Strategy Tester Report
ArcMultiPremium
TitanFX-03 (Build 1330)

通貨ペアAUDNZD (Australian Dollar vs New Zealand Dollar)
期間1分足(M1) 2020.05.01 00:01 - 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365651モデルティック数9978771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 (21)
純益287482.51総利益648509.33総損失-361026.82
プロフィットファクタ1.80期待利得473.61
絶対ドローダウン75722.63最大ドローダウン295927.27 (9.13%)相対ドローダウン9.13% (295927.27)
総取引数607売りポジション(勝率%)326 (65.03%)買いポジション(勝率%)281 (58.36%)
勝率(%)376 (61.94%)負率 (%)231 (38.06%)
最大勝トレード94693.62敗トレード-17554.28
平均勝トレード1724.76敗トレード-1562.89
最大連勝(金額)16 (7133.91)連敗(金額)9 (-82170.80)
最大連勝(トレード数)110790.27 (2)連敗(トレード数)-82170.80 (9)
平均連勝4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
12020.05.01 10:21sell10.011.058880.000000.00000
22020.05.01 12:17sell20.021.060380.000000.00000
32020.05.01 14:21buy30.011.061880.000000.00000
42020.05.01 15:46sell40.041.061890.000000.00000
52020.05.01 21:32buy50.021.060360.000000.00000
62020.05.01 21:40close40.041.060020.000000.00000589.853000589.85
72020.05.01 21:40close20.021.060020.000000.0000056.783000646.63
82020.05.01 21:40close10.011.060020.000000.00000-89.903000556.73
92020.05.01 23:47buy60.041.058830.000000.00000
102020.05.04 00:04buy70.061.057320.000000.00000
112020.05.04 01:02close70.061.059610.000000.000001083.243001639.97
122020.05.04 01:02close60.041.059610.000000.00000235.693001875.66
132020.05.04 01:02close50.021.059610.000000.00000-123.393001752.27
142020.05.04 01:02close30.011.059610.000000.00000-181.543001570.73
152020.05.04 14:56buy80.011.062050.000000.00000
162020.05.04 21:37close80.011.063240.000000.0000093.823001664.55
172020.05.05 23:40sell90.011.061610.000000.00000
182020.05.06 00:03sell100.021.063300.000000.00000
192020.05.06 01:45close100.021.061540.000000.00000277.583001942.13
202020.05.06 01:45close90.011.061540.000000.000004.533001946.66
212020.05.06 01:46sell110.011.061110.000000.00000
222020.05.06 02:51sell120.021.062630.000000.00000
232020.05.06 13:10sell130.041.064130.000000.00000
242020.05.06 17:44sell140.061.065630.000000.00000
252020.05.06 17:46buy150.011.066040.000000.00000
262020.05.06 23:05buy160.021.064540.000000.00000
272020.05.07 08:45sell170.081.067160.000000.00000
282020.05.07 09:05close160.021.067500.000000.00000451.303002397.95
292020.05.07 09:05close150.011.067500.000000.00000107.403002505.35
302020.05.07 09:05buy180.011.067690.000000.00000
312020.05.08 09:02buy190.021.066170.000000.00000
322020.05.08 11:21buy200.041.064660.000000.00000
332020.05.08 15:00close170.081.063490.000000.000002307.293004812.65
342020.05.08 15:00close140.061.063490.000000.00000988.683005801.33
352020.05.08 15:00close130.041.063490.000000.00000185.993005987.31
362020.05.08 15:00close120.021.063490.000000.00000-143.583005843.73
372020.05.08 15:00close110.011.063490.000000.00000-191.653005652.08
382020.05.11 00:01buy210.061.062220.000000.00000
392020.05.11 04:20close210.061.065010.000000.000001319.753006971.83
402020.05.11 04:20close200.041.065010.000000.00000100.093007071.92
412020.05.11 04:20close190.021.065010.000000.00000-188.043006883.88
422020.05.11 04:20close180.011.065010.000000.00000-216.423006667.46
432020.05.11 16:13sell220.011.064400.000000.00000
442020.05.11 17:40sell230.021.065900.000000.00000
452020.05.11 18:30sell240.041.067420.000000.00000
462020.05.11 18:32buy250.011.067770.000000.00000
472020.05.11 19:02buy260.021.066270.000000.00000
482020.05.12 00:02buy270.041.064740.000000.00000
492020.05.12 00:29close270.041.066940.000000.00000693.773007361.23
502020.05.12 00:29close260.021.066940.000000.00000100.503007461.73
512020.05.12 00:29close250.011.066940.000000.00000-68.003007393.73
522020.05.12 04:47close240.041.062550.000000.000001532.173008925.90
532020.05.12 04:47close230.021.062550.000000.00000526.353009452.25
542020.05.12 04:47close220.011.062550.000000.00000144.893009597.13
552020.05.12 05:32sell280.011.062050.000000.00000
562020.05.12 07:56sell290.021.063560.000000.00000
572020.05.12 08:33buy300.011.065020.000000.00000
582020.05.12 08:34sell310.041.065080.000000.00000
592020.05.12 11:56sell320.061.066580.000000.00000
602020.05.12 13:27close300.011.066920.000000.00000149.793009746.92
612020.05.13 00:04close320.061.063590.000000.000001408.733011155.65
622020.05.13 00:04close310.041.063590.000000.00000466.013011621.66
632020.05.13 00:04close290.021.063590.000000.00000-6.723011614.94
642020.05.13 00:04close280.011.063590.000000.00000-122.433011492.51
652020.05.13 00:42sell330.011.063030.000000.00000
662020.05.13 01:00sell340.021.064560.000000.00000
672020.05.13 05:01close340.021.062350.000000.00000348.553011841.06
682020.05.13 05:01close330.011.062350.000000.0000053.633011894.69
692020.05.13 05:36buy350.011.074150.000000.00000
702020.05.13 06:52close350.011.075620.000000.00000115.893012010.58
712020.05.13 07:28buy360.011.077070.000000.00000
722020.05.13 08:25buy370.021.075540.000000.00000
732020.05.15 11:14close370.021.078020.000000.00000370.473012381.05
742020.05.15 11:14close360.011.078020.000000.0000064.623012445.67
752020.05.18 15:41sell380.011.080260.000000.00000
762020.05.18 16:49close380.011.078910.000000.00000106.453012552.12
772020.05.18 16:49sell390.011.078740.000000.00000
782020.05.18 22:33sell400.021.080240.000000.00000
792020.05.19 01:41close400.021.078630.000000.00000251.933012804.05
802020.05.19 01:41close390.011.078630.000000.000007.683012811.73
812020.05.19 03:25buy410.011.081980.000000.00000
822020.05.19 04:41buy420.021.080460.000000.00000
832020.05.19 06:18buy430.041.078930.000000.00000
842020.05.19 08:49sell440.011.077590.000000.00000
852020.05.19 09:26buy450.061.077400.000000.00000
862020.05.19 12:12buy460.081.075880.000000.00000
872020.05.19 13:51close440.011.075680.000000.00000150.613012962.34
882020.05.20 03:24sell470.011.073390.000000.00000
892020.05.20 03:47buy480.141.072840.000000.00000
902020.05.21 05:13close470.011.071890.000000.00000115.303013077.64
912020.05.21 05:38sell490.011.070460.000000.00000
922020.05.21 07:47sell500.021.071960.000000.00000
932020.05.21 12:18sell510.041.073460.000000.00000
942020.05.22 09:08buy520.261.069830.000000.00000
952020.05.22 09:48close510.041.067710.000000.000001809.653014887.28
962020.05.22 09:48close500.021.067710.000000.00000668.263015555.55
972020.05.22 09:48close490.011.067710.000000.00000215.853015771.39
982020.05.22 10:09sell530.011.067410.000000.00000
992020.05.22 12:22sell540.021.068910.000000.00000
1002020.05.22 17:32sell550.041.070410.000000.00000
1012020.05.22 18:00sell560.061.071920.000000.00000
1022020.05.25 17:05sell570.081.073420.000000.00000
1032020.05.26 17:15close570.081.070220.000000.000002010.663017782.06
1042020.05.26 17:15close560.061.070220.000000.00000792.383018574.44
1052020.05.26 17:15close550.041.070220.000000.0000051.983018626.42
1062020.05.26 17:15close540.021.070220.000000.00000-210.563018415.86
1072020.05.26 17:15close530.011.070220.000000.00000-223.573018192.29
1082020.05.27 11:30sell580.011.070580.000000.00000
1092020.05.27 16:34close580.011.068800.000000.00000140.353018332.64
1102020.05.27 16:34sell590.011.068610.000000.00000
1112020.05.27 21:26sell600.021.070120.000000.00000
1122020.05.28 07:50close600.021.067680.000000.00000378.843018711.48
1132020.05.28 07:50close590.011.067680.000000.0000070.353018781.83
1142020.05.28 15:29buy610.471.066490.000000.00000
1152020.05.28 16:41close610.471.070900.000000.0000016340.133035121.96
1162020.05.28 16:41close520.261.070900.000000.000001792.243036914.20
1172020.05.28 16:41close480.141.070900.000000.00000-2500.993034413.21
1182020.05.28 16:41close460.081.070900.000000.00000-3366.973031046.25
1192020.05.28 16:41close450.061.070900.000000.00000-3244.193027802.06
1202020.05.28 16:41close430.041.070900.000000.00000-2645.273025156.79
1212020.05.28 16:41close420.021.070900.000000.00000-1563.873023592.91
1222020.05.28 16:41close410.011.070900.000000.00000-901.763022691.15
1232020.05.28 16:41buy620.011.071090.000000.00000
1242020.05.28 17:03buy630.021.069570.000000.00000
1252020.05.28 22:54sell640.011.068500.000000.00000
1262020.05.29 00:02buy650.041.068070.000000.00000
1272020.05.29 02:59sell660.021.070010.000000.00000
1282020.05.29 08:47sell670.041.071510.000000.00000
1292020.05.29 12:22close650.041.071230.000000.00000996.483023687.63
1302020.05.29 12:22close630.021.071230.000000.00000256.593023944.22
1312020.05.29 12:22close620.011.071230.000000.000008.473023952.69
1322020.05.29 18:49sell680.061.073010.000000.00000
1332020.05.29 21:49sell690.081.074510.000000.00000
1342020.06.01 04:30sell700.141.077510.000000.00000
1352020.06.01 09:12sell710.261.080510.000000.00000
1362020.06.02 08:10buy720.011.082190.000000.00000
1372020.06.02 09:40sell730.471.083510.000000.00000
1382020.06.02 11:22sell740.841.086510.000000.00000
1392020.06.02 11:26close720.011.086240.000000.00000319.283024271.97
1402020.06.02 11:26buy750.011.086430.000000.00000
1412020.06.02 14:08buy760.021.084930.000000.00000
1422020.06.02 16:45buy770.041.083380.000000.00000
1432020.06.02 16:59buy780.061.081880.000000.00000
1442020.06.02 16:59close740.841.082010.000000.0000029806.063054078.03
1452020.06.02 16:59close730.471.082010.000000.000005559.063059637.09
1462020.06.02 16:59close710.261.082010.000000.00000-3101.063056536.03
1472020.06.02 16:59close700.141.082010.000000.00000-4981.593051554.45
1482020.06.02 16:59close690.081.082010.000000.00000-4747.013046807.43
1492020.06.02 16:59close680.061.082010.000000.00000-4269.933042537.50
1502020.06.02 16:59close670.041.082010.000000.00000-3319.733039217.77
1512020.06.02 16:59close660.021.082010.000000.00000-1896.423037321.35
1522020.06.02 16:59close640.011.082010.000000.00000-1068.273036253.08
1532020.06.02 17:00sell790.011.081870.000000.00000
1542020.06.02 18:40sell800.021.083380.000000.00000
1552020.06.03 03:49sell810.041.084910.000000.00000
1562020.06.03 04:10close780.061.084640.000000.000001290.093037543.17
1572020.06.03 04:10close770.041.084640.000000.00000387.053037930.22
1582020.06.03 04:10close760.021.084640.000000.00000-50.863037879.36
1592020.06.03 04:10close750.011.084640.000000.00000-143.693037735.67
1602020.06.03 04:13buy820.011.085370.000000.00000
1612020.06.03 04:32buy830.021.083840.000000.00000
1622020.06.03 05:12buy840.041.082340.000000.00000
1632020.06.03 05:36close810.041.082870.000000.00000643.433038379.10
1642020.06.03 05:36close800.021.082870.000000.0000078.443038457.54
1652020.06.03 05:36close790.011.082870.000000.00000-79.853038377.69
1662020.06.03 09:59buy850.061.080840.000000.00000
1672020.06.03 11:11sell860.011.079510.000000.00000
1682020.06.03 11:26buy870.081.079340.000000.00000
1692020.06.03 13:25buy880.141.076340.000000.00000
1702020.06.03 13:46close860.011.077050.000000.00000193.973038571.66
1712020.06.03 14:00sell890.011.076200.000000.00000
1722020.06.03 17:03sell900.021.077720.000000.00000
1732020.06.03 17:50sell910.041.079220.000000.00000
1742020.06.04 04:01close910.041.076420.000000.00000871.223039442.88
1752020.06.04 04:01close900.021.076420.000000.00000199.053039641.93
1762020.06.04 04:01close890.011.076420.000000.00000-20.333039621.60
1772020.06.04 04:56sell920.011.074960.000000.00000
1782020.06.04 14:47sell930.021.076470.000000.00000
1792020.06.04 17:18sell940.041.077980.000000.00000
1802020.06.04 21:01close940.041.075670.000000.00000728.603040350.20
1812020.06.04 21:01close930.021.075670.000000.00000126.163040476.36
1822020.06.04 21:01close920.011.075670.000000.00000-55.983040420.38
1832020.06.04 22:07sell950.011.073910.000000.00000
1842020.06.05 00:02buy960.261.073190.000000.00000
1852020.06.05 08:52sell970.021.075420.000000.00000
1862020.06.05 09:01sell980.041.076920.000000.00000
1872020.06.05 09:49close980.041.074790.000000.00000671.823041092.20
1882020.06.05 09:49close970.021.074790.000000.0000099.363041191.56
1892020.06.05 09:49close950.011.074790.000000.00000-70.383041121.17
1902020.06.05 16:43buy990.471.070170.000000.00000
1912020.06.08 17:29sell1000.011.068130.000000.00000
1922020.06.08 17:53sell1010.021.069630.000000.00000
1932020.06.09 09:23buy1020.841.067160.000000.00000
1942020.06.09 10:24buy1031.511.064160.000000.00000
1952020.06.09 10:33close1010.021.064910.000000.00000742.373041863.55
1962020.06.09 10:33close1000.011.064910.000000.00000252.923042116.46
1972020.06.09 10:41sell1040.011.063900.000000.00000
1982020.06.09 11:01sell1050.021.065410.000000.00000
1992020.06.09 11:44sell1060.041.066910.000000.00000
2002020.06.09 15:25sell1070.061.068410.000000.00000
2012020.06.09 15:40close1031.511.068960.000000.0000057139.613099256.07
2022020.06.09 15:40close1020.841.068960.000000.0000011919.853111175.92
2032020.06.09 15:40close990.471.068960.000000.00000-4724.943106450.99
2042020.06.09 15:40close960.261.068960.000000.00000-8803.923097647.07
2052020.06.09 15:40close880.141.068960.000000.00000-8361.133089285.94
2062020.06.09 15:40close870.081.068960.000000.00000-6669.833082616.11
2072020.06.09 15:40close850.061.068960.000000.00000-5711.893076904.23
2082020.06.09 15:40close840.041.068960.000000.00000-4280.933072623.29
2092020.06.09 15:40close830.021.068960.000000.00000-2376.973070246.32
2102020.06.09 15:40close820.011.068960.000000.00000-1309.103068937.22
2112020.06.09 15:59buy1080.011.069450.000000.00000
2122020.06.09 16:55buy1090.021.067950.000000.00000
2132020.06.10 14:22sell1100.081.069930.000000.00000
2142020.06.10 16:23close1090.021.070450.000000.00000389.033069326.25
2152020.06.10 16:23close1080.011.070450.000000.0000076.273069402.52
2162020.06.10 17:22buy1110.011.071720.000000.00000
2172020.06.10 19:59buy1120.021.070220.000000.00000
2182020.06.11 05:06buy1130.041.068690.000000.00000
2192020.06.11 07:14buy1140.061.067160.000000.00000
2202020.06.11 15:25close1100.081.067020.000000.000001811.833071214.35
2212020.06.11 15:25close1070.061.067020.000000.00000633.783071848.13
2222020.06.11 15:25close1060.041.067020.000000.00000-50.583071797.54
2232020.06.11 15:25close1050.021.067020.000000.00000-261.853071535.69
2242020.06.11 15:25close1040.011.067020.000000.00000-249.993071285.70
2252020.06.11 16:19sell1150.011.065480.000000.00000
2262020.06.11 16:27buy1160.081.065630.000000.00000
2272020.06.11 21:36sell1170.021.066980.000000.00000
2282020.06.12 00:02close1170.021.065250.000000.00000270.833071556.53
2292020.06.12 00:02close1150.011.065250.000000.0000017.153071573.68
2302020.06.12 04:46sell1180.011.062950.000000.00000
2312020.06.12 05:46sell1190.021.064460.000000.00000
2322020.06.12 07:09sell1200.041.065990.000000.00000
2332020.06.12 13:14sell1210.061.067490.000000.00000
2342020.06.12 19:22close1210.061.065210.000000.000001078.703072652.38
2352020.06.12 19:22close1200.041.065210.000000.00000246.013072898.39
2362020.06.12 19:22close1190.021.065210.000000.00000-118.283072780.11
2372020.06.12 19:22close1180.011.065210.000000.00000-178.213072601.90
2382020.06.15 00:01buy1220.141.062120.000000.00000
2392020.06.15 10:39buy1230.261.059110.000000.00000
2402020.06.15 12:44sell1240.011.058410.000000.00000
2412020.06.15 13:19sell1250.021.059920.000000.00000
2422020.06.15 16:40sell1260.041.061420.000000.00000
2432020.06.15 16:53sell1270.061.062920.000000.00000
2442020.06.15 17:30close1230.261.063510.000000.000009018.723081620.62
2452020.06.15 17:30close1220.141.063510.000000.000001534.133083154.75
2462020.06.15 17:30close1160.081.063510.000000.00000-1378.163081776.59
2472020.06.15 17:30close1140.061.063510.000000.00000-1757.323080019.27
2482020.06.15 17:30close1130.041.063510.000000.00000-1654.023078365.24
2492020.06.15 17:30close1120.021.063510.000000.00000-1083.673077281.57
2502020.06.15 17:30close1110.011.063510.000000.00000-660.093076621.48
2512020.06.15 17:38buy1280.011.064150.000000.00000
2522020.06.15 18:14sell1290.081.064430.000000.00000
2532020.06.15 21:28sell1300.141.067430.000000.00000
2542020.06.15 21:43close1280.011.066720.000000.00000202.603076824.08
2552020.06.15 21:59buy1310.011.067650.000000.00000
2562020.06.16 01:35close1310.011.069280.000000.00000125.933076950.01
2572020.06.16 01:52buy1320.011.070260.000000.00000
2582020.06.16 02:55sell1330.261.070430.000000.00000
2592020.06.16 08:56close1320.011.071740.000000.00000116.673077066.68
2602020.06.16 18:02close1330.261.065970.000000.000009143.683086210.36
2612020.06.16 18:02close1300.141.065970.000000.000001597.833087808.19
2622020.06.16 18:02close1290.081.065970.000000.00000-979.413086828.79
2632020.06.16 18:02close1270.061.065970.000000.00000-1448.953085379.84
2642020.06.16 18:02close1260.041.065970.000000.00000-1439.083083940.75
2652020.06.16 18:02close1250.021.065970.000000.00000-956.103082984.66
2662020.06.16 18:02close1240.011.065970.000000.00000-597.113082387.54
2672020.06.16 18:02sell1340.011.065770.000000.00000
2682020.06.16 18:07sell1350.021.067280.000000.00000
2692020.06.16 21:57sell1360.041.068780.000000.00000
2702020.06.17 00:02close1360.041.066330.000000.00000768.783083156.32
2712020.06.17 00:02close1350.021.066330.000000.00000147.833083304.15
2722020.06.17 00:02close1340.011.066330.000000.00000-45.143083259.01
2732020.06.17 03:25sell1370.011.065450.000000.00000
2742020.06.17 09:06sell1380.021.066950.000000.00000
2752020.06.17 09:29buy1390.011.068110.000000.00000
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11402021.03.24 18:49buy5730.021.090710.000000.00000
11412021.03.24 20:44buy5740.041.089210.000000.00000
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11432021.03.24 22:24close5700.041.089380.000000.00000548.853281223.39
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11452021.03.24 22:24close5680.011.089380.000000.00000-102.723281156.53
11462021.03.24 23:02buy5750.061.087630.000000.00000
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11512021.03.26 11:59sell5760.011.089420.000000.00000
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