Strategy Tester Report
ArcMultiPremium
TitanFX-03 (Build 1330)

通貨ペアCHFJPY (Swiss Frank vs Japanese Yen)
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365728モデルティック数10958582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 (18)
純益505896.42総利益952330.11総損失-446433.69
プロフィットファクタ2.13期待利得582.83
絶対ドローダウン215717.97最大ドローダウン227296.88 (7.24%)相対ドローダウン7.34% (220625.21)
総取引数868売りポジション(勝率%)462 (64.72%)買いポジション(勝率%)406 (68.23%)
勝率(%)576 (66.36%)負率 (%)292 (33.64%)
最大勝トレード85140.00敗トレード-14464.04
平均勝トレード1653.35敗トレード-1528.88
最大連勝(金額)14 (9322.12)連敗(金額)8 (-65112.87)
最大連勝(トレード数)99489.38 (6)連敗(トレード数)-65112.87 (8)
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 14:57sell10.01110.7910.0000.000
22020.05.01 16:16sell20.02110.9430.0000.000
32020.05.01 16:56sell30.04111.0930.0000.000
42020.05.01 17:10sell40.06111.2450.0000.000
52020.05.01 17:16sell50.08111.3960.0000.000
62020.05.01 20:34close50.08111.1220.0000.0002192.003002192.00
72020.05.01 20:34close40.06111.1220.0000.000738.003002930.00
82020.05.01 20:34close30.04111.1220.0000.000-116.003002814.00
92020.05.01 20:34close20.02111.1220.0000.000-358.003002456.00
102020.05.01 20:34close10.01111.1220.0000.000-331.003002125.00
112020.05.05 12:05sell60.01109.9470.0000.000
122020.05.05 12:44sell70.02110.0980.0000.000
132020.05.05 15:06close70.02109.9200.0000.000356.003002481.00
142020.05.05 15:06close60.01109.9200.0000.00027.003002508.00
152020.05.05 17:51sell80.01109.7150.0000.000
162020.05.05 18:29close80.01109.5740.0000.000141.003002649.00
172020.05.05 18:29sell90.01109.5600.0000.000
182020.05.06 00:03close90.01109.3980.0000.000161.813002810.81
192020.05.06 03:11sell100.01109.3000.0000.000
202020.05.06 11:39close100.01109.1220.0000.000178.003002988.81
212020.05.06 12:18sell110.01109.0420.0000.000
222020.05.06 17:33close110.01108.8940.0000.000148.003003136.81
232020.05.06 17:44sell120.01108.7720.0000.000
242020.05.07 02:46sell130.02108.9240.0000.000
252020.05.07 09:04sell140.04109.0770.0000.000
262020.05.07 14:54sell150.06109.2270.0000.000
272020.05.08 03:03sell160.08109.3780.0000.000
282020.05.08 03:54buy170.01109.4670.0000.000
292020.05.08 04:19buy180.02109.3160.0000.000
302020.05.08 15:00close180.02109.5070.0000.000382.003003518.81
312020.05.08 15:00close170.01109.5070.0000.00040.003003558.81
322020.05.08 15:47sell190.15109.6790.0000.000
332020.05.11 01:29sell200.29109.9820.0000.000
342020.05.11 09:37sell210.55110.2820.0000.000
352020.05.11 16:01buy220.01110.5290.0000.000
362020.05.11 16:08sell231.04110.5830.0000.000
372020.05.11 17:30close220.01110.6520.0000.000123.003003681.81
382020.05.11 18:57buy240.01110.7270.0000.000
392020.05.12 00:00buy250.02110.5750.0000.000
402020.05.12 03:31buy260.04110.4250.0000.000
412020.05.12 06:14buy270.06110.2740.0000.000
422020.05.12 10:34close270.06110.6430.0000.0002214.003005895.81
432020.05.12 10:34close260.04110.6430.0000.000872.003006767.81
442020.05.12 10:34close250.02110.6430.0000.000136.003006903.81
452020.05.12 10:34close240.01110.6430.0000.000-88.343006815.47
462020.05.12 15:36sell281.98110.8830.0000.000
472020.05.12 16:11buy290.01110.9460.0000.000
482020.05.12 19:33buy300.02110.7930.0000.000
492020.05.12 22:36buy310.04110.6430.0000.000
502020.05.12 23:42buy320.06110.4920.0000.000
512020.05.13 00:02close281.98110.4740.0000.00080944.383087759.85
522020.05.13 00:02close231.04110.4740.0000.00011296.483099056.33
532020.05.13 00:02close210.55110.4740.0000.000-10580.903088475.43
542020.05.13 00:02close200.29110.4740.0000.000-14279.023074196.41
552020.05.13 00:02close190.15110.4740.0000.000-11933.553062262.86
562020.05.13 00:02close160.08110.4740.0000.000-8772.563053490.30
572020.05.13 00:02close150.06110.4740.0000.000-7486.563046003.74
582020.05.13 00:02close140.04110.4740.0000.000-5591.043040412.70
592020.05.13 00:02close130.02110.4740.0000.000-3101.523037311.18
602020.05.13 00:02close120.01110.4740.0000.000-1703.333035607.85
612020.05.13 00:16sell330.01110.4430.0000.000
622020.05.13 01:54sell340.02110.5930.0000.000
632020.05.13 10:31buy350.08110.3400.0000.000
642020.05.13 10:55close340.02110.3050.0000.000576.003036183.85
652020.05.13 10:55close330.01110.3050.0000.000138.003036321.85
662020.05.13 11:19sell360.01110.2610.0000.000
672020.05.13 13:44sell370.02110.4110.0000.000
682020.05.13 19:30close370.02110.1650.0000.000492.003036813.85
692020.05.13 19:30close360.01110.1650.0000.00096.003036909.85
702020.05.13 19:58sell380.01110.0750.0000.000
712020.05.13 20:10buy390.15110.0390.0000.000
722020.05.14 05:25close380.01109.9170.0000.000157.433037067.28
732020.05.14 09:02buy400.29109.7380.0000.000
742020.05.14 17:54close400.29110.1220.0000.00011136.003048203.28
752020.05.14 17:54close390.15110.1220.0000.0001049.703049252.98
762020.05.14 17:54close350.08110.1220.0000.000-1848.163047404.82
772020.05.14 17:54close320.06110.1220.0000.000-2324.163045080.66
782020.05.14 17:54close310.04110.1220.0000.000-2153.443042927.22
792020.05.14 17:54close300.02110.1220.0000.000-1376.723041550.50
802020.05.14 17:54close290.01110.1220.0000.000-841.363040709.14
812020.05.14 17:59buy410.01110.1830.0000.000
822020.05.14 18:41buy420.02110.0330.0000.000
832020.05.15 04:10close420.02110.2560.0000.000437.323041146.46
842020.05.15 04:10close410.01110.2560.0000.00068.663041215.12
852020.05.18 15:32buy430.01110.6900.0000.000
862020.05.18 18:28close430.01110.8130.0000.000123.003041338.12
872020.05.18 19:23sell440.01110.4270.0000.000
882020.05.18 20:13close440.01110.0070.0000.000420.003041758.12
892020.05.18 20:13sell450.01109.9600.0000.000
902020.05.18 20:15sell460.02110.1110.0000.000
912020.05.18 20:40sell470.04110.2630.0000.000
922020.05.18 22:00sell480.06110.4180.0000.000
932020.05.19 03:06sell490.08110.5690.0000.000
942020.05.19 12:36buy500.01110.7840.0000.000
952020.05.19 13:45sell510.15110.8700.0000.000
962020.05.19 15:47sell520.29111.1710.0000.000
972020.05.19 16:30close500.01111.1890.0000.000405.003042163.12
982020.05.20 03:08buy530.01111.1240.0000.000
992020.05.20 10:15close530.01111.2370.0000.000113.003042276.12
1002020.05.20 12:58buy540.01111.4020.0000.000
1012020.05.20 14:04sell550.55111.4720.0000.000
1022020.05.21 00:00buy560.02111.2360.0000.000
1032020.05.21 04:16close560.02111.4660.0000.000460.003042736.12
1042020.05.21 04:16close540.01111.4660.0000.00050.983042787.10
1052020.05.21 10:07buy570.01111.6430.0000.000
1062020.05.21 11:18buy580.02111.4920.0000.000
1072020.05.21 15:29buy590.04111.3400.0000.000
1082020.05.21 15:53buy600.06111.1900.0000.000
1092020.05.21 17:45buy610.08111.0390.0000.000
1102020.05.21 17:45close550.55111.0430.0000.00023563.653066350.75
1112020.05.21 17:45close520.29111.0430.0000.0003689.963070040.71
1122020.05.21 17:45close510.15111.0430.0000.000-2606.403067434.31
1132020.05.21 17:45close490.08111.0430.0000.000-3798.083063636.23
1142020.05.21 17:45close480.06111.0430.0000.000-3755.703059880.53
1152020.05.21 17:45close470.04111.0430.0000.000-3123.803056756.73
1162020.05.21 17:45close460.02111.0430.0000.000-1865.903054890.83
1172020.05.21 17:45close450.01111.0430.0000.000-1083.953053806.88
1182020.05.21 18:19sell620.01111.0240.0000.000
1192020.05.21 23:45close620.01110.8670.0000.000157.003053963.88
1202020.05.22 06:19buy630.15110.7390.0000.000
1212020.05.22 07:10sell640.01110.5880.0000.000
1222020.05.22 15:24sell650.02110.7400.0000.000
1232020.05.22 17:55close650.02110.5880.0000.000304.003054267.88
1242020.05.22 17:55close640.01110.5880.0000.0000.003054267.88
1252020.05.26 04:39close630.15111.1000.0000.0005284.803059552.68
1262020.05.26 04:39close610.08111.1000.0000.000383.843059936.52
1272020.05.26 04:39close600.06111.1000.0000.000-618.123059318.40
1282020.05.26 04:39close590.04111.1000.0000.000-1012.083058306.32
1292020.05.26 04:39close580.02111.1000.0000.000-810.043057496.28
1302020.05.26 04:39close570.01111.1000.0000.000-556.023056940.26
1312020.05.26 11:08buy660.01111.3330.0000.000
1322020.05.26 11:20buy670.02111.1820.0000.000
1332020.05.26 17:28close670.02111.3860.0000.000408.003057348.26
1342020.05.26 17:28close660.01111.3860.0000.00053.003057401.26
1352020.05.27 10:57sell680.01110.8680.0000.000
1362020.05.27 12:26sell690.02111.0200.0000.000
1372020.05.27 13:05sell700.04111.1700.0000.000
1382020.05.28 02:06sell710.06111.3220.0000.000
1392020.05.28 13:22close710.06110.9590.0000.0002178.003059579.26
1402020.05.28 13:22close700.04110.9590.0000.000841.723060420.98
1412020.05.28 13:22close690.02110.9590.0000.000120.863060541.84
1422020.05.28 13:22close680.01110.9590.0000.000-91.573060450.27
1432020.05.28 17:23buy720.01111.3940.0000.000
1442020.05.28 20:34close720.01111.6680.0000.000274.003060724.27
1452020.05.29 07:58sell730.01111.3060.0000.000
1462020.05.29 11:36sell740.02111.4560.0000.000
1472020.05.29 12:10buy750.01111.5580.0000.000
1482020.05.29 14:41buy760.02111.4080.0000.000
1492020.05.29 15:14close740.02111.3060.0000.000300.003061024.27
1502020.05.29 15:14close730.01111.3060.0000.0000.003061024.27
1512020.05.29 15:25buy770.04111.2570.0000.000
1522020.05.29 16:32close770.04111.4440.0000.000748.003061772.27
1532020.05.29 16:32close760.02111.4440.0000.00072.003061844.27
1542020.05.29 16:32close750.01111.4440.0000.000-114.003061730.27
1552020.06.02 11:15buy780.01112.2910.0000.000
1562020.06.02 12:08close780.01112.4350.0000.000144.003061874.27
1572020.06.02 13:01sell790.01111.9210.0000.000
1582020.06.02 14:04sell800.02112.0730.0000.000
1592020.06.02 14:55sell810.04112.2240.0000.000
1602020.06.02 15:05sell820.06112.3750.0000.000
1612020.06.02 15:15sell830.08112.5250.0000.000
1622020.06.02 15:36buy840.01112.6050.0000.000
1632020.06.02 15:47buy850.02112.4540.0000.000
1642020.06.02 17:04close850.02112.6740.0000.000440.003062314.27
1652020.06.02 17:04close840.01112.6740.0000.00069.003062383.27
1662020.06.02 17:24buy860.01112.8100.0000.000
1672020.06.02 17:27sell870.15112.8260.0000.000
1682020.06.02 18:03close860.01112.9600.0000.000150.003062533.27
1692020.06.03 02:40sell880.29113.1270.0000.000
1702020.06.03 02:41buy890.01113.1360.0000.000
1712020.06.03 04:09buy900.02112.9850.0000.000
1722020.06.03 04:31buy910.04112.8350.0000.000
1732020.06.03 14:15close880.29112.7460.0000.00011049.003073582.27
1742020.06.03 14:15close870.15112.7460.0000.0001197.153074779.42
1752020.06.03 14:15close830.08112.7460.0000.000-1769.523073009.90
1762020.06.03 14:15close820.06112.7460.0000.000-2227.143070782.76
1772020.06.03 14:15close810.04112.7460.0000.000-2088.763068694.00
1782020.06.03 14:15close800.02112.7460.0000.000-1346.383067347.62
1792020.06.03 14:15close790.01112.7460.0000.000-825.193066522.43
1802020.06.03 14:22buy920.06112.6840.0000.000
1812020.06.03 14:23sell930.01112.6700.0000.000
1822020.06.03 14:30buy940.08112.5290.0000.000
1832020.06.03 16:20sell950.02112.8210.0000.000
1842020.06.03 17:02sell960.04112.9710.0000.000
1852020.06.03 17:08close940.08112.8830.0000.0002832.003069354.43
1862020.06.03 17:08close920.06112.8830.0000.0001194.003070548.43
1872020.06.03 17:08close910.04112.8830.0000.000192.003070740.43
1882020.06.03 17:08close900.02112.8830.0000.000-204.003070536.43
1892020.06.03 17:08close890.01112.8830.0000.000-253.003070283.43
1902020.06.03 17:47buy970.01113.0730.0000.000
1912020.06.03 17:58sell980.06113.1220.0000.000
1922020.06.03 18:28sell990.08113.2720.0000.000
1932020.06.03 19:02close970.01113.2260.0000.000153.003070436.43
1942020.06.04 12:27sell1000.15113.5730.0000.000
1952020.06.04 15:45close1000.15113.1940.0000.0005685.003076121.43
1962020.06.04 15:45close990.08113.1940.0000.000619.443076740.87
1972020.06.04 15:45close980.06113.1940.0000.000-435.423076305.45
1982020.06.04 15:45close960.04113.1940.0000.000-894.283075411.17
1992020.06.04 15:45close950.02113.1940.0000.000-747.143074664.03
2002020.06.04 15:45close930.01113.1940.0000.000-524.573074139.46
2012020.06.04 18:06buy1010.01114.0500.0000.000
2022020.06.04 18:13buy1020.02113.8980.0000.000
2032020.06.04 21:58close1020.02114.2230.0000.000650.003074789.46
2042020.06.04 21:58close1010.01114.2230.0000.000173.003074962.46
2052020.06.05 09:19buy1030.01114.5600.0000.000
2062020.06.05 10:24buy1040.02114.4090.0000.000
2072020.06.05 10:43buy1050.04114.2590.0000.000
2082020.06.05 11:53buy1060.06114.1070.0000.000
2092020.06.05 13:08sell1070.01114.0050.0000.000
2102020.06.05 14:49buy1080.08113.9540.0000.000
2112020.06.05 15:16close1070.01113.9030.0000.000102.003075064.46
2122020.06.05 16:36buy1090.15113.6540.0000.000
2132020.06.05 17:52close1090.15114.0320.0000.0005670.003080734.46
2142020.06.05 17:52close1080.08114.0320.0000.000624.003081358.46
2152020.06.05 17:52close1060.06114.0320.0000.000-450.003080908.46
2162020.06.05 17:52close1050.04114.0320.0000.000-908.003080000.46
2172020.06.05 17:52close1040.02114.0320.0000.000-754.003079246.46
2182020.06.05 17:52close1030.01114.0320.0000.000-528.003078718.46
2192020.06.08 13:19sell1100.01113.4810.0000.000
2202020.06.08 14:28sell1110.02113.6330.0000.000
2212020.06.08 15:25sell1120.04113.7850.0000.000
2222020.06.08 16:13buy1130.01113.9400.0000.000
2232020.06.08 16:14sell1140.06113.9480.0000.000
2242020.06.08 16:34buy1150.02113.7880.0000.000
2252020.06.08 17:01buy1160.04113.6370.0000.000
2262020.06.08 17:30close1140.06113.6880.0000.0001560.003080278.46
2272020.06.08 17:30close1120.04113.6880.0000.000388.003080666.46
2282020.06.08 17:30close1110.02113.6880.0000.000-110.003080556.46
2292020.06.08 17:30close1100.01113.6880.0000.000-207.003080349.46
2302020.06.08 17:37buy1170.06113.4850.0000.000
2312020.06.08 18:23sell1180.01113.4060.0000.000
2322020.06.08 19:00buy1190.08113.3320.0000.000
2332020.06.08 20:11close1180.01113.1560.0000.000250.003080599.46
2342020.06.09 03:31buy1200.15113.0310.0000.000
2352020.06.09 03:55sell1210.01112.9180.0000.000
2362020.06.09 04:19buy1220.29112.7310.0000.000
2372020.06.09 04:22close1210.01112.7330.0000.000185.003080784.46
2382020.06.09 06:47sell1230.01112.7820.0000.000
2392020.06.09 10:04sell1240.02112.9320.0000.000
2402020.06.09 12:36sell1250.04113.0830.0000.000
2412020.06.09 13:32close1220.29113.1480.0000.00012093.003092877.46
2422020.06.09 13:32close1200.15113.1480.0000.0001755.003094632.46
2432020.06.09 13:32close1190.08113.1480.0000.000-1506.723093125.74
2442020.06.09 13:32close1170.06113.1480.0000.000-2048.043091077.70
2452020.06.09 13:32close1160.04113.1480.0000.000-1973.363089104.34
2462020.06.09 13:32close1150.02113.1480.0000.000-1288.683087815.66
2472020.06.09 13:32close1130.01113.1480.0000.000-796.343087019.32
2482020.06.09 13:32buy1260.01113.1670.0000.000
2492020.06.09 13:54sell1270.06113.2350.0000.000
2502020.06.09 14:41sell1280.08113.3870.0000.000
2512020.06.09 14:55close1260.01113.3490.0000.000182.003087201.32
2522020.06.09 15:14buy1290.01113.4450.0000.000
2532020.06.09 15:36buy1300.02113.2930.0000.000
2542020.06.09 17:57close1300.02113.5310.0000.000476.003087677.32
2552020.06.09 17:57close1290.01113.5310.0000.00086.003087763.32
2562020.06.10 11:46buy1310.01113.4620.0000.000
2572020.06.10 18:15buy1320.02113.3110.0000.000
2582020.06.10 21:08close1320.02113.5020.0000.000382.003088145.32
2592020.06.10 21:08close1310.01113.5020.0000.00040.003088185.32
2602020.06.11 10:59buy1330.01113.6500.0000.000
2612020.06.11 11:19sell1340.15113.6870.0000.000
2622020.06.11 13:33buy1350.02113.4990.0000.000
2632020.06.11 20:41buy1360.04113.3470.0000.000
2642020.06.11 20:45close1340.15113.3500.0000.0005055.003093240.32
2652020.06.11 20:45close1280.08113.3500.0000.000289.923093530.24
2662020.06.11 20:45close1270.06113.3500.0000.000-694.563092835.68
2672020.06.11 20:45close1250.04113.3500.0000.000-1071.043091764.64
2682020.06.11 20:45close1240.02113.3500.0000.000-837.523090927.12
2692020.06.11 20:45close1230.01113.3500.0000.000-568.763090358.36
2702020.06.11 22:52sell1370.01113.2310.0000.000
2712020.06.11 23:39buy1380.06113.1950.0000.000
2722020.06.12 00:41buy1390.08113.0090.0000.000
2732020.06.12 00:45close1370.01113.0960.0000.000134.813090493.17
2742020.06.12 01:28sell1400.01113.0340.0000.000
2752020.06.12 05:34sell1410.02113.1850.0000.000
2762020.06.12 06:45sell1420.04113.3360.0000.000
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