{"id":192,"date":"2025-06-19T09:10:02","date_gmt":"2025-06-19T09:10:02","guid":{"rendered":"https:\/\/blog.alltick.co\/ja-jp\/?p=192"},"modified":"2025-06-19T09:10:04","modified_gmt":"2025-06-19T09:10:04","slug":"how-to-spot-a-strong-quant-backtest","status":"publish","type":"post","link":"https:\/\/blog.alltick.co\/ja-jp\/how-to-spot-a-strong-quant-backtest\/","title":{"rendered":"\u5f37\u529b\u306a\u30af\u30aa\u30f3\u30c4\u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u3092\u898b\u6975\u3081\u308b\u65b9\u6cd5"},"content":{"rendered":"\n

1. \u5b89\u5b9a\u3057\u305f\u30ea\u30bf\u30fc\u30f3<\/strong><\/h3>\n\n\n\n

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\u4e00\u8cab\u3057\u305f\u30ea\u30bf\u30fc\u30f3\u306e\u6210\u9577<\/strong><\/h4>\n\n\n\n

\u5b89\u5b9a\u3057\u305f\u30ea\u30bf\u30fc\u30f3\u3068\u306f\u3001\u6226\u7565\u306e\u640d\u76ca\u66f2\u7dda\uff08\u30a8\u30af\u30a4\u30c6\u30a3\u30ab\u30fc\u30d6\uff09\u304c\u6bd4\u8f03\u7684\u6ed1\u3089\u304b\u3067\u6301\u7d9a\u7684\u306a\u4e0a\u6607\u3092\u793a\u3057\u3066\u3044\u308b\u3053\u3068\u3092\u610f\u5473\u3057\u307e\u3059\u3002\u7279\u5b9a\u306e\u671f\u9593\u306b\u6025\u6fc0\u306a\u4e0a\u6607\u3084\u4e0b\u843d\u304c\u3042\u308b\u306e\u3067\u306f\u306a\u304f\u3001\u7d99\u7d9a\u7684\u306a\u6210\u9577\u304c\u898b\u3089\u308c\u308b\u6226\u7565\u306f\u3001\u7570\u306a\u308b\u5e02\u5834\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306e\u4e2d\u3067\u3082\u6a5f\u4f1a\u3092\u6349\u3048\u308b\u529b\u304c\u3042\u308a\u3001\u9577\u671f\u7684\u306b\u5229\u76ca\u3092\u4e0a\u3052\u308b\u53ef\u80fd\u6027\u304c\u9ad8\u3044\u3067\u3059\u3002\u9006\u306b\u3001\u6fc0\u3057\u3044\u5909\u52d5\u3092\u793a\u3059\u30a8\u30af\u30a4\u30c6\u30a3\u30ab\u30fc\u30d6\u306f\u3001\u6975\u7aef\u306a\u5e02\u5834\u72b6\u6cc1\u4e0b\u3067\u5927\u304d\u306a\u640d\u5931\u3092\u88ab\u308b\u30ea\u30b9\u30af\u3092\u793a\u3057\u3066\u3044\u308b\u304b\u3082\u3057\u308c\u307e\u305b\u3093\u3002<\/p>\n\n\n\n

\u591a\u69d8\u306a\u5e02\u5834\u74b0\u5883\u3078\u306e\u9069\u5fdc\u529b<\/strong><\/h4>\n\n\n\n

\u5b89\u5b9a\u3057\u305f\u30ea\u30bf\u30fc\u30f3\u3092\u6301\u3064\u6226\u7565\u306f\u3001\u4e0a\u6607\u30fb\u4e0b\u964d\u30fb\u6a2a\u3070\u3044\u5e02\u5834\u306e\u3044\u305a\u308c\u306b\u304a\u3044\u3066\u3082\u30d1\u30d5\u30a9\u30fc\u30de\u30f3\u30b9\u3092\u767a\u63ee\u3067\u304d\u307e\u3059\u3002\u3082\u3057\u3042\u308b\u6226\u7565\u304c\u4e00\u65b9\u5411\u306e\u76f8\u5834\u3067\u3057\u304b\u6a5f\u80fd\u3057\u306a\u3044\u5834\u5408\u3001\u76f8\u5834\u304c\u5909\u5316\u3059\u308b\u3068\u3059\u3050\u306b\u53ce\u76ca\u6027\u304c\u5931\u308f\u308c\u3066\u3057\u307e\u3044\u307e\u3059\u3002\u3057\u305f\u304c\u3063\u3066\u3001\u672c\u5f53\u306b\u5b89\u5b9a\u3057\u305f\u6226\u7565\u306f\u3001\u3055\u307e\u3056\u307e\u306a\u5e02\u5834\u74b0\u5883\u306b\u9069\u5fdc\u3067\u304d\u308b\u8010\u6027\u3092\u5099\u3048\u308b\u3079\u304d\u3067\u3059\u3002<\/p>\n\n\n\n

\u5358\u4e00\u8981\u56e0\u30fb\u30d1\u30bf\u30fc\u30f3\u3078\u306e\u4f9d\u5b58\u56de\u907f<\/strong><\/h4>\n\n\n\n

\u591a\u304f\u306e\u6226\u7565\u306f\u3001\u7279\u5b9a\u306e\u5e02\u5834\u8981\u56e0\u3084\u30d1\u30bf\u30fc\u30f3\u306b\u4f9d\u5b58\u3057\u3066\u3044\u308b\u305f\u3081\u306b\u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u4e0a\u3067\u826f\u597d\u306a\u7d50\u679c\u3092\u793a\u3057\u307e\u3059\u3002\u3057\u304b\u3057\u3001\u305d\u308c\u3089\u306e\u8981\u56e0\u304c\u306a\u304f\u306a\u308b\u3068\u3001\u30d1\u30d5\u30a9\u30fc\u30de\u30f3\u30b9\u304c\u5927\u304d\u304f\u4f4e\u4e0b\u3059\u308b\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059\u3002\u5b89\u5b9a\u3057\u305f\u30ea\u30bf\u30fc\u30f3\u3092\u5b9f\u73fe\u3059\u308b\u306b\u306f\u3001\u53ce\u76ca\u6e90\u304c\u591a\u69d8\u3067\u3042\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002\u3064\u307e\u308a\u3001\u5358\u4e00\u306e\u8981\u56e0\u3084\u30d1\u30bf\u30fc\u30f3\u306b\u4f9d\u5b58\u305b\u305a\u3001\u3055\u307e\u3056\u307e\u306a\u5e02\u5834\u72b6\u6cc1\u3067\u6a5f\u4f1a\u3092\u6349\u3048\u308b\u80fd\u529b\u304c\u5fc5\u8981\u3067\u3059\u3002<\/p>\n\n\n\n

\u6301\u7d9a\u53ef\u80fd\u306a\u30a2\u30eb\u30d5\u30a1\u5275\u51fa<\/strong><\/h4>\n\n\n\n

\u5b89\u5b9a\u3057\u305f\u30ea\u30bf\u30fc\u30f3\u3068\u306f\u3001\u5358\u306b\u30d7\u30e9\u30b9\u306e\u53ce\u76ca\u3092\u4e0a\u3052\u308b\u3060\u3051\u3067\u306f\u306a\u304f\u3001\u5e02\u5834\u30d9\u30f3\u30c1\u30de\u30fc\u30af\u3092\u8d85\u3048\u308b\u8d85\u904e\u30ea\u30bf\u30fc\u30f3\uff08\u30a2\u30eb\u30d5\u30a1\uff09\u3092\u7d99\u7d9a\u7684\u306b\u751f\u307f\u51fa\u3059\u3053\u3068\u3082\u610f\u5473\u3057\u307e\u3059\u3002\u591a\u304f\u306e\u6226\u7565\u306f\u3001\u4e0a\u6607\u76f8\u5834\u3067\u826f\u597d\u306b\u898b\u3048\u308b\u3082\u306e\u306e\u3001\u305d\u308c\u306f\u5e02\u5834\u5168\u4f53\u306e\u4e0a\u6607\u306b\u3059\u304e\u305a\u3001\u672c\u5f53\u306e\u5b9f\u529b\u3068\u306f\u9650\u308a\u307e\u305b\u3093\u3002\u3057\u305f\u304c\u3063\u3066\u3001\u771f\u306e\u5b9f\u529b\u3092\u6301\u3064\u6226\u7565\u306f\u3001\u5e02\u5834\u5f71\u97ff\u3092\u9664\u3044\u3066\u3082\u30d9\u30f3\u30c1\u30de\u30fc\u30af\u3092\u4e0a\u56de\u308b\u30ea\u30bf\u30fc\u30f3\u3092\u63d0\u4f9b\u3067\u304d\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n

\u30ea\u30bf\u30fc\u30f3\u306e\u4f4e\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3<\/strong><\/h4>\n\n\n\n

\u5b89\u5b9a\u3057\u305f\u30ea\u30bf\u30fc\u30f3\u3092\u6301\u3064\u6226\u7565\u306f\u3001\u901a\u5e38\u3001\u30ea\u30bf\u30fc\u30f3\u306e\u6a19\u6e96\u504f\u5dee\uff08\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\uff09\u304c\u4f4e\u304f\u3001\u6975\u7aef\u306a\u30c9\u30ed\u30fc\u30c0\u30a6\u30f3\u306e\u30ea\u30b9\u30af\u3082\u4f4e\u6e1b\u3055\u308c\u307e\u3059\u3002\u3069\u308c\u3060\u3051\u53ce\u76ca\u3092\u4e0a\u3052\u3066\u3044\u3066\u3082\u3001\u30ea\u30bf\u30fc\u30f3\u304c\u4e0d\u5b89\u5b9a\u306a\u6226\u7565\u306f\u3001\u5c06\u6765\u7684\u306a\u640d\u5931\u306e\u53ef\u80fd\u6027\u304c\u9ad8\u304f\u306a\u308a\u307e\u3059\u3002\u30ea\u30bf\u30fc\u30f3\u306e\u4fe1\u983c\u6027\u3068\u4e00\u8cab\u6027\u3092\u78ba\u8a8d\u3059\u308b\u305f\u3081\u306b\u306f\u3001\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u3084\u6a19\u6e96\u504f\u5dee\u306e\u6307\u6a19\u3082\u30c1\u30a7\u30c3\u30af\u3059\u308b\u3053\u3068\u304c\u91cd\u8981\u3067\u3059\u3002<\/p>\n\n\n\n

\u30ea\u30b9\u30af\u30a4\u30d9\u30f3\u30c8\u3078\u306e\u8010\u6027<\/strong><\/h4>\n\n\n\n

\u5e02\u5834\u306f\u6642\u6298\u3001\u7d4c\u6e08\u5371\u6a5f\u3001\u653f\u7b56\u5909\u66f4\u3001\u5730\u653f\u5b66\u7684\u7dca\u5f35\u306a\u3069\u306e\u30ea\u30b9\u30af\u30a4\u30d9\u30f3\u30c8\u306b\u898b\u821e\u308f\u308c\u307e\u3059\u3002\u5b89\u5b9a\u3057\u305f\u30ea\u30bf\u30fc\u30f3\u3092\u793a\u3059\u6226\u7565\u306f\u3001\u3053\u3046\u3057\u305f\u30a4\u30d9\u30f3\u30c8\u4e0b\u3067\u3082\u6bd4\u8f03\u7684\u5b89\u5b9a\u3057\u305f\u30d1\u30d5\u30a9\u30fc\u30de\u30f3\u30b9\u3092\u4fdd\u3061\u3001\u5834\u5408\u306b\u3088\u3063\u3066\u306f\u5229\u76ca\u3092\u5f97\u308b\u3053\u3068\u3055\u3048\u3042\u308a\u307e\u3059\u3002\u3053\u308c\u306f\u3001\u6226\u7565\u304c\u67d4\u8edf\u3067\u3001\u7a81\u767a\u7684\u306a\u5e02\u5834\u5909\u5316\u306b\u3082\u5bfe\u5fdc\u3067\u304d\u308b\u3053\u3068\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n\n\n\n

\u9577\u671f\u7684\u306a\u53ce\u76ca\u6027<\/strong><\/h4>\n\n\n\n

\u77ed\u671f\u7684\u306a\u30d1\u30d5\u30a9\u30fc\u30de\u30f3\u30b9\u3067\u306f\u306a\u304f\u3001\u9577\u671f\u306b\u308f\u305f\u3063\u3066\u5b89\u5b9a\u7684\u306a\u30ea\u30bf\u30fc\u30f3\u3092\u5f97\u3089\u308c\u308b\u304b\u3069\u3046\u304b\u3082\u91cd\u8981\u3067\u3059\u3002\u3042\u308b\u671f\u9593\u3060\u3051\u597d\u6210\u7e3e\u3092\u4e0a\u3052\u308b\u6226\u7565\u3067\u306f\u306a\u304f\u3001\u9577\u671f\u306b\u308f\u305f\u3063\u3066\u5b89\u5b9a\u3057\u305f\u5229\u76ca\u3092\u4e0a\u3052\u7d9a\u3051\u3089\u308c\u308b\u6226\u7565\u3053\u305d\u3001\u771f\u306b\u5b89\u5b9a\u3057\u305f\u6226\u7565\u3068\u3044\u3048\u307e\u3059\u3002<\/p>\n\n\n\n

2. \u9ad8\u30b7\u30e3\u30fc\u30d7\u30ec\u30b7\u30aa<\/strong><\/h3>\n\n\n\n

\u30b7\u30e3\u30fc\u30d7\u30ec\u30b7\u30aa\u306f\u3001\u6226\u7565\u304c\u3069\u308c\u3060\u3051\u30ea\u30b9\u30af\u306b\u898b\u5408\u3063\u305f\u8d85\u904e\u30ea\u30bf\u30fc\u30f3\uff08\u30ea\u30b9\u30af\u30d5\u30ea\u30fc\u30ec\u30fc\u30c8\u3092\u5dee\u3057\u5f15\u3044\u305f\u30ea\u30bf\u30fc\u30f3\uff09\u3092\u5f97\u3066\u3044\u308b\u304b\u3092\u8a55\u4fa1\u3059\u308b\u91cd\u8981\u306a\u6307\u6a19\u3067\u3059\u3002\u30ea\u30bf\u30fc\u30f3\u306e\u6a19\u6e96\u504f\u5dee\u3067\u5272\u308b\u3053\u3068\u3067\u8a08\u7b97\u3055\u308c\u307e\u3059\u3002\u5024\u304c\u9ad8\u3044\u307b\u3069\u3001\u540c\u3058\u30ea\u30b9\u30af\u306b\u5bfe\u3057\u3066\u3088\u308a\u591a\u304f\u306e\u30ea\u30bf\u30fc\u30f3\u3092\u751f\u307f\u51fa\u3057\u3066\u3044\u308b\u3053\u3068\u3092\u610f\u5473\u3057\u3001\u30ea\u30b9\u30af\u8abf\u6574\u5f8c\u306e\u30d1\u30d5\u30a9\u30fc\u30de\u30f3\u30b9\u304c\u512a\u308c\u3066\u3044\u308b\u3053\u3068\u3092\u793a\u3057\u307e\u3059\u3002<\/p>\n\n\n\n

\u306a\u305c\u30b7\u30e3\u30fc\u30d7\u30ec\u30b7\u30aa\u304c\u91cd\u8981\u304b\uff1f<\/strong><\/h4>\n\n\n\n

\u30b7\u30e3\u30fc\u30d7\u30ec\u30b7\u30aa\u306f\u3001\u30ea\u30bf\u30fc\u30f3\u3060\u3051\u3067\u306a\u304f\u3001\u305d\u306e\u30ea\u30bf\u30fc\u30f3\u306e\u5b89\u5b9a\u6027\uff08\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\uff09\u3082\u8003\u616e\u3057\u3066\u304a\u308a\u3001\u6226\u7565\u306e\u8cea\u3092\u3088\u308a\u73fe\u5b9f\u7684\u306b\u8a55\u4fa1\u3067\u304d\u307e\u3059\u3002\u5358\u306a\u308b\u7d76\u5bfe\u30ea\u30bf\u30fc\u30f3\u3067\u306f\u306a\u304f\u3001\u3069\u308c\u3060\u3051\u5b89\u5b9a\u3057\u305f\u30ea\u30bf\u30fc\u30f3\u304c\u5f97\u3089\u308c\u308b\u304b\u3001\u30ea\u30b9\u30af\u3092\u53d6\u308b\u4fa1\u5024\u304c\u3042\u308b\u304b\u3092\u5224\u65ad\u3059\u308b\u4e0a\u3067\u975e\u5e38\u306b\u6709\u52b9\u3067\u3059\u3002<\/p>\n\n\n\n

\u30b7\u30e3\u30fc\u30d7\u30ec\u30b7\u30aa\u306e\u898b\u65b9<\/strong><\/h4>\n\n\n\n
    \n
  • 1.0 \u4ee5\u4e0a<\/strong>\uff1a\u826f\u597d\u306a\u6226\u7565\u3068\u3055\u308c\u3001\u30ea\u30b9\u30af\u306b\u5bfe\u3057\u3066\u5341\u5206\u306a\u30ea\u30bf\u30fc\u30f3\u3092\u5f97\u3089\u308c\u3066\u3044\u308b\u3053\u3068\u3092\u793a\u3057\u307e\u3059\u3002<\/li>\n\n\n\n
  • 2.0 \u4ee5\u4e0a<\/strong>\uff1a\u512a\u308c\u305f\u6226\u7565\u3067\u3001\u69d8\u3005\u306a\u5e02\u5834\u74b0\u5883\u3067\u3082\u4e00\u8cab\u3057\u305f\u30ea\u30bf\u30fc\u30f3\u3068\u826f\u597d\u306a\u30ea\u30b9\u30af\u7ba1\u7406\u3092\u793a\u3057\u307e\u3059\u3002<\/li>\n\n\n\n
  • 1.0 \u672a\u6e80<\/strong>\uff1a\u30ea\u30b9\u30af\u306b\u898b\u5408\u3046\u30ea\u30bf\u30fc\u30f3\u304c\u5f97\u3089\u308c\u3066\u3044\u306a\u3044\u53ef\u80fd\u6027\u304c\u9ad8\u304f\u3001\u6539\u5584\u3084\u518d\u691c\u8a0e\u304c\u5fc5\u8981\u3067\u3059\u3002<\/li>\n<\/ul>\n\n\n\n

    \u30b7\u30e3\u30fc\u30d7\u30ec\u30b7\u30aa\u3092\u6539\u5584\u3059\u308b\u65b9\u6cd5<\/strong><\/h4>\n\n\n\n
      \n
    • \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u3092\u4e0b\u3052\u308b<\/strong>\uff1a\u5206\u6563\u6295\u8cc7\u3001\u30ec\u30d0\u30ec\u30c3\u30b8\u6291\u5236\u3001\u30dd\u30b8\u30b7\u30e7\u30f3\u30b5\u30a4\u30ba\u306e\u8abf\u6574\u306a\u3069\u304c\u6709\u52b9\u3067\u3059\u3002<\/li>\n\n\n\n
    • \u8d85\u904e\u30ea\u30bf\u30fc\u30f3\u3092\u9ad8\u3081\u308b<\/strong>\uff1a\u30e2\u30c7\u30eb\u6539\u5584\u3084\u53d6\u5f15\u30b7\u30b0\u30ca\u30eb\u306e\u7cbe\u5ea6\u5411\u4e0a\u3001\u7d04\u5b9a\u52b9\u7387\u306e\u6539\u5584\u306a\u3069\u304c\u5f79\u7acb\u3061\u307e\u3059\u3002<\/li>\n\n\n\n
    • \u30ea\u30b9\u30af\u7ba1\u7406\u306e\u5fb9\u5e95<\/strong>\uff1a\u640d\u5207\u308a\u30eb\u30fc\u30eb\u3084\u8cc7\u91d1\u7ba1\u7406\u306e\u5b9f\u65bd\u306b\u3088\u308a\u3001\u30c9\u30ed\u30fc\u30c0\u30a6\u30f3\u3092\u6291\u3048\u3001\u5b89\u5b9a\u3057\u305f\u30d1\u30d5\u30a9\u30fc\u30de\u30f3\u30b9\u3092\u5b9f\u73fe\u3067\u304d\u307e\u3059\u3002<\/li>\n<\/ul>\n\n\n\n

      3. \u6700\u5927\u30c9\u30ed\u30fc\u30c0\u30a6\u30f3\u306e\u30b3\u30f3\u30c8\u30ed\u30fc\u30eb<\/strong><\/h3>\n\n\n\n

      \u6700\u5927\u30c9\u30ed\u30fc\u30c0\u30a6\u30f3\u306f\u3001\u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u671f\u9593\u4e2d\u306b\u8a18\u9332\u3055\u308c\u305f\u6700\u5927\u306e\u8cc7\u7523\u6e1b\u5c11\u7387\u3092\u8868\u3057\u3001\u6226\u7565\u306e\u30ea\u30b9\u30af\u8010\u6027\u3092\u793a\u3059\u6307\u6a19\u3067\u3059\u3002\u3069\u308c\u3060\u3051\u30ea\u30bf\u30fc\u30f3\u304c\u9ad8\u304f\u3066\u3082\u3001\u5927\u304d\u306a\u30c9\u30ed\u30fc\u30c0\u30a6\u30f3\u304c\u3042\u308b\u6226\u7565\u306f\u5b9f\u904b\u7528\u3067\u306f\u5371\u967a\u3067\u3059\u3002<\/p>\n\n\n\n

      \u7406\u60f3\u7684\u306a\u30c9\u30ed\u30fc\u30c0\u30a6\u30f3\u7bc4\u56f2<\/strong><\/h4>\n\n\n\n
        \n
      • 10% \u672a\u6e80<\/strong>\uff1a\u6975\u3081\u3066\u5805\u7262\u3067\u3001\u30ea\u30b9\u30af\u7ba1\u7406\u304c\u512a\u308c\u3066\u3044\u308b\u3068\u8a55\u4fa1\u3055\u308c\u307e\u3059\u3002<\/li>\n\n\n\n
      • 10%\uff5e20%<\/strong>\uff1a\u4e00\u822c\u7684\u306b\u8a31\u5bb9\u7bc4\u56f2\u3002\u5e02\u5834\u5909\u52d5\u4e0b\u3067\u3082\u8cc7\u7523\u3092\u9069\u5207\u306b\u7ba1\u7406\u3067\u304d\u3066\u3044\u307e\u3059\u3002<\/li>\n\n\n\n
      • 20% \u8d85<\/strong>\uff1a\u30ea\u30b9\u30af\u304c\u9ad8\u304f\u3001\u6226\u7565\u3084\u30ea\u30b9\u30af\u7ba1\u7406\u624b\u6cd5\u306e\u898b\u76f4\u3057\u304c\u5fc5\u8981\u3067\u3059\u3002<\/li>\n<\/ul>\n\n\n\n

        \u30c9\u30ed\u30fc\u30c0\u30a6\u30f3\u3092\u6291\u3048\u308b\u65b9\u6cd5<\/strong><\/h4>\n\n\n\n
          \n
        • \u53b3\u683c\u306a\u640d\u5207\u308a\u30eb\u30fc\u30eb<\/strong>\uff1a\u640d\u5931\u3092\u7d20\u65e9\u304f\u9650\u5b9a\u3057\u3001\u611f\u60c5\u7684\u306a\u30c8\u30ec\u30fc\u30c9\u3092\u56de\u907f\u3067\u304d\u307e\u3059\u3002<\/li>\n\n\n\n
        • \u5206\u6563\u6295\u8cc7\u3068\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u69cb\u6210<\/strong>\uff1a\u4e00\u3064\u306e\u5e02\u5834\u3084\u8cc7\u7523\u3078\u306e\u4f9d\u5b58\u3092\u6e1b\u3089\u3057\u3001\u5168\u4f53\u306e\u30c9\u30ed\u30fc\u30c0\u30a6\u30f3\u3092\u4f4e\u4e0b\u3055\u305b\u307e\u3059\u3002<\/li>\n\n\n\n
        • \u52d5\u7684\u306a\u30dd\u30b8\u30b7\u30e7\u30f3\u7ba1\u7406<\/strong>\uff1a\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u5fdc\u3058\u3066\u30dd\u30b8\u30b7\u30e7\u30f3\u3092\u8abf\u6574\u3057\u3001\u30ea\u30b9\u30af\u3092\u7ba1\u7406\u3057\u307e\u3059\u3002<\/li>\n<\/ul>\n\n\n\n

          \u306a\u304a\u3001\u30c9\u30ed\u30fc\u30c0\u30a6\u30f3\u3092\u5c0f\u3055\u304f\u3057\u3059\u304e\u308b\u3068\u30ea\u30bf\u30fc\u30f3\u3082\u6291\u3048\u3089\u308c\u308b\u53ef\u80fd\u6027\u304c\u3042\u308a\u3001\u30d0\u30e9\u30f3\u30b9\u304c\u91cd\u8981\u3067\u3059\u3002\u30ea\u30b9\u30af\u8a31\u5bb9\u5ea6\u306b\u5fdc\u3058\u3066\u6226\u7565\u3092\u9078\u5b9a\u3057\u307e\u3057\u3087\u3046\u3002<\/p>\n\n\n\n

          4. \u9ad8\u3044\u30ea\u30bf\u30fc\u30f3\u5bfe\u30c9\u30ed\u30fc\u30c0\u30a6\u30f3\u6bd4<\/strong><\/h3>\n\n\n\n

          \u77ed\u671f\u7684\u306b\u9ad8\u30ea\u30bf\u30fc\u30f3\u3092\u51fa\u3059\u6226\u7565\u306f\u591a\u304f\u3042\u308a\u307e\u3059\u304c\u3001\u76f8\u5834\u304c\u5909\u308f\u308b\u3068\u3059\u3050\u306b\u5927\u304d\u306a\u30c9\u30ed\u30fc\u30c0\u30a6\u30f3\u3092\u8d77\u3053\u3059\u3082\u306e\u3082\u3042\u308a\u307e\u3059\u3002\u30ea\u30bf\u30fc\u30f3\u5bfe\u30c9\u30ed\u30fc\u30c0\u30a6\u30f3\u6bd4\uff08\u5e74\u9593\u30ea\u30bf\u30fc\u30f3 \u00f7 \u6700\u5927\u30c9\u30ed\u30fc\u30c0\u30a6\u30f3\uff09\u306f\u3001\u53ce\u76ca\u3068\u30ea\u30b9\u30af\u306e\u30d0\u30e9\u30f3\u30b9\u3092\u6e2c\u308b\u6709\u52b9\u306a\u6307\u6a19\u3067\u3059\u3002<\/p>\n\n\n\n

          \u8a55\u4fa1\u57fa\u6e96\uff1a<\/strong><\/h4>\n\n\n\n
            \n
          • 1.0 \u8d85<\/strong>\uff1a1\u5358\u4f4d\u306e\u30ea\u30b9\u30af\u306b\u5bfe\u3057\u3001\u305d\u308c\u4ee5\u4e0a\u306e\u30ea\u30bf\u30fc\u30f3\u304c\u3042\u308b\u5065\u5168\u306a\u6226\u7565\u3002<\/li>\n\n\n\n
          • 2.0 \u8d85<\/strong>\uff1a\u6975\u3081\u3066\u512a\u79c0\u306a\u6226\u7565\u3002<\/li>\n\n\n\n
          • 0.5\uff5e1.0<\/strong>\uff1a\u5e73\u5747\u7684\u306a\u30d0\u30e9\u30f3\u30b9\u3002<\/li>\n\n\n\n
          • 0.5 \u672a\u6e80<\/strong>\uff1a\u30ea\u30b9\u30af\u306b\u898b\u5408\u3046\u53ce\u76ca\u304c\u5f97\u3089\u308c\u3066\u304a\u3089\u305a\u3001\u6539\u5584\u304c\u5fc5\u8981\u3067\u3059\u3002<\/li>\n<\/ul>\n\n\n\n

            \u6ce8\u610f\u70b9\u3068\u3057\u3066\u3001\u3053\u306e\u6bd4\u7387\u3060\u3051\u306b\u4f9d\u5b58\u3057\u3066\u5224\u65ad\u3059\u308b\u306e\u306f\u5371\u967a\u3067\u3059\u3002\u4ed6\u306e\u6307\u6a19\uff08\u30b7\u30e3\u30fc\u30d7\u30ec\u30b7\u30aa\u306a\u3069\uff09\u3068\u5408\u308f\u305b\u3066\u7dcf\u5408\u7684\u306b\u8a55\u4fa1\u3057\u307e\u3057\u3087\u3046\u3002<\/p>\n\n\n\n

            5. \u9ad8\u3044R\u00b2\uff08\u6c7a\u5b9a\u4fc2\u6570\uff09<\/strong><\/h3>\n\n\n\n

            R\u00b2\u306f\u3001\u6226\u7565\u306e\u30ea\u30bf\u30fc\u30f3\u304c\u5e02\u5834\u30d9\u30f3\u30c1\u30de\u30fc\u30af\u3068\u3069\u308c\u307b\u3069\u9023\u52d5\u3057\u3066\u3044\u308b\u304b\u3092\u793a\u3059\u6307\u6a19\u3067\u3059\u3002\u6570\u5024\u306f0\u304b\u30891\u307e\u3067\u306e\u7bc4\u56f2\u3067\u3001\u4f8b\u3048\u3070R\u00b2\uff1d0.8\u306a\u3089\u3001\u305d\u306e\u6226\u7565\u306e\u30ea\u30bf\u30fc\u30f3\u306e80%\u304c\u5e02\u5834\u306e\u52d5\u304d\u3067\u8aac\u660e\u3067\u304d\u308b\u3053\u3068\u3092\u610f\u5473\u3057\u307e\u3059\u3002<\/p>\n\n\n\n

            \u9ad8R\u00b2\u306e\u610f\u5473\uff1a<\/strong><\/h4>\n\n\n\n
              \n
            • \u5e02\u5834\u5168\u4f53\u306e\u52d5\u304d\u306b\u9023\u52d5\u3057\u3066\u3044\u308b\u305f\u3081\u3001\u30d9\u30fc\u30bf\u53ce\u76ca\u3092\u72d9\u3046\u6295\u8cc7\u5bb6\u306b\u306f\u597d\u307e\u3057\u3044\u3002<\/li>\n\n\n\n
            • \u305f\u3060\u3057\u3001\u30d9\u30f3\u30c1\u30de\u30fc\u30af\u3068\u540c\u3058\u52d5\u304d\u3092\u3059\u308b\u3060\u3051\u3067\u306f\u6226\u7565\u306e\u4fa1\u5024\u306f\u9650\u5b9a\u7684\u3067\u3059\u3002\u30a2\u30eb\u30d5\u30a1\uff08\u8d85\u904e\u53ce\u76ca\uff09\u304c\u3042\u308b\u304b\u3069\u3046\u304b\u306f\u5225\u306e\u6307\u6a19\u3067\u5224\u65ad\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/li>\n<\/ul>\n\n\n\n

              \u4f4eR\u00b2\u306e\u610f\u5473\uff1a<\/strong><\/h4>\n\n\n\n
                \n
              • \u5e02\u5834\u3068\u306f\u72ec\u7acb\u3057\u305f\u52d5\u304d\u3092\u3057\u3066\u3044\u308b\u53ef\u80fd\u6027\u304c\u3042\u308a\u3001\u7d76\u5bfe\u30ea\u30bf\u30fc\u30f3\u3092\u8ffd\u6c42\u3059\u308b\u6295\u8cc7\u5bb6\u306b\u3068\u3063\u3066\u9b45\u529b\u7684\u3067\u3059\u3002<\/li>\n<\/ul>\n\n\n\n

                \u898b\u65b9\u306e\u307e\u3068\u3081\uff1a<\/strong><\/h4>\n\n\n\n

                \u9ad8R\u00b2\u304c\u826f\u3044\u3068\u306f\u9650\u308a\u307e\u305b\u3093\u3002\u6295\u8cc7\u5bb6\u306e\u76ee\u6a19\u306b\u5fdc\u3058\u3066\u3001\u9069\u5207\u306aR\u00b2\u306e\u6226\u7565\u3092\u9078\u3073\u307e\u3057\u3087\u3046\u3002<\/p>\n\n\n\n

                6. \u9ad8\u52dd\u7387\uff0b\u9ad8\u30d7\u30ed\u30d5\u30a3\u30c3\u30c8\u30fb\u30ed\u30b9\u6bd4<\/strong><\/h3>\n\n\n\n

                \u52dd\u7387\u3068\u30d7\u30ed\u30d5\u30a3\u30c3\u30c8\u30fb\u30ed\u30b9\uff08P\/L\uff09\u6bd4\u306f\u3001\u6700\u3082\u76f4\u611f\u7684\u306a\u6226\u7565\u8a55\u4fa1\u6307\u6a19\u3067\u3059\u3002<\/p>\n\n\n\n

                \u52dd\u7387\uff1a<\/strong><\/h4>\n\n\n\n

                \u53d6\u5f15\u306e\u3046\u3061\u5229\u76ca\u304c\u51fa\u305f\u5272\u5408\u3067\u3059\u3002\u9ad8\u3044\u65b9\u304c\u5b89\u5fc3\u611f\u304c\u3042\u308a\u307e\u3059\u304c\u3001\u9ad8\u3051\u308c\u3070\u826f\u3044\u3068\u306f\u9650\u308a\u307e\u305b\u3093\u3002<\/p>\n\n\n\n

                  \n
                • \u4f8b\uff1a\u52dd\u738790%\u3067\u3082\u30011\u56de\u306e\u640d\u5931\u304c\u904e\u53bb\u306e\u5168\u5229\u76ca\u3092\u5439\u304d\u98db\u3070\u3059\u5834\u5408\u3082\u3042\u308b\u3002<\/strong><\/li>\n<\/ul>\n\n\n\n

                  P\/L\u6bd4\uff1a<\/h4>\n\n\n\n

                  \u5e73\u5747\u5229\u76ca \u00f7 \u5e73\u5747\u640d\u5931 \u306e\u6bd4\u7387\u3067\u3059\u3002\u9ad8\u3051\u308c\u3070\u3001\u591a\u5c11\u306e\u8ca0\u3051\u304c\u3042\u3063\u3066\u3082\u53ce\u76ca\u6027\u3092\u7dad\u6301\u3067\u304d\u307e\u3059\u3002<\/p>\n\n\n\n

                    \n
                  • \u30c8\u30ec\u30f3\u30c9\u30d5\u30a9\u30ed\u30fc\u6226\u7565\u306a\u3069\u3067\u306f\u3001\u52dd\u738730%\u3067\u3082P\/L\u6bd4\u304c\u9ad8\u3044\u305f\u3081\u53ce\u76ca\u6027\u3092\u78ba\u4fdd\u3067\u304d\u307e\u3059\u3002<\/strong><\/li>\n<\/ul>\n\n\n\n

                    \u4e21\u8005\u306e\u30d0\u30e9\u30f3\u30b9\u304c\u91cd\u8981\uff1a<\/strong><\/h4>\n\n\n\n

                    \u52dd\u7387\u3068P\/L\u6bd4\u306f\u30bb\u30c3\u30c8\u3067\u8a55\u4fa1\u3059\u308b\u3079\u304d\u3067\u3059\u3002\u3069\u3061\u3089\u304b\u4e00\u65b9\u3060\u3051\u306b\u6ce8\u76ee\u3059\u308b\u3068\u3001\u8aa4\u3063\u305f\u6226\u7565\u8a55\u4fa1\u306b\u3064\u306a\u304c\u308b\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n

                    <\/p>\n","protected":false},"excerpt":{"rendered":"

                    1. \u5b89\u5b9a\u3057\u305f\u30ea\u30bf\u30fc\u30f3 \u5b89\u5b9a\u3057\u305f\u30ea\u30bf\u30fc\u30f3\u306f\u3001\u30af\u30aa\u30f3\u30c4\u6226\u7565\u306e\u8cea\u3092\u8a55\u4fa1\u3059\u308b\u305f\u3081\u306e\u4e3b\u8981\u306a\u6307\u6a19\u306e\u4e00\u3064\u3067\u3059\u3002\u3053\u308c\u306f\u3001\u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u671f\u9593\u4e2d\u306b\u4e00\u8cab\u3057\u3066\u5229\u76ca\u3092\u751f\u307f\u51fa\u3059\u80fd\u529b\u3092\u8868\u3057\u307e\u3059\u3002\u771f\u306b\u5805\u7262\u306a\u30af\u30aa\u30f3\u30c4\u6226\u7565\u306f\u3001\u7279\u5b9a\u306e\u76f8\u5834\u74b0\u5883\u3084\u6a5f\u4f1a\u306b\u4f9d\u5b58\u305b\u305a […]<\/p>\n","protected":false},"author":1,"featured_media":193,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[7],"tags":[],"class_list":["post-192","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-guide"],"featured_image_src":"https:\/\/i0.wp.com\/blog.alltick.co\/ja-jp\/wp-content\/uploads\/sites\/2\/2025\/06\/Backtesting-a-Trading-Strategy-8.jpg?fit=900%2C508&ssl=1","author_info":{"display_name":"admin","author_link":"https:\/\/blog.alltick.co\/ja-jp\/author\/admin\/"},"_links":{"self":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts\/192","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/comments?post=192"}],"version-history":[{"count":1,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts\/192\/revisions"}],"predecessor-version":[{"id":194,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts\/192\/revisions\/194"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/media\/193"}],"wp:attachment":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/media?parent=192"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/categories?post=192"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/tags?post=192"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}