648 2015.03.11 14:53 t/p 6824 44.96 1.05936 1.06556 1.05936 288384.23 92866694.36

13649 2015.03.11 15:03 sell 6825 45.10 1.06053 1.06613 1.05993

13650 2015.03.11 15:07 sell 6826 45.10 1.06044 1.06604 1.05984

13651 2015.03.11 15:08 sell 6827 45.10 1.06079 1.06639 1.06019

13652 2015.03.11 15:09 sell 6828 45.10 1.06087 1.06647 1.06027

13653 2015.03.11 15:10 sell 6829 45.10 1.06105 1.06665 1.06045

13654 2015.03.11 15:46 t/p 6829 45.10 1.06045 1.06665 1.06045 289282.22 93155976.58

13655 2015.03.11 15:46 t/p 6828 45.10 1.06027 1.06647 1.06027 289282.22 93445258.80

13656 2015.03.11 15:46 t/p 6827 45.10 1.06019 1.06639 1.06019 289282.22 93734541.02

13657 2015.03.11 15:48 t/p 6825 45.10 1.05993 1.06613 1.05993 289282.22 94023823.24

13658 2015.03.11 15:48 t/p 6826 45.10 1.05984 1.06604 1.05984 289282.23 94313105.47

13659 2015.03.11 18:35 sell 6830 45.80 1.05969 1.06529 1.05909

Page 366: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 366/509

13660 2015.03.11 18:38 t/p 6830 45.80 1.05909 1.06529 1.05909 293772.19 94606877.66

13661 2015.03.12 01:30 sell 6831 45.94 1.05493 1.06053 1.05433

13662 2015.03.12 01:37 sell 6832 45.94 1.05503 1.06063 1.05443

13663 2015.03.12 01:38 sell 6833 45.94 1.05519 1.06079 1.05459

13664 2015.03.12 01:40 sell 6834 45.94 1.05523 1.06083 1.05463

13665 2015.03.12 01:41 sell 6835 45.94 1.05527 1.06087 1.05467

13666 2015.03.12 02:19 t/p 6835 45.94 1.05467 1.06087 1.05467 294670.18 94901547.84

13667 2015.03.12 02:19 t/p 6834 45.94 1.05463 1.06083 1.05463 294670.18 95196218.02

13668 2015.03.12 02:24 t/p 6833 45.94 1.05459 1.06079 1.05459 294670.19 95490888.21

13669 2015.03.12 02:31 t/p 6832 45.94 1.05443 1.06063 1.05443 294670.19 95785558.40

13670 2015.03.12 02:32 t/p 6831 45.94 1.05433 1.06053 1.05433 294670.18 96080228.58

13671 2015.03.12 03:03 sell 6836 46.66 1.05499 1.06059 1.05439

13672 2015.03.12 03:06 t/p 6836 46.66 1.05439 1.06059 1.05439 299288.44 96379517.02

13673 2015.03.12 04:06 sell 6837 46.80 1.05520 1.06080 1.05460

13674 2015.03.12 04:21 t/p 6837 46.80 1.05460 1.06080 1.05460 300186.43 96679703.45

13675 2015.03.16 01:28 sell 6838 46.95 1.04969 1.05529 1.04909

13676 2015.03.16 01:29 sell 6839 46.95 1.04981 1.05541 1.04921

13677 2015.03.16 01:30 sell 6840 46.95 1.05022 1.05582 1.04962

13678 2015.03.16 01:35 sell 6841 46.95 1.05004 1.05564 1.04944

13679 2015.03.16 01:36 sell 6842 46.95 1.05021 1.05581 1.04961

13680 2015.03.16 01:52 t/p 6840 46.95 1.04962 1.05582 1.04962 301151.38 96980854.83

13681 2015.03.16 01:52 t/p 6842 46.95 1.04961 1.05581 1.04961 301151.38 97282006.21

13682 2015.03.16 02:02 sell 6843 47.24 1.04999 1.05559 1.04939

13683 2015.03.16 02:04 sell 6844 47.24 1.05009 1.05569 1.04949

13684 2015.03.16 02:11 t/p 6844 47.24 1.04949 1.05569 1.04949 303011.53 97585017.74

13685 2015.03.16 02:19 t/p 6841 46.95 1.04944 1.05564 1.04944 301151.39 97886169.13

13686 2015.03.16 02:19 t/p 6843 47.24 1.04939 1.05559 1.04939 303011.53 98189180.66

13687 2015.03.16 02:19 t/p 6839 46.95 1.04921 1.05541 1.04921 301151.38 98490332.04

13688 2015.03.16 02:19 t/p 6838 46.95 1.04909 1.05529 1.04909 301151.39 98791483.43

13689 2015.03.16 03:31 sell 6845 47.97 1.04968 1.05528 1.04908

13690 2015.03.16 04:07 sell 6846 47.97 1.04998 1.05558 1.04938

13691 2015.03.16 04:09 sell 6847 47.97 1.04995 1.05555 1.04935

13692 2015.03.16 04:11 sell 6848 47.97 1.05012 1.05572 1.04952

13693 2015.03.16 04:12 sell 6849 47.97 1.05026 1.05586 1.04966

13694 2015.03.16 11:08 s/l 6845 47.97 1.05528 1.05528 1.04908 -2871810.39 95919673.04

13695 2015.03.16 11:08 close 6846 47.97 1.05528 1.05558 1.04938 -2717963.41 93201709.63

13696 2015.03.16 11:08 close 6848 47.97 1.05528 1.05572 1.04952 -2646168.15 90555541.48

Page 367: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 367/509

13697 2015.03.16 11:09 close 6847 47.97 1.05536 1.05555 1.04935 -2774373.97 87781167.51

13698 2015.03.16 11:10 close 6849 47.97 1.05451 1.05586 1.04966 -2179498.97 85601668.54

13699 2015.03.19 01:00 buy 6850 41.57 1.08308 1.07748 1.08368

13700 2015.03.19 01:04 t/p 6850 41.57 1.08368 1.07748 1.08368 266580.10 85868248.64

13701 2015.03.19 01:10 buy 6851 41.70 1.08272 1.07712 1.08332

13702 2015.03.19 01:15 buy 6852 41.70 1.08289 1.07729 1.08349

13703 2015.03.19 01:15 t/p 6851 41.70 1.08332 1.07712 1.08332 267413.76 86135662.40

13704 2015.03.19 01:30 t/p 6852 41.70 1.08349 1.07729 1.08349 267413.76 86403076.16

13705 2015.03.19 02:00 buy 6853 41.96 1.08241 1.07681 1.08301

13706 2015.03.19 02:01 buy 6854 41.96 1.08213 1.07653 1.08273

13707 2015.03.19 02:04 t/p 6854 41.96 1.08273 1.07653 1.08273 269081.09 86672157.25

13708 2015.03.19 02:04 t/p 6853 41.96 1.08301 1.07681 1.08301 269081.08 86941238.33

13709 2015.03.19 04:21 buy 6855 42.22 1.08441 1.07881 1.08501

13710 2015.03.19 04:22 buy 6856 42.22 1.08406 1.07846 1.08466

13711 2015.03.19 04:24 buy 6857 42.22 1.08439 1.07879 1.08499

13712 2015.03.19 04:25 buy 6858 42.22 1.08367 1.07807 1.08427

13713 2015.03.19 04:26 buy 6859 42.22 1.08355 1.07795 1.08415

13714 2015.03.19 04:30 t/p 6859 42.22 1.08415 1.07795 1.08415 270750.95 87211989.28

13715 2015.03.19 04:30 buy 6860 42.35 1.08433 1.07873 1.08493

13716 2015.03.19 04:31 t/p 6858 42.22 1.08427 1.07807 1.08427 270750.95 87482740.23

13717 2015.03.19 04:32 t/p 6856 42.22 1.08466 1.07846 1.08466 270750.95 87753491.18

13718 2015.03.19 04:32 t/p 6860 42.35 1.08493 1.07873 1.08493 271584.62 88025075.80

13719 2015.03.19 04:32 t/p 6857 42.22 1.08499 1.07879 1.08499 270750.95 88295826.75

13720 2015.03.19 04:32 t/p 6855 42.22 1.08501 1.07881 1.08501 270750.95 88566577.70

13721 2015.03.19 04:37 buy 6861 43.01 1.08423 1.07863 1.08483

13722 2015.03.19 04:38 buy 6862 43.01 1.08378 1.07818 1.08438

13723 2015.03.19 04:39 buy 6863 43.01 1.08315 1.07755 1.08375

13724 2015.03.19 04:39 t/p 6863 43.01 1.08375 1.07755 1.08375 275817.11 88842394.81

13725 2015.03.19 04:41 buy 6864 43.14 1.08345 1.07785 1.08405

13726 2015.03.19 04:42 buy 6865 43.14 1.08334 1.07774 1.08394

13727 2015.03.19 04:44 buy 6866 43.14 1.08308 1.07748 1.08368

13728 2015.03.19 04:55 t/p 6866 43.14 1.08368 1.07748 1.08368 276650.78 89119045.59

13729 2015.03.19 04:55 t/p 6865 43.14 1.08394 1.07774 1.08394 276650.78 89395696.37

13730 2015.03.19 04:55 t/p 6864 43.14 1.08405 1.07785 1.08405 276650.78 89672347.15

13731 2015.03.19 04:55 t/p 6862 43.01 1.08438 1.07818 1.08438 275817.11 89948164.26

13732 2015.03.19 06:49 s/l 6861 43.01 1.07863 1.07863 1.08483 -2574293.02 87373871.24

13733 2015.03.23 02:21 buy 6867 42.43 1.08202 1.07642 1.08262

13734 2015.03.23 02:24 buy 6868 42.43 1.08232 1.07672 1.08292

Page 368: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 368/509

13735 2015.03.23 02:25 buy 6869 42.43 1.08213 1.07653 1.08273

13736 2015.03.23 02:31 buy 6870 42.43 1.08235 1.07675 1.08295

13737 2015.03.23 02:32 buy 6871 42.43 1.08212 1.07652 1.08272

13738 2015.03.23 02:44 t/p 6867 42.43 1.08262 1.07642 1.08262 272090.01 87645961.25

13739 2015.03.23 02:45 t/p 6869 42.43 1.08273 1.07653 1.08273 272090.02 87918051.27

13740 2015.03.23 02:45 t/p 6871 42.43 1.08272 1.07652 1.08272 272090.01 88190141.28

13741 2015.03.23 02:45 t/p 6868 42.43 1.08292 1.07672 1.08292 272090.01 88462231.29

13742 2015.03.23 02:45 t/p 6870 42.43 1.08295 1.07675 1.08295 272090.01 88734321.30

13743 2015.03.23 03:03 buy 6872 43.09 1.08209 1.07649 1.08269

13744 2015.03.23 03:04 buy 6873 43.09 1.08189 1.07629 1.08249

13745 2015.03.23 03:08 t/p 6873 43.09 1.08249 1.07629 1.08249 276322.38 89010643.68

13746 2015.03.23 03:14 t/p 6872 43.09 1.08269 1.07649 1.08269 276322.38 89286966.06

13747 2015.03.23 03:25 buy 6874 43.36 1.08192 1.07632 1.08252

13748 2015.03.23 03:26 buy 6875 43.36 1.08171 1.07611 1.08231

13749 2015.03.23 03:29 buy 6876 43.36 1.08160 1.07600 1.08220

13750 2015.03.23 03:30 buy 6877 43.36 1.08129 1.07569 1.08189

13751 2015.03.23 03:35 buy 6878 43.36 1.08154 1.07594 1.08214

13752 2015.03.23 07:02 t/p 6877 43.36 1.08189 1.07569 1.08189 278053.81 89565019.87

13753 2015.03.23 07:02 close 6878 43.36 1.08190 1.07594 1.08214 166832.29 89731852.16

13754 2015.03.23 07:02 close 6876 43.36 1.08190 1.07600 1.08220 139026.91 89870879.07

13755 2015.03.23 07:02 close 6875 43.36 1.08190 1.07611 1.08231 88050.38 89958929.45

13756 2015.03.23 07:02 close 6874 43.36 1.08193 1.07632 1.08252 4634.23 89963563.68

13757 2015.03.23 18:06 buy 6879 43.69 1.09039 1.08479 1.09099

13758 2015.03.23 18:07 buy 6880 43.69 1.09027 1.08467 1.09087

13759 2015.03.23 18:08 t/p 6880 43.69 1.09087 1.08467 1.09087 280169.98 90243733.66

13760 2015.03.23 18:08 t/p 6879 43.69 1.09099 1.08479 1.09099 280169.99 90523903.65

13761 2015.03.23 18:10 buy 6881 43.96 1.09035 1.08475 1.09095

13762 2015.03.23 18:15 buy 6882 43.96 1.08896 1.08336 1.08956

13763 2015.03.23 18:17 buy 6883 43.96 1.08902 1.08342 1.08962

13764 2015.03.23 18:20 buy 6884 43.96 1.08937 1.08377 1.08997

13765 2015.03.23 18:21 buy 6885 43.96 1.08917 1.08357 1.08977

13766 2015.03.23 18:24 t/p 6882 43.96 1.08956 1.08336 1.08956 281901.42 90805805.07

13767 2015.03.23 18:24 buy 6886 44.10 1.08974 1.08414 1.09034

13768 2015.03.23 18:24 t/p 6883 43.96 1.08962 1.08342 1.08962 281901.41 91087706.48

13769 2015.03.23 18:24 t/p 6885 43.96 1.08977 1.08357 1.08977 281901.41 91369607.89

13770 2015.03.23 18:25 t/p 6884 43.96 1.08997 1.08377 1.08997 281901.41 91651509.30

13771 2015.03.23 18:26 t/p 6886 44.10 1.09034 1.08414 1.09034 282799.18 91934308.48

Page 369: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 369/509

13772 2015.03.23 18:33 buy 6887 44.65 1.08961 1.08401 1.09021

13773 2015.03.23 18:34 buy 6888 44.65 1.08933 1.08373 1.08993

13774 2015.03.23 18:35 buy 6889 44.65 1.08844 1.08284 1.08904

13775 2015.03.23 18:37 t/p 6889 44.65 1.08904 1.08284 1.08904 286326.16 92220634.64

13776 2015.03.23 18:41 t/p 6888 44.65 1.08993 1.08373 1.08993 286326.16 92506960.80

13777 2015.03.23 18:48 t/p 6887 44.65 1.09021 1.08401 1.09021 286326.17 92793286.97

13778 2015.03.23 18:52 t/p 6881 43.96 1.09095 1.08475 1.09095 281901.41 93075188.38

13779 2015.03.24 02:51 buy 6890 45.20 1.09474 1.08914 1.09534

13780 2015.03.24 02:55 buy 6891 45.20 1.09477 1.08917 1.09537

13781 2015.03.24 02:57 buy 6892 45.20 1.09465 1.08905 1.09525

13782 2015.03.24 02:58 buy 6893 45.20 1.09442 1.08882 1.09502

13783 2015.03.24 03:00 buy 6894 45.20 1.09453 1.08893 1.09513

13784 2015.03.24 03:14 t/p 6893 45.20 1.09502 1.08882 1.09502 289853.13 93365041.51

13785 2015.03.24 03:29 buy 6895 45.34 1.09452 1.08892 1.09512

13786 2015.03.24 09:04 t/p 6895 45.34 1.09512 1.08892 1.09512 290750.91 93655792.42

13787 2015.03.24 09:04 close 6892 45.20 1.09512 1.08905 1.09525 227051.63 93882844.05

13788 2015.03.24 09:04 close 6891 45.20 1.09512 1.08917 1.09537 169081.00 94051925.05

13789 2015.03.24 09:04 close 6890 45.20 1.09512 1.08914 1.09534 183573.66 94235498.71

13790 2015.03.24 09:04 t/p 6894 45.20 1.09513 1.08893 1.09513 289853.13 94525351.84

13791 2015.03.26 23:25 sell 6896 45.90 1.08911 1.09471 1.08851

13792 2015.03.26 23:30 t/p 6896 45.90 1.08851 1.09471 1.08851 294405.35 94819757.19

13793 2015.03.27 02:04 sell 6897 46.05 1.08796 1.09356 1.08736

13794 2015.03.27 02:05 sell 6898 46.05 1.08813 1.09373 1.08753

13795 2015.03.27 02:06 sell 6899 46.05 1.08814 1.09374 1.08754

13796 2015.03.27 02:08 sell 6900 46.05 1.08805 1.09365 1.08745

13797 2015.03.27 02:25 sell 6901 46.05 1.08819 1.09379 1.08759

13798 2015.03.27 04:48 t/p 6901 46.05 1.08759 1.09379 1.08759 295367.46 95115124.65

13799 2015.03.27 04:48 close 6900 46.05 1.08757 1.09365 1.08745 236293.98 95351418.63

13800 2015.03.27 04:48 close 6897 46.05 1.08757 1.09356 1.08736 191988.86 95543407.49

13801 2015.03.27 04:48 t/p 6898 46.05 1.08753 1.09373 1.08753 295367.46 95838774.95

13802 2015.03.27 04:48 t/p 6899 46.05 1.08754 1.09374 1.08754 295367.46 96134142.41

13803 2015.03.27 14:03 sell 6902 46.69 1.08352 1.08912 1.08292

13804 2015.03.27 14:09 sell 6903 46.69 1.08358 1.08918 1.08298

13805 2015.03.27 14:13 sell 6904 46.69 1.08363 1.08923 1.08303

13806 2015.03.27 14:14 sell 6905 46.69 1.08406 1.08966 1.08346

13807 2015.03.27 14:15 sell 6906 46.69 1.08427 1.08987 1.08367

13808 2015.03.27 15:41 s/l 6902 46.69 1.08912 1.08912 1.08292 -2795076.30 93339066.11

13809 2015.03.27 15:41 close 6905 46.69 1.08913 1.08966 1.08346 -2530542.30 90808523.81

Page 370: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 370/509

13810 2015.03.27 15:41 s/l 6903 46.69 1.08918 1.08918 1.08298 -2795076.31 88013447.50

13811 2015.03.27 15:41 s/l 6904 46.69 1.08923 1.08923 1.08303 -2795076.31 85218371.19

13812 2015.03.27 15:42 close 6906 46.69 1.08936 1.08987 1.08367 -2540524.72 82677846.47

13813 2015.03.31 13:56 sell 6907 40.15 1.07447 1.08007 1.07387

13814 2015.03.31 14:17 sell 6908 40.15 1.07473 1.08033 1.07413

13815 2015.03.31 14:18 sell 6909 40.15 1.07475 1.08035 1.07415

13816 2015.03.31 14:19 sell 6910 40.15 1.07476 1.08036 1.07416

13817 2015.03.31 14:23 sell 6911 40.15 1.07489 1.08049 1.07429

13818 2015.03.31 14:53 t/p 6911 40.15 1.07429 1.08049 1.07429 257524.51 82935370.98

13819 2015.03.31 14:53 t/p 6909 40.15 1.07415 1.08035 1.07415 257524.51 83192895.49

13820 2015.03.31 14:53 t/p 6910 40.15 1.07416 1.08036 1.07416 257524.51 83450420.00

13821 2015.03.31 14:53 t/p 6908 40.15 1.07413 1.08033 1.07413 257524.51 83707944.51

13822 2015.03.31 14:55 t/p 6907 40.15 1.07387 1.08007 1.07387 257524.51 83965469.02

13823 2015.03.31 15:15 sell 6912 40.78 1.07612 1.08172 1.07552

13824 2015.03.31 15:16 sell 6913 40.78 1.07636 1.08196 1.07576

13825 2015.03.31 15:17 sell 6914 40.78 1.07647 1.08207 1.07587

13826 2015.03.31 15:45 t/p 6914 40.78 1.07587 1.08207 1.07587 261565.37 84227034.39

13827 2015.03.31 15:45 t/p 6913 40.78 1.07576 1.08196 1.07576 261565.37 84488599.76

13828 2015.03.31 15:45 t/p 6912 40.78 1.07552 1.08172 1.07552 261565.37 84750165.13

13829 2015.04.02 22:43 buy 6915 41.16 1.08828 1.08268 1.08888

13830 2015.04.02 22:44 buy 6916 41.16 1.08823 1.08263 1.08883

13831 2015.04.02 23:00 buy 6917 41.16 1.08802 1.08242 1.08862

13832 2015.04.02 23:02 buy 6918 41.16 1.08806 1.08246 1.08866

13833 2015.04.02 23:06 buy 6919 41.16 1.08800 1.08240 1.08860

13834 2015.04.03 09:33 t/p 6919 41.16 1.08860 1.08240 1.08860 211473.22 84961638.35

13835 2015.04.03 09:33 close 6916 41.16 1.08861 1.08263 1.08883 114693.05 85076331.40

13836 2015.04.03 09:33 close 6915 41.16 1.08861 1.08268 1.08888 92697.56 85169028.96

13837 2015.04.03 09:33 t/p 6917 41.16 1.08862 1.08242 1.08862 211473.22 85380502.17

13838 2015.04.03 09:34 t/p 6918 41.16 1.08866 1.08246 1.08866 211473.22 85591975.39

13839 2015.04.06 03:02 buy 6920 41.57 1.09925 1.09365 1.09985

13840 2015.04.06 03:03 buy 6921 41.57 1.09873 1.09313 1.09933

13841 2015.04.06 03:05 buy 6922 41.57 1.09886 1.09326 1.09946

13842 2015.04.06 03:06 buy 6923 41.57 1.09884 1.09324 1.09944

13843 2015.04.06 03:07 buy 6924 41.57 1.09866 1.09306 1.09926

13844 2015.04.06 03:44 t/p 6924 41.57 1.09926 1.09306 1.09926 266575.10 85858550.49

13845 2015.04.06 03:44 t/p 6921 41.57 1.09933 1.09313 1.09933 266575.10 86125125.59

13846 2015.04.06 03:45 t/p 6923 41.57 1.09944 1.09324 1.09944 266575.11 86391700.70

Page 371: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 371/509

13847 2015.04.06 03:45 t/p 6922 41.57 1.09946 1.09326 1.09946 266575.10 86658275.80

13848 2015.04.06 03:52 buy 6925 42.08 1.09884 1.09324 1.09944

13849 2015.04.06 03:54 buy 6926 42.08 1.09859 1.09299 1.09919

13850 2015.04.06 03:56 buy 6927 42.08 1.09860 1.09300 1.09920

13851 2015.04.06 03:57 buy 6928 42.08 1.09849 1.09289 1.09909

13852 2015.04.06 14:17 t/p 6928 42.08 1.09909 1.09289 1.09909 269845.57 86928121.37

13853 2015.04.06 14:17 close 6927 42.08 1.09910 1.09300 1.09920 224871.31 87152992.68

13854 2015.04.06 14:17 close 6925 42.08 1.09910 1.09324 1.09944 116933.08 87269925.76

13855 2015.04.06 14:18 close 6926 42.08 1.09909 1.09299 1.09919 224871.31 87494797.07

13856 2015.04.06 14:18 close 6920 41.57 1.09925 1.09365 1.09985 0.00 87494797.07

13857 2015.04.07 04:57 sell 6929 42.49 1.09404 1.09964 1.09344

13858 2015.04.07 06:27 close 6929 42.49 1.09392 1.09964 1.09344 54507.20 87549304.27

13859 2015.04.07 14:19 sell 6930 42.52 1.08728 1.09288 1.08668

13860 2015.04.07 14:23 sell 6931 42.52 1.08718 1.09278 1.08658

13861 2015.04.07 14:25 sell 6932 42.52 1.08718 1.09278 1.08658

13862 2015.04.07 14:33 t/p 6930 42.52 1.08668 1.09288 1.08668 272725.83 87822030.10

13863 2015.04.07 14:45 sell 6933 42.65 1.08732 1.09292 1.08672

13864 2015.04.07 14:46 sell 6934 42.65 1.08752 1.09312 1.08692

13865 2015.04.07 14:51 t/p 6934 42.65 1.08692 1.09312 1.08692 273559.66 88095589.76

13866 2015.04.07 14:57 t/p 6933 42.65 1.08672 1.09292 1.08672 273559.66 88369149.42

13867 2015.04.07 14:57 t/p 6931 42.52 1.08658 1.09278 1.08658 272725.83 88641875.25

13868 2015.04.07 14:57 t/p 6932 42.52 1.08658 1.09278 1.08658 272725.83 88914601.08

13869 2015.04.07 16:43 sell 6935 43.18 1.08707 1.09267 1.08647

13870 2015.04.07 16:45 t/p 6935 43.18 1.08647 1.09267 1.08647 276959.11 89191560.19

13871 2015.04.07 17:11 sell 6936 43.31 1.08743 1.09303 1.08683

13872 2015.04.07 17:13 sell 6937 43.31 1.08732 1.09292 1.08672

13873 2015.04.07 17:14 sell 6938 43.31 1.08750 1.09310 1.08690

13874 2015.04.07 17:16 sell 6939 43.31 1.08749 1.09309 1.08689

13875 2015.04.07 17:17 sell 6940 43.31 1.08750 1.09310 1.08690

13876 2015.04.07 17:29 t/p 6938 43.31 1.08690 1.09310 1.08690 277792.94 89469353.13

13877 2015.04.07 17:29 t/p 6939 43.31 1.08689 1.09309 1.08689 277792.94 89747146.07

13878 2015.04.07 17:29 t/p 6940 43.31 1.08690 1.09310 1.08690 277792.94 90024939.01

13879 2015.04.07 17:30 t/p 6936 43.31 1.08683 1.09303 1.08683 277792.94 90302731.95

13880 2015.04.07 17:30 t/p 6937 43.31 1.08672 1.09292 1.08672 277792.94 90580524.89

13881 2015.04.08 01:55 sell 6941 43.99 1.08224 1.08784 1.08164

13882 2015.04.08 01:56 sell 6942 43.99 1.08232 1.08792 1.08172

13883 2015.04.08 01:59 sell 6943 43.99 1.08231 1.08791 1.08171

13884 2015.04.08 02:00 sell 6944 43.99 1.08241 1.08801 1.08181

Page 372: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 372/509

13885 2015.04.08 02:11 sell 6945 43.99 1.08238 1.08798 1.08178

13886 2015.04.08 10:43 s/l 6941 43.99 1.08784 1.08784 1.08164 -2633441.99 87947082.90

13887 2015.04.08 10:43 close 6944 43.99 1.08785 1.08801 1.08181 -2558200.80 85388882.10

13888 2015.04.08 10:43 s/l 6943 43.99 1.08791 1.08791 1.08171 -2633442.00 82755440.10

13889 2015.04.08 10:43 s/l 6942 43.99 1.08792 1.08792 1.08172 -2633441.99 80121998.11

13890 2015.04.08 10:43 s/l 6945 43.99 1.08798 1.08798 1.08178 -2633441.99 77488556.12

13891 2015.04.09 02:08 sell 6946 37.63 1.07857 1.08417 1.07797

13892 2015.04.09 02:29 t/p 6946 37.63 1.07797 1.08417 1.07797 241361.08 77729917.20

13893 2015.04.09 22:58 sell 6947 37.75 1.06531 1.07091 1.06471

13894 2015.04.09 22:59 sell 6948 37.75 1.06547 1.07107 1.06487

13895 2015.04.09 23:11 sell 6949 37.75 1.06565 1.07125 1.06505

13896 2015.04.09 23:12 sell 6950 37.75 1.06568 1.07128 1.06508

13897 2015.04.09 23:14 sell 6951 37.75 1.06576 1.07136 1.06516

13898 2015.04.10 09:53 t/p 6951 37.75 1.06516 1.07136 1.06516 268417.73 77998334.94

13899 2015.04.10 09:53 close 6949 37.75 1.06516 1.07125 1.06505 224027.09 78222362.03

13900 2015.04.10 09:53 close 6948 37.75 1.06516 1.07107 1.06487 151387.86 78373749.90

13901 2015.04.10 09:53 close 6947 37.75 1.06516 1.07091 1.06471 86819.66 78460569.56

13902 2015.04.10 09:53 close 6950 37.75 1.06518 1.07128 1.06508 228062.61 78688632.17

13903 2015.04.10 16:24 sell 6952 38.21 1.06034 1.06594 1.05974

13904 2015.04.10 16:25 sell 6953 38.21 1.06080 1.06640 1.06020

13905 2015.04.10 16:27 sell 6954 38.21 1.06069 1.06629 1.06009

13906 2015.04.10 16:28 sell 6955 38.21 1.06075 1.06635 1.06015

13907 2015.04.10 16:30 sell 6956 38.21 1.06081 1.06641 1.06021

13908 2015.04.10 18:50 t/p 6953 38.21 1.06020 1.06640 1.06020 245081.24 78933713.41

13909 2015.04.10 18:50 t/p 6956 38.21 1.06021 1.06641 1.06021 245081.23 79178794.64

13910 2015.04.10 18:50 close 6954 38.21 1.06020 1.06629 1.06009 200149.68 79378944.32

13911 2015.04.10 18:50 close 6952 38.21 1.06020 1.06594 1.05974 57185.63 79436129.95

13912 2015.04.10 18:50 t/p 6955 38.21 1.06015 1.06635 1.06015 245081.23 79681211.18

13913 2015.04.13 14:55 sell 6957 38.70 1.05459 1.06019 1.05399

13914 2015.04.13 15:05 sell 6958 38.70 1.05476 1.06036 1.05416

13915 2015.04.13 15:06 sell 6959 38.70 1.05484 1.06044 1.05424

13916 2015.04.13 15:09 sell 6960 38.70 1.05481 1.06041 1.05421

13917 2015.04.13 15:10 sell 6961 38.70 1.05482 1.06042 1.05422

13918 2015.04.13 16:15 s/l 6957 38.70 1.06019 1.06019 1.05399 -2316758.48 77364452.70

13919 2015.04.13 16:15 close 6958 38.70 1.06021 1.06036 1.05416 -2254702.44 75109750.26

13920 2015.04.13 16:15 close 6960 38.70 1.06021 1.06041 1.05421 -2234017.10 72875733.16

13921 2015.04.13 16:15 s/l 6961 38.70 1.06042 1.06042 1.05422 -2316758.48 70558974.68

Page 373: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 373/509

13922 2015.04.13 16:15 s/l 6959 38.70 1.06044 1.06044 1.05424 -2316758.47 68242216.21

13923 2015.04.14 19:43 buy 6962 33.14 1.06589 1.06029 1.06649

13924 2015.04.14 19:45 buy 6963 33.14 1.06575 1.06015 1.06635

13925 2015.04.14 19:46 buy 6964 33.14 1.06567 1.06007 1.06627

13926 2015.04.14 19:50 buy 6965 33.14 1.06584 1.06024 1.06644

13927 2015.04.14 19:53 buy 6966 33.14 1.06594 1.06034 1.06654

13928 2015.04.14 20:12 t/p 6964 33.14 1.06627 1.06007 1.06627 212514.23 68454730.44

13929 2015.04.14 20:12 t/p 6963 33.14 1.06635 1.06015 1.06635 212514.23 68667244.67

13930 2015.04.14 20:12 t/p 6965 33.14 1.06644 1.06024 1.06644 212514.22 68879758.89

13931 2015.04.14 20:12 t/p 6962 33.14 1.06649 1.06029 1.06649 212514.22 69092273.11

13932 2015.04.14 20:12 t/p 6966 33.14 1.06654 1.06034 1.06654 212514.22 69304787.33

13933 2015.04.14 21:22 buy 6967 33.66 1.06596 1.06036 1.06656

13934 2015.04.14 21:23 buy 6968 33.66 1.06587 1.06027 1.06647

13935 2015.04.14 21:25 buy 6969 33.66 1.06575 1.06015 1.06635

13936 2015.04.14 21:29 buy 6970 33.66 1.06583 1.06023 1.06643

13937 2015.04.14 21:30 buy 6971 33.66 1.06563 1.06003 1.06623

13938 2015.04.15 09:36 t/p 6971 33.66 1.06623 1.06003 1.06623 172937.45 69477724.78

13939 2015.04.15 09:36 close 6970 33.66 1.06624 1.06023 1.06643 104585.33 69582310.11

13940 2015.04.15 09:36 close 6969 33.66 1.06624 1.06015 1.06635 133365.17 69715675.28

13941 2015.04.15 09:36 close 6968 33.66 1.06624 1.06027 1.06647 90195.42 69805870.70

13942 2015.04.15 09:36 close 6967 33.66 1.06624 1.06036 1.06656 57818.10 69863688.80

13943 2015.04.21 12:30 sell 6972 33.93 1.06893 1.07453 1.06833

13944 2015.04.21 12:31 sell 6973 33.93 1.06936 1.07496 1.06876

13945 2015.04.21 12:33 sell 6974 33.93 1.06912 1.07472 1.06852

13946 2015.04.21 12:35 t/p 6973 33.93 1.06876 1.07496 1.06876 217629.06 70081317.86

13947 2015.04.21 12:40 t/p 6974 33.93 1.06852 1.07472 1.06852 217629.06 70298946.92

13948 2015.04.21 13:15 t/p 6972 33.93 1.06833 1.07453 1.06833 217629.06 70516575.98

13949 2015.04.24 00:24 buy 6975 34.25 1.08226 1.07666 1.08286

13950 2015.04.24 00:29 buy 6976 34.25 1.08221 1.07661 1.08281

13951 2015.04.24 00:33 buy 6977 34.25 1.08221 1.07661 1.08281

13952 2015.04.24 00:37 buy 6978 34.25 1.08221 1.07661 1.08281

13953 2015.04.24 00:38 buy 6979 34.25 1.08219 1.07659 1.08279

13954 2015.04.24 03:59 t/p 6979 34.25 1.08279 1.07659 1.08279 219632.23 70736208.21

13955 2015.04.24 03:59 t/p 6976 34.25 1.08281 1.07661 1.08281 219632.24 70955840.45

13956 2015.04.24 03:59 t/p 6977 34.25 1.08281 1.07661 1.08281 219632.24 71175472.69

13957 2015.04.24 03:59 t/p 6978 34.25 1.08281 1.07661 1.08281 219632.24 71395104.93

13958 2015.04.24 03:59 close 6975 34.25 1.08276 1.07666 1.08286 183026.86 71578131.79

13959 2015.04.24 04:52 buy 6980 34.76 1.08130 1.07570 1.08190

Page 374: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 374/509

13960 2015.04.24 06:00 close 6980 34.76 1.07956 1.07570 1.08190 -646417.75 70931714.04

13961 2015.04.28 22:20 buy 6981 34.45 1.09679 1.09119 1.09739

13962 2015.04.28 22:21 buy 6982 34.45 1.09663 1.09103 1.09723

13963 2015.04.28 22:24 buy 6983 34.45 1.09667 1.09107 1.09727

13964 2015.04.28 22:59 t/p 6982 34.45 1.09723 1.09103 1.09723 220912.69 71152626.73

13965 2015.04.28 22:59 t/p 6983 34.45 1.09727 1.09107 1.09727 220912.69 71373539.42

13966 2015.04.28 23:00 t/p 6981 34.45 1.09739 1.09119 1.09739 220912.69 71594452.11

13967 2015.04.29 02:15 buy 6984 34.77 1.09720 1.09160 1.09780

13968 2015.04.29 02:16 buy 6985 34.77 1.09720 1.09160 1.09780

13969 2015.04.29 02:18 buy 6986 34.77 1.09709 1.09149 1.09769

13970 2015.04.29 02:20 buy 6987 34.77 1.09709 1.09149 1.09769

13971 2015.04.29 02:22 buy 6988 34.77 1.09711 1.09151 1.09771

13972 2015.04.29 03:55 t/p 6986 34.77 1.09769 1.09149 1.09769 222964.71 71817416.82

13973 2015.04.29 03:55 t/p 6987 34.77 1.09769 1.09149 1.09769 222964.71 72040381.53

13974 2015.04.29 03:55 close 6985 34.77 1.09770 1.09160 1.09780 185803.93 72226185.46

13975 2015.04.29 03:55 close 6984 34.77 1.09770 1.09160 1.09780 185803.93 72411989.39

13976 2015.04.29 03:55 t/p 6988 34.77 1.09771 1.09151 1.09771 222964.71 72634954.10

13977 2015.04.29 21:01 buy 6989 35.27 1.11215 1.10655 1.11275

13978 2015.04.29 21:02 buy 6990 35.27 1.11080 1.10520 1.11140

13979 2015.04.29 21:02 t/p 6990 35.27 1.11140 1.10520 1.11140 226170.99 72861125.09

13980 2015.04.29 21:02 t/p 6989 35.27 1.11275 1.10655 1.11275 226170.99 73087296.08

13981 2015.04.29 21:07 buy 6991 35.49 1.11339 1.10779 1.11399

13982 2015.04.29 21:08 buy 6992 35.49 1.11275 1.10715 1.11335

13983 2015.04.29 21:09 buy 6993 35.49 1.11125 1.10565 1.11185

13984 2015.04.29 21:10 t/p 6993 35.49 1.11185 1.10565 1.11185 227581.75 73314877.83

13985 2015.04.29 21:12 buy 6994 35.60 1.11192 1.10632 1.11252

13986 2015.04.29 21:13 buy 6995 35.60 1.11032 1.10472 1.11092

13987 2015.04.29 21:14 buy 6996 35.60 1.10987 1.10427 1.11047

13988 2015.04.29 21:14 t/p 6996 35.60 1.11047 1.10427 1.11047 228287.13 73543164.96

13989 2015.04.29 21:14 t/p 6995 35.60 1.11092 1.10472 1.11092 228287.14 73771452.10

13990 2015.04.29 21:16 buy 6997 35.83 1.10956 1.10396 1.11016

13991 2015.04.29 21:17 buy 6998 35.83 1.10846 1.10286 1.10906

13992 2015.04.29 21:19 s/l 6991 35.49 1.10779 1.10779 1.11399 -2124096.37 71647355.73

13993 2015.04.29 21:19 buy 6999 34.79 1.10797 1.10237 1.10857

13994 2015.04.29 21:21 t/p 6999 34.79 1.10857 1.10237 1.10857 223092.97 71870448.70

13995 2015.04.29 21:22 t/p 6998 35.83 1.10906 1.10286 1.10906 229762.02 72100210.72

13996 2015.04.29 21:23 t/p 6997 35.83 1.11016 1.10396 1.11016 229762.02 72329972.74

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 375/509

13997 2015.04.29 21:25 buy 7000 35.13 1.11069 1.10509 1.11129

13998 2015.04.29 21:27 buy 7001 35.13 1.11041 1.10481 1.11101

13999 2015.04.29 21:28 buy 7002 35.13 1.10978 1.10418 1.11038

14000 2015.04.29 21:30 t/p 7002 35.13 1.11038 1.10418 1.11038 225273.24 72555245.98

14001 2015.04.29 21:32 buy 7003 35.24 1.11036 1.10476 1.11096

14002 2015.04.29 21:41 t/p 7003 35.24 1.11096 1.10476 1.11096 225978.61 72781224.59

14003 2015.04.29 21:41 t/p 7001 35.13 1.11101 1.10481 1.11101 225273.23 73006497.82

14004 2015.04.29 21:41 t/p 7000 35.13 1.11129 1.10509 1.11129 225273.23 73231771.05

14005 2015.04.29 22:03 buy 7004 35.56 1.11002 1.10442 1.11062

14006 2015.04.29 22:04 buy 7005 35.56 1.10998 1.10438 1.11058

14007 2015.04.29 22:06 t/p 7005 35.56 1.11058 1.10438 1.11058 228030.63 73459801.68

14008 2015.04.29 22:06 t/p 7004 35.56 1.11062 1.10442 1.11062 228030.63 73687832.31

14009 2015.04.29 23:32 close 6994 35.60 1.11194 1.10632 1.11252 7609.50 73695441.81

14010 2015.04.29 23:53 close 6992 35.49 1.11275 1.10715 1.11335 0.00 73695441.81

14011 2015.04.30 02:48 buy 7006 35.79 1.11133 1.10573 1.11193

14012 2015.04.30 02:49 buy 7007 35.79 1.11123 1.10563 1.11183

14013 2015.04.30 03:18 t/p 7007 35.79 1.11183 1.10563 1.11183 229503.37 73924945.18

14014 2015.04.30 03:19 t/p 7006 35.79 1.11193 1.10573 1.11193 229503.38 74154448.56

14015 2015.05.04 15:09 sell 7008 36.01 1.11474 1.12034 1.11414

14016 2015.05.04 15:10 sell 7009 36.01 1.11475 1.12035 1.11415

14017 2015.05.04 15:12 sell 7010 36.01 1.11475 1.12035 1.11415

14018 2015.05.04 15:13 sell 7011 36.01 1.11478 1.12038 1.11418

14019 2015.05.04 15:14 sell 7012 36.01 1.11504 1.12064 1.11444

14020 2015.05.04 17:29 t/p 7012 36.01 1.11444 1.12064 1.11444 230972.46 74385421.02

14021 2015.05.04 17:29 close 7011 36.01 1.11444 1.12038 1.11418 130884.40 74516305.42

14022 2015.05.04 17:29 close 7010 36.01 1.11444 1.12035 1.11415 119335.77 74635641.19

14023 2015.05.04 17:29 close 7009 36.01 1.11444 1.12035 1.11415 119335.77 74754976.96

14024 2015.05.04 17:29 close 7008 36.01 1.11444 1.12034 1.11414 115486.23 74870463.19

14025 2015.05.06 19:46 buy 7013 36.36 1.13202 1.12642 1.13262

14026 2015.05.06 19:51 t/p 7013 36.36 1.13262 1.12642 1.13262 233175.95 75103639.14

14027 2015.05.07 00:50 buy 7014 36.47 1.13438 1.12878 1.13498

14028 2015.05.07 00:56 buy 7015 36.47 1.13436 1.12876 1.13496

14029 2015.05.07 00:57 buy 7016 36.47 1.13432 1.12872 1.13492

14030 2015.05.07 00:59 buy 7017 36.47 1.13435 1.12875 1.13495

14031 2015.05.07 01:25 buy 7018 36.47 1.13423 1.12863 1.13483

14032 2015.05.07 08:24 t/p 7018 36.47 1.13483 1.12863 1.13483 233881.38 75337520.52

14033 2015.05.07 08:24 close 7017 36.47 1.13484 1.12875 1.13495 191003.13 75528523.65

14034 2015.05.07 08:24 close 7015 36.47 1.13484 1.12876 1.13496 187105.11 75715628.76

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 376/509

14035 2015.05.07 08:24 close 7014 36.47 1.13484 1.12878 1.13498 179309.06 75894937.82

14036 2015.05.07 08:24 t/p 7016 36.47 1.13492 1.12872 1.13492 233881.38 76128819.20

14037 2015.05.08 03:17 sell 7019 36.97 1.12535 1.13095 1.12475

14038 2015.05.08 03:19 sell 7020 36.97 1.12541 1.13101 1.12481

14039 2015.05.08 03:24 sell 7021 36.97 1.12555 1.13115 1.12495

14040 2015.05.08 03:37 sell 7022 36.97 1.12543 1.13103 1.12483

14041 2015.05.08 03:51 sell 7023 36.97 1.12563 1.13123 1.12503

14042 2015.05.08 03:54 t/p 7023 36.97 1.12503 1.13123 1.12503 237138.89 76365958.09

14043 2015.05.08 03:54 t/p 7021 36.97 1.12495 1.13115 1.12495 237138.89 76603096.98

14044 2015.05.08 03:54 t/p 7022 36.97 1.12483 1.13103 1.12483 237138.89 76840235.87

14045 2015.05.08 03:54 t/p 7020 36.97 1.12481 1.13101 1.12481 237138.89 77077374.76

14046 2015.05.08 03:59 t/p 7019 36.97 1.12475 1.13095 1.12475 237138.89 77314513.65

14047 2015.05.12 14:16 buy 7024 37.54 1.12463 1.11903 1.12523

14048 2015.05.12 14:18 buy 7025 37.54 1.12443 1.11883 1.12503

14049 2015.05.12 14:19 buy 7026 37.54 1.12436 1.11876 1.12496

14050 2015.05.12 14:22 buy 7027 37.54 1.12431 1.11871 1.12491

14051 2015.05.12 14:25 buy 7028 37.54 1.12406 1.11846 1.12466

14052 2015.05.12 14:36 t/p 7028 37.54 1.12466 1.11846 1.12466 240741.02 77555254.67

14053 2015.05.12 14:38 t/p 7027 37.54 1.12491 1.11871 1.12491 240741.02 77795995.69

14054 2015.05.12 14:38 t/p 7026 37.54 1.12496 1.11876 1.12496 240741.02 78036736.71

14055 2015.05.12 14:43 t/p 7025 37.54 1.12503 1.11883 1.12503 240741.02 78277477.73

14056 2015.05.12 14:54 buy 7029 38.01 1.12413 1.11853 1.12473

14057 2015.05.12 14:55 buy 7030 38.01 1.12408 1.11848 1.12468

14058 2015.05.12 14:58 buy 7031 38.01 1.12387 1.11827 1.12447

14059 2015.05.12 14:59 buy 7032 38.01 1.12375 1.11815 1.12435

14060 2015.05.12 15:22 t/p 7032 38.01 1.12435 1.11815 1.12435 243755.09 78521232.82

14061 2015.05.12 15:22 t/p 7031 38.01 1.12447 1.11827 1.12447 243755.08 78764987.90

14062 2015.05.12 15:42 buy 7033 38.25 1.12288 1.11728 1.12348

14063 2015.05.12 15:45 buy 7034 38.25 1.12315 1.11755 1.12375

14064 2015.05.12 15:45 t/p 7033 38.25 1.12348 1.11728 1.12348 245294.19 79010282.09

14065 2015.05.12 15:50 t/p 7034 38.25 1.12375 1.11755 1.12375 245294.19 79255576.28

14066 2015.05.12 16:00 buy 7035 38.49 1.12295 1.11735 1.12355

14067 2015.05.12 16:14 buy 7036 38.49 1.12286 1.11726 1.12346

14068 2015.05.12 16:27 t/p 7036 38.49 1.12346 1.11726 1.12346 246833.29 79502409.57

14069 2015.05.12 16:32 t/p 7035 38.49 1.12355 1.11735 1.12355 246833.29 79749242.86

14070 2015.05.12 16:35 close 7030 38.01 1.12408 1.11848 1.12468 0.00 79749242.86

14071 2015.05.12 16:35 close 7029 38.01 1.12413 1.11853 1.12473 0.00 79749242.86

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 377/509

14072 2015.05.12 16:42 close 7024 37.54 1.12463 1.11903 1.12523 0.00 79749242.86

14073 2015.05.13 21:29 buy 7037 38.73 1.13539 1.12979 1.13599

14074 2015.05.13 21:30 buy 7038 38.73 1.13526 1.12966 1.13586

14075 2015.05.13 21:40 buy 7039 38.73 1.13540 1.12980 1.13600

14076 2015.05.13 21:41 buy 7040 38.73 1.13528 1.12968 1.13588

14077 2015.05.13 21:42 buy 7041 38.73 1.13522 1.12962 1.13582

14078 2015.05.13 21:45 t/p 7041 38.73 1.13582 1.12962 1.13582 248374.72 79997617.58

14079 2015.05.13 21:45 t/p 7038 38.73 1.13586 1.12966 1.13586 248374.71 80245992.29

14080 2015.05.13 21:45 t/p 7040 38.73 1.13588 1.12968 1.13588 248374.71 80494367.00

14081 2015.05.13 21:46 t/p 7037 38.73 1.13599 1.12979 1.13599 248374.72 80742741.72

14082 2015.05.13 21:46 t/p 7039 38.73 1.13600 1.12980 1.13600 248374.71 80991116.43

14083 2015.05.13 22:14 buy 7042 39.33 1.13503 1.12943 1.13563

14084 2015.05.13 22:17 buy 7043 39.33 1.13509 1.12949 1.13569

14085 2015.05.13 22:18 buy 7044 39.33 1.13505 1.12945 1.13565

14086 2015.05.13 22:23 buy 7045 39.33 1.13488 1.12928 1.13548

14087 2015.05.13 22:24 buy 7046 39.33 1.13482 1.12922 1.13542

14088 2015.05.14 00:01 t/p 7046 39.33 1.13542 1.12922 1.13542 101803.35 81092919.78

14089 2015.05.14 00:01 close 7044 39.33 1.13542 1.12945 1.13565 5118.05 81098037.82

14090 2015.05.14 00:01 close 7043 39.33 1.13542 1.12949 1.13569 -11696.78 81086341.04

14091 2015.05.14 00:01 close 7042 39.33 1.13542 1.12943 1.13563 13525.47 81099866.50

14092 2015.05.14 00:01 t/p 7045 39.33 1.13548 1.12928 1.13548 101803.35 81201669.85

14093 2015.05.14 02:25 buy 7047 39.43 1.13497 1.12937 1.13557

14094 2015.05.14 02:26 buy 7048 39.43 1.13481 1.12921 1.13541

14095 2015.05.14 02:30 buy 7049 39.43 1.13478 1.12918 1.13538

14096 2015.05.14 02:32 buy 7050 39.43 1.13472 1.12912 1.13532

14097 2015.05.14 02:33 buy 7051 39.43 1.13467 1.12907 1.13527

14098 2015.05.14 04:12 t/p 7051 39.43 1.13527 1.12907 1.13527 252863.81 81454533.66

14099 2015.05.14 04:12 close 7049 39.43 1.13527 1.12918 1.13538 206505.44 81661039.10

14100 2015.05.14 04:12 close 7048 39.43 1.13527 1.12921 1.13541 193862.25 81854901.35

14101 2015.05.14 04:12 close 7047 39.43 1.13527 1.12937 1.13557 126431.91 81981333.26

14102 2015.05.14 04:12 t/p 7050 39.43 1.13532 1.12912 1.13532 252863.80 82234197.06

14103 2015.05.18 03:09 buy 7052 39.93 1.14379 1.13819 1.14439

14104 2015.05.18 03:11 buy 7053 39.93 1.14379 1.13819 1.14439

14105 2015.05.18 03:37 buy 7054 39.93 1.14358 1.13798 1.14418

14106 2015.05.18 03:39 buy 7055 39.93 1.14356 1.13796 1.14416

14107 2015.05.18 03:40 buy 7056 39.93 1.14348 1.13788 1.14408

14108 2015.05.18 09:17 t/p 7056 39.93 1.14408 1.13788 1.14408 256067.90 82490264.96

14109 2015.05.18 09:17 close 7054 39.93 1.14408 1.13798 1.14418 213389.91 82703654.87

Page 378: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 378/509

14110 2015.05.18 09:17 close 7053 39.93 1.14408 1.13819 1.14439 123766.15 82827421.02

14111 2015.05.18 09:17 close 7052 39.93 1.14408 1.13819 1.14439 123766.15 82951187.17

14112 2015.05.18 09:17 close 7055 39.93 1.14406 1.13796 1.14416 213389.91 83164577.08

14113 2015.05.19 02:03 sell 7057 40.39 1.13163 1.13723 1.13103

14114 2015.05.19 02:04 sell 7058 40.39 1.13183 1.13743 1.13123

14115 2015.05.19 02:06 sell 7059 40.39 1.13186 1.13746 1.13126

14116 2015.05.19 02:07 sell 7060 40.39 1.13186 1.13746 1.13126

14117 2015.05.19 02:08 sell 7061 40.39 1.13192 1.13752 1.13132

14118 2015.05.19 03:55 t/p 7061 40.39 1.13132 1.13752 1.13132 259076.00 83423653.08

14119 2015.05.19 03:55 close 7057 40.39 1.13132 1.13723 1.13103 133855.93 83557509.01

14120 2015.05.19 03:55 close 7058 40.39 1.13133 1.13743 1.13123 215896.67 83773405.68

14121 2015.05.19 03:55 close 7060 40.39 1.13140 1.13746 1.13126 198624.93 83972030.61

14122 2015.05.19 03:55 close 7059 40.39 1.13140 1.13746 1.13126 198624.93 84170655.54

14123 2015.05.19 19:03 sell 7062 40.87 1.11578 1.12138 1.11518

14124 2015.05.19 19:09 t/p 7062 40.87 1.11518 1.12138 1.11518 262154.89 84432810.43

14125 2015.05.19 21:05 sell 7063 41.00 1.11486 1.12046 1.11426

14126 2015.05.19 21:08 sell 7064 41.00 1.11485 1.12045 1.11425

14127 2015.05.19 21:12 sell 7065 41.00 1.11506 1.12066 1.11446

14128 2015.05.19 21:13 sell 7066 41.00 1.11505 1.12065 1.11445

14129 2015.05.19 21:14 sell 7067 41.00 1.11515 1.12075 1.11455

14130 2015.05.20 01:31 t/p 7067 41.00 1.11455 1.12075 1.11455 291538.85 84724349.28

14131 2015.05.20 01:31 close 7064 41.00 1.11454 1.12045 1.11425 164427.62 84888776.90

14132 2015.05.20 01:31 close 7063 41.00 1.11454 1.12046 1.11426 168810.77 85057587.67

14133 2015.05.20 01:31 close 7066 41.00 1.11455 1.12065 1.11445 247707.39 85305295.06

14134 2015.05.20 01:31 close 7065 41.00 1.11456 1.12066 1.11446 247707.39 85553002.45

14135 2015.05.20 02:39 sell 7068 41.55 1.11482 1.12042 1.11422

14136 2015.05.20 03:06 t/p 7068 41.55 1.11422 1.12042 1.11422 266516.66 85819519.11

14137 2015.05.20 04:40 sell 7069 41.67 1.11419 1.11979 1.11359

14138 2015.05.20 04:51 sell 7070 41.67 1.11435 1.11995 1.11375

14139 2015.05.20 04:53 sell 7071 41.67 1.11429 1.11989 1.11369

14140 2015.05.20 04:54 sell 7072 41.67 1.11434 1.11994 1.11374

14141 2015.05.20 04:55 sell 7073 41.67 1.11434 1.11994 1.11374

14142 2015.05.20 07:41 t/p 7070 41.67 1.11375 1.11995 1.11375 267291.38 86086810.49

14143 2015.05.20 07:41 close 7069 41.67 1.11375 1.11979 1.11359 196013.67 86282824.16

14144 2015.05.20 07:41 t/p 7072 41.67 1.11374 1.11994 1.11374 267291.38 86550115.54

14145 2015.05.20 07:41 t/p 7073 41.67 1.11374 1.11994 1.11374 267291.38 86817406.92

14146 2015.05.20 07:41 t/p 7071 41.67 1.11369 1.11989 1.11369 267291.38 87084698.30

Page 379: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 379/509

14147 2015.05.25 15:34 sell 7074 42.29 1.09823 1.10383 1.09763

14148 2015.05.25 15:35 sell 7075 42.29 1.09874 1.10434 1.09814

14149 2015.05.25 15:39 sell 7076 42.29 1.09836 1.10396 1.09776

14150 2015.05.25 15:40 sell 7077 42.29 1.09852 1.10412 1.09792

14151 2015.05.25 15:42 sell 7078 42.29 1.09874 1.10434 1.09814

14152 2015.05.25 16:36 t/p 7075 42.29 1.09814 1.10434 1.09814 271278.51 87355976.81

14153 2015.05.25 16:36 t/p 7078 42.29 1.09814 1.10434 1.09814 271278.51 87627255.32

14154 2015.05.25 16:37 t/p 7077 42.29 1.09792 1.10412 1.09792 271278.50 87898533.82

14155 2015.05.25 16:37 t/p 7076 42.29 1.09776 1.10396 1.09776 271278.51 88169812.33

14156 2015.05.25 16:37 t/p 7074 42.29 1.09763 1.10383 1.09763 271278.51 88441090.84

14157 2015.05.27 01:03 sell 7079 42.95 1.08783 1.09343 1.08723

14158 2015.05.27 03:04 close 7079 42.95 1.08783 1.09343 1.08723 0.00 88441090.84

14159 2015.06.02 22:05 buy 7080 42.95 1.11592 1.11032 1.11652

14160 2015.06.02 22:11 buy 7081 42.95 1.11581 1.11021 1.11641

14161 2015.06.02 22:14 buy 7082 42.95 1.11557 1.10997 1.11617

14162 2015.06.02 22:15 buy 7083 42.95 1.11551 1.10991 1.11611

14163 2015.06.02 22:16 buy 7084 42.95 1.11538 1.10978 1.11598

14164 2015.06.03 04:37 t/p 7084 42.95 1.11598 1.10978 1.11598 220690.55 88661781.40

14165 2015.06.03 04:37 close 7083 42.95 1.11598 1.10991 1.11611 161010.75 88822792.15

14166 2015.06.03 04:37 close 7082 42.95 1.11598 1.10997 1.11617 133466.23 88956258.38

14167 2015.06.03 04:37 close 7081 42.95 1.11598 1.11021 1.11641 23288.14 88979546.52

14168 2015.06.03 04:37 close 7080 42.95 1.11598 1.11032 1.11652 -27210.15 88952336.38

14169 2015.06.03 20:30 buy 7085 43.19 1.12488 1.11928 1.12548

14170 2015.06.03 20:32 buy 7086 43.19 1.12487 1.11927 1.12547

14171 2015.06.03 20:34 buy 7087 43.19 1.12491 1.11931 1.12551

14172 2015.06.03 20:35 buy 7088 43.19 1.12480 1.11920 1.12540

14173 2015.06.03 20:37 buy 7089 43.19 1.12483 1.11923 1.12543

14174 2015.06.03 21:11 t/p 7088 43.19 1.12540 1.11920 1.12540 276989.56 89229325.94

14175 2015.06.03 21:11 t/p 7089 43.19 1.12543 1.11923 1.12543 276989.57 89506315.51

14176 2015.06.03 21:13 t/p 7086 43.19 1.12547 1.11927 1.12547 276989.57 89783305.08

14177 2015.06.03 21:13 t/p 7085 43.19 1.12548 1.11928 1.12548 276989.56 90060294.64

14178 2015.06.03 21:13 t/p 7087 43.19 1.12551 1.11931 1.12551 276989.56 90337284.20

14179 2015.06.03 21:42 buy 7090 43.87 1.12451 1.11891 1.12511

14180 2015.06.03 21:44 buy 7091 43.87 1.12448 1.11888 1.12508

14181 2015.06.03 21:55 t/p 7091 43.87 1.12508 1.11888 1.12508 281350.59 90618634.79

14182 2015.06.03 21:55 t/p 7090 43.87 1.12511 1.11891 1.12511 281350.59 90899985.38

14183 2015.06.04 01:19 buy 7092 44.14 1.12649 1.12089 1.12709

14184 2015.06.04 01:25 buy 7093 44.14 1.12650 1.12090 1.12710

Page 380: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 380/509

14185 2015.06.04 01:29 buy 7094 44.14 1.12647 1.12087 1.12707

14186 2015.06.04 01:36 buy 7095 44.14 1.12644 1.12084 1.12704

14187 2015.06.04 01:37 buy 7096 44.14 1.12642 1.12082 1.12702

14188 2015.06.04 01:57 t/p 7096 44.14 1.12702 1.12082 1.12702 283084.82 91183070.20

14189 2015.06.04 01:57 t/p 7095 44.14 1.12704 1.12084 1.12704 283084.82 91466155.02

14190 2015.06.04 01:57 t/p 7094 44.14 1.12707 1.12087 1.12707 283084.83 91749239.85

14191 2015.06.04 01:57 t/p 7092 44.14 1.12709 1.12089 1.12709 283084.83 92032324.68

14192 2015.06.04 01:57 t/p 7093 44.14 1.12710 1.12090 1.12710 283084.83 92315409.51

14193 2015.06.04 02:18 buy 7097 44.83 1.12597 1.12037 1.12657

14194 2015.06.04 02:19 buy 7098 44.83 1.12590 1.12030 1.12650

14195 2015.06.04 02:20 buy 7099 44.83 1.12578 1.12018 1.12638

14196 2015.06.04 02:23 buy 7100 44.83 1.12580 1.12020 1.12640

14197 2015.06.04 02:26 buy 7101 44.83 1.12567 1.12007 1.12627

14198 2015.06.04 02:34 t/p 7101 44.83 1.12627 1.12007 1.12627 287510.04 92602919.55

14199 2015.06.04 02:45 buy 7102 44.97 1.12574 1.12014 1.12634

14200 2015.06.04 03:03 t/p 7102 44.97 1.12634 1.12014 1.12634 288407.90 92891327.45

14201 2015.06.04 03:03 t/p 7099 44.83 1.12638 1.12018 1.12638 287510.03 93178837.48

14202 2015.06.04 03:48 close 7097 44.83 1.12608 1.12037 1.12657 52710.17 93231547.65

14203 2015.06.04 03:49 close 7098 44.83 1.12597 1.12030 1.12650 33542.84 93265090.49

14204 2015.06.04 03:53 close 7100 44.83 1.12610 1.12020 1.12640 143755.02 93408845.51

14205 2015.06.04 04:31 buy 7103 45.36 1.12553 1.11993 1.12613

14206 2015.06.04 04:33 buy 7104 45.36 1.12560 1.12000 1.12620

14207 2015.06.04 04:34 buy 7105 45.36 1.12547 1.11987 1.12607

14208 2015.06.04 04:48 t/p 7105 45.36 1.12607 1.11987 1.12607 290909.10 93699754.61

14209 2015.06.04 04:48 t/p 7103 45.36 1.12613 1.11993 1.12613 290909.10 93990663.71

14210 2015.06.04 04:50 t/p 7104 45.36 1.12620 1.12000 1.12620 290909.10 94281572.81

14211 2015.06.04 14:31 buy 7106 45.78 1.13352 1.12792 1.13412

14212 2015.06.04 14:35 t/p 7106 45.78 1.13412 1.12792 1.13412 293599.96 94575172.77

14213 2015.06.04 14:56 buy 7107 45.92 1.13316 1.12756 1.13376

14214 2015.06.04 14:57 buy 7108 45.92 1.13281 1.12721 1.13341

14215 2015.06.04 14:59 buy 7109 45.92 1.13259 1.12699 1.13319

14216 2015.06.04 15:02 buy 7110 45.92 1.13256 1.12696 1.13316

14217 2015.06.04 15:03 buy 7111 45.92 1.13240 1.12680 1.13300

14218 2015.06.04 16:08 s/l 7107 45.92 1.12756 1.12756 1.13376 -2748646.30 91826526.47

14219 2015.06.04 16:08 close 7108 45.92 1.12754 1.12721 1.13341 -2586672.50 89239853.97

14220 2015.06.04 16:08 close 7110 45.92 1.12754 1.12696 1.13316 -2463965.07 86775888.90

14221 2015.06.04 16:09 close 7109 45.92 1.12752 1.12699 1.13319 -2488506.56 84287382.34

Page 381: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 381/509

14222 2015.06.04 16:10 close 7111 45.92 1.12730 1.12680 1.13300 -2503231.45 81784150.89

14223 2015.06.08 03:26 sell 7112 39.71 1.11111 1.11671 1.11051

14224 2015.06.08 03:44 t/p 7112 39.71 1.11051 1.11671 1.11051 254728.53 82038879.42

14225 2015.06.09 01:45 buy 7113 39.84 1.12798 1.12238 1.12858

14226 2015.06.09 03:02 buy 7114 39.84 1.12760 1.12200 1.12820

14227 2015.06.09 03:04 buy 7115 39.84 1.12749 1.12189 1.12809

14228 2015.06.09 03:12 buy 7116 39.84 1.12768 1.12208 1.12828

14229 2015.06.09 03:14 buy 7117 39.84 1.12751 1.12191 1.12811

14230 2015.06.09 03:34 t/p 7115 39.84 1.12809 1.12189 1.12809 255507.47 82294386.89

14231 2015.06.09 03:34 close 7113 39.84 1.12810 1.12238 1.12858 51101.50 82345488.39

14232 2015.06.09 03:34 t/p 7117 39.84 1.12811 1.12191 1.12811 255507.46 82600995.85

14233 2015.06.09 03:43 t/p 7114 39.84 1.12820 1.12200 1.12820 255507.46 82856503.31

14234 2015.06.09 04:01 t/p 7116 39.84 1.12828 1.12208 1.12828 255507.47 83112010.78

14235 2015.06.16 00:41 buy 7118 40.36 1.12786 1.12226 1.12846

14236 2015.06.16 00:42 buy 7119 40.36 1.12771 1.12211 1.12831

14237 2015.06.16 01:09 buy 7120 40.36 1.12763 1.12203 1.12823

14238 2015.06.16 01:17 buy 7121 40.36 1.12767 1.12207 1.12827

14239 2015.06.16 01:18 buy 7122 40.36 1.12765 1.12205 1.12825

14240 2015.06.16 07:15 t/p 7120 40.36 1.12823 1.12203 1.12823 258839.98 83370850.76

14241 2015.06.16 07:15 close 7118 40.36 1.12823 1.12226 1.12846 159617.99 83530468.75

14242 2015.06.16 07:15 close 7119 40.36 1.12821 1.12211 1.12831 215699.99 83746168.74

14243 2015.06.16 07:15 close 7121 40.36 1.12817 1.12207 1.12827 215699.99 83961868.73

14244 2015.06.16 07:15 close 7122 40.36 1.12815 1.12205 1.12825 215699.98 84177568.71

14245 2015.06.19 14:50 sell 7123 40.87 1.13176 1.13736 1.13116

14246 2015.06.19 14:52 sell 7124 40.87 1.13171 1.13731 1.13111

14247 2015.06.19 14:55 t/p 7123 40.87 1.13116 1.13736 1.13116 262174.51 84439743.22

14248 2015.06.19 14:55 t/p 7124 40.87 1.13111 1.13731 1.13111 262174.52 84701917.74

14249 2015.06.23 17:28 sell 7125 41.13 1.11837 1.12397 1.11777

14250 2015.06.23 17:29 sell 7126 41.13 1.11882 1.12442 1.11822

14251 2015.06.23 17:31 sell 7127 41.13 1.11878 1.12438 1.11818

14252 2015.06.23 17:32 t/p 7126 41.13 1.11822 1.12442 1.11822 263844.83 84965762.57

14253 2015.06.23 17:33 t/p 7127 41.13 1.11818 1.12438 1.11818 263844.84 85229607.41

14254 2015.06.23 17:40 sell 7128 41.38 1.11888 1.12448 1.11828

14255 2015.06.23 17:41 sell 7129 41.38 1.11915 1.12475 1.11855

14256 2015.06.23 17:44 sell 7130 41.38 1.11895 1.12455 1.11835

14257 2015.06.23 17:50 t/p 7129 41.38 1.11855 1.12475 1.11855 265448.56 85495055.97

14258 2015.06.23 17:50 t/p 7130 41.38 1.11835 1.12455 1.11835 265448.57 85760504.54

14259 2015.06.23 17:50 t/p 7128 41.38 1.11828 1.12448 1.11828 265448.56 86025953.10

Page 382: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 382/509

14260 2015.06.23 17:55 sell 7131 41.77 1.11924 1.12484 1.11864

14261 2015.06.23 17:58 t/p 7131 41.77 1.11864 1.12484 1.11864 267950.37 86293903.47

14262 2015.06.23 18:02 t/p 7125 41.13 1.11777 1.12397 1.11777 263844.84 86557748.31

14263 2015.06.23 18:34 sell 7132 42.03 1.11955 1.12515 1.11895

14264 2015.06.23 18:36 sell 7133 42.03 1.11949 1.12509 1.11889

14265 2015.06.23 18:38 sell 7134 42.03 1.11941 1.12501 1.11881

14266 2015.06.23 18:39 t/p 7132 42.03 1.11895 1.12515 1.11895 269618.24 86827366.55

14267 2015.06.23 18:40 t/p 7133 42.03 1.11889 1.12509 1.11889 269618.25 87096984.80

14268 2015.06.23 18:40 t/p 7134 42.03 1.11881 1.12501 1.11881 269618.25 87366603.05

14269 2015.06.23 22:02 sell 7135 42.42 1.11734 1.12294 1.11674

14270 2015.06.23 22:17 t/p 7135 42.42 1.11674 1.12294 1.11674 272117.51 87638720.56

14271 2015.06.23 23:06 sell 7136 42.55 1.11724 1.12284 1.11664

14272 2015.06.23 23:08 sell 7137 42.55 1.11734 1.12294 1.11674

14273 2015.06.23 23:09 sell 7138 42.55 1.11742 1.12302 1.11682

14274 2015.06.23 23:10 sell 7139 42.55 1.11756 1.12316 1.11696

14275 2015.06.23 23:13 sell 7140 42.55 1.11772 1.12332 1.11712

14276 2015.06.23 23:28 t/p 7140 42.55 1.11712 1.12332 1.11712 272951.44 87911672.00

14277 2015.06.23 23:31 t/p 7139 42.55 1.11696 1.12316 1.11696 272951.44 88184623.44

14278 2015.06.23 23:39 t/p 7138 42.55 1.11682 1.12302 1.11682 272951.44 88457574.88

14279 2015.06.23 23:39 t/p 7137 42.55 1.11674 1.12294 1.11674 272951.44 88730526.32

14280 2015.06.24 00:00 t/p 7136 42.55 1.11664 1.12284 1.11664 302580.87 89033107.19

14281 2015.06.24 01:57 sell 7141 43.23 1.11695 1.12255 1.11635

14282 2015.06.24 01:59 sell 7142 43.23 1.11711 1.12271 1.11651

14283 2015.06.24 02:03 sell 7143 43.23 1.11701 1.12261 1.11641

14284 2015.06.24 02:08 sell 7144 43.23 1.11700 1.12260 1.11640

14285 2015.06.24 02:09 sell 7145 43.23 1.11710 1.12270 1.11650

14286 2015.06.24 03:58 t/p 7142 43.23 1.11651 1.12271 1.11651 277313.53 89310420.72

14287 2015.06.24 03:58 close 7144 43.23 1.11651 1.12260 1.11640 226472.71 89536893.43

14288 2015.06.24 03:58 close 7143 43.23 1.11651 1.12261 1.11641 231094.61 89767988.04

14289 2015.06.24 03:58 close 7141 43.23 1.11651 1.12255 1.11635 203363.25 89971351.29

14290 2015.06.24 03:58 t/p 7145 43.23 1.11650 1.12270 1.11650 277313.54 90248664.83

14291 2015.06.29 03:08 sell 7146 43.82 1.10105 1.10665 1.10045

14292 2015.06.29 03:09 sell 7147 43.82 1.10160 1.10720 1.10100

14293 2015.06.29 03:10 t/p 7147 43.82 1.10100 1.10720 1.10100 281100.92 90529765.75

14294 2015.06.29 03:17 t/p 7146 43.82 1.10045 1.10665 1.10045 281100.92 90810866.67

14295 2015.06.29 03:22 sell 7148 44.10 1.10174 1.10734 1.10114

14296 2015.06.29 03:24 sell 7149 44.10 1.10228 1.10788 1.10168

Page 383: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 383/509

14297 2015.06.29 03:27 sell 7150 44.10 1.10279 1.10839 1.10219

14298 2015.06.29 03:30 t/p 7150 44.10 1.10219 1.10839 1.10219 282897.09 91093763.76

14299 2015.06.29 03:30 t/p 7149 44.10 1.10168 1.10788 1.10168 282897.09 91376660.85

14300 2015.06.29 03:34 t/p 7148 44.10 1.10114 1.10734 1.10114 282897.09 91659557.94

14301 2015.06.29 03:40 sell 7151 44.51 1.10294 1.10854 1.10234

14302 2015.06.29 03:40 t/p 7151 44.51 1.10234 1.10854 1.10234 285527.20 91945085.14

14303 2015.06.30 00:54 buy 7152 44.65 1.12333 1.11773 1.12393

14304 2015.06.30 00:55 buy 7153 44.65 1.12322 1.11762 1.12382

14305 2015.06.30 00:56 buy 7154 44.65 1.12318 1.11758 1.12378

14306 2015.06.30 00:58 buy 7155 44.65 1.12321 1.11761 1.12381

14307 2015.06.30 00:59 buy 7156 44.65 1.12318 1.11758 1.12378

14308 2015.06.30 09:27 s/l 7152 44.65 1.11773 1.11773 1.12393 -2672702.57 89272382.57

14309 2015.06.30 09:27 close 7154 44.65 1.11770 1.11758 1.12378 -2615430.36 86656952.21

14310 2015.06.30 09:27 close 7156 44.65 1.11770 1.11758 1.12378 -2615430.36 84041521.85

14311 2015.06.30 09:27 s/l 7153 44.65 1.11762 1.11762 1.12382 -2672702.56 81368819.29

14312 2015.06.30 09:27 s/l 7155 44.65 1.11761 1.11761 1.12381 -2672702.56 78696116.73

14313 2015.07.02 04:29 sell 7157 38.21 1.10476 1.11036 1.10416

14314 2015.07.02 04:30 sell 7158 38.21 1.10500 1.11060 1.10440

14315 2015.07.02 04:32 sell 7159 38.21 1.10503 1.11063 1.10443

14316 2015.07.02 04:35 sell 7160 38.21 1.10497 1.11057 1.10437

14317 2015.07.02 04:38 sell 7161 38.21 1.10518 1.11078 1.10458

14318 2015.07.02 15:30 s/l 7157 38.21 1.11036 1.11036 1.10416 -2287703.00 76408413.73

14319 2015.07.02 15:30 s/l 7160 38.21 1.11057 1.11057 1.10437 -2287703.00 74120710.73

14320 2015.07.02 15:30 s/l 7158 38.21 1.11060 1.11060 1.10440 -2287703.01 71833007.72

14321 2015.07.02 15:30 s/l 7159 38.21 1.11063 1.11063 1.10443 -2287703.01 69545304.71

14322 2015.07.02 15:30 s/l 7161 38.21 1.11078 1.11078 1.10458 -2287703.01 67257601.70

14323 2015.07.06 02:17 sell 7162 32.66 1.10359 1.10919 1.10299

14324 2015.07.06 02:19 sell 7163 32.66 1.10371 1.10931 1.10311

14325 2015.07.06 02:24 t/p 7163 32.66 1.10311 1.10931 1.10311 209506.71 67467108.41

14326 2015.07.06 02:24 t/p 7162 32.66 1.10299 1.10919 1.10299 209506.71 67676615.12

14327 2015.07.07 17:05 sell 7164 32.86 1.09511 1.10071 1.09451

14328 2015.07.07 17:07 t/p 7164 32.86 1.09451 1.10071 1.09451 210787.70 67887402.82

14329 2015.07.07 18:18 sell 7165 32.96 1.09548 1.10108 1.09488

14330 2015.07.07 18:19 t/p 7165 32.96 1.09488 1.10108 1.09488 211429.17 68098831.99

14331 2015.07.07 18:33 sell 7166 33.07 1.09576 1.10136 1.09516

14332 2015.07.07 18:35 t/p 7166 33.07 1.09516 1.10136 1.09516 212134.79 68310966.78

14333 2015.07.07 18:37 sell 7167 33.17 1.09556 1.10116 1.09496

14334 2015.07.07 18:40 t/p 7167 33.17 1.09496 1.10116 1.09496 212776.26 68523743.04

Page 384: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 384/509

14335 2015.07.07 18:44 sell 7168 33.27 1.09560 1.10120 1.09500

14336 2015.07.07 18:45 t/p 7168 33.27 1.09500 1.10120 1.09500 213417.73 68737160.77

14337 2015.07.10 16:22 buy 7169 33.38 1.11753 1.11193 1.11813

14338 2015.07.10 16:25 t/p 7169 33.38 1.11813 1.11193 1.11813 214073.28 68951234.05

14339 2015.07.10 16:34 buy 7170 33.48 1.11731 1.11171 1.11791

14340 2015.07.10 16:35 buy 7171 33.48 1.11710 1.11150 1.11770

14341 2015.07.10 16:36 buy 7172 33.48 1.11703 1.11143 1.11763

14342 2015.07.10 16:37 buy 7173 33.48 1.11666 1.11106 1.11726

14343 2015.07.10 16:40 buy 7174 33.48 1.11667 1.11107 1.11727

14344 2015.07.10 16:44 t/p 7173 33.48 1.11726 1.11106 1.11726 214714.61 69165948.66

14345 2015.07.10 16:44 t/p 7174 33.48 1.11727 1.11107 1.11727 214714.60 69380663.26

14346 2015.07.10 16:46 t/p 7172 33.48 1.11763 1.11143 1.11763 214714.61 69595377.87

14347 2015.07.10 16:46 t/p 7171 33.48 1.11770 1.11150 1.11770 214714.61 69810092.48

14348 2015.07.10 16:50 t/p 7170 33.48 1.11791 1.11171 1.11791 214714.61 70024807.09

14349 2015.07.14 01:47 sell 7175 34.00 1.10082 1.10642 1.10022

14350 2015.07.14 02:18 t/p 7175 34.00 1.10022 1.10642 1.10022 218098.44 70242905.53

14351 2015.07.14 04:34 sell 7176 34.11 1.09976 1.10536 1.09916

14352 2015.07.14 04:37 sell 7177 34.11 1.09980 1.10540 1.09920

14353 2015.07.14 04:40 sell 7178 34.11 1.09979 1.10539 1.09919

14354 2015.07.14 04:42 sell 7179 34.11 1.09989 1.10549 1.09929

14355 2015.07.14 04:45 sell 7180 34.11 1.09988 1.10548 1.09928

14356 2015.07.14 09:01 t/p 7179 34.11 1.09929 1.10549 1.09929 218804.05 70461709.58

14357 2015.07.14 09:01 close 7178 34.11 1.09929 1.10539 1.09919 182336.71 70644046.29

14358 2015.07.14 09:01 close 7176 34.11 1.09929 1.10536 1.09916 171396.51 70815442.80

14359 2015.07.14 09:01 t/p 7180 34.11 1.09928 1.10548 1.09928 218804.05 71034246.85

14360 2015.07.14 09:01 t/p 7177 34.11 1.09920 1.10540 1.09920 218804.06 71253050.91

14361 2015.07.15 23:02 sell 7181 34.60 1.09532 1.10092 1.09472

14362 2015.07.15 23:09 t/p 7181 34.60 1.09472 1.10092 1.09472 221949.32 71475000.23

14363 2015.07.16 01:36 sell 7182 34.71 1.09506 1.10066 1.09446

14364 2015.07.16 01:44 sell 7183 34.71 1.09500 1.10060 1.09440

14365 2015.07.16 01:55 sell 7184 34.71 1.09510 1.10070 1.09450

14366 2015.07.16 01:56 sell 7185 34.71 1.09537 1.10097 1.09477

14367 2015.07.16 02:55 t/p 7185 34.71 1.09477 1.10097 1.09477 222652.84 71697653.07

14368 2015.07.16 02:55 t/p 7184 34.71 1.09450 1.10070 1.09450 222652.85 71920305.92

14369 2015.07.16 02:55 t/p 7182 34.71 1.09446 1.10066 1.09446 222652.85 72142958.77

14370 2015.07.16 02:55 t/p 7183 34.71 1.09440 1.10060 1.09440 222652.85 72365611.62

14371 2015.07.21 21:33 buy 7186 35.14 1.09426 1.08866 1.09486

Page 385: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 385/509

14372 2015.07.21 22:08 buy 7187 35.14 1.09403 1.08843 1.09463

14373 2015.07.21 22:09 buy 7188 35.14 1.09402 1.08842 1.09462

14374 2015.07.21 22:11 buy 7189 35.14 1.09397 1.08837 1.09457

14375 2015.07.21 22:12 buy 7190 35.14 1.09393 1.08833 1.09453

14376 2015.07.22 03:11 t/p 7190 35.14 1.09453 1.08833 1.09453 180564.55 72546176.17

14377 2015.07.22 03:11 close 7187 35.14 1.09453 1.08843 1.09463 143004.11 72689180.27

14378 2015.07.22 03:11 close 7186 35.14 1.09453 1.08866 1.09486 56615.09 72745795.36

14379 2015.07.22 03:11 t/p 7189 35.14 1.09457 1.08837 1.09457 180564.54 72926359.90

14380 2015.07.22 03:12 t/p 7188 35.14 1.09462 1.08842 1.09462 180564.55 73106924.44

14381 2015.07.22 04:58 buy 7191 35.50 1.09407 1.08847 1.09467

14382 2015.07.22 07:50 close 7191 35.50 1.09407 1.08847 1.09467 0.00 73106924.44

14383 2015.07.27 14:45 buy 7192 35.50 1.10613 1.10053 1.10673

14384 2015.07.27 15:00 t/p 7192 35.50 1.10673 1.10053 1.10673 227671.44 73334595.88

14385 2015.07.27 15:14 buy 7193 35.61 1.10599 1.10039 1.10659

14386 2015.07.27 15:15 buy 7194 35.61 1.10591 1.10031 1.10651

14387 2015.07.27 15:21 buy 7195 35.61 1.10591 1.10031 1.10651

14388 2015.07.27 15:25 buy 7196 35.61 1.10579 1.10019 1.10639

14389 2015.07.27 15:27 buy 7197 35.61 1.10579 1.10019 1.10639

14390 2015.07.27 15:31 t/p 7196 35.61 1.10639 1.10019 1.10639 228374.77 73562970.65

14391 2015.07.27 15:31 t/p 7197 35.61 1.10639 1.10019 1.10639 228374.77 73791345.42

14392 2015.07.27 15:32 t/p 7194 35.61 1.10651 1.10031 1.10651 228374.76 74019720.18

14393 2015.07.27 15:32 t/p 7195 35.61 1.10651 1.10031 1.10651 228374.76 74248094.94

14394 2015.07.27 15:32 t/p 7193 35.61 1.10659 1.10039 1.10659 228374.76 74476469.70

14395 2015.07.27 20:57 buy 7198 36.16 1.11030 1.10470 1.11090

14396 2015.07.27 20:59 buy 7199 36.16 1.11022 1.10462 1.11082

14397 2015.07.27 21:00 buy 7200 36.16 1.11010 1.10450 1.11070

14398 2015.07.27 21:01 buy 7201 36.16 1.11005 1.10445 1.11065

14399 2015.07.27 21:02 buy 7202 36.16 1.11006 1.10446 1.11066

14400 2015.07.28 13:07 s/l 7198 36.16 1.10470 1.10470 1.11090 -2210517.46 72265952.25

14401 2015.07.28 13:07 close 7200 36.16 1.10469 1.10450 1.11070 -2137081.81 70128870.44

14402 2015.07.28 13:07 close 7202 36.16 1.10469 1.10446 1.11066 -2121621.67 68007248.77

14403 2015.07.28 13:07 s/l 7199 36.16 1.10462 1.10462 1.11082 -2210517.46 65796731.31

14404 2015.07.28 13:07 s/l 7201 36.16 1.10445 1.10445 1.11065 -2210517.46 63586213.86

14405 2015.07.30 01:58 sell 7203 30.88 1.09870 1.10430 1.09810

14406 2015.07.30 01:59 sell 7204 30.88 1.09871 1.10431 1.09811

14407 2015.07.30 02:00 sell 7205 30.88 1.09881 1.10441 1.09821

14408 2015.07.30 02:39 sell 7206 30.88 1.09875 1.10435 1.09815

14409 2015.07.30 02:46 sell 7207 30.88 1.09882 1.10442 1.09822

Page 386: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 386/509

14410 2015.07.30 02:59 t/p 7207 30.88 1.09822 1.10442 1.09822 198084.70 63784298.56

14411 2015.07.30 02:59 t/p 7205 30.88 1.09821 1.10441 1.09821 198084.70 63982383.26

14412 2015.07.30 03:00 t/p 7206 30.88 1.09815 1.10435 1.09815 198084.70 64180467.96

14413 2015.07.30 03:00 t/p 7204 30.88 1.09811 1.10431 1.09811 198084.70 64378552.66

14414 2015.07.30 03:00 t/p 7203 30.88 1.09810 1.10430 1.09810 198084.70 64576637.36

14415 2015.07.30 20:57 sell 7208 31.36 1.09158 1.09718 1.09098

14416 2015.07.30 20:58 sell 7209 31.36 1.09166 1.09726 1.09106

14417 2015.07.30 20:59 sell 7210 31.36 1.09176 1.09736 1.09116

14418 2015.07.30 21:01 sell 7211 31.36 1.09164 1.09724 1.09104

14419 2015.07.30 21:07 sell 7212 31.36 1.09163 1.09723 1.09103

14420 2015.07.30 21:25 t/p 7210 31.36 1.09116 1.09736 1.09116 201163.74 64777801.10

14421 2015.07.30 21:26 t/p 7209 31.36 1.09106 1.09726 1.09106 201163.74 64978964.84

14422 2015.07.30 21:26 t/p 7211 31.36 1.09104 1.09724 1.09104 201163.74 65180128.58

14423 2015.07.30 21:26 t/p 7212 31.36 1.09103 1.09723 1.09103 201163.74 65381292.32

14424 2015.07.30 21:54 sell 7213 31.75 1.09187 1.09747 1.09127

14425 2015.07.30 21:55 sell 7214 31.75 1.09198 1.09758 1.09138

14426 2015.07.30 22:02 sell 7215 31.75 1.09187 1.09747 1.09127

14427 2015.07.30 22:04 sell 7216 31.75 1.09192 1.09752 1.09132

14428 2015.07.31 12:48 s/l 7208 31.36 1.09718 1.09718 1.09098 -1855690.87 63525601.44

14429 2015.07.31 12:48 close 7213 31.75 1.09718 1.09747 1.09127 -1780330.37 61745271.08

14430 2015.07.31 12:48 close 7215 31.75 1.09718 1.09747 1.09127 -1780330.37 59964940.71

14431 2015.07.31 12:49 close 7214 31.75 1.09719 1.09758 1.09138 -1746386.13 58218554.58

14432 2015.07.31 12:50 close 7216 31.75 1.09724 1.09752 1.09132 -1783724.79 56434829.79

14433 2015.09.03 04:04 sell 7217 27.40 1.12194 1.12754 1.12134

14434 2015.09.03 04:06 sell 7218 27.40 1.12191 1.12751 1.12131

14435 2015.09.03 04:07 sell 7219 27.40 1.12200 1.12760 1.12140

14436 2015.09.03 04:10 sell 7220 27.40 1.12199 1.12759 1.12139

14437 2015.09.03 04:11 sell 7221 27.40 1.12211 1.12771 1.12151

14438 2015.09.03 06:29 t/p 7221 27.40 1.12151 1.12771 1.12151 175758.39 56610588.18

14439 2015.09.03 06:29 close 7220 27.40 1.12151 1.12759 1.12139 140606.71 56751194.89

14440 2015.09.03 06:29 close 7219 27.40 1.12151 1.12760 1.12140 143536.02 56894730.91

14441 2015.09.03 06:29 close 7218 27.40 1.12151 1.12751 1.12131 117172.26 57011903.17

14442 2015.09.03 06:29 close 7217 27.40 1.12151 1.12754 1.12134 125960.18 57137863.35

14443 2015.09.03 19:47 sell 7222 27.75 1.11198 1.11758 1.11138

14444 2015.09.03 20:08 sell 7223 27.75 1.11231 1.11791 1.11171

14445 2015.09.03 20:10 sell 7224 27.75 1.11226 1.11786 1.11166

14446 2015.09.03 20:11 sell 7225 27.75 1.11255 1.11815 1.11195

Page 387: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 387/509

14447 2015.09.03 20:12 sell 7226 27.75 1.11328 1.11888 1.11268

14448 2015.09.03 21:05 t/p 7226 27.75 1.11268 1.11888 1.11268 178006.81 57315870.16

14449 2015.09.03 21:41 close 7225 27.75 1.11255 1.11815 1.11195 0.00 57315870.16

14450 2015.09.03 21:43 close 7223 27.75 1.11231 1.11791 1.11171 0.00 57315870.16

14451 2015.09.03 21:43 close 7224 27.75 1.11225 1.11786 1.11166 2966.78 57318836.94

14452 2015.09.03 21:44 close 7222 27.75 1.11198 1.11758 1.11138 0.00 57318836.94

14453 2015.09.04 02:59 sell 7227 27.83 1.11248 1.11808 1.11188

14454 2015.09.04 03:07 sell 7228 27.83 1.11259 1.11819 1.11199

14455 2015.09.04 03:09 sell 7229 27.83 1.11268 1.11828 1.11208

14456 2015.09.04 03:10 sell 7230 27.83 1.11273 1.11833 1.11213

14457 2015.09.04 03:11 sell 7231 27.83 1.11302 1.11862 1.11242

14458 2015.09.04 04:07 t/p 7231 27.83 1.11242 1.11862 1.11242 178519.99 57497356.93

14459 2015.09.04 04:58 close 7230 27.83 1.11272 1.11833 1.11213 2975.33 57500332.26

14460 2015.09.04 05:00 close 7229 27.83 1.11268 1.11828 1.11208 0.00 57500332.26

14461 2015.09.04 06:00 close 7228 27.83 1.11259 1.11819 1.11199 0.00 57500332.26

14462 2015.09.04 06:01 close 7227 27.83 1.11247 1.11808 1.11188 2975.34 57503307.60

14463 2015.09.10 04:15 buy 7232 27.92 1.12176 1.11616 1.12236

14464 2015.09.10 04:16 buy 7233 27.92 1.12163 1.11603 1.12223

14465 2015.09.10 04:18 buy 7234 27.92 1.12139 1.11579 1.12199

14466 2015.09.10 04:20 t/p 7234 27.92 1.12199 1.11579 1.12199 179053.75 57682361.35

14467 2015.09.10 04:20 t/p 7233 27.92 1.12223 1.11603 1.12223 179053.75 57861415.10

14468 2015.09.10 04:20 t/p 7232 27.92 1.12236 1.11616 1.12236 179053.75 58040468.85

14469 2015.09.10 23:31 buy 7235 28.18 1.12725 1.12165 1.12785

14470 2015.09.10 23:48 buy 7236 28.18 1.12727 1.12167 1.12787

14471 2015.09.10 23:57 t/p 7235 28.18 1.12785 1.12165 1.12785 180721.16 58221190.01

14472 2015.09.10 23:57 t/p 7236 28.18 1.12787 1.12167 1.12787 180721.16 58401911.17

14473 2015.09.11 03:10 buy 7237 28.36 1.12764 1.12204 1.12824

14474 2015.09.11 03:14 buy 7238 28.36 1.12775 1.12215 1.12835

14475 2015.09.11 03:15 buy 7239 28.36 1.12759 1.12199 1.12819

14476 2015.09.11 03:37 buy 7240 28.36 1.12765 1.12205 1.12825

14477 2015.09.11 03:46 t/p 7239 28.36 1.12819 1.12199 1.12819 181875.51 58583786.68

14478 2015.09.11 03:46 t/p 7237 28.36 1.12824 1.12204 1.12824 181875.52 58765662.20

14479 2015.09.11 03:46 t/p 7240 28.36 1.12825 1.12205 1.12825 181875.52 58947537.72

14480 2015.09.11 03:51 t/p 7238 28.36 1.12835 1.12215 1.12835 181875.51 59129413.23

14481 2015.09.16 02:02 sell 7241 28.71 1.12705 1.13265 1.12645

14482 2015.09.16 02:03 sell 7242 28.71 1.12705 1.13265 1.12645

14483 2015.09.16 02:07 sell 7243 28.71 1.12706 1.13266 1.12646

14484 2015.09.16 02:10 sell 7244 28.71 1.12706 1.13266 1.12646

Page 388: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 388/509

14485 2015.09.16 02:11 sell 7245 28.71 1.12706 1.13266 1.12646

14486 2015.09.16 10:06 t/p 7243 28.71 1.12646 1.13266 1.12646 184158.00 59313571.23

14487 2015.09.16 10:06 t/p 7244 28.71 1.12646 1.13266 1.12646 184158.00 59497729.23

14488 2015.09.16 10:06 t/p 7245 28.71 1.12646 1.13266 1.12646 184158.00 59681887.23

14489 2015.09.16 10:06 t/p 7241 28.71 1.12645 1.13265 1.12645 184158.00 59866045.23

14490 2015.09.16 10:06 t/p 7242 28.71 1.12645 1.13265 1.12645 184158.00 60050203.23

14491 2015.09.16 15:26 sell 7246 29.16 1.12345 1.12905 1.12285

14492 2015.09.16 15:27 sell 7247 29.16 1.12349 1.12909 1.12289

14493 2015.09.16 15:28 sell 7248 29.16 1.12371 1.12931 1.12311

14494 2015.09.16 15:55 close 7246 29.16 1.12658 1.12905 1.12285 -975739.62 59074463.61

14495 2015.09.16 15:55 close 7248 29.16 1.12658 1.12931 1.12311 -894687.77 58179775.84

14496 2015.09.16 15:56 close 7247 29.16 1.12673 1.12909 1.12289 -1010030.78 57169745.06

14497 2015.09.18 02:06 buy 7249 27.76 1.14144 1.13584 1.14204

14498 2015.09.18 02:07 buy 7250 27.76 1.14139 1.13579 1.14199

14499 2015.09.18 02:08 buy 7251 27.76 1.14123 1.13563 1.14183

14500 2015.09.18 02:12 buy 7252 27.76 1.14113 1.13553 1.14173

14501 2015.09.18 02:14 buy 7253 27.76 1.14115 1.13555 1.14175

14502 2015.09.18 03:28 t/p 7252 27.76 1.14173 1.13553 1.14173 178025.99 57347771.05

14503 2015.09.18 03:28 t/p 7253 27.76 1.14175 1.13555 1.14175 178025.99 57525797.04

14504 2015.09.18 04:21 buy 7254 27.93 1.13994 1.13434 1.14054

14505 2015.09.18 04:21 t/p 7254 27.93 1.14054 1.13434 1.14054 179116.21 57704913.25

14506 2015.09.18 09:00 close 7251 27.76 1.14123 1.13563 1.14183 0.00 57704913.25

14507 2015.09.18 10:15 close 7250 27.76 1.14139 1.13579 1.14199 0.00 57704913.25

14508 2015.09.18 10:15 close 7249 27.76 1.14145 1.13584 1.14204 2967.10 57707880.35

14509 2015.09.18 13:34 buy 7255 28.02 1.14355 1.13795 1.14415

14510 2015.09.18 13:35 buy 7256 28.02 1.14325 1.13765 1.14385

14511 2015.09.18 13:45 buy 7257 28.02 1.14350 1.13790 1.14410

14512 2015.09.18 13:46 buy 7258 28.02 1.14317 1.13757 1.14377

14513 2015.09.18 13:48 buy 7259 28.02 1.14352 1.13792 1.14412

14514 2015.09.18 14:25 t/p 7258 28.02 1.14377 1.13757 1.14377 179693.38 57887573.73

14515 2015.09.18 14:27 t/p 7256 28.02 1.14385 1.13765 1.14385 179693.38 58067267.11

14516 2015.09.18 16:45 close 7255 28.02 1.14044 1.13795 1.14415 -931410.69 57135856.42

14517 2015.09.18 16:45 close 7259 28.02 1.14044 1.13792 1.14412 -922426.02 56213430.40

14518 2015.09.18 16:46 close 7257 28.02 1.14067 1.13790 1.14410 -847553.78 55365876.62

14519 2015.09.21 03:13 sell 7260 26.89 1.12987 1.13547 1.12927

14520 2015.09.21 03:15 sell 7261 26.89 1.12982 1.13542 1.12922

14521 2015.09.21 03:22 sell 7262 26.89 1.12979 1.13539 1.12919

Page 389: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 389/509

14522 2015.09.21 03:23 sell 7263 26.89 1.13007 1.13567 1.12947

14523 2015.09.21 03:24 sell 7264 26.89 1.13010 1.13570 1.12950

14524 2015.09.21 09:40 t/p 7264 26.89 1.12950 1.13570 1.12950 172485.37 55538361.99

14525 2015.09.21 09:40 close 7262 26.89 1.12948 1.13539 1.12919 89117.44 55627479.43

14526 2015.09.21 09:40 close 7261 26.89 1.12948 1.13542 1.12922 97741.71 55725221.14

14527 2015.09.21 09:40 close 7260 26.89 1.12948 1.13547 1.12927 112115.49 55837336.63

14528 2015.09.21 09:40 t/p 7263 26.89 1.12947 1.13567 1.12947 172485.36 56009821.99

14529 2015.09.21 19:57 sell 7265 27.20 1.12136 1.12696 1.12076

14530 2015.09.21 19:58 sell 7266 27.20 1.12152 1.12712 1.12092

14531 2015.09.21 20:00 t/p 7266 27.20 1.12092 1.12712 1.12092 174473.86 56184295.85

14532 2015.09.21 20:00 t/p 7265 27.20 1.12076 1.12696 1.12076 174473.85 56358769.70

14533 2015.09.22 02:59 sell 7267 27.37 1.11888 1.12448 1.11828

14534 2015.09.22 03:03 sell 7268 27.37 1.11889 1.12449 1.11829

14535 2015.09.22 03:11 sell 7269 27.37 1.11898 1.12458 1.11838

14536 2015.09.22 03:12 sell 7270 27.37 1.11908 1.12468 1.11848

14537 2015.09.22 03:13 sell 7271 27.37 1.11909 1.12469 1.11849

14538 2015.09.22 08:58 t/p 7271 27.37 1.11849 1.12469 1.11849 175564.32 56534334.02

14539 2015.09.22 08:58 close 7269 27.37 1.11849 1.12458 1.11838 143377.53 56677711.55

14540 2015.09.22 08:58 close 7268 27.37 1.11849 1.12449 1.11829 117042.88 56794754.43

14541 2015.09.22 08:58 close 7267 27.37 1.11849 1.12448 1.11828 114116.81 56908871.24

14542 2015.09.22 08:58 t/p 7270 27.37 1.11848 1.12468 1.11848 175564.32 57084435.56

14543 2015.09.22 21:37 sell 7272 27.72 1.11302 1.11862 1.11242

14544 2015.09.22 21:40 sell 7273 27.72 1.11312 1.11872 1.11252

14545 2015.09.22 21:42 sell 7274 27.72 1.11311 1.11871 1.11251

14546 2015.09.22 21:53 sell 7275 27.72 1.11319 1.11879 1.11259

14547 2015.09.22 21:54 sell 7276 27.72 1.11319 1.11879 1.11259

14548 2015.09.22 23:59 t/p 7275 27.72 1.11259 1.11879 1.11259 177809.38 57262244.94

14549 2015.09.22 23:59 t/p 7276 27.72 1.11259 1.11879 1.11259 177809.38 57440054.32

14550 2015.09.22 23:59 close 7272 27.72 1.11256 1.11862 1.11242 136320.53 57576374.85

14551 2015.09.22 23:59 t/p 7273 27.72 1.11252 1.11872 1.11252 177809.39 57754184.24

14552 2015.09.22 23:59 t/p 7274 27.72 1.11251 1.11871 1.11251 177809.39 57931993.63

14553 2015.09.23 01:52 sell 7277 28.13 1.11303 1.11863 1.11243

14554 2015.09.23 02:06 sell 7278 28.13 1.11307 1.11867 1.11247

14555 2015.09.23 02:07 sell 7279 28.13 1.11310 1.11870 1.11250

14556 2015.09.23 02:08 sell 7280 28.13 1.11310 1.11870 1.11250

14557 2015.09.23 02:10 sell 7281 28.13 1.11311 1.11871 1.11251

14558 2015.09.23 02:50 t/p 7279 28.13 1.11250 1.11870 1.11250 180439.32 58112432.95

14559 2015.09.23 02:50 t/p 7280 28.13 1.11250 1.11870 1.11250 180439.32 58292872.27

Page 390: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 390/509

14560 2015.09.23 02:50 t/p 7281 28.13 1.11251 1.11871 1.11251 180439.32 58473311.59

14561 2015.09.23 02:51 t/p 7278 28.13 1.11247 1.11867 1.11247 180439.33 58653750.92

14562 2015.09.23 02:51 t/p 7277 28.13 1.11243 1.11863 1.11243 180439.32 58834190.24

14563 2015.09.24 19:00 buy 7282 28.57 1.12534 1.11974 1.12594

14564 2015.09.24 21:20 close 7282 28.57 1.12203 1.11974 1.12594 -1010757.26 57823432.98

14565 2015.09.25 12:09 sell 7283 28.08 1.11511 1.12071 1.11451

14566 2015.09.25 12:13 sell 7284 28.08 1.11525 1.12085 1.11465

14567 2015.09.25 12:31 t/p 7284 28.08 1.11465 1.12085 1.11465 180115.23 58003548.21

14568 2015.09.25 12:34 t/p 7283 28.08 1.11451 1.12071 1.11451 180115.23 58183663.44

14569 2015.09.29 01:11 buy 7285 28.25 1.12372 1.11812 1.12432

14570 2015.09.29 01:17 buy 7286 28.25 1.12369 1.11809 1.12429

14571 2015.09.29 01:24 buy 7287 28.25 1.12369 1.11809 1.12429

14572 2015.09.29 01:45 buy 7288 28.25 1.12363 1.11803 1.12423

14573 2015.09.29 01:50 buy 7289 28.25 1.12357 1.11797 1.12417

14574 2015.09.29 03:04 t/p 7289 28.25 1.12417 1.11797 1.12417 181166.68 58364830.12

14575 2015.09.29 03:04 close 7287 28.25 1.12417 1.11809 1.12429 144933.35 58509763.47

14576 2015.09.29 03:04 close 7286 28.25 1.12417 1.11809 1.12429 144933.35 58654696.82

14577 2015.09.29 03:04 close 7285 28.25 1.12417 1.11812 1.12432 135875.01 58790571.83

14578 2015.09.29 03:04 t/p 7288 28.25 1.12423 1.11803 1.12423 181166.69 58971738.52

14579 2015.09.30 20:35 sell 7290 28.64 1.11830 1.12390 1.11770

14580 2015.09.30 20:46 t/p 7290 28.64 1.11770 1.12390 1.11770 183707.27 59155445.79

14581 2015.09.30 23:07 sell 7291 28.73 1.11769 1.12329 1.11709

14582 2015.09.30 23:09 sell 7292 28.73 1.11778 1.12338 1.11718

14583 2015.09.30 23:11 sell 7293 28.73 1.11773 1.12333 1.11713

14584 2015.10.01 00:37 close 7291 28.73 1.11740 1.12329 1.11709 149088.73 59304534.52

14585 2015.10.01 00:39 close 7292 28.73 1.11738 1.12338 1.11718 182874.24 59487408.77

14586 2015.10.01 00:41 close 7293 28.73 1.11728 1.12333 1.11713 198231.28 59685640.05

14587 2015.10.01 03:48 sell 7294 28.98 1.11746 1.12306 1.11686

14588 2015.10.01 03:49 sell 7295 28.98 1.11747 1.12307 1.11687

14589 2015.10.01 04:02 t/p 7295 28.98 1.11687 1.12307 1.11687 185888.15 59871528.20

14590 2015.10.01 04:02 t/p 7294 28.98 1.11686 1.12306 1.11686 185888.16 60057416.36

14591 2015.10.05 22:24 sell 7296 29.16 1.11859 1.12419 1.11799

14592 2015.10.05 22:30 sell 7297 29.16 1.11871 1.12431 1.11811

14593 2015.10.05 23:57 sell 7298 29.16 1.11876 1.12436 1.11816

14594 2015.10.05 23:58 sell 7299 29.16 1.11884 1.12444 1.11824

14595 2015.10.05 23:59 sell 7300 29.16 1.11886 1.12446 1.11826

14596 2015.10.06 04:07 t/p 7300 29.16 1.11826 1.12446 1.11826 207348.12 60264764.48

Page 391: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 391/509

14597 2015.10.06 04:07 close 7298 29.16 1.11826 1.12436 1.11816 176174.33 60440938.81

14598 2015.10.06 04:07 close 7297 29.16 1.11826 1.12431 1.11811 160587.43 60601526.24

14599 2015.10.06 04:07 close 7296 29.16 1.11826 1.12419 1.11799 123178.89 60724705.14

14600 2015.10.06 04:07 t/p 7299 29.16 1.11824 1.12444 1.11824 207348.12 60932053.26

14601 2015.10.07 01:12 buy 7301 29.59 1.12683 1.12123 1.12743

14602 2015.10.07 01:13 buy 7302 29.59 1.12676 1.12116 1.12736

14603 2015.10.07 01:15 buy 7303 29.59 1.12684 1.12124 1.12744

14604 2015.10.07 01:27 buy 7304 29.59 1.12667 1.12107 1.12727

14605 2015.10.07 01:29 buy 7305 29.59 1.12669 1.12109 1.12729

14606 2015.10.07 03:01 t/p 7304 29.59 1.12727 1.12107 1.12727 189760.07 61121813.33

14607 2015.10.07 03:01 close 7303 29.59 1.12727 1.12124 1.12744 135994.72 61257808.05

14608 2015.10.07 03:01 close 7301 29.59 1.12727 1.12123 1.12743 139157.39 61396965.44

14609 2015.10.07 03:01 t/p 7305 29.59 1.12729 1.12109 1.12729 189760.08 61586725.52

14610 2015.10.07 03:01 t/p 7302 29.59 1.12736 1.12116 1.12736 189760.08 61776485.60

14611 2015.10.07 03:50 buy 7306 30.00 1.12656 1.12096 1.12716

14612 2015.10.07 03:51 buy 7307 30.00 1.12649 1.12089 1.12709

14613 2015.10.07 03:52 buy 7308 30.00 1.12635 1.12075 1.12695

14614 2015.10.07 03:53 buy 7309 30.00 1.12629 1.12069 1.12689

14615 2015.10.07 03:58 buy 7310 30.00 1.12635 1.12075 1.12695

14616 2015.10.07 04:59 t/p 7309 30.00 1.12689 1.12069 1.12689 192389.40 61968875.00

14617 2015.10.07 05:20 close 7306 30.00 1.12686 1.12096 1.12716 96194.70 62065069.70

14618 2015.10.07 05:21 close 7307 30.00 1.12687 1.12089 1.12709 121846.62 62186916.32

14619 2015.10.07 05:22 close 7308 30.00 1.12683 1.12075 1.12695 153911.52 62340827.84

14620 2015.10.07 05:28 close 7310 30.00 1.12680 1.12075 1.12695 144292.05 62485119.89

14621 2015.10.09 16:50 buy 7311 30.34 1.13455 1.12895 1.13515

14622 2015.10.09 16:52 buy 7312 30.34 1.13468 1.12908 1.13528

14623 2015.10.09 16:53 buy 7313 30.34 1.13461 1.12901 1.13521

14624 2015.10.09 16:55 t/p 7311 30.34 1.13515 1.12895 1.13515 194569.81 62679689.70

14625 2015.10.09 17:00 t/p 7313 30.34 1.13521 1.12901 1.13521 194569.81 62874259.51

14626 2015.10.09 17:01 t/p 7312 30.34 1.13528 1.12908 1.13528 194569.82 63068829.33

14627 2015.10.12 00:56 buy 7314 30.63 1.13578 1.13018 1.13638

14628 2015.10.12 00:58 buy 7315 30.63 1.13575 1.13015 1.13635

14629 2015.10.12 01:05 t/p 7315 30.63 1.13635 1.13015 1.13635 196429.57 63265258.90

14630 2015.10.12 01:05 t/p 7314 30.63 1.13638 1.13018 1.13638 196429.57 63461688.47

14631 2015.10.12 04:26 buy 7316 30.82 1.13666 1.13106 1.13726

14632 2015.10.12 04:28 buy 7317 30.82 1.13661 1.13101 1.13721

14633 2015.10.12 04:29 buy 7318 30.82 1.13660 1.13100 1.13720

14634 2015.10.12 04:31 buy 7319 30.82 1.13660 1.13100 1.13720

Page 392: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 392/509

14635 2015.10.12 04:35 buy 7320 30.82 1.13658 1.13098 1.13718

14636 2015.10.12 05:21 t/p 7320 30.82 1.13718 1.13098 1.13718 197648.05 63659336.52

14637 2015.10.12 05:21 t/p 7317 30.82 1.13721 1.13101 1.13721 197648.05 63856984.57

14638 2015.10.12 05:21 t/p 7318 30.82 1.13720 1.13100 1.13720 197648.04 64054632.61

14639 2015.10.12 05:21 t/p 7319 30.82 1.13720 1.13100 1.13720 197648.04 64252280.65

14640 2015.10.12 05:21 t/p 7316 30.82 1.13726 1.13106 1.13726 197648.05 64449928.70

14641 2015.10.15 01:51 buy 7321 31.30 1.14738 1.14178 1.14798

14642 2015.10.15 01:53 buy 7322 31.30 1.14733 1.14173 1.14793

14643 2015.10.15 01:54 buy 7323 31.30 1.14725 1.14165 1.14785

14644 2015.10.15 01:55 buy 7324 31.30 1.14725 1.14165 1.14785

14645 2015.10.15 02:40 buy 7325 31.30 1.14724 1.14164 1.14784

14646 2015.10.15 03:02 t/p 7325 31.30 1.14784 1.14164 1.14784 200726.27 64650654.97

14647 2015.10.15 03:02 t/p 7323 31.30 1.14785 1.14165 1.14785 200726.27 64851381.24

14648 2015.10.15 03:02 t/p 7324 31.30 1.14785 1.14165 1.14785 200726.27 65052107.51

14649 2015.10.15 03:02 t/p 7322 31.30 1.14793 1.14173 1.14793 200726.27 65252833.78

14650 2015.10.15 03:02 t/p 7321 31.30 1.14798 1.14178 1.14798 200726.27 65453560.05

14651 2015.10.15 03:35 buy 7326 31.78 1.14696 1.14136 1.14756

14652 2015.10.15 03:38 buy 7327 31.78 1.14689 1.14129 1.14749

14653 2015.10.15 03:45 buy 7328 31.78 1.14685 1.14125 1.14745

14654 2015.10.15 03:48 buy 7329 31.78 1.14686 1.14126 1.14746

14655 2015.10.15 03:49 buy 7330 31.78 1.14685 1.14125 1.14745

14656 2015.10.15 05:29 t/p 7328 31.78 1.14745 1.14125 1.14745 203804.51 65657364.56

14657 2015.10.15 05:29 t/p 7330 31.78 1.14745 1.14125 1.14745 203804.51 65861169.07

14658 2015.10.15 05:29 close 7326 31.78 1.14745 1.14136 1.14756 166440.35 66027609.42

14659 2015.10.15 05:29 t/p 7329 31.78 1.14746 1.14126 1.14746 203804.51 66231413.93

14660 2015.10.15 05:30 close 7327 31.78 1.14739 1.14129 1.14749 169837.09 66401251.02

14661 2015.10.16 00:00 sell 7331 32.24 1.13846 1.14406 1.13786

14662 2015.10.16 00:02 sell 7332 32.24 1.13891 1.14451 1.13831

14663 2015.10.16 00:08 t/p 7332 32.24 1.13831 1.14451 1.13831 206802.83 66608053.85

14664 2015.10.16 00:09 t/p 7331 32.24 1.13786 1.14406 1.13786 206802.84 66814856.69

14665 2015.10.20 15:23 buy 7333 32.45 1.13690 1.13130 1.13750

14666 2015.10.20 15:28 buy 7334 32.45 1.13671 1.13111 1.13731

14667 2015.10.20 15:32 buy 7335 32.45 1.13664 1.13104 1.13724

14668 2015.10.20 15:41 buy 7336 32.45 1.13640 1.13080 1.13700

14669 2015.10.20 16:50 close 7333 32.45 1.13485 1.13130 1.13750 -711012.44 66103844.25

14670 2015.10.20 16:50 close 7335 32.45 1.13485 1.13104 1.13724 -620835.25 65483009.00

14671 2015.10.20 16:51 close 7334 32.45 1.13476 1.13111 1.13731 -676328.91 64806680.09

Page 393: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 393/509

14672 2015.10.20 16:52 close 7336 32.45 1.13503 1.13080 1.13700 -475164.40 64331515.69

14673 2015.10.23 04:07 sell 7337 31.24 1.11017 1.11577 1.10957

14674 2015.10.23 04:08 sell 7338 31.24 1.11067 1.11627 1.11007

14675 2015.10.23 04:10 sell 7339 31.24 1.11077 1.11637 1.11017

14676 2015.10.23 04:11 sell 7340 31.24 1.11084 1.11644 1.11024

14677 2015.10.23 04:12 sell 7341 31.24 1.11106 1.11666 1.11046

14678 2015.10.23 04:25 t/p 7341 31.24 1.11046 1.11666 1.11046 200386.48 64531902.17

14679 2015.10.23 04:25 sell 7342 31.34 1.11028 1.11588 1.10968

14680 2015.10.23 04:33 t/p 7340 31.24 1.11024 1.11644 1.11024 200386.48 64732288.65

14681 2015.10.23 04:33 t/p 7339 31.24 1.11017 1.11637 1.11017 200386.48 64932675.13

14682 2015.10.23 04:33 t/p 7338 31.24 1.11007 1.11627 1.11007 200386.48 65133061.61

14683 2015.10.23 04:34 t/p 7342 31.34 1.10968 1.11588 1.10968 201027.92 65334089.53

14684 2015.10.23 10:17 close 7337 31.24 1.11017 1.11577 1.10957 0.00 65334089.53

14685 2015.10.26 01:14 sell 7343 31.73 1.10121 1.10681 1.10061

14686 2015.10.26 01:15 sell 7344 31.73 1.10127 1.10687 1.10067

14687 2015.10.26 01:16 sell 7345 31.73 1.10141 1.10701 1.10081

14688 2015.10.26 01:20 sell 7346 31.73 1.10146 1.10706 1.10086

14689 2015.10.26 01:21 sell 7347 31.73 1.10151 1.10711 1.10091

14690 2015.10.26 16:16 t/p 7347 31.73 1.10091 1.10711 1.10091 203529.55 65537619.08

14691 2015.10.26 16:16 close 7345 31.73 1.10091 1.10701 1.10081 169607.95 65707227.03

14692 2015.10.26 16:16 close 7344 31.73 1.10091 1.10687 1.10067 122117.73 65829344.76

14693 2015.10.26 16:16 close 7343 31.73 1.10091 1.10681 1.10061 101764.77 65931109.53

14694 2015.10.26 16:16 t/p 7346 31.73 1.10086 1.10706 1.10086 203529.55 66134639.08

14695 2015.10.29 01:59 sell 7348 32.12 1.09295 1.09855 1.09235

14696 2015.10.29 02:29 t/p 7348 32.12 1.09235 1.09855 1.09235 206033.09 66340672.17

14697 2015.10.29 02:51 sell 7349 32.22 1.09305 1.09865 1.09245

14698 2015.10.29 02:53 sell 7350 32.22 1.09297 1.09857 1.09237

14699 2015.10.29 02:58 t/p 7349 32.22 1.09245 1.09865 1.09245 206674.55 66547346.72

14700 2015.10.29 02:58 t/p 7350 32.22 1.09237 1.09857 1.09237 206674.54 66754021.26

14701 2015.11.03 19:33 sell 7351 32.42 1.09584 1.10144 1.09524

14702 2015.11.03 19:34 sell 7352 32.42 1.09622 1.10182 1.09562

14703 2015.11.03 19:44 sell 7353 32.42 1.09610 1.10170 1.09550

14704 2015.11.03 19:46 sell 7354 32.42 1.09612 1.10172 1.09552

14705 2015.11.03 19:53 sell 7355 32.42 1.09615 1.10175 1.09555

14706 2015.11.03 20:32 t/p 7352 32.42 1.09562 1.10182 1.09562 207957.44 66961978.70

14707 2015.11.03 20:32 t/p 7355 32.42 1.09555 1.10175 1.09555 207957.45 67169936.15

14708 2015.11.03 20:32 t/p 7354 32.42 1.09552 1.10172 1.09552 207957.44 67377893.59

14709 2015.11.03 20:34 t/p 7353 32.42 1.09550 1.10170 1.09550 207957.44 67585851.03

Page 394: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 394/509

14710 2015.11.03 20:34 t/p 7351 32.42 1.09524 1.10144 1.09524 207957.44 67793808.47

14711 2015.11.04 22:14 sell 7356 32.92 1.08626 1.09186 1.08566

14712 2015.11.04 22:44 sell 7357 32.92 1.08619 1.09179 1.08559

14713 2015.11.04 22:47 sell 7358 32.92 1.08625 1.09185 1.08565

14714 2015.11.04 23:13 sell 7359 32.92 1.08626 1.09186 1.08566

14715 2015.11.04 23:25 sell 7360 32.92 1.08633 1.09193 1.08573

14716 2015.11.05 09:02 t/p 7360 32.92 1.08573 1.09193 1.08573 279935.58 68073744.05

14717 2015.11.05 09:02 close 7357 32.92 1.08573 1.09179 1.08559 230663.82 68304407.87

14718 2015.11.05 09:02 t/p 7356 32.92 1.08566 1.09186 1.08566 279935.58 68584343.46

14719 2015.11.05 09:02 t/p 7359 32.92 1.08566 1.09186 1.08566 279935.58 68864279.04

14720 2015.11.05 09:02 t/p 7358 32.92 1.08565 1.09185 1.08565 279935.58 69144214.62

14721 2015.11.09 02:03 sell 7361 33.58 1.07339 1.07899 1.07279

14722 2015.11.09 02:04 sell 7362 33.58 1.07353 1.07913 1.07293

14723 2015.11.09 02:05 sell 7363 33.58 1.07358 1.07918 1.07298

14724 2015.11.09 02:07 sell 7364 33.58 1.07379 1.07939 1.07319

14725 2015.11.09 02:09 sell 7365 33.58 1.07378 1.07938 1.07318

14726 2015.11.09 02:55 t/p 7364 33.58 1.07319 1.07939 1.07319 215390.18 69359604.80

14727 2015.11.09 02:55 t/p 7365 33.58 1.07318 1.07938 1.07318 215390.18 69574994.98

14728 2015.11.09 03:15 sell 7366 33.79 1.07384 1.07944 1.07324

14729 2015.11.09 03:37 sell 7367 33.79 1.07394 1.07954 1.07334

14730 2015.11.09 12:39 s/l 7361 33.58 1.07899 1.07899 1.07279 -2010308.34 67564686.64

14731 2015.11.09 12:39 close 7362 33.58 1.07899 1.07913 1.07293 -1960050.63 65604636.01

14732 2015.11.09 12:39 close 7366 33.79 1.07899 1.07944 1.07324 -1860327.37 63744308.64

14733 2015.11.09 12:40 close 7363 33.58 1.07900 1.07918 1.07298 -1945691.29 61798617.35

14734 2015.11.09 12:41 close 7367 33.79 1.07899 1.07954 1.07334 -1824204.51 59974412.84

14735 2015.11.10 19:50 sell 7368 29.12 1.06975 1.07535 1.06915

14736 2015.11.10 19:56 sell 7369 29.12 1.06982 1.07542 1.06922

14737 2015.11.10 19:57 sell 7370 29.12 1.06993 1.07553 1.06933

14738 2015.11.10 23:05 close 7368 29.12 1.07188 1.07535 1.06915 -663078.47 59311334.37

14739 2015.11.10 23:05 close 7370 29.12 1.07188 1.07553 1.06933 -607043.67 58704290.70

14740 2015.11.10 23:06 close 7369 29.12 1.07184 1.07542 1.06922 -628834.98 58075455.72

14741 2015.11.13 02:11 buy 7371 28.20 1.08024 1.07464 1.08084

14742 2015.11.13 02:12 buy 7372 28.20 1.08022 1.07462 1.08082

14743 2015.11.13 03:04 buy 7373 28.20 1.08004 1.07444 1.08064

14744 2015.11.13 03:06 buy 7374 28.20 1.07992 1.07432 1.08052

14745 2015.11.13 03:07 buy 7375 28.20 1.07978 1.07418 1.08038

14746 2015.11.13 13:41 t/p 7375 28.20 1.08038 1.07418 1.08038 180840.96 58256296.68

Page 395: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 395/509

14747 2015.11.13 13:41 close 7374 28.20 1.08038 1.07432 1.08052 138644.74 58394941.42

14748 2015.11.13 13:41 close 7373 28.20 1.08038 1.07444 1.08064 102476.55 58497417.97

14749 2015.11.13 13:41 close 7372 28.20 1.08038 1.07462 1.08082 48224.26 58545642.23

14750 2015.11.13 13:41 close 7371 28.20 1.08038 1.07464 1.08084 42196.23 58587838.46

14751 2015.11.17 01:34 sell 7376 28.45 1.06876 1.07436 1.06816

14752 2015.11.17 01:35 sell 7377 28.45 1.06876 1.07436 1.06816

14753 2015.11.17 01:36 sell 7378 28.45 1.06878 1.07438 1.06818

14754 2015.11.17 01:38 sell 7379 28.45 1.06886 1.07446 1.06826

14755 2015.11.17 02:54 sell 7380 28.45 1.06889 1.07449 1.06829

14756 2015.11.17 03:03 t/p 7380 28.45 1.06829 1.07449 1.06829 182483.42 58770321.88

14757 2015.11.17 03:03 t/p 7379 28.45 1.06826 1.07446 1.06826 182483.42 58952805.30

14758 2015.11.17 03:04 close 7376 28.45 1.06826 1.07436 1.06816 152069.52 59104874.82

14759 2015.11.17 03:05 close 7377 28.45 1.06826 1.07436 1.06816 152069.52 59256944.34

14760 2015.11.17 03:05 t/p 7378 28.45 1.06818 1.07438 1.06818 182483.42 59439427.76

14761 2015.11.25 17:44 sell 7381 28.87 1.05937 1.06497 1.05877

14762 2015.11.25 17:54 sell 7382 28.87 1.05960 1.06520 1.05900

14763 2015.11.25 17:56 sell 7383 28.87 1.05966 1.06526 1.05906

14764 2015.11.25 17:57 sell 7384 28.87 1.05980 1.06540 1.05920

14765 2015.11.25 17:58 sell 7385 28.87 1.05990 1.06550 1.05930

14766 2015.11.27 11:50 t/p 7385 28.87 1.05930 1.06550 1.05930 265589.41 59705017.17

14767 2015.11.27 11:50 close 7383 28.87 1.05929 1.06526 1.05906 194605.41 59899622.58

14768 2015.11.27 11:50 close 7382 28.87 1.05929 1.06520 1.05900 176087.85 60075710.43

14769 2015.11.27 11:50 close 7381 28.87 1.05929 1.06497 1.05877 105103.85 60180814.28

14770 2015.11.27 11:50 t/p 7384 28.87 1.05920 1.06540 1.05920 265589.42 60446403.70

14771 2016.01.04 03:53 sell 7386 29.35 1.08526 1.09086 1.08466

14772 2016.01.04 03:54 sell 7387 29.35 1.08546 1.09106 1.08486

14773 2016.01.04 03:55 sell 7388 29.35 1.08558 1.09118 1.08498

14774 2016.01.04 03:56 sell 7389 29.35 1.08558 1.09118 1.08498

14775 2016.01.04 03:58 sell 7390 29.35 1.08591 1.09151 1.08531

14776 2016.01.04 09:45 s/l 7386 29.35 1.09086 1.09086 1.08466 -1757057.71 58689345.99

14777 2016.01.04 09:45 close 7387 29.35 1.09090 1.09106 1.08486 -1706856.05 56982489.94

14778 2016.01.04 09:45 close 7389 29.35 1.09090 1.09118 1.08498 -1669204.82 55313285.12

14779 2016.01.04 09:45 s/l 7388 29.35 1.09118 1.09118 1.08498 -1757057.71 53556227.41

14780 2016.01.04 09:45 s/l 7390 29.35 1.09151 1.09151 1.08531 -1757057.71 51799169.70

14781 2016.01.04 19:53 sell 7391 25.15 1.08188 1.08748 1.08128

14782 2016.01.04 19:56 sell 7392 25.15 1.08202 1.08762 1.08142

14783 2016.01.04 19:57 sell 7393 25.15 1.08214 1.08774 1.08154

14784 2016.01.04 20:04 t/p 7393 25.15 1.08154 1.08774 1.08154 161316.63 51960486.33

Page 396: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 396/509

14785 2016.01.04 20:11 t/p 7392 25.15 1.08142 1.08762 1.08142 161316.63 52121802.96

14786 2016.01.04 20:41 sell 7394 25.31 1.08228 1.08788 1.08168

14787 2016.01.04 20:42 sell 7395 25.31 1.08230 1.08790 1.08170

14788 2016.01.04 20:44 sell 7396 25.31 1.08219 1.08779 1.08159

14789 2016.01.04 21:11 sell 7397 25.31 1.08232 1.08792 1.08172

14790 2016.01.04 21:25 t/p 7397 25.31 1.08172 1.08792 1.08172 162342.89 52284145.85

14791 2016.01.04 21:25 close 7391 25.15 1.08171 1.08748 1.08128 45706.37 52329852.22

14792 2016.01.04 21:25 t/p 7395 25.31 1.08170 1.08790 1.08170 162342.89 52492195.11

14793 2016.01.04 21:25 t/p 7394 25.31 1.08168 1.08788 1.08168 162342.89 52654538.00

14794 2016.01.04 21:34 sell 7398 25.57 1.08240 1.08800 1.08180

14795 2016.01.04 21:50 sell 7399 25.57 1.08244 1.08804 1.08184

14796 2016.01.04 21:51 sell 7400 25.57 1.08253 1.08813 1.08193

14797 2016.01.04 21:55 sell 7401 25.57 1.08251 1.08811 1.08191

14798 2016.01.05 02:01 t/p 7400 25.57 1.08193 1.08813 1.08193 181816.10 52836354.10

14799 2016.01.05 02:01 close 7398 25.57 1.08193 1.08800 1.08180 146280.47 52982634.56

14800 2016.01.05 02:01 close 7396 25.31 1.08193 1.08779 1.08159 87973.05 53070607.61

14801 2016.01.05 02:01 t/p 7401 25.57 1.08191 1.08811 1.08191 181816.10 53252423.71

14802 2016.01.05 02:01 close 7399 25.57 1.08194 1.08804 1.08184 154481.00 53406904.71

14803 2016.01.05 02:53 sell 7402 25.94 1.08298 1.08858 1.08238

14804 2016.01.05 02:54 sell 7403 25.94 1.08318 1.08878 1.08258

14805 2016.01.05 03:39 t/p 7403 25.94 1.08258 1.08878 1.08258 166383.82 53573288.53

14806 2016.01.05 03:48 t/p 7402 25.94 1.08238 1.08858 1.08238 166383.83 53739672.36

14807 2016.01.05 18:44 sell 7404 26.10 1.07382 1.07942 1.07322

14808 2016.01.05 18:45 sell 7405 26.10 1.07425 1.07985 1.07365

14809 2016.01.05 18:50 sell 7406 26.10 1.07406 1.07966 1.07346

14810 2016.01.05 18:53 sell 7407 26.10 1.07407 1.07967 1.07347

14811 2016.01.05 18:59 sell 7408 26.10 1.07413 1.07973 1.07353

14812 2016.01.05 19:09 t/p 7405 26.10 1.07365 1.07985 1.07365 167410.10 53907082.46

14813 2016.01.05 19:11 t/p 7408 26.10 1.07353 1.07973 1.07353 167410.10 54074492.56

14814 2016.01.05 19:13 t/p 7407 26.10 1.07347 1.07967 1.07347 167410.10 54241902.66

14815 2016.01.05 19:13 t/p 7406 26.10 1.07346 1.07966 1.07346 167410.10 54409312.76

14816 2016.01.05 19:43 sell 7409 26.42 1.07425 1.07985 1.07365

14817 2016.01.05 19:44 sell 7410 26.42 1.07439 1.07999 1.07379

14818 2016.01.05 19:57 sell 7411 26.42 1.07444 1.08004 1.07384

14819 2016.01.05 19:58 sell 7412 26.42 1.07459 1.08019 1.07399

14820 2016.01.05 20:41 t/p 7412 26.42 1.07399 1.08019 1.07399 169462.63 54578775.39

14821 2016.01.05 20:41 t/p 7411 26.42 1.07384 1.08004 1.07384 169462.63 54748238.02

Page 397: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 397/509

14822 2016.01.05 20:41 close 7404 26.10 1.07380 1.07942 1.07322 5580.34 54753818.36

14823 2016.01.05 20:42 t/p 7410 26.42 1.07379 1.07999 1.07379 169462.64 54923281.00

14824 2016.01.05 20:49 t/p 7409 26.42 1.07365 1.07985 1.07365 169462.64 55092743.64

14825 2016.01.05 21:56 sell 7413 26.75 1.07439 1.07999 1.07379

14826 2016.01.05 21:57 sell 7414 26.75 1.07451 1.08011 1.07391

14827 2016.01.05 21:58 sell 7415 26.75 1.07451 1.08011 1.07391

14828 2016.01.05 22:05 sell 7416 26.75 1.07447 1.08007 1.07387

14829 2016.01.05 22:06 sell 7417 26.75 1.07447 1.08007 1.07387

14830 2016.01.06 09:04 t/p 7414 26.75 1.07391 1.08011 1.07391 190206.51 55282950.15

14831 2016.01.06 09:04 t/p 7415 26.75 1.07391 1.08011 1.07391 190206.51 55473156.67

14832 2016.01.06 09:04 close 7413 26.75 1.07390 1.07999 1.07379 158750.29 55631906.96

14833 2016.01.06 09:04 t/p 7416 26.75 1.07387 1.08007 1.07387 190206.51 55822113.47

14834 2016.01.06 09:04 t/p 7417 26.75 1.07387 1.08007 1.07387 190206.51 56012319.99

14835 2016.01.08 00:30 buy 7418 27.20 1.09233 1.08673 1.09293

14836 2016.01.08 00:31 buy 7419 27.20 1.09230 1.08670 1.09290

14837 2016.01.08 00:32 buy 7420 27.20 1.09225 1.08665 1.09285

14838 2016.01.08 00:35 buy 7421 27.20 1.09231 1.08671 1.09291

14839 2016.01.08 00:36 buy 7422 27.20 1.09231 1.08671 1.09291

14840 2016.01.08 08:42 s/l 7418 27.20 1.08673 1.08673 1.09293 -1628011.40 54384308.59

14841 2016.01.08 08:42 s/l 7419 27.20 1.08670 1.08670 1.09290 -1628011.40 52756297.19

14842 2016.01.08 08:42 s/l 7421 27.20 1.08671 1.08671 1.09291 -1628011.39 51128285.80

14843 2016.01.08 08:42 s/l 7422 27.20 1.08671 1.08671 1.09291 -1628011.39 49500274.41

14844 2016.01.08 08:42 s/l 7420 27.20 1.08665 1.08665 1.09285 -1628011.39 47872263.02

14845 2016.01.25 01:55 sell 7423 23.25 1.07959 1.08519 1.07899

14846 2016.01.25 01:57 sell 7424 23.25 1.07964 1.08524 1.07904

14847 2016.01.25 02:02 sell 7425 23.25 1.07985 1.08545 1.07925

14848 2016.01.25 02:21 t/p 7425 23.25 1.07925 1.08545 1.07925 149128.29 48021391.31

14849 2016.01.25 03:45 close 7423 23.25 1.08100 1.08519 1.07899 -350451.48 47670939.83

14850 2016.01.25 03:46 close 7424 23.25 1.08109 1.08524 1.07904 -360393.36 47310546.47

14851 2016.01.26 01:43 buy 7426 22.98 1.08475 1.07915 1.08535

14852 2016.01.26 02:07 t/p 7426 22.98 1.08535 1.07915 1.08535 147364.77 47457911.24

14853 2016.01.26 02:41 buy 7427 23.05 1.08471 1.07911 1.08531

14854 2016.01.26 03:05 t/p 7427 23.05 1.08531 1.07911 1.08531 147813.65 47605724.89

14855 2016.01.28 22:15 buy 7428 23.12 1.09520 1.08960 1.09580

14856 2016.01.28 22:19 buy 7429 23.12 1.09510 1.08950 1.09570

14857 2016.01.28 22:21 buy 7430 23.12 1.09496 1.08936 1.09556

14858 2016.01.28 22:22 buy 7431 23.12 1.09495 1.08935 1.09555

14859 2016.01.28 22:23 buy 7432 23.12 1.09485 1.08925 1.09545

Page 398: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 398/509

14860 2016.01.29 05:40 s/l 7428 23.12 1.08960 1.08960 1.09580 -1413258.25 46192466.64

14861 2016.01.29 05:40 close 7429 23.12 1.08960 1.08950 1.09570 -1388547.82 44803918.82

14862 2016.01.29 05:40 close 7431 23.12 1.08960 1.08935 1.09555 -1351482.19 43452436.64

14863 2016.01.29 05:40 s/l 7430 23.12 1.08936 1.08936 1.09556 -1413258.25 42039178.39

14864 2016.01.29 05:40 s/l 7432 23.12 1.08925 1.08925 1.09545 -1413258.25 40625920.15

14865 2016.02.01 02:04 sell 7433 19.73 1.08287 1.08847 1.08227

14866 2016.02.01 02:05 sell 7434 19.73 1.08325 1.08885 1.08265

14867 2016.02.01 02:23 sell 7435 19.73 1.08314 1.08874 1.08254

14868 2016.02.01 02:27 sell 7436 19.73 1.08313 1.08873 1.08253

14869 2016.02.01 02:29 sell 7437 19.73 1.08317 1.08877 1.08257

14870 2016.02.01 15:05 s/l 7433 19.73 1.08847 1.08847 1.08227 -1181138.82 39444781.33

14871 2016.02.01 15:05 close 7434 19.73 1.08847 1.08885 1.08265 -1100990.11 38343791.22

14872 2016.02.01 15:05 close 7436 19.73 1.08847 1.08873 1.08253 -1126300.23 37217490.99

14873 2016.02.01 15:06 close 7435 19.73 1.08831 1.08874 1.08254 -1090444.23 36127046.76

14874 2016.02.01 15:07 close 7437 19.73 1.08809 1.08877 1.08257 -1037714.82 35089331.94

14875 2016.02.04 00:12 buy 7438 17.04 1.10949 1.10389 1.11009

14876 2016.02.04 00:13 buy 7439 17.04 1.10948 1.10388 1.11008

14877 2016.02.04 00:14 buy 7440 17.04 1.10939 1.10379 1.10999

14878 2016.02.04 00:15 buy 7441 17.04 1.10935 1.10375 1.10995

14879 2016.02.04 00:16 buy 7442 17.04 1.10927 1.10367 1.10987

14880 2016.02.04 02:17 t/p 7442 17.04 1.10987 1.10367 1.10987 109273.09 35198605.03

14881 2016.02.04 02:17 close 7440 17.04 1.10987 1.10379 1.10999 87418.47 35286023.50

14882 2016.02.04 02:17 close 7439 17.04 1.10987 1.10388 1.11008 71027.50 35357051.00

14883 2016.02.04 02:17 close 7438 17.04 1.10987 1.10389 1.11009 69206.29 35426257.29

14884 2016.02.04 02:17 close 7441 17.04 1.10985 1.10375 1.10995 91060.91 35517318.20

14885 2016.02.04 03:30 buy 7443 17.25 1.10928 1.10368 1.10988

14886 2016.02.04 03:31 buy 7444 17.25 1.10924 1.10364 1.10984

14887 2016.02.04 03:32 buy 7445 17.25 1.10900 1.10340 1.10960

14888 2016.02.04 03:33 buy 7446 17.25 1.10895 1.10335 1.10955

14889 2016.02.04 03:34 buy 7447 17.25 1.10891 1.10331 1.10951

14890 2016.02.04 10:01 t/p 7447 17.25 1.10951 1.10331 1.10951 110619.77 35627937.97

14891 2016.02.04 10:01 close 7444 17.25 1.10951 1.10364 1.10984 49778.90 35677716.87

14892 2016.02.04 10:01 close 7443 17.25 1.10951 1.10368 1.10988 42404.25 35720121.12

14893 2016.02.04 10:01 t/p 7446 17.25 1.10955 1.10335 1.10955 110619.77 35830740.89

14894 2016.02.04 10:01 t/p 7445 17.25 1.10960 1.10340 1.10960 110619.76 35941360.65

14895 2016.02.04 17:34 buy 7448 17.45 1.11787 1.11227 1.11847

14896 2016.02.04 17:35 buy 7449 17.45 1.11761 1.11201 1.11821

Page 399: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 399/509

14897 2016.02.04 17:36 buy 7450 17.45 1.11731 1.11171 1.11791

14898 2016.02.04 17:38 buy 7451 17.45 1.11716 1.11156 1.11776

14899 2016.02.04 17:39 t/p 7451 17.45 1.11776 1.11156 1.11776 111902.31 36053262.96

14900 2016.02.04 17:40 t/p 7450 17.45 1.11791 1.11171 1.11791 111902.31 36165165.27

14901 2016.02.04 17:44 buy 7452 17.56 1.11688 1.11128 1.11748

14902 2016.02.04 17:46 buy 7453 17.56 1.11737 1.11177 1.11797

14903 2016.02.04 17:47 buy 7454 17.56 1.11711 1.11151 1.11771

14904 2016.02.04 18:01 t/p 7452 17.56 1.11748 1.11128 1.11748 112607.71 36277772.98

14905 2016.02.04 18:04 t/p 7454 17.56 1.11771 1.11151 1.11771 112607.71 36390380.69

14906 2016.02.04 18:05 t/p 7453 17.56 1.11797 1.11177 1.11797 112607.72 36502988.41

14907 2016.02.04 18:12 t/p 7449 17.45 1.11821 1.11201 1.11821 111902.31 36614890.72

14908 2016.02.04 18:13 t/p 7448 17.45 1.11847 1.11227 1.11847 111902.31 36726793.03

14909 2016.02.04 22:15 buy 7455 17.84 1.12012 1.11452 1.12072

14910 2016.02.04 22:17 buy 7456 17.84 1.12015 1.11455 1.12075

14911 2016.02.04 22:41 buy 7457 17.84 1.11989 1.11429 1.12049

14912 2016.02.04 22:57 t/p 7457 17.84 1.12049 1.11429 1.12049 114403.28 36841196.31

14913 2016.02.04 23:04 t/p 7455 17.84 1.12072 1.11452 1.12072 114403.28 36955599.59

14914 2016.02.04 23:05 t/p 7456 17.84 1.12075 1.11455 1.12075 114403.28 37070002.87

14915 2016.02.05 00:16 buy 7458 18.00 1.12038 1.11478 1.12098

14916 2016.02.05 00:23 buy 7459 18.00 1.12030 1.11470 1.12090

14917 2016.02.05 00:26 buy 7460 18.00 1.12022 1.11462 1.12082

14918 2016.02.05 00:27 buy 7461 18.00 1.12021 1.11461 1.12081

14919 2016.02.05 00:29 buy 7462 18.00 1.12018 1.11458 1.12078

14920 2016.02.05 03:04 t/p 7462 18.00 1.12078 1.11458 1.12078 115429.32 37185432.19

14921 2016.02.05 03:04 close 7459 18.00 1.12078 1.11470 1.12090 92343.46 37277775.65

14922 2016.02.05 03:04 close 7458 18.00 1.12078 1.11478 1.12098 76952.88 37354728.53

14923 2016.02.05 03:04 t/p 7461 18.00 1.12081 1.11461 1.12081 115429.32 37470157.85

14924 2016.02.05 03:04 t/p 7460 18.00 1.12082 1.11462 1.12082 115429.32 37585587.17

14925 2016.02.09 01:44 buy 7463 18.25 1.11929 1.11369 1.11989

14926 2016.02.09 01:45 buy 7464 18.25 1.11921 1.11361 1.11981

14927 2016.02.09 01:46 buy 7465 18.25 1.11912 1.11352 1.11972

14928 2016.02.09 01:47 buy 7466 18.25 1.11910 1.11350 1.11970

14929 2016.02.09 01:49 buy 7467 18.25 1.11911 1.11351 1.11971

14930 2016.02.09 02:44 t/p 7466 18.25 1.11970 1.11350 1.11970 117037.98 37702625.15

14931 2016.02.09 02:44 t/p 7467 18.25 1.11971 1.11351 1.11971 117037.98 37819663.13

14932 2016.02.09 02:44 t/p 7465 18.25 1.11972 1.11352 1.11972 117037.98 37936701.11

14933 2016.02.09 02:44 t/p 7464 18.25 1.11981 1.11361 1.11981 117037.98 38053739.09

14934 2016.02.09 02:45 t/p 7463 18.25 1.11989 1.11369 1.11989 117037.98 38170777.07

Page 400: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 400/509

14935 2016.02.09 20:30 buy 7468 18.54 1.13015 1.12455 1.13075

14936 2016.02.09 20:31 buy 7469 18.54 1.13006 1.12446 1.13066

14937 2016.02.09 20:32 buy 7470 18.54 1.12985 1.12425 1.13045

14938 2016.02.09 20:34 buy 7471 18.54 1.12982 1.12422 1.13042

14939 2016.02.09 20:37 t/p 7471 18.54 1.13042 1.12422 1.13042 118896.64 38289673.71

14940 2016.02.09 20:37 t/p 7470 18.54 1.13045 1.12425 1.13045 118896.65 38408570.36

14941 2016.02.09 20:42 buy 7472 18.65 1.12993 1.12433 1.13053

14942 2016.02.09 20:44 buy 7473 18.65 1.12974 1.12414 1.13034

14943 2016.02.09 20:45 buy 7474 18.65 1.12925 1.12365 1.12985

14944 2016.02.09 20:48 t/p 7474 18.65 1.12985 1.12365 1.12985 119602.08 38528172.44

14945 2016.02.09 20:48 buy 7475 18.71 1.13003 1.12443 1.13063

14946 2016.02.10 03:29 t/p 7473 18.65 1.13034 1.12414 1.13034 95826.19 38623998.62

14947 2016.02.10 03:29 close 7475 18.71 1.13034 1.12443 1.13063 38140.83 38662139.45

14948 2016.02.10 03:29 close 7472 18.65 1.13034 1.12433 1.13053 57952.20 38720091.65

14949 2016.02.10 03:29 close 7469 18.54 1.13034 1.12446 1.13066 31849.45 38751941.10

14950 2016.02.10 03:29 close 7468 18.54 1.13034 1.12455 1.13075 14014.95 38765956.05

14951 2016.02.15 19:56 sell 7476 18.83 1.11515 1.12075 1.11455

14952 2016.02.15 19:57 sell 7477 18.83 1.11545 1.12105 1.11485

14953 2016.02.15 19:58 sell 7478 18.83 1.11551 1.12111 1.11491

14954 2016.02.15 19:59 sell 7479 18.83 1.11556 1.12116 1.11496

14955 2016.02.15 20:00 sell 7480 18.83 1.11554 1.12114 1.11494

14956 2016.02.15 21:01 t/p 7479 18.83 1.11496 1.12116 1.11496 120781.27 38886737.32

14957 2016.02.15 21:27 close 7477 18.83 1.11525 1.12105 1.11485 40260.43 38926997.75

14958 2016.02.15 21:28 close 7478 18.83 1.11528 1.12111 1.11491 46299.48 38973297.23

14959 2016.02.15 21:30 close 7480 18.83 1.11524 1.12114 1.11494 60390.64 39033687.87

14960 2016.02.15 21:57 close 7476 18.83 1.11515 1.12075 1.11455 0.00 39033687.87

14961 2016.02.15 23:00 sell 7481 18.96 1.11522 1.12082 1.11462

14962 2016.02.15 23:02 sell 7482 18.96 1.11541 1.12101 1.11481

14963 2016.02.15 23:04 sell 7483 18.96 1.11536 1.12096 1.11476

14964 2016.02.15 23:05 sell 7484 18.96 1.11540 1.12100 1.11480

14965 2016.02.15 23:08 sell 7485 18.96 1.11543 1.12103 1.11483

14966 2016.02.16 06:19 t/p 7485 18.96 1.11483 1.12103 1.11483 134817.81 39168505.68

14967 2016.02.16 06:19 close 7481 18.96 1.11483 1.12082 1.11462 92252.51 39260758.19

14968 2016.02.16 06:19 t/p 7482 18.96 1.11481 1.12101 1.11481 134817.81 39395575.99

14969 2016.02.16 06:19 t/p 7484 18.96 1.11480 1.12100 1.11480 134817.81 39530393.80

14970 2016.02.16 06:19 t/p 7483 18.96 1.11476 1.12096 1.11476 134817.81 39665211.61

14971 2016.02.22 17:37 sell 7486 19.26 1.10291 1.10851 1.10231

Page 401: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 401/509

14972 2016.02.22 17:41 sell 7487 19.26 1.10299 1.10859 1.10239

14973 2016.02.22 17:42 sell 7488 19.26 1.10315 1.10875 1.10255

14974 2016.02.22 17:43 sell 7489 19.26 1.10315 1.10875 1.10255

14975 2016.02.22 17:54 sell 7490 19.26 1.10306 1.10866 1.10246

14976 2016.02.22 18:02 t/p 7488 19.26 1.10255 1.10875 1.10255 123534.80 39788746.41

14977 2016.02.22 18:02 t/p 7489 19.26 1.10255 1.10875 1.10255 123534.80 39912281.21

14978 2016.02.22 18:08 t/p 7490 19.26 1.10246 1.10866 1.10246 123534.80 40035816.01

14979 2016.02.22 18:18 t/p 7487 19.26 1.10239 1.10859 1.10239 123534.79 40159350.80

14980 2016.02.22 18:18 t/p 7486 19.26 1.10231 1.10851 1.10231 123534.80 40282885.60

14981 2016.02.22 19:55 sell 7491 19.56 1.10270 1.10830 1.10210

14982 2016.02.22 19:56 sell 7492 19.56 1.10308 1.10868 1.10248

14983 2016.02.22 19:57 sell 7493 19.56 1.10319 1.10879 1.10259

14984 2016.02.22 19:58 sell 7494 19.56 1.10331 1.10891 1.10271

14985 2016.02.22 20:00 t/p 7494 19.56 1.10271 1.10891 1.10271 125459.02 40408344.62

14986 2016.02.22 20:00 t/p 7493 19.56 1.10259 1.10879 1.10259 125459.02 40533803.64

14987 2016.02.22 20:00 t/p 7492 19.56 1.10248 1.10868 1.10248 125459.02 40659262.66

14988 2016.02.22 20:03 t/p 7491 19.56 1.10210 1.10830 1.10210 125459.01 40784721.67

14989 2016.02.22 21:20 sell 7495 19.81 1.10231 1.10791 1.10171

14990 2016.02.22 21:21 sell 7496 19.81 1.10231 1.10791 1.10171

14991 2016.02.22 21:23 sell 7497 19.81 1.10225 1.10785 1.10165

14992 2016.02.22 21:24 sell 7498 19.81 1.10235 1.10795 1.10175

14993 2016.02.22 21:28 sell 7499 19.81 1.10230 1.10790 1.10170

14994 2016.02.23 11:09 t/p 7498 19.81 1.10175 1.10795 1.10175 140857.10 40925578.76

14995 2016.02.23 11:09 close 7497 19.81 1.10175 1.10785 1.10165 119680.01 41045258.77

14996 2016.02.23 11:09 t/p 7495 19.81 1.10171 1.10791 1.10171 140857.10 41186115.87

14997 2016.02.23 11:09 t/p 7496 19.81 1.10171 1.10791 1.10171 140857.10 41326972.97

14998 2016.02.23 11:09 t/p 7499 19.81 1.10170 1.10790 1.10170 140857.10 41467830.07

14999 2016.02.29 02:04 sell 7500 20.14 1.09288 1.09848 1.09228

15000 2016.02.29 02:05 sell 7501 20.14 1.09304 1.09864 1.09244

15001 2016.02.29 02:06 sell 7502 20.14 1.09306 1.09866 1.09246

15002 2016.02.29 02:07 sell 7503 20.14 1.09334 1.09894 1.09274

15003 2016.02.29 02:12 sell 7504 20.14 1.09317 1.09877 1.09257

15004 2016.02.29 02:17 t/p 7503 20.14 1.09274 1.09894 1.09274 129179.17 41597009.24

15005 2016.02.29 02:18 t/p 7504 20.14 1.09257 1.09877 1.09257 129179.17 41726188.41

15006 2016.02.29 02:20 t/p 7502 20.14 1.09246 1.09866 1.09246 129179.17 41855367.58

15007 2016.02.29 02:20 t/p 7501 20.14 1.09244 1.09864 1.09244 129179.17 41984546.75

15008 2016.02.29 02:20 t/p 7500 20.14 1.09228 1.09848 1.09228 129179.17 42113725.92

15009 2016.02.29 03:17 sell 7505 20.45 1.09293 1.09853 1.09233

Page 402: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 402/509

15010 2016.02.29 03:18 sell 7506 20.45 1.09310 1.09870 1.09250

15011 2016.02.29 03:19 sell 7507 20.45 1.09321 1.09881 1.09261

15012 2016.02.29 03:23 sell 7508 20.45 1.09295 1.09855 1.09235

15013 2016.02.29 03:35 t/p 7507 20.45 1.09261 1.09881 1.09261 131167.53 42244893.45

15014 2016.02.29 03:40 sell 7509 20.52 1.09303 1.09863 1.09243

15015 2016.02.29 03:43 sell 7510 20.52 1.09312 1.09872 1.09252

15016 2016.02.29 05:15 t/p 7510 20.52 1.09252 1.09872 1.09252 131616.51 42376509.96

15017 2016.02.29 05:15 close 7508 20.45 1.09252 1.09855 1.09235 94003.40 42470513.36

15018 2016.02.29 05:15 close 7505 20.45 1.09252 1.09853 1.09233 89631.15 42560144.51

15019 2016.02.29 05:15 t/p 7506 20.45 1.09250 1.09870 1.09250 131167.53 42691312.04

15020 2016.02.29 05:19 t/p 7509 20.52 1.09243 1.09863 1.09243 131616.51 42822928.55

15021 2016.02.29 16:52 sell 7511 20.80 1.08938 1.09498 1.08878

15022 2016.02.29 16:53 sell 7512 20.80 1.08956 1.09516 1.08896

15023 2016.02.29 16:55 sell 7513 20.80 1.08935 1.09495 1.08875

15024 2016.02.29 16:56 sell 7514 20.80 1.08967 1.09527 1.08907

15025 2016.02.29 17:02 t/p 7514 20.80 1.08907 1.09527 1.08907 133412.44 42956340.99

15026 2016.02.29 17:02 t/p 7512 20.80 1.08896 1.09516 1.08896 133412.44 43089753.43

15027 2016.02.29 17:04 t/p 7511 20.80 1.08878 1.09498 1.08878 133412.45 43223165.88

15028 2016.02.29 17:04 t/p 7513 20.80 1.08875 1.09495 1.08875 133412.45 43356578.33

15029 2016.02.29 20:32 sell 7515 21.06 1.08796 1.09356 1.08736

15030 2016.02.29 20:33 sell 7516 21.06 1.08797 1.09357 1.08737

15031 2016.02.29 20:34 sell 7517 21.06 1.08795 1.09355 1.08735

15032 2016.02.29 20:36 sell 7518 21.06 1.08831 1.09391 1.08771

15033 2016.02.29 20:38 sell 7519 21.06 1.08802 1.09362 1.08742

15034 2016.02.29 20:59 t/p 7518 21.06 1.08771 1.09391 1.08771 135080.10 43491658.43

15035 2016.02.29 21:01 t/p 7519 21.06 1.08742 1.09362 1.08742 135080.11 43626738.54

15036 2016.02.29 21:01 t/p 7516 21.06 1.08737 1.09357 1.08737 135080.10 43761818.64

15037 2016.02.29 21:01 t/p 7515 21.06 1.08736 1.09356 1.08736 135080.11 43896898.75

15038 2016.02.29 21:01 t/p 7517 21.06 1.08735 1.09355 1.08735 135080.10 44031978.85

15039 2016.02.29 21:33 sell 7520 21.38 1.08807 1.09367 1.08747

15040 2016.02.29 21:34 sell 7521 21.38 1.08811 1.09371 1.08751

15041 2016.02.29 21:37 sell 7522 21.38 1.08811 1.09371 1.08751

15042 2016.02.29 21:43 sell 7523 21.38 1.08821 1.09381 1.08761

15043 2016.02.29 21:45 sell 7524 21.38 1.08825 1.09385 1.08765

15044 2016.02.29 22:53 t/p 7524 21.38 1.08765 1.09385 1.08765 137132.60 44169111.45

15045 2016.02.29 22:56 t/p 7523 21.38 1.08761 1.09381 1.08761 137132.60 44306244.05

15046 2016.02.29 23:03 close 7520 21.38 1.08807 1.09367 1.08747 0.00 44306244.05

Page 403: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 403/509

15047 2016.02.29 23:04 close 7521 21.38 1.08802 1.09371 1.08751 20569.89 44326813.94

15048 2016.02.29 23:07 close 7522 21.38 1.08810 1.09371 1.08751 2285.54 44329099.48

15049 2016.03.03 23:55 buy 7525 21.53 1.09582 1.09022 1.09642

15050 2016.03.03 23:56 buy 7526 21.53 1.09577 1.09017 1.09637

15051 2016.03.03 23:58 buy 7527 21.53 1.09582 1.09022 1.09642

15052 2016.03.03 23:59 buy 7528 21.53 1.09571 1.09011 1.09631

15053 2016.03.04 00:01 buy 7529 21.53 1.09567 1.09007 1.09627

15054 2016.03.04 11:24 t/p 7529 21.53 1.09627 1.09007 1.09627 138067.58 44467167.06

15055 2016.03.04 11:24 close 7527 21.53 1.09627 1.09022 1.09642 76103.24 44543270.30

15056 2016.03.04 11:24 close 7526 21.53 1.09627 1.09017 1.09637 87608.87 44630879.17

15057 2016.03.04 11:24 close 7525 21.53 1.09627 1.09022 1.09642 76103.24 44706982.41

15058 2016.03.04 11:24 close 7528 21.53 1.09620 1.09011 1.09631 85307.75 44792290.16

15059 2016.03.10 22:18 buy 7530 21.75 1.11850 1.11290 1.11910

15060 2016.03.10 22:20 buy 7531 21.75 1.11838 1.11278 1.11898

15061 2016.03.10 22:23 buy 7532 21.75 1.11850 1.11290 1.11910

15062 2016.03.10 22:29 buy 7533 21.75 1.11815 1.11255 1.11875

15063 2016.03.10 22:30 buy 7534 21.75 1.11782 1.11222 1.11842

15064 2016.03.10 22:34 t/p 7534 21.75 1.11842 1.11222 1.11842 139475.79 44931765.95

15065 2016.03.10 22:35 buy 7535 21.82 1.11806 1.11246 1.11866

15066 2016.03.11 02:54 t/p 7535 21.82 1.11866 1.11246 1.11866 112107.51 45043873.46

15067 2016.03.11 02:54 close 7532 21.75 1.11866 1.11290 1.11910 9465.62 45053339.09

15068 2016.03.11 02:54 close 7531 21.75 1.11866 1.11278 1.11898 37360.78 45090699.87

15069 2016.03.11 02:54 close 7530 21.75 1.11866 1.11290 1.11910 9465.62 45100165.49

15070 2016.03.11 02:54 close 7533 21.75 1.11865 1.11255 1.11875 88501.90 45188667.40

15071 2016.03.17 01:26 buy 7536 21.94 1.12095 1.11535 1.12155

15072 2016.03.17 01:50 t/p 7536 21.94 1.12155 1.11535 1.12155 140694.19 45329361.59

15073 2016.03.17 03:26 buy 7537 22.01 1.12114 1.11554 1.12174

15074 2016.03.17 03:27 buy 7538 22.01 1.12107 1.11547 1.12167

15075 2016.03.17 03:28 buy 7539 22.01 1.12096 1.11536 1.12156

15076 2016.03.17 03:32 buy 7540 22.01 1.12091 1.11531 1.12151

15077 2016.03.17 03:33 buy 7541 22.01 1.12092 1.11532 1.12152

15078 2016.03.17 04:01 t/p 7540 22.01 1.12151 1.11531 1.12151 141143.09 45470504.68

15079 2016.03.17 04:01 t/p 7541 22.01 1.12152 1.11532 1.12152 141143.09 45611647.77

15080 2016.03.17 04:02 t/p 7539 22.01 1.12156 1.11536 1.12156 141143.09 45752790.86

15081 2016.03.17 04:05 t/p 7538 22.01 1.12167 1.11547 1.12167 141143.09 45893933.95

15082 2016.03.17 04:05 t/p 7537 22.01 1.12174 1.11554 1.12174 141143.09 46035077.04

15083 2016.03.17 04:36 buy 7542 22.36 1.12077 1.11517 1.12137

15084 2016.03.17 04:38 buy 7543 22.36 1.12079 1.11519 1.12139

Page 404: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 404/509

15085 2016.03.17 04:39 buy 7544 22.36 1.12073 1.11513 1.12133

15086 2016.03.17 04:40 buy 7545 22.36 1.12072 1.11512 1.12132

15087 2016.03.17 04:46 t/p 7545 22.36 1.12132 1.11512 1.12132 143387.52 46178464.56

15088 2016.03.17 04:47 t/p 7544 22.36 1.12133 1.11513 1.12133 143387.53 46321852.09

15089 2016.03.17 04:47 t/p 7542 22.36 1.12137 1.11517 1.12137 143387.52 46465239.61

15090 2016.03.17 04:47 t/p 7543 22.36 1.12139 1.11519 1.12139 143387.53 46608627.14

15091 2016.03.17 15:12 buy 7546 22.63 1.13026 1.12466 1.13086

15092 2016.03.17 15:13 buy 7547 22.63 1.13012 1.12452 1.13072

15093 2016.03.17 15:13 t/p 7547 22.63 1.13072 1.12452 1.13072 145123.03 46753750.17

15094 2016.03.17 15:13 t/p 7546 22.63 1.13086 1.12466 1.13086 145123.02 46898873.19

15095 2016.03.17 15:22 buy 7548 22.77 1.12984 1.12424 1.13044

15096 2016.03.17 15:23 buy 7549 22.77 1.12970 1.12410 1.13030

15097 2016.03.17 15:25 buy 7550 22.77 1.12955 1.12395 1.13015

15098 2016.03.17 15:27 buy 7551 22.77 1.12972 1.12412 1.13032

15099 2016.03.17 15:29 buy 7552 22.77 1.12964 1.12404 1.13024

15100 2016.03.17 15:30 t/p 7550 22.77 1.13015 1.12395 1.13015 146020.83 47044894.02

15101 2016.03.17 15:31 buy 7553 22.85 1.12962 1.12402 1.13022

15102 2016.03.17 15:34 t/p 7553 22.85 1.13022 1.12402 1.13022 146533.85 47191427.87

15103 2016.03.17 15:34 t/p 7552 22.77 1.13024 1.12404 1.13024 146020.82 47337448.69

15104 2016.03.17 15:34 t/p 7549 22.77 1.13030 1.12410 1.13030 146020.82 47483469.51

15105 2016.03.17 15:35 t/p 7551 22.77 1.13032 1.12412 1.13032 146020.82 47629490.33

15106 2016.03.17 15:37 buy 7554 23.13 1.12923 1.12363 1.12983

15107 2016.03.17 15:38 buy 7555 23.13 1.12823 1.12263 1.12883

15108 2016.03.17 15:38 t/p 7555 23.13 1.12883 1.12263 1.12883 148329.45 47777819.78

15109 2016.03.17 15:42 t/p 7554 23.13 1.12983 1.12363 1.12983 148329.45 47926149.23

15110 2016.03.17 16:01 t/p 7548 22.77 1.13044 1.12424 1.13044 146022.19 48072171.42

15111 2016.03.17 18:13 buy 7556 23.34 1.13011 1.12451 1.13071

15112 2016.03.17 18:14 buy 7557 23.34 1.13006 1.12446 1.13066

15113 2016.03.17 18:16 buy 7558 23.34 1.12998 1.12438 1.13058

15114 2016.03.17 18:17 buy 7559 23.34 1.12934 1.12374 1.12994

15115 2016.03.17 18:19 t/p 7559 23.34 1.12994 1.12374 1.12994 149676.15 48221847.57

15116 2016.03.17 18:21 t/p 7558 23.34 1.13058 1.12438 1.13058 149676.16 48371523.73

15117 2016.03.17 18:21 t/p 7557 23.34 1.13066 1.12446 1.13066 149676.15 48521199.88

15118 2016.03.17 18:21 t/p 7556 23.34 1.13071 1.12451 1.13071 149676.15 48670876.03

15119 2016.03.18 00:48 buy 7560 23.64 1.13124 1.12564 1.13184

15120 2016.03.18 00:53 buy 7561 23.64 1.13120 1.12560 1.13180

15121 2016.03.18 00:55 buy 7562 23.64 1.13120 1.12560 1.13180

Page 405: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 405/509

15122 2016.03.18 00:57 buy 7563 23.64 1.13113 1.12553 1.13173

15123 2016.03.18 02:01 t/p 7563 23.64 1.13173 1.12553 1.13173 151598.59 48822474.62

15124 2016.03.18 02:17 t/p 7561 23.64 1.13180 1.12560 1.13180 151598.60 48974073.22

15125 2016.03.18 02:17 t/p 7562 23.64 1.13180 1.12560 1.13180 151598.60 49125671.82

15126 2016.03.18 02:17 t/p 7560 23.64 1.13184 1.12564 1.13184 151598.59 49277270.41

15127 2016.03.18 02:49 buy 7564 23.93 1.13141 1.12581 1.13201

15128 2016.03.18 03:08 buy 7565 23.93 1.13130 1.12570 1.13190

15129 2016.03.18 03:10 buy 7566 23.93 1.13129 1.12569 1.13189

15130 2016.03.18 03:11 buy 7567 23.93 1.13127 1.12567 1.13187

15131 2016.03.18 03:14 buy 7568 23.93 1.13123 1.12563 1.13183

15132 2016.03.18 04:00 t/p 7568 23.93 1.13183 1.12563 1.13183 153458.31 49430728.72

15133 2016.03.18 04:00 t/p 7567 23.93 1.13187 1.12567 1.13187 153458.30 49584187.02

15134 2016.03.18 04:00 t/p 7566 23.93 1.13189 1.12569 1.13189 153458.31 49737645.33

15135 2016.03.18 04:00 t/p 7565 23.93 1.13190 1.12570 1.13190 153458.31 49891103.64

15136 2016.03.18 04:06 t/p 7564 23.93 1.13201 1.12581 1.13201 153458.31 50044561.95

15137 2016.03.28 19:35 buy 7569 24.30 1.12016 1.11456 1.12076

15138 2016.03.28 19:39 buy 7570 24.30 1.12003 1.11443 1.12063

15139 2016.03.28 19:40 buy 7571 24.30 1.11998 1.11438 1.12058

15140 2016.03.28 19:42 buy 7572 24.30 1.11963 1.11403 1.12023

15141 2016.03.28 19:44 buy 7573 24.30 1.11957 1.11397 1.12017

15142 2016.03.28 20:19 t/p 7573 24.30 1.12017 1.11397 1.12017 155832.50 50200394.45

15143 2016.03.28 21:11 close 7571 24.30 1.11998 1.11438 1.12058 0.00 50200394.45

15144 2016.03.28 21:12 close 7572 24.30 1.12000 1.11403 1.12023 96096.71 50296491.16

15145 2016.03.28 21:16 close 7570 24.30 1.12003 1.11443 1.12063 0.00 50296491.16

15146 2016.03.28 21:17 close 7569 24.30 1.12018 1.11456 1.12076 5194.42 50301685.58

15147 2016.03.28 22:32 buy 7574 24.43 1.11973 1.11413 1.12033

15148 2016.03.28 22:33 buy 7575 24.43 1.11971 1.11411 1.12031

15149 2016.03.28 22:56 buy 7576 24.43 1.11976 1.11416 1.12036

15150 2016.03.28 23:15 buy 7577 24.43 1.11968 1.11408 1.12028

15151 2016.03.29 00:59 close 7577 24.43 1.11968 1.11408 1.12028 -31144.51 50270541.07

15152 2016.03.29 01:00 close 7575 24.43 1.11971 1.11411 1.12031 -31144.51 50239396.57

15153 2016.03.29 01:03 close 7574 24.43 1.11973 1.11413 1.12033 -31144.51 50208252.06

15154 2016.03.29 01:06 close 7576 24.43 1.11976 1.11416 1.12036 -31144.51 50177107.56

15155 2016.03.30 00:31 buy 7578 24.37 1.12883 1.12323 1.12943

15156 2016.03.30 00:32 buy 7579 24.37 1.12882 1.12322 1.12942

15157 2016.03.30 00:33 buy 7580 24.37 1.12867 1.12307 1.12927

15158 2016.03.30 00:35 buy 7581 24.37 1.12847 1.12287 1.12907

15159 2016.03.30 00:37 buy 7582 24.37 1.12852 1.12292 1.12912

Page 406: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 406/509

15160 2016.03.30 00:49 t/p 7581 24.37 1.12907 1.12287 1.12907 156282.86 50333390.42

15161 2016.03.30 02:03 close 7580 24.37 1.12872 1.12307 1.12927 13023.57 50346413.99

15162 2016.03.30 02:04 close 7579 24.37 1.12882 1.12322 1.12942 0.00 50346413.99

15163 2016.03.30 02:05 close 7578 24.37 1.12883 1.12323 1.12943 0.00 50346413.99

15164 2016.03.30 02:07 close 7582 24.37 1.12880 1.12292 1.12912 72932.00 50419345.99

15165 2016.03.30 04:38 buy 7583 24.48 1.12912 1.12352 1.12972

15166 2016.03.30 04:40 buy 7584 24.48 1.12910 1.12350 1.12970

15167 2016.03.30 04:42 buy 7585 24.48 1.12910 1.12350 1.12970

15168 2016.03.30 04:44 buy 7586 24.48 1.12906 1.12346 1.12966

15169 2016.03.30 04:45 buy 7587 24.48 1.12903 1.12343 1.12963

15170 2016.03.30 06:15 t/p 7587 24.48 1.12963 1.12343 1.12963 156988.28 50576334.27

15171 2016.03.30 06:15 close 7583 24.48 1.12962 1.12352 1.12972 130823.57 50707157.84

15172 2016.03.30 06:15 close 7585 24.48 1.12960 1.12350 1.12970 130823.57 50837981.41

15173 2016.03.30 06:15 close 7584 24.48 1.12960 1.12350 1.12970 130823.57 50968804.98

15174 2016.03.30 06:15 close 7586 24.48 1.12956 1.12346 1.12966 130823.57 51099628.55

15175 2016.03.30 13:15 buy 7588 24.81 1.13121 1.12561 1.13181

15176 2016.03.30 13:17 buy 7589 24.81 1.13123 1.12563 1.13183

15177 2016.03.30 13:20 buy 7590 24.81 1.13119 1.12559 1.13179

15178 2016.03.30 13:21 buy 7591 24.81 1.13114 1.12554 1.13174

15179 2016.03.30 13:23 buy 7592 24.81 1.13112 1.12552 1.13172

15180 2016.03.30 13:40 t/p 7592 24.81 1.13172 1.12552 1.13172 159106.03 51258734.58

15181 2016.03.30 13:41 t/p 7591 24.81 1.13174 1.12554 1.13174 159106.04 51417840.62

15182 2016.03.30 13:41 t/p 7590 24.81 1.13179 1.12559 1.13179 159106.03 51576946.65

15183 2016.03.30 13:41 t/p 7588 24.81 1.13181 1.12561 1.13181 159106.04 51736052.69

15184 2016.03.30 13:41 t/p 7589 24.81 1.13183 1.12563 1.13183 159106.03 51895158.72

15185 2016.03.31 17:43 buy 7593 25.20 1.13843 1.13283 1.13903

15186 2016.03.31 17:44 t/p 7593 25.20 1.13903 1.13283 1.13903 161607.09 52056765.81

15187 2016.03.31 18:50 buy 7594 25.28 1.13810 1.13250 1.13870

15188 2016.03.31 18:56 t/p 7594 25.28 1.13870 1.13250 1.13870 162120.14 52218885.95

15189 2016.03.31 19:32 buy 7595 25.36 1.13813 1.13253 1.13873

15190 2016.03.31 19:51 t/p 7595 25.36 1.13873 1.13253 1.13873 162633.17 52381519.12

15191 2016.05.23 03:28 sell 7596 25.44 1.12287 1.12847 1.12227

15192 2016.05.23 03:30 sell 7597 25.44 1.12293 1.12853 1.12233

15193 2016.05.23 03:36 sell 7598 25.44 1.12294 1.12854 1.12234

15194 2016.05.23 03:38 sell 7599 25.44 1.12298 1.12858 1.12238

15195 2016.05.23 04:26 sell 7600 25.44 1.12311 1.12871 1.12251

15196 2016.05.23 08:08 t/p 7600 25.44 1.12251 1.12871 1.12251 163182.85 52544701.97

Page 407: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 407/509

15197 2016.05.23 08:08 close 7599 25.44 1.12251 1.12858 1.12238 127826.57 52672528.54

15198 2016.05.23 08:08 close 7598 25.44 1.12251 1.12854 1.12234 116947.71 52789476.25

15199 2016.05.23 08:08 close 7597 25.44 1.12251 1.12853 1.12233 114228.00 52903704.25

15200 2016.05.23 08:08 close 7596 25.44 1.12251 1.12847 1.12227 97909.71 53001613.96

15201 2016.05.23 15:05 sell 7601 25.74 1.12158 1.12718 1.12098

15202 2016.05.23 15:07 sell 7602 25.74 1.12153 1.12713 1.12093

15203 2016.05.23 15:09 sell 7603 25.74 1.12157 1.12717 1.12097

15204 2016.05.23 15:12 sell 7604 25.74 1.12151 1.12711 1.12091

15205 2016.05.23 15:18 t/p 7601 25.74 1.12098 1.12718 1.12098 165107.17 53166721.13

15206 2016.05.23 15:18 t/p 7603 25.74 1.12097 1.12717 1.12097 165107.17 53331828.30

15207 2016.05.23 15:19 t/p 7602 25.74 1.12093 1.12713 1.12093 165107.18 53496935.48

15208 2016.05.23 15:20 t/p 7604 25.74 1.12091 1.12711 1.12091 165107.17 53662042.65

15209 2016.05.23 17:41 sell 7605 26.06 1.12036 1.12596 1.11976

15210 2016.05.23 17:42 sell 7606 26.06 1.12053 1.12613 1.11993

15211 2016.05.23 17:44 sell 7607 26.06 1.12060 1.12620 1.12000

15212 2016.05.23 17:49 t/p 7607 26.06 1.12000 1.12620 1.12000 167159.79 53829202.44

15213 2016.05.23 17:54 t/p 7606 26.06 1.11993 1.12613 1.11993 167159.78 53996362.22

15214 2016.05.23 17:59 t/p 7605 26.06 1.11976 1.12596 1.11976 167159.78 54163522.00

15215 2016.05.23 18:07 sell 7608 26.30 1.12054 1.12614 1.11994

15216 2016.05.23 18:16 sell 7609 26.30 1.12058 1.12618 1.11998

15217 2016.05.23 18:18 sell 7610 26.30 1.12073 1.12633 1.12013

15218 2016.05.23 18:24 sell 7611 26.30 1.12069 1.12629 1.12009

15219 2016.05.23 18:32 t/p 7610 26.30 1.12013 1.12633 1.12013 168699.25 54332221.25

15220 2016.05.23 18:33 t/p 7611 26.30 1.12009 1.12629 1.12009 168699.24 54500920.49

15221 2016.05.23 18:34 t/p 7609 26.30 1.11998 1.12618 1.11998 168699.25 54669619.74

15222 2016.05.23 18:34 t/p 7608 26.30 1.11994 1.12614 1.11994 168699.24 54838318.98

15223 2016.05.23 19:32 sell 7612 26.63 1.12046 1.12606 1.11986

15224 2016.05.23 19:33 sell 7613 26.63 1.12053 1.12613 1.11993

15225 2016.05.23 19:35 sell 7614 26.63 1.12048 1.12608 1.11988

15226 2016.05.23 19:36 sell 7615 26.63 1.12050 1.12610 1.11990

15227 2016.05.23 19:39 sell 7616 26.63 1.12055 1.12615 1.11995

15228 2016.05.24 10:24 t/p 7616 26.63 1.11995 1.12615 1.11995 189359.64 55027678.62

15229 2016.05.24 10:24 close 7612 26.63 1.11996 1.12606 1.11986 160890.30 55188568.92

15230 2016.05.24 10:24 close 7614 26.63 1.11998 1.12608 1.11988 160890.30 55349459.22

15231 2016.05.24 10:24 close 7615 26.63 1.12000 1.12610 1.11990 160890.30 55510349.53

15232 2016.05.24 10:24 t/p 7613 26.63 1.11993 1.12613 1.11993 189359.63 55699709.16

15233 2016.05.25 04:15 sell 7617 27.05 1.11422 1.11982 1.11362

15234 2016.05.25 04:38 sell 7618 27.05 1.11438 1.11998 1.11378

Page 408: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 408/509

15235 2016.05.25 04:40 sell 7619 27.05 1.11437 1.11997 1.11377

15236 2016.05.25 04:41 sell 7620 27.05 1.11438 1.11998 1.11378

15237 2016.05.25 04:43 sell 7621 27.05 1.11445 1.12005 1.11385

15238 2016.05.25 13:32 t/p 7621 27.05 1.11385 1.12005 1.11385 173510.07 55873219.23

15239 2016.05.25 13:32 close 7617 27.05 1.11385 1.11982 1.11362 106997.88 55980217.11

15240 2016.05.25 13:32 close 7619 27.05 1.11387 1.11997 1.11377 144591.72 56124808.83

15241 2016.05.25 13:32 close 7620 27.05 1.11388 1.11998 1.11378 144591.72 56269400.55

15242 2016.05.25 13:32 close 7618 27.05 1.11388 1.11998 1.11378 144591.72 56413992.27

15243 2016.06.02 23:48 sell 7622 27.40 1.11540 1.12100 1.11480

15244 2016.06.02 23:50 sell 7623 27.40 1.11546 1.12106 1.11486

15245 2016.06.03 01:18 close 7622 27.40 1.11524 1.12100 1.11480 65947.85 56479940.12

15246 2016.06.03 01:20 close 7623 27.40 1.11526 1.12106 1.11486 77664.85 56557604.96

15247 2016.06.03 02:35 sell 7624 27.46 1.11533 1.12093 1.11473

15248 2016.06.03 02:36 sell 7625 27.46 1.11537 1.12097 1.11477

15249 2016.06.03 02:38 sell 7626 27.46 1.11539 1.12099 1.11479

15250 2016.06.03 03:20 sell 7627 27.46 1.11538 1.12098 1.11478

15251 2016.06.03 03:21 sell 7628 27.46 1.11551 1.12111 1.11491

15252 2016.06.03 03:54 t/p 7628 27.46 1.11491 1.12111 1.11491 176139.98 56733744.94

15253 2016.06.03 03:55 t/p 7626 27.46 1.11479 1.12099 1.11479 176139.97 56909884.91

15254 2016.06.03 03:55 t/p 7627 27.46 1.11478 1.12098 1.11478 176139.98 57086024.89

15255 2016.06.03 03:55 t/p 7625 27.46 1.11477 1.12097 1.11477 176139.97 57262164.86

15256 2016.06.03 03:56 t/p 7624 27.46 1.11473 1.12093 1.11473 176139.98 57438304.84

15257 2016.06.06 01:37 buy 7629 27.89 1.13557 1.12997 1.13617

15258 2016.06.06 01:38 buy 7630 27.89 1.13544 1.12984 1.13604

15259 2016.06.06 01:39 buy 7631 27.89 1.13540 1.12980 1.13600

15260 2016.06.06 01:40 buy 7632 27.89 1.13537 1.12977 1.13597

15261 2016.06.06 01:48 buy 7633 27.89 1.13542 1.12982 1.13602

15262 2016.06.06 10:21 t/p 7632 27.89 1.13597 1.12977 1.13597 178861.36 57617166.20

15263 2016.06.06 10:21 close 7629 27.89 1.13597 1.12997 1.13617 119240.90 57736407.10

15264 2016.06.06 10:21 t/p 7631 27.89 1.13600 1.12980 1.13600 178861.36 57915268.46

15265 2016.06.06 10:21 t/p 7633 27.89 1.13602 1.12982 1.13602 178861.36 58094129.82

15266 2016.06.06 10:21 t/p 7630 27.89 1.13604 1.12984 1.13604 178861.36 58272991.18

15267 2016.06.09 15:22 sell 7634 28.30 1.13496 1.14056 1.13436

15268 2016.06.09 15:24 sell 7635 28.30 1.13504 1.14064 1.13444

15269 2016.06.09 15:26 sell 7636 28.30 1.13511 1.14071 1.13451

15270 2016.06.09 15:35 t/p 7636 28.30 1.13451 1.14071 1.13451 181529.78 58454520.96

15271 2016.06.09 15:36 t/p 7635 28.30 1.13444 1.14064 1.13444 181529.79 58636050.75

Page 409: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 409/509

15272 2016.06.09 15:38 t/p 7634 28.30 1.13436 1.14056 1.13436 181529.78 58817580.53

15273 2016.06.09 18:02 sell 7637 28.56 1.13263 1.13823 1.13203

15274 2016.06.09 18:03 sell 7638 28.56 1.13268 1.13828 1.13208

15275 2016.06.09 18:07 sell 7639 28.56 1.13288 1.13848 1.13228

15276 2016.06.09 18:08 sell 7640 28.56 1.13295 1.13855 1.13235

15277 2016.06.09 18:09 sell 7641 28.56 1.13293 1.13853 1.13233

15278 2016.06.09 19:02 t/p 7640 28.56 1.13235 1.13855 1.13235 183197.55 59000778.08

15279 2016.06.09 19:02 t/p 7641 28.56 1.13233 1.13853 1.13233 183197.55 59183975.63

15280 2016.06.09 19:02 t/p 7639 28.56 1.13228 1.13848 1.13228 183197.54 59367173.17

15281 2016.06.09 19:07 t/p 7638 28.56 1.13208 1.13828 1.13208 183197.54 59550370.71

15282 2016.06.09 19:11 t/p 7637 28.56 1.13203 1.13823 1.13203 183197.55 59733568.26

15283 2016.06.09 21:00 sell 7642 29.01 1.13254 1.13814 1.13194

15284 2016.06.09 21:02 sell 7643 29.01 1.13282 1.13842 1.13222

15285 2016.06.09 21:04 sell 7644 29.01 1.13288 1.13848 1.13228

15286 2016.06.09 21:05 sell 7645 29.01 1.13284 1.13844 1.13224

15287 2016.06.09 21:06 sell 7646 29.01 1.13287 1.13847 1.13227

15288 2016.06.09 22:58 t/p 7644 29.01 1.13228 1.13848 1.13228 186084.06 59919652.32

15289 2016.06.09 22:58 close 7642 29.01 1.13228 1.13814 1.13194 80636.42 60000288.74

15290 2016.06.09 22:59 close 7643 29.01 1.13232 1.13842 1.13222 155070.05 60155358.79

15291 2016.06.09 22:59 close 7645 29.01 1.13234 1.13844 1.13224 155070.06 60310428.85

15292 2016.06.09 22:59 t/p 7646 29.01 1.13227 1.13847 1.13227 186084.06 60496512.91

15293 2016.06.14 15:18 sell 7647 29.38 1.12328 1.12888 1.12268

15294 2016.06.14 15:26 t/p 7647 29.38 1.12268 1.12888 1.12268 188457.42 60684970.33

15295 2016.06.14 15:50 sell 7648 29.47 1.12355 1.12915 1.12295

15296 2016.06.14 15:58 sell 7649 29.47 1.12385 1.12945 1.12325

15297 2016.06.14 16:13 sell 7650 29.47 1.12387 1.12947 1.12327

15298 2016.06.14 16:21 t/p 7650 29.47 1.12327 1.12947 1.12327 189034.73 60874005.06

15299 2016.06.14 16:21 t/p 7649 29.47 1.12325 1.12945 1.12325 189034.72 61063039.78

15300 2016.06.14 16:22 t/p 7648 29.47 1.12295 1.12915 1.12295 189034.73 61252074.51

15301 2016.06.14 18:49 sell 7651 29.74 1.12159 1.12719 1.12099

15302 2016.06.14 18:59 t/p 7651 29.74 1.12099 1.12719 1.12099 190766.63 61442841.14

15303 2016.06.14 20:15 sell 7652 29.84 1.12170 1.12730 1.12110

15304 2016.06.14 20:16 sell 7653 29.84 1.12177 1.12737 1.12117

15305 2016.06.14 20:19 sell 7654 29.84 1.12173 1.12733 1.12113

15306 2016.06.14 20:22 sell 7655 29.84 1.12173 1.12733 1.12113

15307 2016.06.14 20:23 sell 7656 29.84 1.12179 1.12739 1.12119

15308 2016.06.14 20:46 t/p 7656 29.84 1.12119 1.12739 1.12119 191408.08 61634249.22

15309 2016.06.14 20:46 t/p 7653 29.84 1.12117 1.12737 1.12117 191408.09 61825657.31

Page 410: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 410/509

15310 2016.06.14 20:47 t/p 7654 29.84 1.12113 1.12733 1.12113 191408.09 62017065.40

15311 2016.06.14 20:47 t/p 7655 29.84 1.12113 1.12733 1.12113 191408.09 62208473.49

15312 2016.06.14 20:47 t/p 7652 29.84 1.12110 1.12730 1.12110 191408.08 62399881.57

15313 2016.06.15 00:09 sell 7657 30.30 1.12110 1.12670 1.12050

15314 2016.06.15 00:11 t/p 7657 30.30 1.12050 1.12670 1.12050 194358.74 62594240.31

15315 2016.06.15 02:18 sell 7658 30.40 1.12112 1.12672 1.12052

15316 2016.06.15 02:19 sell 7659 30.40 1.12118 1.12678 1.12058

15317 2016.06.15 03:48 close 7658 30.40 1.12075 1.12672 1.12052 120250.12 62714490.43

15318 2016.06.15 03:49 close 7659 30.40 1.12072 1.12678 1.12058 149500.15 62863990.58

15319 2016.06.16 18:54 sell 7660 30.53 1.11595 1.12155 1.11535

15320 2016.06.16 18:55 sell 7661 30.53 1.11602 1.12162 1.11542

15321 2016.06.16 18:57 sell 7662 30.53 1.11590 1.12150 1.11530

15322 2016.06.16 19:14 sell 7663 30.53 1.11610 1.12170 1.11550

15323 2016.06.16 19:15 sell 7664 30.53 1.11624 1.12184 1.11564

15324 2016.06.16 19:43 s/l 7662 30.53 1.12150 1.12150 1.11530 -1827784.70 61036205.88

15325 2016.06.16 19:43 s/l 7660 30.53 1.12155 1.12155 1.11535 -1827784.69 59208421.19

15326 2016.06.16 19:43 s/l 7661 30.53 1.12162 1.12162 1.11542 -1827784.69 57380636.50

15327 2016.06.16 19:43 s/l 7663 30.53 1.12170 1.12170 1.11550 -1827784.69 55552851.81

15328 2016.06.16 19:43 s/l 7664 30.53 1.12184 1.12184 1.11564 -1827784.70 53725067.11

15329 2016.06.22 01:12 sell 7665 26.09 1.12561 1.13121 1.12501

15330 2016.06.22 01:52 sell 7666 26.09 1.12567 1.13127 1.12507

15331 2016.06.22 01:53 sell 7667 26.09 1.12565 1.13125 1.12505

15332 2016.06.22 01:55 sell 7668 26.09 1.12570 1.13130 1.12510

15333 2016.06.22 01:58 sell 7669 26.09 1.12570 1.13130 1.12510

15334 2016.06.22 02:27 t/p 7668 26.09 1.12510 1.13130 1.12510 167353.78 53892420.89

15335 2016.06.22 02:27 t/p 7669 26.09 1.12510 1.13130 1.12510 167353.78 54059774.67

15336 2016.06.22 02:27 t/p 7666 26.09 1.12507 1.13127 1.12507 167353.78 54227128.45

15337 2016.06.22 02:27 t/p 7667 26.09 1.12505 1.13125 1.12505 167353.78 54394482.23

15338 2016.06.22 02:27 t/p 7665 26.09 1.12501 1.13121 1.12501 167353.78 54561836.01

15339 2016.07.12 13:45 buy 7670 26.49 1.11021 1.10461 1.11081

15340 2016.07.12 13:46 buy 7671 26.49 1.11015 1.10455 1.11075

15341 2016.07.12 13:48 buy 7672 26.49 1.11015 1.10455 1.11075

15342 2016.07.12 13:50 buy 7673 26.49 1.11009 1.10449 1.11069

15343 2016.07.12 13:51 buy 7674 26.49 1.10985 1.10425 1.11045

15344 2016.07.12 15:57 t/p 7674 26.49 1.11045 1.10425 1.11045 169884.61 54731720.62

15345 2016.07.12 15:57 close 7673 26.49 1.11045 1.10449 1.11069 101930.77 54833651.39

15346 2016.07.12 15:57 close 7672 26.49 1.11045 1.10455 1.11075 84942.31 54918593.70

Page 411: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 411/509

15347 2016.07.12 15:57 close 7671 26.49 1.11045 1.10455 1.11075 84942.31 55003536.01

15348 2016.07.12 15:57 close 7670 26.49 1.11045 1.10461 1.11081 67953.85 55071489.86

15349 2016.07.13 22:16 buy 7675 26.74 1.11046 1.10486 1.11106

15350 2016.07.13 22:17 buy 7676 26.74 1.11042 1.10482 1.11102

15351 2016.07.13 22:18 buy 7677 26.74 1.11038 1.10478 1.11098

15352 2016.07.13 22:19 buy 7678 26.74 1.11032 1.10472 1.11092

15353 2016.07.13 22:21 buy 7679 26.74 1.11034 1.10474 1.11094

15354 2016.07.14 05:00 t/p 7678 26.74 1.11092 1.10472 1.11092 69219.70 55140709.56

15355 2016.07.14 05:00 close 7676 26.74 1.11092 1.10482 1.11102 40638.38 55181347.93

15356 2016.07.14 05:00 close 7675 26.74 1.11092 1.10486 1.11106 29205.85 55210553.78

15357 2016.07.14 05:00 close 7677 26.74 1.11088 1.10478 1.11098 40638.38 55251192.16

15358 2016.07.14 05:00 close 7679 26.74 1.11084 1.10474 1.11094 40638.38 55291830.53

15359 2016.07.18 01:47 sell 7680 26.85 1.10593 1.11153 1.10533

15360 2016.07.18 02:54 t/p 7680 26.85 1.10533 1.11153 1.10533 172228.79 55464059.32

15361 2016.07.18 03:07 sell 7681 26.93 1.10595 1.11155 1.10535

15362 2016.07.18 03:08 sell 7682 26.93 1.10598 1.11158 1.10538

15363 2016.07.18 03:11 sell 7683 26.93 1.10611 1.11171 1.10551

15364 2016.07.18 03:13 sell 7684 26.93 1.10608 1.11168 1.10548

15365 2016.07.18 03:19 t/p 7683 26.93 1.10551 1.11171 1.10551 172741.95 55636801.27

15366 2016.07.18 03:19 t/p 7684 26.93 1.10548 1.11168 1.10548 172741.94 55809543.21

15367 2016.07.18 03:22 t/p 7682 26.93 1.10538 1.11158 1.10538 172741.95 55982285.16

15368 2016.07.18 03:22 t/p 7681 26.93 1.10535 1.11155 1.10535 172741.94 56155027.10

15369 2016.07.18 04:24 sell 7685 27.27 1.10603 1.11163 1.10543

15370 2016.07.18 04:27 sell 7686 27.27 1.10621 1.11181 1.10561

15371 2016.07.18 05:57 close 7686 27.27 1.10621 1.11181 1.10561 0.00 56155027.10

15372 2016.07.18 09:09 close 7685 27.27 1.10602 1.11163 1.10543 2915.38 56157942.48

15373 2016.07.19 22:30 sell 7687 27.27 1.10174 1.10734 1.10114

15374 2016.07.19 22:33 sell 7688 27.27 1.10176 1.10736 1.10116

15375 2016.07.19 22:47 sell 7689 27.27 1.10196 1.10756 1.10136

15376 2016.07.19 22:51 sell 7690 27.27 1.10180 1.10740 1.10120

15377 2016.07.19 22:59 sell 7691 27.27 1.10185 1.10745 1.10125

15378 2016.07.20 02:48 t/p 7689 27.27 1.10136 1.10756 1.10136 193912.16 56351854.64

15379 2016.07.20 02:48 close 7691 27.27 1.10136 1.10745 1.10125 161842.96 56513697.61

15380 2016.07.20 02:48 close 7690 27.27 1.10136 1.10740 1.10120 147266.06 56660963.67

15381 2016.07.20 02:48 close 7688 27.27 1.10136 1.10736 1.10116 135604.53 56796568.20

15382 2016.07.20 02:48 close 7687 27.27 1.10136 1.10734 1.10114 129773.77 56926341.97

15383 2016.07.28 04:40 buy 7692 27.64 1.10629 1.10069 1.10689

15384 2016.07.28 04:45 buy 7693 27.64 1.10616 1.10056 1.10676

Page 412: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 412/509

15385 2016.07.28 04:48 buy 7694 27.64 1.10607 1.10047 1.10667

15386 2016.07.28 04:52 buy 7695 27.64 1.10619 1.10059 1.10679

15387 2016.07.28 04:56 buy 7696 27.64 1.10621 1.10061 1.10681

15388 2016.07.28 05:30 t/p 7694 27.64 1.10667 1.10047 1.10667 177259.74 57103601.71

15389 2016.07.28 05:31 t/p 7693 27.64 1.10676 1.10056 1.10676 177259.74 57280861.45

15390 2016.07.28 05:34 t/p 7695 27.64 1.10679 1.10059 1.10679 177259.74 57458121.19

15391 2016.07.28 05:39 t/p 7696 27.64 1.10681 1.10061 1.10681 177259.75 57635380.94

15392 2016.07.28 05:43 t/p 7692 27.64 1.10689 1.10069 1.10689 177259.74 57812640.68

15393 2016.07.28 12:39 buy 7697 28.07 1.10952 1.10392 1.11012

15394 2016.07.28 12:42 buy 7698 28.07 1.10951 1.10391 1.11011

15395 2016.07.28 12:43 buy 7699 28.07 1.10944 1.10384 1.11004

15396 2016.07.28 12:44 buy 7700 28.07 1.10939 1.10379 1.10999

15397 2016.07.28 12:45 buy 7701 28.07 1.10934 1.10374 1.10994

15398 2016.07.28 15:54 t/p 7701 28.07 1.10994 1.10374 1.10994 180017.40 57992658.08

15399 2016.07.28 15:54 close 7699 28.07 1.10994 1.10384 1.11004 150014.50 58142672.58

15400 2016.07.28 15:54 close 7698 28.07 1.10994 1.10391 1.11011 129012.47 58271685.05

15401 2016.07.28 15:54 close 7697 28.07 1.10994 1.10392 1.11012 126012.18 58397697.23

15402 2016.07.28 15:54 t/p 7700 28.07 1.10999 1.10379 1.10999 180017.40 58577714.63

15403 2016.09.01 23:51 buy 7702 28.45 1.11975 1.11415 1.12035

15404 2016.09.01 23:54 buy 7703 28.45 1.11973 1.11413 1.12033

15405 2016.09.01 23:56 buy 7704 28.45 1.11968 1.11408 1.12028

15406 2016.09.01 23:58 buy 7705 28.45 1.11966 1.11406 1.12026

15407 2016.09.02 00:01 buy 7706 28.45 1.11968 1.11408 1.12028

15408 2016.09.02 07:04 t/p 7704 28.45 1.12028 1.11408 1.12028 146183.30 58723897.93

15409 2016.09.02 07:04 t/p 7705 28.45 1.12026 1.11406 1.12026 146183.30 58870081.24

15410 2016.09.02 07:04 t/p 7706 28.45 1.12028 1.11408 1.12028 182452.69 59052533.93

15411 2016.09.02 07:04 t/p 7702 28.45 1.12035 1.11415 1.12035 146183.31 59198717.24

15412 2016.09.02 07:04 t/p 7703 28.45 1.12033 1.11413 1.12033 146183.30 59344900.54

15413 2016.09.05 02:01 sell 7707 28.82 1.11569 1.12129 1.11509

15414 2016.09.05 02:02 sell 7708 28.82 1.11573 1.12133 1.11513

15415 2016.09.05 02:03 sell 7709 28.82 1.11579 1.12139 1.11519

15416 2016.09.05 02:08 sell 7710 28.82 1.11577 1.12137 1.11517

15417 2016.09.05 02:10 sell 7711 28.82 1.11577 1.12137 1.11517

15418 2016.09.05 16:00 t/p 7709 28.82 1.11519 1.12139 1.11519 184865.32 59529765.86

15419 2016.09.05 16:00 t/p 7710 28.82 1.11517 1.12137 1.11517 184865.31 59714631.17

15420 2016.09.05 16:00 t/p 7711 28.82 1.11517 1.12137 1.11517 184865.31 59899496.48

15421 2016.09.05 16:00 t/p 7708 28.82 1.11513 1.12133 1.11513 184865.31 60084361.79

Page 413: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 413/509

15422 2016.09.05 16:00 close 7707 28.82 1.11519 1.12129 1.11509 154054.43 60238416.22

15423 2016.09.06 22:49 buy 7712 29.25 1.12467 1.11907 1.12527

15424 2016.09.06 22:50 buy 7713 29.25 1.12464 1.11904 1.12524

15425 2016.09.06 23:15 t/p 7713 29.25 1.12524 1.11904 1.12524 187583.18 60425999.40

15426 2016.09.06 23:38 t/p 7712 29.25 1.12527 1.11907 1.12527 187583.17 60613582.57

15427 2016.09.07 00:33 buy 7714 29.43 1.12501 1.11941 1.12561

15428 2016.09.07 00:34 buy 7715 29.43 1.12500 1.11940 1.12560

15429 2016.09.07 01:08 buy 7716 29.43 1.12499 1.11939 1.12559

15430 2016.09.07 01:13 buy 7717 29.43 1.12499 1.11939 1.12559

15431 2016.09.07 01:19 buy 7718 29.43 1.12497 1.11937 1.12557

15432 2016.09.07 06:02 t/p 7718 29.43 1.12557 1.11937 1.12557 188737.53 60802320.10

15433 2016.09.07 06:02 close 7714 29.43 1.12551 1.11941 1.12561 157281.28 60959601.38

15434 2016.09.07 06:02 close 7715 29.43 1.12550 1.11940 1.12560 157281.27 61116882.65

15435 2016.09.07 06:03 t/p 7716 29.43 1.12559 1.11939 1.12559 188737.53 61305620.18

15436 2016.09.07 06:03 t/p 7717 29.43 1.12559 1.11939 1.12559 188737.53 61494357.71

15437 2016.09.19 01:53 sell 7719 29.86 1.11584 1.12144 1.11524

15438 2016.09.19 01:55 sell 7720 29.86 1.11587 1.12147 1.11527

15439 2016.09.19 03:23 close 7719 29.86 1.11547 1.12144 1.11524 118114.09 61612471.80

15440 2016.09.19 03:25 close 7720 29.86 1.11565 1.12147 1.11527 70230.00 61682701.80

15441 2016.09.19 04:08 sell 7721 29.95 1.11594 1.12154 1.11534

15442 2016.09.19 04:09 sell 7722 29.95 1.11602 1.12162 1.11542

15443 2016.09.19 04:12 sell 7723 29.95 1.11593 1.12153 1.11533

15444 2016.09.19 04:13 sell 7724 29.95 1.11594 1.12154 1.11534

15445 2016.09.19 04:14 sell 7725 29.95 1.11607 1.12167 1.11547

15446 2016.09.19 11:38 t/p 7725 29.95 1.11547 1.12167 1.11547 192113.67 61874815.47

15447 2016.09.19 11:38 close 7724 29.95 1.11547 1.12154 1.11534 150489.04 62025304.51

15448 2016.09.19 11:38 close 7723 29.95 1.11547 1.12153 1.11533 147287.15 62172591.66

15449 2016.09.19 11:38 close 7721 29.95 1.11547 1.12154 1.11534 150489.04 62323080.70

15450 2016.09.19 11:38 close 7722 29.95 1.11552 1.12162 1.11542 160094.73 62483175.43

15451 2016.09.21 02:09 sell 7726 30.34 1.11535 1.12095 1.11475

15452 2016.09.21 02:10 sell 7727 30.34 1.11535 1.12095 1.11475

15453 2016.09.21 02:12 sell 7728 30.34 1.11537 1.12097 1.11477

15454 2016.09.21 02:14 sell 7729 30.34 1.11536 1.12096 1.11476

15455 2016.09.21 03:29 sell 7730 30.34 1.11544 1.12104 1.11484

15456 2016.09.21 06:28 t/p 7730 30.34 1.11484 1.12104 1.11484 194611.68 62677787.11

15457 2016.09.21 06:28 t/p 7728 30.34 1.11477 1.12097 1.11477 194611.68 62872398.79

15458 2016.09.21 06:28 t/p 7726 30.34 1.11475 1.12095 1.11475 194611.68 63067010.47

15459 2016.09.21 06:28 t/p 7727 30.34 1.11475 1.12095 1.11475 194611.68 63261622.15

Page 414: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 414/509

15460 2016.09.21 06:28 t/p 7729 30.34 1.11476 1.12096 1.11476 194611.68 63456233.83

15461 2016.09.22 04:22 buy 7731 30.82 1.11915 1.11355 1.11975

15462 2016.09.22 04:53 buy 7732 30.82 1.11898 1.11338 1.11958

15463 2016.09.22 04:54 buy 7733 30.82 1.11894 1.11334 1.11954

15464 2016.09.22 04:55 buy 7734 30.82 1.11890 1.11330 1.11950

15465 2016.09.22 04:56 buy 7735 30.82 1.11883 1.11323 1.11943

15466 2016.09.22 07:15 t/p 7735 30.82 1.11943 1.11323 1.11943 197642.50 63653876.33

15467 2016.09.22 07:15 close 7733 30.82 1.11943 1.11334 1.11954 161408.04 63815284.37

15468 2016.09.22 07:15 close 7732 30.82 1.11943 1.11338 1.11958 148231.87 63963516.24

15469 2016.09.22 07:15 close 7731 30.82 1.11943 1.11355 1.11975 92233.17 64055749.41

15470 2016.09.22 07:16 t/p 7734 30.82 1.11950 1.11330 1.11950 197642.50 64253391.91

15471 2016.09.22 18:34 buy 7736 31.20 1.12365 1.11805 1.12425

15472 2016.09.22 18:36 buy 7737 31.20 1.12352 1.11792 1.12412

15473 2016.09.22 18:42 buy 7738 31.20 1.12361 1.11801 1.12421

15474 2016.09.22 18:43 buy 7739 31.20 1.12355 1.11795 1.12415

15475 2016.09.22 18:45 buy 7740 31.20 1.12350 1.11790 1.12410

15476 2016.09.26 11:44 t/p 7740 31.20 1.12410 1.11790 1.12410 120527.05 64373918.96

15477 2016.09.26 11:44 close 7738 31.20 1.12410 1.11801 1.12421 83846.18 64457765.15

15478 2016.09.26 11:44 close 7736 31.20 1.12410 1.11805 1.12425 70507.68 64528272.83

15479 2016.09.26 11:44 t/p 7737 31.20 1.12412 1.11792 1.12412 120527.05 64648799.88

15480 2016.09.26 11:44 t/p 7739 31.20 1.12415 1.11795 1.12415 120527.05 64769326.94

15481 2016.09.27 19:02 sell 7741 31.45 1.12086 1.12646 1.12026

15482 2016.09.27 19:21 sell 7742 31.45 1.12095 1.12655 1.12035

15483 2016.09.28 00:00 close 7742 31.45 1.12095 1.12655 1.12035 21900.01 64791226.95

15484 2016.09.28 04:04 close 7741 31.45 1.12086 1.12646 1.12026 21900.01 64813126.96

15485 2016.09.30 16:01 sell 7743 31.47 1.11759 1.12319 1.11699

15486 2016.09.30 16:10 sell 7744 31.47 1.11785 1.12345 1.11725

15487 2016.09.30 16:20 close 7743 31.47 1.12061 1.12319 1.11699 -1015999.70 63797127.26

15488 2016.09.30 16:21 close 7744 31.47 1.12073 1.12345 1.11725 -968900.37 62828226.89

15489 2016.10.04 13:55 sell 7745 30.51 1.11697 1.12257 1.11637

15490 2016.10.04 13:58 sell 7746 30.51 1.11701 1.12261 1.11641

15491 2016.10.04 13:59 sell 7747 30.51 1.11723 1.12283 1.11663

15492 2016.10.04 14:00 sell 7748 30.51 1.11726 1.12286 1.11666

15493 2016.10.04 14:06 sell 7749 30.51 1.11706 1.12266 1.11646

15494 2016.10.04 14:26 t/p 7748 30.51 1.11666 1.12286 1.11666 195696.63 63023923.52

15495 2016.10.04 14:31 t/p 7747 30.51 1.11663 1.12283 1.11663 195696.63 63219620.15

15496 2016.10.04 14:59 t/p 7749 30.51 1.11646 1.12266 1.11646 195696.63 63415316.78

Page 415: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 415/509

15497 2016.10.04 14:59 t/p 7746 30.51 1.11641 1.12261 1.11641 195696.63 63611013.41

15498 2016.10.04 14:59 t/p 7745 30.51 1.11637 1.12257 1.11637 195696.63 63806710.04

15499 2016.10.04 15:44 sell 7750 30.99 1.11695 1.12255 1.11635

15500 2016.10.04 15:48 sell 7751 30.99 1.11697 1.12257 1.11637

15501 2016.10.04 15:49 sell 7752 30.99 1.11699 1.12259 1.11639

15502 2016.10.04 15:50 sell 7753 30.99 1.11742 1.12302 1.11682

15503 2016.10.04 15:52 sell 7754 30.99 1.11716 1.12276 1.11656

15504 2016.10.04 15:55 t/p 7753 30.99 1.11682 1.12302 1.11682 198775.44 64005485.48

15505 2016.10.04 15:59 t/p 7754 30.99 1.11656 1.12276 1.11656 198775.44 64204260.92

15506 2016.10.04 16:15 t/p 7752 30.99 1.11639 1.12259 1.11639 198775.44 64403036.36

15507 2016.10.04 16:15 t/p 7751 30.99 1.11637 1.12257 1.11637 198775.44 64601811.80

15508 2016.10.04 16:16 t/p 7750 30.99 1.11635 1.12255 1.11635 198775.44 64800587.24

15509 2016.10.06 23:46 sell 7755 31.47 1.11522 1.12082 1.11462

15510 2016.10.06 23:50 sell 7756 31.47 1.11537 1.12097 1.11477

15511 2016.10.07 00:16 t/p 7756 31.47 1.11477 1.12097 1.11477 223768.19 65024355.42

15512 2016.10.07 00:23 t/p 7755 31.47 1.11462 1.12082 1.11462 223768.19 65248123.61

15513 2016.10.10 04:36 buy 7757 31.69 1.11920 1.11360 1.11980

15514 2016.10.10 04:40 buy 7758 31.69 1.11926 1.11366 1.11986

15515 2016.10.10 04:44 buy 7759 31.69 1.11926 1.11366 1.11986

15516 2016.10.10 04:45 buy 7760 31.69 1.11920 1.11360 1.11980

15517 2016.10.10 04:47 buy 7761 31.69 1.11916 1.11356 1.11976

15518 2016.10.10 20:23 s/l 7758 31.69 1.11366 1.11366 1.11986 -1896752.98 63351370.63

15519 2016.10.10 20:23 s/l 7759 31.69 1.11366 1.11366 1.11986 -1896752.98 61454617.65

15520 2016.10.10 20:23 close 7761 31.69 1.11366 1.11356 1.11976 -1862882.39 59591735.26

15521 2016.10.10 20:23 s/l 7757 31.69 1.11360 1.11360 1.11980 -1896752.98 57694982.28

15522 2016.10.10 20:23 s/l 7760 31.69 1.11360 1.11360 1.11980 -1896752.98 55798229.30

15523 2016.10.11 00:36 sell 7762 27.10 1.11394 1.11954 1.11334

15524 2016.10.11 01:14 sell 7763 27.10 1.11400 1.11960 1.11340

15525 2016.10.11 01:15 sell 7764 27.10 1.11403 1.11963 1.11343

15526 2016.10.11 02:11 sell 7765 27.10 1.11408 1.11968 1.11348

15527 2016.10.11 02:14 sell 7766 27.10 1.11411 1.11971 1.11351

15528 2016.10.11 03:03 t/p 7766 27.10 1.11351 1.11971 1.11351 173824.27 55972053.57

15529 2016.10.11 03:03 close 7763 27.10 1.11351 1.11960 1.11340 141956.49 56114010.06

15530 2016.10.11 03:03 close 7762 27.10 1.11351 1.11954 1.11334 124574.06 56238584.12

15531 2016.10.11 03:03 close 7764 27.10 1.11353 1.11963 1.11343 144853.56 56383437.68

15532 2016.10.11 03:05 t/p 7765 27.10 1.11348 1.11968 1.11348 173824.28 56557261.96

15533 2016.10.11 15:36 sell 7767 27.47 1.10901 1.11461 1.10841

15534 2016.10.11 15:37 sell 7768 27.47 1.10929 1.11489 1.10869

Page 416: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 416/509

15535 2016.10.11 15:40 t/p 7768 27.47 1.10869 1.11489 1.10869 176197.53 56733459.49

15536 2016.10.11 15:48 t/p 7767 27.47 1.10841 1.11461 1.10841 176197.52 56909657.01

15537 2016.10.11 16:12 sell 7769 27.64 1.10921 1.11481 1.10861

15538 2016.10.11 16:13 sell 7770 27.64 1.10938 1.11498 1.10878

15539 2016.10.11 16:14 sell 7771 27.64 1.10952 1.11512 1.10892

15540 2016.10.11 16:15 sell 7772 27.64 1.10963 1.11523 1.10903

15541 2016.10.11 16:18 sell 7773 27.64 1.10956 1.11516 1.10896

15542 2016.10.11 16:40 t/p 7772 27.64 1.10903 1.11523 1.10903 177287.94 57086944.95

15543 2016.10.11 16:41 t/p 7773 27.64 1.10896 1.11516 1.10896 177287.94 57264232.89

15544 2016.10.11 16:41 t/p 7771 27.64 1.10892 1.11512 1.10892 177287.93 57441520.82

15545 2016.10.11 16:41 t/p 7770 27.64 1.10878 1.11498 1.10878 177287.94 57618808.76

15546 2016.10.11 16:42 t/p 7769 27.64 1.10861 1.11481 1.10861 177287.94 57796096.70

15547 2016.10.12 01:29 sell 7774 28.07 1.10553 1.11113 1.10493

15548 2016.10.12 01:30 sell 7775 28.07 1.10554 1.11114 1.10494

15549 2016.10.12 01:31 sell 7776 28.07 1.10558 1.11118 1.10498

15550 2016.10.12 01:33 sell 7777 28.07 1.10557 1.11117 1.10497

15551 2016.10.12 01:36 sell 7778 28.07 1.10554 1.11114 1.10494

15552 2016.10.12 03:19 t/p 7776 28.07 1.10498 1.11118 1.10498 180046.03 57976142.73

15553 2016.10.12 03:19 t/p 7777 28.07 1.10497 1.11117 1.10497 180046.04 58156188.77

15554 2016.10.12 03:19 t/p 7775 28.07 1.10494 1.11114 1.10494 180046.03 58336234.80

15555 2016.10.12 03:19 t/p 7778 28.07 1.10494 1.11114 1.10494 180046.03 58516280.83

15556 2016.10.12 03:19 t/p 7774 28.07 1.10493 1.11113 1.10493 180046.04 58696326.87

15557 2016.10.14 02:32 buy 7779 28.50 1.10523 1.09963 1.10583

15558 2016.10.14 02:41 buy 7780 28.50 1.10510 1.09950 1.10570

15559 2016.10.14 02:42 buy 7781 28.50 1.10506 1.09946 1.10566

15560 2016.10.14 04:15 close 7781 28.50 1.10506 1.09946 1.10566 0.00 58696326.87

15561 2016.10.14 04:16 close 7780 28.50 1.10510 1.09950 1.10570 0.00 58696326.87

15562 2016.10.14 04:17 close 7779 28.50 1.10523 1.09963 1.10583 0.00 58696326.87

15563 2016.10.17 04:31 sell 7782 28.50 1.09701 1.10261 1.09641

15564 2016.10.17 04:33 sell 7783 28.50 1.09705 1.10265 1.09645

15565 2016.10.17 04:34 sell 7784 28.50 1.09716 1.10276 1.09656

15566 2016.10.17 04:36 sell 7785 28.50 1.09713 1.10273 1.09653

15567 2016.10.17 04:37 sell 7786 28.50 1.09719 1.10279 1.09659

15568 2016.10.18 04:04 s/l 7782 28.50 1.10261 1.10261 1.09641 -1686326.08 57010000.78

15569 2016.10.18 04:04 close 7784 28.50 1.10261 1.10276 1.09656 -1640625.05 55369375.73

15570 2016.10.18 04:04 close 7786 28.50 1.10261 1.10279 1.09659 -1631484.85 53737890.87

15571 2016.10.18 04:05 close 7785 28.50 1.10260 1.10273 1.09653 -1646718.52 52091172.35

Page 417: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 417/509

15572 2016.10.18 04:06 close 7783 28.50 1.10250 1.10265 1.09645 -1640625.05 50450547.29

15573 2016.10.19 02:31 sell 7787 24.50 1.09792 1.10352 1.09732

15574 2016.10.19 03:33 sell 7788 24.50 1.09799 1.10359 1.09739

15575 2016.10.19 03:45 close 7787 24.50 1.09886 1.10352 1.09732 -246197.61 50204349.68

15576 2016.10.19 03:46 close 7788 24.50 1.09897 1.10359 1.09739 -256674.10 49947675.58

15577 2016.10.21 02:54 sell 7789 24.26 1.09284 1.09844 1.09224

15578 2016.10.21 02:55 sell 7790 24.26 1.09287 1.09847 1.09227

15579 2016.10.21 03:01 sell 7791 24.26 1.09286 1.09846 1.09226

15580 2016.10.21 03:29 t/p 7790 24.26 1.09227 1.09847 1.09227 155608.01 50103283.59

15581 2016.10.21 03:29 t/p 7789 24.26 1.09224 1.09844 1.09224 155608.01 50258891.60

15582 2016.10.21 03:29 t/p 7791 24.26 1.09226 1.09846 1.09226 155608.01 50414499.61

15583 2016.10.21 12:47 sell 7792 24.48 1.08969 1.09529 1.08909

15584 2016.10.21 12:48 sell 7793 24.48 1.08977 1.09537 1.08917

15585 2016.10.21 12:49 sell 7794 24.48 1.08989 1.09549 1.08929

15586 2016.10.21 12:50 sell 7795 24.48 1.08989 1.09549 1.08929

15587 2016.10.21 12:52 sell 7796 24.48 1.09001 1.09561 1.08941

15588 2016.10.21 13:11 t/p 7796 24.48 1.08941 1.09561 1.08941 157019.13 50571518.74

15589 2016.10.21 13:11 t/p 7794 24.48 1.08929 1.09549 1.08929 157019.13 50728537.87

15590 2016.10.21 13:11 t/p 7795 24.48 1.08929 1.09549 1.08929 157019.13 50885557.00

15591 2016.10.21 13:48 t/p 7793 24.48 1.08917 1.09537 1.08917 157019.12 51042576.12

15592 2016.10.21 13:49 t/p 7792 24.48 1.08909 1.09529 1.08909 157019.13 51199595.25

15593 2016.10.26 14:25 buy 7797 24.86 1.09175 1.08615 1.09235

15594 2016.10.26 14:27 buy 7798 24.86 1.09138 1.08578 1.09198

15595 2016.10.26 14:30 buy 7799 24.86 1.09155 1.08595 1.09215

15596 2016.10.26 14:32 buy 7800 24.86 1.09134 1.08574 1.09194

15597 2016.10.26 14:35 buy 7801 24.86 1.09152 1.08592 1.09212

15598 2016.10.26 14:59 t/p 7800 24.86 1.09194 1.08574 1.09194 159425.19 51359020.44

15599 2016.10.26 14:59 t/p 7798 24.86 1.09198 1.08578 1.09198 159425.19 51518445.63

15600 2016.10.26 14:59 t/p 7801 24.86 1.09212 1.08592 1.09212 159425.19 51677870.82

15601 2016.10.26 14:59 t/p 7799 24.86 1.09215 1.08595 1.09215 159425.19 51837296.01

15602 2016.10.26 15:03 t/p 7797 24.86 1.09235 1.08615 1.09235 159425.19 51996721.20

15603 2016.10.31 01:54 buy 7802 25.25 1.09798 1.09238 1.09858

15604 2016.10.31 01:55 buy 7803 25.25 1.09797 1.09237 1.09857

15605 2016.10.31 01:57 buy 7804 25.25 1.09791 1.09231 1.09851

15606 2016.10.31 01:59 buy 7805 25.25 1.09789 1.09229 1.09849

15607 2016.10.31 02:02 buy 7806 25.25 1.09789 1.09229 1.09849

15608 2016.10.31 02:48 t/p 7805 25.25 1.09849 1.09229 1.09849 161927.74 52158648.94

15609 2016.10.31 02:48 t/p 7806 25.25 1.09849 1.09229 1.09849 161927.74 52320576.68

Page 418: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 418/509

15610 2016.10.31 02:48 t/p 7804 25.25 1.09851 1.09231 1.09851 161927.74 52482504.42

15611 2016.10.31 03:14 buy 7807 25.49 1.09774 1.09214 1.09834

15612 2016.10.31 03:16 buy 7808 25.49 1.09772 1.09212 1.09832

15613 2016.10.31 03:17 buy 7809 25.49 1.09769 1.09209 1.09829

15614 2016.11.01 10:52 t/p 7809 25.49 1.09829 1.09209 1.09829 130974.08 52613478.50

15615 2016.11.01 10:52 close 7803 25.25 1.09829 1.09237 1.09857 54173.20 52667651.70

15616 2016.11.01 10:52 close 7802 25.25 1.09829 1.09238 1.09858 51474.35 52719126.05

15617 2016.11.01 10:52 t/p 7808 25.49 1.09832 1.09212 1.09832 130974.08 52850100.13

15618 2016.11.01 10:52 t/p 7807 25.49 1.09834 1.09214 1.09834 130974.07 52981074.20

15619 2016.11.01 22:31 buy 7810 25.73 1.10546 1.09986 1.10606

15620 2016.11.01 22:32 buy 7811 25.73 1.10542 1.09982 1.10602

15621 2016.11.01 22:36 buy 7812 25.73 1.10542 1.09982 1.10602

15622 2016.11.01 22:38 buy 7813 25.73 1.10538 1.09978 1.10598

15623 2016.11.01 22:40 buy 7814 25.73 1.10538 1.09978 1.10598

15624 2016.11.02 00:46 t/p 7813 25.73 1.10598 1.09978 1.10598 132207.26 53113281.46

15625 2016.11.02 00:46 t/p 7814 25.73 1.10598 1.09978 1.10598 132207.26 53245488.72

15626 2016.11.02 00:46 t/p 7811 25.73 1.10602 1.09982 1.10602 132207.25 53377695.98

15627 2016.11.02 00:46 t/p 7812 25.73 1.10602 1.09982 1.10602 132207.25 53509903.23

15628 2016.11.02 00:46 t/p 7810 25.73 1.10606 1.09986 1.10606 132207.26 53642110.49

15629 2016.11.02 02:27 buy 7815 26.05 1.10553 1.09993 1.10613

15630 2016.11.02 03:18 buy 7816 26.05 1.10544 1.09984 1.10604

15631 2016.11.02 03:37 buy 7817 26.05 1.10540 1.09980 1.10600

15632 2016.11.02 03:39 buy 7818 26.05 1.10534 1.09974 1.10594

15633 2016.11.02 03:42 buy 7819 26.05 1.10538 1.09978 1.10598

15634 2016.11.02 05:00 t/p 7818 26.05 1.10594 1.09974 1.10594 167061.25 53809171.74

15635 2016.11.02 05:00 close 7815 26.05 1.10595 1.09993 1.10613 116942.88 53926114.62

15636 2016.11.02 05:00 close 7816 26.05 1.10594 1.09984 1.10604 139217.71 54065332.33

15637 2016.11.02 05:00 t/p 7819 26.05 1.10598 1.09978 1.10598 167061.25 54232393.58

15638 2016.11.02 05:00 t/p 7817 26.05 1.10600 1.09980 1.10600 167061.25 54399454.83

15639 2016.11.02 13:17 buy 7820 26.42 1.10748 1.10188 1.10808

15640 2016.11.02 13:38 t/p 7820 26.42 1.10808 1.10188 1.10808 169434.10 54568888.93

15641 2016.11.02 20:38 buy 7821 26.50 1.11077 1.10517 1.11137

15642 2016.11.02 20:40 buy 7822 26.50 1.11069 1.10509 1.11129

15643 2016.11.02 20:42 buy 7823 26.50 1.11040 1.10480 1.11100

15644 2016.11.02 20:44 buy 7824 26.50 1.11033 1.10473 1.11093

15645 2016.11.02 20:45 buy 7825 26.50 1.11026 1.10466 1.11086

15646 2016.11.02 21:01 t/p 7825 26.50 1.11086 1.10466 1.11086 169943.97 54738832.90

Page 419: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 419/509

15647 2016.11.02 21:01 t/p 7824 26.50 1.11093 1.10473 1.11093 169943.97 54908776.87

15648 2016.11.02 21:01 t/p 7823 26.50 1.11100 1.10480 1.11100 169943.97 55078720.84

15649 2016.11.02 21:03 t/p 7822 26.50 1.11129 1.10509 1.11129 169947.15 55248667.99

15650 2016.11.02 21:03 t/p 7821 26.50 1.11137 1.10517 1.11137 169947.15 55418615.14

15651 2016.11.07 11:55 sell 7826 26.91 1.10597 1.11157 1.10537

15652 2016.11.07 11:56 sell 7827 26.91 1.10599 1.11159 1.10539

15653 2016.11.07 12:01 sell 7828 26.91 1.10609 1.11169 1.10549

15654 2016.11.07 12:02 sell 7829 26.91 1.10618 1.11178 1.10558

15655 2016.11.07 12:03 sell 7830 26.91 1.10623 1.11183 1.10563

15656 2016.11.07 15:56 t/p 7830 26.91 1.10563 1.11183 1.10563 172615.27 55591230.41

15657 2016.11.07 15:56 close 7828 26.91 1.10563 1.11169 1.10549 132338.37 55723568.78

15658 2016.11.07 15:56 close 7827 26.91 1.10563 1.11159 1.10539 103569.16 55827137.94

15659 2016.11.07 15:56 close 7826 26.91 1.10563 1.11157 1.10537 97815.32 55924953.26

15660 2016.11.07 15:57 close 7829 26.91 1.10568 1.11178 1.10558 143846.06 56068799.32

15661 2016.11.07 19:59 sell 7831 27.23 1.10415 1.10975 1.10355

15662 2016.11.07 20:00 sell 7832 27.23 1.10419 1.10979 1.10359

15663 2016.11.07 20:14 t/p 7832 27.23 1.10359 1.10979 1.10359 174667.93 56243467.25

15664 2016.11.07 20:14 t/p 7831 27.23 1.10355 1.10975 1.10355 174667.93 56418135.18

15665 2016.11.07 22:18 sell 7833 27.40 1.10403 1.10963 1.10343

15666 2016.11.07 22:19 sell 7834 27.40 1.10405 1.10965 1.10345

15667 2016.11.07 22:21 sell 7835 27.40 1.10409 1.10969 1.10349

15668 2016.11.07 22:23 sell 7836 27.40 1.10414 1.10974 1.10354

15669 2016.11.07 22:24 sell 7837 27.40 1.10423 1.10983 1.10363

15670 2016.11.08 03:19 t/p 7837 27.40 1.10363 1.10983 1.10363 194838.21 56612973.39

15671 2016.11.08 03:19 close 7835 27.40 1.10363 1.10969 1.10349 153827.92 56766801.31

15672 2016.11.08 03:19 close 7834 27.40 1.10363 1.10965 1.10345 142110.69 56908912.00

15673 2016.11.08 03:19 close 7833 27.40 1.10363 1.10963 1.10343 136252.08 57045164.07

15674 2016.11.08 03:19 close 7836 27.40 1.10364 1.10974 1.10354 165545.15 57210709.22

15675 2016.11.10 02:18 sell 7838 27.78 1.09221 1.09781 1.09161

15676 2016.11.10 02:19 sell 7839 27.78 1.09234 1.09794 1.09174

15677 2016.11.10 02:22 sell 7840 27.78 1.09232 1.09792 1.09172

15678 2016.11.10 02:23 sell 7841 27.78 1.09255 1.09815 1.09195

15679 2016.11.10 02:24 sell 7842 27.78 1.09260 1.09820 1.09200

15680 2016.11.10 03:11 t/p 7842 27.78 1.09200 1.09820 1.09200 178189.25 57388898.47

15681 2016.11.10 03:11 t/p 7841 27.78 1.09195 1.09815 1.09195 178189.25 57567087.72

15682 2016.11.10 03:11 t/p 7839 27.78 1.09174 1.09794 1.09174 178189.25 57745276.97

15683 2016.11.10 03:11 t/p 7840 27.78 1.09172 1.09792 1.09172 178189.26 57923466.23

15684 2016.11.10 03:11 t/p 7838 27.78 1.09161 1.09781 1.09161 178189.26 58101655.49

Page 420: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 420/509

15685 2016.11.10 03:38 sell 7843 28.21 1.09287 1.09847 1.09227

15686 2016.11.10 03:39 sell 7844 28.21 1.09298 1.09858 1.09238

15687 2016.11.10 03:40 sell 7845 28.21 1.09306 1.09866 1.09246

15688 2016.11.10 03:41 sell 7846 28.21 1.09313 1.09873 1.09253

15689 2016.11.10 03:42 sell 7847 28.21 1.09319 1.09879 1.09259

15690 2016.11.10 06:15 t/p 7847 28.21 1.09259 1.09879 1.09259 180947.41 58282602.90

15691 2016.11.10 06:15 close 7845 28.21 1.09258 1.09866 1.09246 144757.93 58427360.83

15692 2016.11.10 06:15 close 7844 28.21 1.09258 1.09858 1.09238 120631.60 58547992.43

15693 2016.11.10 06:15 close 7843 28.21 1.09258 1.09847 1.09227 87457.91 58635450.34

15694 2016.11.10 06:15 t/p 7846 28.21 1.09253 1.09873 1.09253 180947.41 58816397.75

15695 2016.11.14 13:06 sell 7848 28.56 1.07684 1.08244 1.07624

15696 2016.11.14 13:07 sell 7849 28.56 1.07698 1.08258 1.07638

15697 2016.11.14 13:10 t/p 7849 28.56 1.07638 1.08258 1.07638 183192.41 58999590.16

15698 2016.11.14 13:10 t/p 7848 28.56 1.07624 1.08244 1.07624 183192.41 59182782.57

15699 2016.11.14 13:35 sell 7850 28.74 1.07711 1.08271 1.07651

15700 2016.11.14 13:37 t/p 7850 28.74 1.07651 1.08271 1.07651 184346.99 59367129.56

15701 2016.11.14 13:46 sell 7851 28.83 1.07751 1.08311 1.07691

15702 2016.11.14 13:48 sell 7852 28.83 1.07761 1.08321 1.07701

15703 2016.11.14 13:50 sell 7853 28.83 1.07787 1.08347 1.07727

15704 2016.11.14 13:53 sell 7854 28.83 1.07784 1.08344 1.07724

15705 2016.11.14 13:54 sell 7855 28.83 1.07822 1.08382 1.07762

15706 2016.11.14 14:07 t/p 7855 28.83 1.07762 1.08382 1.07762 184924.27 59552053.83

15707 2016.11.14 14:14 t/p 7853 28.83 1.07727 1.08347 1.07727 184924.27 59736978.10

15708 2016.11.14 14:14 t/p 7854 28.83 1.07724 1.08344 1.07724 184924.27 59921902.37

15709 2016.11.14 14:18 t/p 7852 28.83 1.07701 1.08321 1.07701 184924.27 60106826.64

15710 2016.11.14 14:19 t/p 7851 28.83 1.07691 1.08311 1.07691 184924.27 60291750.91

15711 2016.11.14 19:27 sell 7856 29.28 1.07322 1.07882 1.07262

15712 2016.11.14 19:28 sell 7857 29.28 1.07334 1.07894 1.07274

15713 2016.11.14 19:29 sell 7858 29.28 1.07367 1.07927 1.07307

15714 2016.11.14 19:30 sell 7859 29.28 1.07379 1.07939 1.07319

15715 2016.11.14 19:31 sell 7860 29.28 1.07390 1.07950 1.07330

15716 2016.11.14 21:26 t/p 7860 29.28 1.07330 1.07950 1.07330 187808.95 60479559.86

15717 2016.11.14 21:26 close 7858 29.28 1.07328 1.07927 1.07307 122075.82 60601635.68

15718 2016.11.14 21:26 close 7857 29.28 1.07328 1.07894 1.07274 18780.90 60620416.58

15719 2016.11.14 21:26 close 7856 29.28 1.07322 1.07882 1.07262 0.00 60620416.58

15720 2016.11.14 21:26 t/p 7859 29.28 1.07319 1.07939 1.07319 187808.95 60808225.53

15721 2016.11.23 18:36 sell 7861 29.53 1.05600 1.06160 1.05540

Page 421: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 421/509

15722 2016.11.23 18:37 sell 7862 29.53 1.05599 1.06159 1.05539

15723 2016.11.23 18:38 sell 7863 29.53 1.05608 1.06168 1.05548

15724 2016.11.23 18:39 sell 7864 29.53 1.05613 1.06173 1.05553

15725 2016.11.23 18:40 sell 7865 29.53 1.05637 1.06197 1.05577

15726 2016.11.23 18:42 t/p 7865 29.53 1.05577 1.06197 1.05577 189412.51 60997638.04

15727 2016.11.23 18:42 t/p 7864 29.53 1.05553 1.06173 1.05553 189412.51 61187050.55

15728 2016.11.23 18:42 t/p 7863 29.53 1.05548 1.06168 1.05548 189412.50 61376463.05

15729 2016.11.23 18:46 t/p 7861 29.53 1.05540 1.06160 1.05540 189412.51 61565875.56

15730 2016.11.23 18:46 t/p 7862 29.53 1.05539 1.06159 1.05539 189412.51 61755288.07

15731 2016.11.23 19:32 sell 7866 29.99 1.05645 1.06205 1.05585

15732 2016.11.23 19:39 t/p 7866 29.99 1.05585 1.06205 1.05585 192363.06 61947651.13

15733 2016.11.28 11:37 buy 7867 30.08 1.06496 1.05936 1.06556

15734 2016.11.28 11:38 buy 7868 30.08 1.06486 1.05926 1.06546

15735 2016.11.28 11:43 buy 7869 30.08 1.06481 1.05921 1.06541

15736 2016.11.28 12:05 close 7867 30.08 1.06350 1.05936 1.06556 -469387.15 61478263.98

15737 2016.11.28 12:05 close 7869 30.08 1.06350 1.05921 1.06541 -421162.44 61057101.54

15738 2016.11.28 12:06 close 7868 30.08 1.06315 1.05926 1.06546 -549761.66 60507339.88

15739 2016.11.30 02:47 buy 7870 29.38 1.06480 1.05920 1.06540

15740 2016.11.30 02:48 buy 7871 29.38 1.06479 1.05919 1.06539

15741 2016.11.30 02:49 buy 7872 29.38 1.06470 1.05910 1.06530

15742 2016.11.30 02:53 buy 7873 29.38 1.06479 1.05919 1.06539

15743 2016.11.30 03:01 buy 7874 29.38 1.06472 1.05912 1.06532

15744 2016.11.30 04:04 t/p 7872 29.38 1.06530 1.05910 1.06530 188406.30 60695746.18

15745 2016.11.30 04:04 t/p 7874 29.38 1.06532 1.05912 1.06532 188406.30 60884152.48

15746 2016.11.30 04:04 t/p 7870 29.38 1.06540 1.05920 1.06540 188406.30 61072558.78

15747 2016.11.30 04:04 t/p 7871 29.38 1.06539 1.05919 1.06539 188406.31 61260965.09

15748 2016.11.30 04:04 t/p 7873 29.38 1.06539 1.05919 1.06539 188406.31 61449371.40

15749 2017.01.03 03:09 sell 7875 29.84 1.04738 1.05298 1.04678

15750 2017.01.03 03:10 sell 7876 29.84 1.04742 1.05302 1.04682

15751 2017.01.03 03:12 sell 7877 29.84 1.04746 1.05306 1.04686

15752 2017.01.03 03:13 sell 7878 29.84 1.04745 1.05305 1.04685

15753 2017.01.03 03:16 sell 7879 29.84 1.04742 1.05302 1.04682

15754 2017.01.03 09:10 t/p 7877 29.84 1.04686 1.05306 1.04686 191399.13 61640770.53

15755 2017.01.03 09:10 t/p 7878 29.84 1.04685 1.05305 1.04685 191399.13 61832169.66

15756 2017.01.03 09:10 t/p 7876 29.84 1.04682 1.05302 1.04682 191399.14 62023568.80

15757 2017.01.03 09:10 t/p 7879 29.84 1.04682 1.05302 1.04682 191399.14 62214967.94

15758 2017.01.03 09:10 t/p 7875 29.84 1.04678 1.05298 1.04678 191399.13 62406367.07

15759 2017.01.03 16:31 sell 7880 30.31 1.03947 1.04507 1.03887

Page 422: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 422/509

15760 2017.01.03 16:32 sell 7881 30.31 1.03958 1.04518 1.03898

15761 2017.01.03 16:34 sell 7882 30.31 1.03960 1.04520 1.03900

15762 2017.01.03 16:38 sell 7883 30.31 1.03954 1.04514 1.03894

15763 2017.01.03 16:44 sell 7884 30.31 1.03966 1.04526 1.03906

15764 2017.01.03 16:59 t/p 7884 30.31 1.03906 1.04526 1.03906 194413.79 62600780.86

15765 2017.01.03 17:00 t/p 7882 30.31 1.03900 1.04520 1.03900 194413.79 62795194.65

15766 2017.01.03 17:00 t/p 7881 30.31 1.03898 1.04518 1.03898 194413.79 62989608.44

15767 2017.01.03 17:00 t/p 7883 30.31 1.03894 1.04514 1.03894 194413.79 63184022.23

15768 2017.01.03 17:00 t/p 7880 30.31 1.03887 1.04507 1.03887 194413.79 63378436.02

15769 2017.01.03 18:12 sell 7885 30.78 1.03962 1.04522 1.03902

15770 2017.01.03 18:15 sell 7886 30.78 1.03943 1.04503 1.03883

15771 2017.01.03 18:16 sell 7887 30.78 1.03977 1.04537 1.03917

15772 2017.01.03 18:17 sell 7888 30.78 1.04019 1.04579 1.03959

15773 2017.01.03 18:19 sell 7889 30.78 1.04040 1.04600 1.03980

15774 2017.01.04 02:52 t/p 7889 30.78 1.03980 1.04600 1.03980 218861.92 63597297.94

15775 2017.01.04 02:52 close 7888 30.78 1.03980 1.04579 1.03959 149761.96 63747059.90

15776 2017.01.04 02:52 close 7887 30.78 1.03977 1.04537 1.03917 21433.46 63768493.36

15777 2017.01.04 02:52 close 7885 30.78 1.03961 1.04522 1.03902 24723.94 63793217.29

15778 2017.01.04 02:52 close 7886 30.78 1.03942 1.04503 1.03883 24723.93 63817941.22

15779 2017.01.05 01:40 buy 7890 30.99 1.04831 1.04271 1.04891

15780 2017.01.05 01:50 t/p 7890 30.99 1.04891 1.04271 1.04891 198730.82 64016672.04

15781 2017.01.05 21:13 buy 7891 31.09 1.05886 1.05326 1.05946

15782 2017.01.05 21:27 t/p 7891 31.09 1.05946 1.05326 1.05946 199372.08 64216044.12

15783 2017.01.06 02:05 buy 7892 31.18 1.05975 1.05415 1.06035

15784 2017.01.06 02:08 buy 7893 31.18 1.05971 1.05411 1.06031

15785 2017.01.06 02:10 buy 7894 31.18 1.05971 1.05411 1.06031

15786 2017.01.06 02:11 buy 7895 31.18 1.05951 1.05391 1.06011

15787 2017.01.06 02:14 buy 7896 31.18 1.05947 1.05387 1.06007

15788 2017.01.06 11:32 t/p 7896 31.18 1.06007 1.05387 1.06007 199952.98 64415997.10

15789 2017.01.06 11:32 close 7894 31.18 1.06008 1.05411 1.06031 123304.34 64539301.44

15790 2017.01.06 11:32 close 7893 31.18 1.06008 1.05411 1.06031 123304.34 64662605.78

15791 2017.01.06 11:32 close 7892 31.18 1.06008 1.05415 1.06035 109974.14 64772579.92

15792 2017.01.06 11:32 t/p 7895 31.18 1.06011 1.05391 1.06011 199952.98 64972532.90

15793 2017.01.09 01:13 sell 7897 31.55 1.05345 1.05905 1.05285

15794 2017.01.09 01:15 sell 7898 31.55 1.05343 1.05903 1.05283

15795 2017.01.09 01:25 t/p 7897 31.55 1.05285 1.05905 1.05285 202369.27 65174902.17

15796 2017.01.09 01:25 t/p 7898 31.55 1.05283 1.05903 1.05283 202369.27 65377271.44

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2019/9/6 Strategy Tester: Orion

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15797 2017.01.09 02:52 sell 7899 31.75 1.05335 1.05895 1.05275

15798 2017.01.09 03:00 sell 7900 31.75 1.05343 1.05903 1.05283

15799 2017.01.09 03:01 sell 7901 31.75 1.05360 1.05920 1.05300

15800 2017.01.09 03:03 sell 7902 31.75 1.05346 1.05906 1.05286

15801 2017.01.09 03:04 sell 7903 31.75 1.05366 1.05926 1.05306

15802 2017.01.09 05:30 t/p 7903 31.75 1.05306 1.05926 1.05306 203652.12 65580923.56

15803 2017.01.09 05:30 close 7902 31.75 1.05305 1.05906 1.05286 139162.28 65720085.84

15804 2017.01.09 05:30 close 7900 31.75 1.05305 1.05903 1.05283 128979.68 65849065.52

15805 2017.01.09 05:30 close 7899 31.75 1.05305 1.05895 1.05275 101826.06 65950891.58

15806 2017.01.09 05:30 t/p 7901 31.75 1.05300 1.05920 1.05300 203652.12 66154543.70

15807 2017.01.10 03:55 buy 7904 32.13 1.05823 1.05263 1.05883

15808 2017.01.10 04:28 t/p 7904 32.13 1.05883 1.05263 1.05883 206045.20 66360588.90

15809 2017.01.12 12:21 buy 7905 32.23 1.06242 1.05682 1.06302

15810 2017.01.12 12:22 buy 7906 32.23 1.06230 1.05670 1.06290

15811 2017.01.12 12:23 buy 7907 32.23 1.06231 1.05671 1.06291

15812 2017.01.12 12:33 buy 7908 32.23 1.06228 1.05668 1.06288

15813 2017.01.12 12:34 buy 7909 32.23 1.06220 1.05660 1.06280

15814 2017.01.12 12:48 t/p 7909 32.23 1.06280 1.05660 1.06280 206682.61 66567271.51

15815 2017.01.12 12:49 t/p 7908 32.23 1.06288 1.05668 1.06288 206682.61 66773954.12

15816 2017.01.12 12:50 t/p 7906 32.23 1.06290 1.05670 1.06290 206682.61 66980636.73

15817 2017.01.12 12:50 t/p 7907 32.23 1.06291 1.05671 1.06291 206682.61 67187319.34

15818 2017.01.12 12:50 t/p 7905 32.23 1.06302 1.05682 1.06302 206682.61 67394001.95

15819 2017.01.12 15:36 buy 7910 32.73 1.06518 1.05958 1.06578

15820 2017.01.12 15:40 t/p 7910 32.73 1.06578 1.05958 1.06578 209888.98 67603890.93

15821 2017.01.12 15:43 buy 7911 32.83 1.06497 1.05937 1.06557

15822 2017.01.12 15:44 buy 7912 32.83 1.06474 1.05914 1.06534

15823 2017.01.12 15:46 buy 7913 32.83 1.06453 1.05893 1.06513

15824 2017.01.12 15:49 buy 7914 32.83 1.06469 1.05909 1.06529

15825 2017.01.12 15:51 t/p 7913 32.83 1.06513 1.05893 1.06513 210530.25 67814421.18

15826 2017.01.12 15:52 t/p 7914 32.83 1.06529 1.05909 1.06529 210530.25 68024951.43

15827 2017.01.12 15:52 t/p 7912 32.83 1.06534 1.05914 1.06534 210530.25 68235481.68

15828 2017.01.12 15:59 t/p 7911 32.83 1.06557 1.05937 1.06557 210530.26 68446011.94

15829 2017.01.12 16:03 buy 7915 33.24 1.06482 1.05922 1.06542

15830 2017.01.12 16:04 buy 7916 33.24 1.06465 1.05905 1.06525

15831 2017.01.12 16:07 t/p 7916 33.24 1.06525 1.05905 1.06525 213159.48 68659171.42

15832 2017.01.12 16:11 buy 7917 33.34 1.06458 1.05898 1.06518

15833 2017.01.12 16:13 buy 7918 33.34 1.06447 1.05887 1.06507

15834 2017.01.12 16:14 buy 7919 33.34 1.06426 1.05866 1.06486

Page 424: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 424/509

15835 2017.01.12 16:15 buy 7920 33.34 1.06419 1.05859 1.06479

15836 2017.01.12 16:43 t/p 7920 33.34 1.06479 1.05859 1.06479 213800.75 68872972.17

15837 2017.01.12 16:43 t/p 7919 33.34 1.06486 1.05866 1.06486 213800.75 69086772.92

15838 2017.01.12 16:50 t/p 7918 33.34 1.06507 1.05887 1.06507 213800.75 69300573.67

15839 2017.01.12 16:51 t/p 7917 33.34 1.06518 1.05898 1.06518 213800.76 69514374.43

15840 2017.01.12 16:51 t/p 7915 33.24 1.06542 1.05922 1.06542 213159.47 69727533.90

15841 2017.01.17 15:29 buy 7921 33.86 1.06768 1.06208 1.06828

15842 2017.01.17 15:30 buy 7922 33.86 1.06758 1.06198 1.06818

15843 2017.01.17 15:30 t/p 7922 33.86 1.06818 1.06198 1.06818 217135.37 69944669.27

15844 2017.01.17 15:32 t/p 7921 33.86 1.06828 1.06208 1.06828 217135.37 70161804.64

15845 2017.01.17 15:40 buy 7923 34.07 1.06729 1.06169 1.06789

15846 2017.01.17 15:41 buy 7924 34.07 1.06716 1.06156 1.06776

15847 2017.01.17 15:45 buy 7925 34.07 1.06732 1.06172 1.06792

15848 2017.01.17 15:46 t/p 7924 34.07 1.06776 1.06156 1.06776 218482.05 70380286.69

15849 2017.01.17 15:46 t/p 7923 34.07 1.06789 1.06169 1.06789 218482.05 70598768.74

15850 2017.01.17 15:46 t/p 7925 34.07 1.06792 1.06172 1.06792 218482.05 70817250.79

15851 2017.01.18 01:21 buy 7926 34.39 1.07073 1.06513 1.07133

15852 2017.01.18 01:22 buy 7927 34.39 1.07070 1.06510 1.07130

15853 2017.01.18 01:23 buy 7928 34.39 1.07068 1.06508 1.07128

15854 2017.01.18 01:25 buy 7929 34.39 1.07063 1.06503 1.07123

15855 2017.01.18 01:26 buy 7930 34.39 1.07052 1.06492 1.07112

15856 2017.01.18 03:05 t/p 7930 34.39 1.07112 1.06492 1.07112 220534.13 71037784.92

15857 2017.01.18 03:05 close 7929 34.39 1.07112 1.06503 1.07123 180102.87 71217887.79

15858 2017.01.18 03:05 close 7928 34.39 1.07112 1.06508 1.07128 161725.03 71379612.82

15859 2017.01.18 03:05 close 7927 34.39 1.07112 1.06510 1.07130 154373.89 71533986.71

15860 2017.01.18 03:05 close 7926 34.39 1.07112 1.06513 1.07133 143347.19 71677333.90

15861 2017.01.23 11:02 buy 7931 34.81 1.07313 1.06753 1.07373

15862 2017.01.23 11:04 buy 7932 34.81 1.07323 1.06763 1.07383

15863 2017.01.23 11:05 buy 7933 34.81 1.07319 1.06759 1.07379

15864 2017.01.23 11:07 buy 7934 34.81 1.07320 1.06760 1.07380

15865 2017.01.23 11:08 buy 7935 34.81 1.07312 1.06752 1.07372

15866 2017.01.23 12:14 t/p 7935 34.81 1.07372 1.06752 1.07372 223231.66 71900565.56

15867 2017.01.23 12:16 t/p 7931 34.81 1.07373 1.06753 1.07373 223231.66 72123797.22

15868 2017.01.23 12:17 t/p 7933 34.81 1.07379 1.06759 1.07379 223231.65 72347028.87

15869 2017.01.23 12:17 t/p 7934 34.81 1.07380 1.06760 1.07380 223231.65 72570260.52

15870 2017.01.23 12:17 t/p 7932 34.81 1.07383 1.06763 1.07383 223231.65 72793492.17

15871 2017.01.26 19:47 sell 7936 35.35 1.06800 1.07360 1.06740

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2019/9/6 Strategy Tester: Orion

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15872 2017.01.26 19:49 sell 7937 35.35 1.06804 1.07364 1.06744

15873 2017.01.26 19:50 sell 7938 35.35 1.06807 1.07367 1.06747

15874 2017.01.26 19:51 sell 7939 35.35 1.06817 1.07377 1.06757

15875 2017.01.26 19:52 sell 7940 35.35 1.06823 1.07383 1.06763

15876 2017.01.26 22:59 t/p 7940 35.35 1.06763 1.07383 1.06763 226741.26 73020233.43

15877 2017.01.26 22:59 close 7938 35.35 1.06763 1.07367 1.06747 166276.93 73186510.36

15878 2017.01.26 22:59 close 7937 35.35 1.06763 1.07364 1.06744 154939.86 73341450.22

15879 2017.01.26 22:59 close 7936 35.35 1.06763 1.07360 1.06740 139823.78 73481274.00

15880 2017.01.26 22:59 t/p 7939 35.35 1.06757 1.07377 1.06757 226741.27 73708015.27

15881 2017.01.30 16:45 sell 7941 35.79 1.06534 1.07094 1.06474

15882 2017.01.30 16:48 sell 7942 35.79 1.06540 1.07100 1.06480

15883 2017.01.30 16:50 sell 7943 35.79 1.06567 1.07127 1.06507

15884 2017.01.30 16:56 sell 7944 35.79 1.06566 1.07126 1.06506

15885 2017.01.30 16:57 sell 7945 35.79 1.06576 1.07136 1.06516

15886 2017.01.30 19:40 s/l 7941 35.79 1.07094 1.07094 1.06474 -2142592.69 71565422.58

15887 2017.01.30 19:40 close 7943 35.79 1.07094 1.07127 1.06507 -2016332.76 69549089.82

15888 2017.01.30 19:40 close 7945 35.79 1.07094 1.07136 1.06516 -1981898.24 67567191.58

15889 2017.01.30 19:40 s/l 7942 35.79 1.07100 1.07100 1.06480 -2142592.69 65424598.89

15890 2017.01.30 19:41 close 7944 35.79 1.07099 1.07126 1.06506 -2039289.11 63385309.78

15891 2017.01.31 19:22 buy 7946 30.78 1.07778 1.07218 1.07838

15892 2017.01.31 19:23 buy 7947 30.78 1.07770 1.07210 1.07830

15893 2017.01.31 19:24 buy 7948 30.78 1.07747 1.07187 1.07807

15894 2017.01.31 19:28 buy 7949 30.78 1.07783 1.07223 1.07843

15895 2017.01.31 19:33 t/p 7948 30.78 1.07807 1.07187 1.07807 197384.14 63582693.92

15896 2017.01.31 19:34 t/p 7947 30.78 1.07830 1.07210 1.07830 197384.13 63780078.05

15897 2017.01.31 19:38 t/p 7946 30.78 1.07838 1.07218 1.07838 197384.14 63977462.19

15898 2017.01.31 19:39 t/p 7949 30.78 1.07843 1.07223 1.07843 197384.14 64174846.33

15899 2017.01.31 22:28 buy 7950 31.16 1.07917 1.07357 1.07977

15900 2017.01.31 22:29 buy 7951 31.16 1.07895 1.07335 1.07955

15901 2017.01.31 22:34 buy 7952 31.16 1.07906 1.07346 1.07966

15902 2017.01.31 22:36 buy 7953 31.16 1.07898 1.07338 1.07958

15903 2017.01.31 23:30 t/p 7951 31.16 1.07955 1.07335 1.07955 199820.98 64374667.31

15904 2017.01.31 23:30 t/p 7953 31.16 1.07958 1.07338 1.07958 199820.98 64574488.29

15905 2017.01.31 23:39 t/p 7952 31.16 1.07966 1.07346 1.07966 199820.98 64774309.27

15906 2017.01.31 23:40 t/p 7950 31.16 1.07977 1.07357 1.07977 199820.98 64974130.25

15907 2017.02.01 02:25 buy 7954 31.55 1.07939 1.07379 1.07999

15908 2017.02.01 02:26 buy 7955 31.55 1.07934 1.07374 1.07994

15909 2017.02.01 02:44 buy 7956 31.55 1.07917 1.07357 1.07977

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2019/9/6 Strategy Tester: Orion

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15910 2017.02.01 02:45 buy 7957 31.55 1.07915 1.07355 1.07975

15911 2017.02.01 02:48 buy 7958 31.55 1.07913 1.07353 1.07973

15912 2017.02.01 04:57 t/p 7958 31.55 1.07973 1.07353 1.07973 202321.94 65176452.19

15913 2017.02.01 04:57 close 7955 31.55 1.07973 1.07374 1.07994 131509.26 65307961.45

15914 2017.02.01 04:57 close 7954 31.55 1.07973 1.07379 1.07999 114649.10 65422610.55

15915 2017.02.01 04:58 close 7956 31.55 1.07967 1.07357 1.07977 168601.62 65591212.17

15916 2017.02.01 04:58 close 7957 31.55 1.07965 1.07355 1.07975 168601.62 65759813.79

15917 2017.02.03 02:03 sell 7959 31.93 1.07639 1.08199 1.07579

15918 2017.02.03 02:05 sell 7960 31.93 1.07642 1.08202 1.07582

15919 2017.02.03 03:05 t/p 7960 31.93 1.07582 1.08202 1.07582 204802.85 65964616.64

15920 2017.02.03 03:10 t/p 7959 31.93 1.07579 1.08199 1.07579 204802.85 66169419.49

15921 2017.02.03 03:16 sell 7961 32.13 1.07663 1.08223 1.07603

15922 2017.02.03 03:19 sell 7962 32.13 1.07659 1.08219 1.07599

15923 2017.02.03 03:20 sell 7963 32.13 1.07683 1.08243 1.07623

15924 2017.02.03 03:22 sell 7964 32.13 1.07669 1.08229 1.07609

15925 2017.02.03 03:25 sell 7965 32.13 1.07683 1.08243 1.07623

15926 2017.02.03 04:17 t/p 7963 32.13 1.07623 1.08243 1.07623 206085.68 66375505.17

15927 2017.02.03 04:17 t/p 7965 32.13 1.07623 1.08243 1.07623 206085.68 66581590.85

15928 2017.02.03 04:19 t/p 7964 32.13 1.07609 1.08229 1.07609 206085.67 66787676.52

15929 2017.02.03 04:19 t/p 7961 32.13 1.07603 1.08223 1.07603 206085.68 66993762.20

15930 2017.02.03 04:19 t/p 7962 32.13 1.07599 1.08219 1.07599 206085.68 67199847.88

15931 2017.02.06 16:57 sell 7966 32.63 1.07306 1.07866 1.07246

15932 2017.02.06 17:01 t/p 7966 32.63 1.07246 1.07866 1.07246 209292.73 67409140.61

15933 2017.02.07 12:56 sell 7967 32.74 1.06712 1.07272 1.06652

15934 2017.02.07 12:57 sell 7968 32.74 1.06713 1.07273 1.06653

15935 2017.02.07 13:01 t/p 7968 32.74 1.06653 1.07273 1.06653 209998.29 67619138.90

15936 2017.02.07 13:01 t/p 7967 32.74 1.06652 1.07272 1.06652 209998.29 67829137.19

15937 2017.02.07 13:54 sell 7969 32.94 1.06729 1.07289 1.06669

15938 2017.02.07 13:56 sell 7970 32.94 1.06729 1.07289 1.06669

15939 2017.02.07 14:02 sell 7971 32.94 1.06747 1.07307 1.06687

15940 2017.02.07 14:04 sell 7972 32.94 1.06758 1.07318 1.06698

15941 2017.02.07 14:09 sell 7973 32.94 1.06742 1.07302 1.06682

15942 2017.02.07 15:25 t/p 7972 32.94 1.06698 1.07318 1.06698 211281.12 68040418.31

15943 2017.02.07 15:25 close 7969 32.94 1.06697 1.07289 1.06669 112683.26 68153101.57

15944 2017.02.07 15:25 t/p 7971 32.94 1.06687 1.07307 1.06687 211281.11 68364382.68

15945 2017.02.07 15:26 close 7970 32.94 1.06688 1.07289 1.06669 144375.43 68508758.11

15946 2017.02.07 15:28 t/p 7973 32.94 1.06682 1.07302 1.06682 211281.11 68720039.22

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2019/9/6 Strategy Tester: Orion

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15947 2017.02.14 01:59 sell 7974 33.37 1.05974 1.06534 1.05914

15948 2017.02.14 02:00 sell 7975 33.37 1.05980 1.06540 1.05920

15949 2017.02.14 02:02 sell 7976 33.37 1.05986 1.06546 1.05926

15950 2017.02.14 02:03 sell 7977 33.37 1.05999 1.06559 1.05939

15951 2017.02.14 02:04 sell 7978 33.37 1.06013 1.06573 1.05953

15952 2017.02.14 03:32 t/p 7978 33.37 1.05953 1.06573 1.05953 214039.19 68934078.41

15953 2017.02.14 03:32 close 7976 33.37 1.05952 1.06546 1.05926 121288.87 69055367.28

15954 2017.02.14 03:32 close 7975 33.37 1.05952 1.06540 1.05920 99884.96 69155252.24

15955 2017.02.14 03:32 close 7974 33.37 1.05952 1.06534 1.05914 78481.04 69233733.28

15956 2017.02.14 03:33 close 7977 33.37 1.05956 1.06559 1.05939 153394.75 69387128.03

15957 2017.02.14 23:01 sell 7979 33.70 1.05771 1.06331 1.05711

15958 2017.02.14 23:12 sell 7980 33.70 1.05766 1.06326 1.05706

15959 2017.02.14 23:23 sell 7981 33.70 1.05773 1.06333 1.05713

15960 2017.02.14 23:25 sell 7982 33.70 1.05778 1.06338 1.05718

15961 2017.02.14 23:26 sell 7983 33.70 1.05782 1.06342 1.05722

15962 2017.02.15 02:10 t/p 7983 33.70 1.05722 1.06342 1.05722 239622.63 69626750.67

15963 2017.02.15 02:10 close 7980 33.70 1.05722 1.06326 1.05706 181981.07 69808731.74

15964 2017.02.15 02:10 close 7979 33.70 1.05722 1.06331 1.05711 199994.06 70008725.80

15965 2017.02.15 02:10 close 7981 33.70 1.05723 1.06333 1.05713 203596.65 70212322.45

15966 2017.02.15 02:11 close 7982 33.70 1.05728 1.06338 1.05718 203596.65 70415919.10

15967 2017.02.16 19:30 buy 7984 34.20 1.06556 1.05996 1.06616

15968 2017.02.16 19:39 buy 7985 34.20 1.06551 1.05991 1.06611

15969 2017.02.16 19:47 buy 7986 34.20 1.06546 1.05986 1.06606

15970 2017.02.16 19:48 buy 7987 34.20 1.06548 1.05988 1.06608

15971 2017.02.16 19:51 buy 7988 34.20 1.06539 1.05979 1.06599

15972 2017.02.16 20:24 t/p 7988 34.20 1.06599 1.05979 1.06599 219315.71 70635234.81

15973 2017.02.16 20:24 t/p 7986 34.20 1.06606 1.05986 1.06606 219315.71 70854550.52

15974 2017.02.16 20:24 t/p 7987 34.20 1.06608 1.05988 1.06608 219315.70 71073866.22

15975 2017.02.16 20:26 t/p 7985 34.20 1.06611 1.05991 1.06611 219315.71 71293181.93

15976 2017.02.16 20:27 t/p 7984 34.20 1.06616 1.05996 1.06616 219315.71 71512497.64

15977 2017.02.17 00:17 buy 7989 34.73 1.06699 1.06139 1.06759

15978 2017.02.17 00:56 buy 7990 34.73 1.06692 1.06132 1.06752

15979 2017.02.17 00:58 buy 7991 34.73 1.06687 1.06127 1.06747

15980 2017.02.17 01:47 close 7989 34.73 1.06703 1.06139 1.06759 14847.63 71527345.27

15981 2017.02.17 02:01 buy 7992 34.74 1.06684 1.06124 1.06744

15982 2017.02.17 02:12 buy 7993 34.74 1.06685 1.06125 1.06745

15983 2017.02.17 02:13 buy 7994 34.74 1.06658 1.06098 1.06718

15984 2017.02.17 03:47 t/p 7994 34.74 1.06718 1.06098 1.06718 222778.59 71750123.86

Page 428: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 428/509

15985 2017.02.17 03:47 close 7993 34.74 1.06718 1.06125 1.06745 122528.22 71872652.08

15986 2017.02.17 03:47 close 7992 34.74 1.06718 1.06124 1.06744 126241.20 71998893.28

15987 2017.02.17 03:47 close 7991 34.73 1.06718 1.06127 1.06747 115069.14 72113962.42

15988 2017.02.17 03:47 close 7990 34.73 1.06718 1.06132 1.06752 96509.60 72210472.02

15989 2017.02.20 00:14 sell 7995 35.07 1.06140 1.06700 1.06080

15990 2017.02.20 00:24 sell 7996 35.07 1.06145 1.06705 1.06085

15991 2017.02.20 00:27 sell 7997 35.07 1.06145 1.06705 1.06085

15992 2017.02.20 00:28 sell 7998 35.07 1.06149 1.06709 1.06089

15993 2017.02.20 00:30 sell 7999 35.07 1.06158 1.06718 1.06098

15994 2017.02.20 03:27 t/p 7999 35.07 1.06098 1.06718 1.06098 224943.19 72435415.21

15995 2017.02.20 03:27 close 7997 35.07 1.06098 1.06705 1.06085 176205.50 72611620.71

15996 2017.02.20 03:27 close 7996 35.07 1.06098 1.06705 1.06085 176205.50 72787826.21

15997 2017.02.20 03:27 close 7995 35.07 1.06098 1.06700 1.06080 157460.23 72945286.44

15998 2017.02.20 03:27 t/p 7998 35.07 1.06089 1.06709 1.06089 224943.19 73170229.63

15999 2017.02.21 16:50 sell 8000 35.53 1.05417 1.05977 1.05357

16000 2017.02.21 16:51 sell 8001 35.53 1.05432 1.05992 1.05372

16001 2017.02.21 16:52 sell 8002 35.53 1.05460 1.06020 1.05400

16002 2017.02.21 16:53 sell 8003 35.53 1.05483 1.06043 1.05423

16003 2017.02.21 16:55 sell 8004 35.53 1.05446 1.06006 1.05386

16004 2017.02.21 16:59 t/p 8003 35.53 1.05423 1.06043 1.05423 227891.55 73398121.18

16005 2017.02.21 17:01 sell 8005 35.64 1.05454 1.06014 1.05394

16006 2017.02.21 17:03 t/p 8002 35.53 1.05400 1.06020 1.05400 227891.55 73626012.73

16007 2017.02.21 17:03 t/p 8005 35.64 1.05394 1.06014 1.05394 228597.09 73854609.82

16008 2017.02.21 17:03 t/p 8004 35.53 1.05386 1.06006 1.05386 227891.55 74082501.37

16009 2017.02.21 17:04 t/p 8001 35.53 1.05372 1.05992 1.05372 227891.55 74310392.92

16010 2017.02.21 17:13 t/p 8000 35.53 1.05357 1.05977 1.05357 227891.56 74538284.48

16011 2017.02.21 18:34 sell 8006 36.20 1.05437 1.05997 1.05377

16012 2017.02.21 18:35 sell 8007 36.20 1.05439 1.05999 1.05379

16013 2017.02.21 18:36 sell 8008 36.20 1.05462 1.06022 1.05402

16014 2017.02.21 18:37 sell 8009 36.20 1.05469 1.06029 1.05409

16015 2017.02.21 18:38 sell 8010 36.20 1.05501 1.06061 1.05441

16016 2017.02.21 19:59 t/p 8010 36.20 1.05441 1.06061 1.05441 232186.80 74770471.28

16017 2017.02.21 20:04 close 8006 36.20 1.05437 1.05997 1.05377 0.00 74770471.28

16018 2017.02.21 20:05 close 8007 36.20 1.05438 1.05999 1.05379 3869.78 74774341.06

16019 2017.02.21 20:06 close 8008 36.20 1.05430 1.06022 1.05402 123832.96 74898174.02

16020 2017.02.21 20:07 close 8009 36.20 1.05441 1.06029 1.05409 108353.84 75006527.86

16021 2017.02.22 14:31 sell 8011 36.43 1.05089 1.05649 1.05029

Page 429: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 429/509

16022 2017.02.22 14:34 sell 8012 36.43 1.05113 1.05673 1.05053

16023 2017.02.22 14:45 sell 8013 36.43 1.05099 1.05659 1.05039

16024 2017.02.22 14:47 sell 8014 36.43 1.05110 1.05670 1.05050

16025 2017.02.22 14:50 sell 8015 36.43 1.05105 1.05665 1.05045

16026 2017.02.22 17:26 t/p 8012 36.43 1.05053 1.05673 1.05053 233662.02 75240189.88

16027 2017.02.22 17:26 close 8013 36.43 1.05053 1.05659 1.05039 179140.88 75419330.76

16028 2017.02.22 17:26 close 8011 36.43 1.05053 1.05649 1.05029 140197.21 75559527.97

16029 2017.02.22 17:26 close 8015 36.43 1.05055 1.05665 1.05045 194718.35 75754246.32

16030 2017.02.22 17:27 t/p 8014 36.43 1.05050 1.05670 1.05050 233662.02 75987908.34

16031 2017.03.06 01:12 buy 8016 36.90 1.06011 1.05451 1.06071

16032 2017.03.06 01:18 t/p 8016 36.90 1.06071 1.05451 1.06071 236627.89 76224536.23

16033 2017.03.06 03:12 buy 8017 37.02 1.06092 1.05532 1.06152

16034 2017.03.06 03:16 buy 8018 37.02 1.06086 1.05526 1.06146

16035 2017.03.06 03:34 buy 8019 37.02 1.06071 1.05511 1.06131

16036 2017.03.06 03:35 buy 8020 37.02 1.06067 1.05507 1.06127

16037 2017.03.06 04:42 close 8017 37.02 1.06096 1.05532 1.06152 15826.49 76240362.72

16038 2017.03.06 04:47 close 8018 37.02 1.06086 1.05526 1.06146 0.00 76240362.72

16039 2017.03.06 05:04 close 8019 37.02 1.06087 1.05511 1.06131 63305.98 76303668.70

16040 2017.03.06 05:05 close 8020 37.02 1.06094 1.05507 1.06127 106828.83 76410497.53

16041 2017.03.11 00:22 buy 8021 37.11 1.06859 1.06299 1.06919

16042 2017.03.11 00:23 buy 8022 37.11 1.06846 1.06286 1.06906

16043 2017.03.11 00:26 buy 8023 37.11 1.06854 1.06294 1.06914

16044 2017.03.11 00:27 buy 8024 37.11 1.06815 1.06255 1.06875

16045 2017.03.11 00:30 buy 8025 37.11 1.06824 1.06264 1.06884

16046 2017.03.13 02:37 t/p 8024 37.11 1.06875 1.06255 1.06875 190667.22 76601164.75

16047 2017.03.13 02:37 close 8023 37.11 1.06875 1.06294 1.06914 35982.31 76637147.06

16048 2017.03.13 02:37 close 8022 37.11 1.06875 1.06286 1.06906 67712.55 76704859.61

16049 2017.03.13 02:37 close 8021 37.11 1.06875 1.06299 1.06919 16150.92 76721010.53

16050 2017.03.13 02:37 t/p 8025 37.11 1.06884 1.06264 1.06884 190667.23 76911677.76

16051 2017.03.13 04:02 buy 8026 37.35 1.06831 1.06271 1.06891

16052 2017.03.13 04:06 buy 8027 37.35 1.06825 1.06265 1.06885

16053 2017.03.13 04:07 buy 8028 37.35 1.06820 1.06260 1.06880

16054 2017.03.13 04:08 buy 8029 37.35 1.06820 1.06260 1.06880

16055 2017.03.13 05:11 t/p 8028 37.35 1.06880 1.06260 1.06880 239515.84 77151193.60

16056 2017.03.13 05:11 t/p 8029 37.35 1.06880 1.06260 1.06880 239515.84 77390709.44

16057 2017.03.13 05:11 t/p 8027 37.35 1.06885 1.06265 1.06885 239515.84 77630225.28

16058 2017.03.13 05:15 t/p 8026 37.35 1.06891 1.06271 1.06891 239515.84 77869741.12

16059 2017.03.15 01:56 sell 8030 37.82 1.06086 1.06646 1.06026

Page 430: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 430/509

16060 2017.03.15 02:01 sell 8031 37.82 1.06092 1.06652 1.06032

16061 2017.03.15 02:03 sell 8032 37.82 1.06089 1.06649 1.06029

16062 2017.03.15 02:16 sell 8033 37.82 1.06098 1.06658 1.06038

16063 2017.03.15 02:20 sell 8034 37.82 1.06094 1.06654 1.06034

16064 2017.03.15 21:00 s/l 8030 37.82 1.06646 1.06646 1.06026 -2264098.84 75605642.28

16065 2017.03.15 21:00 s/l 8032 37.82 1.06649 1.06649 1.06029 -2264098.84 73341543.44

16066 2017.03.15 21:00 s/l 8031 37.82 1.06652 1.06652 1.06032 -2264098.84 71077444.60

16067 2017.03.15 21:00 s/l 8034 37.82 1.06654 1.06654 1.06034 -2264098.84 68813345.76

16068 2017.03.15 21:00 s/l 8033 37.82 1.06658 1.06658 1.06038 -2264098.84 66549246.92

16069 2017.03.16 04:09 buy 8035 32.32 1.07329 1.06769 1.07389

16070 2017.03.16 04:16 buy 8036 32.32 1.07326 1.06766 1.07386

16071 2017.03.16 04:17 buy 8037 32.32 1.07319 1.06759 1.07379

16072 2017.03.16 04:19 buy 8038 32.32 1.07325 1.06765 1.07385

16073 2017.03.16 04:34 buy 8039 32.32 1.07319 1.06759 1.07379

16074 2017.03.16 09:35 t/p 8037 32.32 1.07379 1.06759 1.07379 207259.76 66756506.68

16075 2017.03.16 09:35 t/p 8039 32.32 1.07379 1.06759 1.07379 207259.76 66963766.44

16076 2017.03.16 09:35 close 8035 32.32 1.07379 1.06769 1.07389 172716.47 67136482.91

16077 2017.03.16 09:35 t/p 8038 32.32 1.07385 1.06765 1.07385 207259.75 67343742.66

16078 2017.03.16 09:35 t/p 8036 32.32 1.07386 1.06766 1.07386 207259.75 67551002.41

16079 2017.03.17 03:55 buy 8040 32.80 1.07675 1.07115 1.07735

16080 2017.03.17 03:57 buy 8041 32.80 1.07673 1.07113 1.07733

16081 2017.03.17 04:01 buy 8042 32.80 1.07675 1.07115 1.07735

16082 2017.03.17 04:02 buy 8043 32.80 1.07672 1.07112 1.07732

16083 2017.03.17 04:07 buy 8044 32.80 1.07671 1.07111 1.07731

16084 2017.03.17 05:59 t/p 8043 32.80 1.07732 1.07112 1.07732 210337.87 67761340.28

16085 2017.03.17 05:59 t/p 8044 32.80 1.07731 1.07111 1.07731 210337.87 67971678.15

16086 2017.03.17 05:59 t/p 8041 32.80 1.07733 1.07113 1.07733 210337.87 68182016.02

16087 2017.03.17 05:59 t/p 8040 32.80 1.07735 1.07115 1.07735 210337.87 68392353.89

16088 2017.03.17 05:59 t/p 8042 32.80 1.07735 1.07115 1.07735 210337.87 68602691.76

16089 2017.03.21 15:55 buy 8045 33.32 1.07967 1.07407 1.08027

16090 2017.03.21 15:56 buy 8046 33.32 1.07946 1.07386 1.08006

16091 2017.03.21 15:58 buy 8047 33.32 1.07947 1.07387 1.08007

16092 2017.03.21 16:01 buy 8048 33.32 1.07968 1.07408 1.08028

16093 2017.03.21 16:12 t/p 8046 33.32 1.08006 1.07386 1.08006 213668.50 68816360.26

16094 2017.03.21 16:12 t/p 8047 33.32 1.08007 1.07387 1.08007 213668.50 69030028.76

16095 2017.03.21 16:14 t/p 8045 33.32 1.08027 1.07407 1.08027 213668.49 69243697.25

16096 2017.03.21 16:14 t/p 8048 33.32 1.08028 1.07408 1.08028 213668.50 69457365.75

Page 431: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 431/509

16097 2017.03.21 18:07 buy 8049 33.73 1.08037 1.07477 1.08097

16098 2017.03.21 18:08 buy 8050 33.73 1.07999 1.07439 1.08059

16099 2017.03.21 18:18 t/p 8050 33.73 1.08059 1.07439 1.08059 216295.65 69673661.40

16100 2017.03.21 18:28 buy 8051 33.84 1.07991 1.07431 1.08051

16101 2017.03.21 18:29 buy 8052 33.84 1.07989 1.07429 1.08049

16102 2017.03.21 18:32 buy 8053 33.84 1.08003 1.07443 1.08063

16103 2017.03.21 18:33 buy 8054 33.84 1.07981 1.07421 1.08041

16104 2017.03.21 18:42 t/p 8054 33.84 1.08041 1.07421 1.08041 217001.03 69890662.43

16105 2017.03.21 18:43 t/p 8052 33.84 1.08049 1.07429 1.08049 217001.03 70107663.46

16106 2017.03.21 18:43 t/p 8051 33.84 1.08051 1.07431 1.08051 217001.03 70324664.49

16107 2017.03.21 18:44 t/p 8053 33.84 1.08063 1.07443 1.08063 217001.03 70541665.52

16108 2017.03.21 18:49 t/p 8049 33.73 1.08097 1.07477 1.08097 216295.65 70757961.17

16109 2017.03.27 12:01 buy 8055 34.36 1.08593 1.08033 1.08653

16110 2017.03.27 12:04 buy 8056 34.36 1.08580 1.08020 1.08640

16111 2017.03.27 12:05 buy 8057 34.36 1.08573 1.08013 1.08633

16112 2017.03.27 12:06 buy 8058 34.36 1.08567 1.08007 1.08627

16113 2017.03.27 12:07 buy 8059 34.36 1.08561 1.08001 1.08621

16114 2017.03.27 12:40 t/p 8059 34.36 1.08621 1.08001 1.08621 220335.56 70978296.73

16115 2017.03.27 12:40 t/p 8058 34.36 1.08627 1.08007 1.08627 220335.56 71198632.29

16116 2017.03.27 12:41 t/p 8057 34.36 1.08633 1.08013 1.08633 220335.56 71418967.85

16117 2017.03.27 12:41 t/p 8056 34.36 1.08640 1.08020 1.08640 220335.56 71639303.41

16118 2017.03.27 12:50 t/p 8055 34.36 1.08653 1.08033 1.08653 220335.56 71859638.97

16119 2017.03.27 16:51 buy 8060 34.90 1.08845 1.08285 1.08905

16120 2017.03.27 16:52 buy 8061 34.90 1.08831 1.08271 1.08891

16121 2017.03.27 16:53 buy 8062 34.90 1.08828 1.08268 1.08888

16122 2017.03.27 16:55 buy 8063 34.90 1.08832 1.08272 1.08892

16123 2017.03.27 16:56 buy 8064 34.90 1.08815 1.08255 1.08875

16124 2017.03.27 17:23 t/p 8064 34.90 1.08875 1.08255 1.08875 223798.34 72083437.31

16125 2017.03.27 17:34 buy 8065 35.01 1.08807 1.08247 1.08867

16126 2017.03.27 18:04 t/p 8065 35.01 1.08867 1.08247 1.08867 224503.72 72307941.03

16127 2017.03.27 18:08 t/p 8062 34.90 1.08888 1.08268 1.08888 223798.34 72531739.37

16128 2017.03.27 18:11 t/p 8061 34.90 1.08891 1.08271 1.08891 223798.35 72755537.72

16129 2017.03.27 18:11 t/p 8063 34.90 1.08892 1.08272 1.08892 223798.34 72979336.06

16130 2017.03.27 18:21 close 8060 34.90 1.08868 1.08285 1.08905 85789.36 73065125.42

16131 2017.03.27 19:03 buy 8066 35.48 1.08802 1.08242 1.08862

16132 2017.03.27 19:04 buy 8067 35.48 1.08790 1.08230 1.08850

16133 2017.03.27 19:05 buy 8068 35.48 1.08787 1.08227 1.08847

16134 2017.03.27 19:06 buy 8069 35.48 1.08782 1.08222 1.08842

Page 432: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 432/509

16135 2017.03.27 19:07 buy 8070 35.48 1.08776 1.08216 1.08836

16136 2017.03.28 20:39 s/l 8066 35.48 1.08242 1.08242 1.08862 -2168729.42 70896395.99

16137 2017.03.28 20:39 close 8067 35.48 1.08242 1.08230 1.08850 -2123225.90 68773170.09

16138 2017.03.28 20:39 close 8069 35.48 1.08242 1.08222 1.08842 -2092890.22 66680279.87

16139 2017.03.28 20:39 s/l 8068 35.48 1.08227 1.08227 1.08847 -2168729.43 64511550.44

16140 2017.03.28 20:39 s/l 8070 35.48 1.08216 1.08216 1.08836 -2168729.43 62342821.01

16141 2017.03.29 01:17 sell 8071 30.28 1.08153 1.08713 1.08093

16142 2017.03.29 01:24 sell 8072 30.28 1.08152 1.08712 1.08092

16143 2017.03.29 01:27 sell 8073 30.28 1.08152 1.08712 1.08092

16144 2017.03.29 01:28 sell 8074 30.28 1.08155 1.08715 1.08095

16145 2017.03.29 01:30 sell 8075 30.28 1.08158 1.08718 1.08098

16146 2017.03.29 02:42 t/p 8075 30.28 1.08098 1.08718 1.08098 194215.92 62537036.93

16147 2017.03.29 02:42 t/p 8074 30.28 1.08095 1.08715 1.08095 194215.92 62731252.85

16148 2017.03.29 02:42 t/p 8071 30.28 1.08093 1.08713 1.08093 194215.92 62925468.77

16149 2017.03.29 02:47 sell 8076 30.56 1.08152 1.08712 1.08092

16150 2017.03.29 02:50 sell 8077 30.56 1.08151 1.08711 1.08091

16151 2017.03.29 02:52 sell 8078 30.56 1.08173 1.08733 1.08113

16152 2017.03.29 03:05 t/p 8078 30.56 1.08113 1.08733 1.08113 196011.84 63121480.61

16153 2017.03.29 03:05 close 8073 30.28 1.08113 1.08712 1.08092 126240.34 63247720.95

16154 2017.03.29 03:05 close 8072 30.28 1.08113 1.08712 1.08092 126240.34 63373961.29

16155 2017.03.29 03:29 sell 8079 30.78 1.08180 1.08740 1.08120

16156 2017.03.29 03:34 sell 8080 30.78 1.08191 1.08751 1.08131

16157 2017.03.29 03:39 sell 8081 30.78 1.08184 1.08744 1.08124

16158 2017.03.29 04:54 t/p 8080 30.78 1.08131 1.08751 1.08131 197422.92 63571384.21

16159 2017.03.29 04:54 close 8077 30.56 1.08130 1.08711 1.08091 68604.14 63639988.35

16160 2017.03.29 04:54 close 8076 30.56 1.08130 1.08712 1.08092 71871.01 63711859.36

16161 2017.03.29 04:59 close 8079 30.78 1.08162 1.08740 1.08120 59226.88 63771086.24

16162 2017.03.29 05:12 close 8081 30.78 1.08184 1.08744 1.08124 0.00 63771086.24

16163 2017.03.29 20:22 sell 8082 30.97 1.07610 1.08170 1.07550

16164 2017.03.29 20:23 sell 8083 30.97 1.07620 1.08180 1.07560

16165 2017.03.29 20:25 sell 8084 30.97 1.07619 1.08179 1.07559

16166 2017.03.29 20:26 sell 8085 30.97 1.07623 1.08183 1.07563

16167 2017.03.29 20:29 sell 8086 30.97 1.07634 1.08194 1.07574

16168 2017.03.29 20:56 t/p 8086 30.97 1.07574 1.08194 1.07574 198641.58 63969727.82

16169 2017.03.29 20:56 t/p 8085 30.97 1.07563 1.08183 1.07563 198641.58 64168369.40

16170 2017.03.29 20:56 t/p 8083 30.97 1.07560 1.08180 1.07560 198641.58 64367010.98

16171 2017.03.29 20:56 t/p 8084 30.97 1.07559 1.08179 1.07559 198641.58 64565652.56

Page 433: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 433/509

16172 2017.03.29 21:18 t/p 8082 30.97 1.07550 1.08170 1.07550 198641.58 64764294.14

16173 2017.03.29 22:03 sell 8087 31.45 1.07600 1.08160 1.07540

16174 2017.03.29 22:04 sell 8088 31.45 1.07615 1.08175 1.07555

16175 2017.03.29 22:14 sell 8089 31.45 1.07620 1.08180 1.07560

16176 2017.03.29 22:15 sell 8090 31.45 1.07630 1.08190 1.07570

16177 2017.03.29 22:17 sell 8091 31.45 1.07650 1.08210 1.07590

16178 2017.03.30 02:50 t/p 8091 31.45 1.07590 1.08210 1.07590 267420.33 65031714.46

16179 2017.03.30 02:50 close 8090 31.45 1.07590 1.08190 1.07570 200180.23 65231894.69

16180 2017.03.30 02:50 close 8089 31.45 1.07590 1.08180 1.07560 166560.18 65398454.87

16181 2017.03.30 02:50 close 8088 31.45 1.07590 1.08175 1.07555 149750.16 65548205.02

16182 2017.03.30 02:50 close 8087 31.45 1.07590 1.08160 1.07540 99320.08 65647525.10

16183 2017.03.31 01:51 sell 8092 31.88 1.06837 1.07397 1.06777

16184 2017.03.31 01:52 sell 8093 31.88 1.06841 1.07401 1.06781

16185 2017.03.31 01:54 sell 8094 31.88 1.06835 1.07395 1.06775

16186 2017.03.31 01:55 sell 8095 31.88 1.06843 1.07403 1.06783

16187 2017.03.31 02:03 sell 8096 31.88 1.06840 1.07400 1.06780

16188 2017.03.31 03:54 t/p 8095 31.88 1.06783 1.07403 1.06783 204478.32 65852003.42

16189 2017.03.31 03:54 close 8094 31.88 1.06785 1.07395 1.06775 170398.60 66022402.02

16190 2017.03.31 03:54 close 8092 31.88 1.06787 1.07397 1.06777 170398.60 66192800.62

16191 2017.03.31 03:54 close 8096 31.88 1.06790 1.07400 1.06780 170398.60 66363199.22

16192 2017.03.31 03:54 close 8093 31.88 1.06791 1.07401 1.06781 170398.60 66533597.82

16193 2017.04.10 04:45 sell 8097 32.31 1.05833 1.06393 1.05773

16194 2017.04.10 04:47 sell 8098 32.31 1.05842 1.06402 1.05782

16195 2017.04.10 04:48 sell 8099 32.31 1.05843 1.06403 1.05783

16196 2017.04.10 05:03 t/p 8099 32.31 1.05783 1.06403 1.05783 207236.34 66740834.16

16197 2017.04.10 05:03 t/p 8098 32.31 1.05782 1.06402 1.05782 207236.34 66948070.50

16198 2017.04.10 05:04 t/p 8097 32.31 1.05773 1.06393 1.05773 207236.34 67155306.84

16199 2017.04.13 04:49 buy 8100 32.61 1.06610 1.06050 1.06670

16200 2017.04.13 04:58 t/p 8100 32.61 1.06670 1.06050 1.06670 209113.58 67364420.42

16201 2017.04.17 19:21 buy 8101 32.71 1.06541 1.05981 1.06601

16202 2017.04.17 19:55 buy 8102 32.71 1.06532 1.05972 1.06592

16203 2017.04.17 19:57 buy 8103 32.71 1.06530 1.05970 1.06590

16204 2017.04.17 20:11 buy 8104 32.71 1.06528 1.05968 1.06588

16205 2017.04.17 20:13 buy 8105 32.71 1.06527 1.05967 1.06587

16206 2017.04.18 12:31 t/p 8105 32.71 1.06587 1.05967 1.06587 168054.59 67532475.02

16207 2017.04.18 12:31 close 8101 32.71 1.06587 1.05981 1.06601 119111.80 67651586.82

16208 2017.04.18 12:31 t/p 8104 32.71 1.06588 1.05968 1.06588 168054.60 67819641.42

16209 2017.04.18 12:31 t/p 8103 32.71 1.06590 1.05970 1.06590 168054.60 67987696.03

Page 434: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 434/509

16210 2017.04.18 12:32 close 8102 32.71 1.06582 1.05972 1.06592 133095.45 68120791.48

16211 2017.04.19 02:58 buy 8106 33.08 1.07292 1.06732 1.07352

16212 2017.04.19 02:59 buy 8107 33.08 1.07289 1.06729 1.07349

16213 2017.04.19 03:00 buy 8108 33.08 1.07284 1.06724 1.07344

16214 2017.04.19 03:01 buy 8109 33.08 1.07282 1.06722 1.07342

16215 2017.04.19 03:04 buy 8110 33.08 1.07294 1.06734 1.07354

16216 2017.04.19 10:41 t/p 8109 33.08 1.07342 1.06722 1.07342 212129.47 68332920.95

16217 2017.04.19 10:41 close 8110 33.08 1.07342 1.06734 1.07354 169703.58 68502624.53

16218 2017.04.19 10:41 close 8106 33.08 1.07342 1.06732 1.07352 176774.56 68679399.09

16219 2017.04.19 10:41 t/p 8108 33.08 1.07344 1.06724 1.07344 212129.47 68891528.56

16220 2017.04.19 10:41 close 8107 33.08 1.07339 1.06729 1.07349 176774.55 69068303.11

16221 2017.04.20 13:21 buy 8111 33.54 1.07563 1.07003 1.07623

16222 2017.04.20 13:23 buy 8112 33.54 1.07557 1.06997 1.07617

16223 2017.04.20 13:40 buy 8113 33.54 1.07557 1.06997 1.07617

16224 2017.04.20 13:43 buy 8114 33.54 1.07553 1.06993 1.07613

16225 2017.04.20 13:59 buy 8115 33.54 1.07553 1.06993 1.07613

16226 2017.04.20 16:22 t/p 8114 33.54 1.07613 1.06993 1.07613 215079.28 69283382.39

16227 2017.04.20 16:22 t/p 8115 33.54 1.07613 1.06993 1.07613 215079.28 69498461.67

16228 2017.04.20 16:22 close 8111 33.54 1.07613 1.07003 1.07623 179232.73 69677694.40

16229 2017.04.20 16:22 t/p 8112 33.54 1.07617 1.06997 1.07617 215079.28 69892773.68

16230 2017.04.20 16:22 t/p 8113 33.54 1.07617 1.06997 1.07617 215079.28 70107852.96

16231 2017.04.21 03:06 sell 8116 34.05 1.07166 1.07726 1.07106

16232 2017.04.21 03:14 sell 8117 34.05 1.07169 1.07729 1.07109

16233 2017.04.21 03:16 sell 8118 34.05 1.07169 1.07729 1.07109

16234 2017.04.21 03:17 sell 8119 34.05 1.07172 1.07732 1.07112

16235 2017.04.21 03:19 sell 8120 34.05 1.07174 1.07734 1.07114

16236 2017.04.21 09:22 t/p 8120 34.05 1.07114 1.07734 1.07114 218396.70 70326249.66

16237 2017.04.21 09:23 t/p 8119 34.05 1.07112 1.07732 1.07112 218396.70 70544646.36

16238 2017.04.21 09:23 close 8116 34.05 1.07117 1.07726 1.07106 178357.30 70723003.66

16239 2017.04.21 09:23 close 8118 34.05 1.07120 1.07729 1.07109 178357.31 70901360.97

16240 2017.04.21 09:23 close 8117 34.05 1.07120 1.07729 1.07109 178357.31 71079718.28

16241 2017.04.24 03:10 buy 8121 34.52 1.08575 1.08015 1.08635

16242 2017.04.24 03:11 buy 8122 34.52 1.08563 1.08003 1.08623

16243 2017.04.24 03:13 buy 8123 34.52 1.08557 1.07997 1.08617

16244 2017.04.24 03:19 buy 8124 34.52 1.08550 1.07990 1.08610

16245 2017.04.24 03:20 buy 8125 34.52 1.08527 1.07967 1.08587

16246 2017.04.24 07:46 t/p 8125 34.52 1.08587 1.07967 1.08587 221363.64 71301081.92

Page 435: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 435/509

16247 2017.04.24 07:46 close 8124 34.52 1.08587 1.07990 1.08610 136507.58 71437589.50

16248 2017.04.24 07:46 close 8123 34.52 1.08587 1.07997 1.08617 110681.82 71548271.32

16249 2017.04.24 07:46 close 8122 34.52 1.08587 1.08003 1.08623 88545.46 71636816.78

16250 2017.04.24 07:46 close 8121 34.52 1.08587 1.08015 1.08635 44272.73 71681089.51

16251 2017.04.24 13:39 buy 8126 34.81 1.08576 1.08016 1.08636

16252 2017.04.24 13:40 buy 8127 34.81 1.08564 1.08004 1.08624

16253 2017.04.24 13:41 buy 8128 34.81 1.08556 1.07996 1.08616

16254 2017.04.24 13:42 buy 8129 34.81 1.08542 1.07982 1.08602

16255 2017.04.24 13:43 buy 8130 34.81 1.08530 1.07970 1.08590

16256 2017.04.24 13:51 t/p 8130 34.81 1.08590 1.07970 1.08590 223223.30 71904312.81

16257 2017.04.24 13:52 buy 8131 34.92 1.08568 1.08008 1.08628

16258 2017.04.24 14:08 t/p 8129 34.81 1.08602 1.07982 1.08602 223223.30 72127536.11

16259 2017.04.24 14:09 t/p 8128 34.81 1.08616 1.07996 1.08616 223223.31 72350759.42

16260 2017.04.24 14:17 buy 8132 35.14 1.08550 1.07990 1.08610

16261 2017.04.24 14:19 buy 8133 35.14 1.08544 1.07984 1.08604

16262 2017.04.24 15:39 t/p 8133 35.14 1.08604 1.07984 1.08604 225339.47 72576098.89

16263 2017.04.24 15:39 close 8131 34.92 1.08605 1.08008 1.08628 138089.36 72714188.25

16264 2017.04.24 15:39 close 8127 34.81 1.08605 1.08004 1.08624 152535.92 72866724.17

16265 2017.04.24 15:39 close 8126 34.81 1.08605 1.08016 1.08636 107891.26 72974615.43

16266 2017.04.24 15:40 t/p 8132 35.14 1.08610 1.07990 1.08610 225339.47 73199954.90

16267 2017.04.25 21:03 buy 8134 35.55 1.09347 1.08787 1.09407

16268 2017.04.25 21:04 buy 8135 35.55 1.09340 1.08780 1.09400

16269 2017.04.25 21:07 buy 8136 35.55 1.09345 1.08785 1.09405

16270 2017.04.25 21:11 buy 8137 35.55 1.09343 1.08783 1.09403

16271 2017.04.25 21:12 buy 8138 35.55 1.09337 1.08777 1.09397

16272 2017.04.25 21:57 t/p 8138 35.55 1.09397 1.08777 1.09397 227966.50 73427921.40

16273 2017.04.25 21:57 t/p 8135 35.55 1.09400 1.08780 1.09400 227966.51 73655887.91

16274 2017.04.25 21:59 t/p 8137 35.55 1.09403 1.08783 1.09403 227966.51 73883854.42

16275 2017.04.25 22:16 buy 8139 35.88 1.09327 1.08767 1.09387

16276 2017.04.25 22:17 buy 8140 35.88 1.09323 1.08763 1.09383

16277 2017.04.25 22:18 buy 8141 35.88 1.09282 1.08722 1.09342

16278 2017.04.25 22:56 t/p 8141 35.88 1.09342 1.08722 1.09342 230082.65 74113937.07

16279 2017.04.25 22:56 close 8136 35.55 1.09345 1.08785 1.09405 0.00 74113937.07

16280 2017.04.25 22:56 close 8134 35.55 1.09347 1.08787 1.09407 0.00 74113937.07

16281 2017.04.25 23:46 close 8139 35.88 1.09333 1.08767 1.09387 23008.26 74136945.33

16282 2017.04.25 23:47 close 8140 35.88 1.09327 1.08763 1.09383 15338.85 74152284.18

16283 2017.04.25 23:56 buy 8142 36.01 1.09297 1.08737 1.09357

16284 2017.04.25 23:57 buy 8143 36.01 1.09274 1.08714 1.09334

Page 436: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 436/509

16285 2017.04.25 23:59 buy 8144 36.01 1.09273 1.08713 1.09333

16286 2017.04.26 00:00 buy 8145 36.01 1.09252 1.08692 1.09312

16287 2017.04.26 00:10 buy 8146 36.01 1.09294 1.08734 1.09354

16288 2017.04.26 03:11 t/p 8145 36.01 1.09312 1.08692 1.09312 230916.29 74383200.47

16289 2017.04.26 03:11 close 8146 36.01 1.09313 1.08734 1.09354 73123.49 74456323.96

16290 2017.04.26 03:11 close 8144 36.01 1.09313 1.08713 1.09333 108036.96 74564360.92

16291 2017.04.26 03:11 close 8143 36.01 1.09313 1.08714 1.09334 104188.36 74668549.28

16292 2017.04.26 03:11 close 8142 36.01 1.09313 1.08737 1.09357 15670.45 74684219.73

16293 2017.04.28 15:20 buy 8147 36.27 1.09245 1.08685 1.09305

16294 2017.04.28 15:25 buy 8148 36.27 1.09251 1.08691 1.09311

16295 2017.04.28 15:28 buy 8149 36.27 1.09255 1.08695 1.09315

16296 2017.04.28 15:32 buy 8150 36.27 1.09256 1.08696 1.09316

16297 2017.04.28 15:36 buy 8151 36.27 1.09153 1.08593 1.09213

16298 2017.04.28 15:41 t/p 8151 36.27 1.09213 1.08593 1.09213 232585.73 74916805.46

16299 2017.04.28 15:43 buy 8152 36.38 1.09167 1.08607 1.09227

16300 2017.05.01 17:23 t/p 8152 36.38 1.09227 1.08607 1.09227 186910.02 75103715.47

16301 2017.05.01 19:15 close 8147 36.27 1.09017 1.08685 1.09305 -930056.19 74173659.28

16302 2017.05.01 19:15 close 8149 36.27 1.09017 1.08695 1.09315 -968820.11 73204839.17

16303 2017.05.01 19:16 close 8148 36.27 1.09024 1.08691 1.09311 -926179.79 72278659.38

16304 2017.05.01 19:17 close 8150 36.27 1.09011 1.08696 1.09316 -995954.86 71282704.52

16305 2017.05.04 03:12 sell 8153 34.62 1.08907 1.09467 1.08847

16306 2017.05.04 03:13 sell 8154 34.62 1.08913 1.09473 1.08853

16307 2017.05.04 03:14 sell 8155 34.62 1.08914 1.09474 1.08854

16308 2017.05.04 03:15 sell 8156 34.62 1.08919 1.09479 1.08859

16309 2017.05.04 03:18 sell 8157 34.62 1.08924 1.09484 1.08864

16310 2017.05.04 03:54 t/p 8157 34.62 1.08864 1.09484 1.08864 222052.68 71504757.20

16311 2017.05.04 04:04 t/p 8156 34.62 1.08859 1.09479 1.08859 222052.68 71726809.88

16312 2017.05.04 05:15 close 8155 34.62 1.08913 1.09474 1.08854 3700.88 71730510.76

16313 2017.05.04 05:15 close 8154 34.62 1.08913 1.09473 1.08853 0.00 71730510.76

16314 2017.05.04 05:15 close 8153 34.62 1.08906 1.09467 1.08847 3700.88 71734211.64

16315 2017.05.05 00:42 buy 8158 34.84 1.09801 1.09241 1.09861

16316 2017.05.05 00:43 buy 8159 34.84 1.09797 1.09237 1.09857

16317 2017.05.05 00:45 buy 8160 34.84 1.09801 1.09241 1.09861

16318 2017.05.05 00:56 buy 8161 34.84 1.09803 1.09243 1.09863

16319 2017.05.05 00:57 buy 8162 34.84 1.09798 1.09238 1.09858

16320 2017.05.05 07:12 t/p 8159 34.84 1.09857 1.09237 1.09857 223413.59 71957625.23

16321 2017.05.05 07:12 t/p 8162 34.84 1.09858 1.09238 1.09858 223413.59 72181038.82

Page 437: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 437/509

16322 2017.05.05 07:12 t/p 8158 34.84 1.09861 1.09241 1.09861 223413.59 72404452.41

16323 2017.05.05 07:12 t/p 8160 34.84 1.09861 1.09241 1.09861 223413.59 72627866.00

16324 2017.05.05 07:12 t/p 8161 34.84 1.09863 1.09243 1.09863 223413.59 72851279.59

16325 2017.05.08 21:53 sell 8163 35.38 1.09332 1.09892 1.09272

16326 2017.05.08 21:56 sell 8164 35.38 1.09333 1.09893 1.09273

16327 2017.05.08 21:57 sell 8165 35.38 1.09335 1.09895 1.09275

16328 2017.05.08 23:19 t/p 8165 35.38 1.09275 1.09895 1.09275 226927.32 73078206.91

16329 2017.05.08 23:23 close 8163 35.38 1.09299 1.09892 1.09272 124810.02 73203016.93

16330 2017.05.08 23:26 close 8164 35.38 1.09307 1.09893 1.09273 98335.18 73301352.11

16331 2017.05.09 02:11 sell 8166 35.60 1.09261 1.09821 1.09201

16332 2017.05.09 02:12 sell 8167 35.60 1.09263 1.09823 1.09203

16333 2017.05.09 02:15 sell 8168 35.60 1.09266 1.09826 1.09206

16334 2017.05.09 02:16 sell 8169 35.60 1.09268 1.09828 1.09208

16335 2017.05.09 02:17 sell 8170 35.60 1.09274 1.09834 1.09214

16336 2017.05.09 04:32 t/p 8170 35.60 1.09214 1.09834 1.09214 228338.40 73529690.51

16337 2017.05.09 04:32 close 8167 35.60 1.09214 1.09823 1.09203 186476.36 73716166.87

16338 2017.05.09 04:32 close 8166 35.60 1.09214 1.09821 1.09201 178865.08 73895031.95

16339 2017.05.09 04:32 close 8168 35.60 1.09216 1.09826 1.09206 190282.00 74085313.95

16340 2017.05.09 04:33 close 8169 35.60 1.09218 1.09828 1.09208 190282.00 74275595.95

16341 2017.05.15 00:00 buy 8171 36.07 1.09305 1.08745 1.09365

16342 2017.05.15 01:16 buy 8172 36.07 1.09288 1.08728 1.09348

16343 2017.05.15 01:17 buy 8173 36.07 1.09281 1.08721 1.09341

16344 2017.05.15 01:19 buy 8174 36.07 1.09264 1.08704 1.09324

16345 2017.05.15 01:22 buy 8175 36.07 1.09267 1.08707 1.09327

16346 2017.05.15 03:14 t/p 8174 36.07 1.09324 1.08704 1.09324 231301.04 74506896.99

16347 2017.05.15 03:14 close 8173 36.07 1.09325 1.08721 1.09341 169620.76 74676517.75

16348 2017.05.15 03:14 close 8172 36.07 1.09325 1.08728 1.09348 142635.64 74819153.39

16349 2017.05.15 03:14 close 8171 36.07 1.09325 1.08745 1.09365 77100.35 74896253.74

16350 2017.05.15 03:14 t/p 8175 36.07 1.09327 1.08707 1.09327 231301.04 75127554.78

16351 2017.05.15 03:51 buy 8176 36.48 1.09247 1.08687 1.09307

16352 2017.05.15 04:11 buy 8177 36.48 1.09240 1.08680 1.09300

16353 2017.05.15 04:14 buy 8178 36.48 1.09240 1.08680 1.09300

16354 2017.05.15 05:18 t/p 8177 36.48 1.09300 1.08680 1.09300 233930.18 75361484.96

16355 2017.05.15 05:18 t/p 8178 36.48 1.09300 1.08680 1.09300 233930.18 75595415.14

16356 2017.05.15 05:21 close 8176 36.48 1.09287 1.08687 1.09307 155953.46 75751368.60

16357 2017.05.15 19:20 buy 8179 36.79 1.09739 1.09179 1.09799

16358 2017.05.15 19:27 buy 8180 36.79 1.09742 1.09182 1.09802

16359 2017.05.15 19:30 buy 8181 36.79 1.09740 1.09180 1.09800

Page 438: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 438/509

16360 2017.05.15 19:31 buy 8182 36.79 1.09728 1.09168 1.09788

16361 2017.05.15 19:33 buy 8183 36.79 1.09722 1.09162 1.09782

16362 2017.05.15 22:16 t/p 8183 36.79 1.09782 1.09162 1.09782 235918.09 75987286.69

16363 2017.05.15 22:16 close 8181 36.79 1.09783 1.09180 1.09800 169074.63 76156361.32

16364 2017.05.15 22:16 close 8180 36.79 1.09783 1.09182 1.09802 161210.69 76317572.01

16365 2017.05.15 22:16 close 8179 36.79 1.09783 1.09179 1.09799 173006.60 76490578.61

16366 2017.05.15 22:19 t/p 8182 36.79 1.09788 1.09168 1.09788 235918.09 76726496.70

16367 2017.05.16 00:01 buy 8184 37.26 1.09750 1.09190 1.09810

16368 2017.05.16 01:31 close 8184 37.26 1.09799 1.09190 1.09810 195127.79 76921624.49

16369 2017.05.16 18:21 buy 8185 37.36 1.10676 1.10116 1.10736

16370 2017.05.16 18:33 t/p 8185 37.36 1.10736 1.10116 1.10736 239573.24 77161197.73

16371 2017.05.16 18:51 buy 8186 37.47 1.10657 1.10097 1.10717

16372 2017.05.16 19:00 t/p 8186 37.47 1.10717 1.10097 1.10717 240278.63 77401476.36

16373 2017.05.16 22:57 buy 8187 37.59 1.10867 1.10307 1.10927

16374 2017.05.16 22:58 buy 8188 37.59 1.10861 1.10301 1.10921

16375 2017.05.16 23:00 buy 8189 37.59 1.10856 1.10296 1.10916

16376 2017.05.16 23:02 buy 8190 37.59 1.10855 1.10295 1.10915

16377 2017.05.16 23:05 buy 8191 37.59 1.10860 1.10300 1.10920

16378 2017.05.17 01:41 t/p 8190 37.59 1.10915 1.10295 1.10915 193126.64 77594603.00

16379 2017.05.17 01:41 close 8187 37.59 1.10915 1.10307 1.10927 144917.02 77739520.03

16380 2017.05.17 01:41 t/p 8189 37.59 1.10916 1.10296 1.10916 193126.64 77932646.67

16381 2017.05.17 01:41 close 8188 37.59 1.10911 1.10301 1.10921 152951.95 78085598.62

16382 2017.05.17 01:42 t/p 8191 37.59 1.10920 1.10300 1.10920 193126.64 78278725.26

16383 2017.05.17 03:32 buy 8192 38.02 1.10889 1.10329 1.10949

16384 2017.05.17 03:34 buy 8193 38.02 1.10886 1.10326 1.10946

16385 2017.05.17 03:35 buy 8194 38.02 1.10891 1.10331 1.10951

16386 2017.05.17 03:54 t/p 8193 38.02 1.10946 1.10326 1.10946 243805.53 78522530.79

16387 2017.05.17 04:01 t/p 8192 38.02 1.10949 1.10329 1.10949 243805.53 78766336.32

16388 2017.05.17 04:01 t/p 8194 38.02 1.10951 1.10331 1.10951 243805.53 79010141.85

16389 2017.05.18 02:22 buy 8195 38.37 1.11566 1.11006 1.11626

16390 2017.05.18 02:23 buy 8196 38.37 1.11564 1.11004 1.11624

16391 2017.05.18 02:24 buy 8197 38.37 1.11565 1.11005 1.11625

16392 2017.05.18 02:25 buy 8198 38.37 1.11560 1.11000 1.11620

16393 2017.05.18 02:26 buy 8199 38.37 1.11549 1.10989 1.11609

16394 2017.05.18 03:36 t/p 8199 38.37 1.11609 1.10989 1.11609 246049.93 79256191.78

16395 2017.05.18 03:36 t/p 8198 38.37 1.11620 1.11000 1.11620 246049.92 79502241.70

16396 2017.05.18 03:37 t/p 8196 38.37 1.11624 1.11004 1.11624 246049.92 79748291.62

Page 439: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 439/509

16397 2017.05.18 03:37 t/p 8197 38.37 1.11625 1.11005 1.11625 246049.93 79994341.55

16398 2017.05.18 03:37 t/p 8195 38.37 1.11626 1.11006 1.11626 246049.93 80240391.48

16399 2017.05.18 04:58 buy 8200 38.97 1.11562 1.11002 1.11622

16400 2017.05.18 06:28 close 8200 38.97 1.11575 1.11002 1.11622 54144.96 80294536.44

16401 2017.05.22 00:01 buy 8201 38.99 1.11967 1.11407 1.12027

16402 2017.05.22 00:03 t/p 8201 38.99 1.12027 1.11407 1.12027 250030.40 80544566.84

16403 2017.05.22 01:28 buy 8202 39.11 1.12012 1.11452 1.12072

16404 2017.05.22 02:00 t/p 8202 39.11 1.12072 1.11452 1.12072 250799.92 80795366.76

16405 2017.05.22 02:35 buy 8203 39.24 1.12021 1.11461 1.12081

16406 2017.05.22 02:38 buy 8204 39.24 1.12023 1.11463 1.12083

16407 2017.05.22 03:02 buy 8205 39.24 1.12008 1.11448 1.12068

16408 2017.05.22 03:03 buy 8206 39.24 1.11989 1.11429 1.12049

16409 2017.05.22 03:04 buy 8207 39.24 1.11953 1.11393 1.12013

16410 2017.05.22 12:59 t/p 8207 39.24 1.12013 1.11393 1.12013 251631.21 81046997.97

16411 2017.05.22 12:59 close 8206 39.24 1.12014 1.11429 1.12049 104846.34 81151844.31

16412 2017.05.22 12:59 close 8205 39.24 1.12014 1.11448 1.12068 25163.12 81177007.43

16413 2017.05.22 12:59 close 8203 39.24 1.12014 1.11461 1.12081 -29356.97 81147650.46

16414 2017.05.22 12:59 close 8204 39.24 1.12024 1.11463 1.12083 4193.85 81151844.31

16415 2017.05.22 18:14 buy 8208 39.41 1.12388 1.11828 1.12448

16416 2017.05.22 18:15 buy 8209 39.41 1.12354 1.11794 1.12414

16417 2017.05.22 18:17 buy 8210 39.41 1.12372 1.11812 1.12432

16418 2017.05.22 18:18 buy 8211 39.41 1.12370 1.11810 1.12430

16419 2017.05.22 18:19 buy 8212 39.41 1.12348 1.11788 1.12408

16420 2017.05.22 20:42 t/p 8212 39.41 1.12408 1.11788 1.12408 252721.36 81404565.67

16421 2017.05.22 20:42 close 8211 39.41 1.12408 1.11810 1.12430 160056.86 81564622.53

16422 2017.05.22 20:42 close 8210 39.41 1.12408 1.11812 1.12432 151632.81 81716255.34

16423 2017.05.22 20:42 close 8208 39.41 1.12408 1.11828 1.12448 84240.45 81800495.79

16424 2017.05.22 20:42 t/p 8209 39.41 1.12414 1.11794 1.12414 252721.35 82053217.14

16425 2017.05.22 21:56 buy 8213 39.85 1.12354 1.11794 1.12414

16426 2017.05.22 22:01 buy 8214 39.85 1.12333 1.11773 1.12393

16427 2017.05.22 22:05 buy 8215 39.85 1.12344 1.11784 1.12404

16428 2017.05.22 22:07 buy 8216 39.85 1.12338 1.11778 1.12398

16429 2017.05.22 22:09 buy 8217 39.85 1.12338 1.11778 1.12398

16430 2017.05.22 23:27 t/p 8214 39.85 1.12393 1.11773 1.12393 255542.91 82308760.05

16431 2017.05.22 23:27 close 8213 39.85 1.12393 1.11794 1.12414 166102.89 82474862.94

16432 2017.05.22 23:27 t/p 8216 39.85 1.12398 1.11778 1.12398 255542.90 82730405.84

16433 2017.05.22 23:27 t/p 8217 39.85 1.12398 1.11778 1.12398 255542.90 82985948.74

16434 2017.05.22 23:29 t/p 8215 39.85 1.12404 1.11784 1.12404 255542.90 83241491.64

Page 440: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 440/509

16435 2017.05.24 01:03 sell 8218 40.42 1.11861 1.12421 1.11801

16436 2017.05.24 01:05 sell 8219 40.42 1.11863 1.12423 1.11803

16437 2017.05.24 01:07 sell 8220 40.42 1.11863 1.12423 1.11803

16438 2017.05.24 01:10 sell 8221 40.42 1.11859 1.12419 1.11799

16439 2017.05.24 01:13 sell 8222 40.42 1.11864 1.12424 1.11804

16440 2017.05.24 02:40 t/p 8222 40.42 1.11804 1.12424 1.11804 259256.30 83500747.94

16441 2017.05.24 02:40 t/p 8219 40.42 1.11803 1.12423 1.11803 259256.31 83760004.25

16442 2017.05.24 02:40 t/p 8220 40.42 1.11803 1.12423 1.11803 259256.31 84019260.56

16443 2017.05.24 02:41 t/p 8218 40.42 1.11801 1.12421 1.11801 259256.31 84278516.87

16444 2017.05.24 02:42 t/p 8221 40.42 1.11799 1.12419 1.11799 259256.30 84537773.17

16445 2017.05.24 03:07 sell 8223 41.05 1.11859 1.12419 1.11799

16446 2017.05.24 03:08 sell 8224 41.05 1.11870 1.12430 1.11810

16447 2017.05.24 03:10 sell 8225 41.05 1.11860 1.12420 1.11800

16448 2017.05.24 03:12 sell 8226 41.05 1.11871 1.12431 1.11811

16449 2017.05.24 03:13 sell 8227 41.05 1.11881 1.12441 1.11821

16450 2017.05.24 04:31 t/p 8227 41.05 1.11821 1.12441 1.11821 263297.16 84801070.33

16451 2017.05.24 04:37 close 8223 41.05 1.11858 1.12419 1.11799 4388.29 84805458.62

16452 2017.05.24 04:38 close 8224 41.05 1.11852 1.12430 1.11810 78989.15 84884447.77

16453 2017.05.24 04:40 close 8225 41.05 1.11850 1.12420 1.11800 43882.86 84928330.63

16454 2017.05.24 04:42 close 8226 41.05 1.11865 1.12431 1.11811 26329.72 84954660.35

16455 2017.05.24 04:56 sell 8228 41.26 1.11897 1.12457 1.11837

16456 2017.05.24 04:58 sell 8229 41.26 1.11899 1.12459 1.11839

16457 2017.05.24 04:59 sell 8230 41.26 1.11902 1.12462 1.11842

16458 2017.05.24 06:02 t/p 8230 41.26 1.11842 1.12462 1.11842 264644.11 85219304.46

16459 2017.05.24 06:02 t/p 8229 41.26 1.11839 1.12459 1.11839 264644.12 85483948.58

16460 2017.05.24 06:03 t/p 8228 41.26 1.11837 1.12457 1.11837 264644.12 85748592.70

16461 2017.05.25 04:48 buy 8231 41.64 1.12203 1.11643 1.12263

16462 2017.05.25 04:49 buy 8232 41.64 1.12199 1.11639 1.12259

16463 2017.05.25 04:52 buy 8233 41.64 1.12198 1.11638 1.12258

16464 2017.05.25 04:54 buy 8234 41.64 1.12202 1.11642 1.12262

16465 2017.05.25 05:14 t/p 8233 41.64 1.12258 1.11638 1.12258 267021.50 86015614.20

16466 2017.05.25 05:14 t/p 8232 41.64 1.12259 1.11639 1.12259 267021.49 86282635.69

16467 2017.05.25 05:15 t/p 8231 41.64 1.12263 1.11643 1.12263 267021.50 86549657.19

16468 2017.05.25 05:15 t/p 8234 41.64 1.12262 1.11642 1.12262 267021.50 86816678.69

16469 2017.05.31 22:26 buy 8235 42.16 1.12336 1.11776 1.12396

16470 2017.05.31 22:28 buy 8236 42.16 1.12335 1.11775 1.12395

16471 2017.05.31 22:30 buy 8237 42.16 1.12330 1.11770 1.12390

Page 441: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 441/509

16472 2017.05.31 22:31 buy 8238 42.16 1.12324 1.11764 1.12384

16473 2017.05.31 22:32 buy 8239 42.16 1.12321 1.11761 1.12381

16474 2017.05.31 23:21 t/p 8239 42.16 1.12381 1.11761 1.12381 270358.59 87087037.28

16475 2017.05.31 23:23 t/p 8238 42.16 1.12384 1.11764 1.12384 270358.59 87357395.87

16476 2017.05.31 23:23 t/p 8237 42.16 1.12390 1.11770 1.12390 270358.59 87627754.46

16477 2017.05.31 23:29 t/p 8236 42.16 1.12395 1.11775 1.12395 270358.59 87898113.05

16478 2017.05.31 23:29 t/p 8235 42.16 1.12396 1.11776 1.12396 270358.59 88168471.64

16479 2017.06.01 01:49 buy 8240 42.82 1.12380 1.11820 1.12440

16480 2017.06.01 01:50 buy 8241 42.82 1.12371 1.11811 1.12431

16481 2017.06.01 01:54 buy 8242 42.82 1.12376 1.11816 1.12436

16482 2017.06.01 01:55 buy 8243 42.82 1.12376 1.11816 1.12436

16483 2017.06.01 02:25 t/p 8241 42.82 1.12431 1.11811 1.12431 274590.96 88443062.60

16484 2017.06.01 02:26 t/p 8242 42.82 1.12436 1.11816 1.12436 274590.96 88717653.56

16485 2017.06.01 02:26 t/p 8243 42.82 1.12436 1.11816 1.12436 274590.96 88992244.52

16486 2017.06.01 02:26 t/p 8240 42.82 1.12440 1.11820 1.12440 274590.96 89266835.48

16487 2017.06.01 03:03 buy 8244 43.35 1.12388 1.11828 1.12448

16488 2017.06.01 03:04 buy 8245 43.35 1.12377 1.11817 1.12437

16489 2017.06.01 03:06 buy 8246 43.35 1.12379 1.11819 1.12439

16490 2017.06.01 03:21 buy 8247 43.35 1.12370 1.11810 1.12430

16491 2017.06.01 03:23 buy 8248 43.35 1.12365 1.11805 1.12425

16492 2017.06.01 04:34 t/p 8248 43.35 1.12425 1.11805 1.12425 277989.68 89544825.16

16493 2017.06.01 04:34 close 8245 43.35 1.12425 1.11817 1.12437 222391.74 89767216.90

16494 2017.06.01 04:34 close 8244 43.35 1.12425 1.11828 1.12448 171426.97 89938643.87

16495 2017.06.01 04:35 t/p 8247 43.35 1.12430 1.11810 1.12430 277989.68 90216633.55

16496 2017.06.01 04:35 t/p 8246 43.35 1.12439 1.11819 1.12439 277989.68 90494623.23

16497 2017.06.05 00:01 buy 8249 43.95 1.12720 1.12160 1.12780

16498 2017.06.05 00:04 buy 8250 43.95 1.12733 1.12173 1.12793

16499 2017.06.05 00:05 buy 8251 43.95 1.12733 1.12173 1.12793

16500 2017.06.05 00:08 buy 8252 43.95 1.12733 1.12173 1.12793

16501 2017.06.05 00:15 buy 8253 43.95 1.12752 1.12192 1.12812

16502 2017.06.05 00:21 t/p 8249 43.95 1.12780 1.12160 1.12780 281837.29 90776460.52

16503 2017.06.05 00:22 t/p 8250 43.95 1.12793 1.12173 1.12793 281837.28 91058297.80

16504 2017.06.05 00:22 t/p 8251 43.95 1.12793 1.12173 1.12793 281837.28 91340135.08

16505 2017.06.05 00:22 t/p 8252 43.95 1.12793 1.12173 1.12793 281837.28 91621972.36

16506 2017.06.05 00:25 t/p 8253 43.95 1.12812 1.12192 1.12812 281837.29 91903809.65

16507 2017.06.05 00:46 buy 8254 44.63 1.12747 1.12187 1.12807

16508 2017.06.05 01:09 t/p 8254 44.63 1.12807 1.12187 1.12807 286197.91 92190007.56

16509 2017.06.05 03:02 buy 8255 44.77 1.12749 1.12189 1.12809

Page 442: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 442/509

16510 2017.06.05 03:15 buy 8256 44.77 1.12743 1.12183 1.12803

16511 2017.06.05 03:24 buy 8257 44.77 1.12722 1.12162 1.12782

16512 2017.06.05 03:25 buy 8258 44.77 1.12714 1.12154 1.12774

16513 2017.06.05 03:30 buy 8259 44.77 1.12723 1.12163 1.12783

16514 2017.06.05 10:13 t/p 8258 44.77 1.12774 1.12154 1.12774 287093.00 92477100.56

16515 2017.06.05 10:13 close 8256 44.77 1.12774 1.12183 1.12803 148331.39 92625431.95

16516 2017.06.05 10:13 close 8255 44.77 1.12774 1.12189 1.12809 119622.09 92745054.04

16517 2017.06.05 10:13 close 8259 44.77 1.12773 1.12163 1.12783 239244.16 92984298.20

16518 2017.06.05 10:13 close 8257 44.77 1.12772 1.12162 1.12782 239244.16 93223542.36

16519 2017.06.14 19:52 buy 8260 45.27 1.12704 1.12144 1.12764

16520 2017.06.14 19:54 buy 8261 45.27 1.12690 1.12130 1.12750

16521 2017.06.14 19:55 buy 8262 45.27 1.12682 1.12122 1.12742

16522 2017.06.14 19:56 buy 8263 45.27 1.12667 1.12107 1.12727

16523 2017.06.14 20:00 t/p 8263 45.27 1.12727 1.12107 1.12727 290299.31 93513841.67

16524 2017.06.14 20:09 buy 8264 45.41 1.12676 1.12116 1.12736

16525 2017.06.14 20:11 buy 8265 45.41 1.12675 1.12115 1.12735

16526 2017.06.14 20:52 t/p 8265 45.41 1.12735 1.12115 1.12735 291197.08 93805038.75

16527 2017.06.14 20:52 t/p 8264 45.41 1.12736 1.12116 1.12736 291197.07 94096235.82

16528 2017.06.14 21:00 t/p 8262 45.27 1.12742 1.12122 1.12742 290299.31 94386535.13

16529 2017.06.14 21:00 t/p 8261 45.27 1.12750 1.12130 1.12750 290299.30 94676834.43

16530 2017.06.14 21:00 t/p 8260 45.27 1.12764 1.12144 1.12764 290299.31 94967133.74

16531 2017.06.14 21:01 buy 8266 46.12 1.12569 1.12009 1.12629

16532 2017.06.14 21:02 buy 8267 46.12 1.12582 1.12022 1.12642

16533 2017.06.14 21:02 t/p 8266 46.12 1.12629 1.12009 1.12629 295750.03 95262883.77

16534 2017.06.14 21:02 t/p 8267 46.12 1.12642 1.12022 1.12642 295750.04 95558633.81

16535 2017.06.14 21:06 buy 8268 46.41 1.12611 1.12051 1.12671

16536 2017.06.14 21:08 buy 8269 46.41 1.12590 1.12030 1.12650

16537 2017.06.14 21:08 t/p 8269 46.41 1.12650 1.12030 1.12650 297609.69 95856243.50

16538 2017.06.14 21:08 t/p 8268 46.41 1.12671 1.12051 1.12671 297609.69 96153853.19

16539 2017.06.14 21:13 buy 8270 46.70 1.12596 1.12036 1.12656

16540 2017.06.14 21:15 buy 8271 46.70 1.12534 1.11974 1.12594

16541 2017.06.14 21:16 buy 8272 46.70 1.12511 1.11951 1.12571

16542 2017.06.14 21:18 buy 8273 46.70 1.12494 1.11934 1.12554

16543 2017.06.14 21:21 buy 8274 46.70 1.12521 1.11961 1.12581

16544 2017.06.14 21:21 t/p 8273 46.70 1.12554 1.11934 1.12554 299469.36 96453322.55

16545 2017.06.14 21:23 t/p 8272 46.70 1.12571 1.11951 1.12571 299469.36 96752791.91

16546 2017.06.14 21:23 t/p 8274 46.70 1.12581 1.11961 1.12581 299469.36 97052261.27

Page 443: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 443/509

16547 2017.06.14 21:25 buy 8275 47.13 1.12563 1.12003 1.12623

16548 2017.06.14 21:26 buy 8276 47.13 1.12540 1.11980 1.12600

16549 2017.06.14 21:27 buy 8277 47.13 1.12519 1.11959 1.12579

16550 2017.06.14 22:23 s/l 8270 46.70 1.12036 1.12036 1.12656 -2795047.31 94257213.96

16551 2017.06.14 22:23 close 8271 46.70 1.12035 1.11974 1.12594 -2490586.79 91766627.17

16552 2017.06.14 22:23 close 8276 47.13 1.12035 1.11980 1.12600 -2543742.07 89222885.10

16553 2017.06.14 22:24 close 8275 47.13 1.12015 1.12003 1.12623 -2760337.92 86462547.18

16554 2017.06.14 22:25 close 8277 47.13 1.12007 1.11959 1.12579 -2579001.86 83883545.32

16555 2017.06.15 18:09 sell 8278 40.74 1.11562 1.12122 1.11502

16556 2017.06.15 18:11 sell 8279 40.74 1.11563 1.12123 1.11503

16557 2017.06.15 18:12 sell 8280 40.74 1.11564 1.12124 1.11504

16558 2017.06.15 18:13 sell 8281 40.74 1.11563 1.12123 1.11503

16559 2017.06.15 18:31 t/p 8280 40.74 1.11504 1.12124 1.11504 261306.36 84144851.68

16560 2017.06.15 18:31 t/p 8279 40.74 1.11503 1.12123 1.11503 261306.36 84406158.04

16561 2017.06.15 18:31 t/p 8281 40.74 1.11503 1.12123 1.11503 261306.36 84667464.40

16562 2017.06.15 18:31 t/p 8278 40.74 1.11502 1.12122 1.11502 261306.36 84928770.76

16563 2017.06.15 21:55 sell 8282 41.24 1.11508 1.12068 1.11448

16564 2017.06.15 21:57 sell 8283 41.24 1.11522 1.12082 1.11462

16565 2017.06.15 21:58 sell 8284 41.24 1.11524 1.12084 1.11464

16566 2017.06.15 22:00 sell 8285 41.24 1.11533 1.12093 1.11473

16567 2017.06.15 22:04 sell 8286 41.24 1.11535 1.12095 1.11475

16568 2017.06.15 22:43 t/p 8286 41.24 1.11475 1.12095 1.11475 264513.36 85193284.12

16569 2017.06.15 22:43 t/p 8285 41.24 1.11473 1.12093 1.11473 264513.36 85457797.48

16570 2017.06.15 22:43 t/p 8284 41.24 1.11464 1.12084 1.11464 264513.36 85722310.84

16571 2017.06.15 22:43 t/p 8283 41.24 1.11462 1.12082 1.11462 264513.36 85986824.20

16572 2017.06.15 23:02 t/p 8282 41.24 1.11448 1.12068 1.11448 264513.36 86251337.56

16573 2017.06.16 03:26 sell 8287 41.89 1.11498 1.12058 1.11438

16574 2017.06.16 03:31 sell 8288 41.89 1.11495 1.12055 1.11435

16575 2017.06.16 03:32 sell 8289 41.89 1.11519 1.12079 1.11459

16576 2017.06.16 05:10 close 8289 41.89 1.11519 1.12079 1.11459 0.00 86251337.56

16577 2017.06.16 05:12 close 8287 41.89 1.11498 1.12058 1.11438 0.00 86251337.56

16578 2017.06.16 05:13 close 8288 41.89 1.11495 1.12055 1.11435 0.00 86251337.56

16579 2017.06.17 00:30 buy 8290 41.89 1.11921 1.11361 1.11981

16580 2017.06.18 23:59 close 8290 41.89 1.11965 1.11361 1.11981 196991.41 86448328.97

16581 2017.06.19 01:00 buy 8291 41.98 1.11990 1.11430 1.12050

16582 2017.06.19 01:01 buy 8292 41.98 1.11981 1.11421 1.12041

16583 2017.06.19 01:02 buy 8293 41.98 1.11966 1.11406 1.12026

16584 2017.06.19 01:47 t/p 8293 41.98 1.12026 1.11406 1.12026 269201.79 86717530.76

Page 444: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 444/509

16585 2017.06.19 02:00 t/p 8292 41.98 1.12041 1.11421 1.12041 269201.78 86986732.54

16586 2017.06.19 02:30 close 8291 41.98 1.12029 1.11430 1.12050 174981.16 87161713.70

16587 2017.06.19 03:11 buy 8294 42.33 1.12000 1.11440 1.12060

16588 2017.06.19 03:12 buy 8295 42.33 1.11985 1.11425 1.12045

16589 2017.06.19 03:15 buy 8296 42.33 1.11989 1.11429 1.12049

16590 2017.06.19 03:16 buy 8297 42.33 1.11979 1.11419 1.12039

16591 2017.06.19 03:17 buy 8298 42.33 1.11965 1.11405 1.12025

16592 2017.06.19 09:28 t/p 8298 42.33 1.12025 1.11405 1.12025 271446.21 87433159.91

16593 2017.06.19 09:28 close 8297 42.33 1.12025 1.11419 1.12039 208108.76 87641268.67

16594 2017.06.19 09:28 close 8296 42.33 1.12025 1.11429 1.12049 162867.73 87804136.40

16595 2017.06.19 09:28 close 8295 42.33 1.12025 1.11425 1.12045 180964.14 87985100.54

16596 2017.06.19 09:28 close 8294 42.33 1.12025 1.11440 1.12060 113102.59 88098203.13

16597 2017.06.20 01:15 sell 8299 42.78 1.11518 1.12078 1.11458

16598 2017.06.20 01:40 sell 8300 42.78 1.11521 1.12081 1.11461

16599 2017.06.20 01:42 sell 8301 42.78 1.11521 1.12081 1.11461

16600 2017.06.20 02:25 t/p 8300 42.78 1.11461 1.12081 1.11461 274390.92 88372594.05

16601 2017.06.20 02:25 t/p 8301 42.78 1.11461 1.12081 1.11461 274390.92 88646984.97

16602 2017.06.20 02:26 t/p 8299 42.78 1.11458 1.12078 1.11458 274390.92 88921375.89

16603 2017.06.20 04:16 sell 8302 43.18 1.11492 1.12052 1.11432

16604 2017.06.20 04:17 sell 8303 43.18 1.11504 1.12064 1.11444

16605 2017.06.20 04:18 sell 8304 43.18 1.11507 1.12067 1.11447

16606 2017.06.20 04:19 sell 8305 43.18 1.11508 1.12068 1.11448

16607 2017.06.20 04:20 sell 8306 43.18 1.11507 1.12067 1.11447

16608 2017.06.20 10:18 t/p 8305 43.18 1.11448 1.12068 1.11448 276956.52 89198332.41

16609 2017.06.20 10:18 close 8302 43.18 1.11448 1.12052 1.11432 203101.44 89401433.85

16610 2017.06.20 10:18 t/p 8304 43.18 1.11447 1.12067 1.11447 276956.52 89678390.37

16611 2017.06.20 10:18 t/p 8306 43.18 1.11447 1.12067 1.11447 276956.52 89955346.89

16612 2017.06.20 10:18 t/p 8303 43.18 1.11444 1.12064 1.11444 276956.52 90232303.41

16613 2017.06.20 21:41 sell 8307 43.82 1.11288 1.11848 1.11228

16614 2017.06.20 21:42 sell 8308 43.82 1.11296 1.11856 1.11236

16615 2017.06.20 21:52 sell 8309 43.82 1.11291 1.11851 1.11231

16616 2017.06.20 21:53 sell 8310 43.82 1.11302 1.11862 1.11242

16617 2017.06.20 22:25 sell 8311 43.82 1.11299 1.11859 1.11239

16618 2017.06.23 11:06 s/l 8307 43.82 1.11848 1.11848 1.11228 -2470671.58 87761631.83

16619 2017.06.23 11:06 close 8310 43.82 1.11848 1.11862 1.11242 -2405090.56 85356541.27

16620 2017.06.23 11:06 s/l 8309 43.82 1.11851 1.11851 1.11231 -2470671.58 82885869.70

16621 2017.06.23 11:06 s/l 8308 43.82 1.11856 1.11856 1.11236 -2470671.58 80415198.12

Page 445: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 445/509

16622 2017.06.23 11:07 s/l 8311 43.82 1.11859 1.11859 1.11239 -2470671.58 77944526.54

16623 2017.06.25 23:54 buy 8312 37.85 1.12008 1.11448 1.12068

16624 2017.06.26 00:06 buy 8313 37.85 1.11933 1.11373 1.11993

16625 2017.06.26 00:09 buy 8314 37.85 1.11944 1.11384 1.12004

16626 2017.06.26 00:10 buy 8315 37.85 1.11938 1.11378 1.11998

16627 2017.06.26 00:14 buy 8316 37.85 1.11937 1.11377 1.11997

16628 2017.06.26 03:08 t/p 8313 37.85 1.11993 1.11373 1.11993 242717.67 78187244.21

16629 2017.06.26 03:08 close 8314 37.85 1.11993 1.11384 1.12004 198219.43 78385463.64

16630 2017.06.26 03:08 close 8315 37.85 1.11988 1.11378 1.11998 202264.73 78587728.37

16631 2017.06.26 03:08 close 8316 37.85 1.11987 1.11377 1.11997 202264.72 78789993.09

16632 2017.06.26 05:00 close 8312 37.85 1.11893 1.11448 1.12068 -513461.82 78276531.27

16633 2017.06.27 23:57 buy 8317 38.01 1.13390 1.12830 1.13450

16634 2017.06.27 23:58 buy 8318 38.01 1.13388 1.12828 1.13448

16635 2017.06.28 00:01 buy 8319 38.01 1.13386 1.12826 1.13446

16636 2017.06.28 00:02 buy 8320 38.01 1.13371 1.12811 1.13431

16637 2017.06.28 00:05 buy 8321 38.01 1.13374 1.12814 1.13434

16638 2017.06.28 01:51 t/p 8320 38.01 1.13431 1.12811 1.13431 243743.69 78520274.96

16639 2017.06.28 01:51 close 8319 38.01 1.13432 1.12826 1.13446 186870.16 78707145.12

16640 2017.06.28 01:51 close 8318 38.01 1.13432 1.12828 1.13448 130288.45 78837433.57

16641 2017.06.28 01:51 close 8317 38.01 1.13432 1.12830 1.13450 122163.66 78959597.22

16642 2017.06.28 01:51 t/p 8321 38.01 1.13434 1.12814 1.13434 243743.69 79203340.91

16643 2017.06.28 02:55 buy 8322 38.46 1.13370 1.12810 1.13430

16644 2017.06.28 04:25 close 8322 38.46 1.13377 1.12810 1.13430 28773.15 79232114.06

16645 2017.06.28 12:01 buy 8323 38.48 1.13574 1.13014 1.13634

16646 2017.06.28 12:09 buy 8324 38.48 1.13617 1.13057 1.13677

16647 2017.06.28 12:10 buy 8325 38.48 1.13612 1.13052 1.13672

16648 2017.06.28 12:11 buy 8326 38.48 1.13611 1.13051 1.13671

16649 2017.06.28 12:12 buy 8327 38.48 1.13588 1.13028 1.13648

16650 2017.06.28 13:02 t/p 8323 38.48 1.13634 1.13014 1.13634 246755.31 79478869.37

16651 2017.06.28 13:12 t/p 8327 38.48 1.13648 1.13028 1.13648 246755.31 79725624.68

16652 2017.06.28 13:17 t/p 8326 38.48 1.13671 1.13051 1.13671 246755.31 79972379.99

16653 2017.06.28 13:17 t/p 8325 38.48 1.13672 1.13052 1.13672 246755.31 80219135.30

16654 2017.06.28 13:18 t/p 8324 38.48 1.13677 1.13057 1.13677 246755.31 80465890.61

16655 2017.06.29 12:30 buy 8328 39.08 1.14143 1.13583 1.14203

16656 2017.06.29 14:20 close 8328 39.08 1.13945 1.13583 1.14203 -826989.38 79638901.23

16657 2017.06.30 02:59 buy 8329 38.68 1.14404 1.13844 1.14464

16658 2017.06.30 03:03 buy 8330 38.68 1.14396 1.13836 1.14456

16659 2017.06.30 03:06 buy 8331 38.68 1.14393 1.13833 1.14453

Page 446: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 446/509

16660 2017.06.30 03:07 buy 8332 38.68 1.14391 1.13831 1.14451

16661 2017.06.30 03:08 buy 8333 38.68 1.14374 1.13814 1.14434

16662 2017.06.30 04:59 t/p 8333 38.68 1.14434 1.13814 1.14434 248037.82 79886939.05

16663 2017.06.30 04:59 close 8332 38.68 1.14434 1.13831 1.14451 177760.44 80064699.49

16664 2017.06.30 04:59 close 8331 38.68 1.14434 1.13833 1.14453 169492.51 80234192.00

16665 2017.06.30 04:59 close 8330 38.68 1.14434 1.13836 1.14456 157090.62 80391282.62

16666 2017.06.30 04:59 close 8329 38.68 1.14434 1.13844 1.14464 124018.91 80515301.53

16667 2017.07.03 20:47 sell 8334 39.10 1.13671 1.14231 1.13611

16668 2017.07.03 20:48 sell 8335 39.10 1.13673 1.14233 1.13613

16669 2017.07.03 20:49 sell 8336 39.10 1.13676 1.14236 1.13616

16670 2017.07.03 21:00 t/p 8336 39.10 1.13616 1.14236 1.13616 250787.40 80766088.93

16671 2017.07.03 21:00 t/p 8335 39.10 1.13613 1.14233 1.13613 250787.40 81016876.33

16672 2017.07.03 21:00 t/p 8334 39.10 1.13611 1.14231 1.13611 250787.40 81267663.73

16673 2017.07.03 22:48 sell 8337 39.47 1.13611 1.14171 1.13551

16674 2017.07.03 23:00 sell 8338 39.47 1.13620 1.14180 1.13560

16675 2017.07.03 23:04 sell 8339 39.47 1.13627 1.14187 1.13567

16676 2017.07.03 23:05 sell 8340 39.47 1.13632 1.14192 1.13572

16677 2017.07.03 23:09 sell 8341 39.47 1.13632 1.14192 1.13572

16678 2017.07.04 08:30 t/p 8340 39.47 1.13572 1.14192 1.13572 280645.27 81548309.00

16679 2017.07.04 08:30 t/p 8341 39.47 1.13572 1.14192 1.13572 280645.27 81828954.26

16680 2017.07.04 08:30 close 8338 39.47 1.13572 1.14180 1.13560 230013.15 82058967.41

16681 2017.07.04 08:30 close 8337 39.47 1.13572 1.14171 1.13551 192039.06 82251006.47

16682 2017.07.04 08:30 t/p 8339 39.47 1.13567 1.14187 1.13567 280645.27 82531651.73

16683 2017.07.07 00:53 buy 8342 40.08 1.14203 1.13643 1.14263

16684 2017.07.07 01:30 buy 8343 40.08 1.14194 1.13634 1.14254

16685 2017.07.07 02:23 close 8342 40.08 1.14203 1.13643 1.14263 0.00 82531651.73

16686 2017.07.07 03:00 close 8343 40.08 1.14194 1.13634 1.14254 0.00 82531651.73

16687 2017.07.07 03:06 buy 8344 40.08 1.14192 1.13632 1.14252

16688 2017.07.07 03:08 buy 8345 40.08 1.14194 1.13634 1.14254

16689 2017.07.07 03:10 buy 8346 40.08 1.14191 1.13631 1.14251

16690 2017.07.07 03:11 buy 8347 40.08 1.14183 1.13623 1.14243

16691 2017.07.07 03:13 buy 8348 40.08 1.14174 1.13614 1.14234

16692 2017.07.07 10:16 t/p 8348 40.08 1.14234 1.13614 1.14234 257015.41 82788667.14

16693 2017.07.07 10:16 close 8346 40.08 1.14234 1.13631 1.14251 184194.37 82972861.51

16694 2017.07.07 10:16 close 8345 40.08 1.14234 1.13634 1.14254 171343.60 83144205.11

16695 2017.07.07 10:16 close 8344 40.08 1.14234 1.13632 1.14252 179910.78 83324115.89

16696 2017.07.07 10:16 t/p 8347 40.08 1.14243 1.13623 1.14243 257015.41 83581131.30

Page 447: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 447/509

16697 2017.07.11 23:11 buy 8349 40.59 1.14618 1.14058 1.14678

16698 2017.07.11 23:15 buy 8350 40.59 1.14620 1.14060 1.14680

16699 2017.07.12 00:41 close 8349 40.59 1.14631 1.14058 1.14678 4649.23 83585780.53

16700 2017.07.12 00:45 close 8350 40.59 1.14631 1.14060 1.14680 -4026.96 83581753.57

16701 2017.07.17 03:31 buy 8351 40.59 1.14684 1.14124 1.14744

16702 2017.07.17 03:33 buy 8352 40.59 1.14683 1.14123 1.14743

16703 2017.07.17 03:34 buy 8353 40.59 1.14678 1.14118 1.14738

16704 2017.07.17 03:41 buy 8354 40.59 1.14683 1.14123 1.14743

16705 2017.07.17 03:42 buy 8355 40.59 1.14682 1.14122 1.14742

16706 2017.07.17 17:15 t/p 8353 40.59 1.14738 1.14118 1.14738 260285.81 83842039.38

16707 2017.07.17 17:15 t/p 8355 40.59 1.14742 1.14122 1.14742 260285.82 84102325.20

16708 2017.07.17 17:15 t/p 8352 40.59 1.14743 1.14123 1.14743 260285.81 84362611.01

16709 2017.07.17 17:15 t/p 8354 40.59 1.14743 1.14123 1.14743 260285.81 84622896.82

16710 2017.07.17 17:15 t/p 8351 40.59 1.14744 1.14124 1.14744 260285.81 84883182.63

16711 2017.07.18 19:27 buy 8356 41.22 1.15703 1.15143 1.15763

16712 2017.07.18 19:28 buy 8357 41.22 1.15691 1.15131 1.15751

16713 2017.07.18 19:30 buy 8358 41.22 1.15689 1.15129 1.15749

16714 2017.07.18 19:32 buy 8359 41.22 1.15697 1.15137 1.15757

16715 2017.07.18 19:33 buy 8360 41.22 1.15674 1.15114 1.15734

16716 2017.07.19 11:13 s/l 8356 41.22 1.15143 1.15143 1.15763 -2519543.09 82363639.54

16717 2017.07.19 11:13 close 8357 41.22 1.15143 1.15131 1.15751 -2466678.94 79896960.60

16718 2017.07.19 11:13 close 8360 41.22 1.15143 1.15114 1.15734 -2391788.05 77505172.55

16719 2017.07.19 11:14 close 8358 41.22 1.15157 1.15129 1.15749 -2396193.40 75108979.15

16720 2017.07.19 11:15 close 8359 41.22 1.15168 1.15137 1.15757 -2382977.36 72726001.78

16721 2017.07.20 21:43 buy 8361 35.32 1.16210 1.15650 1.16270

16722 2017.07.20 21:44 buy 8362 35.32 1.16206 1.15646 1.16266

16723 2017.07.20 21:46 buy 8363 35.32 1.16207 1.15647 1.16267

16724 2017.07.20 21:47 buy 8364 35.32 1.16197 1.15637 1.16257

16725 2017.07.20 21:51 buy 8365 35.32 1.16215 1.15655 1.16275

16726 2017.07.20 22:02 t/p 8364 35.32 1.16257 1.15637 1.16257 226493.74 72952495.52

16727 2017.07.20 22:11 t/p 8362 35.32 1.16266 1.15646 1.16266 226493.74 73178989.26

16728 2017.07.20 22:12 t/p 8363 35.32 1.16267 1.15647 1.16267 226493.74 73405483.00

16729 2017.07.20 22:12 t/p 8361 35.32 1.16270 1.15650 1.16270 226493.74 73631976.74

16730 2017.07.20 22:14 t/p 8365 35.32 1.16275 1.15655 1.16275 226493.74 73858470.48

16731 2017.07.21 01:29 buy 8366 35.87 1.16291 1.15731 1.16351

16732 2017.07.21 01:30 buy 8367 35.87 1.16291 1.15731 1.16351

16733 2017.07.21 01:31 buy 8368 35.87 1.16285 1.15725 1.16345

16734 2017.07.21 01:32 buy 8369 35.87 1.16280 1.15720 1.16340

Page 448: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 448/509

16735 2017.07.21 01:36 buy 8370 35.87 1.16290 1.15730 1.16350

16736 2017.07.21 05:10 t/p 8369 35.87 1.16340 1.15720 1.16340 230020.68 74088491.16

16737 2017.07.21 05:10 close 8370 35.87 1.16340 1.15730 1.16350 191683.90 74280175.06

16738 2017.07.21 05:10 close 8367 35.87 1.16340 1.15731 1.16351 187850.22 74468025.28

16739 2017.07.21 05:10 close 8366 35.87 1.16340 1.15731 1.16351 187850.22 74655875.50

16740 2017.07.21 05:10 t/p 8368 35.87 1.16345 1.15725 1.16345 230020.68 74885896.18

16741 2017.07.27 02:05 buy 8371 36.37 1.17304 1.16744 1.17364

16742 2017.07.27 02:07 buy 8372 36.37 1.17293 1.16733 1.17353

16743 2017.07.27 02:09 buy 8373 36.37 1.17282 1.16722 1.17342

16744 2017.07.27 02:13 buy 8374 36.37 1.17297 1.16737 1.17357

16745 2017.07.27 02:14 buy 8375 36.37 1.17291 1.16731 1.17351

16746 2017.07.27 03:04 t/p 8373 36.37 1.17342 1.16722 1.17342 233237.90 75119134.08

16747 2017.07.27 03:11 t/p 8375 36.37 1.17351 1.16731 1.17351 233237.90 75352371.98

16748 2017.07.27 03:11 t/p 8372 36.37 1.17353 1.16733 1.17353 233237.90 75585609.88

16749 2017.07.27 03:11 t/p 8374 36.37 1.17357 1.16737 1.17357 233237.90 75818847.78

16750 2017.07.27 03:11 t/p 8371 36.37 1.17364 1.16744 1.17364 233237.90 76052085.68

16751 2017.07.27 03:47 buy 8376 36.93 1.17264 1.16704 1.17324

16752 2017.07.27 04:09 buy 8377 36.93 1.17261 1.16701 1.17321

16753 2017.07.27 04:10 buy 8378 36.93 1.17254 1.16694 1.17314

16754 2017.07.27 04:12 buy 8379 36.93 1.17245 1.16685 1.17305

16755 2017.07.27 04:14 buy 8380 36.93 1.17244 1.16684 1.17304

16756 2017.07.27 04:39 t/p 8380 36.93 1.17304 1.16684 1.17304 236829.14 76288914.82

16757 2017.07.27 04:48 t/p 8379 36.93 1.17305 1.16685 1.17305 236829.14 76525743.96

16758 2017.07.27 04:48 t/p 8378 36.93 1.17314 1.16694 1.17314 236829.14 76762573.10

16759 2017.07.27 04:49 t/p 8377 36.93 1.17321 1.16701 1.17321 236829.14 76999402.24

16760 2017.07.27 04:49 t/p 8376 36.93 1.17324 1.16704 1.17324 236829.13 77236231.37

16761 2017.07.27 20:34 sell 8381 37.51 1.16719 1.17279 1.16659

16762 2017.07.27 20:35 sell 8382 37.51 1.16727 1.17287 1.16667

16763 2017.07.27 20:37 sell 8383 37.51 1.16726 1.17286 1.16666

16764 2017.07.27 20:38 sell 8384 37.51 1.16740 1.17300 1.16680

16765 2017.07.27 20:40 sell 8385 37.51 1.16743 1.17303 1.16683

16766 2017.07.27 20:45 t/p 8385 37.51 1.16683 1.17303 1.16683 240602.65 77476834.02

16767 2017.07.27 20:46 t/p 8384 37.51 1.16680 1.17300 1.16680 240602.64 77717436.66

16768 2017.07.27 20:46 t/p 8382 37.51 1.16667 1.17287 1.16667 240602.64 77958039.30

16769 2017.07.27 20:46 t/p 8383 37.51 1.16666 1.17286 1.16666 240602.65 78198641.95

16770 2017.07.27 20:55 t/p 8381 37.51 1.16659 1.17279 1.16659 240602.64 78439244.59

16771 2017.07.29 00:05 buy 8386 38.09 1.17500 1.16940 1.17560

Page 449: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 449/509

16772 2017.07.31 00:00 buy 8387 38.09 1.17482 1.16922 1.17542

16773 2017.07.31 00:01 buy 8388 38.09 1.17486 1.16926 1.17546

16774 2017.07.31 00:05 close 8386 38.09 1.17504 1.16940 1.17560 -32274.22 78406970.37

16775 2017.07.31 00:12 t/p 8387 38.09 1.17542 1.16922 1.17542 244270.41 78651240.78

16776 2017.07.31 00:12 t/p 8388 38.09 1.17546 1.16926 1.17546 244270.40 78895511.18

16777 2017.07.31 02:31 buy 8389 38.31 1.17519 1.16959 1.17579

16778 2017.07.31 02:32 buy 8390 38.31 1.17513 1.16953 1.17573

16779 2017.07.31 02:33 buy 8391 38.31 1.17510 1.16950 1.17570

16780 2017.07.31 02:34 buy 8392 38.31 1.17504 1.16944 1.17564

16781 2017.07.31 03:15 close 8389 38.31 1.17359 1.16959 1.17579 -655150.03 78240361.15

16782 2017.07.31 03:15 close 8391 38.31 1.17359 1.16950 1.17570 -618297.84 77622063.31

16783 2017.07.31 03:16 close 8390 38.31 1.17366 1.16953 1.17573 -601919.10 77020144.21

16784 2017.07.31 03:17 close 8392 38.31 1.17349 1.16944 1.17564 -634676.60 76385467.61

16785 2017.09.07 14:47 buy 8393 37.09 1.19681 1.19121 1.19741

16786 2017.09.07 14:47 t/p 8393 37.09 1.19741 1.19121 1.19741 237855.20 76623322.81

16787 2017.09.07 15:20 buy 8394 37.21 1.19667 1.19107 1.19727

16788 2017.09.07 15:26 t/p 8394 37.21 1.19727 1.19107 1.19727 238624.75 76861947.56

16789 2017.09.08 04:43 buy 8395 37.33 1.20251 1.19691 1.20311

16790 2017.09.08 04:50 buy 8396 37.33 1.20251 1.19691 1.20311

16791 2017.09.08 04:52 buy 8397 37.33 1.20247 1.19687 1.20307

16792 2017.09.08 04:56 buy 8398 37.33 1.20249 1.19689 1.20309

16793 2017.09.08 04:57 buy 8399 37.33 1.20248 1.19688 1.20308

16794 2017.09.08 05:15 t/p 8397 37.33 1.20307 1.19687 1.20307 239394.30 77101341.86

16795 2017.09.08 05:16 t/p 8399 37.33 1.20308 1.19688 1.20308 239394.31 77340736.17

16796 2017.09.08 05:16 t/p 8398 37.33 1.20309 1.19689 1.20309 239394.30 77580130.47

16797 2017.09.08 05:16 t/p 8395 37.33 1.20311 1.19691 1.20311 239394.30 77819524.77

16798 2017.09.08 05:16 t/p 8396 37.33 1.20311 1.19691 1.20311 239394.30 78058919.07

16799 2017.09.12 01:01 sell 8400 37.91 1.19559 1.20119 1.19499

16800 2017.09.12 01:02 sell 8401 37.91 1.19560 1.20120 1.19500

16801 2017.09.12 01:03 sell 8402 37.91 1.19566 1.20126 1.19506

16802 2017.09.12 01:04 sell 8403 37.91 1.19572 1.20132 1.19512

16803 2017.09.12 01:05 sell 8404 37.91 1.19579 1.20139 1.19519

16804 2017.09.12 03:50 t/p 8404 37.91 1.19519 1.20139 1.19519 243172.94 78302092.01

16805 2017.09.12 03:50 close 8402 37.91 1.19519 1.20126 1.19506 190485.47 78492577.48

16806 2017.09.12 03:50 close 8401 37.91 1.19519 1.20120 1.19500 166168.18 78658745.66

16807 2017.09.12 03:50 close 8400 37.91 1.19519 1.20119 1.19499 162115.29 78820860.95

16808 2017.09.12 03:50 t/p 8403 37.91 1.19512 1.20132 1.19512 243172.93 79064033.88

16809 2017.09.13 23:29 sell 8405 38.39 1.18865 1.19425 1.18805

Page 450: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 450/509

16810 2017.09.14 00:27 sell 8406 38.39 1.18901 1.19461 1.18841

16811 2017.09.14 00:30 sell 8407 38.39 1.18887 1.19447 1.18827

16812 2017.09.14 00:32 sell 8408 38.39 1.18894 1.19454 1.18834

16813 2017.09.14 00:41 sell 8409 38.39 1.18889 1.19449 1.18829

16814 2017.09.14 03:54 t/p 8406 38.39 1.18841 1.19461 1.18841 246242.68 79310276.56

16815 2017.09.14 03:54 close 8409 38.39 1.18841 1.19449 1.18829 196994.14 79507270.70

16816 2017.09.14 03:54 close 8407 38.39 1.18841 1.19447 1.18827 188786.05 79696056.75

16817 2017.09.14 03:54 close 8405 38.39 1.18841 1.19425 1.18805 178694.97 79874751.73

16818 2017.09.14 03:54 t/p 8408 38.39 1.18834 1.19454 1.18834 246242.68 80120994.41

16819 2017.09.22 13:14 buy 8410 38.90 1.19773 1.19213 1.19833

16820 2017.09.22 13:15 buy 8411 38.90 1.19738 1.19178 1.19798

16821 2017.09.22 13:18 buy 8412 38.90 1.19741 1.19181 1.19801

16822 2017.09.22 13:24 buy 8413 38.90 1.19773 1.19213 1.19833

16823 2017.09.22 13:25 buy 8414 38.90 1.19767 1.19207 1.19827

16824 2017.09.22 17:36 t/p 8411 38.90 1.19798 1.19178 1.19798 249488.26 80370482.67

16825 2017.09.22 17:36 close 8414 38.90 1.19799 1.19207 1.19827 133060.40 80503543.07

16826 2017.09.22 17:36 close 8413 38.90 1.19799 1.19213 1.19833 108111.58 80611654.65

16827 2017.09.22 17:36 close 8410 38.90 1.19799 1.19213 1.19833 108111.58 80719766.23

16828 2017.09.22 17:36 t/p 8412 38.90 1.19801 1.19181 1.19801 249488.26 80969254.49

16829 2017.09.25 03:03 sell 8415 39.32 1.19270 1.19830 1.19210

16830 2017.09.25 03:06 sell 8416 39.32 1.19270 1.19830 1.19210

16831 2017.09.25 03:07 sell 8417 39.32 1.19275 1.19835 1.19215

16832 2017.09.25 03:08 sell 8418 39.32 1.19289 1.19849 1.19229

16833 2017.09.25 03:12 sell 8419 39.32 1.19288 1.19848 1.19228

16834 2017.09.25 04:09 t/p 8418 39.32 1.19229 1.19849 1.19229 252238.59 81221493.08

16835 2017.09.25 04:09 t/p 8419 39.32 1.19228 1.19848 1.19228 252238.58 81473731.66

16836 2017.09.25 04:09 t/p 8417 39.32 1.19215 1.19835 1.19215 252238.59 81725970.25

16837 2017.09.25 04:09 t/p 8415 39.32 1.19210 1.19830 1.19210 252238.59 81978208.84

16838 2017.09.25 04:09 t/p 8416 39.32 1.19210 1.19830 1.19210 252238.59 82230447.43

16839 2017.09.25 16:48 sell 8420 39.93 1.18834 1.19394 1.18774

16840 2017.09.25 16:49 sell 8421 39.93 1.18840 1.19400 1.18780

16841 2017.09.25 16:50 sell 8422 39.93 1.18860 1.19420 1.18800

16842 2017.09.25 16:51 sell 8423 39.93 1.18877 1.19437 1.18817

16843 2017.09.25 16:57 t/p 8423 39.93 1.18817 1.19437 1.18817 256151.75 82486599.18

16844 2017.09.25 16:58 t/p 8422 39.93 1.18800 1.19420 1.18800 256151.75 82742750.93

16845 2017.09.25 17:00 t/p 8421 39.93 1.18780 1.19400 1.18780 256151.75 82998902.68

16846 2017.09.25 17:00 t/p 8420 39.93 1.18774 1.19394 1.18774 256151.75 83255054.43

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2019/9/6 Strategy Tester: Orion

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16847 2017.09.25 17:14 sell 8424 40.43 1.18859 1.19419 1.18799

16848 2017.09.25 17:16 sell 8425 40.43 1.18860 1.19420 1.18800

16849 2017.09.25 17:17 sell 8426 40.43 1.18865 1.19425 1.18805

16850 2017.09.25 17:18 sell 8427 40.43 1.18871 1.19431 1.18811

16851 2017.09.25 17:35 t/p 8427 40.43 1.18811 1.19431 1.18811 259359.25 83514413.68

16852 2017.09.25 17:36 t/p 8426 40.43 1.18805 1.19425 1.18805 259359.26 83773772.94

16853 2017.09.25 17:36 t/p 8425 40.43 1.18800 1.19420 1.18800 259359.26 84033132.20

16854 2017.09.25 17:36 t/p 8424 40.43 1.18799 1.19419 1.18799 259359.26 84292491.46

16855 2017.09.25 22:13 sell 8428 40.93 1.18493 1.19053 1.18433

16856 2017.09.25 22:15 sell 8429 40.93 1.18539 1.19099 1.18479

16857 2017.09.25 22:18 sell 8430 40.93 1.18540 1.19100 1.18480

16858 2017.09.25 22:19 sell 8431 40.93 1.18542 1.19102 1.18482

16859 2017.09.25 22:21 sell 8432 40.93 1.18506 1.19066 1.18446

16860 2017.09.25 22:29 t/p 8431 40.93 1.18482 1.19102 1.18482 262566.77 84555058.23

16861 2017.09.25 22:29 t/p 8430 40.93 1.18480 1.19100 1.18480 262566.77 84817625.00

16862 2017.09.25 22:29 t/p 8429 40.93 1.18479 1.19099 1.18479 262566.76 85080191.76

16863 2017.09.25 23:43 close 8428 40.93 1.18489 1.19053 1.18433 17504.46 85097696.22

16864 2017.09.25 23:51 close 8432 40.93 1.18491 1.19066 1.18446 65641.69 85163337.91

16865 2017.09.26 01:15 sell 8433 41.35 1.18491 1.19051 1.18431

16866 2017.09.26 01:16 sell 8434 41.35 1.18496 1.19056 1.18436

16867 2017.09.26 01:17 sell 8435 41.35 1.18508 1.19068 1.18448

16868 2017.09.26 01:18 sell 8436 41.35 1.18515 1.19075 1.18455

16869 2017.09.26 01:19 sell 8437 41.35 1.18523 1.19083 1.18463

16870 2017.09.26 08:16 t/p 8437 41.35 1.18463 1.19083 1.18463 265261.08 85428598.99

16871 2017.09.26 08:16 close 8435 41.35 1.18462 1.19068 1.18448 203366.83 85631965.82

16872 2017.09.26 08:16 close 8434 41.35 1.18462 1.19056 1.18436 150314.61 85782280.43

16873 2017.09.26 08:16 close 8433 41.35 1.18462 1.19051 1.18431 128209.52 85910489.95

16874 2017.09.26 08:16 close 8436 41.35 1.18465 1.19075 1.18455 221050.89 86131540.84

16875 2017.09.26 19:33 sell 8438 41.82 1.17809 1.18369 1.17749

16876 2017.09.26 19:34 sell 8439 41.82 1.17840 1.18400 1.17780

16877 2017.09.26 19:35 sell 8440 41.82 1.17927 1.18487 1.17867

16878 2017.09.26 19:35 t/p 8440 41.82 1.17867 1.18487 1.17867 268276.14 86399816.98

16879 2017.09.26 19:36 t/p 8439 41.82 1.17780 1.18400 1.17780 268276.14 86668093.12

16880 2017.09.26 19:37 t/p 8438 41.82 1.17749 1.18369 1.17749 268276.13 86936369.25

16881 2017.09.26 19:55 sell 8441 42.21 1.17872 1.18432 1.17812

16882 2017.09.26 20:01 sell 8442 42.21 1.17872 1.18432 1.17812

16883 2017.09.26 20:02 sell 8443 42.21 1.17890 1.18450 1.17830

16884 2017.09.26 20:04 sell 8444 42.21 1.17880 1.18440 1.17820

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2019/9/6 Strategy Tester: Orion

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16885 2017.09.26 20:06 sell 8445 42.21 1.17894 1.18454 1.17834

16886 2017.09.27 02:50 t/p 8445 42.21 1.17834 1.18454 1.17834 300168.13 87236537.37

16887 2017.09.27 02:50 close 8444 42.21 1.17834 1.18440 1.17820 236987.19 87473524.56

16888 2017.09.27 02:50 close 8442 42.21 1.17834 1.18432 1.17812 200883.79 87674408.35

16889 2017.09.27 02:50 close 8441 42.21 1.17834 1.18432 1.17812 200883.79 87875292.13

16890 2017.09.27 02:51 close 8443 42.21 1.17840 1.18450 1.17830 255038.89 88130331.02

16891 2017.09.27 13:04 sell 8446 42.79 1.17519 1.18079 1.17459

16892 2017.09.27 13:05 sell 8447 42.79 1.17522 1.18082 1.17462

16893 2017.09.27 13:07 sell 8448 42.79 1.17521 1.18081 1.17461

16894 2017.09.27 13:10 sell 8449 42.79 1.17515 1.18075 1.17455

16895 2017.09.27 13:21 sell 8450 42.79 1.17527 1.18087 1.17467

16896 2017.09.27 13:59 t/p 8450 42.79 1.17467 1.18087 1.17467 274496.14 88404827.16

16897 2017.09.27 13:59 t/p 8447 42.79 1.17462 1.18082 1.17462 274496.13 88679323.29

16898 2017.09.27 13:59 t/p 8448 42.79 1.17461 1.18081 1.17461 274496.14 88953819.43

16899 2017.09.27 13:59 t/p 8446 42.79 1.17459 1.18079 1.17459 274496.14 89228315.57

16900 2017.09.27 14:01 t/p 8449 42.79 1.17455 1.18075 1.17455 274496.13 89502811.70

16901 2017.09.27 17:13 sell 8451 43.46 1.17384 1.17944 1.17324

16902 2017.09.27 17:22 t/p 8451 43.46 1.17324 1.17944 1.17324 278794.16 89781605.86

16903 2017.09.27 17:54 sell 8452 43.59 1.17394 1.17954 1.17334

16904 2017.09.27 17:58 t/p 8452 43.59 1.17334 1.17954 1.17334 279628.11 90061233.97

16905 2017.10.02 13:57 sell 8453 43.73 1.17453 1.18013 1.17393

16906 2017.10.02 14:03 sell 8454 43.73 1.17454 1.18014 1.17394

16907 2017.10.02 14:04 sell 8455 43.73 1.17455 1.18015 1.17395

16908 2017.10.02 14:05 sell 8456 43.73 1.17465 1.18025 1.17405

16909 2017.10.02 14:22 sell 8457 43.73 1.17492 1.18052 1.17432

16910 2017.10.02 14:55 t/p 8457 43.73 1.17432 1.18052 1.17432 280526.20 90341760.17

16911 2017.10.02 14:58 t/p 8456 43.73 1.17405 1.18025 1.17405 280526.20 90622286.37

16912 2017.10.02 14:59 t/p 8455 43.73 1.17395 1.18015 1.17395 280526.20 90902812.57

16913 2017.10.02 14:59 t/p 8454 43.73 1.17394 1.18014 1.17394 280526.20 91183338.77

16914 2017.10.02 14:59 t/p 8453 43.73 1.17393 1.18013 1.17393 280526.20 91463864.97

16915 2017.10.02 15:20 sell 8458 44.41 1.17492 1.18052 1.17432

16916 2017.10.02 15:22 sell 8459 44.41 1.17495 1.18055 1.17435

16917 2017.10.02 15:24 sell 8460 44.41 1.17496 1.18056 1.17436

16918 2017.10.02 15:25 sell 8461 44.41 1.17555 1.18115 1.17495

16919 2017.10.02 15:26 sell 8462 44.41 1.17554 1.18114 1.17494

16920 2017.10.02 16:57 t/p 8461 44.41 1.17495 1.18115 1.17495 284888.38 91748753.35

16921 2017.10.02 16:57 close 8460 44.41 1.17495 1.18056 1.17436 4748.14 91753501.49

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2019/9/6 Strategy Tester: Orion

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16922 2017.10.02 16:57 close 8459 44.41 1.17495 1.18055 1.17435 0.00 91753501.49

16923 2017.10.02 16:57 t/p 8462 44.41 1.17494 1.18114 1.17494 284888.38 92038389.87

16924 2017.10.02 16:57 close 8458 44.41 1.17492 1.18052 1.17432 0.00 92038389.87

16925 2017.10.05 23:59 sell 8463 44.69 1.17081 1.17641 1.17021

16926 2017.10.06 00:00 sell 8464 44.69 1.17094 1.17654 1.17034

16927 2017.10.06 00:01 sell 8465 44.69 1.17099 1.17659 1.17039

16928 2017.10.06 00:04 sell 8466 44.69 1.17098 1.17658 1.17038

16929 2017.10.06 00:05 sell 8467 44.69 1.17105 1.17665 1.17045

16930 2017.10.06 03:28 t/p 8467 44.69 1.17045 1.17665 1.17045 286684.56 92325074.43

16931 2017.10.06 03:28 close 8464 44.69 1.17045 1.17654 1.17034 234125.73 92559200.16

16932 2017.10.06 03:28 close 8463 44.69 1.17045 1.17641 1.17021 203130.34 92762330.50

16933 2017.10.06 03:29 t/p 8465 44.69 1.17039 1.17659 1.17039 286684.56 93049015.06

16934 2017.10.06 03:29 t/p 8466 44.69 1.17038 1.17658 1.17038 286684.56 93335699.62

16935 2017.10.09 03:46 buy 8468 45.32 1.17380 1.16820 1.17440

16936 2017.10.09 03:48 buy 8469 45.32 1.17374 1.16814 1.17434

16937 2017.10.09 05:16 close 8468 45.32 1.17390 1.16820 1.17440 48445.72 93384145.34

16938 2017.10.09 05:18 close 8469 45.32 1.17391 1.16814 1.17434 82357.73 93466503.07

16939 2017.10.10 19:06 buy 8470 45.38 1.18001 1.17441 1.18061

16940 2017.10.10 19:18 buy 8471 45.38 1.17988 1.17428 1.18048

16941 2017.10.10 20:06 t/p 8471 45.38 1.18048 1.17428 1.18048 291059.15 93757562.22

16942 2017.10.10 20:15 t/p 8470 45.38 1.18061 1.17441 1.18061 291059.15 94048621.37

16943 2017.10.12 00:00 buy 8472 45.66 1.18571 1.18011 1.18631

16944 2017.10.12 01:11 t/p 8472 45.66 1.18631 1.18011 1.18631 292857.76 94341479.13

16945 2017.10.12 03:39 buy 8473 45.81 1.18606 1.18046 1.18666

16946 2017.10.12 03:45 buy 8474 45.81 1.18609 1.18049 1.18669

16947 2017.10.12 03:46 buy 8475 45.81 1.18605 1.18045 1.18665

16948 2017.10.12 03:55 t/p 8475 45.81 1.18665 1.18045 1.18665 293819.85 94635298.98

16949 2017.10.12 04:14 t/p 8473 45.81 1.18666 1.18046 1.18666 293819.85 94929118.83

16950 2017.10.12 04:26 t/p 8474 45.81 1.18669 1.18049 1.18669 293819.85 95222938.68

16951 2017.10.17 18:04 sell 8476 46.23 1.17525 1.18085 1.17465

16952 2017.10.17 19:49 close 8476 46.23 1.17525 1.18085 1.17465 0.00 95222938.68

16953 2017.10.18 23:48 buy 8477 46.23 1.17912 1.17352 1.17972

16954 2017.10.18 23:50 buy 8478 46.23 1.17905 1.17345 1.17965

16955 2017.10.18 23:51 buy 8479 46.23 1.17902 1.17342 1.17962

16956 2017.10.18 23:52 buy 8480 46.23 1.17898 1.17338 1.17958

16957 2017.10.18 23:53 buy 8481 46.23 1.17898 1.17338 1.17958

16958 2017.10.19 01:58 t/p 8480 46.23 1.17958 1.17338 1.17958 119705.18 95342643.86

16959 2017.10.19 01:58 t/p 8481 46.23 1.17958 1.17338 1.17958 119705.18 95462349.04

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2019/9/6 Strategy Tester: Orion

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16960 2017.10.19 01:58 close 8477 46.23 1.17958 1.17352 1.17972 50518.66 95512867.69

16961 2017.10.19 01:58 close 8478 46.23 1.17955 1.17345 1.17965 70286.24 95583153.93

16962 2017.10.19 01:58 close 8479 46.23 1.17952 1.17342 1.17962 70286.23 95653440.16

16963 2017.10.23 04:16 sell 8482 46.44 1.17633 1.18193 1.17573

16964 2017.10.23 04:38 sell 8483 46.44 1.17644 1.18204 1.17584

16965 2017.10.23 04:40 sell 8484 46.44 1.17650 1.18210 1.17590

16966 2017.10.23 04:43 sell 8485 46.44 1.17639 1.18199 1.17579

16967 2017.10.23 04:44 sell 8486 46.44 1.17640 1.18200 1.17580

16968 2017.10.23 10:00 t/p 8484 46.44 1.17590 1.18210 1.17590 297927.46 95951367.62

16969 2017.10.23 10:00 close 8486 46.44 1.17590 1.18200 1.17580 248272.89 96199640.51

16970 2017.10.23 10:00 close 8485 46.44 1.17590 1.18199 1.17579 243307.43 96442947.94

16971 2017.10.23 10:00 close 8482 46.44 1.17590 1.18193 1.17573 213514.68 96656462.62

16972 2017.10.23 10:00 t/p 8483 46.44 1.17584 1.18204 1.17584 297927.46 96954390.08

16973 2017.10.23 16:43 sell 8487 47.08 1.17420 1.17980 1.17360

16974 2017.10.23 16:44 sell 8488 47.08 1.17426 1.17986 1.17366

16975 2017.10.23 16:45 sell 8489 47.08 1.17431 1.17991 1.17371

16976 2017.10.23 16:46 sell 8490 47.08 1.17431 1.17991 1.17371

16977 2017.10.23 16:47 sell 8491 47.08 1.17446 1.18006 1.17386

16978 2017.10.23 20:59 t/p 8491 47.08 1.17386 1.18006 1.17386 302033.26 97256423.34

16979 2017.10.23 20:59 close 8490 47.08 1.17385 1.17991 1.17371 231558.83 97487982.17

16980 2017.10.23 20:59 close 8489 47.08 1.17385 1.17991 1.17371 231558.83 97719541.00

16981 2017.10.23 20:59 close 8488 47.08 1.17385 1.17986 1.17366 206389.40 97925930.40

16982 2017.10.23 20:59 close 8487 47.08 1.17385 1.17980 1.17360 176186.07 98102116.47

16983 2017.10.25 21:15 buy 8492 47.63 1.18039 1.17479 1.18099

16984 2017.10.25 21:31 t/p 8492 47.63 1.18099 1.17479 1.18099 305481.67 98407598.14

16985 2017.10.25 22:58 buy 8493 47.78 1.18050 1.17490 1.18110

16986 2017.10.25 22:59 buy 8494 47.78 1.18049 1.17489 1.18109

16987 2017.10.25 23:00 buy 8495 47.78 1.18046 1.17486 1.18106

16988 2017.10.25 23:01 buy 8496 47.78 1.18036 1.17476 1.18096

16989 2017.10.25 23:02 buy 8497 47.78 1.18021 1.17461 1.18081

16990 2017.10.25 23:37 t/p 8497 47.78 1.18081 1.17461 1.18081 306443.72 98714041.86

16991 2017.10.25 23:40 t/p 8496 47.78 1.18096 1.17476 1.18096 306443.72 99020485.58

16992 2017.10.25 23:41 t/p 8495 47.78 1.18106 1.17486 1.18106 306443.72 99326929.30

16993 2017.10.25 23:41 t/p 8493 47.78 1.18110 1.17490 1.18110 306443.72 99633373.02

16994 2017.10.25 23:41 t/p 8494 47.78 1.18109 1.17489 1.18109 306443.72 99939816.74

16995 2017.10.27 12:54 sell 8498 48.53 1.16349 1.16909 1.16289

16996 2017.10.27 13:22 t/p 8498 48.53 1.16289 1.16909 1.16289 311320.92 100251137.66

Page 455: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 455/509

16997 2017.10.31 01:03 buy 8499 48.68 1.16482 1.15922 1.16542

16998 2017.10.31 01:04 buy 8500 48.68 1.16482 1.15922 1.16542

16999 2017.10.31 01:30 buy 8501 48.68 1.16441 1.15881 1.16501

17000 2017.10.31 02:56 close 8500 48.68 1.16484 1.15922 1.16542 10407.10 100261544.76

17001 2017.10.31 02:56 close 8499 48.68 1.16484 1.15922 1.16542 10407.10 100271951.86

17002 2017.10.31 02:56 t/p 8501 48.68 1.16501 1.15881 1.16501 312213.07 100584164.93

17003 2017.11.06 00:01 sell 8502 48.84 1.16129 1.16689 1.16069

17004 2017.11.06 00:02 sell 8503 48.84 1.16129 1.16689 1.16069

17005 2017.11.06 00:07 t/p 8502 48.84 1.16069 1.16689 1.16069 313309.58 100897474.51

17006 2017.11.06 00:07 t/p 8503 48.84 1.16069 1.16689 1.16069 313309.58 101210784.09

17007 2017.11.06 00:33 sell 8504 49.14 1.16140 1.16700 1.16080

17008 2017.11.06 00:36 sell 8505 49.14 1.16140 1.16700 1.16080

17009 2017.11.06 00:37 sell 8506 49.14 1.16165 1.16725 1.16105

17010 2017.11.06 01:18 sell 8507 49.14 1.16148 1.16708 1.16088

17011 2017.11.06 01:19 sell 8508 49.14 1.16148 1.16708 1.16088

17012 2017.11.06 01:37 t/p 8506 49.14 1.16105 1.16725 1.16105 315234.09 101526018.18

17013 2017.11.06 02:03 close 8504 49.14 1.16130 1.16700 1.16080 52539.01 101578557.19

17014 2017.11.06 02:03 t/p 8507 49.14 1.16088 1.16708 1.16088 315234.08 101893791.27

17015 2017.11.06 02:03 t/p 8508 49.14 1.16088 1.16708 1.16088 315234.08 102209025.35

17016 2017.11.06 02:03 t/p 8505 49.14 1.16080 1.16700 1.16080 315234.08 102524259.43

17017 2017.11.07 13:47 sell 8509 49.78 1.15712 1.16272 1.15652

17018 2017.11.07 13:49 sell 8510 49.78 1.15742 1.16302 1.15682

17019 2017.11.07 13:56 t/p 8510 49.78 1.15682 1.16302 1.15682 319342.69 102843602.12

17020 2017.11.07 14:11 t/p 8509 49.78 1.15652 1.16272 1.15652 319342.68 103162944.80

17021 2017.11.07 16:16 sell 8511 50.09 1.15702 1.16262 1.15642

17022 2017.11.07 16:17 sell 8512 50.09 1.15711 1.16271 1.15651

17023 2017.11.07 16:20 sell 8513 50.09 1.15699 1.16259 1.15639

17024 2017.11.07 16:21 sell 8514 50.09 1.15703 1.16263 1.15643

17025 2017.11.07 16:22 sell 8515 50.09 1.15723 1.16283 1.15663

17026 2017.11.07 18:25 t/p 8515 50.09 1.15663 1.16283 1.15663 321334.36 103484279.16

17027 2017.11.07 18:25 close 8514 50.09 1.15663 1.16263 1.15643 214222.91 103698502.07

17028 2017.11.07 18:25 close 8513 50.09 1.15663 1.16259 1.15639 192800.61 103891302.68

17029 2017.11.07 18:25 close 8512 50.09 1.15663 1.16271 1.15651 257067.49 104148370.17

17030 2017.11.07 18:25 close 8511 50.09 1.15663 1.16262 1.15642 208867.33 104357237.50

17031 2017.11.09 23:15 buy 8516 50.67 1.16419 1.15859 1.16479

17032 2017.11.09 23:22 buy 8517 50.67 1.16417 1.15857 1.16477

17033 2017.11.09 23:23 buy 8518 50.67 1.16416 1.15856 1.16476

17034 2017.11.09 23:24 buy 8519 50.67 1.16415 1.15855 1.16475

Page 456: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 456/509

17035 2017.11.09 23:30 buy 8520 50.67 1.16413 1.15853 1.16473

17036 2017.11.10 01:52 t/p 8520 50.67 1.16473 1.15853 1.16473 260388.74 104617626.24

17037 2017.11.10 01:53 close 8516 50.67 1.16469 1.15859 1.16479 206224.54 104823850.77

17038 2017.11.10 01:53 close 8518 50.67 1.16466 1.15856 1.16476 206224.54 105030075.31

17039 2017.11.10 01:53 close 8517 50.67 1.16466 1.15857 1.16477 200808.12 105230883.43

17040 2017.11.10 01:53 close 8519 50.67 1.16465 1.15855 1.16475 206224.54 105437107.96

17041 2017.11.15 01:35 buy 8521 51.20 1.17935 1.17375 1.17995

17042 2017.11.15 01:40 buy 8522 51.20 1.17938 1.17378 1.17998

17043 2017.11.15 01:43 buy 8523 51.20 1.17937 1.17377 1.17997

17044 2017.11.15 01:46 buy 8524 51.20 1.17927 1.17367 1.17987

17045 2017.11.15 01:47 buy 8525 51.20 1.17926 1.17366 1.17986

17046 2017.11.15 09:01 t/p 8524 51.20 1.17987 1.17367 1.17987 328381.44 105765489.40

17047 2017.11.15 09:01 t/p 8525 51.20 1.17986 1.17366 1.17986 328381.44 106093870.84

17048 2017.11.15 09:01 close 8523 51.20 1.17987 1.17377 1.17997 273651.20 106367522.04

17049 2017.11.15 09:01 close 8522 51.20 1.17987 1.17378 1.17998 268178.18 106635700.22

17050 2017.11.15 09:01 t/p 8521 51.20 1.17995 1.17375 1.17995 328381.44 106964081.66

17051 2017.11.15 15:31 buy 8526 51.94 1.18310 1.17750 1.18370

17052 2017.11.15 15:31 t/p 8526 51.94 1.18370 1.17750 1.18370 333127.58 107297209.24

17053 2017.11.15 16:08 buy 8527 52.10 1.18272 1.17712 1.18332

17054 2017.11.15 16:11 buy 8528 52.10 1.18269 1.17709 1.18329

17055 2017.11.15 16:12 buy 8529 52.10 1.18260 1.17700 1.18320

17056 2017.11.15 16:13 buy 8530 52.10 1.18229 1.17669 1.18289

17057 2017.11.15 16:20 buy 8531 52.10 1.18276 1.17716 1.18336

17058 2017.11.16 00:44 s/l 8531 52.10 1.17716 1.17716 1.18336 -3318027.06 103979182.18

17059 2017.11.16 00:44 close 8529 52.10 1.17716 1.17700 1.18320 -3228919.39 100750262.79

17060 2017.11.16 00:44 s/l 8527 52.10 1.17712 1.17712 1.18332 -3318027.06 97432235.72

17061 2017.11.16 00:44 s/l 8528 52.10 1.17709 1.17709 1.18329 -3318027.06 94114208.66

17062 2017.11.16 00:45 close 8530 52.10 1.17723 1.17669 1.18289 -3017288.67 91096919.99

17063 2017.11.21 01:12 sell 8532 44.23 1.17355 1.17915 1.17295

17064 2017.11.21 01:51 sell 8533 44.23 1.17362 1.17922 1.17302

17065 2017.11.21 01:53 sell 8534 44.23 1.17367 1.17927 1.17307

17066 2017.11.21 01:54 sell 8535 44.23 1.17373 1.17933 1.17313

17067 2017.11.21 01:57 sell 8536 44.23 1.17365 1.17925 1.17305

17068 2017.11.21 04:10 t/p 8535 44.23 1.17313 1.17933 1.17313 283738.99 91380658.98

17069 2017.11.21 04:10 close 8533 44.23 1.17313 1.17922 1.17302 231720.18 91612379.16

17070 2017.11.21 04:10 close 8532 44.23 1.17313 1.17915 1.17295 198617.29 91810996.45

17071 2017.11.21 04:10 close 8536 44.23 1.17315 1.17925 1.17305 236449.16 92047445.61

Page 457: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 457/509

17072 2017.11.21 04:10 close 8534 44.23 1.17317 1.17927 1.17307 236449.15 92283894.76

17073 2017.11.23 01:18 buy 8537 44.81 1.18172 1.17612 1.18232

17074 2017.11.23 01:20 buy 8538 44.81 1.18169 1.17609 1.18229

17075 2017.11.23 01:21 buy 8539 44.81 1.18165 1.17605 1.18225

17076 2017.11.23 01:22 buy 8540 44.81 1.18160 1.17600 1.18220

17077 2017.11.23 01:23 buy 8541 44.81 1.18157 1.17597 1.18217

17078 2017.11.23 03:18 t/p 8541 44.81 1.18217 1.17597 1.18217 287397.89 92571292.65

17079 2017.11.23 03:18 close 8538 44.81 1.18217 1.17609 1.18229 229918.31 92801210.96

17080 2017.11.23 03:18 close 8537 44.81 1.18217 1.17612 1.18232 215548.42 93016759.38

17081 2017.11.23 03:18 close 8539 44.81 1.18215 1.17605 1.18225 239498.24 93256257.62

17082 2017.11.23 03:19 t/p 8540 44.81 1.18220 1.17600 1.18220 287397.90 93543655.52

17083 2017.11.25 00:30 buy 8542 45.42 1.19265 1.18705 1.19325

17084 2017.11.27 00:00 buy 8543 45.42 1.19244 1.18684 1.19304

17085 2017.11.27 00:03 close 8542 45.42 1.19266 1.18705 1.19325 -53048.41 93490607.11

17086 2017.11.27 00:18 buy 8544 45.40 1.19264 1.18704 1.19324

17087 2017.11.27 00:19 t/p 8543 45.42 1.19304 1.18684 1.19304 291307.53 93781914.64

17088 2017.11.27 00:32 t/p 8544 45.40 1.19324 1.18704 1.19324 291179.25 94073093.89

17089 2017.11.27 01:26 buy 8545 45.68 1.19260 1.18700 1.19320

17090 2017.11.27 01:27 buy 8546 45.68 1.19253 1.18693 1.19313

17091 2017.11.27 01:43 buy 8547 45.68 1.19253 1.18693 1.19313

17092 2017.11.27 02:09 buy 8548 45.68 1.19256 1.18696 1.19316

17093 2017.11.27 02:10 buy 8549 45.68 1.19241 1.18681 1.19301

17094 2017.11.27 08:07 t/p 8549 45.68 1.19301 1.18681 1.19301 292977.81 94366071.70

17095 2017.11.27 08:07 close 8548 45.68 1.19301 1.18696 1.19316 219733.36 94585805.06

17096 2017.11.27 08:07 close 8547 45.68 1.19301 1.18693 1.19313 234382.25 94820187.31

17097 2017.11.27 08:07 close 8546 45.68 1.19301 1.18693 1.19313 234382.25 95054569.56

17098 2017.11.27 08:07 close 8545 45.68 1.19301 1.18700 1.19320 200201.50 95254771.06

17099 2017.11.28 01:12 sell 8550 46.25 1.19012 1.19572 1.18952

17100 2017.11.28 01:13 sell 8551 46.25 1.19020 1.19580 1.18960

17101 2017.11.28 01:14 sell 8552 46.25 1.19030 1.19590 1.18970

17102 2017.11.28 01:15 sell 8553 46.25 1.19034 1.19594 1.18974

17103 2017.11.28 01:18 sell 8554 46.25 1.19035 1.19595 1.18975

17104 2017.11.28 09:07 t/p 8554 46.25 1.18975 1.19595 1.18975 296697.45 95551468.51

17105 2017.11.28 09:07 close 8551 46.25 1.18975 1.19580 1.18960 222523.09 95773991.60

17106 2017.11.28 09:07 close 8550 46.25 1.18975 1.19572 1.18952 182963.43 95956955.03

17107 2017.11.28 09:07 close 8552 46.25 1.18980 1.19590 1.18970 247247.87 96204202.90

17108 2017.11.28 09:07 t/p 8553 46.25 1.18974 1.19594 1.18974 296697.44 96500900.34

17109 2017.11.29 01:25 sell 8555 46.86 1.18504 1.19064 1.18444

Page 458: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 458/509

17110 2017.11.29 01:40 sell 8556 46.86 1.18510 1.19070 1.18450

17111 2017.11.29 01:46 sell 8557 46.86 1.18510 1.19070 1.18450

17112 2017.11.29 01:47 sell 8558 46.86 1.18512 1.19072 1.18452

17113 2017.11.29 02:11 sell 8559 46.86 1.18518 1.19078 1.18458

17114 2017.11.29 03:14 t/p 8559 46.86 1.18458 1.19078 1.18458 300610.64 96801510.98

17115 2017.11.29 03:14 close 8555 46.86 1.18457 1.19064 1.18444 235478.34 97036989.32

17116 2017.11.29 03:14 close 8556 46.86 1.18460 1.19070 1.18450 250508.87 97287498.19

17117 2017.11.29 03:16 close 8557 46.86 1.18463 1.19070 1.18450 235478.34 97522976.53

17118 2017.11.29 03:17 close 8558 46.86 1.18473 1.19072 1.18452 195396.92 97718373.45

17119 2018.01.02 14:01 buy 8560 47.45 1.20593 1.20033 1.20653

17120 2018.01.02 14:03 buy 8561 47.45 1.20591 1.20031 1.20651

17121 2018.01.02 14:04 buy 8562 47.45 1.20584 1.20024 1.20644

17122 2018.01.02 14:32 t/p 8562 47.45 1.20644 1.20024 1.20644 304332.91 98022706.36

17123 2018.01.02 14:33 t/p 8561 47.45 1.20651 1.20031 1.20651 304332.92 98327039.28

17124 2018.01.02 14:33 t/p 8560 47.45 1.20653 1.20033 1.20653 304332.92 98631372.20

17125 2018.01.02 15:24 buy 8563 47.89 1.20582 1.20022 1.20642

17126 2018.01.02 15:40 t/p 8563 47.89 1.20642 1.20022 1.20642 307154.97 98938527.17

17127 2018.01.02 16:01 buy 8564 48.04 1.20576 1.20016 1.20636

17128 2018.01.02 16:02 buy 8565 48.04 1.20558 1.19998 1.20618

17129 2018.01.02 16:03 buy 8566 48.04 1.20554 1.19994 1.20614

17130 2018.01.02 16:05 buy 8567 48.04 1.20545 1.19985 1.20605

17131 2018.01.02 16:06 buy 8568 48.04 1.20544 1.19984 1.20604

17132 2018.01.02 23:03 t/p 8568 48.04 1.20604 1.19984 1.20604 308117.03 99246644.20

17133 2018.01.02 23:03 close 8566 48.04 1.20604 1.19994 1.20614 256764.19 99503408.39

17134 2018.01.02 23:03 close 8565 48.04 1.20604 1.19998 1.20618 236223.06 99739631.45

17135 2018.01.02 23:03 close 8564 48.04 1.20604 1.20016 1.20636 143787.95 99883419.40

17136 2018.01.02 23:03 t/p 8567 48.04 1.20605 1.19985 1.20605 308117.03 100191536.43

17137 2018.01.04 18:15 buy 8569 48.65 1.20676 1.20116 1.20736

17138 2018.01.04 18:16 buy 8570 48.65 1.20669 1.20109 1.20729

17139 2018.01.04 18:18 buy 8571 48.65 1.20666 1.20106 1.20726

17140 2018.01.04 18:46 buy 8572 48.65 1.20650 1.20090 1.20710

17141 2018.01.04 18:47 buy 8573 48.65 1.20647 1.20087 1.20707

17142 2018.01.04 19:42 t/p 8573 48.65 1.20707 1.20087 1.20707 312029.42 100503565.85

17143 2018.01.04 19:42 t/p 8572 48.65 1.20710 1.20090 1.20710 312029.42 100815595.27

17144 2018.01.04 19:43 t/p 8571 48.65 1.20726 1.20106 1.20726 312029.42 101127624.69

17145 2018.01.04 19:43 t/p 8570 48.65 1.20729 1.20109 1.20729 312029.42 101439654.11

17146 2018.01.04 19:43 t/p 8569 48.65 1.20736 1.20116 1.20736 312029.42 101751683.53

Page 459: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 459/509

17147 2018.01.08 12:24 sell 8574 49.41 1.19987 1.20547 1.19927

17148 2018.01.08 12:38 sell 8575 49.41 1.19992 1.20552 1.19932

17149 2018.01.08 12:40 sell 8576 49.41 1.19992 1.20552 1.19932

17150 2018.01.08 12:42 sell 8577 49.41 1.19998 1.20558 1.19938

17151 2018.01.08 12:43 sell 8578 49.41 1.20011 1.20571 1.19951

17152 2018.01.08 13:25 t/p 8578 49.41 1.19951 1.20571 1.19951 316969.10 102068652.63

17153 2018.01.08 13:26 t/p 8577 49.41 1.19938 1.20558 1.19938 316969.10 102385621.73

17154 2018.01.08 13:28 t/p 8575 49.41 1.19932 1.20552 1.19932 316969.10 102702590.83

17155 2018.01.08 13:28 t/p 8576 49.41 1.19932 1.20552 1.19932 316969.10 103019559.93

17156 2018.01.08 13:28 t/p 8574 49.41 1.19927 1.20547 1.19927 316969.10 103336529.03

17157 2018.01.08 18:01 sell 8579 50.17 1.19769 1.20329 1.19709

17158 2018.01.08 18:04 sell 8580 50.17 1.19756 1.20316 1.19696

17159 2018.01.08 18:09 sell 8581 50.17 1.19756 1.20316 1.19696

17160 2018.01.08 18:11 sell 8582 50.17 1.19760 1.20320 1.19700

17161 2018.01.08 18:12 sell 8583 50.17 1.19769 1.20329 1.19709

17162 2018.01.08 19:31 t/p 8579 50.17 1.19709 1.20329 1.19709 321844.56 103658373.59

17163 2018.01.08 19:31 t/p 8583 50.17 1.19709 1.20329 1.19709 321844.56 103980218.15

17164 2018.01.08 19:34 close 8580 50.17 1.19713 1.20316 1.19696 230655.27 104210873.42

17165 2018.01.08 19:39 close 8581 50.17 1.19707 1.20316 1.19696 262839.73 104473713.15

17166 2018.01.08 19:39 t/p 8582 50.17 1.19700 1.20320 1.19700 321844.57 104795557.72

17167 2018.01.08 23:02 sell 8584 50.88 1.19670 1.20230 1.19610

17168 2018.01.08 23:40 sell 8585 50.88 1.19669 1.20229 1.19609

17169 2018.01.08 23:41 sell 8586 50.88 1.19673 1.20233 1.19613

17170 2018.01.08 23:44 sell 8587 50.88 1.19669 1.20229 1.19609

17171 2018.01.08 23:45 sell 8588 50.88 1.19670 1.20230 1.19610

17172 2018.01.09 03:26 t/p 8586 50.88 1.19613 1.20233 1.19613 361829.24 105157386.96

17173 2018.01.09 03:26 t/p 8584 50.88 1.19610 1.20230 1.19610 361829.24 105519216.19

17174 2018.01.09 03:26 t/p 8585 50.88 1.19609 1.20229 1.19609 361829.24 105881045.43

17175 2018.01.09 03:26 t/p 8587 50.88 1.19609 1.20229 1.19609 361829.24 106242874.67

17176 2018.01.09 03:26 t/p 8588 50.88 1.19610 1.20230 1.19610 361829.24 106604703.90

17177 2018.01.09 14:47 sell 8589 51.76 1.19342 1.19902 1.19282

17178 2018.01.09 15:08 t/p 8589 51.76 1.19282 1.19902 1.19282 332044.54 106936748.44

17179 2018.01.10 16:34 buy 8590 51.92 1.19862 1.19302 1.19922

17180 2018.01.10 16:36 buy 8591 51.92 1.19865 1.19305 1.19925

17181 2018.01.10 16:37 buy 8592 51.92 1.19841 1.19281 1.19901

17182 2018.01.10 16:38 buy 8593 51.92 1.19831 1.19271 1.19891

17183 2018.01.10 17:04 t/p 8593 51.92 1.19891 1.19271 1.19891 333002.42 107269750.86

17184 2018.01.10 17:04 t/p 8592 51.92 1.19901 1.19281 1.19901 333002.42 107602753.28

Page 460: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 460/509

17185 2018.01.10 17:10 t/p 8590 51.92 1.19922 1.19302 1.19922 333002.42 107935755.70

17186 2018.01.10 17:10 t/p 8591 51.92 1.19925 1.19305 1.19925 333002.42 108268758.12

17187 2018.01.11 18:58 buy 8594 52.57 1.20337 1.19777 1.20397

17188 2018.01.11 19:06 buy 8595 52.57 1.20337 1.19777 1.20397

17189 2018.01.11 19:09 buy 8596 52.57 1.20336 1.19776 1.20396

17190 2018.01.11 19:10 buy 8597 52.57 1.20328 1.19768 1.20388

17191 2018.01.11 19:31 t/p 8597 52.57 1.20388 1.19768 1.20388 337171.37 108605929.49

17192 2018.01.11 19:31 t/p 8596 52.57 1.20396 1.19776 1.20396 337171.37 108943100.86

17193 2018.01.11 19:31 t/p 8594 52.57 1.20397 1.19777 1.20397 337171.36 109280272.22

17194 2018.01.11 19:31 t/p 8595 52.57 1.20397 1.19777 1.20397 337171.36 109617443.58

17195 2018.01.11 22:40 buy 8598 53.22 1.20332 1.19772 1.20392

17196 2018.01.11 22:41 buy 8599 53.22 1.20328 1.19768 1.20388

17197 2018.01.11 22:43 buy 8600 53.22 1.20319 1.19759 1.20379

17198 2018.01.11 22:45 buy 8601 53.22 1.20312 1.19752 1.20372

17199 2018.01.11 22:47 buy 8602 53.22 1.20313 1.19753 1.20373

17200 2018.01.12 00:38 t/p 8601 53.22 1.20372 1.19752 1.20372 273492.96 109890936.54

17201 2018.01.12 00:38 close 8599 53.22 1.20372 1.19768 1.20388 182468.88 110073405.42

17202 2018.01.12 00:38 close 8598 53.22 1.20372 1.19772 1.20392 159712.86 110233118.28

17203 2018.01.12 00:38 t/p 8602 53.22 1.20373 1.19753 1.20373 273492.97 110506611.24

17204 2018.01.12 00:39 close 8600 53.22 1.20369 1.19759 1.20379 216602.92 110723214.16

17205 2018.01.12 03:49 buy 8603 53.76 1.20471 1.19911 1.20531

17206 2018.01.12 03:53 buy 8604 53.76 1.20470 1.19910 1.20530

17207 2018.01.12 03:54 buy 8605 53.76 1.20446 1.19886 1.20506

17208 2018.01.12 03:59 buy 8606 53.76 1.20459 1.19899 1.20519

17209 2018.01.12 05:19 close 8603 53.76 1.20496 1.19911 1.20531 143668.22 110866882.38

17210 2018.01.12 05:19 t/p 8605 53.76 1.20506 1.19886 1.20506 344803.73 111211686.11

17211 2018.01.12 05:19 t/p 8606 53.76 1.20519 1.19899 1.20519 344803.74 111556489.85

17212 2018.01.12 05:23 close 8604 53.76 1.20480 1.19910 1.20530 57467.29 111613957.14

17213 2018.01.12 15:31 buy 8607 54.19 1.21239 1.20679 1.21299

17214 2018.01.12 15:31 t/p 8607 54.19 1.21299 1.20679 1.21299 347564.91 111961522.05

17215 2018.01.12 15:43 buy 8608 54.36 1.21182 1.20622 1.21242

17216 2018.01.12 15:45 buy 8609 54.36 1.21155 1.20595 1.21215

17217 2018.01.12 15:46 t/p 8609 54.36 1.21215 1.20595 1.21215 348655.26 112310177.31

17218 2018.01.12 15:46 t/p 8608 54.36 1.21242 1.20622 1.21242 348655.25 112658832.56

17219 2018.01.12 15:57 buy 8610 54.70 1.21171 1.20611 1.21231

17220 2018.01.12 15:57 t/p 8610 54.70 1.21231 1.20611 1.21231 350835.95 113009668.51

17221 2018.01.12 16:04 buy 8611 54.87 1.21137 1.20577 1.21197

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 461/509

17222 2018.01.12 16:05 t/p 8611 54.87 1.21197 1.20577 1.21197 351926.30 113361594.81

17223 2018.01.15 13:49 buy 8612 55.04 1.22549 1.21989 1.22609

17224 2018.01.15 13:50 buy 8613 55.04 1.22541 1.21981 1.22601

17225 2018.01.15 14:12 t/p 8613 55.04 1.22601 1.21981 1.22601 353016.65 113714611.46

17226 2018.01.15 14:12 t/p 8612 55.04 1.22609 1.21989 1.22609 353016.66 114067628.12

17227 2018.01.15 14:29 buy 8614 55.38 1.22540 1.21980 1.22600

17228 2018.01.15 14:31 buy 8615 55.38 1.22539 1.21979 1.22599

17229 2018.01.15 14:34 buy 8616 55.38 1.22536 1.21976 1.22596

17230 2018.01.15 14:43 t/p 8616 55.38 1.22596 1.21976 1.22596 355197.35 114422825.47

17231 2018.01.15 14:43 t/p 8614 55.38 1.22600 1.21980 1.22600 355197.36 114778022.83

17232 2018.01.15 14:43 t/p 8615 55.38 1.22599 1.21979 1.22599 355197.35 115133220.18

17233 2018.01.15 16:52 buy 8617 55.90 1.22647 1.22087 1.22707

17234 2018.01.15 16:53 buy 8618 55.90 1.22633 1.22073 1.22693

17235 2018.01.15 16:55 buy 8619 55.90 1.22628 1.22068 1.22688

17236 2018.01.15 16:58 buy 8620 55.90 1.22617 1.22057 1.22677

17237 2018.01.15 17:00 buy 8621 55.90 1.22626 1.22066 1.22686

17238 2018.01.15 17:44 t/p 8620 55.90 1.22677 1.22057 1.22677 358532.54 115491752.72

17239 2018.01.15 17:45 t/p 8621 55.90 1.22686 1.22066 1.22686 358532.54 115850285.26

17240 2018.01.15 17:45 t/p 8619 55.90 1.22688 1.22068 1.22688 358532.54 116208817.80

17241 2018.01.15 17:45 t/p 8618 55.90 1.22693 1.22073 1.22693 358532.53 116567350.33

17242 2018.01.15 18:00 t/p 8617 55.90 1.22707 1.22087 1.22707 358532.54 116925882.87

17243 2018.01.15 21:43 buy 8622 56.77 1.22682 1.22122 1.22742

17244 2018.01.15 21:48 buy 8623 56.77 1.22665 1.22105 1.22725

17245 2018.01.15 22:54 t/p 8623 56.77 1.22725 1.22105 1.22725 364112.56 117289995.43

17246 2018.01.15 22:54 t/p 8622 56.77 1.22742 1.22122 1.22742 364112.57 117654108.00

17247 2018.01.24 02:45 buy 8624 57.13 1.22974 1.22414 1.23034

17248 2018.01.24 03:04 buy 8625 57.13 1.22968 1.22408 1.23028

17249 2018.01.24 03:05 buy 8626 57.13 1.22953 1.22393 1.23013

17250 2018.01.24 03:27 t/p 8626 57.13 1.23013 1.22393 1.23013 366418.11 118020526.11

17251 2018.01.24 03:28 t/p 8625 57.13 1.23028 1.22408 1.23028 366418.11 118386944.22

17252 2018.01.24 03:29 t/p 8624 57.13 1.23034 1.22414 1.23034 366418.11 118753362.33

17253 2018.01.24 22:36 buy 8627 57.66 1.23961 1.23401 1.24021

17254 2018.01.24 23:09 t/p 8627 57.66 1.24021 1.23401 1.24021 369817.40 119123179.73

17255 2018.01.25 01:04 buy 8628 57.84 1.24006 1.23446 1.24066

17256 2018.01.25 01:06 buy 8629 57.84 1.24004 1.23444 1.24064

17257 2018.01.25 01:08 buy 8630 57.84 1.24001 1.23441 1.24061

17258 2018.01.25 01:09 buy 8631 57.84 1.24000 1.23440 1.24060

17259 2018.01.25 01:11 buy 8632 57.84 1.23987 1.23427 1.24047

Page 462: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 462/509

17260 2018.01.25 03:50 t/p 8632 57.84 1.24047 1.23427 1.24047 370971.88 119494151.61

17261 2018.01.25 03:50 close 8631 57.84 1.24048 1.23440 1.24060 296777.50 119790929.11

17262 2018.01.25 03:50 close 8630 57.84 1.24048 1.23441 1.24061 290594.64 120081523.75

17263 2018.01.25 03:50 close 8629 57.84 1.24048 1.23444 1.24064 272046.04 120353569.79

17264 2018.01.25 03:50 close 8628 57.84 1.24048 1.23446 1.24066 259680.31 120613250.10

17265 2018.02.02 02:23 buy 8633 58.56 1.25040 1.24480 1.25100

17266 2018.02.02 02:24 buy 8634 58.56 1.25025 1.24465 1.25085

17267 2018.02.02 02:25 buy 8635 58.56 1.25025 1.24465 1.25085

17268 2018.02.02 02:27 buy 8636 58.56 1.25025 1.24465 1.25085

17269 2018.02.02 02:28 buy 8637 58.56 1.24996 1.24436 1.25056

17270 2018.02.02 02:33 t/p 8637 58.56 1.25056 1.24436 1.25056 375589.79 120988839.89

17271 2018.02.02 02:52 t/p 8634 58.56 1.25085 1.24465 1.25085 375589.79 121364429.68

17272 2018.02.02 02:52 t/p 8635 58.56 1.25085 1.24465 1.25085 375589.79 121740019.47

17273 2018.02.02 02:52 t/p 8636 58.56 1.25085 1.24465 1.25085 375589.79 122115609.26

17274 2018.02.02 03:11 buy 8638 59.29 1.24973 1.24413 1.25033

17275 2018.02.02 03:12 buy 8639 59.29 1.24968 1.24408 1.25028

17276 2018.02.02 03:16 t/p 8639 59.29 1.25028 1.24408 1.25028 380271.83 122495881.09

17277 2018.02.02 03:19 buy 8640 59.48 1.24995 1.24435 1.25055

17278 2018.02.02 03:20 buy 8641 59.48 1.24988 1.24428 1.25048

17279 2018.02.02 03:24 t/p 8638 59.29 1.25033 1.24413 1.25033 380271.83 122876152.92

17280 2018.02.02 03:25 t/p 8641 59.48 1.25048 1.24428 1.25048 381490.45 123257643.37

17281 2018.02.02 03:28 t/p 8640 59.48 1.25055 1.24435 1.25055 381490.44 123639133.81

17282 2018.02.02 03:29 t/p 8633 58.56 1.25100 1.24480 1.25100 375589.79 124014723.60

17283 2018.02.02 03:45 buy 8642 60.22 1.24978 1.24418 1.25038

17284 2018.02.02 03:46 buy 8643 60.22 1.24970 1.24410 1.25030

17285 2018.02.02 03:48 buy 8644 60.22 1.24964 1.24404 1.25024

17286 2018.02.02 03:49 buy 8645 60.22 1.24960 1.24400 1.25020

17287 2018.02.02 03:50 buy 8646 60.22 1.24940 1.24380 1.25000

17288 2018.02.02 04:09 t/p 8646 60.22 1.25000 1.24380 1.25000 386236.63 124400960.23

17289 2018.02.02 04:32 t/p 8645 60.22 1.25020 1.24400 1.25020 386236.62 124787196.85

17290 2018.02.02 04:32 t/p 8644 60.22 1.25024 1.24404 1.25024 386236.63 125173433.48

17291 2018.02.02 04:34 t/p 8643 60.22 1.25030 1.24410 1.25030 386236.62 125559670.10

17292 2018.02.02 05:17 close 8642 60.22 1.24978 1.24418 1.25038 0.00 125559670.10

17293 2018.02.06 02:37 sell 8647 60.97 1.23842 1.24402 1.23782

17294 2018.02.06 02:55 sell 8648 60.97 1.23850 1.24410 1.23790

17295 2018.02.06 03:11 sell 8649 60.97 1.23873 1.24433 1.23813

17296 2018.02.06 03:16 t/p 8649 60.97 1.23813 1.24433 1.23813 391127.43 125950797.53

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2019/9/6 Strategy Tester: Orion

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17297 2018.02.06 03:51 t/p 8648 60.97 1.23790 1.24410 1.23790 391127.43 126341924.96

17298 2018.02.06 03:52 t/p 8647 60.97 1.23782 1.24402 1.23782 391127.43 126733052.39

17299 2018.02.07 21:34 sell 8650 61.53 1.22758 1.23318 1.22698

17300 2018.02.07 21:35 sell 8651 61.53 1.22769 1.23329 1.22709

17301 2018.02.07 21:36 sell 8652 61.53 1.22790 1.23350 1.22730

17302 2018.02.07 21:37 sell 8653 61.53 1.22804 1.23364 1.22744

17303 2018.02.07 21:43 t/p 8653 61.53 1.22744 1.23364 1.22744 394727.26 127127779.65

17304 2018.02.07 21:55 sell 8654 61.73 1.22804 1.23364 1.22744

17305 2018.02.07 22:00 t/p 8654 61.73 1.22744 1.23364 1.22744 396014.00 127523793.65

17306 2018.02.07 22:12 t/p 8652 61.53 1.22730 1.23350 1.22730 394730.95 127918524.60

17307 2018.02.07 22:12 t/p 8651 61.53 1.22709 1.23329 1.22709 394730.95 128313255.55

17308 2018.02.07 22:25 t/p 8650 61.53 1.22698 1.23318 1.22698 394730.95 128707986.50

17309 2018.02.08 01:42 sell 8655 62.49 1.22642 1.23202 1.22582

17310 2018.02.08 01:43 sell 8656 62.49 1.22644 1.23204 1.22584

17311 2018.02.08 01:49 sell 8657 62.49 1.22643 1.23203 1.22583

17312 2018.02.08 01:50 sell 8658 62.49 1.22647 1.23207 1.22587

17313 2018.02.08 01:51 sell 8659 62.49 1.22649 1.23209 1.22589

17314 2018.02.08 06:28 t/p 8659 62.49 1.22589 1.23209 1.22589 400889.60 129108876.10

17315 2018.02.08 06:28 close 8655 62.49 1.22592 1.23202 1.22582 334074.66 129442950.76

17316 2018.02.08 06:28 t/p 8658 62.49 1.22587 1.23207 1.22587 400889.60 129843840.36

17317 2018.02.08 06:28 t/p 8656 62.49 1.22584 1.23204 1.22584 400889.60 130244729.96

17318 2018.02.08 06:28 t/p 8657 62.49 1.22583 1.23203 1.22583 400889.60 130645619.56

17319 2018.02.13 19:54 buy 8660 63.43 1.23531 1.22971 1.23591

17320 2018.02.13 19:55 buy 8661 63.43 1.23530 1.22970 1.23590

17321 2018.02.13 19:56 buy 8662 63.43 1.23520 1.22960 1.23580

17322 2018.02.13 20:04 t/p 8662 63.43 1.23580 1.22960 1.23580 406832.41 131052451.97

17323 2018.02.13 20:08 t/p 8661 63.43 1.23590 1.22970 1.23590 406832.41 131459284.38

17324 2018.02.13 20:09 t/p 8660 63.43 1.23591 1.22971 1.23591 406832.41 131866116.79

17325 2018.02.15 02:50 buy 8663 64.03 1.24496 1.23936 1.24556

17326 2018.02.15 02:54 t/p 8663 64.03 1.24556 1.23936 1.24556 410680.74 132276797.53

17327 2018.02.15 12:11 buy 8664 64.23 1.24803 1.24243 1.24863

17328 2018.02.15 12:12 buy 8665 64.23 1.24803 1.24243 1.24863

17329 2018.02.15 12:13 buy 8666 64.23 1.24802 1.24242 1.24862

17330 2018.02.15 12:14 buy 8667 64.23 1.24778 1.24218 1.24838

17331 2018.02.15 12:16 buy 8668 64.23 1.24782 1.24222 1.24842

17332 2018.02.15 12:33 t/p 8667 64.23 1.24838 1.24218 1.24838 411963.52 132688761.05

17333 2018.02.15 12:34 t/p 8668 64.23 1.24842 1.24222 1.24842 411963.51 133100724.56

17334 2018.02.15 12:37 t/p 8666 64.23 1.24862 1.24242 1.24862 411963.51 133512688.07

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 464/509

17335 2018.02.15 12:37 t/p 8664 64.23 1.24863 1.24243 1.24863 411963.51 133924651.58

17336 2018.02.15 12:37 t/p 8665 64.23 1.24863 1.24243 1.24863 411963.51 134336615.09

17337 2018.02.15 13:20 buy 8669 65.23 1.24780 1.24220 1.24840

17338 2018.02.15 13:21 buy 8670 65.23 1.24752 1.24192 1.24812

17339 2018.02.15 13:38 t/p 8670 65.23 1.24812 1.24192 1.24812 418377.39 134754992.48

17340 2018.02.15 13:38 t/p 8669 65.23 1.24840 1.24220 1.24840 418377.39 135173369.87

17341 2018.02.19 00:45 sell 8671 65.63 1.24134 1.24694 1.24074

17342 2018.02.19 00:46 sell 8672 65.63 1.24139 1.24699 1.24079

17343 2018.02.19 00:50 sell 8673 65.63 1.24137 1.24697 1.24077

17344 2018.02.19 00:51 sell 8674 65.63 1.24142 1.24702 1.24082

17345 2018.02.19 00:52 sell 8675 65.63 1.24150 1.24710 1.24090

17346 2018.02.19 07:33 t/p 8675 65.63 1.24090 1.24710 1.24090 421037.45 135594407.32

17347 2018.02.19 07:33 close 8673 65.63 1.24090 1.24697 1.24077 329812.67 135924219.99

17348 2018.02.19 07:33 close 8672 65.63 1.24090 1.24699 1.24079 343847.25 136268067.24

17349 2018.02.19 07:33 close 8671 65.63 1.24090 1.24694 1.24074 308760.80 136576828.04

17350 2018.02.19 07:33 close 8674 65.63 1.24092 1.24702 1.24082 350864.54 136927692.58

17351 2018.02.20 14:02 sell 8676 66.48 1.23505 1.24065 1.23445

17352 2018.02.20 14:03 sell 8677 66.48 1.23520 1.24080 1.23460

17353 2018.02.20 14:04 sell 8678 66.48 1.23539 1.24099 1.23479

17354 2018.02.20 14:05 sell 8679 66.48 1.23538 1.24098 1.23478

17355 2018.02.20 14:07 sell 8680 66.48 1.23538 1.24098 1.23478

17356 2018.02.20 14:16 t/p 8678 66.48 1.23479 1.24099 1.23479 426494.46 137354187.04

17357 2018.02.20 14:16 t/p 8679 66.48 1.23478 1.24098 1.23478 426494.46 137780681.50

17358 2018.02.20 14:16 t/p 8680 66.48 1.23478 1.24098 1.23478 426494.46 138207175.96

17359 2018.02.20 14:22 t/p 8677 66.48 1.23460 1.24080 1.23460 426494.46 138633670.42

17360 2018.02.20 14:25 t/p 8676 66.48 1.23445 1.24065 1.23445 426494.47 139060164.89

17361 2018.02.22 03:35 sell 8681 67.52 1.22796 1.23356 1.22736

17362 2018.02.22 03:36 sell 8682 67.52 1.22827 1.23387 1.22767

17363 2018.02.22 03:37 sell 8683 67.52 1.22839 1.23399 1.22779

17364 2018.02.22 03:40 sell 8684 67.52 1.22820 1.23380 1.22760

17365 2018.02.22 03:50 t/p 8683 67.52 1.22779 1.23399 1.22779 433170.50 139493335.39

17366 2018.02.22 03:51 t/p 8682 67.52 1.22767 1.23387 1.22767 433170.51 139926505.90

17367 2018.02.22 05:10 close 8684 67.52 1.22802 1.23380 1.22760 129952.37 140056458.27

17368 2018.02.22 05:10 close 8681 67.52 1.22796 1.23356 1.22736 0.00 140056458.27

17369 2018.02.27 20:24 sell 8685 68.00 1.22508 1.23068 1.22448

17370 2018.02.27 20:25 sell 8686 68.00 1.22525 1.23085 1.22465

17371 2018.02.27 20:26 sell 8687 68.00 1.22534 1.23094 1.22474

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2019/9/6 Strategy Tester: Orion

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17372 2018.02.27 20:30 sell 8688 68.00 1.22533 1.23093 1.22473

17373 2018.02.27 20:37 t/p 8687 68.00 1.22474 1.23094 1.22474 436249.92 140492708.19

17374 2018.02.27 20:37 t/p 8688 68.00 1.22473 1.23093 1.22473 436249.92 140928958.11

17375 2018.02.27 20:38 t/p 8686 68.00 1.22465 1.23085 1.22465 436249.92 141365208.03

17376 2018.02.27 20:55 t/p 8685 68.00 1.22448 1.23068 1.22448 436249.92 141801457.95

17377 2018.02.28 01:22 sell 8689 68.85 1.22360 1.22920 1.22300

17378 2018.02.28 01:36 sell 8690 68.85 1.22362 1.22922 1.22302

17379 2018.02.28 01:38 sell 8691 68.85 1.22366 1.22926 1.22306

17380 2018.02.28 01:39 sell 8692 68.85 1.22368 1.22928 1.22308

17381 2018.02.28 01:57 t/p 8691 68.85 1.22306 1.22926 1.22306 441703.05 142243161.00

17382 2018.02.28 01:57 t/p 8692 68.85 1.22308 1.22928 1.22308 441703.04 142684864.04

17383 2018.02.28 01:57 t/p 8690 68.85 1.22302 1.22922 1.22302 441703.05 143126567.09

17384 2018.02.28 01:57 t/p 8689 68.85 1.22300 1.22920 1.22300 441703.04 143568270.13

17385 2018.03.02 02:14 buy 8693 69.70 1.22640 1.22080 1.22700

17386 2018.03.02 02:15 buy 8694 69.70 1.22631 1.22071 1.22691

17387 2018.03.02 02:17 buy 8695 69.70 1.22633 1.22073 1.22693

17388 2018.03.02 02:18 buy 8696 69.70 1.22634 1.22074 1.22694

17389 2018.03.02 02:23 buy 8697 69.70 1.22635 1.22075 1.22695

17390 2018.03.02 02:32 t/p 8694 69.70 1.22691 1.22071 1.22691 447068.35 144015338.48

17391 2018.03.02 02:32 t/p 8695 69.70 1.22693 1.22073 1.22693 447068.35 144462406.83

17392 2018.03.02 02:32 t/p 8696 69.70 1.22694 1.22074 1.22694 447068.35 144909475.18

17393 2018.03.02 02:34 t/p 8697 69.70 1.22695 1.22075 1.22695 447068.34 145356543.52

17394 2018.03.02 02:42 t/p 8693 69.70 1.22700 1.22080 1.22700 447068.35 145803611.87

17395 2018.03.06 16:35 buy 8698 70.79 1.23896 1.23336 1.23956

17396 2018.03.06 16:37 buy 8699 70.79 1.23894 1.23334 1.23954

17397 2018.03.06 16:58 t/p 8699 70.79 1.23954 1.23334 1.23954 454068.29 146257680.16

17398 2018.03.06 16:59 t/p 8698 70.79 1.23956 1.23336 1.23956 454068.29 146711748.45

17399 2018.03.06 19:57 buy 8700 71.23 1.23951 1.23391 1.24011

17400 2018.03.06 20:22 t/p 8700 71.23 1.24011 1.23391 1.24011 456890.58 147168639.03

17401 2018.03.09 00:09 sell 8701 71.45 1.23163 1.23723 1.23103

17402 2018.03.09 01:20 t/p 8701 71.45 1.23103 1.23723 1.23103 458383.19 147627022.22

17403 2018.03.09 02:43 sell 8702 71.68 1.23125 1.23685 1.23065

17404 2018.03.09 02:46 sell 8703 71.68 1.23144 1.23704 1.23084

17405 2018.03.09 02:47 sell 8704 71.68 1.23147 1.23707 1.23087

17406 2018.03.09 02:50 sell 8705 71.68 1.23146 1.23706 1.23086

17407 2018.03.09 02:53 sell 8706 71.68 1.23145 1.23705 1.23085

17408 2018.03.09 03:00 t/p 8704 71.68 1.23087 1.23707 1.23087 459858.74 148086880.96

17409 2018.03.09 03:00 t/p 8705 71.68 1.23086 1.23706 1.23086 459858.74 148546739.70

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 466/509

17410 2018.03.09 03:00 t/p 8706 71.68 1.23085 1.23705 1.23085 459858.74 149006598.44

17411 2018.03.09 03:00 t/p 8703 71.68 1.23084 1.23704 1.23084 459858.74 149466457.18

17412 2018.03.09 03:03 t/p 8702 71.68 1.23065 1.23685 1.23065 459858.74 149926315.92

17413 2018.03.13 22:08 buy 8707 72.79 1.23923 1.23363 1.23983

17414 2018.03.13 22:09 buy 8708 72.79 1.23913 1.23353 1.23973

17415 2018.03.13 22:10 buy 8709 72.79 1.23907 1.23347 1.23967

17416 2018.03.13 22:13 buy 8710 72.79 1.23901 1.23341 1.23961

17417 2018.03.13 22:15 buy 8711 72.79 1.23901 1.23341 1.23961

17418 2018.03.14 00:30 t/p 8710 72.79 1.23961 1.23341 1.23961 374083.34 150300399.26

17419 2018.03.14 00:30 t/p 8711 72.79 1.23961 1.23341 1.23961 374083.34 150674482.59

17420 2018.03.14 00:30 close 8708 72.79 1.23961 1.23353 1.23973 280707.45 150955190.04

17421 2018.03.14 00:30 close 8707 72.79 1.23961 1.23363 1.23983 202894.21 151158084.25

17422 2018.03.14 00:30 close 8709 72.79 1.23957 1.23347 1.23967 296270.10 151454354.35

17423 2018.03.14 03:41 buy 8712 73.53 1.23906 1.23346 1.23966

17424 2018.03.14 04:49 t/p 8712 73.53 1.23966 1.23346 1.23966 471625.83 151925980.18

17425 2018.03.15 20:54 sell 8713 73.76 1.23264 1.23824 1.23204

17426 2018.03.15 20:55 sell 8714 73.76 1.23266 1.23826 1.23206

17427 2018.03.15 20:57 sell 8715 73.76 1.23295 1.23855 1.23235

17428 2018.03.15 20:58 sell 8716 73.76 1.23314 1.23874 1.23254

17429 2018.03.15 21:00 sell 8717 73.76 1.23343 1.23903 1.23283

17430 2018.03.15 21:03 t/p 8717 73.76 1.23283 1.23903 1.23283 473194.00 152399174.18

17431 2018.03.15 21:11 t/p 8716 73.76 1.23254 1.23874 1.23254 473194.00 152872368.18

17432 2018.03.15 21:11 t/p 8715 73.76 1.23235 1.23855 1.23235 473194.00 153345562.18

17433 2018.03.15 21:12 t/p 8714 73.76 1.23206 1.23826 1.23206 473194.01 153818756.19

17434 2018.03.15 21:12 t/p 8713 73.76 1.23204 1.23824 1.23204 473194.00 154291950.19

17435 2018.03.16 01:51 sell 8718 74.91 1.23071 1.23631 1.23011

17436 2018.03.16 03:21 close 8718 74.91 1.23048 1.23631 1.23011 184219.12 154476169.31

17437 2018.03.16 03:53 sell 8719 75.00 1.23075 1.23635 1.23015

17438 2018.03.16 03:54 sell 8720 75.00 1.23082 1.23642 1.23022

17439 2018.03.16 03:55 sell 8721 75.00 1.23085 1.23645 1.23025

17440 2018.03.16 03:56 sell 8722 75.00 1.23090 1.23650 1.23030

17441 2018.03.16 04:01 t/p 8722 75.00 1.23030 1.23650 1.23030 481149.00 154957318.31

17442 2018.03.16 04:01 t/p 8721 75.00 1.23025 1.23645 1.23025 481149.00 155438467.31

17443 2018.03.16 04:02 t/p 8720 75.00 1.23022 1.23642 1.23022 481149.00 155919616.31

17444 2018.03.16 04:03 t/p 8719 75.00 1.23015 1.23635 1.23015 481149.00 156400765.31

17445 2018.03.19 22:56 buy 8723 75.94 1.23413 1.22853 1.23473

17446 2018.03.19 22:58 buy 8724 75.94 1.23405 1.22845 1.23465

Page 467: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 467/509

17447 2018.03.19 22:59 buy 8725 75.94 1.23406 1.22846 1.23466

17448 2018.03.19 23:04 buy 8726 75.94 1.23403 1.22843 1.23463

17449 2018.03.19 23:05 buy 8727 75.94 1.23391 1.22831 1.23451

17450 2018.03.20 04:34 t/p 8727 75.94 1.23451 1.22831 1.23451 390267.30 156791032.61

17451 2018.03.20 04:34 close 8726 75.94 1.23451 1.22843 1.23463 292851.47 157083884.07

17452 2018.03.20 04:34 close 8725 75.94 1.23451 1.22846 1.23466 268497.51 157352381.58

17453 2018.03.20 04:34 close 8724 75.94 1.23451 1.22845 1.23465 276615.50 157628997.08

17454 2018.03.20 04:34 close 8723 75.94 1.23451 1.22853 1.23473 211671.61 157840668.69

17455 2018.03.20 18:22 sell 8728 76.64 1.22855 1.23415 1.22795

17456 2018.03.20 18:29 sell 8729 76.64 1.22853 1.23413 1.22793

17457 2018.03.20 18:49 t/p 8728 76.64 1.22795 1.23415 1.22795 491670.13 158332338.82

17458 2018.03.20 18:49 t/p 8729 76.64 1.22793 1.23413 1.22793 491670.12 158824008.94

17459 2018.03.21 02:29 sell 8730 77.11 1.22473 1.23033 1.22413

17460 2018.03.21 02:30 sell 8731 77.11 1.22482 1.23042 1.22422

17461 2018.03.21 02:59 sell 8732 77.11 1.22479 1.23039 1.22419

17462 2018.03.21 03:03 sell 8733 77.11 1.22483 1.23043 1.22423

17463 2018.03.21 03:05 sell 8734 77.11 1.22479 1.23039 1.22419

17464 2018.03.21 21:00 s/l 8730 77.11 1.23033 1.23033 1.22413 -4617019.85 154206989.09

17465 2018.03.21 21:00 s/l 8732 77.11 1.23039 1.23039 1.22419 -4617019.85 149589969.24

17466 2018.03.21 21:00 s/l 8734 77.11 1.23039 1.23039 1.22419 -4617019.85 144972949.39

17467 2018.03.21 21:00 s/l 8731 77.11 1.23042 1.23042 1.22422 -4617019.85 140355929.54

17468 2018.03.21 21:00 s/l 8733 77.11 1.23043 1.23043 1.22423 -4617019.86 135738909.68

17469 2018.03.26 15:25 buy 8735 65.91 1.24015 1.23455 1.24075

17470 2018.03.26 15:36 t/p 8735 65.91 1.24075 1.23455 1.24075 422734.88 136161644.56

17471 2018.03.26 23:54 buy 8736 66.11 1.24497 1.23937 1.24557

17472 2018.03.26 23:59 buy 8737 66.11 1.24495 1.23935 1.24555

17473 2018.03.27 00:00 buy 8738 66.11 1.24489 1.23929 1.24549

17474 2018.03.27 00:02 buy 8739 66.11 1.24470 1.23910 1.24530

17475 2018.03.27 00:03 buy 8740 66.11 1.24465 1.23905 1.24525

17476 2018.03.27 02:25 t/p 8740 66.11 1.24525 1.23905 1.24525 424013.67 136585658.23

17477 2018.03.27 02:25 close 8738 66.11 1.24525 1.23929 1.24549 254408.20 136840066.43

17478 2018.03.27 02:25 close 8737 66.11 1.24525 1.23935 1.24555 127726.71 136967793.15

17479 2018.03.27 02:25 close 8736 66.11 1.24525 1.23937 1.24557 113592.92 137081386.07

17480 2018.03.27 02:25 close 8739 66.11 1.24517 1.23910 1.24530 332144.05 137413530.12

17481 2018.03.27 03:29 buy 8741 66.72 1.24502 1.23942 1.24562

17482 2018.03.27 03:33 buy 8742 66.72 1.24496 1.23936 1.24556

17483 2018.03.27 03:34 buy 8743 66.72 1.24496 1.23936 1.24556

17484 2018.03.27 03:47 buy 8744 66.72 1.24482 1.23922 1.24542

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 468/509

17485 2018.03.27 03:51 buy 8745 66.72 1.24495 1.23935 1.24555

17486 2018.03.27 06:26 t/p 8744 66.72 1.24542 1.23922 1.24542 427926.07 137841456.19

17487 2018.03.27 06:26 close 8745 66.72 1.24542 1.23935 1.24555 335208.76 138176664.95

17488 2018.03.27 06:26 close 8743 66.72 1.24542 1.23936 1.24556 328076.65 138504741.60

17489 2018.03.27 06:26 close 8742 66.72 1.24542 1.23936 1.24556 328076.65 138832818.25

17490 2018.03.27 06:26 close 8741 66.72 1.24542 1.23942 1.24562 285284.05 139118102.30

17491 2018.03.27 16:51 sell 8746 67.55 1.23962 1.24522 1.23902

17492 2018.03.27 16:52 sell 8747 67.55 1.23975 1.24535 1.23915

17493 2018.03.27 16:59 t/p 8747 67.55 1.23915 1.24535 1.23915 433342.71 139551445.01

17494 2018.03.27 17:09 sell 8748 67.76 1.23986 1.24546 1.23926

17495 2018.03.27 17:10 sell 8749 67.76 1.24041 1.24601 1.23981

17496 2018.03.27 17:12 sell 8750 67.76 1.24038 1.24598 1.23978

17497 2018.03.27 17:14 sell 8751 67.76 1.24039 1.24599 1.23979

17498 2018.03.27 17:20 t/p 8749 67.76 1.23981 1.24601 1.23981 434689.89 139986134.90

17499 2018.03.27 17:22 t/p 8751 67.76 1.23979 1.24599 1.23979 434689.89 140420824.79

17500 2018.03.27 17:22 t/p 8750 67.76 1.23978 1.24598 1.23978 434689.88 140855514.67

17501 2018.03.27 17:33 t/p 8748 67.76 1.23926 1.24546 1.23926 434689.89 141290204.56

17502 2018.03.27 22:45 close 8746 67.55 1.23962 1.24522 1.23902 0.00 141290204.56

17503 2018.03.29 01:42 sell 8752 68.60 1.23116 1.23676 1.23056

17504 2018.03.29 01:44 sell 8753 68.60 1.23118 1.23678 1.23058

17505 2018.03.29 01:45 sell 8754 68.60 1.23120 1.23680 1.23060

17506 2018.03.29 03:00 sell 8755 68.60 1.23117 1.23677 1.23057

17507 2018.03.29 03:02 sell 8756 68.60 1.23116 1.23676 1.23056

17508 2018.03.29 03:06 t/p 8754 68.60 1.23060 1.23680 1.23060 440078.61 141730283.17

17509 2018.03.29 03:07 t/p 8753 68.60 1.23058 1.23678 1.23058 440078.60 142170361.77

17510 2018.03.29 03:07 t/p 8755 68.60 1.23057 1.23677 1.23057 440078.61 142610440.38

17511 2018.03.29 03:07 t/p 8752 68.60 1.23056 1.23676 1.23056 440078.60 143050518.98

17512 2018.03.29 03:07 t/p 8756 68.60 1.23056 1.23676 1.23056 440078.60 143490597.58

17513 2018.03.29 03:47 sell 8757 69.67 1.23113 1.23673 1.23053

17514 2018.03.29 03:53 sell 8758 69.67 1.23121 1.23681 1.23061

17515 2018.03.29 04:01 sell 8759 69.67 1.23127 1.23687 1.23067

17516 2018.03.29 04:03 sell 8760 69.67 1.23131 1.23691 1.23071

17517 2018.03.29 04:04 sell 8761 69.67 1.23142 1.23702 1.23082

17518 2018.03.29 09:57 t/p 8761 69.67 1.23082 1.23702 1.23082 446942.81 143937540.39

17519 2018.03.29 09:57 close 8760 69.67 1.23081 1.23691 1.23071 372452.33 144309992.72

17520 2018.03.29 09:57 close 8759 69.67 1.23081 1.23687 1.23067 342656.14 144652648.86

17521 2018.03.29 09:57 close 8758 69.67 1.23081 1.23681 1.23061 297961.86 144950610.72

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2019/9/6 Strategy Tester: Orion

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17522 2018.03.29 09:57 close 8757 69.67 1.23081 1.23673 1.23053 238369.49 145188980.21

17523 2018.03.30 16:23 buy 8762 70.50 1.23275 1.22715 1.23335

17524 2018.03.30 16:37 buy 8763 70.50 1.23259 1.22699 1.23319

17525 2018.03.30 16:38 buy 8764 70.50 1.23258 1.22698 1.23318

17526 2018.03.30 17:20 close 8762 70.50 1.23175 1.22715 1.23335 -753623.85 144435356.36

17527 2018.03.30 17:20 close 8764 70.50 1.23175 1.22698 1.23318 -625507.79 143809848.57

17528 2018.03.30 17:21 close 8763 70.50 1.23176 1.22699 1.23319 -625507.79 143184340.78

17529 2018.04.09 00:08 buy 8765 69.52 1.22764 1.22204 1.22824

17530 2018.04.09 00:13 buy 8766 69.52 1.22783 1.22223 1.22843

17531 2018.04.09 00:37 buy 8767 69.52 1.22784 1.22224 1.22844

17532 2018.04.09 02:30 close 8765 69.52 1.22663 1.22204 1.22824 -750579.42 142433761.36

17533 2018.04.09 02:30 close 8767 69.52 1.22663 1.22224 1.22844 -899209.01 141534552.35

17534 2018.04.09 02:31 close 8766 69.52 1.22660 1.22223 1.22843 -914071.97 140620480.38

17535 2018.04.10 04:42 buy 8768 68.28 1.23201 1.22641 1.23261

17536 2018.04.10 04:43 buy 8769 68.28 1.23193 1.22633 1.23253

17537 2018.04.10 05:15 close 8768 68.28 1.23103 1.22641 1.23261 -715294.86 139905185.52

17538 2018.04.10 05:16 close 8769 68.28 1.23088 1.22633 1.23253 -766387.35 139138798.17

17539 2018.04.12 18:50 sell 8770 67.56 1.23215 1.23775 1.23155

17540 2018.04.12 19:43 sell 8771 67.56 1.23235 1.23795 1.23175

17541 2018.04.12 19:45 sell 8772 67.56 1.23246 1.23806 1.23186

17542 2018.04.12 19:50 sell 8773 67.56 1.23245 1.23805 1.23185

17543 2018.04.12 19:52 sell 8774 67.56 1.23239 1.23799 1.23179

17544 2018.04.13 09:12 t/p 8772 67.56 1.23186 1.23806 1.23186 480459.95 139619258.12

17545 2018.04.13 09:12 close 8771 67.56 1.23186 1.23795 1.23175 401000.54 140020258.66

17546 2018.04.13 09:12 close 8770 67.56 1.23186 1.23775 1.23155 256528.88 140276787.54

17547 2018.04.13 09:12 t/p 8773 67.56 1.23185 1.23805 1.23185 480459.95 140757247.49

17548 2018.04.13 09:13 close 8774 67.56 1.23189 1.23799 1.23179 408224.12 141165471.61

17549 2018.04.16 17:58 buy 8775 68.54 1.23711 1.23151 1.23771

17550 2018.04.16 19:28 close 8775 68.54 1.23740 1.23151 1.23771 212476.88 141377948.49

17551 2018.04.16 22:30 buy 8776 68.64 1.23764 1.23204 1.23824

17552 2018.04.16 22:32 buy 8777 68.64 1.23760 1.23200 1.23820

17553 2018.04.16 23:22 t/p 8777 68.64 1.23820 1.23200 1.23820 440248.72 141818197.21

17554 2018.04.16 23:31 t/p 8776 68.64 1.23824 1.23204 1.23824 440248.73 142258445.94

17555 2018.04.23 15:02 sell 8778 69.07 1.22387 1.22947 1.22327

17556 2018.04.23 15:17 sell 8779 69.07 1.22394 1.22954 1.22334

17557 2018.04.23 15:18 sell 8780 69.07 1.22400 1.22960 1.22340

17558 2018.04.23 15:19 sell 8781 69.07 1.22414 1.22974 1.22354

17559 2018.04.23 15:22 sell 8782 69.07 1.22407 1.22967 1.22347

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2019/9/6 Strategy Tester: Orion

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17560 2018.04.23 15:31 t/p 8781 69.07 1.22354 1.22974 1.22354 443093.72 142701539.66

17561 2018.04.23 15:31 t/p 8782 69.07 1.22347 1.22967 1.22347 443093.72 143144633.38

17562 2018.04.23 15:31 t/p 8780 69.07 1.22340 1.22960 1.22340 443093.72 143587727.10

17563 2018.04.23 16:06 sell 8783 69.72 1.22429 1.22989 1.22369

17564 2018.04.23 16:10 sell 8784 69.72 1.22435 1.22995 1.22375

17565 2018.04.23 16:14 t/p 8784 69.72 1.22375 1.22995 1.22375 447263.57 144034990.67

17566 2018.04.23 16:14 t/p 8783 69.72 1.22369 1.22989 1.22369 447263.56 144482254.23

17567 2018.04.23 16:31 t/p 8779 69.07 1.22334 1.22954 1.22334 443093.72 144925347.95

17568 2018.04.23 16:31 t/p 8778 69.07 1.22327 1.22947 1.22327 443093.72 145368441.67

17569 2018.04.23 21:38 sell 8785 70.58 1.22148 1.22708 1.22088

17570 2018.04.23 21:39 sell 8786 70.58 1.22148 1.22708 1.22088

17571 2018.04.23 21:57 t/p 8785 70.58 1.22088 1.22708 1.22088 452780.58 145821222.25

17572 2018.04.23 21:57 t/p 8786 70.58 1.22088 1.22708 1.22088 452780.58 146274002.83

17573 2018.04.24 01:31 sell 8787 71.02 1.22093 1.22653 1.22033

17574 2018.04.24 01:56 sell 8788 71.02 1.22094 1.22654 1.22034

17575 2018.04.24 01:57 sell 8789 71.02 1.22095 1.22655 1.22035

17576 2018.04.24 01:58 sell 8790 71.02 1.22100 1.22660 1.22040

17577 2018.04.24 02:38 sell 8791 71.02 1.22101 1.22661 1.22041

17578 2018.04.24 03:28 t/p 8791 71.02 1.22041 1.22661 1.22041 455611.76 146729614.59

17579 2018.04.24 03:28 t/p 8790 71.02 1.22040 1.22660 1.22040 455611.76 147185226.35

17580 2018.04.24 03:28 t/p 8789 71.02 1.22035 1.22655 1.22035 455611.76 147640838.11

17581 2018.04.24 03:28 t/p 8788 71.02 1.22034 1.22654 1.22034 455611.77 148096449.88

17582 2018.04.24 03:28 t/p 8787 71.02 1.22033 1.22653 1.22033 455611.77 148552061.65

17583 2018.04.26 01:50 sell 8792 72.13 1.21662 1.22222 1.21602

17584 2018.04.26 01:52 sell 8793 72.13 1.21676 1.22236 1.21616

17585 2018.04.26 01:54 sell 8794 72.13 1.21675 1.22235 1.21615

17586 2018.04.26 01:56 sell 8795 72.13 1.21675 1.22235 1.21615

17587 2018.04.26 01:58 sell 8796 72.13 1.21681 1.22241 1.21621

17588 2018.04.26 10:52 t/p 8796 72.13 1.21621 1.22241 1.21621 462732.71 149014794.36

17589 2018.04.26 10:52 close 8792 72.13 1.21621 1.22222 1.21602 316200.69 149330995.05

17590 2018.04.26 10:52 close 8795 72.13 1.21625 1.22235 1.21615 385610.59 149716605.64

17591 2018.04.26 10:52 close 8794 72.13 1.21625 1.22235 1.21615 385610.59 150102216.23

17592 2018.04.26 10:52 close 8793 72.13 1.21626 1.22236 1.21616 385610.59 150487826.82

17593 2018.04.27 01:22 sell 8797 73.07 1.21068 1.21628 1.21008

17594 2018.04.27 01:35 sell 8798 73.07 1.21077 1.21637 1.21017

17595 2018.04.27 01:36 sell 8799 73.07 1.21086 1.21646 1.21026

17596 2018.04.27 01:42 sell 8800 73.07 1.21077 1.21637 1.21017

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 471/509

17597 2018.04.27 01:43 sell 8801 73.07 1.21064 1.21624 1.21004

17598 2018.04.27 03:05 t/p 8799 73.07 1.21026 1.21646 1.21026 468763.05 150956589.87

17599 2018.04.27 03:05 close 8797 73.07 1.21026 1.21628 1.21008 328134.14 151284724.01

17600 2018.04.27 03:05 close 8798 73.07 1.21027 1.21637 1.21017 390635.88 151675359.89

17601 2018.04.27 03:12 close 8800 73.07 1.21042 1.21637 1.21017 273445.12 151948805.01

17602 2018.04.27 03:13 close 8801 73.07 1.21051 1.21624 1.21004 101565.33 152050370.34

17603 2018.04.27 03:18 sell 8802 73.83 1.21080 1.21640 1.21020

17604 2018.04.27 03:49 sell 8803 73.83 1.21080 1.21640 1.21020

17605 2018.04.27 04:32 t/p 8802 73.83 1.21020 1.21640 1.21020 473638.64 152524008.98

17606 2018.04.27 04:32 t/p 8803 73.83 1.21020 1.21640 1.21020 473638.64 152997647.62

17607 2018.04.30 01:21 buy 8804 74.29 1.21238 1.20678 1.21298

17608 2018.04.30 01:25 buy 8805 74.29 1.21238 1.20678 1.21298

17609 2018.04.30 01:34 buy 8806 74.29 1.21225 1.20665 1.21285

17610 2018.04.30 01:36 buy 8807 74.29 1.21228 1.20668 1.21288

17611 2018.04.30 01:37 buy 8808 74.29 1.21219 1.20659 1.21279

17612 2018.04.30 03:16 t/p 8808 74.29 1.21279 1.20659 1.21279 476487.15 153474134.77

17613 2018.04.30 03:16 close 8805 74.29 1.21279 1.20678 1.21298 325599.55 153799734.32

17614 2018.04.30 03:16 close 8804 74.29 1.21279 1.20678 1.21298 325599.55 154125333.87

17615 2018.04.30 03:16 close 8807 74.29 1.21278 1.20668 1.21288 397072.62 154522406.49

17616 2018.04.30 03:17 close 8806 74.29 1.21275 1.20665 1.21285 397072.63 154919479.12

17617 2018.05.01 15:30 sell 8809 75.22 1.20329 1.20889 1.20269

17618 2018.05.01 15:33 sell 8810 75.22 1.20336 1.20896 1.20276

17619 2018.05.01 15:34 sell 8811 75.22 1.20364 1.20924 1.20304

17620 2018.05.01 15:36 sell 8812 75.22 1.20361 1.20921 1.20301

17621 2018.05.01 15:45 t/p 8811 75.22 1.20304 1.20924 1.20304 482555.85 155402034.97

17622 2018.05.01 15:45 t/p 8812 75.22 1.20301 1.20921 1.20301 482555.86 155884590.83

17623 2018.05.01 15:46 t/p 8810 75.22 1.20276 1.20896 1.20276 482555.86 156367146.69

17624 2018.05.01 15:46 t/p 8809 75.22 1.20269 1.20889 1.20269 482555.86 156849702.55

17625 2018.05.01 19:39 sell 8813 76.16 1.20110 1.20670 1.20050

17626 2018.05.01 19:40 sell 8814 76.16 1.20123 1.20683 1.20063

17627 2018.05.01 19:42 sell 8815 76.16 1.20117 1.20677 1.20057

17628 2018.05.01 19:43 sell 8816 76.16 1.20124 1.20684 1.20064

17629 2018.05.01 19:44 sell 8817 76.16 1.20131 1.20691 1.20071

17630 2018.05.01 20:19 t/p 8817 76.16 1.20071 1.20691 1.20071 488586.20 157338288.75

17631 2018.05.01 20:20 t/p 8816 76.16 1.20064 1.20684 1.20064 488586.20 157826874.95

17632 2018.05.01 20:20 t/p 8814 76.16 1.20063 1.20683 1.20063 488586.20 158315461.15

17633 2018.05.01 20:21 t/p 8815 76.16 1.20057 1.20677 1.20057 488586.20 158804047.35

17634 2018.05.01 20:21 t/p 8813 76.16 1.20050 1.20670 1.20050 488586.20 159292633.55

Page 472: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 472/509

17635 2018.05.02 03:13 sell 8818 77.34 1.19942 1.20502 1.19882

17636 2018.05.02 03:16 sell 8819 77.34 1.19973 1.20533 1.19913

17637 2018.05.02 03:18 sell 8820 77.34 1.19975 1.20535 1.19915

17638 2018.05.02 03:26 sell 8821 77.34 1.19962 1.20522 1.19902

17639 2018.05.02 03:46 t/p 8820 77.34 1.19915 1.20535 1.19915 496156.21 159788789.76

17640 2018.05.02 03:46 t/p 8819 77.34 1.19913 1.20533 1.19913 496156.21 160284945.97

17641 2018.05.02 04:25 sell 8822 77.82 1.19970 1.20530 1.19910

17642 2018.05.02 04:26 sell 8823 77.82 1.19971 1.20531 1.19911

17643 2018.05.02 04:27 sell 8824 77.82 1.19972 1.20532 1.19912

17644 2018.05.02 09:12 t/p 8824 77.82 1.19912 1.20532 1.19912 499235.54 160784181.51

17645 2018.05.02 09:12 close 8821 77.34 1.19912 1.20522 1.19902 413463.50 161197645.01

17646 2018.05.02 09:12 close 8818 77.34 1.19912 1.20502 1.19882 248078.10 161445723.11

17647 2018.05.02 09:12 t/p 8823 77.82 1.19911 1.20531 1.19911 499235.54 161944958.65

17648 2018.05.02 09:12 close 8822 77.82 1.19920 1.20530 1.19910 416029.61 162360988.26

17649 2018.05.07 15:45 sell 8825 78.83 1.19177 1.19737 1.19117

17650 2018.05.07 15:48 sell 8826 78.83 1.19183 1.19743 1.19123

17651 2018.05.07 15:50 sell 8827 78.83 1.19187 1.19747 1.19127

17652 2018.05.07 16:02 sell 8828 78.83 1.19186 1.19746 1.19126

17653 2018.05.07 16:05 sell 8829 78.83 1.19202 1.19762 1.19142

17654 2018.05.07 16:17 t/p 8829 78.83 1.19142 1.19762 1.19142 505696.03 162866684.29

17655 2018.05.07 16:19 t/p 8827 78.83 1.19127 1.19747 1.19127 505696.03 163372380.32

17656 2018.05.07 16:19 t/p 8828 78.83 1.19126 1.19746 1.19126 505696.02 163878076.34

17657 2018.05.07 16:19 t/p 8826 78.83 1.19123 1.19743 1.19123 505696.03 164383772.37

17658 2018.05.07 16:19 t/p 8825 78.83 1.19117 1.19737 1.19117 505696.03 164889468.40

17659 2018.05.08 19:06 sell 8830 80.06 1.18691 1.19251 1.18631

17660 2018.05.08 19:09 sell 8831 80.06 1.18688 1.19248 1.18628

17661 2018.05.08 19:10 sell 8832 80.06 1.18711 1.19271 1.18651

17662 2018.05.08 19:11 sell 8833 80.06 1.18717 1.19277 1.18657

17663 2018.05.08 19:12 sell 8834 80.06 1.18733 1.19293 1.18673

17664 2018.05.08 20:57 t/p 8834 80.06 1.18673 1.19293 1.18673 513581.70 165403050.10

17665 2018.05.08 20:57 close 8833 80.06 1.18673 1.19277 1.18657 376626.58 165779676.68

17666 2018.05.08 20:57 close 8832 80.06 1.18673 1.19271 1.18651 325268.41 166104945.09

17667 2018.05.08 20:57 close 8831 80.06 1.18673 1.19248 1.18628 128395.42 166233340.51

17668 2018.05.08 20:57 close 8830 80.06 1.18673 1.19251 1.18631 154074.51 166387415.02

17669 2018.05.15 03:30 sell 8835 80.79 1.19342 1.19902 1.19282

17670 2018.05.15 03:31 sell 8836 80.79 1.19343 1.19903 1.19283

17671 2018.05.15 03:33 sell 8837 80.79 1.19346 1.19906 1.19286

Page 473: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 473/509

17672 2018.05.15 03:35 sell 8838 80.79 1.19343 1.19903 1.19283

17673 2018.05.15 03:37 sell 8839 80.79 1.19344 1.19904 1.19284

17674 2018.05.15 07:25 t/p 8837 80.79 1.19286 1.19906 1.19286 518279.16 166905694.18

17675 2018.05.15 07:25 t/p 8839 80.79 1.19284 1.19904 1.19284 518279.16 167423973.34

17676 2018.05.15 07:25 t/p 8836 80.79 1.19283 1.19903 1.19283 518279.16 167942252.50

17677 2018.05.15 07:25 t/p 8838 80.79 1.19283 1.19903 1.19283 518279.16 168460531.66

17678 2018.05.15 07:25 t/p 8835 80.79 1.19282 1.19902 1.19282 518279.17 168978810.83

17679 2018.05.15 17:53 sell 8840 82.05 1.18594 1.19154 1.18534

17680 2018.05.15 17:54 sell 8841 82.05 1.18600 1.19160 1.18540

17681 2018.05.15 17:56 sell 8842 82.05 1.18614 1.19174 1.18554

17682 2018.05.15 17:59 sell 8843 82.05 1.18614 1.19174 1.18554

17683 2018.05.15 18:04 t/p 8842 82.05 1.18554 1.19174 1.18554 526362.24 169505173.07

17684 2018.05.15 18:04 t/p 8843 82.05 1.18554 1.19174 1.18554 526362.24 170031535.31

17685 2018.05.15 18:16 sell 8844 82.56 1.18613 1.19173 1.18553

17686 2018.05.15 18:18 sell 8845 82.56 1.18639 1.19199 1.18579

17687 2018.05.15 18:19 sell 8846 82.56 1.18654 1.19214 1.18594

17688 2018.05.15 19:07 t/p 8846 82.56 1.18594 1.19214 1.18594 529633.96 170561169.27

17689 2018.05.15 19:09 t/p 8845 82.56 1.18579 1.19199 1.18579 529633.96 171090803.23

17690 2018.05.15 19:09 t/p 8844 82.56 1.18553 1.19173 1.18553 529633.96 171620437.19

17691 2018.05.15 19:28 sell 8847 83.33 1.18706 1.19266 1.18646

17692 2018.05.15 19:30 sell 8848 83.33 1.18728 1.19288 1.18668

17693 2018.05.15 19:34 sell 8849 83.33 1.18721 1.19281 1.18661

17694 2018.05.15 19:58 t/p 8848 83.33 1.18668 1.19288 1.18668 534573.62 172155010.81

17695 2018.05.15 19:58 t/p 8849 83.33 1.18661 1.19281 1.18661 534573.61 172689584.42

17696 2018.05.15 20:00 t/p 8847 83.33 1.18646 1.19266 1.18646 534573.62 173224158.04

17697 2018.05.15 20:03 close 8841 82.05 1.18600 1.19160 1.18540 0.00 173224158.04

17698 2018.05.15 20:12 close 8840 82.05 1.18594 1.19154 1.18534 0.00 173224158.04

17699 2018.05.16 03:22 sell 8850 84.11 1.18331 1.18891 1.18271

17700 2018.05.16 03:27 sell 8851 84.11 1.18338 1.18898 1.18278

17701 2018.05.16 04:03 t/p 8851 84.11 1.18278 1.18898 1.18278 539577.43 173763735.47

17702 2018.05.16 04:05 t/p 8850 84.11 1.18271 1.18891 1.18271 539577.43 174303312.90

17703 2018.05.22 02:37 buy 8852 84.63 1.17919 1.17359 1.17979

17704 2018.05.22 02:40 buy 8853 84.63 1.17919 1.17359 1.17979

17705 2018.05.22 02:41 buy 8854 84.63 1.17917 1.17357 1.17977

17706 2018.05.22 02:42 buy 8855 84.63 1.17914 1.17354 1.17974

17707 2018.05.22 02:44 buy 8856 84.63 1.17912 1.17352 1.17972

17708 2018.05.22 10:35 t/p 8856 84.63 1.17972 1.17352 1.17972 542781.27 174846094.17

17709 2018.05.22 10:35 t/p 8855 84.63 1.17974 1.17354 1.17974 542781.27 175388875.44

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2019/9/6 Strategy Tester: Orion

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17710 2018.05.22 10:35 t/p 8854 84.63 1.17977 1.17357 1.17977 542781.27 175931656.71

17711 2018.05.22 10:35 t/p 8852 84.63 1.17979 1.17359 1.17979 542781.27 176474437.98

17712 2018.05.22 10:35 t/p 8853 84.63 1.17979 1.17359 1.17979 542781.27 177017219.25

17713 2018.05.28 19:19 sell 8857 85.95 1.16317 1.16877 1.16257

17714 2018.05.28 19:32 t/p 8857 85.95 1.16257 1.16877 1.16257 551365.81 177568585.06

17715 2018.05.29 01:29 sell 8858 86.22 1.16267 1.16827 1.16207

17716 2018.05.29 01:58 sell 8859 86.22 1.16264 1.16824 1.16204

17717 2018.05.29 02:02 sell 8860 86.22 1.16270 1.16830 1.16210

17718 2018.05.29 02:03 sell 8861 86.22 1.16273 1.16833 1.16213

17719 2018.05.29 02:04 sell 8862 86.22 1.16272 1.16832 1.16212

17720 2018.05.29 04:07 t/p 8861 86.22 1.16213 1.16833 1.16213 553097.85 178121682.91

17721 2018.05.29 04:07 t/p 8862 86.22 1.16212 1.16832 1.16212 553097.86 178674780.77

17722 2018.05.29 04:08 close 8859 86.22 1.16214 1.16824 1.16204 460914.88 179135695.65

17723 2018.05.29 04:08 close 8858 86.22 1.16217 1.16827 1.16207 460914.88 179596610.53

17724 2018.05.29 04:08 close 8860 86.22 1.16220 1.16830 1.16210 460914.88 180057525.41

17725 2018.05.29 13:12 sell 8863 87.43 1.15617 1.16177 1.15557

17726 2018.05.29 13:13 sell 8864 87.43 1.15618 1.16178 1.15558

17727 2018.05.29 13:14 sell 8865 87.43 1.15679 1.16239 1.15619

17728 2018.05.29 13:15 t/p 8865 87.43 1.15619 1.16239 1.15619 560859.95 180618385.36

17729 2018.05.29 13:16 t/p 8864 87.43 1.15558 1.16178 1.15558 560859.95 181179245.31

17730 2018.05.29 13:16 t/p 8863 87.43 1.15557 1.16177 1.15557 560859.95 181740105.26

17731 2018.05.29 15:04 sell 8866 88.25 1.15593 1.16153 1.15533

17732 2018.05.29 15:17 sell 8867 88.25 1.15607 1.16167 1.15547

17733 2018.05.29 15:20 sell 8868 88.25 1.15603 1.16163 1.15543

17734 2018.05.29 15:29 sell 8869 88.25 1.15635 1.16195 1.15575

17735 2018.05.29 15:30 sell 8870 88.25 1.15634 1.16194 1.15574

17736 2018.05.29 18:01 t/p 8869 88.25 1.15575 1.16195 1.15575 566120.21 182306225.47

17737 2018.05.29 18:01 t/p 8870 88.25 1.15574 1.16194 1.15574 566120.22 182872345.69

17738 2018.05.29 18:01 close 8868 88.25 1.15574 1.16163 1.15543 273624.77 183145970.46

17739 2018.05.29 18:01 close 8867 88.25 1.15574 1.16167 1.15547 311366.12 183457336.58

17740 2018.05.29 18:01 close 8866 88.25 1.15574 1.16153 1.15533 179271.40 183636607.98

17741 2018.05.30 17:01 buy 8871 89.17 1.16150 1.15590 1.16210

17742 2018.05.30 17:03 buy 8872 89.17 1.16091 1.15531 1.16151

17743 2018.05.30 17:06 buy 8873 89.17 1.16095 1.15535 1.16155

17744 2018.05.30 17:07 buy 8874 89.17 1.16060 1.15500 1.16120

17745 2018.05.30 17:09 t/p 8874 89.17 1.16120 1.15500 1.16120 571888.23 184208496.21

17746 2018.05.30 17:11 buy 8875 89.45 1.16127 1.15567 1.16187

Page 475: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 475/509

17747 2018.05.30 17:14 buy 8876 89.45 1.16121 1.15561 1.16181

17748 2018.05.30 17:16 t/p 8872 89.17 1.16151 1.15531 1.16151 571888.23 184780384.44

17749 2018.05.30 17:17 t/p 8873 89.17 1.16155 1.15535 1.16155 571888.23 185352272.67

17750 2018.05.30 17:23 buy 8877 90.00 1.16094 1.15534 1.16154

17751 2018.05.30 17:24 buy 8878 90.00 1.16042 1.15482 1.16102

17752 2018.05.30 17:43 t/p 8878 90.00 1.16102 1.15482 1.16102 577211.40 185929484.07

17753 2018.05.30 17:56 t/p 8877 90.00 1.16154 1.15534 1.16154 577211.40 186506695.47

17754 2018.05.30 18:05 t/p 8876 89.45 1.16181 1.15561 1.16181 573684.00 187080379.47

17755 2018.05.30 18:06 t/p 8875 89.45 1.16187 1.15567 1.16187 573684.00 187654063.47

17756 2018.05.30 18:06 t/p 8871 89.17 1.16210 1.15590 1.16210 571888.23 188225951.70

17757 2018.05.31 03:05 buy 8879 91.40 1.16625 1.16065 1.16685

17758 2018.05.31 03:07 buy 8880 91.40 1.16622 1.16062 1.16682

17759 2018.05.31 03:08 buy 8881 91.40 1.16617 1.16057 1.16677

17760 2018.05.31 03:09 buy 8882 91.40 1.16600 1.16040 1.16660

17761 2018.05.31 03:12 buy 8883 91.40 1.16598 1.16038 1.16658

17762 2018.05.31 06:12 t/p 8883 91.40 1.16658 1.16038 1.16658 586195.73 188812147.43

17763 2018.05.31 06:12 close 8881 91.40 1.16658 1.16057 1.16677 400567.08 189212714.51

17764 2018.05.31 06:12 close 8880 91.40 1.16658 1.16062 1.16682 351717.44 189564431.95

17765 2018.05.31 06:12 close 8879 91.40 1.16658 1.16065 1.16685 322407.65 189886839.60

17766 2018.05.31 06:12 close 8882 91.40 1.16650 1.16040 1.16660 488496.44 190375336.04

17767 2018.06.04 15:39 buy 8884 92.44 1.17230 1.16670 1.17290

17768 2018.06.04 15:40 buy 8885 92.44 1.17211 1.16651 1.17271

17769 2018.06.04 17:16 close 8885 92.44 1.17211 1.16651 1.17271 0.00 190375336.04

17770 2018.06.04 17:17 close 8884 92.44 1.17230 1.16670 1.17290 0.00 190375336.04

17771 2018.06.07 14:33 buy 8886 92.44 1.18155 1.17595 1.18215

17772 2018.06.07 14:35 buy 8887 92.44 1.18149 1.17589 1.18209

17773 2018.06.07 14:37 buy 8888 92.44 1.18146 1.17586 1.18206

17774 2018.06.07 14:41 buy 8889 92.44 1.18154 1.17594 1.18214

17775 2018.06.07 14:52 t/p 8888 92.44 1.18206 1.17586 1.18206 592871.34 190968207.38

17776 2018.06.07 14:53 t/p 8887 92.44 1.18209 1.17589 1.18209 592871.33 191561078.71

17777 2018.06.07 14:53 t/p 8889 92.44 1.18214 1.17594 1.18214 592871.34 192153950.05

17778 2018.06.07 14:53 t/p 8886 92.44 1.18215 1.17595 1.18215 592871.34 192746821.39

17779 2018.06.08 15:04 sell 8890 93.59 1.17550 1.18110 1.17490

17780 2018.06.08 15:22 t/p 8890 93.59 1.17490 1.18110 1.17490 600376.10 193347197.49

17781 2018.06.13 03:02 sell 8891 93.88 1.17484 1.18044 1.17424

17782 2018.06.13 03:03 sell 8892 93.88 1.17489 1.18049 1.17429

17783 2018.06.13 03:05 sell 8893 93.88 1.17489 1.18049 1.17429

17784 2018.06.13 03:06 sell 8894 93.88 1.17491 1.18051 1.17431

Page 476: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 476/509

17785 2018.06.13 03:35 sell 8895 93.88 1.17488 1.18048 1.17428

17786 2018.06.13 04:11 t/p 8894 93.88 1.17431 1.18051 1.17431 602236.44 193949433.93

17787 2018.06.13 04:11 t/p 8892 93.88 1.17429 1.18049 1.17429 602236.45 194551670.38

17788 2018.06.13 04:11 t/p 8893 93.88 1.17429 1.18049 1.17429 602236.45 195153906.83

17789 2018.06.13 04:11 t/p 8895 93.88 1.17428 1.18048 1.17428 602236.44 195756143.27

17790 2018.06.13 04:11 t/p 8891 93.88 1.17424 1.18044 1.17424 602236.44 196358379.71

17791 2018.06.14 14:39 buy 8896 95.34 1.18188 1.17628 1.18248

17792 2018.06.14 14:40 buy 8897 95.34 1.18173 1.17613 1.18233

17793 2018.06.14 14:43 buy 8898 95.34 1.18180 1.17620 1.18240

17794 2018.06.14 14:45 t/p 8897 95.34 1.18233 1.17613 1.18233 611470.72 196969850.43

17795 2018.06.14 14:45 t/p 8898 95.34 1.18240 1.17620 1.18240 611470.72 197581321.15

17796 2018.06.14 14:45 t/p 8896 95.34 1.18248 1.17628 1.18248 611470.72 198192791.87

17797 2018.06.15 01:35 sell 8899 96.23 1.15816 1.16376 1.15756

17798 2018.06.15 01:41 sell 8900 96.23 1.15818 1.16378 1.15758

17799 2018.06.15 01:44 sell 8901 96.23 1.15819 1.16379 1.15759

17800 2018.06.15 01:45 sell 8902 96.23 1.15825 1.16385 1.15765

17801 2018.06.15 01:51 sell 8903 96.23 1.15822 1.16382 1.15762

17802 2018.06.15 02:21 t/p 8902 96.23 1.15765 1.16385 1.15765 617311.60 198810103.47

17803 2018.06.15 02:22 t/p 8903 96.23 1.15762 1.16382 1.15762 617311.60 199427415.07

17804 2018.06.15 02:22 t/p 8901 96.23 1.15759 1.16379 1.15759 617311.60 200044726.67

17805 2018.06.15 02:22 t/p 8900 96.23 1.15758 1.16378 1.15758 617311.60 200662038.27

17806 2018.06.15 02:22 t/p 8899 96.23 1.15756 1.16376 1.15756 617311.60 201279349.87

17807 2018.06.19 15:44 sell 8904 97.73 1.15602 1.16162 1.15542

17808 2018.06.19 15:47 t/p 8904 97.73 1.15542 1.16162 1.15542 626934.04 201906283.91

17809 2018.06.19 15:54 sell 8905 98.04 1.15585 1.16145 1.15525

17810 2018.06.19 15:58 t/p 8905 98.04 1.15525 1.16145 1.15525 628922.67 202535206.58

17811 2018.06.19 16:25 sell 8906 98.34 1.15620 1.16180 1.15560

17812 2018.06.19 16:26 sell 8907 98.34 1.15620 1.16180 1.15560

17813 2018.06.19 16:30 sell 8908 98.34 1.15652 1.16212 1.15592

17814 2018.06.19 16:33 t/p 8908 98.34 1.15592 1.16212 1.15592 630847.16 203166053.74

17815 2018.06.19 16:34 t/p 8906 98.34 1.15560 1.16180 1.15560 630847.16 203796900.90

17816 2018.06.19 16:34 t/p 8907 98.34 1.15560 1.16180 1.15560 630847.16 204427748.06

17817 2018.06.19 17:04 sell 8909 99.26 1.15664 1.16224 1.15604

17818 2018.06.19 17:05 sell 8910 99.26 1.15670 1.16230 1.15610

17819 2018.06.19 18:25 close 8909 99.26 1.15839 1.16224 1.15604 -1857184.38 202570563.68

17820 2018.06.19 18:26 close 8910 99.26 1.15836 1.16230 1.15610 -1761672.04 200808891.64

17821 2018.06.21 23:00 buy 8911 97.51 1.16127 1.15567 1.16187

Page 477: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 477/509

17822 2018.06.21 23:04 buy 8912 97.51 1.16130 1.15570 1.16190

17823 2018.06.21 23:06 buy 8913 97.51 1.16129 1.15569 1.16189

17824 2018.06.21 23:07 buy 8914 97.51 1.16103 1.15543 1.16163

17825 2018.06.21 23:09 buy 8915 97.51 1.16119 1.15559 1.16179

17826 2018.06.22 03:27 t/p 8914 97.51 1.16163 1.15543 1.16163 501077.89 201309969.52

17827 2018.06.22 03:27 close 8915 97.51 1.16164 1.15559 1.16179 344730.83 201654700.35

17828 2018.06.22 03:27 close 8913 97.51 1.16164 1.15569 1.16189 240499.47 201895199.82

17829 2018.06.22 03:27 close 8912 97.51 1.16164 1.15570 1.16190 230076.33 202125276.14

17830 2018.06.22 03:27 close 8911 97.51 1.16164 1.15567 1.16187 261345.74 202386621.88

17831 2018.06.22 13:01 buy 8916 98.27 1.16519 1.15959 1.16579

17832 2018.06.22 13:02 buy 8917 98.27 1.16484 1.15924 1.16544

17833 2018.06.22 14:49 close 8917 98.27 1.16484 1.15924 1.16544 0.00 202386621.88

17834 2018.06.22 14:55 close 8916 98.27 1.16519 1.15959 1.16579 0.00 202386621.88

17835 2018.06.25 23:02 buy 8918 98.27 1.16993 1.16433 1.17053

17836 2018.06.25 23:04 buy 8919 98.27 1.16993 1.16433 1.17053

17837 2018.06.26 00:32 close 8918 98.27 1.17013 1.16433 1.17053 84808.32 202471430.20

17838 2018.06.26 00:34 close 8919 98.27 1.17010 1.16433 1.17053 53295.19 202524725.39

17839 2018.06.26 00:36 buy 8920 98.34 1.17014 1.16454 1.17074

17840 2018.06.26 02:06 close 8920 98.34 1.17017 1.16454 1.17074 31535.57 202556260.96

17841 2018.06.28 00:14 sell 8921 98.35 1.15608 1.16168 1.15548

17842 2018.06.28 01:50 close 8921 98.35 1.15608 1.16168 1.15548 0.00 202556260.96

17843 2018.06.28 02:59 sell 8922 98.35 1.15629 1.16189 1.15569

17844 2018.06.28 03:12 t/p 8922 98.35 1.15569 1.16189 1.15569 630899.52 203187160.48

17845 2018.06.28 03:35 sell 8923 98.66 1.15627 1.16187 1.15567

17846 2018.06.28 04:00 sell 8924 98.66 1.15643 1.16203 1.15583

17847 2018.06.28 04:16 sell 8925 98.66 1.15655 1.16215 1.15595

17848 2018.06.28 04:29 sell 8926 98.66 1.15648 1.16208 1.15588

17849 2018.06.28 07:41 close 8925 98.66 1.15655 1.16215 1.15595 0.00 203187160.48

17850 2018.06.28 07:44 close 8926 98.66 1.15648 1.16208 1.15588 0.00 203187160.48

17851 2018.06.28 07:52 close 8924 98.66 1.15643 1.16203 1.15583 0.00 203187160.48

17852 2018.06.28 08:02 close 8923 98.66 1.15627 1.16187 1.15567 0.00 203187160.48

17853 2018.07.02 00:11 buy 8927 98.66 1.16716 1.16156 1.16776

17854 2018.07.02 00:11 t/p 8927 98.66 1.16776 1.16156 1.16776 632751.96 203819912.44

17855 2018.07.02 00:19 buy 8928 98.97 1.16716 1.16156 1.16776

17856 2018.07.02 01:49 close 8928 98.97 1.16730 1.16156 1.16776 148106.03 203968018.47

17857 2018.07.02 22:01 sell 8929 99.04 1.16102 1.16662 1.16042

17858 2018.07.02 22:03 sell 8930 99.04 1.16136 1.16696 1.16076

17859 2018.07.02 23:15 close 8929 99.04 1.16432 1.16662 1.16042 -3494291.65 200473726.82

Page 478: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 478/509

17860 2018.07.02 23:16 close 8930 99.04 1.16411 1.16696 1.16076 -2911909.70 197561817.12

17861 2018.07.12 04:17 sell 8931 95.93 1.16788 1.17348 1.16728

17862 2018.07.12 04:37 sell 8932 95.93 1.16790 1.17350 1.16730

17863 2018.07.12 05:47 close 8931 95.93 1.16756 1.17348 1.16728 328206.46 197890023.58

17864 2018.07.12 06:07 close 8932 95.93 1.16756 1.17350 1.16730 348719.37 198238742.95

17865 2018.07.16 01:02 buy 8933 96.26 1.16808 1.16248 1.16868

17866 2018.07.16 01:03 buy 8934 96.26 1.16804 1.16244 1.16864

17867 2018.07.16 01:04 buy 8935 96.26 1.16802 1.16242 1.16862

17868 2018.07.16 01:06 buy 8936 96.26 1.16805 1.16245 1.16865

17869 2018.07.16 01:09 buy 8937 96.26 1.16815 1.16255 1.16875

17870 2018.07.16 04:33 t/p 8935 96.26 1.16862 1.16242 1.16862 617371.22 198856114.17

17871 2018.07.16 04:33 close 8937 96.26 1.16862 1.16255 1.16875 483607.45 199339721.62

17872 2018.07.16 04:33 t/p 8934 96.26 1.16864 1.16244 1.16864 617371.22 199957092.84

17873 2018.07.16 04:33 t/p 8936 96.26 1.16865 1.16245 1.16865 617371.22 200574464.06

17874 2018.07.16 04:33 t/p 8933 96.26 1.16868 1.16248 1.16868 617371.21 201191835.27

17875 2018.07.18 03:11 sell 8938 97.69 1.16585 1.17145 1.16525

17876 2018.07.18 04:37 sell 8939 97.69 1.16595 1.17155 1.16535

17877 2018.07.18 04:44 sell 8940 97.69 1.16614 1.17174 1.16554

17878 2018.07.18 04:45 sell 8941 97.69 1.16617 1.17177 1.16557

17879 2018.07.18 04:47 sell 8942 97.69 1.16632 1.17192 1.16572

17880 2018.07.18 04:59 t/p 8942 97.69 1.16572 1.17192 1.16572 626677.44 201818512.71

17881 2018.07.18 04:59 close 8938 97.69 1.16572 1.17145 1.16525 135780.11 201954292.82

17882 2018.07.18 05:54 t/p 8941 97.69 1.16557 1.17177 1.16557 626677.44 202580970.26

17883 2018.07.18 06:00 t/p 8940 97.69 1.16554 1.17174 1.16554 626677.44 203207647.70

17884 2018.07.18 06:02 t/p 8939 97.69 1.16535 1.17155 1.16535 626677.44 203834325.14

17885 2018.07.18 13:04 sell 8943 98.97 1.16318 1.16878 1.16258

17886 2018.07.18 13:19 t/p 8943 98.97 1.16258 1.16878 1.16258 634888.59 204469213.73

17887 2018.07.18 15:35 sell 8944 99.28 1.16224 1.16784 1.16164

17888 2018.07.18 17:05 close 8944 99.28 1.16386 1.16784 1.16164 -1719568.52 202749645.21

17889 2018.07.19 16:15 sell 8945 98.45 1.15988 1.16548 1.15928

17890 2018.07.19 16:28 t/p 8945 98.45 1.15928 1.16548 1.15928 631558.72 203381203.93

17891 2018.07.19 16:32 sell 8946 98.75 1.16007 1.16567 1.15947

17892 2018.07.19 17:15 close 8946 98.75 1.16224 1.16567 1.15947 -2291097.66 201090106.27

17893 2018.07.23 04:14 buy 8947 97.64 1.17355 1.16795 1.17415

17894 2018.07.23 04:23 t/p 8947 97.64 1.17415 1.16795 1.17415 626221.96 201716328.23

17895 2018.07.27 02:45 sell 8948 97.94 1.16421 1.16981 1.16361

17896 2018.07.27 02:48 sell 8949 97.94 1.16428 1.16988 1.16368

Page 479: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 479/509

17897 2018.07.27 02:49 sell 8950 97.94 1.16437 1.16997 1.16377

17898 2018.07.27 02:51 sell 8951 97.94 1.16434 1.16994 1.16374

17899 2018.07.27 02:53 sell 8952 97.94 1.16430 1.16990 1.16370

17900 2018.07.27 09:30 t/p 8950 97.94 1.16377 1.16997 1.16377 628287.06 202344615.29

17901 2018.07.27 09:30 close 8948 97.94 1.16377 1.16981 1.16361 460743.84 202805359.13

17902 2018.07.27 09:30 close 8949 97.94 1.16378 1.16988 1.16368 523572.55 203328931.68

17903 2018.07.27 09:30 t/p 8951 97.94 1.16374 1.16994 1.16374 628287.06 203957218.74

17904 2018.07.27 09:30 close 8952 97.94 1.16380 1.16990 1.16370 523572.55 204480791.29

17905 2018.07.30 21:59 buy 8953 99.29 1.17099 1.16539 1.17159

17906 2018.07.30 22:39 buy 8954 99.29 1.17080 1.16520 1.17140

17907 2018.07.30 22:44 buy 8955 99.29 1.17089 1.16529 1.17149

17908 2018.07.30 22:46 buy 8956 99.29 1.17078 1.16518 1.17138

17909 2018.07.30 22:47 buy 8957 99.29 1.17076 1.16516 1.17136

17910 2018.07.31 07:42 t/p 8957 99.29 1.17136 1.16516 1.17136 510224.83 204991016.12

17911 2018.07.31 07:42 close 8955 99.29 1.17136 1.16529 1.17149 372250.55 205363266.67

17912 2018.07.31 07:42 close 8953 99.29 1.17136 1.16539 1.17159 266116.49 205629383.16

17913 2018.07.31 07:43 t/p 8956 99.29 1.17138 1.16518 1.17138 510224.82 206139607.98

17914 2018.07.31 07:44 close 8954 99.29 1.17130 1.16520 1.17140 404090.77 206543698.75

17915 2018.09.03 01:18 sell 8958 100.29 1.16019 1.16579 1.15959

17916 2018.09.03 01:19 sell 8959 100.29 1.16028 1.16588 1.15968

17917 2018.09.03 02:17 t/p 8959 100.29 1.15968 1.16588 1.15968 643356.34 207187055.09

17918 2018.09.03 02:17 t/p 8958 100.29 1.15959 1.16579 1.15959 643356.34 207830411.43

17919 2018.09.03 03:23 sell 8960 100.91 1.15999 1.16559 1.15939

17920 2018.09.03 03:24 sell 8961 100.91 1.16003 1.16563 1.15943

17921 2018.09.03 03:25 sell 8962 100.91 1.16007 1.16567 1.15947

17922 2018.09.03 03:27 sell 8963 100.91 1.16012 1.16572 1.15952

17923 2018.09.03 03:28 sell 8964 100.91 1.16013 1.16573 1.15953

17924 2018.09.03 03:51 t/p 8964 100.91 1.15953 1.16573 1.15953 647333.62 208477745.05

17925 2018.09.03 03:52 t/p 8963 100.91 1.15952 1.16572 1.15952 647333.61 209125078.66

17926 2018.09.03 03:52 t/p 8962 100.91 1.15947 1.16567 1.15947 647333.61 209772412.27

17927 2018.09.03 03:53 t/p 8961 100.91 1.15943 1.16563 1.15943 647333.61 210419745.88

17928 2018.09.03 03:53 t/p 8960 100.91 1.15939 1.16559 1.15939 647333.62 211067079.50

17929 2018.09.04 15:35 sell 8965 102.49 1.15664 1.16224 1.15604

17930 2018.09.04 15:46 sell 8966 102.49 1.15670 1.16230 1.15610

17931 2018.09.04 16:01 t/p 8966 102.49 1.15610 1.16230 1.15610 657469.25 211724548.75

17932 2018.09.04 16:02 t/p 8965 102.49 1.15604 1.16224 1.15604 657469.25 212382018.00

17933 2018.09.04 17:58 sell 8967 103.12 1.15582 1.16142 1.15522

17934 2018.09.04 18:36 sell 8968 103.12 1.15589 1.16149 1.15529

Page 480: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 480/509

17935 2018.09.04 18:38 sell 8969 103.12 1.15589 1.16149 1.15529

17936 2018.09.04 19:30 close 8967 103.12 1.15742 1.16142 1.15522 -1764028.47 210617989.53

17937 2018.09.04 19:30 close 8969 103.12 1.15742 1.16149 1.15529 -1686852.23 208931137.30

17938 2018.09.04 19:31 close 8968 103.12 1.15747 1.16149 1.15529 -1741978.12 207189159.18

17939 2018.09.10 01:19 sell 8970 100.60 1.15570 1.16130 1.15510

17940 2018.09.10 01:20 sell 8971 100.60 1.15574 1.16134 1.15514

17941 2018.09.10 01:22 sell 8972 100.60 1.15574 1.16134 1.15514

17942 2018.09.10 01:24 sell 8973 100.60 1.15588 1.16148 1.15528

17943 2018.09.10 02:14 sell 8974 100.60 1.15576 1.16136 1.15516

17944 2018.09.10 04:59 t/p 8973 100.60 1.15528 1.16148 1.15528 645344.97 207834504.15

17945 2018.09.10 04:59 close 8974 100.60 1.15528 1.16136 1.15516 516275.98 208350780.13

17946 2018.09.10 04:59 close 8972 100.60 1.15528 1.16134 1.15514 494764.48 208845544.61

17947 2018.09.10 04:59 close 8971 100.60 1.15528 1.16134 1.15514 494764.48 209340309.09

17948 2018.09.10 04:59 close 8970 100.60 1.15528 1.16130 1.15510 451741.48 209792050.57

17949 2018.09.10 20:15 buy 8975 101.87 1.15991 1.15431 1.16051

17950 2018.09.10 20:19 buy 8976 101.87 1.15976 1.15416 1.16036

17951 2018.09.10 20:20 buy 8977 101.87 1.15975 1.15415 1.16035

17952 2018.09.10 20:22 buy 8978 101.87 1.15986 1.15426 1.16046

17953 2018.09.10 20:25 buy 8979 101.87 1.15982 1.15422 1.16042

17954 2018.09.11 08:40 t/p 8976 101.87 1.16036 1.15416 1.16036 523488.86 210315539.43

17955 2018.09.11 08:40 t/p 8977 101.87 1.16035 1.15415 1.16035 523488.86 210839028.30

17956 2018.09.11 08:40 close 8978 101.87 1.16036 1.15426 1.16046 414595.94 211253624.24

17957 2018.09.11 08:40 close 8975 101.87 1.16036 1.15431 1.16051 360149.49 211613773.73

17958 2018.09.11 08:40 t/p 8979 101.87 1.16042 1.15422 1.16042 523488.86 212137262.60

17959 2018.09.12 22:05 buy 8980 103.01 1.16285 1.15725 1.16345

17960 2018.09.12 22:30 buy 8981 103.01 1.16256 1.15696 1.16316

17961 2018.09.12 22:32 buy 8982 103.01 1.16264 1.15704 1.16324

17962 2018.09.12 22:36 buy 8983 103.01 1.16263 1.15703 1.16323

17963 2018.09.12 23:36 close 8980 103.01 1.16285 1.15725 1.16345 0.00 212137262.60

17964 2018.09.13 00:00 buy 8984 103.01 1.16261 1.15701 1.16321

17965 2018.09.13 00:01 buy 8985 103.01 1.16260 1.15700 1.16320

17966 2018.09.13 03:02 t/p 8981 103.01 1.16316 1.15696 1.16316 266684.63 212403947.23

17967 2018.09.13 03:03 t/p 8985 103.01 1.16320 1.15700 1.16320 660650.51 213064597.74

17968 2018.09.13 03:03 t/p 8984 103.01 1.16321 1.15701 1.16321 660650.51 213725248.25

17969 2018.09.13 03:03 close 8982 103.01 1.16314 1.15704 1.16324 156576.22 213881824.46

17970 2018.09.13 03:03 close 8983 103.01 1.16313 1.15703 1.16323 156576.22 214038400.68

17971 2018.09.14 03:08 buy 8986 103.93 1.16902 1.16342 1.16962

Page 481: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 481/509

17972 2018.09.14 03:09 buy 8987 103.93 1.16893 1.16333 1.16953

17973 2018.09.14 03:10 buy 8988 103.93 1.16889 1.16329 1.16949

17974 2018.09.14 03:12 buy 8989 103.93 1.16894 1.16334 1.16954

17975 2018.09.14 04:39 close 8987 103.93 1.16896 1.16333 1.16953 33328.17 214071728.85

17976 2018.09.14 04:40 close 8988 103.93 1.16900 1.16329 1.16949 122203.28 214193932.13

17977 2018.09.14 04:41 close 8986 103.93 1.16902 1.16342 1.16962 0.00 214193932.13

17978 2018.09.14 04:42 close 8989 103.93 1.16900 1.16334 1.16954 66656.34 214260588.47

17979 2018.09.17 00:26 sell 8990 104.04 1.16313 1.16873 1.16253

17980 2018.09.17 00:29 sell 8991 104.04 1.16300 1.16860 1.16240

17981 2018.09.17 01:08 t/p 8990 104.04 1.16253 1.16873 1.16253 667418.68 214928007.15

17982 2018.09.17 01:59 close 8991 104.04 1.16265 1.16860 1.16240 389327.56 215317334.71

17983 2018.09.17 03:08 sell 8992 104.55 1.16268 1.16828 1.16208

17984 2018.09.17 03:09 sell 8993 104.55 1.16273 1.16833 1.16213

17985 2018.09.17 03:24 sell 8994 104.55 1.16282 1.16842 1.16222

17986 2018.09.17 03:28 sell 8995 104.55 1.16283 1.16843 1.16223

17987 2018.09.17 03:37 sell 8996 104.55 1.16280 1.16840 1.16220

17988 2018.09.17 10:01 t/p 8994 104.55 1.16222 1.16842 1.16222 670696.62 215988031.33

17989 2018.09.17 10:01 t/p 8995 104.55 1.16223 1.16843 1.16223 670696.61 216658727.94

17990 2018.09.17 10:01 close 8992 104.55 1.16221 1.16828 1.16208 525379.02 217184106.96

17991 2018.09.17 10:01 t/p 8996 104.55 1.16220 1.16840 1.16220 670696.61 217854803.57

17992 2018.09.17 10:01 t/p 8993 104.55 1.16213 1.16833 1.16213 670696.61 218525500.18

17993 2018.09.17 20:52 buy 8997 106.10 1.16854 1.16294 1.16914

17994 2018.09.17 21:45 buy 8998 106.10 1.16858 1.16298 1.16918

17995 2018.09.17 22:05 buy 8999 106.10 1.16851 1.16291 1.16911

17996 2018.09.17 22:07 buy 9000 106.10 1.16850 1.16290 1.16910

17997 2018.09.17 22:08 buy 9001 106.10 1.16846 1.16286 1.16906

17998 2018.09.18 06:06 t/p 9001 106.10 1.16906 1.16286 1.16906 545245.06 219070745.24

17999 2018.09.18 06:06 close 8998 106.10 1.16906 1.16298 1.16918 409143.80 219479889.04

18000 2018.09.18 06:06 close 8997 106.10 1.16904 1.16294 1.16914 431827.35 219911716.40

18001 2018.09.18 06:06 close 8999 106.10 1.16901 1.16291 1.16911 431827.34 220343543.74

18002 2018.09.18 06:06 close 9000 106.10 1.16900 1.16290 1.16910 431827.34 220775371.08

18003 2018.09.20 17:56 buy 9002 107.19 1.17467 1.16907 1.17527

18004 2018.09.20 18:01 t/p 9002 107.19 1.17527 1.16907 1.17527 687503.80 221462874.88

18005 2018.09.20 18:37 buy 9003 107.53 1.17460 1.16900 1.17520

18006 2018.09.20 18:40 buy 9004 107.53 1.17455 1.16895 1.17515

18007 2018.09.20 18:44 buy 9005 107.53 1.17454 1.16894 1.17514

18008 2018.09.20 18:51 buy 9006 107.53 1.17451 1.16891 1.17511

18009 2018.09.20 18:52 buy 9007 107.53 1.17446 1.16886 1.17506

Page 482: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 482/509

18010 2018.09.20 19:29 t/p 9007 107.53 1.17506 1.16886 1.17506 689684.51 222152559.39

18011 2018.09.20 19:31 t/p 9006 107.53 1.17511 1.16891 1.17511 689684.52 222842243.91

18012 2018.09.20 19:31 t/p 9005 107.53 1.17514 1.16894 1.17514 689684.52 223531928.43

18013 2018.09.20 19:31 t/p 9004 107.53 1.17515 1.16895 1.17515 689684.52 224221612.95

18014 2018.09.20 19:31 t/p 9003 107.53 1.17520 1.16900 1.17520 689684.52 224911297.47

18015 2018.09.21 02:45 buy 9008 109.20 1.17765 1.17205 1.17825

18016 2018.09.21 02:47 buy 9009 109.20 1.17759 1.17199 1.17819

18017 2018.09.21 02:50 buy 9010 109.20 1.17764 1.17204 1.17824

18018 2018.09.21 02:53 buy 9011 109.20 1.17765 1.17205 1.17825

18019 2018.09.21 02:55 buy 9012 109.20 1.17757 1.17197 1.17817

18020 2018.09.21 03:24 t/p 9012 109.20 1.17817 1.17197 1.17817 700395.70 225611693.17

18021 2018.09.21 03:24 t/p 9009 109.20 1.17819 1.17199 1.17819 700395.70 226312088.87

18022 2018.09.21 03:25 t/p 9010 109.20 1.17824 1.17204 1.17824 700395.70 227012484.57

18023 2018.09.21 03:25 t/p 9008 109.20 1.17825 1.17205 1.17825 700395.70 227712880.27

18024 2018.09.21 03:25 t/p 9011 109.20 1.17825 1.17205 1.17825 700395.70 228413275.97

18025 2018.09.21 04:13 buy 9013 110.90 1.17784 1.17224 1.17844

18026 2018.09.21 04:15 buy 9014 110.90 1.17786 1.17226 1.17846

18027 2018.09.21 04:56 buy 9015 110.90 1.17783 1.17223 1.17843

18028 2018.09.21 05:52 close 9013 110.90 1.17784 1.17224 1.17844 0.00 228413275.97

18029 2018.09.21 05:52 close 9014 110.90 1.17787 1.17226 1.17846 11854.98 228425130.95

18030 2018.09.21 06:26 close 9015 110.90 1.17803 1.17223 1.17843 237099.76 228662230.71

18031 2018.09.28 03:07 sell 9016 111.02 1.16385 1.16945 1.16325

18032 2018.09.28 03:08 sell 9017 111.02 1.16387 1.16947 1.16327

18033 2018.09.28 03:10 sell 9018 111.02 1.16389 1.16949 1.16329

18034 2018.09.28 03:12 sell 9019 111.02 1.16390 1.16950 1.16330

18035 2018.09.28 03:13 sell 9020 111.02 1.16392 1.16952 1.16332

18036 2018.09.28 09:24 t/p 9020 111.02 1.16332 1.16952 1.16332 712228.82 229374459.53

18037 2018.09.28 09:24 t/p 9019 111.02 1.16330 1.16950 1.16330 712228.82 230086688.35

18038 2018.09.28 09:24 t/p 9018 111.02 1.16329 1.16949 1.16329 712228.83 230798917.18

18039 2018.09.28 09:24 t/p 9017 111.02 1.16327 1.16947 1.16327 712228.83 231511146.01

18040 2018.09.28 09:24 t/p 9016 111.02 1.16325 1.16945 1.16325 712228.83 232223374.84

18041 2018.09.28 16:04 sell 9021 112.75 1.15911 1.16471 1.15851

18042 2018.09.28 16:11 sell 9022 112.75 1.15908 1.16468 1.15848

18043 2018.09.28 16:21 t/p 9021 112.75 1.15851 1.16471 1.15851 723327.33 232946702.17

18044 2018.09.28 16:21 t/p 9022 112.75 1.15848 1.16468 1.15848 723327.33 233670029.50

18045 2018.10.02 14:06 sell 9023 113.45 1.15260 1.15820 1.15200

18046 2018.10.02 14:07 sell 9024 113.45 1.15266 1.15826 1.15206

Page 483: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 483/509

18047 2018.10.02 14:08 sell 9025 113.45 1.15279 1.15839 1.15219

18048 2018.10.02 14:11 sell 9026 113.45 1.15254 1.15814 1.15194

18049 2018.10.02 14:12 sell 9027 113.45 1.15259 1.15819 1.15199

18050 2018.10.03 05:03 s/l 9026 113.45 1.15814 1.15814 1.15194 -6714031.85 226955997.65

18051 2018.10.03 05:03 close 9024 113.45 1.15814 1.15826 1.15206 -6568466.87 220387530.79

18052 2018.10.03 05:03 s/l 9027 113.45 1.15819 1.15819 1.15199 -6714031.84 213673498.95

18053 2018.10.03 05:03 s/l 9023 113.45 1.15820 1.15820 1.15200 -6714031.85 206959467.10

18054 2018.10.03 05:03 s/l 9025 113.45 1.15839 1.15839 1.15219 -6714031.85 200245435.25

18055 2018.10.08 14:41 sell 9028 97.23 1.14819 1.15379 1.14759

18056 2018.10.08 14:45 sell 9029 97.23 1.14817 1.15377 1.14757

18057 2018.10.08 14:46 sell 9030 97.23 1.14835 1.15395 1.14775

18058 2018.10.08 14:57 t/p 9030 97.23 1.14775 1.15395 1.14775 623767.40 200869202.65

18059 2018.10.08 15:15 t/p 9028 97.23 1.14759 1.15379 1.14759 623767.39 201492970.04

18060 2018.10.08 15:15 t/p 9029 97.23 1.14757 1.15377 1.14757 623767.40 202116737.44

18061 2018.10.09 15:51 sell 9031 98.13 1.14499 1.15059 1.14439

18062 2018.10.09 15:55 sell 9032 98.13 1.14493 1.15053 1.14433

18063 2018.10.09 15:56 sell 9033 98.13 1.14508 1.15068 1.14448

18064 2018.10.09 15:57 sell 9034 98.13 1.14522 1.15082 1.14462

18065 2018.10.09 16:01 sell 9035 98.13 1.14513 1.15073 1.14453

18066 2018.10.09 16:46 t/p 9034 98.13 1.14462 1.15082 1.14462 629541.24 202746278.68

18067 2018.10.09 16:47 t/p 9035 98.13 1.14453 1.15073 1.14453 629541.24 203375819.92

18068 2018.10.09 16:47 t/p 9033 98.13 1.14448 1.15068 1.14448 629541.24 204005361.16

18069 2018.10.09 17:20 close 9031 98.13 1.14724 1.15059 1.14439 -2360779.65 201644581.51

18070 2018.10.09 17:21 close 9032 98.13 1.14774 1.15053 1.14433 -2948351.47 198696230.04

18071 2018.10.12 02:12 buy 9036 96.47 1.15905 1.15345 1.15965

18072 2018.10.12 02:14 buy 9037 96.47 1.15900 1.15340 1.15960

18073 2018.10.12 03:11 buy 9038 96.47 1.15896 1.15336 1.15956

18074 2018.10.12 03:31 t/p 9038 96.47 1.15956 1.15336 1.15956 618758.58 199314988.62

18075 2018.10.12 03:31 t/p 9037 96.47 1.15960 1.15340 1.15960 618758.58 199933747.20

18076 2018.10.12 03:42 close 9036 96.47 1.15944 1.15345 1.15965 402193.07 200335940.27

18077 2018.10.18 03:06 sell 9039 97.26 1.15030 1.15590 1.14970

18078 2018.10.18 03:07 sell 9040 97.26 1.15031 1.15591 1.14971

18079 2018.10.18 03:14 sell 9041 97.26 1.15031 1.15591 1.14971

18080 2018.10.18 03:44 t/p 9040 97.26 1.14971 1.15591 1.14971 623989.04 200959929.31

18081 2018.10.18 03:44 t/p 9041 97.26 1.14971 1.15591 1.14971 623989.04 201583918.35

18082 2018.10.18 03:47 t/p 9039 97.26 1.14970 1.15590 1.14970 623989.04 202207907.39

18083 2018.10.19 02:46 sell 9042 98.17 1.14570 1.15130 1.14510

18084 2018.10.19 02:48 sell 9043 98.17 1.14578 1.15138 1.14518

Page 484: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 484/509

18085 2018.10.19 03:11 sell 9044 98.17 1.14585 1.15145 1.14525

18086 2018.10.19 03:12 sell 9045 98.17 1.14592 1.15152 1.14532

18087 2018.10.19 04:29 close 9043 98.17 1.14578 1.15138 1.14518 0.00 202207907.39

18088 2018.10.19 04:29 close 9042 98.17 1.14570 1.15130 1.14510 0.00 202207907.39

18089 2018.10.19 04:42 close 9045 98.17 1.14592 1.15152 1.14532 0.00 202207907.39

18090 2018.10.19 04:43 close 9044 98.17 1.14585 1.15145 1.14525 0.00 202207907.39

18091 2018.10.22 01:58 buy 9046 98.17 1.15119 1.14559 1.15179

18092 2018.10.22 02:15 buy 9047 98.17 1.15119 1.14559 1.15179

18093 2018.10.22 02:34 buy 9048 98.17 1.15111 1.14551 1.15171

18094 2018.10.22 02:40 buy 9049 98.17 1.15101 1.14541 1.15161

18095 2018.10.22 02:47 buy 9050 98.17 1.15107 1.14547 1.15167

18096 2018.10.22 06:38 t/p 9049 98.17 1.15161 1.14541 1.15161 629691.83 202837599.22

18097 2018.10.22 06:38 close 9048 98.17 1.15161 1.14551 1.15171 524743.19 203362342.41

18098 2018.10.22 06:38 close 9047 98.17 1.15161 1.14559 1.15179 440784.28 203803126.69

18099 2018.10.22 06:38 close 9046 98.17 1.15161 1.14559 1.15179 440784.28 204243910.97

18100 2018.10.22 06:40 t/p 9050 98.17 1.15167 1.14547 1.15167 629691.83 204873602.80

18101 2018.10.22 20:15 sell 9051 99.47 1.14741 1.15301 1.14681

18102 2018.10.22 20:16 sell 9052 99.47 1.14748 1.15308 1.14688

18103 2018.10.22 20:18 sell 9053 99.47 1.14744 1.15304 1.14684

18104 2018.10.22 20:28 sell 9054 99.47 1.14742 1.15302 1.14682

18105 2018.10.22 20:38 sell 9055 99.47 1.14747 1.15307 1.14687

18106 2018.10.22 21:30 t/p 9052 99.47 1.14688 1.15308 1.14688 638173.66 205511776.46

18107 2018.10.22 21:30 t/p 9055 99.47 1.14687 1.15307 1.14687 638173.66 206149950.12

18108 2018.10.22 21:45 close 9051 99.47 1.14697 1.15301 1.14681 467994.01 206617944.13

18109 2018.10.22 21:48 close 9053 99.47 1.14724 1.15304 1.14684 212724.56 206830668.69

18110 2018.10.22 21:58 close 9054 99.47 1.14701 1.15302 1.14682 436085.33 207266754.02

18111 2018.10.24 16:04 sell 9056 100.63 1.14074 1.14634 1.14014

18112 2018.10.24 16:22 t/p 9056 100.63 1.14014 1.14634 1.14014 645615.92 207912369.94

18113 2018.10.24 21:43 sell 9057 100.94 1.13934 1.14494 1.13874

18114 2018.10.24 21:44 sell 9058 100.94 1.13939 1.14499 1.13879

18115 2018.10.24 22:08 t/p 9058 100.94 1.13879 1.14499 1.13879 647604.79 208559974.73

18116 2018.10.24 22:32 sell 9059 101.26 1.13954 1.14514 1.13894

18117 2018.10.24 22:33 sell 9060 101.26 1.13971 1.14531 1.13911

18118 2018.10.24 22:52 sell 9061 101.26 1.13954 1.14514 1.13894

18119 2018.10.24 22:53 sell 9062 101.26 1.13966 1.14526 1.13906

18120 2018.10.25 16:27 t/p 9060 101.26 1.13911 1.14531 1.13911 861187.05 209421161.78

18121 2018.10.25 16:27 close 9061 101.26 1.13911 1.14514 1.13894 677119.05 210098280.82

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 485/509

18122 2018.10.25 16:27 close 9059 101.26 1.13911 1.14514 1.13894 677119.05 210775399.87

18123 2018.10.25 16:27 close 9057 100.94 1.13911 1.14494 1.13874 459112.99 211234512.85

18124 2018.10.25 16:27 t/p 9062 101.26 1.13906 1.14526 1.13906 861187.04 212095699.89

18125 2018.10.25 23:00 sell 9063 102.97 1.13709 1.14269 1.13649

18126 2018.10.25 23:05 sell 9064 102.97 1.13706 1.14266 1.13646

18127 2018.10.25 23:08 sell 9065 102.97 1.13714 1.14274 1.13654

18128 2018.10.25 23:09 sell 9066 102.97 1.13726 1.14286 1.13666

18129 2018.10.25 23:10 sell 9067 102.97 1.13739 1.14299 1.13679

18130 2018.10.26 03:57 t/p 9067 102.97 1.13679 1.14299 1.13679 732325.08 212828024.97

18131 2018.10.26 03:57 close 9066 102.97 1.13679 1.14286 1.13666 589190.19 213417215.16

18132 2018.10.26 03:57 close 9065 102.97 1.13679 1.14274 1.13654 457065.68 213874280.84

18133 2018.10.26 03:57 close 9064 102.97 1.13679 1.14266 1.13646 368982.67 214243263.51

18134 2018.10.26 03:57 close 9063 102.97 1.13679 1.14269 1.13649 402013.80 214645277.31

18135 2018.10.27 00:30 buy 9068 104.21 1.14027 1.13467 1.14087

18136 2018.10.29 00:01 buy 9069 104.21 1.13936 1.13376 1.13996

18137 2018.10.29 00:06 buy 9070 104.21 1.13958 1.13398 1.14018

18138 2018.10.29 00:08 buy 9071 104.21 1.13959 1.13399 1.14019

18139 2018.10.29 00:10 buy 9072 104.21 1.13957 1.13397 1.14017

18140 2018.10.29 00:37 t/p 9069 104.21 1.13996 1.13376 1.13996 668440.45 215313717.76

18141 2018.10.29 00:45 buy 9073 104.54 1.13985 1.13425 1.14045

18142 2018.10.29 01:19 t/p 9072 104.21 1.14017 1.13397 1.14017 668440.45 215982158.21

18143 2018.10.29 01:19 t/p 9070 104.21 1.14018 1.13398 1.14018 668440.46 216650598.67

18144 2018.10.29 01:19 t/p 9071 104.21 1.14019 1.13399 1.14019 668440.45 217319039.12

18145 2018.10.29 01:59 close 9068 104.21 1.14027 1.13467 1.14087 -132851.78 217186187.34

18146 2018.10.29 02:15 close 9073 104.54 1.14028 1.13425 1.14045 480565.99 217666753.33

18147 2018.10.31 02:29 sell 9074 105.68 1.13451 1.14011 1.13391

18148 2018.10.31 02:38 sell 9075 105.68 1.13451 1.14011 1.13391

18149 2018.10.31 02:41 sell 9076 105.68 1.13450 1.14010 1.13390

18150 2018.10.31 02:45 sell 9077 105.68 1.13451 1.14011 1.13391

18151 2018.10.31 02:46 sell 9078 105.68 1.13456 1.14016 1.13396

18152 2018.10.31 07:15 t/p 9078 105.68 1.13396 1.14016 1.13396 678009.06 218344762.39

18153 2018.10.31 07:15 t/p 9074 105.68 1.13391 1.14011 1.13391 678009.06 219022771.45

18154 2018.10.31 07:15 t/p 9075 105.68 1.13391 1.14011 1.13391 678009.06 219700780.51

18155 2018.10.31 07:15 t/p 9077 105.68 1.13391 1.14011 1.13391 678009.06 220378789.57

18156 2018.10.31 07:15 t/p 9076 105.68 1.13390 1.14010 1.13390 678009.06 221056798.63

18157 2018.11.01 19:22 buy 9079 107.33 1.13942 1.13382 1.14002

18158 2018.11.01 19:23 buy 9080 107.33 1.13926 1.13366 1.13986

18159 2018.11.01 19:31 buy 9081 107.33 1.13923 1.13363 1.13983

Page 486: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 486/509

18160 2018.11.01 19:33 buy 9082 107.33 1.13925 1.13365 1.13985

18161 2018.11.01 19:54 t/p 9081 107.33 1.13983 1.13363 1.13983 688440.38 221745239.01

18162 2018.11.01 19:55 t/p 9082 107.33 1.13985 1.13365 1.13985 688440.38 222433679.39

18163 2018.11.01 19:55 t/p 9080 107.33 1.13986 1.13366 1.13986 688440.38 223122119.77

18164 2018.11.01 19:55 t/p 9079 107.33 1.14002 1.13382 1.14002 688440.38 223810560.15

18165 2018.11.02 00:04 buy 9083 108.66 1.14070 1.13510 1.14130

18166 2018.11.02 00:05 buy 9084 108.66 1.14066 1.13506 1.14126

18167 2018.11.02 00:14 buy 9085 108.66 1.14055 1.13495 1.14115

18168 2018.11.02 00:15 buy 9086 108.66 1.14047 1.13487 1.14107

18169 2018.11.02 00:16 buy 9087 108.66 1.14038 1.13478 1.14098

18170 2018.11.02 07:46 t/p 9087 108.66 1.14098 1.13478 1.14098 696971.32 224507531.47

18171 2018.11.02 07:46 close 9085 108.66 1.14098 1.13495 1.14115 499496.11 225007027.58

18172 2018.11.02 07:46 close 9084 108.66 1.14098 1.13506 1.14126 371718.04 225378745.62

18173 2018.11.02 07:46 close 9083 108.66 1.14098 1.13510 1.14130 325253.29 225703998.91

18174 2018.11.02 07:46 close 9086 108.66 1.14097 1.13487 1.14107 580809.43 226284808.34

18175 2018.11.02 15:13 buy 9088 109.86 1.14371 1.13811 1.14431

18176 2018.11.02 15:16 buy 9089 109.86 1.14379 1.13819 1.14439

18177 2018.11.02 15:20 buy 9090 109.86 1.14377 1.13817 1.14437

18178 2018.11.02 15:21 buy 9091 109.86 1.14303 1.13743 1.14363

18179 2018.11.02 15:24 buy 9092 109.86 1.14348 1.13788 1.14408

18180 2018.11.02 15:25 t/p 9091 109.86 1.14363 1.13743 1.14363 704668.41 226989476.75

18181 2018.11.02 15:27 buy 9093 110.21 1.14361 1.13801 1.14421

18182 2018.11.02 15:32 t/p 9092 109.86 1.14408 1.13788 1.14408 704668.40 227694145.15

18183 2018.11.02 15:40 close 9088 109.86 1.14194 1.13811 1.14431 -2078771.80 225615373.35

18184 2018.11.02 15:40 close 9090 109.86 1.14194 1.13817 1.14437 -2149238.64 223466134.71

18185 2018.11.02 15:41 close 9089 109.86 1.14203 1.13819 1.14439 -2067027.32 221399107.39

18186 2018.11.02 15:42 close 9093 110.21 1.14239 1.13801 1.14421 -1437390.56 219961716.83

18187 2018.11.07 14:09 buy 9094 106.79 1.14832 1.14272 1.14892

18188 2018.11.07 14:11 buy 9095 106.79 1.14824 1.14264 1.14884

18189 2018.11.07 14:12 buy 9096 106.79 1.14817 1.14257 1.14877

18190 2018.11.07 14:14 buy 9097 106.79 1.14812 1.14252 1.14872

18191 2018.11.07 14:17 buy 9098 106.79 1.14808 1.14248 1.14868

18192 2018.11.07 14:47 t/p 9098 106.79 1.14868 1.14248 1.14868 684976.69 220646693.52

18193 2018.11.07 14:48 t/p 9097 106.79 1.14872 1.14252 1.14872 684976.69 221331670.21

18194 2018.11.07 14:48 t/p 9096 106.79 1.14877 1.14257 1.14877 684976.69 222016646.90

18195 2018.11.07 14:48 t/p 9095 106.79 1.14884 1.14264 1.14884 684976.69 222701623.59

18196 2018.11.07 14:48 t/p 9094 106.79 1.14892 1.14272 1.14892 684976.69 223386600.28

Page 487: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 487/509

18197 2018.11.07 16:01 buy 9099 108.46 1.14765 1.14205 1.14825

18198 2018.11.07 17:07 t/p 9099 108.46 1.14825 1.14205 1.14825 695688.47 224082288.75

18199 2018.11.09 12:49 sell 9100 108.79 1.13451 1.14011 1.13391

18200 2018.11.09 12:50 sell 9101 108.79 1.13457 1.14017 1.13397

18201 2018.11.09 12:51 sell 9102 108.79 1.13462 1.14022 1.13402

18202 2018.11.09 12:55 sell 9103 108.79 1.13461 1.14021 1.13401

18203 2018.11.09 12:57 sell 9104 108.79 1.13468 1.14028 1.13408

18204 2018.11.09 15:25 t/p 9104 108.79 1.13408 1.14028 1.13408 697961.83 224780250.58

18205 2018.11.09 15:25 close 9101 108.79 1.13408 1.14017 1.13397 570002.16 225350252.74

18206 2018.11.09 15:25 close 9100 108.79 1.13408 1.14011 1.13391 500205.98 225850458.72

18207 2018.11.09 15:25 t/p 9102 108.79 1.13402 1.14022 1.13402 697961.83 226548420.55

18208 2018.11.09 15:25 t/p 9103 108.79 1.13401 1.14021 1.13401 697961.82 227246382.37

18209 2018.11.12 12:47 sell 9105 110.33 1.12658 1.13218 1.12598

18210 2018.11.12 12:49 sell 9106 110.33 1.12666 1.13226 1.12606

18211 2018.11.12 12:50 sell 9107 110.33 1.12674 1.13234 1.12614

18212 2018.11.12 12:51 sell 9108 110.33 1.12676 1.13236 1.12616

18213 2018.11.12 13:00 t/p 9108 110.33 1.12616 1.13236 1.12616 707861.84 227954244.21

18214 2018.11.12 13:00 t/p 9107 110.33 1.12614 1.13234 1.12614 707861.83 228662106.04

18215 2018.11.12 13:01 t/p 9106 110.33 1.12606 1.13226 1.12606 707855.22 229369961.26

18216 2018.11.12 13:01 t/p 9105 110.33 1.12598 1.13218 1.12598 707855.21 230077816.47

18217 2018.11.12 14:10 sell 9109 111.70 1.12665 1.13225 1.12605

18218 2018.11.12 14:11 sell 9110 111.70 1.12679 1.13239 1.12619

18219 2018.11.12 14:26 sell 9111 111.70 1.12662 1.13222 1.12602

18220 2018.11.12 14:27 sell 9112 111.70 1.12663 1.13223 1.12603

18221 2018.11.12 14:31 sell 9113 111.70 1.12658 1.13218 1.12598

18222 2018.11.12 16:12 t/p 9110 111.70 1.12619 1.13239 1.12619 716644.86 230794461.33

18223 2018.11.12 16:12 close 9113 111.70 1.12619 1.13218 1.12598 465819.16 231260280.49

18224 2018.11.12 16:12 close 9112 111.70 1.12619 1.13223 1.12603 525539.56 231785820.05

18225 2018.11.12 16:12 close 9111 111.70 1.12619 1.13222 1.12602 513595.48 232299415.53

18226 2018.11.12 16:12 close 9109 111.70 1.12619 1.13225 1.12605 549427.73 232848843.26

18227 2018.11.13 02:33 sell 9114 113.05 1.12271 1.12831 1.12211

18228 2018.11.13 03:11 sell 9115 113.05 1.12306 1.12866 1.12246

18229 2018.11.13 03:13 sell 9116 113.05 1.12306 1.12866 1.12246

18230 2018.11.13 03:17 sell 9117 113.05 1.12301 1.12861 1.12241

18231 2018.11.13 03:20 sell 9118 113.05 1.12301 1.12861 1.12241

18232 2018.11.13 12:21 t/p 9115 113.05 1.12246 1.12866 1.12246 725292.62 233574135.88

18233 2018.11.13 12:21 t/p 9116 113.05 1.12246 1.12866 1.12246 725292.62 234299428.50

18234 2018.11.13 12:21 close 9114 113.05 1.12246 1.12831 1.12211 302205.26 234601633.76

Page 488: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 488/509

18235 2018.11.13 12:21 t/p 9117 113.05 1.12241 1.12861 1.12241 725292.62 235326926.38

18236 2018.11.13 12:21 t/p 9118 113.05 1.12241 1.12861 1.12241 725292.62 236052219.00

18237 2018.11.19 01:34 buy 9119 114.61 1.14103 1.13543 1.14163

18238 2018.11.19 01:35 buy 9120 114.61 1.14082 1.13522 1.14142

18239 2018.11.19 01:39 buy 9121 114.61 1.14117 1.13557 1.14177

18240 2018.11.19 01:45 buy 9122 114.61 1.14105 1.13545 1.14165

18241 2018.11.19 02:01 buy 9123 114.61 1.14097 1.13537 1.14157

18242 2018.11.19 03:25 t/p 9120 114.61 1.14142 1.13522 1.14142 735129.17 236787348.17

18243 2018.11.19 03:25 close 9122 114.61 1.14142 1.13545 1.14165 453329.65 237240677.82

18244 2018.11.19 03:25 close 9121 114.61 1.14142 1.13557 1.14177 306303.82 237546981.64

18245 2018.11.19 03:25 close 9119 114.61 1.14142 1.13543 1.14163 477833.96 238024815.60

18246 2018.11.19 03:31 close 9123 114.61 1.14118 1.13537 1.14157 257295.21 238282110.81

18247 2018.11.20 02:50 buy 9124 115.69 1.14496 1.13936 1.14556

18248 2018.11.20 02:52 buy 9125 115.69 1.14506 1.13946 1.14566

18249 2018.11.20 02:53 buy 9126 115.69 1.14504 1.13944 1.14564

18250 2018.11.20 02:55 buy 9127 115.69 1.14496 1.13936 1.14556

18251 2018.11.20 04:50 close 9127 115.69 1.14496 1.13936 1.14556 0.00 238282110.81

18252 2018.11.20 04:50 close 9124 115.69 1.14496 1.13936 1.14556 0.00 238282110.81

18253 2018.11.20 04:56 close 9126 115.69 1.14504 1.13944 1.14564 0.00 238282110.81

18254 2018.11.20 04:56 close 9125 115.69 1.14506 1.13946 1.14566 0.00 238282110.81

18255 2018.11.20 23:44 sell 9128 115.69 1.13713 1.14273 1.13653

18256 2018.11.21 01:06 sell 9129 115.69 1.13709 1.14269 1.13649

18257 2018.11.21 01:09 sell 9130 115.69 1.13708 1.14268 1.13648

18258 2018.11.21 01:11 sell 9131 115.69 1.13710 1.14270 1.13650

18259 2018.11.21 01:18 close 9128 115.69 1.13713 1.14273 1.13653 80560.00 238362670.81

18260 2018.11.21 01:34 sell 9132 115.73 1.13711 1.14271 1.13651

18261 2018.11.21 01:56 sell 9133 115.73 1.13718 1.14278 1.13658

18262 2018.11.22 12:21 s/l 9130 115.69 1.14268 1.14268 1.13648 -6685670.61 231677000.20

18263 2018.11.22 12:21 s/l 9129 115.69 1.14269 1.14269 1.13649 -6685670.60 224991329.61

18264 2018.11.22 12:21 s/l 9131 115.69 1.14270 1.14270 1.13650 -6685670.60 218305659.01

18265 2018.11.22 12:21 s/l 9132 115.73 1.14271 1.14271 1.13651 -6687982.18 211617676.83

18266 2018.11.22 12:21 s/l 9133 115.73 1.14278 1.14278 1.13658 -6687982.18 204929694.64

18267 2018.11.26 00:01 sell 9134 99.50 1.13388 1.13948 1.13328

18268 2018.11.26 00:03 sell 9135 99.50 1.13390 1.13950 1.13330

18269 2018.11.26 00:04 sell 9136 99.50 1.13390 1.13950 1.13330

18270 2018.11.26 00:10 sell 9137 99.50 1.13382 1.13942 1.13322

18271 2018.11.26 00:11 sell 9138 99.50 1.13386 1.13946 1.13326

Page 489: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 489/509

18272 2018.11.26 01:35 t/p 9135 99.50 1.13330 1.13950 1.13330 638348.22 205568042.86

18273 2018.11.26 01:35 t/p 9136 99.50 1.13330 1.13950 1.13330 638348.22 206206391.08

18274 2018.11.26 01:35 t/p 9134 99.50 1.13328 1.13948 1.13328 638348.22 206844739.30

18275 2018.11.26 01:35 t/p 9138 99.50 1.13326 1.13946 1.13326 638348.22 207483087.52

18276 2018.11.26 01:35 t/p 9137 99.50 1.13322 1.13942 1.13322 638348.22 208121435.74

18277 2018.11.26 02:01 sell 9139 101.05 1.13379 1.13939 1.13319

18278 2018.11.26 03:21 t/p 9139 101.05 1.13319 1.13939 1.13319 648292.34 208769728.08

18279 2018.11.29 02:01 buy 9140 101.36 1.13672 1.13112 1.13732

18280 2018.11.29 02:15 buy 9141 101.36 1.13663 1.13103 1.13723

18281 2018.11.29 02:16 buy 9142 101.36 1.13661 1.13101 1.13721

18282 2018.11.29 02:17 buy 9143 101.36 1.13659 1.13099 1.13719

18283 2018.11.29 02:20 buy 9144 101.36 1.13661 1.13101 1.13721

18284 2018.11.29 04:00 t/p 9142 101.36 1.13721 1.13101 1.13721 650147.37 209419875.45

18285 2018.11.29 04:00 t/p 9143 101.36 1.13719 1.13099 1.13719 650147.37 210070022.82

18286 2018.11.29 04:00 t/p 9144 101.36 1.13721 1.13101 1.13721 650147.37 210720170.19

18287 2018.11.29 04:00 close 9140 101.36 1.13721 1.13112 1.13732 530953.69 211251123.88

18288 2018.11.29 04:00 t/p 9141 101.36 1.13723 1.13103 1.13723 650147.37 211901271.25

18289 2018.11.29 11:01 buy 9145 102.88 1.13770 1.13210 1.13830

18290 2018.11.29 11:02 buy 9146 102.88 1.13733 1.13173 1.13793

18291 2018.11.29 11:04 buy 9147 102.88 1.13744 1.13184 1.13804

18292 2018.11.29 11:11 buy 9148 102.88 1.13734 1.13174 1.13794

18293 2018.11.29 11:12 buy 9149 102.88 1.13721 1.13161 1.13781

18294 2018.11.29 14:14 t/p 9149 102.88 1.13781 1.13161 1.13781 659897.01 212561168.26

18295 2018.11.29 14:14 close 9148 102.88 1.13782 1.13174 1.13794 527917.61 213089085.87

18296 2018.11.29 14:14 close 9147 102.88 1.13782 1.13184 1.13804 417934.77 213507020.64

18297 2018.11.29 14:14 close 9146 102.88 1.13782 1.13173 1.13793 538915.89 214045936.53

18298 2018.11.29 14:14 close 9145 102.88 1.13782 1.13210 1.13830 131979.40 214177915.93

18299 2019.01.02 21:56 sell 9150 103.99 1.13420 1.13980 1.13360

18300 2019.01.02 21:58 sell 9151 103.99 1.13419 1.13979 1.13359

18301 2019.01.02 21:59 sell 9152 103.99 1.13422 1.13982 1.13362

18302 2019.01.02 22:00 sell 9153 103.99 1.13432 1.13992 1.13372

18303 2019.01.02 22:04 sell 9154 103.99 1.13428 1.13988 1.13368

18304 2019.01.03 00:25 t/p 9153 103.99 1.13372 1.13992 1.13372 884392.43 215062308.36

18305 2019.01.03 00:25 close 9151 103.99 1.13371 1.13979 1.13359 750961.61 215813269.97

18306 2019.01.03 00:25 close 9150 103.99 1.13371 1.13980 1.13360 762080.84 216575350.81

18307 2019.01.03 00:25 t/p 9154 103.99 1.13368 1.13988 1.13368 884392.43 217459743.24

18308 2019.01.03 00:25 t/p 9152 103.99 1.13362 1.13982 1.13362 884392.42 218344135.66

18309 2019.01.07 22:28 buy 9155 106.01 1.14718 1.14158 1.14778

Page 490: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 490/509

18310 2019.01.07 22:29 buy 9156 106.01 1.14720 1.14160 1.14780

18311 2019.01.07 23:58 close 9155 106.01 1.14741 1.14158 1.14778 260656.54 218604792.20

18312 2019.01.07 23:59 close 9156 106.01 1.14731 1.14160 1.14780 124661.82 218729454.02

18313 2019.01.08 00:30 buy 9157 106.20 1.14724 1.14164 1.14784

18314 2019.01.08 01:19 t/p 9157 106.20 1.14784 1.14164 1.14784 681192.28 219410646.30

18315 2019.01.08 02:43 buy 9158 106.53 1.14746 1.14186 1.14806

18316 2019.01.08 02:44 buy 9159 106.53 1.14732 1.14172 1.14792

18317 2019.01.08 02:49 buy 9160 106.53 1.14748 1.14188 1.14808

18318 2019.01.08 02:50 buy 9161 106.53 1.14725 1.14165 1.14785

18319 2019.01.08 02:53 buy 9162 106.53 1.14710 1.14150 1.14770

18320 2019.01.09 09:48 t/p 9162 106.53 1.14770 1.14150 1.14770 547486.79 219958133.09

18321 2019.01.09 09:48 close 9161 106.53 1.14770 1.14165 1.14785 376662.74 220334795.83

18322 2019.01.09 09:48 close 9160 106.53 1.14770 1.14188 1.14808 114732.53 220449528.36

18323 2019.01.09 09:48 close 9159 106.53 1.14770 1.14172 1.14792 296944.85 220746473.21

18324 2019.01.09 09:48 close 9158 106.53 1.14770 1.14186 1.14806 137509.07 220883982.28

18325 2019.01.10 03:15 buy 9163 107.24 1.15478 1.14918 1.15538

18326 2019.01.10 03:31 buy 9164 107.24 1.15454 1.14894 1.15514

18327 2019.01.10 03:36 buy 9165 107.24 1.15464 1.14904 1.15524

18328 2019.01.10 03:37 buy 9166 107.24 1.15455 1.14895 1.15515

18329 2019.01.10 03:38 buy 9167 107.24 1.15451 1.14891 1.15511

18330 2019.01.10 03:53 t/p 9167 107.24 1.15511 1.14891 1.15511 687869.53 221571851.81

18331 2019.01.10 03:53 t/p 9164 107.24 1.15514 1.14894 1.15514 687869.53 222259721.34

18332 2019.01.10 03:53 t/p 9166 107.24 1.15515 1.14895 1.15515 687869.53 222947590.87

18333 2019.01.10 03:53 t/p 9165 107.24 1.15524 1.14904 1.15524 687869.53 223635460.40

18334 2019.01.10 04:43 t/p 9163 107.24 1.15538 1.14918 1.15538 687869.53 224323329.93

18335 2019.01.11 01:17 sell 9168 108.91 1.15006 1.15566 1.14946

18336 2019.01.11 01:18 sell 9169 108.91 1.15007 1.15567 1.14947

18337 2019.01.11 01:19 sell 9170 108.91 1.15012 1.15572 1.14952

18338 2019.01.11 01:21 sell 9171 108.91 1.15013 1.15573 1.14953

18339 2019.01.11 01:22 sell 9172 108.91 1.15018 1.15578 1.14958

18340 2019.01.11 16:13 t/p 9172 108.91 1.14958 1.15578 1.14958 698731.71 225022061.64

18341 2019.01.11 16:13 close 9169 108.91 1.14957 1.15567 1.14947 582276.42 225604338.06

18342 2019.01.11 16:13 close 9168 108.91 1.14957 1.15566 1.14946 570630.89 226174968.95

18343 2019.01.11 16:13 t/p 9171 108.91 1.14953 1.15573 1.14953 698731.71 226873700.66

18344 2019.01.11 16:13 t/p 9170 108.91 1.14952 1.15572 1.14952 698731.71 227572432.37

18345 2019.01.14 01:04 sell 9173 110.49 1.14667 1.15227 1.14607

18346 2019.01.14 01:07 sell 9174 110.49 1.14666 1.15226 1.14606

Page 491: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 491/509

18347 2019.01.14 01:08 sell 9175 110.49 1.14670 1.15230 1.14610

18348 2019.01.14 01:10 sell 9176 110.49 1.14665 1.15225 1.14605

18349 2019.01.14 01:25 t/p 9175 110.49 1.14610 1.15230 1.14610 708868.48 228281300.85

18350 2019.01.14 01:25 t/p 9173 110.49 1.14607 1.15227 1.14607 708868.48 228990169.33

18351 2019.01.14 02:36 sell 9177 111.18 1.14651 1.15211 1.14591

18352 2019.01.14 02:37 close 9174 110.49 1.14666 1.15226 1.14606 0.00 228990169.33

18353 2019.01.14 02:39 sell 9178 111.18 1.14652 1.15212 1.14592

18354 2019.01.14 02:40 close 9176 110.49 1.14661 1.15225 1.14605 47257.90 229037427.23

18355 2019.01.14 03:06 sell 9179 111.20 1.14658 1.15218 1.14598

18356 2019.01.14 03:07 sell 9180 111.20 1.14664 1.15224 1.14604

18357 2019.01.14 03:08 sell 9181 111.20 1.14666 1.15226 1.14606

18358 2019.01.14 09:18 t/p 9181 111.20 1.14606 1.15226 1.14606 713423.62 229750850.85

18359 2019.01.14 09:18 close 9178 111.18 1.14606 1.15212 1.14592 546859.74 230297710.59

18360 2019.01.14 09:18 close 9177 111.18 1.14606 1.15211 1.14591 534971.48 230832682.07

18361 2019.01.14 09:18 t/p 9180 111.20 1.14604 1.15224 1.14604 713423.62 231546105.69

18362 2019.01.14 09:18 t/p 9179 111.20 1.14598 1.15218 1.14598 713423.62 232259529.31

18363 2019.01.15 15:38 sell 9182 112.76 1.14338 1.14898 1.14278

18364 2019.01.15 15:39 sell 9183 112.76 1.14347 1.14907 1.14287

18365 2019.01.15 15:40 sell 9184 112.76 1.14358 1.14918 1.14298

18366 2019.01.15 15:41 sell 9185 112.76 1.14383 1.14943 1.14323

18367 2019.01.15 16:00 sell 9186 112.76 1.14380 1.14940 1.14320

18368 2019.01.15 17:29 t/p 9185 112.76 1.14323 1.14943 1.14323 723432.08 232982961.39

18369 2019.01.15 17:29 close 9184 112.76 1.14322 1.14918 1.14298 434059.25 233417020.64

18370 2019.01.15 17:29 close 9183 112.76 1.14322 1.14907 1.14287 301430.03 233718450.67

18371 2019.01.15 17:29 close 9182 112.76 1.14322 1.14898 1.14278 192915.22 233911365.89

18372 2019.01.15 17:29 t/p 9186 112.76 1.14320 1.14940 1.14320 723432.08 234634797.97

18373 2019.01.15 21:32 sell 9187 113.92 1.13962 1.14522 1.13902

18374 2019.01.15 21:33 sell 9188 113.92 1.13964 1.14524 1.13904

18375 2019.01.15 21:39 t/p 9188 113.92 1.13904 1.14524 1.13904 730874.26 235365672.23

18376 2019.01.15 21:39 t/p 9187 113.92 1.13902 1.14522 1.13902 730874.27 236096546.50

18377 2019.01.15 22:00 sell 9189 114.63 1.14009 1.14569 1.13949

18378 2019.01.15 22:01 sell 9190 114.63 1.14018 1.14578 1.13958

18379 2019.01.15 22:03 sell 9191 114.63 1.14059 1.14619 1.13999

18380 2019.01.15 22:04 sell 9192 114.63 1.14074 1.14634 1.14014

18381 2019.01.15 22:06 sell 9193 114.63 1.14115 1.14675 1.14055

18382 2019.01.16 00:50 t/p 9193 114.63 1.14055 1.14675 1.14055 815251.27 236911797.76

18383 2019.01.16 00:50 close 9192 114.63 1.14055 1.14634 1.14014 312707.85 237224505.61

18384 2019.01.16 00:50 close 9191 114.63 1.14055 1.14619 1.13999 128850.50 237353356.11

Page 492: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 492/509

18385 2019.01.16 03:29 close 9190 114.63 1.14018 1.14578 1.13958 79821.88 237433177.98

18386 2019.01.16 03:35 close 9189 114.63 1.14009 1.14569 1.13949 79821.88 237512999.86

18387 2019.01.21 01:26 sell 9194 115.32 1.13664 1.14224 1.13604

18388 2019.01.21 01:28 sell 9195 115.32 1.13664 1.14224 1.13604

18389 2019.01.21 01:30 sell 9196 115.32 1.13673 1.14233 1.13613

18390 2019.01.21 02:03 sell 9197 115.32 1.13676 1.14236 1.13616

18391 2019.01.21 02:05 sell 9198 115.32 1.13676 1.14236 1.13616

18392 2019.01.21 14:42 t/p 9197 115.32 1.13616 1.14236 1.13616 739870.06 238252869.92

18393 2019.01.21 14:42 t/p 9198 115.32 1.13616 1.14236 1.13616 739870.06 238992739.98

18394 2019.01.21 14:42 close 9195 115.32 1.13616 1.14224 1.13604 591896.05 239584636.03

18395 2019.01.21 14:42 close 9194 115.32 1.13616 1.14224 1.13604 591896.05 240176532.08

18396 2019.01.21 14:42 t/p 9196 115.32 1.13613 1.14233 1.13613 739870.05 240916402.13

18397 2019.01.24 22:41 sell 9199 116.96 1.13078 1.13638 1.13018

18398 2019.01.24 22:44 sell 9200 116.96 1.13077 1.13637 1.13017

18399 2019.01.24 22:50 sell 9201 116.96 1.13080 1.13640 1.13020

18400 2019.01.24 22:51 sell 9202 116.96 1.13083 1.13643 1.13023

18401 2019.01.24 22:53 sell 9203 116.96 1.13086 1.13646 1.13026

18402 2019.01.24 23:54 t/p 9203 116.96 1.13026 1.13646 1.13026 750398.99 241666801.12

18403 2019.01.25 00:00 t/p 9202 116.96 1.13023 1.13643 1.13023 831843.35 242498644.47

18404 2019.01.25 00:01 t/p 9201 116.96 1.13020 1.13640 1.13020 831843.34 243330487.81

18405 2019.01.25 00:11 close 9199 116.96 1.13062 1.13638 1.13018 281550.75 243612038.56

18406 2019.01.25 00:14 close 9200 116.96 1.13062 1.13637 1.13017 269044.10 243881082.65

18407 2019.01.25 01:48 sell 9204 118.40 1.13091 1.13651 1.13031

18408 2019.01.25 01:49 sell 9205 118.40 1.13132 1.13692 1.13072

18409 2019.01.25 01:52 sell 9206 118.40 1.13113 1.13673 1.13053

18410 2019.01.25 01:55 sell 9207 118.40 1.13108 1.13668 1.13048

18411 2019.01.25 01:57 sell 9208 118.40 1.13109 1.13669 1.13049

18412 2019.01.25 02:06 t/p 9205 118.40 1.13072 1.13692 1.13072 759637.82 244640720.47

18413 2019.01.25 02:16 sell 9209 118.77 1.13109 1.13669 1.13049

18414 2019.01.25 16:03 s/l 9204 118.40 1.13651 1.13651 1.13031 -7089953.02 237550767.45

18415 2019.01.25 16:03 close 9206 118.40 1.13652 1.13673 1.13053 -6824079.78 230726687.67

18416 2019.01.25 16:03 close 9208 118.40 1.13652 1.13669 1.13049 -6874722.31 223851965.36

18417 2019.01.25 16:03 s/l 9207 118.40 1.13668 1.13668 1.13048 -7089953.03 216762012.33

18418 2019.01.25 16:03 s/l 9209 118.77 1.13669 1.13669 1.13049 -7112109.13 209649903.20

18419 2019.01.27 23:30 buy 9210 101.78 1.14059 1.13499 1.14119

18420 2019.01.28 00:01 buy 9211 101.78 1.14012 1.13452 1.14072

18421 2019.01.28 00:08 buy 9212 101.78 1.14029 1.13469 1.14089

Page 493: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 493/509

18422 2019.01.28 00:11 buy 9213 101.78 1.14048 1.13488 1.14108

18423 2019.01.28 00:12 buy 9214 101.78 1.14032 1.13472 1.14092

18424 2019.01.28 00:19 t/p 9211 101.78 1.14072 1.13452 1.14072 652859.67 210302762.87

18425 2019.01.28 00:20 buy 9215 102.10 1.14059 1.13499 1.14119

18426 2019.01.28 00:29 t/p 9212 101.78 1.14089 1.13469 1.14089 652859.67 210955622.54

18427 2019.01.28 00:32 t/p 9214 101.78 1.14092 1.13472 1.14092 652859.67 211608482.21

18428 2019.01.28 01:00 close 9210 101.78 1.14081 1.13499 1.14119 109627.98 211718110.19

18429 2019.01.28 01:01 t/p 9213 101.78 1.14108 1.13488 1.14108 652859.67 212370969.86

18430 2019.01.28 01:11 t/p 9215 102.10 1.14119 1.13499 1.14119 654912.28 213025882.14

18431 2019.02.01 02:00 sell 9216 103.42 1.14474 1.15034 1.14414

18432 2019.02.01 02:01 sell 9217 103.42 1.14476 1.15036 1.14416

18433 2019.02.01 02:03 sell 9218 103.42 1.14476 1.15036 1.14416

18434 2019.02.01 02:15 sell 9219 103.42 1.14475 1.15035 1.14415

18435 2019.02.01 02:17 sell 9220 103.42 1.14479 1.15039 1.14419

18436 2019.02.01 03:37 t/p 9220 103.42 1.14419 1.15039 1.14419 663528.25 213689410.39

18437 2019.02.01 03:37 t/p 9217 103.42 1.14416 1.15036 1.14416 663528.24 214352938.63

18438 2019.02.01 03:37 t/p 9218 103.42 1.14416 1.15036 1.14416 663528.24 215016466.87

18439 2019.02.01 03:37 t/p 9219 103.42 1.14415 1.15035 1.14415 663528.24 215679995.11

18440 2019.02.01 03:37 t/p 9216 103.42 1.14414 1.15034 1.14414 663528.25 216343523.36

18441 2019.02.06 22:59 sell 9221 105.03 1.13688 1.14248 1.13628

18442 2019.02.06 23:46 t/p 9221 105.03 1.13628 1.14248 1.13628 673870.38 217017393.74

18443 2019.02.07 01:00 sell 9222 105.36 1.13663 1.14223 1.13603

18444 2019.02.07 01:15 sell 9223 105.36 1.13670 1.14230 1.13610

18445 2019.02.07 01:18 sell 9224 105.36 1.13673 1.14233 1.13613

18446 2019.02.07 01:22 sell 9225 105.36 1.13670 1.14230 1.13610

18447 2019.02.07 01:24 sell 9226 105.36 1.13671 1.14231 1.13611

18448 2019.02.07 03:46 t/p 9224 105.36 1.13613 1.14233 1.13613 675987.65 217693381.39

18449 2019.02.07 03:46 close 9222 105.36 1.13613 1.14223 1.13603 563323.04 218256704.43

18450 2019.02.07 03:48 t/p 9226 105.36 1.13611 1.14231 1.13611 675987.65 218932692.08

18451 2019.02.07 03:48 t/p 9223 105.36 1.13610 1.14230 1.13610 675987.65 219608679.73

18452 2019.02.07 03:48 t/p 9225 105.36 1.13610 1.14230 1.13610 675987.65 220284667.38

18453 2019.02.07 14:47 sell 9227 106.94 1.13389 1.13949 1.13329

18454 2019.02.07 14:48 sell 9228 106.94 1.13399 1.13959 1.13339

18455 2019.02.07 14:53 sell 9229 106.94 1.13394 1.13954 1.13334

18456 2019.02.07 14:55 sell 9230 106.94 1.13404 1.13964 1.13344

18457 2019.02.07 14:56 sell 9231 106.94 1.13405 1.13965 1.13345

18458 2019.02.07 15:26 t/p 9231 106.94 1.13345 1.13965 1.13345 686124.90 220970792.28

18459 2019.02.07 15:51 t/p 9230 106.94 1.13344 1.13964 1.13344 686124.90 221656917.18

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18460 2019.02.07 15:51 t/p 9228 106.94 1.13339 1.13959 1.13339 686124.90 222343042.08

18461 2019.02.07 15:51 t/p 9229 106.94 1.13334 1.13954 1.13334 686124.90 223029166.98

18462 2019.02.07 15:51 t/p 9227 106.94 1.13329 1.13949 1.13329 686124.90 223715291.88

18463 2019.02.11 21:49 sell 9232 108.61 1.12764 1.13324 1.12704

18464 2019.02.11 21:50 sell 9233 108.61 1.12768 1.13328 1.12708

18465 2019.02.11 21:52 sell 9234 108.61 1.12765 1.13325 1.12705

18466 2019.02.11 21:58 sell 9235 108.61 1.12762 1.13322 1.12702

18467 2019.02.11 22:02 sell 9236 108.61 1.12763 1.13323 1.12703

18468 2019.02.12 10:28 t/p 9233 108.61 1.12708 1.13328 1.12708 772469.47 224487761.35

18469 2019.02.12 10:28 t/p 9234 108.61 1.12705 1.13325 1.12705 772469.47 225260230.82

18470 2019.02.12 10:28 t/p 9232 108.61 1.12704 1.13324 1.12704 772469.48 226032700.30

18471 2019.02.12 10:28 t/p 9236 108.61 1.12703 1.13323 1.12703 772469.48 226805169.78

18472 2019.02.12 10:28 t/p 9235 108.61 1.12702 1.13322 1.12702 772469.48 227577639.25

18473 2019.02.12 23:37 buy 9237 110.48 1.13290 1.12730 1.13350

18474 2019.02.12 23:39 buy 9238 110.48 1.13291 1.12731 1.13351

18475 2019.02.12 23:41 buy 9239 110.48 1.13289 1.12729 1.13349

18476 2019.02.12 23:42 buy 9240 110.48 1.13287 1.12727 1.13347

18477 2019.02.12 23:46 buy 9241 110.48 1.13288 1.12728 1.13348

18478 2019.02.13 01:19 t/p 9240 110.48 1.13347 1.12727 1.13347 567846.57 228145485.83

18479 2019.02.13 01:19 t/p 9241 110.48 1.13348 1.12728 1.13348 567846.56 228713332.39

18480 2019.02.13 01:19 t/p 9239 110.48 1.13349 1.12729 1.13349 567846.57 229281178.97

18481 2019.02.13 01:19 t/p 9237 110.48 1.13350 1.12730 1.13350 567846.57 229849025.54

18482 2019.02.13 01:19 t/p 9238 110.48 1.13351 1.12731 1.13351 567846.57 230416872.11

18483 2019.02.13 02:03 buy 9242 111.86 1.13302 1.12742 1.13362

18484 2019.02.13 02:43 buy 9243 111.86 1.13300 1.12740 1.13360

18485 2019.02.13 02:44 buy 9244 111.86 1.13297 1.12737 1.13357

18486 2019.02.13 02:47 buy 9245 111.86 1.13295 1.12735 1.13355

18487 2019.02.13 02:48 buy 9246 111.86 1.13291 1.12731 1.13351

18488 2019.02.13 03:08 t/p 9246 111.86 1.13351 1.12731 1.13351 717543.87 231134415.98

18489 2019.02.13 03:29 t/p 9245 111.86 1.13355 1.12735 1.13355 717543.86 231851959.84

18490 2019.02.13 03:33 close 9242 111.86 1.13325 1.12742 1.13362 275058.48 232127018.32

18491 2019.02.13 04:04 t/p 9244 111.86 1.13357 1.12737 1.13357 717543.87 232844562.19

18492 2019.02.13 04:04 t/p 9243 111.86 1.13360 1.12740 1.13360 717543.87 233562106.06

18493 2019.02.14 01:52 sell 9247 113.39 1.12632 1.13192 1.12572

18494 2019.02.14 01:54 sell 9248 113.39 1.12633 1.13193 1.12573

18495 2019.02.14 01:55 sell 9249 113.39 1.12634 1.13194 1.12574

18496 2019.02.14 01:57 sell 9250 113.39 1.12638 1.13198 1.12578

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18497 2019.02.14 01:59 sell 9251 113.39 1.12639 1.13199 1.12579

18498 2019.02.14 10:32 t/p 9250 113.39 1.12578 1.13198 1.12578 727507.97 234289614.03

18499 2019.02.14 10:32 t/p 9251 113.39 1.12579 1.13199 1.12579 727507.97 235017122.00

18500 2019.02.14 10:32 t/p 9249 113.39 1.12574 1.13194 1.12574 727507.97 235744629.97

18501 2019.02.14 10:32 t/p 9247 113.39 1.12572 1.13192 1.12572 727507.97 236472137.94

18502 2019.02.14 10:32 t/p 9248 113.39 1.12573 1.13193 1.12573 727507.98 237199645.92

18503 2019.02.19 21:42 buy 9252 115.16 1.13391 1.12831 1.13451

18504 2019.02.19 21:44 buy 9253 115.16 1.13380 1.12820 1.13440

18505 2019.02.19 21:45 buy 9254 115.16 1.13374 1.12814 1.13434

18506 2019.02.19 22:20 t/p 9254 115.16 1.13434 1.12814 1.13434 738712.25 237938358.17

18507 2019.02.19 23:12 close 9252 115.16 1.13410 1.12831 1.13451 233925.54 238172283.71

18508 2019.02.19 23:14 close 9253 115.16 1.13405 1.12820 1.13440 307796.77 238480080.48

18509 2019.02.20 00:30 buy 9255 115.78 1.13387 1.12827 1.13447

18510 2019.02.20 00:31 buy 9256 115.78 1.13397 1.12837 1.13457

18511 2019.02.20 00:33 buy 9257 115.78 1.13392 1.12832 1.13452

18512 2019.02.20 00:39 buy 9258 115.78 1.13382 1.12822 1.13442

18513 2019.02.20 00:52 buy 9259 115.78 1.13385 1.12825 1.13445

18514 2019.02.20 02:09 t/p 9258 115.78 1.13442 1.12822 1.13442 742689.34 239222769.82

18515 2019.02.20 02:09 close 9257 115.78 1.13442 1.12832 1.13452 618907.78 239841677.60

18516 2019.02.20 02:09 close 9256 115.78 1.13442 1.12837 1.13457 557017.00 240398694.60

18517 2019.02.20 02:09 close 9255 115.78 1.13436 1.12827 1.13447 606529.62 241005224.22

18518 2019.02.20 02:22 close 9259 115.78 1.13428 1.12825 1.13445 532260.69 241537484.91

18519 2019.02.27 02:34 buy 9260 117.26 1.13911 1.13351 1.13971

18520 2019.02.27 02:35 buy 9261 117.26 1.13901 1.13341 1.13961

18521 2019.02.27 02:38 buy 9262 117.26 1.13908 1.13348 1.13968

18522 2019.02.27 02:47 buy 9263 117.26 1.13911 1.13351 1.13971

18523 2019.02.27 02:50 buy 9264 117.26 1.13905 1.13345 1.13965

18524 2019.02.27 11:05 t/p 9261 117.26 1.13961 1.13341 1.13961 752183.03 242289667.94

18525 2019.02.27 11:05 t/p 9264 117.26 1.13965 1.13345 1.13965 752183.03 243041850.97

18526 2019.02.27 11:05 t/p 9262 117.26 1.13968 1.13348 1.13968 752183.04 243794034.01

18527 2019.02.27 11:05 close 9263 117.26 1.13961 1.13351 1.13971 626819.19 244420853.20

18528 2019.02.27 11:05 close 9260 117.26 1.13961 1.13351 1.13971 626819.19 245047672.39

18529 2019.02.28 15:25 buy 9265 118.97 1.14071 1.13511 1.14131

18530 2019.02.28 15:28 buy 9266 118.97 1.14064 1.13504 1.14124

18531 2019.02.28 15:45 close 9265 118.97 1.13835 1.13511 1.14131 -3001703.52 242045968.87

18532 2019.02.28 15:46 close 9266 118.97 1.13838 1.13504 1.14124 -2874512.69 239171456.18

18533 2019.03.04 15:25 sell 9267 116.11 1.13400 1.13960 1.13340

18534 2019.03.04 15:26 sell 9268 116.11 1.13405 1.13965 1.13345

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18535 2019.03.04 15:27 sell 9269 116.11 1.13412 1.13972 1.13352

18536 2019.03.04 15:28 sell 9270 116.11 1.13412 1.13972 1.13352

18537 2019.03.04 15:30 sell 9271 116.11 1.13417 1.13977 1.13357

18538 2019.03.04 16:28 t/p 9271 116.11 1.13357 1.13977 1.13357 744973.37 239916429.55

18539 2019.03.04 16:31 t/p 9269 116.11 1.13352 1.13972 1.13352 744973.37 240661402.92

18540 2019.03.04 16:31 t/p 9270 116.11 1.13352 1.13972 1.13352 744973.37 241406376.29

18541 2019.03.04 16:32 t/p 9268 116.11 1.13345 1.13965 1.13345 744973.37 242151349.66

18542 2019.03.04 16:32 t/p 9267 116.11 1.13340 1.13960 1.13340 744973.37 242896323.03

18543 2019.03.04 18:56 sell 9272 117.92 1.13271 1.13831 1.13211

18544 2019.03.04 19:00 sell 9273 117.92 1.13274 1.13834 1.13214

18545 2019.03.04 19:01 sell 9274 117.92 1.13284 1.13844 1.13224

18546 2019.03.04 19:03 sell 9275 117.92 1.13293 1.13853 1.13233

18547 2019.03.04 19:04 sell 9276 117.92 1.13296 1.13856 1.13236

18548 2019.03.05 08:51 t/p 9276 117.92 1.13236 1.13856 1.13236 838699.36 243735022.39

18549 2019.03.05 08:51 close 9274 117.92 1.13236 1.13844 1.13224 687382.06 244422404.45

18550 2019.03.05 08:51 close 9273 117.92 1.13236 1.13834 1.13214 561284.30 244983688.75

18551 2019.03.05 08:51 close 9272 117.92 1.13236 1.13831 1.13211 523454.98 245507143.72

18552 2019.03.05 08:51 t/p 9275 117.92 1.13233 1.13853 1.13233 838699.36 246345843.08

18553 2019.03.08 01:01 sell 9277 119.60 1.11940 1.12500 1.11880

18554 2019.03.08 01:03 sell 9278 119.60 1.11939 1.12499 1.11879

18555 2019.03.08 01:06 sell 9279 119.60 1.11939 1.12499 1.11879

18556 2019.03.08 01:08 sell 9280 119.60 1.11942 1.12502 1.11882

18557 2019.03.08 01:10 sell 9281 119.60 1.11941 1.12501 1.11881

18558 2019.03.08 02:06 t/p 9280 119.60 1.11882 1.12502 1.11882 767365.56 247113208.64

18559 2019.03.08 02:06 t/p 9281 119.60 1.11881 1.12501 1.11881 767365.56 247880574.20

18560 2019.03.08 02:06 t/p 9277 119.60 1.11880 1.12500 1.11880 767365.56 248647939.76

18561 2019.03.08 02:06 t/p 9278 119.60 1.11879 1.12499 1.11879 767365.56 249415305.32

18562 2019.03.08 02:06 t/p 9279 119.60 1.11879 1.12499 1.11879 767365.56 250182670.88

18563 2019.03.14 03:00 buy 9282 121.46 1.13315 1.12755 1.13375

18564 2019.03.14 03:10 buy 9283 121.46 1.13306 1.12746 1.13366

18565 2019.03.14 03:11 buy 9284 121.46 1.13293 1.12733 1.13353

18566 2019.03.14 03:14 buy 9285 121.46 1.13304 1.12744 1.13364

18567 2019.03.14 03:49 buy 9286 121.46 1.13301 1.12741 1.13361

18568 2019.03.14 11:12 t/p 9284 121.46 1.13353 1.12733 1.13353 779124.60 250961795.48

18569 2019.03.14 11:12 close 9285 121.46 1.13353 1.12744 1.13364 636285.09 251598080.57

18570 2019.03.14 11:12 close 9283 121.46 1.13353 1.12746 1.13366 610314.27 252208394.84

18571 2019.03.14 11:12 close 9282 121.46 1.13353 1.12755 1.13375 493445.58 252701840.42

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18572 2019.03.14 11:12 close 9286 121.46 1.13351 1.12741 1.13361 649270.50 253351110.92

18573 2019.03.18 15:58 buy 9287 123.00 1.13507 1.12947 1.13567

18574 2019.03.18 15:59 buy 9288 123.00 1.13484 1.12924 1.13544

18575 2019.03.18 16:00 buy 9289 123.00 1.13471 1.12911 1.13531

18576 2019.03.18 16:03 buy 9290 123.00 1.13475 1.12915 1.13535

18577 2019.03.18 16:04 buy 9291 123.00 1.13465 1.12905 1.13525

18578 2019.03.19 11:02 t/p 9291 123.00 1.13525 1.12905 1.13525 632197.03 253983307.95

18579 2019.03.19 11:02 close 9290 123.00 1.13525 1.12915 1.13535 500696.50 254484004.46

18580 2019.03.19 11:02 close 9288 123.00 1.13525 1.12924 1.13544 382346.03 254866350.49

18581 2019.03.19 11:02 close 9287 123.00 1.13525 1.12947 1.13567 79894.81 254946245.30

18582 2019.03.19 11:02 close 9289 123.00 1.13521 1.12911 1.13531 500696.50 255446941.81

18583 2019.03.20 23:56 buy 9292 124.01 1.14121 1.13561 1.14181

18584 2019.03.20 23:57 buy 9293 124.01 1.14116 1.13556 1.14176

18585 2019.03.21 00:31 t/p 9293 124.01 1.14176 1.13556 1.14176 321200.76 255768142.57

18586 2019.03.21 00:31 t/p 9292 124.01 1.14181 1.13561 1.14181 321200.75 256089343.32

18587 2019.03.21 21:25 sell 9294 124.33 1.13575 1.14135 1.13515

18588 2019.03.21 21:26 sell 9295 124.33 1.13595 1.14155 1.13535

18589 2019.03.21 21:28 sell 9296 124.33 1.13599 1.14159 1.13539

18590 2019.03.21 21:29 sell 9297 124.33 1.13614 1.14174 1.13554

18591 2019.03.21 21:32 sell 9298 124.33 1.13603 1.14163 1.13543

18592 2019.03.21 21:41 t/p 9297 124.33 1.13554 1.14174 1.13554 797698.79 256887042.11

18593 2019.03.21 21:49 sell 9299 124.71 1.13600 1.14160 1.13540

18594 2019.03.21 21:57 t/p 9298 124.33 1.13543 1.14163 1.13543 797698.79 257684740.90

18595 2019.03.21 21:57 t/p 9299 124.71 1.13540 1.14160 1.13540 800136.87 258484877.77

18596 2019.03.21 21:57 t/p 9296 124.33 1.13539 1.14159 1.13539 797698.79 259282576.56

18597 2019.03.21 21:57 t/p 9295 124.33 1.13535 1.14155 1.13535 797698.79 260080275.35

18598 2019.03.21 22:32 sell 9300 126.26 1.13601 1.14161 1.13541

18599 2019.03.21 22:36 sell 9301 126.26 1.13603 1.14163 1.13543

18600 2019.03.21 22:38 sell 9302 126.26 1.13607 1.14167 1.13547

18601 2019.03.21 22:39 sell 9303 126.26 1.13615 1.14175 1.13555

18602 2019.03.22 11:30 t/p 9303 126.26 1.13555 1.14175 1.13555 898001.99 260978277.35

18603 2019.03.22 11:30 close 9301 126.26 1.13553 1.14163 1.13543 762988.38 261741265.73

18604 2019.03.22 11:30 close 9300 126.26 1.13553 1.14161 1.13541 735985.66 262477251.40

18605 2019.03.22 11:30 close 9294 124.33 1.13553 1.14135 1.13515 379065.97 262856317.37

18606 2019.03.22 11:30 t/p 9302 126.26 1.13547 1.14167 1.13547 898001.98 263754319.35

18607 2019.03.22 15:54 sell 9304 128.05 1.13092 1.13652 1.13032

18608 2019.03.22 16:12 t/p 9304 128.05 1.13032 1.13652 1.13032 821566.24 264575885.59

18609 2019.03.22 16:48 sell 9305 128.45 1.13096 1.13656 1.13036

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18610 2019.03.22 16:50 sell 9306 128.45 1.13108 1.13668 1.13048

18611 2019.03.22 16:51 sell 9307 128.45 1.13128 1.13688 1.13068

18612 2019.03.22 16:52 sell 9308 128.45 1.13136 1.13696 1.13076

18613 2019.03.22 16:53 sell 9309 128.45 1.13140 1.13700 1.13080

18614 2019.03.22 16:58 t/p 9309 128.45 1.13080 1.13700 1.13080 824132.63 265400018.22

18615 2019.03.22 16:58 t/p 9308 128.45 1.13076 1.13696 1.13076 824132.63 266224150.85

18616 2019.03.22 16:58 t/p 9307 128.45 1.13068 1.13688 1.13068 824132.63 267048283.48

18617 2019.03.22 17:00 t/p 9306 128.45 1.13048 1.13668 1.13048 824132.64 267872416.12

18618 2019.03.22 17:00 t/p 9305 128.45 1.13036 1.13656 1.13036 824132.63 268696548.75

18619 2019.03.27 00:55 sell 9310 130.45 1.12709 1.13269 1.12649

18620 2019.03.27 01:04 sell 9311 130.45 1.12714 1.13274 1.12654

18621 2019.03.27 01:20 sell 9312 130.45 1.12720 1.13280 1.12660

18622 2019.03.27 01:21 sell 9313 130.45 1.12749 1.13309 1.12689

18623 2019.03.27 01:23 sell 9314 130.45 1.12763 1.13323 1.12703

18624 2019.03.27 03:28 t/p 9314 130.45 1.12703 1.13323 1.12703 836964.60 269533513.35

18625 2019.03.27 03:28 close 9313 130.45 1.12703 1.13309 1.12689 641672.86 270175186.21

18626 2019.03.27 03:28 close 9312 130.45 1.12703 1.13280 1.12660 237139.97 270412326.18

18627 2019.03.27 03:28 close 9311 130.45 1.12703 1.13274 1.12654 153443.51 270565769.69

18628 2019.03.27 03:28 close 9310 130.45 1.12703 1.13269 1.12649 83696.46 270649466.15

18629 2019.04.02 00:00 sell 9315 131.40 1.12112 1.12672 1.12052

18630 2019.04.02 00:18 t/p 9315 131.40 1.12052 1.12672 1.12052 843044.00 271492510.15

18631 2019.04.02 02:01 sell 9316 131.81 1.12062 1.12622 1.12002

18632 2019.04.02 02:13 sell 9317 131.81 1.12066 1.12626 1.12006

18633 2019.04.02 02:14 sell 9318 131.81 1.12068 1.12628 1.12008

18634 2019.04.02 02:18 sell 9319 131.81 1.12066 1.12626 1.12006

18635 2019.04.02 03:19 sell 9320 131.81 1.12070 1.12630 1.12010

18636 2019.04.02 04:32 t/p 9320 131.81 1.12010 1.12630 1.12010 845674.51 272338184.66

18637 2019.04.02 04:32 t/p 9318 131.81 1.12008 1.12628 1.12008 845674.51 273183859.17

18638 2019.04.02 04:32 t/p 9317 131.81 1.12006 1.12626 1.12006 845674.51 274029533.68

18639 2019.04.02 04:32 t/p 9319 131.81 1.12006 1.12626 1.12006 845674.51 274875208.19

18640 2019.04.02 04:32 t/p 9316 131.81 1.12002 1.12622 1.12002 845674.51 275720882.70

18641 2019.04.03 15:44 buy 9321 133.86 1.12407 1.11847 1.12467

18642 2019.04.03 15:45 buy 9322 133.86 1.12399 1.11839 1.12459

18643 2019.04.03 15:46 buy 9323 133.86 1.12379 1.11819 1.12439

18644 2019.04.03 15:47 buy 9324 133.86 1.12372 1.11812 1.12432

18645 2019.04.03 15:50 buy 9325 133.86 1.12379 1.11819 1.12439

18646 2019.04.03 19:20 t/p 9324 133.86 1.12432 1.11812 1.12432 858634.26 276579516.96

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 499/509

18647 2019.04.03 19:20 close 9322 133.86 1.12432 1.11839 1.12459 472248.84 277051765.80

18648 2019.04.03 19:20 close 9321 133.86 1.12432 1.11847 1.12467 357764.27 277409530.07

18649 2019.04.03 19:20 t/p 9323 133.86 1.12439 1.11819 1.12439 858634.26 278268164.33

18650 2019.04.03 19:20 t/p 9325 133.86 1.12439 1.11819 1.12439 858634.26 279126798.59

18651 2019.04.08 18:01 buy 9326 135.52 1.12614 1.12054 1.12674

18652 2019.04.08 18:30 buy 9327 135.52 1.12609 1.12049 1.12669

18653 2019.04.08 18:34 buy 9328 135.52 1.12603 1.12043 1.12663

18654 2019.04.08 18:35 buy 9329 135.52 1.12601 1.12041 1.12661

18655 2019.04.08 18:52 buy 9330 135.52 1.12594 1.12034 1.12654

18656 2019.04.08 19:34 t/p 9330 135.52 1.12654 1.12034 1.12654 869265.93 279996064.52

18657 2019.04.08 19:34 close 9326 135.52 1.12654 1.12054 1.12674 579510.62 280575575.14

18658 2019.04.08 19:37 t/p 9329 135.52 1.12661 1.12041 1.12661 869265.93 281444841.07

18659 2019.04.08 19:38 t/p 9328 135.52 1.12663 1.12043 1.12663 869265.93 282314107.00

18660 2019.04.08 19:38 t/p 9327 135.52 1.12669 1.12049 1.12669 869265.94 283183372.94

18661 2019.04.08 20:46 buy 9331 137.49 1.12621 1.12061 1.12681

18662 2019.04.08 20:49 buy 9332 137.49 1.12624 1.12064 1.12684

18663 2019.04.08 20:50 buy 9333 137.49 1.12612 1.12052 1.12672

18664 2019.04.08 20:51 buy 9334 137.49 1.12592 1.12032 1.12652

18665 2019.04.08 22:21 close 9334 137.49 1.12610 1.12032 1.12652 264570.63 283447943.57

18666 2019.04.08 22:21 close 9333 137.49 1.12612 1.12052 1.12672 0.00 283447943.57

18667 2019.04.08 22:31 close 9331 137.49 1.12621 1.12061 1.12681 0.00 283447943.57

18668 2019.04.08 22:36 close 9332 137.49 1.12624 1.12064 1.12684 0.00 283447943.57

18669 2019.04.08 23:37 buy 9335 137.62 1.12608 1.12048 1.12668

18670 2019.04.08 23:38 buy 9336 137.62 1.12607 1.12047 1.12667

18671 2019.04.08 23:45 buy 9337 137.62 1.12607 1.12047 1.12667

18672 2019.04.08 23:47 buy 9338 137.62 1.12610 1.12050 1.12670

18673 2019.04.08 23:50 buy 9339 137.62 1.12608 1.12048 1.12668

18674 2019.04.09 06:04 t/p 9336 137.62 1.12667 1.12047 1.12667 707291.56 284155235.13

18675 2019.04.09 06:04 t/p 9337 137.62 1.12667 1.12047 1.12667 707291.56 284862526.70

18676 2019.04.09 06:05 close 9338 137.62 1.12660 1.12050 1.12670 560168.90 285422695.60

18677 2019.04.09 06:06 close 9339 137.62 1.12658 1.12048 1.12668 560168.89 285982864.50

18678 2019.04.09 06:06 close 9335 137.62 1.12658 1.12048 1.12668 560168.89 286543033.39

18679 2019.04.12 14:58 buy 9340 139.12 1.13092 1.12532 1.13152

18680 2019.04.12 14:59 buy 9341 139.12 1.13089 1.12529 1.13149

18681 2019.04.12 15:00 buy 9342 139.12 1.13078 1.12518 1.13138

18682 2019.04.12 15:05 t/p 9342 139.12 1.13138 1.12518 1.13138 892357.42 287435390.81

18683 2019.04.12 15:06 t/p 9341 139.12 1.13149 1.12529 1.13149 892357.42 288327748.23

18684 2019.04.12 15:06 t/p 9340 139.12 1.13152 1.12532 1.13152 892357.42 289220105.65

Page 500: S t r at e gy Te s t e r R e p or t - GreenRabbit-System2019/9/6 Strategy Tester: Orion

2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 500/509

18685 2019.04.12 16:35 buy 9343 140.42 1.13142 1.12582 1.13202

18686 2019.04.12 16:36 buy 9344 140.42 1.13137 1.12577 1.13197

18687 2019.04.12 16:50 buy 9345 140.42 1.13132 1.12572 1.13192

18688 2019.04.12 16:51 buy 9346 140.42 1.13130 1.12570 1.13190

18689 2019.04.12 16:52 buy 9347 140.42 1.13129 1.12569 1.13189

18690 2019.04.12 17:00 t/p 9347 140.42 1.13189 1.12569 1.13189 900696.01 290120801.66

18691 2019.04.12 17:00 t/p 9346 140.42 1.13190 1.12570 1.13190 900696.01 291021497.67

18692 2019.04.12 17:00 t/p 9345 140.42 1.13192 1.12572 1.13192 900696.01 291922193.68

18693 2019.04.12 17:19 t/p 9344 140.42 1.13197 1.12577 1.13197 900696.01 292822889.69

18694 2019.04.12 17:20 t/p 9343 140.42 1.13202 1.12582 1.13202 900696.01 293723585.70

18695 2019.04.18 16:47 sell 9348 142.60 1.12512 1.13072 1.12452

18696 2019.04.18 16:51 sell 9349 142.60 1.12516 1.13076 1.12456

18697 2019.04.18 17:19 t/p 9349 142.60 1.12456 1.13076 1.12456 914875.96 294638461.66

18698 2019.04.18 17:19 t/p 9348 142.60 1.12452 1.13072 1.12452 914875.96 295553337.62

18699 2019.04.18 23:26 sell 9350 143.49 1.12318 1.12878 1.12258

18700 2019.04.18 23:36 sell 9351 143.49 1.12319 1.12879 1.12259

18701 2019.04.19 00:56 close 9350 143.49 1.12318 1.12878 1.12258 99918.36 295653255.98

18702 2019.04.19 01:01 sell 9352 143.54 1.12329 1.12889 1.12269

18703 2019.04.19 01:02 sell 9353 143.54 1.12342 1.12902 1.12282

18704 2019.04.19 01:03 sell 9354 143.54 1.12342 1.12902 1.12282

18705 2019.04.19 01:07 sell 9355 143.54 1.12329 1.12889 1.12269

18706 2019.04.23 15:46 t/p 9353 143.54 1.12282 1.12902 1.12282 1120838.89 296774094.86

18707 2019.04.23 15:46 t/p 9354 143.54 1.12282 1.12902 1.12282 1120838.89 297894933.75

18708 2019.04.23 15:46 close 9355 143.54 1.12281 1.12889 1.12269 936652.39 298831586.13

18709 2019.04.23 15:46 close 9352 143.54 1.12281 1.12889 1.12269 936652.39 299768238.52

18710 2019.04.23 15:46 close 9351 143.49 1.12281 1.12879 1.12259 882809.18 300651047.70

18711 2019.04.23 19:01 sell 9356 145.97 1.12126 1.12686 1.12066

18712 2019.04.23 19:02 sell 9357 145.97 1.12139 1.12699 1.12079

18713 2019.04.23 19:08 sell 9358 145.97 1.12140 1.12700 1.12080

18714 2019.04.23 19:09 sell 9359 145.97 1.12146 1.12706 1.12086

18715 2019.04.23 19:26 sell 9360 145.97 1.12134 1.12694 1.12074

18716 2019.04.24 09:14 t/p 9359 145.97 1.12086 1.12706 1.12086 1038159.62 301689207.32

18717 2019.04.24 09:14 close 9360 145.97 1.12086 1.12694 1.12074 850856.75 302540064.06

18718 2019.04.24 09:14 close 9356 145.97 1.12086 1.12686 1.12066 725988.17 303266052.23

18719 2019.04.24 09:14 close 9357 145.97 1.12089 1.12699 1.12079 882073.89 304148126.12

18720 2019.04.24 09:14 close 9358 145.97 1.12090 1.12700 1.12080 882073.89 305030200.01

18721 2019.04.25 01:04 sell 9361 148.09 1.11571 1.12131 1.11511

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 501/509

18722 2019.04.25 01:06 sell 9362 148.09 1.11571 1.12131 1.11511

18723 2019.04.25 01:08 sell 9363 148.09 1.11570 1.12130 1.11510

18724 2019.04.25 01:12 sell 9364 148.09 1.11574 1.12134 1.11514

18725 2019.04.25 01:14 sell 9365 148.09 1.11574 1.12134 1.11514

18726 2019.04.25 02:38 t/p 9364 148.09 1.11514 1.12134 1.11514 950115.82 305980315.83

18727 2019.04.25 02:38 t/p 9365 148.09 1.11514 1.12134 1.11514 950115.82 306930431.65

18728 2019.04.25 02:38 t/p 9361 148.09 1.11511 1.12131 1.11511 950115.82 307880547.47

18729 2019.04.25 02:38 t/p 9362 148.09 1.11511 1.12131 1.11511 950115.82 308830663.29

18730 2019.04.25 02:40 close 9363 148.09 1.11520 1.12130 1.11510 791763.19 309622426.48

18731 2019.04.25 04:48 sell 9366 150.32 1.11529 1.12089 1.11469

18732 2019.04.25 04:49 sell 9367 150.32 1.11534 1.12094 1.11474

18733 2019.04.25 04:51 sell 9368 150.32 1.11538 1.12098 1.11478

18734 2019.04.25 04:54 sell 9369 150.32 1.11536 1.12096 1.11476

18735 2019.04.25 07:34 close 9368 150.32 1.11538 1.12098 1.11478 0.00 309622426.48

18736 2019.04.25 07:35 close 9369 150.32 1.11536 1.12096 1.11476 0.00 309622426.48

18737 2019.04.25 07:40 close 9367 150.32 1.11534 1.12094 1.11474 0.00 309622426.48

18738 2019.04.25 07:40 close 9366 150.32 1.11529 1.12089 1.11469 0.00 309622426.48

18739 2019.04.30 04:01 buy 9370 150.32 1.11815 1.11255 1.11875

18740 2019.04.30 04:04 buy 9371 150.32 1.11823 1.11263 1.11883

18741 2019.04.30 04:05 buy 9372 150.32 1.11811 1.11251 1.11871

18742 2019.04.30 04:08 buy 9373 150.32 1.11811 1.11251 1.11871

18743 2019.04.30 04:09 buy 9374 150.32 1.11810 1.11250 1.11870

18744 2019.04.30 05:12 t/p 9374 150.32 1.11870 1.11250 1.11870 964206.59 310586633.07

18745 2019.04.30 05:12 t/p 9372 150.32 1.11871 1.11251 1.11871 964206.59 311550839.66

18746 2019.04.30 05:12 t/p 9373 150.32 1.11871 1.11251 1.11871 964206.59 312515046.25

18747 2019.04.30 05:13 t/p 9370 150.32 1.11875 1.11255 1.11875 964206.60 313479252.85

18748 2019.04.30 05:30 t/p 9371 150.32 1.11883 1.11263 1.11883 964206.60 314443459.45

18749 2019.04.30 17:51 buy 9375 152.67 1.12138 1.11578 1.12198

18750 2019.04.30 17:56 buy 9376 152.67 1.12131 1.11571 1.12191

18751 2019.04.30 17:57 buy 9377 152.67 1.12111 1.11551 1.12171

18752 2019.04.30 17:58 buy 9378 152.67 1.12087 1.11527 1.12147

18753 2019.04.30 18:50 close 9375 152.67 1.11995 1.11578 1.12198 -2333929.65 312109529.80

18754 2019.04.30 18:50 close 9377 152.67 1.11995 1.11551 1.12171 -1893257.61 310216272.19

18755 2019.04.30 18:51 close 9376 152.67 1.12002 1.11571 1.12191 -2105433.04 308110839.15

18756 2019.04.30 18:52 close 9378 152.67 1.11997 1.11527 1.12147 -1468906.77 306641932.38

18757 2019.05.01 14:28 buy 9379 148.88 1.12334 1.11774 1.12394

18758 2019.05.01 14:30 buy 9380 148.88 1.12335 1.11775 1.12395

18759 2019.05.01 14:32 buy 9381 148.88 1.12326 1.11766 1.12386

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2019/9/6 Strategy Tester: Orion

file:///C:/Users/⾦城伸レッツノートCF-SZ5/AppData/Local/Temp/Temp1_Orionバックテスト-20190906T015544Z-001.zip/Orionバックテスト/normal.htm 502/509

18760 2019.05.01 14:33 buy 9382 148.88 1.12318 1.11758 1.12378

18761 2019.05.01 14:34 buy 9383 148.88 1.12317 1.11757 1.12377

18762 2019.05.01 17:00 t/p 9383 148.88 1.12377 1.11757 1.12377 954952.06 307596884.44

18763 2019.05.01 17:00 close 9380 148.88 1.12377 1.11775 1.12395 668466.44 308265350.88

18764 2019.05.01 17:00 close 9379 148.88 1.12377 1.11774 1.12394 684382.31 308949733.19

18765 2019.05.01 17:00 t/p 9382 148.88 1.12378 1.11758 1.12378 954952.05 309904685.24

18766 2019.05.01 17:00 close 9381 148.88 1.12376 1.11766 1.12386 795793.38 310700478.62

18767 2019.05.02 03:00 sell 9384 150.85 1.12017 1.12577 1.11957

18768 2019.05.02 03:36 sell 9385 150.85 1.12024 1.12584 1.11964

18769 2019.05.02 03:37 sell 9386 150.85 1.12035 1.12595 1.11975

18770 2019.05.02 03:40 sell 9387 150.85 1.12026 1.12586 1.11966

18771 2019.05.02 03:41 sell 9388 150.85 1.12035 1.12595 1.11975

18772 2019.05.02 09:15 t/p 9386 150.85 1.11975 1.12595 1.11975 967796.28 311668274.90

18773 2019.05.02 09:15 t/p 9388 150.85 1.11975 1.12595 1.11975 967796.28 312636071.18

18774 2019.05.02 09:15 close 9385 150.85 1.11975 1.12584 1.11964 790366.96 313426438.14

18775 2019.05.02 09:15 close 9384 150.85 1.11975 1.12577 1.11957 677457.40 314103895.54

18776 2019.05.02 09:15 t/p 9387 150.85 1.11966 1.12586 1.11966 967796.28 315071691.82

18777 2019.05.03 01:46 sell 9389 152.97 1.11740 1.12300 1.11680

18778 2019.05.03 01:51 sell 9390 152.97 1.11743 1.12303 1.11683

18779 2019.05.03 01:52 sell 9391 152.97 1.11746 1.12306 1.11686

18780 2019.05.03 01:54 sell 9392 152.97 1.11746 1.12306 1.11686

18781 2019.05.03 01:56 sell 9393 152.97 1.11744 1.12304 1.11684

18782 2019.05.03 07:42 t/p 9391 152.97 1.11686 1.12306 1.11686 981397.39 316053089.21

18783 2019.05.03 07:42 t/p 9392 152.97 1.11686 1.12306 1.11686 981397.39 317034486.60

18784 2019.05.03 07:42 t/p 9393 152.97 1.11684 1.12304 1.11684 981397.39 318015883.99

18785 2019.05.03 07:42 t/p 9390 152.97 1.11683 1.12303 1.11683 981397.39 318997281.38

18786 2019.05.03 07:42 close 9389 152.97 1.11690 1.12300 1.11680 817831.16 319815112.54

18787 2019.05.03 15:28 sell 9394 155.27 1.11560 1.12120 1.11500

18788 2019.05.03 15:30 t/p 9394 155.27 1.11500 1.12120 1.11500 996153.31 320811265.85

18789 2019.05.15 01:01 sell 9395 155.76 1.12069 1.12629 1.12009

18790 2019.05.15 01:02 sell 9396 155.76 1.12071 1.12631 1.12011

18791 2019.05.15 01:38 sell 9397 155.76 1.12071 1.12631 1.12011

18792 2019.05.15 02:31 close 9395 155.76 1.12069 1.12629 1.12009 0.00 320811265.85

18793 2019.05.15 02:32 close 9396 155.76 1.12067 1.12631 1.12011 66619.80 320877885.65

18794 2019.05.15 03:08 close 9397 155.76 1.12034 1.12631 1.12011 616233.14 321494118.79

18795 2019.05.15 04:29 sell 9398 156.09 1.12052 1.12612 1.11992

18796 2019.05.15 04:35 sell 9399 156.09 1.12051 1.12611 1.11991

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2019/9/6 Strategy Tester: Orion

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18797 2019.05.15 04:36 sell 9400 156.09 1.12051 1.12611 1.11991

18798 2019.05.15 04:37 sell 9401 156.09 1.12055 1.12615 1.11995

18799 2019.05.15 04:38 sell 9402 156.09 1.12061 1.12621 1.12001

18800 2019.05.15 10:14 t/p 9402 156.09 1.12001 1.12621 1.12001 1001414.12 322495532.91

18801 2019.05.15 10:14 t/p 9401 156.09 1.11995 1.12615 1.11995 1001414.13 323496947.04

18802 2019.05.15 10:14 close 9400 156.09 1.12001 1.12611 1.11991 834511.77 324331458.81

18803 2019.05.15 10:14 close 9399 156.09 1.12001 1.12611 1.11991 834511.77 325165970.58

18804 2019.05.15 10:14 close 9398 156.09 1.12002 1.12612 1.11992 834511.77 326000482.35

18805 2019.05.16 22:59 sell 9403 158.28 1.11756 1.12316 1.11696

18806 2019.05.16 23:00 sell 9404 158.28 1.11759 1.12319 1.11699

18807 2019.05.17 00:29 close 9403 158.28 1.11739 1.12316 1.11696 397934.86 326398417.21

18808 2019.05.17 00:30 close 9404 158.28 1.11739 1.12319 1.11699 448708.55 326847125.76

18809 2019.05.17 03:57 sell 9405 158.69 1.11746 1.12306 1.11686

18810 2019.05.17 04:02 sell 9406 158.69 1.11753 1.12313 1.11693

18811 2019.05.17 04:06 sell 9407 158.69 1.11761 1.12321 1.11701

18812 2019.05.17 04:13 sell 9408 158.69 1.11751 1.12311 1.11691

18813 2019.05.17 04:19 sell 9409 158.69 1.11754 1.12314 1.11694

18814 2019.05.17 11:07 t/p 9407 158.69 1.11701 1.12321 1.11701 1018104.26 327865230.02

18815 2019.05.17 11:07 close 9408 158.69 1.11701 1.12311 1.11691 848420.21 328713650.23

18816 2019.05.17 11:07 close 9405 158.69 1.11701 1.12306 1.11686 763578.19 329477228.42

18817 2019.05.17 11:07 close 9406 158.69 1.11703 1.12313 1.11693 848420.21 330325648.63

18818 2019.05.17 11:07 close 9409 158.69 1.11704 1.12314 1.11694 848420.22 331174068.85

18819 2019.05.24 00:03 buy 9410 160.79 1.11785 1.11225 1.11845

18820 2019.05.24 00:04 buy 9411 160.79 1.11782 1.11222 1.11842

18821 2019.05.24 00:05 buy 9412 160.79 1.11774 1.11214 1.11834

18822 2019.05.24 00:39 t/p 9412 160.79 1.11834 1.11214 1.11834 1031345.65 332205414.50

18823 2019.05.24 01:33 close 9410 160.79 1.11807 1.11225 1.11845 378160.07 332583574.57

18824 2019.05.24 01:34 close 9411 160.79 1.11806 1.11222 1.11842 412538.26 332996112.83

18825 2019.05.24 03:46 buy 9413 161.67 1.11811 1.11251 1.11871

18826 2019.05.24 03:47 buy 9414 161.67 1.11803 1.11243 1.11863

18827 2019.05.24 03:48 buy 9415 161.67 1.11793 1.11233 1.11853

18828 2019.05.24 03:51 buy 9416 161.67 1.11785 1.11225 1.11845

18829 2019.05.24 03:52 buy 9417 161.67 1.11785 1.11225 1.11845

18830 2019.05.24 09:11 t/p 9416 161.67 1.11845 1.11225 1.11845 1036990.18 334033103.01

18831 2019.05.24 09:11 t/p 9417 161.67 1.11845 1.11225 1.11845 1036990.18 335070093.19

18832 2019.05.24 09:11 close 9414 161.67 1.11845 1.11243 1.11863 725893.13 335795986.32

18833 2019.05.24 09:11 close 9413 161.67 1.11845 1.11251 1.11871 587627.77 336383614.09

18834 2019.05.24 09:11 t/p 9415 161.67 1.11853 1.11233 1.11853 1036990.18 337420604.27

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2019/9/6 Strategy Tester: Orion

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18835 2019.05.27 03:00 buy 9418 163.82 1.12079 1.11519 1.12139

18836 2019.05.27 03:01 buy 9419 163.82 1.12070 1.11510 1.12130

18837 2019.05.27 03:02 buy 9420 163.82 1.12065 1.11505 1.12125

18838 2019.05.27 03:04 buy 9421 163.82 1.12058 1.11498 1.12118

18839 2019.05.27 03:05 buy 9422 163.82 1.12054 1.11494 1.12114

18840 2019.05.27 04:58 t/p 9422 163.82 1.12114 1.11494 1.12114 1050770.97 338471375.24

18841 2019.05.27 04:58 close 9420 163.82 1.12114 1.11505 1.12125 858129.63 339329504.87

18842 2019.05.27 04:58 close 9419 163.82 1.12114 1.11510 1.12130 770565.38 340100070.25

18843 2019.05.27 04:58 close 9418 163.82 1.12114 1.11519 1.12139 612949.73 340713019.98

18844 2019.05.27 05:02 t/p 9421 163.82 1.12118 1.11498 1.12118 1050770.97 341763790.95

18845 2019.05.27 22:36 sell 9423 165.93 1.11916 1.12476 1.11856

18846 2019.05.27 22:42 sell 9424 165.93 1.11911 1.12471 1.11851

18847 2019.05.27 22:45 sell 9425 165.93 1.11912 1.12472 1.11852

18848 2019.05.27 22:50 sell 9426 165.93 1.11909 1.12469 1.11849

18849 2019.05.27 22:53 sell 9427 165.93 1.11910 1.12470 1.11850

18850 2019.05.28 04:40 t/p 9423 165.93 1.11856 1.12476 1.11856 1180088.13 342943879.07

18851 2019.05.28 04:41 t/p 9425 165.93 1.11852 1.12472 1.11852 1180088.13 344123967.20

18852 2019.05.28 04:41 t/p 9424 165.93 1.11851 1.12471 1.11851 1180088.14 345304055.34

18853 2019.05.28 04:41 t/p 9427 165.93 1.11850 1.12470 1.11850 1180088.14 346484143.48

18854 2019.05.28 04:41 t/p 9426 165.93 1.11849 1.12469 1.11849 1180088.13 347664231.61

18855 2019.05.29 02:14 sell 9428 168.79 1.11655 1.12215 1.11595

18856 2019.05.29 02:33 sell 9429 168.79 1.11658 1.12218 1.11598

18857 2019.05.29 02:36 sell 9430 168.79 1.11660 1.12220 1.11600

18858 2019.05.29 02:38 sell 9431 168.79 1.11660 1.12220 1.11600

18859 2019.05.29 02:40 sell 9432 168.79 1.11662 1.12222 1.11602

18860 2019.05.29 09:21 t/p 9432 168.79 1.11602 1.12222 1.11602 1082892.50 348747124.11

18861 2019.05.29 09:21 t/p 9430 168.79 1.11600 1.12220 1.11600 1082892.50 349830016.61

18862 2019.05.29 09:21 t/p 9431 168.79 1.11600 1.12220 1.11600 1082892.50 350912909.11

18863 2019.05.29 09:21 t/p 9429 168.79 1.11598 1.12218 1.11598 1082892.50 351995801.61

18864 2019.05.29 09:21 close 9428 168.79 1.11605 1.12215 1.11595 902410.42 352898212.03

18865 2019.05.30 00:10 sell 9433 171.34 1.11364 1.11924 1.11304

18866 2019.05.30 00:12 sell 9434 171.34 1.11347 1.11907 1.11287

18867 2019.05.30 00:14 sell 9435 171.34 1.11353 1.11913 1.11293

18868 2019.05.30 00:15 sell 9436 171.34 1.11355 1.11915 1.11295

18869 2019.05.30 00:47 sell 9437 171.34 1.11352 1.11912 1.11292

18870 2019.05.30 10:12 t/p 9433 171.34 1.11304 1.11924 1.11304 1099252.33 353997464.36

18871 2019.05.30 10:12 close 9437 171.34 1.11304 1.11912 1.11292 879401.87 354876866.23

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18872 2019.05.30 10:12 close 9435 171.34 1.11304 1.11913 1.11293 897722.74 355774588.97

18873 2019.05.30 10:12 close 9434 171.34 1.11304 1.11907 1.11287 787797.51 356562386.48

18874 2019.05.30 10:12 t/p 9436 171.34 1.11295 1.11915 1.11295 1099252.33 357661638.81

18875 2019.06.03 23:15 buy 9438 173.65 1.12427 1.11867 1.12487

18876 2019.06.03 23:17 buy 9439 173.65 1.12426 1.11866 1.12486

18877 2019.06.03 23:38 buy 9440 173.65 1.12420 1.11860 1.12480

18878 2019.06.03 23:39 buy 9441 173.65 1.12418 1.11858 1.12478

18879 2019.06.04 00:45 close 9438 173.65 1.12429 1.11867 1.12487 -184249.37 357477389.43

18880 2019.06.04 00:47 close 9439 173.65 1.12429 1.11866 1.12486 -165685.49 357311703.94

18881 2019.06.04 01:08 close 9440 173.65 1.12444 1.11860 1.12480 224155.98 357535859.92

18882 2019.06.04 01:09 close 9441 173.65 1.12444 1.11858 1.12478 261283.74 357797143.65

18883 2019.06.04 04:42 buy 9442 173.71 1.12470 1.11910 1.12530

18884 2019.06.04 04:48 buy 9443 173.71 1.12463 1.11903 1.12523

18885 2019.06.04 04:51 buy 9444 173.71 1.12465 1.11905 1.12525

18886 2019.06.04 04:52 buy 9445 173.71 1.12457 1.11897 1.12517

18887 2019.06.04 04:54 buy 9446 173.71 1.12456 1.11896 1.12516

18888 2019.06.04 05:46 t/p 9446 173.71 1.12516 1.11896 1.12516 1114217.63 358911361.28

18889 2019.06.04 05:46 t/p 9445 173.71 1.12517 1.11897 1.12517 1114217.64 360025578.92

18890 2019.06.04 05:52 t/p 9443 173.71 1.12523 1.11903 1.12523 1114217.63 361139796.55

18891 2019.06.04 05:52 t/p 9444 173.71 1.12525 1.11905 1.12525 1114217.63 362254014.18

18892 2019.06.04 05:58 t/p 9442 173.71 1.12530 1.11910 1.12530 1114217.64 363368231.82

18893 2019.06.06 00:58 sell 9447 176.42 1.12267 1.12827 1.12207

18894 2019.06.06 01:01 sell 9448 176.42 1.12264 1.12824 1.12204

18895 2019.06.06 01:03 sell 9449 176.42 1.12271 1.12831 1.12211

18896 2019.06.06 01:04 sell 9450 176.42 1.12275 1.12835 1.12215

18897 2019.06.06 01:12 sell 9451 176.42 1.12272 1.12832 1.12212

18898 2019.06.06 14:45 t/p 9449 176.42 1.12211 1.12831 1.12211 1131854.26 364500086.08

18899 2019.06.06 14:45 t/p 9450 176.42 1.12215 1.12835 1.12215 1131854.26 365631940.34

18900 2019.06.06 14:45 t/p 9451 176.42 1.12212 1.12832 1.12212 1131854.26 366763794.60

18901 2019.06.06 14:45 t/p 9447 176.42 1.12207 1.12827 1.12207 1131854.26 367895648.86

18902 2019.06.06 14:45 t/p 9448 176.42 1.12204 1.12824 1.12204 1131854.27 369027503.13

18903 2019.06.06 21:11 buy 9452 179.17 1.12857 1.12297 1.12917

18904 2019.06.06 21:14 buy 9453 179.17 1.12855 1.12295 1.12915

18905 2019.06.06 21:15 buy 9454 179.17 1.12855 1.12295 1.12915

18906 2019.06.06 21:16 buy 9455 179.17 1.12855 1.12295 1.12915

18907 2019.06.06 21:27 buy 9456 179.17 1.12855 1.12295 1.12915

18908 2019.06.07 15:30 t/p 9453 179.17 1.12915 1.12295 1.12915 920825.09 369948328.23

18909 2019.06.07 15:30 t/p 9454 179.17 1.12915 1.12295 1.12915 920825.09 370869153.32

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18910 2019.06.07 15:30 t/p 9455 179.17 1.12915 1.12295 1.12915 920825.09 371789978.41

18911 2019.06.07 15:30 t/p 9456 179.17 1.12915 1.12295 1.12915 920825.09 372710803.50

18912 2019.06.07 15:30 t/p 9452 179.17 1.12917 1.12297 1.12917 920825.09 373631628.60

18913 2019.06.08 00:10 buy 9457 181.40 1.13320 1.12760 1.13380

18914 2019.06.10 00:01 buy 9458 181.40 1.13225 1.12665 1.13285

18915 2019.06.10 00:05 buy 9459 181.40 1.13246 1.12686 1.13306

18916 2019.06.10 00:09 buy 9460 181.40 1.13254 1.12694 1.13314

18917 2019.06.10 00:15 buy 9461 181.40 1.13259 1.12699 1.13319

18918 2019.06.10 01:00 t/p 9458 181.40 1.13285 1.12665 1.13285 1163543.14 374795171.74

18919 2019.06.10 01:11 buy 9462 181.97 1.13244 1.12684 1.13304

18920 2019.06.11 10:24 t/p 9462 181.97 1.13304 1.12684 1.13304 935237.23 375730408.97

18921 2019.06.11 10:24 close 9461 181.40 1.13304 1.12699 1.13319 641416.47 376371825.44

18922 2019.06.11 10:24 close 9460 181.40 1.13304 1.12694 1.13314 738380.22 377110205.67

18923 2019.06.11 10:24 t/p 9459 181.40 1.13306 1.12686 1.13306 932307.70 378042513.37

18924 2019.06.11 11:40 close 9457 181.40 1.13139 1.12760 1.13380 -3972536.18 374069977.19

18925 2019.06.13 00:23 sell 9463 181.62 1.12898 1.13458 1.12838

18926 2019.06.13 00:42 sell 9464 181.62 1.12903 1.13463 1.12843

18927 2019.06.13 00:44 sell 9465 181.62 1.12903 1.13463 1.12843

18928 2019.06.13 00:48 sell 9466 181.62 1.12906 1.13466 1.12846

18929 2019.06.13 00:49 sell 9467 181.62 1.12907 1.13467 1.12847

18930 2019.06.13 15:52 t/p 9467 181.62 1.12847 1.13467 1.12847 1165204.91 375235182.10

18931 2019.06.13 15:52 close 9463 181.62 1.12848 1.13458 1.12838 971004.08 376206186.18

18932 2019.06.13 15:52 t/p 9466 181.62 1.12846 1.13466 1.12846 1165204.91 377371391.09

18933 2019.06.13 15:53 t/p 9464 181.62 1.12843 1.13463 1.12843 1165204.90 378536595.99

18934 2019.06.13 15:53 t/p 9465 181.62 1.12843 1.13463 1.12843 1165204.90 379701800.89

18935 2019.06.17 00:27 sell 9468 184.35 1.12110 1.12670 1.12050

18936 2019.06.17 00:34 sell 9469 184.35 1.12110 1.12670 1.12050

18937 2019.06.17 00:35 sell 9470 184.35 1.12117 1.12677 1.12057

18938 2019.06.17 00:38 sell 9471 184.35 1.12123 1.12683 1.12063

18939 2019.06.17 00:40 sell 9472 184.35 1.12119 1.12679 1.12059

18940 2019.06.17 09:33 t/p 9471 184.35 1.12063 1.12683 1.12063 1182719.55 380884520.44

18941 2019.06.17 09:33 close 9469 184.35 1.12063 1.12670 1.12050 926463.65 381810984.09

18942 2019.06.17 09:33 close 9468 184.35 1.12063 1.12670 1.12050 926463.65 382737447.74

18943 2019.06.17 09:33 close 9470 184.35 1.12067 1.12677 1.12057 985599.63 383723047.37

18944 2019.06.17 09:33 close 9472 184.35 1.12069 1.12679 1.12059 985599.62 384708646.99

18945 2019.06.20 15:36 buy 9473 186.78 1.13005 1.12445 1.13065

18946 2019.06.20 15:40 buy 9474 186.78 1.12996 1.12436 1.13056

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2019/9/6 Strategy Tester: Orion

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18947 2019.06.20 15:41 buy 9475 186.78 1.12972 1.12412 1.13032

18948 2019.06.20 15:42 buy 9476 186.78 1.12972 1.12412 1.13032

18949 2019.06.20 15:43 buy 9477 186.78 1.12968 1.12408 1.13028

18950 2019.06.20 16:12 t/p 9477 186.78 1.13028 1.12408 1.13028 1198074.17 385906721.16

18951 2019.06.20 16:12 t/p 9475 186.78 1.13032 1.12412 1.13032 1198074.17 387104795.33

18952 2019.06.20 16:12 t/p 9476 186.78 1.13032 1.12412 1.13032 1198074.17 388302869.50

18953 2019.06.20 16:29 buy 9478 188.52 1.12971 1.12411 1.13031

18954 2019.06.20 16:41 buy 9479 188.52 1.12964 1.12404 1.13024

18955 2019.06.20 17:01 buy 9480 188.52 1.12953 1.12393 1.13013

18956 2019.06.20 17:11 t/p 9480 188.52 1.13013 1.12393 1.13013 1209235.15 389512104.65

18957 2019.06.20 17:11 close 9474 186.78 1.13013 1.12436 1.13056 339454.34 389851558.99

18958 2019.06.20 17:11 close 9473 186.78 1.13013 1.12445 1.13065 159743.22 390011302.21

18959 2019.06.20 17:12 t/p 9479 188.52 1.13024 1.12404 1.13024 1209235.15 391220537.36

18960 2019.06.20 17:12 t/p 9478 188.52 1.13031 1.12411 1.13031 1209235.14 392429772.50

18961 2019.06.20 17:32 buy 9481 190.53 1.12925 1.12365 1.12985

18962 2019.06.20 17:39 buy 9482 190.53 1.12933 1.12373 1.12993

18963 2019.06.20 17:41 buy 9483 190.53 1.12927 1.12367 1.12987

18964 2019.06.20 17:57 buy 9484 190.53 1.12883 1.12323 1.12943

18965 2019.06.20 18:00 buy 9485 190.53 1.12898 1.12338 1.12958

18966 2019.06.20 19:14 t/p 9484 190.53 1.12943 1.12323 1.12943 1222128.01 393651900.51

18967 2019.06.20 19:14 close 9483 190.53 1.12944 1.12367 1.12987 346269.60 393998170.11

18968 2019.06.20 19:14 close 9482 190.53 1.12944 1.12373 1.12993 224056.80 394222226.91

18969 2019.06.20 19:14 close 9481 190.53 1.12944 1.12365 1.12985 387007.20 394609234.11

18970 2019.06.20 19:15 t/p 9485 190.53 1.12958 1.12338 1.12958 1222128.01 395831362.12

18971 2019.06.24 04:58 buy 9486 192.18 1.13780 1.13220 1.13840

18972 2019.06.24 05:53 t/p 9486 192.18 1.13840 1.13220 1.13840 1232711.71 397064073.83

18973 2019.07.01 13:40 sell 9487 192.78 1.13312 1.13872 1.13252

18974 2019.07.01 13:41 sell 9488 192.78 1.13316 1.13876 1.13256

18975 2019.07.01 13:42 sell 9489 192.78 1.13326 1.13886 1.13266

18976 2019.07.01 13:48 sell 9490 192.78 1.13312 1.13872 1.13252

18977 2019.07.01 13:49 sell 9491 192.78 1.13322 1.13882 1.13262

18978 2019.07.01 17:00 t/p 9489 192.78 1.13266 1.13886 1.13266 1236814.79 398300888.62

18979 2019.07.01 17:00 close 9490 192.78 1.13266 1.13872 1.13252 948224.67 399249113.29

18980 2019.07.01 17:00 close 9488 192.78 1.13266 1.13876 1.13256 1030678.99 400279792.28

18981 2019.07.01 17:00 close 9487 192.78 1.13266 1.13872 1.13252 948224.67 401228016.95

18982 2019.07.01 17:00 t/p 9491 192.78 1.13262 1.13882 1.13262 1236814.79 402464831.74

18983 2019.07.02 00:21 sell 9492 195.40 1.12876 1.13436 1.12816

18984 2019.07.02 01:13 sell 9493 195.40 1.12883 1.13443 1.12823

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18985 2019.07.02 01:18 sell 9494 195.40 1.12883 1.13443 1.12823

18986 2019.07.02 01:19 sell 9495 195.40 1.12884 1.13444 1.12824

18987 2019.07.02 01:22 sell 9496 195.40 1.12884 1.13444 1.12824

18988 2019.07.02 01:26 t/p 9493 195.40 1.12823 1.13443 1.12823 1253600.42 403718432.16

18989 2019.07.02 01:26 t/p 9494 195.40 1.12823 1.13443 1.12823 1253600.42 404972032.58

18990 2019.07.02 01:26 t/p 9495 195.40 1.12824 1.13444 1.12824 1253600.42 406225633.00

18991 2019.07.02 01:26 t/p 9496 195.40 1.12824 1.13444 1.12824 1253600.42 407479233.42

18992 2019.07.02 01:27 t/p 9492 195.40 1.12816 1.13436 1.12816 1253600.42 408732833.84

18993 2019.07.08 00:48 sell 9497 198.45 1.12267 1.12827 1.12207

18994 2019.07.08 00:59 sell 9498 198.45 1.12267 1.12827 1.12207

18995 2019.07.08 01:01 sell 9499 198.45 1.12272 1.12832 1.12212

18996 2019.07.08 01:52 sell 9500 198.45 1.12275 1.12835 1.12215

18997 2019.07.08 01:56 sell 9501 198.45 1.12277 1.12837 1.12217

18998 2019.07.08 03:53 t/p 9501 198.45 1.12217 1.12837 1.12217 1273120.25 410005954.09

18999 2019.07.08 03:53 close 9498 198.45 1.12217 1.12827 1.12207 1060933.54 411066887.63

19000 2019.07.08 03:53 close 9497 198.45 1.12217 1.12827 1.12207 1060933.54 412127821.17

19001 2019.07.08 03:53 t/p 9500 198.45 1.12215 1.12835 1.12215 1273120.26 413400941.43

19002 2019.07.08 03:53 t/p 9499 198.45 1.12212 1.12832 1.12212 1273120.25 414674061.68

19003 2019.07.10 23:15 buy 9502 201.34 1.12527 1.11967 1.12587

19004 2019.07.10 23:16 buy 9503 201.34 1.12524 1.11964 1.12584

19005 2019.07.10 23:20 buy 9504 201.34 1.12525 1.11965 1.12585

19006 2019.07.10 23:24 buy 9505 201.34 1.12525 1.11965 1.12585

19007 2019.07.10 23:31 buy 9506 201.34 1.12524 1.11964 1.12584

19008 2019.07.11 01:42 t/p 9503 201.34 1.12584 1.11964 1.12584 521349.76 415195411.44

19009 2019.07.11 01:42 t/p 9506 201.34 1.12584 1.11964 1.12584 521349.76 415716761.20

19010 2019.07.11 01:42 t/p 9504 201.34 1.12585 1.11965 1.12585 521349.76 416238110.96

19011 2019.07.11 01:42 t/p 9505 201.34 1.12585 1.11965 1.12585 521349.76 416759460.73

19012 2019.07.11 01:42 t/p 9502 201.34 1.12587 1.11967 1.12587 521349.76 417280810.49

19013 2019.07.11 04:07 buy 9507 202.60 1.12593 1.12033 1.12653

19014 2019.07.11 05:37 close 9507 202.60 1.12625 1.12033 1.12653 693047.59 417973858.08

19015 2019.07.11 12:03 buy 9508 202.94 1.12696 1.12136 1.12756

19016 2019.07.11 13:33 close 9508 202.94 1.12700 1.12136 1.12756 86775.52 418060633.60

19017 2019.07.16 17:58 sell 9509 202.98 1.12218 1.12778 1.12158

19018 2019.07.16 18:00 sell 9510 202.98 1.12229 1.12789 1.12169

19019 2019.07.16 18:02 sell 9511 202.98 1.12233 1.12793 1.12173

19020 2019.07.16 18:28 t/p 9511 202.98 1.12173 1.12793 1.12173 1302181.65 419362815.25

19021 2019.07.16 18:29 t/p 9510 202.98 1.12169 1.12789 1.12169 1302181.65 420664996.90

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19022 2019.07.16 18:39 t/p 9509 202.98 1.12158 1.12778 1.12158 1302181.66 421967178.56

19023 2019.07.16 22:50 sell 9512 204.88 1.12110 1.12670 1.12050

19024 2019.07.17 00:04 sell 9513 204.88 1.12105 1.12665 1.12045

19025 2019.07.17 00:06 sell 9514 204.88 1.12105 1.12665 1.12045

19026 2019.07.17 00:07 sell 9515 204.88 1.12107 1.12667 1.12047

19027 2019.07.17 00:09 sell 9516 204.88 1.12109 1.12669 1.12049

19028 2019.07.17 09:49 t/p 9512 204.88 1.12050 1.12670 1.12050 1457037.65 423424216.21

19029 2019.07.17 09:49 t/p 9516 204.88 1.12049 1.12669 1.12049 1314370.76 424738586.97

19030 2019.07.17 09:49 t/p 9515 204.88 1.12047 1.12667 1.12047 1314370.76 426052957.73

19031 2019.07.17 09:49 t/p 9513 204.88 1.12045 1.12665 1.12045 1314370.76 427367328.49

19032 2019.07.17 09:49 t/p 9514 204.88 1.12045 1.12665 1.12045 1314370.76 428681699.25

19033 2019.07.19 01:20 buy 9517 208.14 1.12694 1.12134 1.12754

19034 2019.07.19 01:21 buy 9518 208.14 1.12663 1.12103 1.12723

19035 2019.07.19 01:22 buy 9519 208.14 1.12640 1.12080 1.12700

19036 2019.07.19 01:23 buy 9520 208.14 1.12605 1.12045 1.12665

19037 2019.07.19 01:24 buy 9521 208.14 1.12528 1.11968 1.12588

19038 2019.07.19 02:44 t/p 9521 208.14 1.12588 1.11968 1.12588 1334997.47 430016696.72

19039 2019.07.19 03:01 close 9520 208.14 1.12605 1.12045 1.12665 0.00 430016696.72

19040 2019.07.19 03:02 close 9519 208.14 1.12640 1.12080 1.12700 0.00 430016696.72

19041 2019.07.19 03:05 close 9518 208.14 1.12663 1.12103 1.12723 0.00 430016696.72

19042 2019.07.19 11:35 close 9517 208.14 1.12546 1.12134 1.12754 -3292993.76 426723702.96

19043 2019.07.23 23:58 sell 9522 207.19 1.11507 1.12067 1.11447

19044 2019.07.24 00:18 sell 9523 207.19 1.11545 1.12105 1.11485

19045 2019.07.24 00:46 sell 9524 207.19 1.11524 1.12084 1.11464

19046 2019.07.24 00:49 sell 9525 207.19 1.11521 1.12081 1.11461

19047 2019.07.24 01:34 sell 9526 207.19 1.11525 1.12085 1.11465

19048 2019.07.24 03:02 t/p 9523 207.19 1.11485 1.12105 1.11485 1329190.15 428052893.11

19049 2019.07.24 03:02 close 9525 207.19 1.11485 1.12081 1.11461 797514.09 428850407.20

19050 2019.07.24 03:02 close 9524 207.19 1.11485 1.12084 1.11464 863973.60 429714380.80

19051 2019.07.24 03:02 close 9522 207.19 1.11485 1.12067 1.11447 631645.17 430346025.97

19052 2019.07.24 03:04 close 9526 207.19 1.11476 1.12085 1.11465 1085505.29 431431531.26

19053 2019.07.24 03:54 sell 9527 209.47 1.11510 1.12070 1.11450

19054 2019.07.24 04:43 t/p 9527 209.47 1.11450 1.12070 1.11450 1343817.08 432775348.34