Strategy Tester Report
ArcMultiPremium
TitanFX-03 (Build 1330)

通貨ペアEURCHF (Euro 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365721モデルティック数8221928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187074.23総利益255722.70総損失-68648.47
プロフィットファクタ3.73期待利得551.84
絶対ドローダウン20834.73最大ドローダウン54885.29 (1.81%)相対ドローダウン1.81% (54885.29)
総取引数339売りポジション(勝率%)158 (67.72%)買いポジション(勝率%)181 (68.51%)
勝率(%)231 (68.14%)負率 (%)108 (31.86%)
最大勝トレード15290.91敗トレード-3765.66
平均勝トレード1107.02敗トレード-635.63
最大連勝(金額)21 (6849.60)連敗(金額)6 (-14770.81)
最大連勝(トレード数)22375.48 (8)連敗(トレード数)-14770.81 (6)
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
12020.05.04 23:10sell10.011.052480.000000.00000
22020.05.05 16:18sell20.021.053990.000000.00000
32020.05.05 18:28sell30.041.055520.000000.00000
42020.05.06 14:35close30.041.053080.000000.000001149.653001149.65
52020.05.06 14:35close20.021.053080.000000.00000208.343001357.99
62020.05.06 14:35close10.011.053080.000000.00000-81.493001276.50
72020.05.18 17:00buy40.011.053870.000000.00000
82020.05.18 20:13close40.011.065110.000000.000001345.923002622.42
92020.05.18 20:15buy50.011.064810.000000.00000
102020.05.18 20:28buy60.021.063310.000000.00000
112020.05.18 20:44buy70.041.061760.000000.00000
122020.05.18 23:58buy80.061.060240.000000.00000
132020.05.19 10:30close80.061.062990.000000.000001971.763004594.18
142020.05.19 10:30close70.041.062990.000000.00000586.463005180.64
152020.05.19 10:30close60.021.062990.000000.00000-77.983005102.66
162020.05.19 10:30close50.011.062990.000000.00000-218.613004884.04
172020.05.19 12:10buy90.011.064310.000000.00000
182020.05.19 15:50buy100.021.062810.000000.00000
192020.05.19 16:31buy110.041.061300.000000.00000
202020.05.20 10:15sell120.011.060180.000000.00000
212020.05.20 11:25buy130.061.059790.000000.00000
222020.05.20 12:12buy140.081.058290.000000.00000
232020.05.20 12:26close120.011.058780.000000.00000167.673005051.71
242020.05.20 14:40sell150.011.057760.000000.00000
252020.05.20 15:46sell160.021.059290.000000.00000
262020.05.20 17:08sell170.041.060800.000000.00000
272020.05.21 14:53sell180.061.062300.000000.00000
282020.05.21 15:25sell190.081.063810.000000.00000
292020.05.21 16:02close140.081.064060.000000.000005511.303010563.01
302020.05.21 16:02close130.061.064060.000000.000003055.773013618.78
312020.05.21 16:02close110.041.064060.000000.000001311.243014930.02
322020.05.21 16:02close100.021.064060.000000.00000294.003015224.02
332020.05.21 16:02close90.011.064060.000000.00000-32.623015191.40
342020.05.22 10:19close190.081.060240.000000.000003381.953018573.35
352020.05.22 10:19close180.061.060240.000000.000001451.403020024.75
362020.05.22 10:19close170.041.060240.000000.00000191.253020216.00
372020.05.22 10:19close160.021.060240.000000.00000-266.063019949.94
382020.05.22 10:19close150.011.060240.000000.00000-316.263019633.68
392020.05.22 14:35sell200.011.059140.000000.00000
402020.05.26 09:07sell210.021.060650.000000.00000
412020.05.26 09:10buy220.011.060850.000000.00000
422020.05.26 14:27buy230.021.059340.000000.00000
432020.05.26 17:47sell240.041.062170.000000.00000
442020.05.26 18:18close230.021.062270.000000.00000701.703020335.38
452020.05.26 18:18close220.011.062270.000000.00000170.043020505.42
462020.05.27 07:18close240.041.059870.000000.000001082.583021587.99
472020.05.27 07:18close210.021.059870.000000.00000177.203021765.20
482020.05.27 07:18close200.011.059870.000000.00000-101.873021663.33
492020.05.27 10:45buy250.011.062310.000000.00000
502020.05.27 11:34close250.011.063830.000000.00000182.013021845.34
512020.05.27 12:45buy260.011.065780.000000.00000
522020.05.27 12:57close260.011.067990.000000.00000264.633022109.97
532020.05.27 12:57buy270.011.068210.000000.00000
542020.05.27 16:44buy280.021.066710.000000.00000
552020.05.27 17:48buy290.041.065200.000000.00000
562020.05.27 18:20buy300.061.063700.000000.00000
572020.05.28 06:49close300.061.066620.000000.000002085.843024195.81
582020.05.28 06:49close290.041.066620.000000.00000672.093024867.90
592020.05.28 06:49close280.021.066620.000000.00000-25.573024842.33
602020.05.28 06:49close270.011.066620.000000.00000-192.403024649.92
612020.05.28 13:15buy310.011.068720.000000.00000
622020.05.28 18:21buy320.021.067220.000000.00000
632020.05.29 12:33close320.021.069350.000000.00000508.773025158.69
642020.05.29 12:33close310.011.069350.000000.0000074.773025233.46
652020.05.29 14:10buy330.011.071590.000000.00000
662020.05.29 17:34buy340.021.070080.000000.00000
672020.05.29 17:58buy350.041.068580.000000.00000
682020.05.29 20:04buy360.061.067080.000000.00000
692020.06.01 04:30close360.061.069350.000000.000001626.903026860.36
702020.06.01 04:30close350.041.069350.000000.00000366.133027226.49
712020.06.01 04:30close340.021.069350.000000.00000-176.173027050.32
722020.06.01 04:30close330.011.069350.000000.00000-268.893026781.43
732020.06.01 21:45buy370.011.070980.000000.00000
742020.06.02 02:55buy380.021.069470.000000.00000
752020.06.02 13:02close380.021.075260.000000.000001386.653028168.08
762020.06.02 13:02close370.011.075260.000000.00000511.843028679.92
772020.06.02 15:20buy390.011.074990.000000.00000
782020.06.03 11:05close390.011.078820.000000.00000457.953029137.86
792020.06.03 15:30buy400.011.079860.000000.00000
802020.06.04 05:53buy410.021.078350.000000.00000
812020.06.04 09:45sell420.011.077520.000000.00000
822020.06.04 10:08buy430.041.076850.000000.00000
832020.06.04 12:27buy440.061.075330.000000.00000
842020.06.04 12:38close420.011.075380.000000.00000256.303029394.16
852020.06.04 12:38sell450.011.075160.000000.00000
862020.06.04 14:45sell460.021.076690.000000.00000
872020.06.04 14:47sell470.041.078190.000000.00000
882020.06.04 14:47close440.061.078230.000000.000002083.563031477.72
892020.06.04 14:47close430.041.078230.000000.00000661.003032138.72
902020.06.04 14:47close410.021.078230.000000.00000-28.743032109.98
912020.06.04 14:47close400.011.078230.000000.00000-197.203031912.78
922020.06.04 14:54sell480.061.079700.000000.00000
932020.06.04 17:02sell490.081.081210.000000.00000
942020.06.04 17:05buy500.011.081000.000000.00000
952020.06.04 17:34close500.011.082520.000000.00000182.013032094.79
962020.06.04 17:47sell510.121.084210.000000.00000
972020.06.04 17:55buy520.011.085410.000000.00000
982020.06.04 18:17buy530.021.083900.000000.00000
992020.06.04 18:38buy540.041.082390.000000.00000
1002020.06.05 09:07close540.041.085430.000000.000001453.423033548.21
1012020.06.05 09:07close530.021.085430.000000.00000365.083033913.29
1022020.06.05 09:07close520.011.085430.000000.000001.733033915.02
1032020.06.05 10:40buy550.011.086840.000000.00000
1042020.06.05 10:43sell560.171.087220.000000.00000
1052020.06.05 11:18buy570.021.085340.000000.00000
1062020.06.05 15:40close570.021.086840.000000.00000359.233034274.25
1072020.06.05 15:40close550.011.086840.000000.000000.003034274.25
1082020.06.05 16:28sell580.241.090220.000000.00000
1092020.06.08 15:48close580.241.084860.000000.0000015290.913049565.16
1102020.06.08 15:48close560.171.084860.000000.000004723.103054288.26
1112020.06.08 15:48close510.121.084860.000000.00000-1049.693053238.58
1122020.06.08 15:48close490.081.084860.000000.00000-3574.123049664.46
1132020.06.08 15:48close480.061.084860.000000.00000-3765.663045898.80
1142020.06.08 15:48close470.041.084860.000000.00000-3233.813042664.99
1152020.06.08 15:48close460.021.084860.000000.00000-1976.203040688.79
1162020.06.08 15:48close450.011.084860.000000.00000-1171.343039517.45
1172020.06.08 15:48sell590.011.084670.000000.00000
1182020.06.08 16:41close590.011.083550.000000.00000134.143039651.59
1192020.06.08 17:20sell600.011.081570.000000.00000
1202020.06.09 09:46close600.011.079450.000000.00000249.093039900.68
1212020.06.09 09:46sell610.011.079290.000000.00000
1222020.06.09 10:47close610.011.076380.000000.00000348.523040249.20
1232020.06.10 12:10sell620.011.074730.000000.00000
1242020.06.10 14:20sell630.021.076240.000000.00000
1252020.06.10 17:20close630.021.073970.000000.00000543.723040792.92
1262020.06.10 17:20close620.011.073970.000000.0000091.023040883.94
1272020.06.11 10:05sell640.011.070550.000000.00000
1282020.06.11 13:04sell650.021.072060.000000.00000
1292020.06.11 15:51close650.021.069960.000000.00000503.013041386.95
1302020.06.11 15:51close640.011.069960.000000.0000070.663041457.61
1312020.06.11 18:30sell660.011.067680.000000.00000
1322020.06.12 00:02close660.011.065930.000000.00000204.783041662.38
1332020.06.12 11:40buy670.011.072060.000000.00000
1342020.06.12 13:50buy680.021.070560.000000.00000
1352020.06.12 21:30close680.021.072070.000000.00000361.633042024.01
1362020.06.12 21:30close670.011.072070.000000.000001.203042025.21
1372020.06.15 15:10sell690.011.067730.000000.00000
1382020.06.15 16:31sell700.021.069240.000000.00000
1392020.06.15 17:44sell710.041.070750.000000.00000
1402020.06.15 21:00sell720.061.072280.000000.00000
1412020.06.15 21:05buy730.011.073860.000000.00000
1422020.06.15 21:07sell740.081.073790.000000.00000
1432020.06.16 03:13close730.011.075180.000000.00000157.393042182.60
1442020.06.16 05:50buy750.011.076650.000000.00000
1452020.06.16 09:33sell760.121.076810.000000.00000
1462020.06.16 10:31buy770.021.075150.000000.00000
1472020.06.16 10:59buy780.041.073620.000000.00000
1482020.06.16 13:06close760.121.073110.000000.000005317.523047500.12
1492020.06.16 13:06close740.081.073110.000000.00000613.003048113.12
1502020.06.16 13:06close720.061.073110.000000.00000-625.313047487.81
1512020.06.16 13:06close710.041.073110.000000.00000-1149.823046337.99
1522020.06.16 13:06close700.021.073110.000000.00000-936.603045401.39
1532020.06.16 13:06close690.011.073110.000000.00000-649.143044752.25
1542020.06.16 13:37buy790.061.072110.000000.00000
1552020.06.16 13:45sell800.011.071020.000000.00000
1562020.06.16 15:40sell810.021.072530.000000.00000
1572020.06.16 16:18buy820.081.070600.000000.00000
1582020.06.16 16:36close810.021.069460.000000.00000735.363045487.61
1592020.06.16 16:36close800.011.069460.000000.00000186.833045674.44
1602020.06.16 16:36sell830.011.069280.000000.00000
1612020.06.16 16:47sell840.021.070780.000000.00000
1622020.06.17 12:48buy850.121.067600.000000.00000
1632020.06.17 12:53close840.021.068130.000000.00000625.123046299.56
1642020.06.17 12:53close830.011.068130.000000.00000132.923046432.48
1652020.06.17 12:53sell860.011.067960.000000.00000
1662020.06.17 17:47sell870.021.069480.000000.00000
1672020.06.17 19:55close870.021.067530.000000.00000467.083046899.56
1682020.06.17 19:55close860.011.067530.000000.0000051.503046951.06
1692020.06.17 21:00sell880.011.066300.000000.00000
1702020.06.18 06:12sell890.021.067800.000000.00000
1712020.06.19 00:01close890.021.066200.000000.00000373.623047324.68
1722020.06.19 00:01close880.011.066200.000000.00000-7.283047317.40
1732020.06.19 00:05sell900.011.065070.000000.00000
1742020.06.19 02:29sell910.021.066580.000000.00000
1752020.06.19 17:52close910.021.065070.000000.00000361.683047679.08
1762020.06.19 17:52close900.011.065070.000000.000000.003047679.08
1772020.06.19 17:54buy920.171.064600.000000.00000
1782020.06.23 15:11close920.171.070620.000000.0000012231.903059910.98
1792020.06.23 15:11close850.121.070620.000000.000004291.283064202.26
1802020.06.23 15:11close820.081.070620.000000.00000-18.393064183.87
1812020.06.23 15:11close790.061.070620.000000.00000-1098.683063085.18
1822020.06.23 15:11close780.041.070620.000000.00000-1455.723061629.47
1832020.06.23 15:11close770.021.070620.000000.00000-1094.283060535.19
1842020.06.23 15:11close750.011.070620.000000.00000-726.753059808.44
1852020.06.25 14:50sell930.011.063990.000000.00000
1862020.06.26 15:01close930.011.062980.000000.00000116.153059924.58
1872020.06.29 16:55buy940.011.067710.000000.00000
1882020.06.30 08:39close940.011.068860.000000.00000137.043060061.62
1892020.06.30 13:55sell950.011.065050.000000.00000
1902020.07.01 08:56close950.011.063260.000000.00000209.573060271.19
1912020.07.02 17:35sell960.011.062390.000000.00000
1922020.07.06 04:40sell970.021.063890.000000.00000
1932020.07.06 18:43sell980.041.065420.000000.00000
1942020.07.07 18:10close980.041.063120.000000.000001082.583061353.77
1952020.07.07 18:10close970.021.063120.000000.00000174.803061528.57
1962020.07.07 18:10close960.011.063120.000000.00000-101.863061426.71
1972020.07.07 19:55sell990.011.062700.000000.00000
1982020.07.09 06:46sell1000.021.064230.000000.00000
1992020.07.09 19:03close1000.021.062220.000000.00000481.453061908.16
2002020.07.09 19:03close990.011.062220.000000.0000038.233061946.38
2012020.07.09 23:10sell1010.011.061090.000000.00000
2022020.07.10 10:48sell1020.021.062600.000000.00000
2032020.07.13 01:59sell1030.041.064120.000000.00000
2042020.07.13 12:29sell1040.061.065620.000000.00000
2052020.07.13 12:35buy1050.011.066080.000000.00000
2062020.07.13 13:54sell1060.081.067120.000000.00000
2072020.07.13 15:57close1050.011.068050.000000.00000235.903062182.28
2082020.07.13 17:58sell1070.121.070120.000000.00000
2092020.07.13 18:00buy1080.011.070260.000000.00000
2102020.07.13 22:25buy1090.021.068750.000000.00000
2112020.07.14 10:10buy1100.041.067250.000000.00000
2122020.07.14 10:37close1070.121.066480.000000.000005173.533067355.81
2132020.07.14 10:37close1060.081.066480.000000.00000574.683067930.49
2142020.07.14 10:37close1040.061.066480.000000.00000-646.863067283.63
2152020.07.14 10:37close1030.041.066480.000000.00000-1149.823066133.81
2162020.07.14 10:37close1020.021.066480.000000.00000-948.623065185.18
2172020.07.14 10:37close1010.011.066480.000000.00000-659.973064525.21
2182020.07.14 10:50buy1110.061.065750.000000.00000
2192020.07.14 15:38close1110.061.068490.000000.000001968.593066493.80
2202020.07.14 15:38close1100.041.068490.000000.00000593.933067087.73
2212020.07.14 15:38close1090.021.068490.000000.00000-63.613067024.12
2222020.07.14 15:38close1080.011.068490.000000.00000-212.613066811.51
2232020.07.14 22:35buy1120.011.070860.000000.00000
2242020.07.15 05:46close1120.011.072280.000000.00000169.373066980.88
2252020.07.15 13:40buy1130.011.074870.000000.00000
2262020.07.15 14:12close1130.011.076910.000000.00000244.283067225.16
2272020.07.15 14:12buy1140.011.077130.000000.00000
2282020.07.16 15:38close1140.011.078580.000000.00000171.623067396.78
2292020.07.21 14:00sell1150.011.072420.000000.00000
2302020.07.21 14:45sell1160.021.073930.000000.00000
2312020.07.21 17:15sell1170.041.075430.000000.00000
2322020.07.22 12:21sell1180.061.076940.000000.00000
2332020.07.22 12:45buy1190.011.077850.000000.00000
2342020.07.22 13:08sell1200.081.078460.000000.00000
2352020.07.22 18:59buy1210.021.076340.000000.00000
2362020.07.23 10:33buy1220.041.074840.000000.00000
2372020.07.23 10:56close1200.081.075620.000000.000002605.513070002.29
2382020.07.23 10:56close1180.061.075620.000000.00000861.893070864.18
2392020.07.23 10:56close1170.041.075620.000000.00000-168.043070696.14
2402020.07.23 10:56close1160.021.075620.000000.00000-443.313070252.83
2412020.07.23 10:56close1150.011.075620.000000.00000-402.493069850.34
2422020.07.23 14:35sell1230.011.073620.000000.00000
2432020.07.23 14:42buy1240.061.073330.000000.00000
2442020.07.23 15:59buy1250.081.071810.000000.00000
2452020.07.23 16:04close1230.011.072510.000000.00000132.943069983.28
2462020.07.24 00:05sell1260.011.072680.000000.00000
2472020.07.24 10:37sell1270.021.074190.000000.00000
2482020.07.24 14:22close1270.021.072200.000000.00000476.663070459.94
2492020.07.24 14:22close1260.011.072200.000000.0000057.493070517.43
2502020.07.24 17:31close1250.081.074550.000000.000002619.433073136.86
2512020.07.24 17:31close1240.061.074550.000000.00000872.503074009.35
2522020.07.24 17:31close1220.041.074550.000000.00000-141.583073867.77
2532020.07.24 17:31close1210.021.074550.000000.00000-434.043073433.73
2542020.07.24 17:31close1190.011.074550.000000.00000-397.833073035.89
2552020.07.27 13:15buy1280.011.078890.000000.00000
2562020.07.27 15:44close1280.011.082760.000000.00000463.413073499.30
2572020.07.28 11:20sell1290.011.078930.000000.00000
2582020.07.28 16:33close1290.011.075300.000000.00000434.743073934.04
2592020.07.30 12:05sell1300.011.073570.000000.00000
2602020.07.30 15:28sell1310.021.075070.000000.00000
2612020.07.30 20:30sell1320.041.076570.000000.00000
2622020.07.30 20:35buy1330.011.077310.000000.00000
2632020.07.31 00:07buy1340.021.075660.000000.00000
2642020.07.31 02:18sell1350.061.078070.000000.00000
2652020.07.31 03:08close1340.021.077760.000000.00000502.933074436.97
2662020.07.31 03:08close1330.011.077760.000000.0000053.213074490.18
2672020.07.31 06:00buy1360.011.078490.000000.00000
2682020.07.31 11:14sell1370.081.079580.000000.00000
2692020.07.31 11:45buy1380.021.076960.000000.00000
2702020.07.31 12:22close1370.081.076350.000000.000003094.703077584.88
2712020.07.31 12:22close1350.061.076350.000000.000001235.963078820.84
2722020.07.31 12:22close1320.041.076350.000000.0000086.143078906.98
2732020.07.31 12:22close1310.021.076350.000000.00000-316.223078590.76
2742020.07.31 12:22close1300.011.076350.000000.00000-337.753078253.01
2752020.07.31 17:06close1380.021.078480.000000.00000364.023078617.03
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