高値ブレイクからの値動き(移動平均).xlsm

	A	B	C	D	E	H	I	J	K	L	M	N	O	P	Q	R	T	U	V
1		期間 1	期間 2	利確	損切	エントリー	ポジション	イグジット	損益	移動平均		傾き
2		25	25	0.01	0.01	2004/5/26	111.75	2004/5/27	-1.1175
3						2004/5/27	110.9	2004/5/31	-1.109
4	年月日	始値	高値	安値	終値	2005/6/27	109.24	2005/6/29	1.0924	25		25
5	2003/7/14	117.79	117.86	117.30	117.73	2005/7/5	111.69	2005/7/19	1.1169		5
6	2003/7/15	117.74	118.06	116.63	117.98	2005/7/6	112.17	2005/7/12	-1.1217		6
7	2003/7/16	117.90	118.71	117.80	118.10	2005/7/18	111.92	2005/7/20	1.1192		7
8	2003/7/17	118.09	118.96	117.85	118.79	2005/7/20	112.89	2005/7/21	-1.1289		8
9	2003/7/18	118.74	119.27	118.23	118.53	2005/8/2	111.4	2005/8/8	1.114		9
10	2003/7/21	118.64	118.83	118.21	118.50	2005/8/3	111.06	2005/8/5	1.1106		10
11	2003/7/22	118.44	119.42	118.41	119.13	2005/8/4	111.22	2005/8/8	1.1122		11
12	2003/7/23	118.99	119.16	118.57	118.79	2005/8/5	111.9	2005/8/10	-1.119		12
13	2003/7/24	118.77	119.37	118.53	118.94	2005/10/25	114.99	2005/10/27	1.1499		13
14	2003/7/25	118.98	119.34	118.57	118.71	2005/10/26	115.86	2005/11/3	1.1586		14
15	2003/7/28	118.97	119.60	118.86	119.47	2005/10/28	115.72	2005/11/2	1.1572		15
16	2003/7/29	119.41	119.94	119.08	119.93	2005/10/31	116.39	2005/11/4	1.1639		16
17	2003/7/30	119.86	120.67	119.60	120.21	2005/11/1	116.69	2005/11/4	1.1669		17
18	2003/7/31	120.20	120.67	119.70	120.54	2005/11/4	118.25	2005/11/8	-1.1825		18
19	2003/8/1	120.55	120.73	119.78	120.13	2005/11/7	117.64	2005/11/14	1.1764		19
20	2003/8/4	119.97	120.64	119.67	120.32	2005/11/8	117.25	2005/11/14	1.1725		20
21	2003/8/5	120.27	120.67	119.75	119.81	2005/11/15	118.88	2005/12/1	1.1888		21
22	2003/8/6	119.84	120.48	119.69	120.29	2005/11/16	119.14	2005/12/1	1.1914		22
23	2003/8/7	120.26	120.28	118.75	119.00	2005/11/17	118.72	2005/11/28	1.1872		23
24	2003/8/8	119.04	119.30	118.80	119.15	2005/11/22	118.78	2005/12/1	1.1878		24
25	2003/8/11	119.01	119.17	118.15	118.53	2005/11/23	118.74	2005/11/28	1.1874	113.7540909	25
26	2003/8/12	118.52	118.79	118.34	118.73	2005/12/1	120.52	2005/12/14	-1.2052	113.9704348	26	0.2163438735	傾きの平均	勝	負	勝率	(勝)合計	(負)合計	profitfactor
27	2003/8/13	118.68	119.50	118.48	119.16	2005/12/5	120.83	2005/12/12	-1.2083	119.1508696	27	2.698389328	0.08551755104	勝	負	勝率	(勝)合計	(負)合計	profitfactor
28	2003/8/14	119.11	119.72	118.88	119.08	2005/12/6	120.78	2005/12/12	-1.2078	119.1479167	28	2.136191206	有効範囲	134	155	46.4%	143.752	-173.402	0.83
29	2003/8/15	119.07	119.31	118.70	119.18	2005/12/7	121.02	2005/12/12	-1.2102	119.1492	29	1.596770007	10%	134	155	46.4%	143.752	-173.402	0.83
30	2003/8/18	119.17	119.82	119.05	119.48	2005/12/8	120.26	2005/12/14	-1.2026	119.2192	30	1.224539663
31	2003/8/19	119.47	119.83	118.23	118.39	2005/12/9	120.69	2005/12/14	-1.2069	119.2356	31	0.9621567194
32	2003/8/20	118.39	118.84	117.79	118.08	2005/12/12	119.69	2005/12/14	-1.1969	119.2348	32	0.7725840995
33	2003/8/21	118.03	118.25	117.51	117.78	2006/7/13	115.37	2006/7/17	1.1537	119.1944	33	0.629917937
34	2003/8/22	117.78	118.09	117.28	117.49	2006/7/18	117.29	2006/7/21	-1.1729	119.1528	34	0.5206596395
35	2003/8/25	117.54	117.69	117.10	117.34	2006/7/24	116.67	2006/7/27	-1.1667	119.1064	35	0.4352887663
36	2003/8/26	117.32	117.81	117.16	117.37	2006/10/5	117.69	2006/10/6	1.1769	119.036	36	0.3665867716
37	2003/8/27	117.31	118.05	117.27	117.45	2006/10/16	119.05	2006/10/27	-1.1905	118.9824	37	0.3112112768
38	2003/8/28	117.42	117.65	117.21	117.29	2006/10/17	118.62	2006/10/27	-1.1862	118.9164	38	0.2656263578
39	2003/8/29	117.36	117.44	116.12	116.91	2006/10/23	119.33	2006/10/27	-1.1933	118.8444	39	0.2275555016
40	2003/9/1	116.76	116.81	116.33	116.60	2007/1/24	121.11	2007/2/15	-1.2111	118.7296	40	0.1945296603
41	2003/9/2	116.62	117.26	115.80	116.43	2007/1/26	121.56	2007/2/1	-1.2156	118.5896	41	0.1653054621
42	2003/9/3	116.44	116.62	115.80	115.88	2007/1/30	121.62	2007/2/1	-1.2162	118.4164	42	0.1388585605
43	2003/9/4	115.88	117.11	115.73	116.77	2007/2/7	120.67	2007/2/12	1.2067	118.2656	43	0.1153545905
44	2003/9/5	116.78	117.18	116.39	116.78	2007/2/14	120.74	2007/2/15	-1.2074	118.1316	44	0.09466806111
45	2003/9/8	117.61	117.73	116.35	116.81	2007/2/21	120.94	2007/2/27	-1.2094	117.9912	45	0.07630182426
46	2003/9/9	116.79	116.98	116.03	116.82	2007/5/9	120.03	2007/5/17	1.2003	117.8716	46	0.06018605163
47	2003/9/10	116.82	117.25	116.62	117.11	2007/5/11	120.27	2007/5/21	1.2027	117.7444	47	0.0458872458
48	2003/9/11	117.09	117.30	116.49	117.10	2007/5/16	120.78	2007/5/31	1.2078	117.6684	48	0.03365829286
49	2003/9/12	117.08	117.54	116.69	117.31	2007/5/18	121.11	2007/6/13	1.2111	117.5948	49	0.02314844679
50	2003/9/15	117.27	117.72	117.22	117.44	2007/5/21	121.47	2007/6/13	1.2147	117.5512	50	-0.02891349944
51	2003/9/16	117.40	117.47	115.99	116.18	2007/6/5	121.39	2007/6/13	1.2139	117.4492	51	-0.08267439855
52	2003/9/17	116.22	116.53	115.82	116.06	2007/6/6	121.07	2007/6/13	1.2107	117.3252	52	-0.08845153846
53	2003/9/18	116.04	116.20	114.72	115.31	2007/6/7	121	2007/6/13	1.21	117.1744	53	-0.09424584615
54	2003/9/19	115.25	115.52	113.53	114.10	2007/6/14	122.9	2007/6/22	1.229	116.9712	54	-0.1003849231
55	2003/9/22	112.38	112.72	111.35	112.28	2007/6/19	123.37	2007/7/2	-1.2337	116.6832	55	-0.1068070769
56	2003/9/23	112.28	112.34	110.85	112.28	2007/6/20	123.47	2007/6/27	-1.2347	116.4388	56	-0.1133704615
57	2003/9/24	112.34	112.39	111.21	111.83	2007/6/21	123.72	2007/6/27	-1.2372	116.1888	57	-0.1200981538
58	2003/9/25	111.93	112.38	111.42	112.13	2007/6/22	123.87	2007/6/27	-1.2387	115.9628	58	-0.1269729231
59	2003/9/26	112.12	112.35	111.57	111.61	2007/6/25	123.69	2007/6/27	-1.2369	115.7276	59	-0.1339489231
60	2003/9/29	111.65	111.83	110.69	110.84	2007/6/27	122.82	2007/7/11	-1.2282	115.4676	60	-0.1411541538
61	2003/9/30	110.86	112.12	110.07	111.52	2007/7/5	122.96	2007/7/10	-1.2296	115.2336	61	-0.1484243077
62	2003/10/1	111.45	111.56	110.52	110.60	2007/7/6	123.34	2007/7/10	-1.2334	114.9596	62	-0.1558347692
63	2003/10/2	110.54	111.34	110.53	110.69	2008/5/30	105.52	2008/6/2	-1.0552	114.6956	63	-0.1632476923
64	2003/10/3	110.74	111.14	110.22	110.91	2008/6/4	105.3	2008/6/5	1.053	114.4556	64	-0.1703492308
65	2003/10/6	110.97	111.39	110.76	110.96	2008/7/3	106.75	2008/7/11	-1.0675	114.23	65	-0.1773052308
66	2003/10/7	110.97	111.15	109.32	109.94	2008/7/10	107.08	2008/7/11	-1.0708	113.9704	66	-0.1845963077
67	2003/10/8	109.90	110.06	109.35	109.57	2009/3/24	98.34	2009/3/25	-0.9834	113.718	67	-0.192396
68	2003/10/9	109.53	109.64	108.84	109.17	2009/3/25	97.78	2009/3/26	0.9778	113.414	68	-0.2008956923
69	2003/10/10	109.06	109.33	108.23	108.66	2009/3/26	98.73	2009/3/27	-0.9873	113.0892	69	-0.2100015385
70	2003/10/13	108.55	109.06	108.28	108.91	2009/3/30	97.43	2009/3/31	0.9743	112.7732	70	-0.2195495385
71	2003/10/14	108.89	110.28	108.63	108.90	2009/3/31	99.34	2009/4/1	-0.9934	112.4564	71	-0.229204
72	2003/10/15	108.84	109.85	108.74	109.53	2009/4/1	98.56	2009/4/2	0.9856	112.1532	72	-0.2387636923
73	2003/10/16	109.61	110.34	109.15	109.88	2009/4/2	99.72	2009/4/6	0.9972	111.8644	73	-0.2474483077
74	2003/10/17	109.85	110.05	109.25	109.32	2009/4/8	99.9	2009/4/14	-0.999	111.5448	74	-0.2553544615
75	2003/10/20	108.84	110.61	108.78	110.41	2009/4/9	100.66	2009/4/14	-1.0066	111.2636	75	-0.2616384615
76	2003/10/21	110.40	110.45	109.38	109.48	2010/3/25	92.54	2010/3/31	0.9254	110.9956	76	-0.2665796923
77	2003/10/22	109.49	109.72	108.77	109.00	2010/3/26	92.53	2010/3/31	0.9253	110.7132	77	-0.2704033846
78	2003/10/23	109.47	109.56	109.30	109.47	2010/4/28	94.01	2010/5/4	0.9401	110.4796	78	-0.2728052308
79	2003/10/24	109.47	110.03	108.98	109.15	2010/4/29	93.96	2010/5/4	0.9396	110.2816	79	-0.2739169231
80	2003/10/27	109.31	109.35	108.24	108.53	2010/5/4	94.9	2010/5/5	-0.949	110.1316	80	-0.2741473846
81	2003/10/28	108.45	108.67	108.16	108.23	2010/5/5	93.88	2010/5/6	-0.9388	109.9696	81	-0.2732775385
82	2003/10/29	108.21	108.37	107.82	108.34	2010/12/20	83.79	2010/12/23	-0.8379	109.83	82	-0.27122
83	2003/10/30	108.34	108.92	107.94	108.76	2010/12/21	83.81	2010/12/23	-0.8381	109.6952	83	-0.2677753846
84	2003/10/31	108.69	110.25	108.59	109.92	2012/2/29	81.29	2012/3/9	0.8129	109.6276	84	-0.2624855385
85	2003/11/3	109.88	111.52	109.68	111.01	2012/3/20	83.67	2012/3/22	-0.8367	109.6344	85	-0.2550406154
86	2003/11/4	110.94	111.04	109.35	109.54	2012/3/21	83.2	2012/3/22	-0.832	109.5552	86	-0.2461796923
87	2003/11/5	109.55	110.11	109.44	109.88	2012/3/22	82.53	2012/3/27	0.8253	109.5264	87	-0.2359566154
88	2003/11/6	109.88	110.32	109.80	110.28	2012/3/23	82.35	2012/3/27	0.8235	109.51	88	-0.2243455385
89	2003/11/7	110.20	110.42	109.02	109.34	2012/3/26	83.02	2012/3/29	-0.8302	109.4472	89	-0.2117252308
90	2003/11/10	109.30	109.69	107.83	108.69	2012/3/27	83.07	2012/3/29	-0.8307	109.3564	90	-0.1983464615
91	2003/11/11	108.83	109.15	108.36	108.70	2012/3/28	82.85	2012/3/29	-0.8285	109.3068	91	-0.1842726154
92	2003/11/12	108.70	109.21	108.41	108.84	2012/3/30	82.87	2012/4/2	-0.8287	109.2776	92	-0.1694049231
93	2003/11/13	108.85	108.90	108.00	108.12	2012/4/2	81.64	2012/4/3	0.8164	109.2356	93	-0.1545492308
94	2003/11/14	108.14	108.56	107.94	108.34	2012/11/22	82.47	2012/12/13	0.8247	109.2228	94	-0.1398455385
95	2003/11/17	108.23	109.77	108.19	108.93	2012/11/26	82.07	2012/12/12	0.8207	109.2236	95	-0.1253203077
96	2003/11/18	108.89	109.13	107.92	108.07	2012/11/27	82.14	2012/12/12	0.8214	109.1904	96	-0.1115390769
97	2003/11/19	107.95	109.42	107.51	109.27	2012/11/29	82.12	2012/12/12	0.8212	109.18	97	-0.09837353846
98	2003/11/20	109.27	109.36	108.60	108.96	2012/11/30	82.48	2012/12/13	0.8248	109.1432	98	-0.08614861538
99	2003/11/21	108.97	109.42	108.64	108.77	2012/12/7	82.48	2012/12/13	0.8248	109.1212	99	-0.07522953846
100	2003/11/24	108.73	109.52	108.73	109.41	2012/12/20	84.38	2012/12/26	0.8438	109.0812	100	-0.06562738462