Strategy Tester Report
ArcMultiPremium
TitanFX-03 (Build 1330)

通貨ペアAUDUSD (Australian Dollar vs US 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365665モデルティック数11865199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 (10)
純益614205.71総利益1005923.62総損失-391717.91
プロフィットファクタ2.57期待利得586.63
絶対ドローダウン42966.73最大ドローダウン251630.35 (7.24%)相対ドローダウン7.24% (251630.35)
総取引数1047売りポジション(勝率%)518 (63.51%)買いポジション(勝率%)529 (70.70%)
勝率(%)703 (67.14%)負率 (%)344 (32.86%)
最大勝トレード94058.66敗トレード-17084.70
平均勝トレード1430.90敗トレード-1138.71
最大連勝(金額)22 (10586.93)連敗(金額)9 (-98789.89)
最大連勝(トレード数)136871.51 (14)連敗(トレード数)-98789.89 (9)
平均連勝5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 00:55sell10.010.650100.000000.00000
22020.05.01 03:23close10.010.648280.000000.00000198.073000198.07
32020.05.01 03:23sell20.010.648210.000000.00000
42020.05.01 06:37close20.010.646560.000000.00000179.583000377.65
52020.05.01 08:10sell30.010.645830.000000.00000
62020.05.01 15:00close30.010.644620.000000.00000131.693000509.34
72020.05.04 14:55buy40.010.642550.000000.00000
82020.05.04 15:45buy50.020.641040.000000.00000
92020.05.04 16:40buy60.040.639540.000000.00000
102020.05.04 23:18close60.040.642450.000000.000001266.673001776.01
112020.05.04 23:18close50.020.642450.000000.00000306.873002082.88
122020.05.04 23:18close40.010.642450.000000.00000-10.883002072.00
132020.05.05 03:05buy70.010.643240.000000.00000
142020.05.05 05:59close70.010.644400.000000.00000126.233002198.23
152020.05.05 09:00buy80.010.646040.000000.00000
162020.05.05 10:08buy90.020.644530.000000.00000
172020.05.05 11:42buy100.040.643020.000000.00000
182020.05.05 16:57close100.040.646560.000000.000001540.893003739.12
192020.05.05 16:57close90.020.646560.000000.00000441.813004180.93
202020.05.05 16:57close80.010.646560.000000.0000056.593004237.52
212020.05.05 16:57buy110.010.646670.000000.00000
222020.05.05 17:14buy120.020.645170.000000.00000
232020.05.05 23:11buy130.040.643650.000000.00000
242020.05.06 03:15sell140.010.642560.000000.00000
252020.05.06 03:19buy150.060.642140.000000.00000
262020.05.06 08:09sell160.020.644060.000000.00000
272020.05.06 18:57close160.020.641590.000000.00000537.633004775.15
282020.05.06 18:57close140.010.641590.000000.00000105.573004880.72
292020.05.06 21:10sell170.010.641610.000000.00000
302020.05.06 22:41buy180.080.640640.000000.00000
312020.05.06 23:22close170.010.640350.000000.00000137.133005017.85
322020.05.07 01:30sell190.010.638810.000000.00000
332020.05.07 03:12sell200.020.640310.000000.00000
342020.05.07 06:02sell210.040.641810.000000.00000
352020.05.07 09:03sell220.060.643340.000000.00000
362020.05.07 09:04sell230.080.645370.000000.00000
372020.05.07 09:04close180.080.644310.000000.000003133.843008151.69
382020.05.07 09:04close150.060.644310.000000.000001371.013009522.69
392020.05.07 09:04close130.040.644310.000000.00000246.553009769.24
402020.05.07 09:04close120.020.644310.000000.00000-207.543009561.70
412020.05.07 09:04close110.010.644310.000000.00000-267.013009294.69
422020.05.07 09:05buy240.010.644440.000000.00000
432020.05.07 10:08close240.010.645580.000000.00000124.063009418.75
442020.05.07 10:10buy250.010.645840.000000.00000
452020.05.07 17:12buy260.020.644340.000000.00000
462020.05.07 18:44sell270.120.648390.000000.00000
472020.05.07 19:10close260.020.649240.000000.000001066.433010485.18
482020.05.07 19:10close250.010.649240.000000.00000369.993010855.17
492020.05.08 00:15buy280.010.649900.000000.00000
502020.05.08 03:36sell290.180.651400.000000.00000
512020.05.08 04:18close280.010.652170.000000.00000247.023011102.19
522020.05.08 04:48sell300.270.654430.000000.00000
532020.05.08 05:40buy310.010.654870.000000.00000
542020.05.08 06:19buy320.020.653370.000000.00000
552020.05.08 10:35buy330.040.651870.000000.00000
562020.05.08 15:30close330.040.653740.000000.00000813.983011916.17
572020.05.08 15:30close320.020.653740.000000.0000080.523011996.69
582020.05.08 15:30close310.010.653740.000000.00000-122.963011873.73
592020.05.11 13:27close300.270.648880.000000.0000016205.353028079.08
602020.05.11 13:27close290.180.648880.000000.000004867.873032946.95
612020.05.11 13:27close270.120.648880.000000.00000-731.603032215.35
622020.05.11 13:27close230.080.648880.000000.00000-3117.123029098.23
632020.05.11 13:27close220.060.648880.000000.00000-3663.413025434.81
642020.05.11 13:27close210.040.648880.000000.00000-3108.333022326.49
652020.05.11 13:27close200.020.648880.000000.00000-1880.663020445.83
662020.05.11 13:27close190.010.648880.000000.00000-1103.583019342.25
672020.05.11 13:27sell340.010.648770.000000.00000
682020.05.11 15:00close340.010.647540.000000.00000133.873019476.12
692020.05.11 15:00sell350.010.647430.000000.00000
702020.05.11 16:51sell360.020.648950.000000.00000
712020.05.11 19:04close360.020.646630.000000.00000504.983019981.10
722020.05.11 19:04close350.010.646630.000000.0000087.063020068.16
732020.05.11 19:05sell370.010.646610.000000.00000
742020.05.11 19:28sell380.020.648120.000000.00000
752020.05.11 20:09sell390.040.649620.000000.00000
762020.05.12 03:31close390.040.644390.000000.000002261.493022329.65
772020.05.12 03:31close380.020.644390.000000.00000804.253023133.90
782020.05.12 03:31close370.010.644390.000000.00000237.793023371.69
792020.05.12 11:15buy400.010.649310.000000.00000
802020.05.12 13:33close400.010.650840.000000.00000166.503023538.19
812020.05.12 13:33buy410.010.650950.000000.00000
822020.05.12 15:18close410.010.652590.000000.00000178.463023716.65
832020.05.13 02:15sell420.010.646830.000000.00000
842020.05.13 08:32sell430.020.648350.000000.00000
852020.05.13 14:27sell440.040.649850.000000.00000
862020.05.13 14:30buy450.010.650300.000000.00000
872020.05.13 14:44sell460.060.651360.000000.00000
882020.05.13 16:22buy470.020.648800.000000.00000
892020.05.13 16:39close460.060.648430.000000.000001913.273025629.92
902020.05.13 16:39close440.040.648430.000000.00000618.173026248.09
912020.05.13 16:39close430.020.648430.000000.00000-17.413026230.68
922020.05.13 16:39close420.010.648430.000000.00000-174.133026056.55
932020.05.13 16:46buy480.040.647290.000000.00000
942020.05.13 18:50sell490.010.645880.000000.00000
952020.05.13 19:09buy500.060.645790.000000.00000
962020.05.13 19:42buy510.080.644280.000000.00000
972020.05.14 05:05close490.010.643040.000000.00000297.633026354.18
982020.05.14 07:35sell520.010.643060.000000.00000
992020.05.14 09:40sell530.020.644570.000000.00000
1002020.05.14 14:02close530.020.642780.000000.00000389.623026743.80
1012020.05.14 14:02close520.010.642780.000000.0000030.473026774.27
1022020.05.14 14:12buy540.120.641260.000000.00000
1032020.05.14 22:35close540.120.645370.000000.000005367.003032141.27
1042020.05.14 22:35close510.080.645370.000000.00000887.803033029.07
1052020.05.14 22:35close500.060.645370.000000.00000-320.063032709.01
1062020.05.14 22:35close480.040.645370.000000.00000-866.303031842.71
1072020.05.14 22:35close470.020.645370.000000.00000-761.783031080.93
1082020.05.14 22:35close450.010.645370.000000.00000-544.133030536.80
1092020.05.14 22:40buy550.010.645800.000000.00000
1102020.05.15 13:41buy560.020.644280.000000.00000
1112020.05.15 14:37buy570.040.642770.000000.00000
1122020.05.15 15:45close570.040.644660.000000.00000822.673031359.47
1132020.05.15 15:45close560.020.644660.000000.0000082.703031442.17
1142020.05.15 15:45close550.010.644660.000000.00000-126.613031315.56
1152020.05.18 13:45buy580.010.645220.000000.00000
1162020.05.18 15:10close580.010.646970.000000.00000190.443031506.00
1172020.05.18 16:10buy590.010.648120.000000.00000
1182020.05.18 16:44close590.010.649410.000000.00000140.383031646.38
1192020.05.18 16:44buy600.010.649490.000000.00000
1202020.05.18 17:28buy610.020.647990.000000.00000
1212020.05.18 18:28close610.020.650820.000000.00000615.923032262.30
1222020.05.18 18:28close600.010.650820.000000.00000144.733032407.03
1232020.05.18 18:28buy620.010.650890.000000.00000
1242020.05.19 03:33close620.010.654140.000000.00000351.113032758.15
1252020.05.19 03:33buy630.010.654180.000000.00000
1262020.05.19 04:39buy640.020.652660.000000.00000
1272020.05.19 06:18buy650.040.651150.000000.00000
1282020.05.19 10:01close650.040.655390.000000.000001845.593034603.74
1292020.05.19 10:01close640.020.655390.000000.00000594.163035197.90
1302020.05.19 10:01close630.010.655390.000000.00000131.673035329.57
1312020.05.19 12:00buy660.010.655750.000000.00000
1322020.05.19 12:52buy670.020.654250.000000.00000
1332020.05.19 18:05close670.020.656160.000000.00000415.693035745.26
1342020.05.19 18:05close660.010.656160.000000.0000044.613035789.87
1352020.05.19 21:00buy680.010.656670.000000.00000
1362020.05.19 22:36buy690.020.655160.000000.00000
1372020.05.19 22:59buy700.040.653660.000000.00000
1382020.05.20 01:05sell710.010.652770.000000.00000
1392020.05.20 02:36sell720.020.654300.000000.00000
1402020.05.20 04:26sell730.040.655800.000000.00000
1412020.05.20 11:02close730.040.653740.000000.00000896.793036686.66
1422020.05.20 11:02close720.020.653740.000000.00000121.893036808.55
1432020.05.20 11:02close710.010.653740.000000.00000-105.573036702.98
1442020.05.20 11:03sell740.010.653630.000000.00000
1452020.05.20 12:24sell750.020.655150.000000.00000
1462020.05.20 12:52sell760.040.656670.000000.00000
1472020.05.20 14:21close700.040.656820.000000.000001365.303038068.28
1482020.05.20 14:21close690.020.656820.000000.00000356.193038424.47
1492020.05.20 14:21close680.010.656820.000000.0000013.773038438.24
1502020.05.20 14:45buy770.010.657990.000000.00000
1512020.05.20 14:58sell780.060.658170.000000.00000
1522020.05.20 17:38sell790.080.659690.000000.00000
1532020.05.20 18:53close770.010.660590.000000.00000282.933038721.17
1542020.05.21 05:46close790.080.655880.000000.000003225.563041946.73
1552020.05.21 05:46close780.060.655880.000000.000001426.613043373.34
1562020.05.21 05:46close760.040.655880.000000.00000298.083043671.42
1572020.05.21 05:46close750.020.655880.000000.00000-181.823043489.60
1582020.05.21 05:46close740.010.655880.000000.00000-256.343043233.26
1592020.05.21 08:45sell800.010.655510.000000.00000
1602020.05.21 10:20sell810.020.657010.000000.00000
1612020.05.21 15:16sell820.040.658530.000000.00000
1622020.05.21 15:50buy830.010.659430.000000.00000
1632020.05.21 15:56buy840.020.657910.000000.00000
1642020.05.21 17:40buy850.040.656410.000000.00000
1652020.05.21 18:38close820.040.656480.000000.00000892.433044125.69
1662020.05.21 18:38close810.020.656480.000000.00000115.363044241.05
1672020.05.21 18:38close800.010.656480.000000.00000-105.573044135.48
1682020.05.21 21:50sell860.010.655950.000000.00000
1692020.05.21 22:15sell870.020.657470.000000.00000
1702020.05.22 05:13buy880.060.654900.000000.00000
1712020.05.22 05:46close870.020.655190.000000.00000488.643044624.12
1722020.05.22 05:46close860.010.655190.000000.0000078.903044703.02
1732020.05.22 06:35sell890.010.653580.000000.00000
1742020.05.22 06:38buy900.080.653390.000000.00000
1752020.05.22 11:15close890.010.652240.000000.00000145.833044848.85
1762020.05.26 05:13close900.080.656480.000000.000002649.293047498.14
1772020.05.26 05:13close880.060.656480.000000.000001001.053048499.19
1782020.05.26 05:13close850.040.656480.000000.00000-0.093048499.11
1792020.05.26 05:13close840.020.656480.000000.00000-326.503048172.61
1802020.05.26 05:13close830.010.656480.000000.00000-328.663047843.95
1812020.05.26 06:45buy910.010.657200.000000.00000
1822020.05.26 12:37close910.010.661530.000000.00000471.193048315.14
1832020.05.26 14:55buy920.010.663290.000000.00000
1842020.05.26 18:18close920.010.665300.000000.00000218.733048533.87
1852020.05.26 18:18buy930.010.665380.000000.00000
1862020.05.26 22:34close930.010.666490.000000.00000120.793048654.66
1872020.05.27 11:25buy940.010.665780.000000.00000
1882020.05.27 12:06buy950.020.664280.000000.00000
1892020.05.27 13:19close950.020.667000.000000.00000591.983049246.64
1902020.05.27 13:19close940.010.667000.000000.00000132.763049379.40
1912020.05.28 06:50sell960.010.660520.000000.00000
1922020.05.28 09:07sell970.020.662020.000000.00000
1932020.05.28 11:49close970.020.660370.000000.00000359.153049738.55
1942020.05.28 11:49close960.010.660370.000000.0000016.323049754.87
1952020.05.28 14:45buy980.010.662620.000000.00000
1962020.05.28 16:33close980.010.664440.000000.00000198.053049952.92
1972020.05.28 17:50buy990.010.665510.000000.00000
1982020.05.28 22:28buy1000.020.663960.000000.00000
1992020.05.29 00:46buy1010.040.662360.000000.00000
2002020.05.29 09:08close1010.040.665450.000000.000001345.023051297.94
2012020.05.29 09:08close1000.020.665450.000000.00000319.203051617.14
2022020.05.29 09:08close990.010.665450.000000.00000-9.083051608.06
2032020.05.29 13:05buy1020.010.666300.000000.00000
2042020.05.29 15:04close1020.010.667330.000000.00000112.083051720.14
2052020.06.01 18:00buy1030.010.678850.000000.00000
2062020.06.01 18:26buy1040.020.677330.000000.00000
2072020.06.02 00:11close1040.020.680350.000000.00000652.183052372.32
2082020.06.02 00:11close1030.010.680350.000000.00000160.683052533.00
2092020.06.02 00:11buy1050.010.680380.000000.00000
2102020.06.02 02:09buy1060.020.678850.000000.00000
2112020.06.02 13:05close1060.020.685910.000000.000001536.543054069.54
2122020.06.02 13:05close1050.010.685910.000000.00000601.783054671.32
2132020.06.02 17:00buy1070.010.686810.000000.00000
2142020.06.02 18:03close1070.010.688480.000000.00000181.733054853.05
2152020.06.02 19:45buy1080.010.688890.000000.00000
2162020.06.03 02:59close1080.010.691190.000000.00000247.743055100.79
2172020.06.03 03:45buy1090.010.694790.000000.00000
2182020.06.03 04:10close1090.010.696440.000000.00000179.553055280.34
2192020.06.03 04:10buy1100.010.696510.000000.00000
2202020.06.03 04:34buy1110.020.694990.000000.00000
2212020.06.03 05:09buy1120.040.693440.000000.00000
2222020.06.03 10:58buy1130.060.691920.000000.00000
2232020.06.03 11:07buy1140.080.690410.000000.00000
2242020.06.03 13:55sell1150.010.688440.000000.00000
2252020.06.03 13:59buy1160.120.687410.000000.00000
2262020.06.03 14:38close1150.010.686630.000000.00000196.993055477.33
2272020.06.03 14:38sell1170.010.686560.000000.00000
2282020.06.03 15:15sell1180.020.688070.000000.00000
2292020.06.03 16:19sell1190.040.689580.000000.00000
2302020.06.03 17:00sell1200.060.691080.000000.00000
2312020.06.03 17:00close1160.120.691160.000000.000004896.903060374.23
2322020.06.03 17:00close1140.080.691160.000000.00000652.923061027.15
2332020.06.03 17:00close1130.060.691160.000000.00000-496.223060530.93
2342020.06.03 17:00close1120.040.691160.000000.00000-992.443059538.49
2352020.06.03 17:00close1110.020.691160.000000.00000-833.563058704.93
2362020.06.03 17:00close1100.010.691160.000000.00000-582.193058122.74
2372020.06.03 17:26sell1210.080.692580.000000.00000
2382020.06.03 18:38sell1220.120.695590.000000.00000
2392020.06.04 01:33close1220.120.691930.000000.000004642.453062765.19
2402020.06.04 01:33close1210.080.691930.000000.00000474.263063239.45
2412020.06.04 01:33close1200.060.691930.000000.00000-623.803062615.65
2422020.06.04 01:33close1190.040.691930.000000.00000-1068.863061546.78
2432020.06.04 01:33close1180.020.691930.000000.00000-863.123060683.66
2442020.06.04 01:33close1170.010.691930.000000.00000-595.903060087.76
2452020.06.04 03:25sell1230.010.690780.000000.00000
2462020.06.04 09:59close1230.010.689340.000000.00000156.723060244.48
2472020.06.04 09:59sell1240.010.689260.000000.00000
2482020.06.04 14:38sell1250.020.690770.000000.00000
2492020.06.04 14:53sell1260.040.692270.000000.00000
2502020.06.04 15:46close1260.040.689970.000000.000001001.263061245.74
2512020.06.04 15:46close1250.020.689970.000000.00000174.133061419.87
2522020.06.04 15:46close1240.010.689970.000000.00000-77.283061342.59
2532020.06.04 17:20buy1270.010.692970.000000.00000
2542020.06.04 18:09close1270.010.697730.000000.00000517.983061860.57
2552020.06.05 07:45buy1280.010.697720.000000.00000
2562020.06.05 09:03close1280.010.699420.000000.00000184.993062045.56
2572020.06.05 09:03buy1290.010.699530.000000.00000
2582020.06.05 11:51buy1300.020.698010.000000.00000
2592020.06.05 11:54buy1310.040.696500.000000.00000
2602020.06.05 15:04close1310.040.698390.000000.00000822.683062868.24
2612020.06.05 15:04close1300.020.698390.000000.0000082.703062950.94
2622020.06.05 15:04close1290.010.698390.000000.00000-124.053062826.89
2632020.06.08 20:35buy1320.010.700850.000000.00000
2642020.06.09 03:22close1320.010.703240.000000.00000257.533063084.43
2652020.06.09 09:25sell1330.010.697160.000000.00000
2662020.06.09 10:02close1330.010.695720.000000.00000156.723063241.15
2672020.06.09 10:02sell1340.010.695640.000000.00000
2682020.06.09 10:44close1340.010.692070.000000.00000388.543063629.69
2692020.06.09 10:44sell1350.010.691980.000000.00000
2702020.06.09 10:58sell1360.020.693490.000000.00000
2712020.06.09 11:21close1360.020.690820.000000.00000581.163064210.85
2722020.06.09 11:21close1350.010.690820.000000.00000126.253064337.10
2732020.06.09 11:21sell1370.010.690700.000000.00000
2742020.06.09 11:52sell1380.020.692200.000000.00000
2752020.06.09 14:23sell1390.040.693700.000000.00000
2762020.06.09 16:42sell1400.060.695210.000000.00000
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19612021.03.30 13:45sell9810.010.762540.000000.00000
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19632021.03.30 18:00sell9820.010.759860.000000.00000
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19672021.03.31 21:40buy9860.020.760480.000000.00000
19682021.04.01 00:06close9850.040.759970.000000.000001212.113576235.94
19692021.04.01 00:06close9830.020.759970.000000.00000279.593576515.53
19702021.04.01 00:06close9820.010.759970.000000.00000-27.253576488.28
19712021.04.01 03:06buy9870.040.758970.000000.00000
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19752021.04.01 07:15sell9900.010.756820.000000.00000
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19812021.04.01 16:14sell9950.060.759660.000000.00000
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19862021.04.02 08:44close9860.020.762740.000000.00000471.443588193.95
19872021.04.02 08:44close9840.010.762740.000000.0000069.243588263.19
19882021.04.05 14:15buy9970.010.762820.000000.00000
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19912021.04.06 18:00buy9990.010.765760.000000.00000
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20012021.04.07 11:20close9920.010.762570.000000.00000-821.623592039.09
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20062021.04.07 23:00close10030.010.761060.000000.00000155.613592832.38
20072021.04.08 10:40close10050.060.763810.000000.000001625.473594457.84
20082021.04.08 10:40close10020.040.763810.000000.00000430.793594888.63
20092021.04.08 10:40close10010.020.763810.000000.00000-111.043594777.60
20102021.04.08 10:40close9990.010.763810.000000.00000-222.373594555.23
20112021.04.08 16:55buy10060.010.764840.000000.00000
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20142021.04.08 20:48close10060.010.765010.000000.0000018.503594937.15
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20712021.04.21 18:16close10300.020.775690.000000.00000-668.823614323.48
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