Strategy Tester Report
ArcMultiPremium
TitanFX-03 (Build 1330)

通貨ペアAUDCAD (Australian Dollar vs Canadian Dollar)
期間1分足(M1) 2020.05.01 00:00 - 2021.04.23 23:50 (2020.05.01 - 2021.04.30)
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COMMENT="Arc Multi Premium"; CrossMode=true; NewEntry=true; ForcedCloserBeforeEI=true; ForcedCloserForHedgingRisk=true; StopLossPips=35;
テストバー数365653モデルティック数12481052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3000000.00スプレッド現在値 (23)
純益323720.45総利益614001.63総損失-290281.18
プロフィットファクタ2.12期待利得418.78
絶対ドローダウン46206.62最大ドローダウン110171.17 (3.47%)相対ドローダウン3.47% (110171.17)
総取引数773売りポジション(勝率%)393 (63.87%)買いポジション(勝率%)380 (66.05%)
勝率(%)502 (64.94%)負率 (%)271 (35.06%)
最大勝トレード38875.20敗トレード-6832.82
平均勝トレード1223.11敗トレード-1071.15
最大連勝(金額)15 (6891.66)連敗(金額)7 (-31856.95)
最大連勝(トレード数)45340.58 (6)連敗(トレード数)-31856.95 (7)
平均連勝4連敗2
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
12020.05.01 00:45sell10.010.906350.000000.00000
22020.05.01 04:36close10.010.905090.000000.00000111.713000111.71
32020.05.04 21:21buy20.010.905020.000000.00000
42020.05.05 05:58close20.010.906260.000000.00000108.683000220.39
52020.05.05 10:25sell30.010.904940.000000.00000
62020.05.05 16:35sell40.020.906650.000000.00000
72020.05.05 16:36buy50.010.906800.000000.00000
82020.05.05 19:32buy60.020.905090.000000.00000
92020.05.05 20:35close40.020.904710.000000.00000343.983000564.37
102020.05.05 20:35close30.010.904710.000000.0000020.393000584.76
112020.05.05 23:39sell70.010.903270.000000.00000
122020.05.05 23:45buy80.040.903350.000000.00000
132020.05.06 08:31sell90.020.904970.000000.00000
142020.05.06 12:13close90.020.903010.000000.00000347.523000932.28
152020.05.06 12:13close70.010.903010.000000.0000020.843000953.12
162020.05.06 16:15close80.040.908070.000000.000001668.523002621.64
172020.05.06 16:15close60.020.908070.000000.00000525.823003147.46
182020.05.06 16:15close50.010.908070.000000.00000111.343003258.80
192020.05.06 21:02sell100.010.906050.000000.00000
202020.05.07 01:59close100.010.904920.000000.0000093.563003352.36
212020.05.07 06:05buy110.010.907200.000000.00000
222020.05.07 09:04close110.010.908540.000000.00000118.773003471.13
232020.05.07 09:24buy120.010.909690.000000.00000
242020.05.07 10:07close120.010.911000.000000.00000116.123003587.25
252020.05.07 10:07buy130.010.911200.000000.00000
262020.05.07 11:04buy140.020.909490.000000.00000
272020.05.07 15:26sell150.010.908010.000000.00000
282020.05.07 15:30buy160.040.907770.000000.00000
292020.05.07 17:09buy170.060.906060.000000.00000
302020.05.07 17:29close150.010.905470.000000.00000225.183003812.43
312020.05.07 17:29sell180.010.905220.000000.00000
322020.05.07 17:52buy190.080.904360.000000.00000
332020.05.07 18:44sell200.020.906960.000000.00000
342020.05.07 20:34close190.080.907570.000000.000002276.183006088.61
352020.05.07 20:34close170.060.907570.000000.00000803.053006891.66
362020.05.07 20:34close160.040.907570.000000.00000-70.913006820.75
372020.05.07 20:34close140.020.907570.000000.00000-340.363006480.39
382020.05.07 20:34close130.010.907570.000000.00000-321.753006158.64
392020.05.08 01:21sell210.040.908710.000000.00000
402020.05.08 04:38sell220.060.910440.000000.00000
412020.05.08 04:39buy230.010.911120.000000.00000
422020.05.08 09:17buy240.020.909410.000000.00000
432020.05.08 15:36close220.060.907940.000000.000001329.813007488.45
442020.05.08 15:36close210.040.907940.000000.00000273.063007761.51
452020.05.08 15:36close200.020.907940.000000.00000-178.183007583.32
462020.05.08 15:36close180.010.907940.000000.00000-243.353007339.98
472020.05.08 15:36buy250.040.907710.000000.00000
482020.05.08 17:18close250.040.909700.000000.00000705.553008045.53
492020.05.08 17:18close240.020.909700.000000.0000051.413008096.94
502020.05.08 17:18close230.010.909700.000000.00000-125.863007971.08
512020.05.11 14:45sell260.010.906090.000000.00000
522020.05.11 16:56sell270.020.907790.000000.00000
532020.05.11 17:58buy280.010.909080.000000.00000
542020.05.11 18:20sell290.040.909510.000000.00000
552020.05.11 19:00buy300.020.907360.000000.00000
562020.05.11 19:02close290.040.906800.000000.00000960.993008932.07
572020.05.11 19:02close270.020.906800.000000.00000175.533009107.60
582020.05.11 19:02close260.010.906800.000000.00000-62.943009044.66
592020.05.11 20:54close300.020.909420.000000.00000365.173009409.83
602020.05.11 20:54close280.010.909420.000000.0000030.133009439.96
612020.05.12 03:15sell310.010.907200.000000.00000
622020.05.12 03:31close310.010.905520.000000.00000148.933009588.89
632020.05.12 04:38sell320.010.904830.000000.00000
642020.05.12 06:46sell330.020.906560.000000.00000
652020.05.12 07:56sell340.040.908290.000000.00000
662020.05.12 07:57buy350.010.908170.000000.00000
672020.05.12 13:16sell360.060.910070.000000.00000
682020.05.12 13:33close350.010.910410.000000.00000198.543009787.43
692020.05.12 14:08buy370.010.911610.000000.00000
702020.05.12 14:23sell380.080.911850.000000.00000
712020.05.13 02:18buy390.020.909900.000000.00000
722020.05.13 05:03buy400.040.908180.000000.00000
732020.05.13 05:05close380.080.908620.000000.000002273.113012060.54
742020.05.13 05:05close360.060.908620.000000.00000758.033012818.57
752020.05.13 05:05close340.040.908620.000000.00000-125.853012692.72
762020.05.13 05:05close330.020.908620.000000.00000-369.663012323.06
772020.05.13 05:05close320.010.908620.000000.00000-338.203011984.86
782020.05.13 11:09close400.040.910660.000000.00000879.273012864.13
792020.05.13 11:09close390.020.910660.000000.00000134.733012998.86
802020.05.13 11:09close370.010.910660.000000.00000-85.433012913.43
812020.05.13 14:48buy410.010.913740.000000.00000
822020.05.13 16:09buy420.020.912040.000000.00000
832020.05.13 16:35buy430.040.910340.000000.00000
842020.05.13 17:19sell440.010.909470.000000.00000
852020.05.13 17:36buy450.060.908620.000000.00000
862020.05.13 18:11sell460.020.911170.000000.00000
872020.05.13 19:44close460.020.909140.000000.00000359.933013273.36
882020.05.13 19:44close440.010.909140.000000.0000029.253013302.61
892020.05.14 04:47buy470.080.906900.000000.00000
902020.05.14 13:53sell480.010.904650.000000.00000
912020.05.14 16:17sell490.020.906360.000000.00000
922020.05.14 23:59sell500.040.908100.000000.00000
932020.05.15 15:00close500.040.905760.000000.00000820.973014123.58
942020.05.15 15:00close490.020.905760.000000.00000101.983014225.56
952020.05.15 15:00close480.010.905760.000000.00000-100.623014124.94
962020.05.15 17:56buy510.140.903500.000000.00000
972020.05.18 11:02close510.140.907740.000000.000005244.193019369.13
982020.05.18 11:02close470.080.907740.000000.00000575.923019945.05
992020.05.18 11:02close450.060.907740.000000.00000-504.953019440.10
1002020.05.18 11:02close430.040.907740.000000.00000-946.453018493.65
1012020.05.18 11:02close420.020.907740.000000.00000-774.583017719.08
1022020.05.18 11:02close410.010.907740.000000.00000-537.983017181.10
1032020.05.18 14:16buy520.010.908660.000000.00000
1042020.05.18 16:44close520.010.909770.000000.0000098.383017279.48
1052020.05.18 18:20buy530.010.910300.000000.00000
1062020.05.18 19:28buy540.020.908590.000000.00000
1072020.05.19 03:33close540.020.911060.000000.00000435.403017714.87
1082020.05.19 03:33close530.010.911060.000000.0000066.133017781.00
1092020.05.19 09:59buy550.010.912840.000000.00000
1102020.05.19 12:52buy560.020.911140.000000.00000
1112020.05.19 15:17sell570.010.909990.000000.00000
1122020.05.19 16:06buy580.040.909440.000000.00000
1132020.05.19 17:57sell590.020.911690.000000.00000
1142020.05.19 21:31close580.040.912240.000000.00000992.723018773.72
1152020.05.19 21:31close560.020.912240.000000.00000195.003018968.72
1162020.05.19 21:31close550.010.912240.000000.00000-53.193018915.53
1172020.05.19 21:49buy600.010.913070.000000.00000
1182020.05.19 22:20buy610.020.911370.000000.00000
1192020.05.19 23:04buy620.040.909630.000000.00000
1202020.05.20 04:41close620.040.912090.000000.00000867.253019782.78
1212020.05.20 04:41close610.020.912090.000000.00000125.183019907.96
1222020.05.20 04:41close600.010.912090.000000.00000-88.093019819.87
1232020.05.20 12:57sell630.040.913400.000000.00000
1242020.05.20 13:21buy640.010.914160.000000.00000
1252020.05.20 17:36sell650.060.915100.000000.00000
1262020.05.20 17:53close640.010.915460.000000.00000115.223019935.09
1272020.05.20 18:06buy660.010.916470.000000.00000
1282020.05.20 18:19sell670.080.916840.000000.00000
1292020.05.21 04:32buy680.020.914740.000000.00000
1302020.05.21 05:37buy690.040.913000.000000.00000
1312020.05.21 05:42close670.080.913670.000000.000002195.403022130.49
1322020.05.21 05:42close650.060.913670.000000.00000720.963022851.45
1332020.05.21 05:42close630.040.913670.000000.00000-122.233022729.21
1342020.05.21 05:42close590.020.913670.000000.00000-368.753022360.47
1352020.05.21 05:42close570.010.913670.000000.00000-335.093022025.38
1362020.05.21 15:29close690.040.915540.000000.00000900.573022925.95
1372020.05.21 15:29close680.020.915540.000000.00000141.823023067.77
1382020.05.21 15:29close660.010.915540.000000.00000-86.133022981.65
1392020.05.21 16:47buy700.010.916990.000000.00000
1402020.05.21 17:36buy710.020.915290.000000.00000
1412020.05.25 08:42buy720.040.913590.000000.00000
1422020.05.26 05:13close720.040.916190.000000.00000916.953023898.60
1432020.05.26 05:13close710.020.916190.000000.00000152.173024050.77
1442020.05.26 05:13close700.010.916190.000000.00000-74.623023976.15
1452020.05.26 11:41buy730.010.918750.000000.00000
1462020.05.26 19:53buy740.020.917010.000000.00000
1472020.05.26 19:54sell750.010.916700.000000.00000
1482020.05.26 22:25sell760.020.918400.000000.00000
1492020.05.27 00:06close760.020.916600.000000.00000314.763024290.91
1502020.05.27 00:06close750.010.916600.000000.000006.663024297.57
1512020.05.27 05:21buy770.040.915290.000000.00000
1522020.05.27 15:04sell780.010.913620.000000.00000
1532020.05.27 15:05buy790.060.913570.000000.00000
1542020.05.27 15:26buy800.080.911840.000000.00000
1552020.05.27 15:30close780.010.912510.000000.0000098.423024395.99
1562020.05.27 16:02sell810.010.910710.000000.00000
1572020.05.27 16:40buy820.140.908440.000000.00000
1582020.05.27 16:51close810.010.908670.000000.00000180.873024576.86
1592020.05.27 18:17sell830.010.908470.000000.00000
1602020.05.27 18:38close830.010.907290.000000.00000104.623024681.48
1612020.05.28 07:02sell840.010.908600.000000.00000
1622020.05.28 09:06sell850.020.910310.000000.00000
1632020.05.28 15:24sell860.040.912020.000000.00000
1642020.05.28 15:52close820.140.912420.000000.000004887.393029568.87
1652020.05.28 15:52close800.080.912420.000000.00000381.733029950.60
1662020.05.28 15:52close790.060.912420.000000.00000-633.813029316.79
1672020.05.28 15:52close770.040.912420.000000.00000-1032.393028284.40
1682020.05.28 15:52close740.020.912420.000000.00000-823.593027460.82
1692020.05.28 15:52close730.010.912420.000000.00000-566.043026894.78
1702020.05.28 15:52buy870.010.912630.000000.00000
1712020.05.28 16:03sell880.060.913730.000000.00000
1722020.05.28 17:31close870.010.914390.000000.00000156.013027050.79
1732020.05.28 17:52sell890.080.915440.000000.00000
1742020.05.28 18:29buy900.010.917240.000000.00000
1752020.05.28 22:18buy910.020.915540.000000.00000
1762020.05.28 22:48buy920.040.913830.000000.00000
1772020.05.29 00:46buy930.060.912050.000000.00000
1782020.05.29 00:48close890.080.911610.000000.000002698.853029749.64
1792020.05.29 00:48close880.060.911610.000000.000001114.503030864.14
1802020.05.29 00:48close860.040.911610.000000.00000136.573031000.71
1812020.05.29 00:48close850.020.911610.000000.00000-234.923030765.79
1822020.05.29 00:48close840.010.911610.000000.00000-269.073030496.72
1832020.05.29 00:48sell940.010.911510.000000.00000
1842020.05.29 02:08sell950.020.913220.000000.00000
1852020.05.29 06:39sell960.040.914930.000000.00000
1862020.05.29 09:31close930.060.915540.000000.000001856.163032352.88
1872020.05.29 09:31close920.040.915540.000000.00000601.383032954.27
1882020.05.29 09:31close910.020.915540.000000.00000-2.463032951.80
1892020.05.29 09:31close900.010.915540.000000.00000-151.923032799.88
1902020.05.29 10:03sell970.060.916650.000000.00000
1912020.05.29 10:23buy980.010.917150.000000.00000
1922020.05.29 13:43buy990.020.915440.000000.00000
1932020.05.29 16:31close970.060.914170.000000.000001319.243034119.12
1942020.05.29 16:31close960.040.914170.000000.00000269.533034388.65
1952020.05.29 16:31close950.020.914170.000000.00000-168.463034220.19
1962020.05.29 16:31close940.010.914170.000000.00000-235.833033984.36
1972020.05.29 17:57close990.020.917030.000000.00000281.893034266.25
1982020.05.29 17:57close980.010.917030.000000.00000-10.643034255.61
1992020.06.02 04:51sell1000.010.920370.000000.00000
2002020.06.02 11:18sell1010.020.922090.000000.00000
2012020.06.02 11:50sell1020.040.923790.000000.00000
2022020.06.02 12:00buy1030.010.924420.000000.00000
2032020.06.02 12:17sell1040.060.925490.000000.00000
2042020.06.02 12:48sell1050.080.927200.000000.00000
2052020.06.02 13:06close1030.010.926320.000000.00000168.423034424.03
2062020.06.02 16:58buy1060.010.928680.000000.00000
2072020.06.02 21:50sell1070.140.930610.000000.00000
2082020.06.03 00:01close1060.010.931690.000000.00000265.583034689.61
2092020.06.03 02:31sell1080.260.934020.000000.00000
2102020.06.03 02:32buy1090.010.934100.000000.00000
2112020.06.03 03:43sell1100.470.937430.000000.00000
2122020.06.03 03:46close1090.010.937810.000000.00000328.863035018.47
2132020.06.03 03:46buy1110.010.937990.000000.00000
2142020.06.03 04:08close1110.010.939330.000000.00000118.783035137.25
2152020.06.03 04:24buy1120.010.940960.000000.00000
2162020.06.03 04:25sell1130.840.941310.000000.00000
2172020.06.03 04:29buy1140.020.939200.000000.00000
2182020.06.03 04:42buy1150.040.937460.000000.00000
2192020.06.03 05:24close1130.840.936090.000000.0000038875.203074012.45
2202020.06.03 05:24close1100.470.936090.000000.000005583.743079596.19
2212020.06.03 05:24close1080.260.936090.000000.00000-4771.633074824.56
2222020.06.03 05:24close1070.140.936090.000000.00000-6832.823067991.74
2232020.06.03 05:24close1050.080.936090.000000.00000-6323.093061668.66
2242020.06.03 05:24close1040.060.936090.000000.00000-5651.953056016.70
2252020.06.03 05:24close1020.040.936090.000000.00000-4370.853051645.86
2262020.06.03 05:24close1010.020.936090.000000.00000-2486.873049158.98
2272020.06.03 05:24close1000.010.936090.000000.00000-1395.933047763.06
2282020.06.03 10:34buy1160.060.935760.000000.00000
2292020.06.03 11:00sell1170.010.934310.000000.00000
2302020.06.03 11:06buy1180.080.934050.000000.00000
2312020.06.03 11:20close1170.010.931930.000000.00000211.013047974.07
2322020.06.03 11:48sell1190.010.932550.000000.00000
2332020.06.03 14:28buy1200.140.930650.000000.00000
2342020.06.03 14:35close1190.010.931260.000000.00000114.373048088.44
2352020.06.03 17:17close1200.140.935160.000000.000005596.863053685.30
2362020.06.03 17:17close1180.080.935160.000000.00000787.143054472.44
2372020.06.03 17:17close1160.060.935160.000000.00000-319.113054153.33
2382020.06.03 17:17close1150.040.935160.000000.00000-815.513053337.82
2392020.06.03 17:17close1140.020.935160.000000.00000-716.223052621.60
2402020.06.03 17:17close1120.010.935160.000000.00000-514.133052107.47
2412020.06.03 17:17buy1210.010.935370.000000.00000
2422020.06.03 17:53close1210.010.936630.000000.00000111.693052219.16
2432020.06.04 00:03sell1220.010.933470.000000.00000
2442020.06.04 02:37sell1230.020.935210.000000.00000
2452020.06.04 03:53close1230.020.932430.000000.00000492.953052712.11
2462020.06.04 03:53close1220.010.932430.000000.0000092.213052804.32
2472020.06.04 05:31sell1240.010.931730.000000.00000
2482020.06.04 08:16sell1250.020.933450.000000.00000
2492020.06.04 11:51close1250.020.931410.000000.00000361.733053166.05
2502020.06.04 11:51close1240.010.931410.000000.0000028.373053194.42
2512020.06.04 14:46buy1260.010.933720.000000.00000
2522020.06.04 16:18close1260.010.935130.000000.00000124.993053319.41
2532020.06.04 17:02buy1270.010.936400.000000.00000
2542020.06.04 18:05close1270.010.940630.000000.00000374.953053694.36
2552020.06.04 18:07buy1280.010.942720.000000.00000
2562020.06.04 18:11buy1290.020.940980.000000.00000
2572020.06.04 18:25buy1300.040.939260.000000.00000
2582020.06.04 19:40buy1310.060.937560.000000.00000
2592020.06.04 20:25buy1320.080.935860.000000.00000
2602020.06.05 08:20close1320.080.940240.000000.000003096.123056790.48
2612020.06.05 08:20close1310.060.940240.000000.000001417.953058208.43
2622020.06.05 08:20close1300.040.940240.000000.00000342.553058550.98
2632020.06.05 08:20close1290.020.940240.000000.00000-133.653058417.33
2642020.06.05 08:20close1280.010.940240.000000.00000-221.063058196.27
2652020.06.05 08:49buy1330.010.941270.000000.00000
2662020.06.05 09:03close1330.010.942580.000000.00000116.123058312.39
2672020.06.05 09:31buy1340.010.943140.000000.00000
2682020.06.05 11:32buy1350.020.941420.000000.00000
2692020.06.05 11:54sell1360.010.939730.000000.00000
2702020.06.05 11:54close1360.010.938580.000000.00000101.963058414.35
2712020.06.05 11:55buy1370.040.939610.000000.00000
2722020.06.05 11:55sell1380.010.939380.000000.00000
2732020.06.05 12:19sell1390.020.941080.000000.00000
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