Strategy Tester Report
ArcMultiPremium
TitanFX-03 (Build 1330)

通貨ペアCADCHF (Canadian Dollar vs Swiss Franc)
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365587モデルティック数8033831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 (25)
純益341091.63総利益690190.35総損失-349098.72
プロフィットファクタ1.98期待利得560.08
絶対ドローダウン255556.12最大ドローダウン291647.48 (9.61%)相対ドローダウン9.61% (291647.48)
総取引数609売りポジション(勝率%)313 (68.37%)買いポジション(勝率%)296 (62.50%)
勝率(%)399 (65.52%)負率 (%)210 (34.48%)
最大勝トレード92602.15敗トレード-17373.91
平均勝トレード1729.80敗トレード-1662.37
最大連勝(金額)18 (124879.32)連敗(金額)9 (-101773.22)
最大連勝(トレード数)136566.29 (3)連敗(トレード数)-101773.22 (9)
平均連勝5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 00:00sell10.010.692130.000000.00000
22020.05.01 10:25close10.010.687720.000000.00000528.043000528.04
32020.05.01 10:40sell20.010.686760.000000.00000
42020.05.01 16:28close20.010.685760.000000.00000119.743000647.78
52020.05.04 14:35buy30.010.684440.000000.00000
62020.05.05 11:11close30.010.687790.000000.00000402.463001050.24
72020.05.05 12:05buy40.010.689260.000000.00000
82020.05.05 15:52close40.010.691460.000000.00000263.383001313.62
92020.05.05 17:55buy50.010.692130.000000.00000
102020.05.06 15:44buy60.020.690620.000000.00000
112020.05.06 16:45sell70.010.689670.000000.00000
122020.05.06 18:24buy80.040.689120.000000.00000
132020.05.07 02:38close70.010.688560.000000.00000117.433001431.05
142020.05.07 12:53close80.040.692610.000000.000001688.133003119.18
152020.05.07 12:53close60.020.692610.000000.00000484.893003604.07
162020.05.07 12:53close50.010.692610.000000.0000063.063003667.14
172020.05.07 15:20buy90.010.694140.000000.00000
182020.05.07 18:03close90.010.696610.000000.00000295.713003962.85
192020.05.07 18:45buy100.010.698540.000000.00000
202020.05.07 19:51buy110.020.697040.000000.00000
212020.05.07 22:13buy120.040.695530.000000.00000
222020.05.08 15:32close120.040.697420.000000.00000910.703004873.55
232020.05.08 15:32close110.020.697420.000000.0000093.783004967.33
242020.05.08 15:32close100.010.697420.000000.00000-132.693004834.64
252020.05.11 13:20sell130.010.695100.000000.00000
262020.05.11 18:12close130.010.693480.000000.00000193.983005028.62
272020.05.11 18:12sell140.010.693250.000000.00000
282020.05.12 16:30close140.010.691330.000000.00000224.743005253.36
292020.05.12 20:25sell150.010.690200.000000.00000
302020.05.13 00:00close150.010.688410.000000.00000209.183005462.54
312020.05.13 00:00sell160.010.688010.000000.00000
322020.05.13 05:34sell170.020.689510.000000.00000
332020.05.13 11:34sell180.040.691010.000000.00000
342020.05.14 13:05buy190.010.691550.000000.00000
352020.05.14 15:30buy200.020.690040.000000.00000
362020.05.14 17:04buy210.040.688540.000000.00000
372020.05.14 22:04sell220.060.692510.000000.00000
382020.05.14 23:59close210.040.692590.000000.000001939.503007402.04
392020.05.14 23:59close200.020.692590.000000.00000610.583008012.62
402020.05.14 23:59close190.010.692590.000000.00000124.513008137.13
412020.05.15 10:25buy230.010.693790.000000.00000
422020.05.15 12:21buy240.020.692270.000000.00000
432020.05.15 14:04buy250.040.690750.000000.00000
442020.05.15 15:02close220.060.690230.000000.000001607.073009744.20
452020.05.15 15:02close180.040.690230.000000.00000291.033010035.23
462020.05.15 15:02close170.020.690230.000000.00000-213.703009821.53
472020.05.15 15:02close160.010.690230.000000.00000-286.463009535.07
482020.05.15 16:07buy260.060.689240.000000.00000
492020.05.18 17:23close260.060.691670.000000.000001753.943011289.02
502020.05.18 17:23close250.040.691670.000000.00000446.173011735.19
512020.05.18 17:23close240.020.691670.000000.00000-140.873011594.32
522020.05.18 17:23close230.010.691670.000000.00000-252.413011341.91
532020.05.18 17:50buy270.010.692950.000000.00000
542020.05.18 19:42close270.010.695190.000000.00000268.183011610.09
552020.05.18 20:15buy280.010.698030.000000.00000
562020.05.18 20:44buy290.020.696510.000000.00000
572020.05.19 10:30close290.020.698120.000000.00000388.313011998.41
582020.05.19 10:30close280.010.698120.000000.0000012.173012010.58
592020.05.19 17:00buy300.010.698690.000000.00000
602020.05.19 19:50close300.010.699850.000000.00000138.883012149.46
612020.05.19 21:40buy310.010.700130.000000.00000
622020.05.19 22:32buy320.020.698630.000000.00000
632020.05.19 23:34buy330.040.697110.000000.00000
642020.05.20 00:00buy340.060.695440.000000.00000
652020.05.20 08:25sell350.010.696230.000000.00000
662020.05.20 11:06close350.010.695050.000000.00000141.293012290.75
672020.05.20 12:15sell360.010.694080.000000.00000
682020.05.20 15:07sell370.020.695580.000000.00000
692020.05.20 18:57buy380.080.693930.000000.00000
702020.05.21 04:48close370.020.693960.000000.00000357.003012647.75
712020.05.21 04:48close360.010.693960.000000.00000-1.113012646.64
722020.05.21 08:40sell390.010.693100.000000.00000
732020.05.21 12:00sell400.020.694600.000000.00000
742020.05.21 15:47sell410.040.696110.000000.00000
752020.05.21 15:55close380.080.696400.000000.000002399.333015045.96
762020.05.21 15:55close340.060.696400.000000.00000714.803015760.77
772020.05.21 15:55close330.040.696400.000000.00000-317.603015443.17
782020.05.21 15:55close320.020.696400.000000.00000-522.753014920.41
792020.05.21 15:55close310.010.696400.000000.00000-440.963014479.46
802020.05.21 15:55buy420.010.696630.000000.00000
812020.05.21 18:04buy430.020.695130.000000.00000
822020.05.22 08:11buy440.040.693630.000000.00000
832020.05.22 09:22close410.040.694140.000000.00000922.903015402.36
842020.05.22 09:22close400.020.694140.000000.0000099.843015502.20
852020.05.22 09:22close390.010.694140.000000.00000-129.693015372.51
862020.05.22 09:40sell450.010.693000.000000.00000
872020.05.22 10:03buy460.060.692110.000000.00000
882020.05.22 16:38close450.010.692000.000000.00000119.743015492.25
892020.05.22 20:23close460.060.694390.000000.000001637.803017130.05
902020.05.22 20:23close440.040.694390.000000.00000363.963017494.01
912020.05.22 20:23close430.020.694390.000000.00000-174.393017319.62
922020.05.22 20:23close420.010.694390.000000.00000-266.783017052.84
932020.05.25 12:05buy470.010.695840.000000.00000
942020.05.25 15:04buy480.020.694330.000000.00000
952020.05.26 10:35close480.020.696130.000000.00000433.803017486.64
962020.05.26 10:35close470.010.696130.000000.0000036.123017522.76
972020.05.26 11:25buy490.010.697400.000000.00000
982020.05.26 18:18close490.010.700410.000000.00000360.373017883.13
992020.05.26 19:55buy500.010.701090.000000.00000
1002020.05.27 12:07close500.010.705600.000000.00000541.343018424.47
1012020.05.27 12:07buy510.010.705840.000000.00000
1022020.05.27 16:04buy520.020.704340.000000.00000
1032020.05.27 16:54buy530.040.702840.000000.00000
1042020.05.27 17:46buy540.060.701340.000000.00000
1052020.05.28 00:20close540.060.703900.000000.000001864.143020288.62
1062020.05.28 00:20close530.040.703900.000000.00000524.433020813.04
1072020.05.28 00:20close520.020.703900.000000.00000-96.963020716.09
1082020.05.28 00:20close510.010.703900.000000.00000-228.063020488.03
1092020.05.28 13:15buy550.010.705380.000000.00000
1102020.05.28 13:43buy560.020.703880.000000.00000
1112020.05.28 17:18buy570.040.702380.000000.00000
1122020.05.28 18:20sell580.010.700960.000000.00000
1132020.05.28 18:26buy590.060.700870.000000.00000
1142020.05.29 00:28buy600.080.699330.000000.00000
1152020.05.29 08:11close580.010.699750.000000.00000139.723020627.75
1162020.05.29 17:55buy610.120.696320.000000.00000
1172020.06.01 05:40close610.120.700350.000000.000005806.563026434.31
1182020.06.01 05:40close600.080.700350.000000.00000988.143027422.45
1192020.06.01 05:40close590.060.700350.000000.00000-356.723027065.72
1202020.06.01 05:40close570.040.700350.000000.00000-960.933026104.79
1212020.06.01 05:40close560.020.700350.000000.00000-839.633025265.16
1222020.06.01 05:40close550.010.700350.000000.00000-599.403024665.76
1232020.06.01 16:50buy620.010.702270.000000.00000
1242020.06.01 20:42close620.010.706670.000000.00000526.783025192.54
1252020.06.01 21:05buy630.010.707600.000000.00000
1262020.06.02 10:34close630.010.709340.000000.00000209.713025402.26
1272020.06.02 12:35buy640.010.710920.000000.00000
1282020.06.03 11:03close640.010.712100.000000.00000142.683025544.94
1292020.06.03 16:45sell650.010.710470.000000.00000
1302020.06.03 17:00sell660.020.711970.000000.00000
1312020.06.03 17:02sell670.040.713470.000000.00000
1322020.06.03 21:35buy680.010.713420.000000.00000
1332020.06.03 23:44buy690.020.711850.000000.00000
1342020.06.04 10:50close670.040.711280.000000.00000987.003026531.94
1352020.06.04 10:50close660.020.711280.000000.00000134.283026666.22
1362020.06.04 10:50close650.010.711280.000000.00000-112.473026553.75
1372020.06.04 12:26buy700.040.710340.000000.00000
1382020.06.04 12:30sell710.010.709640.000000.00000
1392020.06.04 14:24sell720.020.711140.000000.00000
1402020.06.04 15:30buy730.060.708840.000000.00000
1412020.06.04 16:38close720.020.708760.000000.00000569.953027123.70
1422020.06.04 16:38close710.010.708760.000000.00000105.373027229.07
1432020.06.04 18:10sell740.010.707980.000000.00000
1442020.06.04 18:18buy750.080.707340.000000.00000
1452020.06.05 10:32sell760.020.709490.000000.00000
1462020.06.05 10:45sell770.040.710990.000000.00000
1472020.06.05 10:54close750.080.710530.000000.000003066.513030295.57
1482020.06.05 10:54close730.060.710530.000000.000001222.393031517.97
1492020.06.05 10:54close700.040.710530.000000.0000096.593031614.56
1502020.06.05 10:54close690.020.710530.000000.00000-304.853031309.71
1512020.06.05 10:54close680.010.710530.000000.00000-340.403030969.31
1522020.06.05 13:55buy780.010.710860.000000.00000
1532020.06.05 14:48sell790.060.712530.000000.00000
1542020.06.05 15:00close780.010.712510.000000.00000197.543031166.85
1552020.06.05 15:30sell800.080.714110.000000.00000
1562020.06.05 16:13sell810.120.717110.000000.00000
1572020.06.05 16:36sell820.170.720110.000000.00000
1582020.06.05 22:53close820.170.715460.000000.000009465.373040632.22
1592020.06.05 22:53close810.120.715460.000000.000002370.833043003.05
1602020.06.05 22:53close800.080.715460.000000.00000-1293.183041709.87
1612020.06.05 22:53close790.060.715460.000000.00000-2105.013039604.86
1622020.06.05 22:53close770.040.715460.000000.00000-2140.933037463.93
1632020.06.05 22:53close760.020.715460.000000.00000-1429.683036034.25
1642020.06.05 22:53close740.010.715460.000000.00000-900.803035133.45
1652020.06.08 12:30buy830.010.718670.000000.00000
1662020.06.08 15:27buy840.020.717160.000000.00000
1672020.06.08 16:03buy850.040.715650.000000.00000
1682020.06.08 17:20sell860.010.714240.000000.00000
1692020.06.08 17:23buy870.060.714150.000000.00000
1702020.06.08 19:10sell880.020.715740.000000.00000
1712020.06.09 10:12close880.020.713580.000000.00000506.973035640.42
1722020.06.09 10:12close860.010.713580.000000.0000073.873035714.29
1732020.06.09 10:18buy890.080.712650.000000.00000
1742020.06.09 10:20sell900.010.712240.000000.00000
1752020.06.09 10:47close900.010.710890.000000.00000161.653035875.94
1762020.06.09 10:47sell910.010.710630.000000.00000
1772020.06.09 11:23buy920.120.709630.000000.00000
1782020.06.09 11:52close910.010.709390.000000.00000148.483036024.42
1792020.06.09 12:15sell930.010.707680.000000.00000
1802020.06.09 14:02sell940.020.709180.000000.00000
1812020.06.09 17:37buy950.170.706630.000000.00000
1822020.06.09 17:46close940.020.707000.000000.00000522.073036546.49
1832020.06.09 17:46close930.010.707000.000000.0000081.423036627.91
1842020.06.09 18:55sell960.010.705990.000000.00000
1852020.06.09 19:59sell970.020.707490.000000.00000
1862020.06.09 20:36sell980.040.709020.000000.00000
1872020.06.10 12:29close980.040.706170.000000.000001344.403037972.31
1882020.06.10 12:29close970.020.706170.000000.00000305.803038278.11
1892020.06.10 12:29close960.010.706170.000000.00000-26.723038251.39
1902020.06.10 16:35sell990.010.705080.000000.00000
1912020.06.10 17:16buy1000.240.703630.000000.00000
1922020.06.10 20:59sell1010.020.706600.000000.00000
1932020.06.11 00:09close1010.020.704290.000000.00000522.243038773.63
1942020.06.11 00:09close990.010.704290.000000.0000079.123038852.75
1952020.06.11 01:30sell1020.010.703000.000000.00000
1962020.06.11 09:11buy1030.350.700630.000000.00000
1972020.06.11 10:27close1020.010.699240.000000.00000450.223039302.97
1982020.06.11 10:55buy1040.510.697620.000000.00000
1992020.06.11 11:00sell1050.010.697620.000000.00000
2002020.06.11 12:49sell1060.020.699120.000000.00000
2012020.06.11 17:30buy1070.740.694620.000000.00000
2022020.06.11 18:05close1060.020.693750.000000.000001286.013040588.98
2032020.06.11 18:05close1050.010.693750.000000.00000463.393041052.37
2042020.06.11 18:55buy1081.080.691620.000000.00000
2052020.06.11 19:20sell1090.010.690620.000000.00000
2062020.06.11 19:59sell1100.020.692120.000000.00000
2072020.06.11 20:32sell1110.040.693620.000000.00000
2082020.06.12 01:28close1110.040.691660.000000.00000918.133041970.50
2092020.06.12 01:28close1100.020.691660.000000.0000099.843042070.34
2102020.06.12 01:28close1090.010.691660.000000.00000-129.693041940.65
2112020.06.12 03:20sell1120.010.691410.000000.00000
2122020.06.12 05:07sell1130.020.692920.000000.00000
2132020.06.12 10:16sell1140.040.694420.000000.00000
2142020.06.12 10:43sell1150.060.695920.000000.00000
2152020.06.12 11:40sell1160.080.697420.000000.00000
2162020.06.12 12:21close1081.080.698770.000000.0000092602.153134542.80
2172020.06.12 12:21close1070.740.698770.000000.0000036870.893171413.69
2182020.06.12 12:21close1040.510.698770.000000.000007093.253178506.94
2192020.06.12 12:21close1030.350.698770.000000.00000-7745.003170761.93
2202020.06.12 12:21close1000.240.698770.000000.00000-13830.133156931.80
2212020.06.12 12:21close950.170.698770.000000.00000-15878.463141053.35
2222020.06.12 12:21close920.120.698770.000000.00000-15518.403125534.95
2232020.06.12 12:21close890.080.698770.000000.00000-13238.123112296.83
2242020.06.12 12:21close870.060.698770.000000.00000-10997.703101299.12
2252020.06.12 12:21close850.040.698770.000000.00000-8050.143093248.98
2262020.06.12 12:21close840.020.698770.000000.00000-4386.643088862.34
2272020.06.12 12:21close830.010.698770.000000.00000-2374.113086488.23
2282020.06.12 12:21buy1170.010.699000.000000.00000
2292020.06.12 14:59buy1180.020.697500.000000.00000
2302020.06.12 15:28buy1190.040.696000.000000.00000
2312020.06.12 16:22close1190.040.697870.000000.00000895.533087383.76
2322020.06.12 16:22close1180.020.697870.000000.0000088.603087472.36
2332020.06.12 16:22close1170.010.697870.000000.00000-135.293087337.07
2342020.06.12 19:19sell1200.120.700420.000000.00000
2352020.06.15 09:07close1200.120.696410.000000.000005699.973093037.05
2362020.06.15 09:07close1160.080.696410.000000.00000926.223093963.27
2372020.06.15 09:07close1150.060.696410.000000.00000-383.003093580.27
2382020.06.15 09:07close1140.040.696410.000000.00000-973.773092606.50
2392020.06.15 09:07close1130.020.696410.000000.00000-846.113091760.39
2402020.06.15 09:07close1120.010.696410.000000.00000-603.863091156.53
2412020.06.15 12:25sell1210.010.696420.000000.00000
2422020.06.15 17:43sell1220.020.697920.000000.00000
2432020.06.15 21:01sell1230.040.699420.000000.00000
2442020.06.15 21:05buy1240.010.699930.000000.00000
2452020.06.15 22:36buy1250.020.698420.000000.00000
2462020.06.16 01:31sell1260.060.700940.000000.00000
2472020.06.16 03:46close1250.020.700380.000000.00000472.123091628.65
2482020.06.16 03:46close1240.010.700380.000000.0000055.283091683.93
2492020.06.16 11:09close1260.060.698370.000000.000001846.393093530.32
2502020.06.16 11:09close1230.040.698370.000000.00000482.263094012.58
2512020.06.16 11:09close1220.020.698370.000000.00000-118.093093894.49
2522020.06.16 11:09close1210.010.698370.000000.00000-238.653093655.84
2532020.06.16 13:40sell1270.010.697740.000000.00000
2542020.06.16 15:09sell1280.020.699240.000000.00000
2552020.06.16 15:38sell1290.040.700740.000000.00000
2562020.06.16 16:57sell1300.060.702240.000000.00000
2572020.06.16 17:10buy1310.010.702980.000000.00000
2582020.06.16 17:39buy1320.020.701470.000000.00000
2592020.06.16 17:54buy1330.040.699970.000000.00000
2602020.06.16 18:02close1300.060.699480.000000.000001982.903095638.74
2612020.06.16 18:02close1290.040.699480.000000.00000603.493096242.23
2622020.06.16 18:02close1280.020.699480.000000.00000-57.473096184.76
2632020.06.16 18:02close1270.010.699480.000000.00000-208.353095976.41
2642020.06.17 17:25sell1340.010.700000.000000.00000
2652020.06.17 17:44sell1350.020.701510.000000.00000
2662020.06.17 17:56sell1360.040.703010.000000.00000
2672020.06.17 18:01close1330.040.702080.000000.000001016.093096992.50
2682020.06.17 18:01close1320.020.702080.000000.00000148.873097141.37
2692020.06.17 18:01close1310.010.702080.000000.00000-106.353097035.02
2702020.06.17 23:05close1360.040.699780.000000.000001547.043098582.06
2712020.06.17 23:05close1350.020.699780.000000.00000414.303098996.36
2722020.06.17 23:05close1340.010.699780.000000.0000026.343099022.70
2732020.06.18 02:25sell1370.010.698920.000000.00000
2742020.06.18 09:32sell1380.020.700420.000000.00000
2752020.06.18 11:05buy1390.010.701690.000000.00000
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