diff --git a/config.yml b/config.yml
index 955b49d..cfb9a17 100644
--- a/config.yml
+++ b/config.yml
@@ -2,9 +2,9 @@
 
 
 #バックテストの基本設定
-assetName: "AVAXUSDT"
-duration: "1h"
-start: "20220101"
-end: "20230101"
+assetName: "SOLUSDT"
+duration: "15m"
+start: ""
+end: ""
 simpleInterest: false
 positionPersentage: 0.9
\ No newline at end of file
diff --git a/go.mod b/go.mod
index defa48a..b91c445 100755
--- a/go.mod
+++ b/go.mod
@@ -38,6 +38,7 @@ require (
 	github.com/ramya-rao-a/go-outline v0.0.0-20210608161538-9736a4bde949 // indirect
 	github.com/rivo/uniseg v0.4.6 // indirect
 	github.com/rocketlaunchr/dataframe-go v0.0.0-20211025052708-a1030444159b // indirect
+	github.com/shopspring/decimal v1.3.1 // indirect
 	github.com/valyala/bytebufferpool v1.0.0 // indirect
 	github.com/valyala/fasttemplate v1.2.2 // indirect
 	golang.org/x/crypto v0.18.0 // indirect
diff --git a/go.sum b/go.sum
index 203d5e6..9adcec7 100755
--- a/go.sum
+++ b/go.sum
@@ -266,6 +266,8 @@ github.com/rogpeppe/go-internal v1.3.0/go.mod h1:M8bDsm7K2OlrFYOpmOWEs/qY81heoFR
 github.com/ruudk/golang-pdf417 v0.0.0-20181029194003-1af4ab5afa58/go.mod h1:6lfFZQK844Gfx8o5WFuvpxWRwnSoipWe/p622j1v06w=
 github.com/sandertv/go-formula/v2 v2.0.0-alpha.7/go.mod h1:Ag4V2fiOHWXct3SraXNN3dFzFtyu9vqBfrjfYWMGLhE=
 github.com/shabbyrobe/xmlwriter v0.0.0-20200208144257-9fca06d00ffa/go.mod h1:Yjr3bdWaVWyME1kha7X0jsz3k2DgXNa1Pj3XGyUAbx8=
+github.com/shopspring/decimal v1.3.1 h1:2Usl1nmF/WZucqkFZhnfFYxxxu8LG21F6nPQBE5gKV8=
+github.com/shopspring/decimal v1.3.1/go.mod h1:DKyhrW/HYNuLGql+MJL6WCR6knT2jwCFRcu2hWCYk4o=
 github.com/sirupsen/logrus v1.0.4-0.20170822132746-89742aefa4b2/go.mod h1:pMByvHTf9Beacp5x1UXfOR9xyW/9antXMhjMPG0dEzc=
 github.com/sirupsen/logrus v1.4.1/go.mod h1:ni0Sbl8bgC9z8RoU9G6nDWqqs/fq4eDPysMBDgk/93Q=
 github.com/sirupsen/logrus v1.4.2/go.mod h1:tLMulIdttU9McNUspp0xgXVQah82FyeX6MwdIuYE2rE=
diff --git a/pkg/analytics/profit_and_loss.go b/pkg/analytics/profit_and_loss.go
index 0193722..78c8166 100644
--- a/pkg/analytics/profit_and_loss.go
+++ b/pkg/analytics/profit_and_loss.go
@@ -381,7 +381,7 @@ func PLSlice(s *execute.SignalEvents) []float64 {
 	}
 	for _, signal := range s.Signals {
 
-		if signal.Side != "BUY" && signal.Side != "SELL" {
+		if signal.Side != "BUY" && signal.Side != "SELL" && signal.Side != "CLOSE" {
 			return nil
 		}
 		if signal.Side == "BUY" {
@@ -390,7 +390,7 @@ func PLSlice(s *execute.SignalEvents) []float64 {
 			if sellPrice != 0 {
 				pl = append(pl, (sellPrice-buyPrice)*signal.Size)
 				// reset the sell price
-				sellPrice = 0
+				buyPrice = 0
 			}
 		}
 		if signal.Side == "SELL" {
@@ -399,11 +399,10 @@ func PLSlice(s *execute.SignalEvents) []float64 {
 			if buyPrice != 0 {
 				pl = append(pl, (sellPrice-buyPrice)*signal.Size)
 				// reset the buy price
-				buyPrice = 0
+				sellPrice = 0
 			}
 		}
 	}
-
 	return pl
 }
 
@@ -422,7 +421,7 @@ func TotalProfitSlice(s *execute.SignalEvents) []float64 {
 	}
 	for _, signal := range s.Signals {
 
-		if signal.Side != "BUY" && signal.Side != "SELL" {
+		if signal.Side != "BUY" && signal.Side != "SELL" && signal.Side != "CLOSE" {
 			return nil
 		}
 		if signal.Side == "BUY" {
diff --git a/pkg/analytics/sharp_ratio.go b/pkg/analytics/sharp_ratio.go
index 4650756..e874bdc 100755
--- a/pkg/analytics/sharp_ratio.go
+++ b/pkg/analytics/sharp_ratio.go
@@ -23,23 +23,6 @@ func stdDev(data []float64) float64 {
 	variance := sqDiffSum / float64(len(data)-1)
 	return math.Sqrt(variance)
 }
-
-// func calculateReturns(s *execute.SignalEvents) []float64 {
-// 	var returns []float64
-// 	var buyPrice float64
-
-// 	for _, signal := range s.Signals {
-// 		if signal.Side == "BUY" {
-// 			buyPrice = signal.Price
-// 		} else if signal.Side == "SELL" && buyPrice != 0 {
-// 			returns = append(returns, (signal.Price-buyPrice)/buyPrice)
-// 			buyPrice = 0 // Reset buy price after a sell
-// 		}
-// 	}
-
-// 	return returns
-// }
-
 func SharpeRatio(s *execute.SignalEvents, riskFreeRate float64) float64 {
 
 	if s == nil {
diff --git a/pkg/analytics/total_trade_counts.go b/pkg/analytics/total_trade_counts.go
index b1753dc..c0d514c 100644
--- a/pkg/analytics/total_trade_counts.go
+++ b/pkg/analytics/total_trade_counts.go
@@ -70,7 +70,7 @@ func LongWinningTrades(s *execute.SignalEvents) int {
 	for _, signal := range s.Signals {
 		if signal.Side == "BUY" {
 			buyPrice = signal.Price
-		} else if signal.Side == "SELL" && buyPrice != 0 {
+		} else if signal.Side == "CLOSE" && buyPrice != 0 {
 			if signal.Price > buyPrice {
 				winningTrades++
 			}
@@ -92,7 +92,7 @@ func LongLosingTrades(s *execute.SignalEvents) int {
 	for _, signal := range s.Signals {
 		if signal.Side == "BUY" {
 			buyPrice = signal.Price
-		} else if signal.Side == "SELL" && buyPrice != 0 {
+		} else if signal.Side == "CLOSE" && buyPrice != 0 {
 			if signal.Price < buyPrice {
 				losingTrades++
 			}
@@ -113,7 +113,7 @@ func ShortWinningTrades(s *execute.SignalEvents) int {
 	for _, signal := range s.Signals {
 		if signal.Side == "SELL" {
 			sellPrice = signal.Price
-		} else if signal.Side == "BUY" && sellPrice != 0 {
+		} else if signal.Side == "CLOSE" && sellPrice != 0 {
 			if signal.Price < sellPrice {
 				winningTrades++
 			}
@@ -134,7 +134,7 @@ func ShortLosingTrades(s *execute.SignalEvents) int {
 	for _, signal := range s.Signals {
 		if signal.Side == "SELL" {
 			sellPrice = signal.Price
-		} else if signal.Side == "BUY" && sellPrice != 0 {
+		} else if signal.Side == "CLOSE" && sellPrice != 0 {
 			if signal.Price > sellPrice {
 				losingTrades++
 			}
@@ -235,11 +235,12 @@ func AverageWinningHoldingBars(s *execute.SignalEvents) float64 {
 	var totalBars int
 	var winningTrades int
 	var buyPrice float64
+	var sellPrice float64
 
 	for i, signal := range s.Signals {
 		if signal.Side == "BUY" {
 			buyPrice = signal.Price
-		} else if signal.Side == "SELL" && buyPrice != 0 {
+		} else if signal.Side == "CLOSE" && buyPrice != 0 {
 			if signal.Price > buyPrice {
 				// Find the corresponding buy signal
 				for j := i - 1; j >= 0; j-- {
@@ -256,6 +257,25 @@ func AverageWinningHoldingBars(s *execute.SignalEvents) float64 {
 			}
 			buyPrice = 0 // Reset buy price after a sell
 		}
+		if signal.Side == "SELL" { // Assign sellPrice when signal is SELL
+			sellPrice = signal.Price
+		} else if signal.Side == "CLOSE" && sellPrice != 0 {
+			if signal.Price < sellPrice { // Count as a winning trade if signal price is lower than sell price
+				// Find the corresponding sell signal
+				for j := i - 1; j >= 0; j-- {
+					if s.Signals[j].Side == "SELL" { // Change the condition to SELL
+						// Calculate the number of bars for this trade
+						// Use the ConvertDuration function to get the bar period in minutes
+						barPeriod := ConvertDuration(signal.Duration)
+						bars := int(signal.Time.Sub(s.Signals[j].Time).Minutes() / barPeriod)
+						totalBars += bars
+						winningTrades++
+						break
+					}
+				}
+			}
+			sellPrice = 0 // Reset sell price after a close
+		}
 	}
 
 	if winningTrades == 0 {
@@ -273,11 +293,12 @@ func AverageLosingHoldingBars(s *execute.SignalEvents) float64 {
 	var totalBars int
 	var losingTrades int
 	var buyPrice float64
+	var sellPrice float64
 
 	for i, signal := range s.Signals {
 		if signal.Side == "BUY" {
 			buyPrice = signal.Price
-		} else if signal.Side == "SELL" && buyPrice != 0 {
+		} else if signal.Side == "CLOSE" && buyPrice != 0 {
 			if signal.Price < buyPrice {
 				// Find the corresponding buy signal
 				for j := i - 1; j >= 0; j-- {
@@ -294,6 +315,25 @@ func AverageLosingHoldingBars(s *execute.SignalEvents) float64 {
 			}
 			buyPrice = 0 // Reset buy price after a sell
 		}
+		if signal.Side == "SELL" { // Assign sellPrice when signal is SELL
+			sellPrice = signal.Price
+		} else if signal.Side == "CLOSE" && sellPrice != 0 {
+			if signal.Price > sellPrice { // Count as a losing trade if signal price is higher than sell price
+				// Find the corresponding sell signal
+				for j := i - 1; j >= 0; j-- {
+					if s.Signals[j].Side == "SELL" { // Change the condition to SELL
+						// Calculate the number of bars for this trade
+						// Use the ConvertDuration function to get the bar period in minutes
+						barPeriod := ConvertDuration(signal.Duration)
+						bars := int(signal.Time.Sub(s.Signals[j].Time).Minutes() / barPeriod)
+						totalBars += bars
+						losingTrades++
+						break
+					}
+				}
+			}
+			sellPrice = 0 // Reset sell price after a close
+		}
 	}
 
 	if losingTrades == 0 {
@@ -308,11 +348,12 @@ func MaxWinCount(s *execute.SignalEvents) int {
 	}
 	var maxWinStreak, winStreak int
 	var buyPrice float64
+	var sellPrice float64
 
 	for _, signal := range s.Signals {
 		if signal.Side == "BUY" {
 			buyPrice = signal.Price
-		} else if signal.Side == "SELL" && buyPrice != 0 {
+		} else if signal.Side == "CLOSE" && buyPrice != 0 {
 			if signal.Price > buyPrice {
 				winStreak++
 				if winStreak > maxWinStreak {
@@ -321,7 +362,20 @@ func MaxWinCount(s *execute.SignalEvents) int {
 			} else {
 				winStreak = 0
 			}
-			buyPrice = 0 // Reset buy price after a sell
+			buyPrice = 0
+		}
+		if signal.Side == "SELl" {
+			sellPrice = signal.Price
+		} else if signal.Side == "CLOSE" && sellPrice != 0 {
+			if signal.Price < sellPrice {
+				winStreak++
+				if winStreak > maxWinStreak {
+					maxWinStreak = winStreak
+				}
+			} else {
+				winStreak = 0
+			}
+			sellPrice = 0 // Reset buy price after a sell
 		}
 	}
 
@@ -334,11 +388,12 @@ func MaxLoseCount(s *execute.SignalEvents) int {
 	}
 	var maxLoseStreak, loseStreak int
 	var buyPrice float64
+	var sellPrice float64
 
 	for _, signal := range s.Signals {
 		if signal.Side == "BUY" {
 			buyPrice = signal.Price
-		} else if signal.Side == "SELL" && buyPrice != 0 {
+		} else if signal.Side == "CLOSE" && buyPrice != 0 {
 			if signal.Price < buyPrice {
 				loseStreak++
 				if loseStreak > maxLoseStreak {
@@ -347,7 +402,20 @@ func MaxLoseCount(s *execute.SignalEvents) int {
 			} else {
 				loseStreak = 0
 			}
-			buyPrice = 0 // Reset buy price after a sell
+			buyPrice = 0
+		}
+		if signal.Side == "SELL" {
+			sellPrice = signal.Price
+		} else if signal.Side == "CLOSE" && sellPrice != 0 {
+			if signal.Price > sellPrice {
+				loseStreak++
+				if loseStreak > maxLoseStreak {
+					maxLoseStreak = loseStreak
+				}
+			} else {
+				loseStreak = 0
+			}
+			sellPrice = 0
 		}
 	}
 
diff --git a/pkg/analytics/winrate.go b/pkg/analytics/winrate.go
index 7044737..66e0000 100755
--- a/pkg/analytics/winrate.go
+++ b/pkg/analytics/winrate.go
@@ -70,7 +70,7 @@ func WinRate(s *execute.SignalEvents) float64 {
 		currentSignal := s.Signals[i]
 		nextSignal := s.Signals[i+1]
 
-		if currentSignal.Side == "BUY" && nextSignal.Side == "SELL" {
+		if currentSignal.Side == "BUY" && nextSignal.Side == "CLOSE" {
 			if nextSignal.Price > currentSignal.Price {
 				profitCount++
 			} else if nextSignal.Price < currentSignal.Price {
@@ -98,7 +98,7 @@ func ShortWinRate(s *execute.SignalEvents) float64 {
 		currentSignal := s.Signals[i]
 		nextSignal := s.Signals[i+1]
 
-		if currentSignal.Side == "SELL" && nextSignal.Side == "BUY" {
+		if currentSignal.Side == "SELL" && nextSignal.Side == "CLOSE" {
 			if nextSignal.Price < currentSignal.Price {
 				profitCount++
 			} else if nextSignal.Price > currentSignal.Price {
diff --git a/pkg/execute/signal.go b/pkg/execute/signal.go
index 341eb6b..d4183bd 100755
--- a/pkg/execute/signal.go
+++ b/pkg/execute/signal.go
@@ -141,24 +141,15 @@ func (s *SignalEvents) CanSell(t time.Time) bool {
 	}
 	return false
 }
-func (s *SignalEvents) CanLongClose(t time.Time) bool {
-	lenSignals := len(s.Signals)
-
-	lastSignal := s.Signals[lenSignals-1]
-	if lastSignal.Side == "BUY" && t.After(lastSignal.Time) {
-		return true
-	}
-	return false
-}
 
-func (s *SignalEvents) CanShortClose(t time.Time) bool {
+func (s *SignalEvents) CanClose(t time.Time) bool {
 	lenSignals := len(s.Signals)
 	if lenSignals == 0 {
 		return false
 	}
 
 	lastSignal := s.Signals[lenSignals-1]
-	if lastSignal.Side == "SELL" && t.After(lastSignal.Time) {
+	if lastSignal.Side == "SELL" || lastSignal.Side == "BUY" && t.After(lastSignal.Time) {
 		return true
 	}
 	return false
@@ -222,7 +213,7 @@ func (s *SignalEvents) Sell(signalId uuid.UUID, strategyName string, assetName s
 
 func (s *SignalEvents) Close(signalId uuid.UUID, strategyName string, assetName string, duration string, date time.Time, price, size float64, accountBalance float64, save bool) bool {
 
-	if s.CanLongClose(date) || s.CanShortClose(date) {
+	if s.CanClose(date) {
 
 		signalEvent := SignalEvent{
 			SignalId:       signalId,
diff --git a/pkg/strategey/buy&hold.go b/pkg/strategey/buy&hold.go
index f42218d..5b9460a 100644
--- a/pkg/strategey/buy&hold.go
+++ b/pkg/strategey/buy&hold.go
@@ -32,10 +32,10 @@ func BuyAndHoldingStrategy(account *trader.Account) (profit float64, multiple fl
 	}
 	// account := trader.NewAccount(1000)
 
-	buySize := account.TradeSize(1) / close[0]
+	buySize := account.TradeSize(1)
 	account.HolderBuy(close[0], buySize)
 
-	account.Exit(close[len(close)-1])
+	account.Exit(close[lenCandles-1])
 
 	profit = account.Balance - initialBalance
 	multiple = account.Balance / initialBalance
diff --git a/pkg/strategey/ema_rsi.go b/pkg/strategey/ema_rsi.go
index 4ce732f..d3b26b6 100644
--- a/pkg/strategey/ema_rsi.go
+++ b/pkg/strategey/ema_rsi.go
@@ -65,11 +65,12 @@ func (df *DataFrameCandle) EmaRsiStrategy(period1 int, account *trader.Account,
 				isBuyHolding = true
 
 			} else {
-				buySize = account.TradeSize(riskSize) / df.Candles[i].Close
+
 				buyPrice = c[i]
+				buySize = account.TradeSize(riskSize) / c[i]
 				buySignalId = uuid.New()
 				accountBalance := account.GetBalance()
-				if account.Entry(df.Candles[i].Close, buySize) {
+				if account.Entry(buyPrice, buySize) {
 					signalEvents.Buy(buySignalId, StrategyName, df.AssetName, df.Duration, df.Candles[i].Date, df.Candles[i].Close, buySize, accountBalance, false)
 					isSellHolding = false
 					isBuyHolding = true
@@ -97,17 +98,16 @@ func (df *DataFrameCandle) EmaRsiStrategy(period1 int, account *trader.Account,
 				sellSize = account.SimpleTradeSize(1)
 				sellPrice = c[i]
 				sellSignalId = uuid.New()
-				accountBalance := account.GetBalance()
-				signalEvents.Sell(sellSignalId, StrategyName, df.AssetName, df.Duration, df.Candles[i].Date, df.Candles[i].Close, sellSize, accountBalance, false)
+				signalEvents.Sell(sellSignalId, StrategyName, df.AssetName, df.Duration, df.Candles[i].Date, df.Candles[i].Close, sellSize, account.GetBalance(), false)
 				isBuyHolding = false
 				isSellHolding = true
 			} else {
-				sellSize = account.TradeSize(riskSize) / df.Candles[i].Close
 				sellPrice = c[i]
+				sellSize = account.TradeSize(riskSize) / c[i]
+
 				sellSignalId = uuid.New()
-				accountBalance := account.GetBalance()
-				if account.Entry(df.Candles[i].Close, sellSize) {
-					signalEvents.Sell(sellSignalId, StrategyName, df.AssetName, df.Duration, df.Candles[i].Date, df.Candles[i].Close, sellSize, accountBalance, false)
+				if account.Entry(sellPrice, sellSize) {
+					signalEvents.Sell(sellSignalId, StrategyName, df.AssetName, df.Duration, df.Candles[i].Date, df.Candles[i].Close, sellSize, account.GetBalance(), false)
 					isBuyHolding = false
 					isSellHolding = true
 
@@ -118,13 +118,11 @@ func (df *DataFrameCandle) EmaRsiStrategy(period1 int, account *trader.Account,
 
 			if (ema1[i-1] > c[i-1] && ema1[i] <= c[i] || (c[i] <= buyPrice*longSlRatio)) && isSellHolding {
 				if simple {
-					accountBalance := account.GetBalance()
-					signalEvents.Close(sellSignalId, StrategyName, df.AssetName, df.Duration, df.Candles[i].Date, df.Candles[i].Close, sellSize, accountBalance, false)
+					signalEvents.Close(sellSignalId, StrategyName, df.AssetName, df.Duration, df.Candles[i].Date, df.Candles[i].Close, sellSize, account.GetBalance(), false)
 					isSellHolding = false
 				} else {
 					if account.Exit(c[i]) {
-						accountBalance := account.GetBalance()
-						signalEvents.Close(sellSignalId, StrategyName, df.AssetName, df.Duration, df.Candles[i].Date, df.Candles[i].Close, sellSize, accountBalance, false)
+						signalEvents.Close(sellSignalId, StrategyName, df.AssetName, df.Duration, df.Candles[i].Date, df.Candles[i].Close, sellSize, account.GetBalance(), false)
 						isSellHolding = false
 						sellSize = 0
 					}
diff --git a/pkg/strategey/strategy.go b/pkg/strategey/strategy.go
index 968f149..3e72645 100755
--- a/pkg/strategey/strategy.go
+++ b/pkg/strategey/strategy.go
@@ -441,7 +441,7 @@ func Result(s *execute.SignalEvents) {
 	fmt.Println("1トレードの最大損失と日時", ml, mt)
 	// fmt.Println("バルサラの破産確率", analytics.BalsaraAxum(s))
 
-	fmt.Println(s)
+	// fmt.Println(s)
 
 	fmt.Println("--------------------------------------------")
 	fmt.Println("")
diff --git a/pkg/trader/acount.go b/pkg/trader/acount.go
index c46e48c..c50f121 100755
--- a/pkg/trader/acount.go
+++ b/pkg/trader/acount.go
@@ -33,11 +33,13 @@ func (a *Account) Entry(price, size float64) bool {
 	a.PositionSize = size
 	return true
 }
+
+// このコードに問題あり
 func (a *Account) Exit(price float64) bool {
 	if a.PositionSize <= 0 {
 		return false
 	}
-	a.Balance += price * a.PositionSize
+	a.Balance += a.PositionSize * price
 	a.PositionSize = 0.0
 	return true
 }