Strategy Tester Report
ArcMultiPremium
TitanFX-03 (Build 1330)

通貨ペアEURGBP (Euro vs Great Britain Pound )
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365791モデルティック数10742394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698095.40総利益1320326.93総損失-622231.53
プロフィットファクタ2.12期待利得857.61
絶対ドローダウン275230.18最大ドローダウン410690.05 (13.10%)相対ドローダウン13.10% (410690.05)
総取引数814売りポジション(勝率%)419 (65.87%)買いポジション(勝率%)395 (68.10%)
勝率(%)545 (66.95%)負率 (%)269 (33.05%)
最大勝トレード117705.41敗トレード-20018.56
平均勝トレード2422.62敗トレード-2313.13
最大連勝(金額)18 (15965.81)連敗(金額)8 (-92905.70)
最大連勝(トレード数)136973.38 (2)連敗(トレード数)-92905.70 (8)
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 09:16buy10.010.872990.000000.00000
22020.05.01 14:41close10.010.875340.000000.00000356.023000356.02
32020.05.04 12:00buy20.010.880370.000000.00000
42020.05.04 16:53buy30.020.878860.000000.00000
52020.05.04 17:13sell40.010.878240.000000.00000
62020.05.04 19:25buy50.040.877360.000000.00000
72020.05.04 22:55buy60.060.875840.000000.00000
82020.05.04 23:18close40.010.876390.000000.00000280.303000636.32
92020.05.05 09:03buy70.080.874330.000000.00000
102020.05.05 12:05sell80.010.871560.000000.00000
112020.05.05 12:06buy90.150.871240.000000.00000
122020.05.05 14:39close80.010.870020.000000.00000233.333000869.65
132020.05.06 09:39sell100.010.870010.000000.00000
142020.05.06 11:22sell110.020.871510.000000.00000
152020.05.06 11:34sell120.040.873010.000000.00000
162020.05.06 17:15sell130.060.874510.000000.00000
172020.05.06 18:54close90.150.875130.000000.000008762.033009631.68
182020.05.06 18:54close70.080.875130.000000.00000927.843010559.52
192020.05.06 18:54close60.060.875130.000000.00000-708.143009851.39
202020.05.06 18:54close50.040.875130.000000.00000-1393.263008458.12
212020.05.06 18:54close30.020.875130.000000.00000-1151.153007306.98
222020.05.06 18:54close20.010.875130.000000.00000-804.353006502.63
232020.05.07 01:57sell140.080.876010.000000.00000
242020.05.07 10:28close140.080.871830.000000.000005067.063011569.69
252020.05.07 10:28close130.060.871830.000000.000002371.923013941.61
262020.05.07 10:28close120.040.871830.000000.00000672.133014613.74
272020.05.07 10:28close110.020.871830.000000.00000-118.523014495.21
282020.05.07 10:28close100.010.871830.000000.00000-286.543014208.67
292020.05.07 15:09buy150.010.874340.000000.00000
302020.05.07 16:39close150.010.875550.000000.00000183.323014391.99
312020.05.07 16:47buy160.010.876920.000000.00000
322020.05.07 16:55buy170.020.875410.000000.00000
332020.05.07 17:35close170.020.877980.000000.00000778.753015170.74
342020.05.07 17:35close160.010.877980.000000.00000160.603015331.34
352020.05.08 13:17buy180.010.876480.000000.00000
362020.05.08 15:29buy190.020.874970.000000.00000
372020.05.08 17:11buy200.040.873460.000000.00000
382020.05.08 17:25buy210.060.871950.000000.00000
392020.05.11 10:23close210.060.874230.000000.000002041.343017372.69
402020.05.11 10:23close200.040.874230.000000.00000445.753017818.44
412020.05.11 10:23close190.020.874230.000000.00000-234.693017583.75
422020.05.11 10:23close180.010.874230.000000.00000-346.133017237.62
432020.05.11 13:09buy220.010.875930.000000.00000
442020.05.11 14:18close220.010.878130.000000.00000333.333017570.95
452020.05.11 14:37buy230.010.878800.000000.00000
462020.05.11 16:39buy240.020.877290.000000.00000
472020.05.11 17:44buy250.040.875790.000000.00000
482020.05.11 17:46sell260.010.875390.000000.00000
492020.05.11 18:14sell270.020.876890.000000.00000
502020.05.12 11:39sell280.040.878400.000000.00000
512020.05.12 11:59close250.040.878230.000000.000001457.873019028.83
522020.05.12 11:59close240.020.878230.000000.00000274.403019303.22
532020.05.12 11:59close230.010.878230.000000.00000-91.593019211.64
542020.05.12 16:11buy290.010.879690.000000.00000
552020.05.12 16:12sell300.060.879900.000000.00000
562020.05.12 16:47sell310.080.881410.000000.00000
572020.05.12 17:54close290.010.882010.000000.00000351.523019563.16
582020.05.12 19:07buy320.010.883710.000000.00000
592020.05.12 20:44sell330.150.884410.000000.00000
602020.05.13 09:41buy340.020.882210.000000.00000
612020.05.13 17:07close340.020.886380.000000.000001263.633020826.79
622020.05.13 17:07close320.010.886380.000000.00000399.323021226.11
632020.05.13 17:19sell350.270.887410.000000.00000
642020.05.14 22:28close350.270.882950.000000.0000017957.033039183.14
652020.05.14 22:28close330.150.882950.000000.000003103.203042286.35
662020.05.14 22:28close310.080.882950.000000.00000-1981.813040304.54
672020.05.14 22:28close300.060.882950.000000.00000-2859.263037445.28
682020.05.14 22:28close280.040.882950.000000.00000-2815.383034629.90
692020.05.14 22:28close270.020.882950.000000.00000-1872.513032757.39
702020.05.14 22:28close260.010.882950.000000.00000-1163.563031593.83
712020.05.15 14:38buy360.010.887410.000000.00000
722020.05.15 15:00close360.010.888420.000000.00000153.033031746.86
732020.05.18 12:44sell370.010.891780.000000.00000
742020.05.18 16:38close370.010.890400.000000.00000209.123031955.98
752020.05.18 19:04buy380.010.894530.000000.00000
762020.05.19 09:18buy390.020.893030.000000.00000
772020.05.19 11:00sell400.010.892250.000000.00000
782020.05.19 11:21sell410.020.893750.000000.00000
792020.05.19 13:11sell420.040.895250.000000.00000
802020.05.19 15:52close390.020.894730.000000.00000515.153032471.13
812020.05.19 15:52close380.010.894730.000000.0000025.073032496.20
822020.05.19 17:28close420.040.892680.000000.000001557.793034053.99
832020.05.19 17:28close410.020.892680.000000.00000324.293034378.28
842020.05.19 17:28close400.010.892680.000000.00000-65.163034313.12
852020.05.19 19:10sell430.010.892040.000000.00000
862020.05.20 09:19sell440.020.893550.000000.00000
872020.05.20 09:20buy450.010.893720.000000.00000
882020.05.20 10:04sell460.040.895050.000000.00000
892020.05.20 13:10buy470.020.892220.000000.00000
902020.05.20 13:33close460.040.893000.000000.000001242.603035555.72
912020.05.20 13:33close440.020.893000.000000.00000166.693035722.41
922020.05.20 13:33close430.010.893000.000000.00000-149.073035573.34
932020.05.20 16:15close470.020.893850.000000.00000493.943036067.28
942020.05.20 16:15close450.010.893850.000000.0000019.703036086.98
952020.05.20 19:44buy480.010.897380.000000.00000
962020.05.21 00:00buy490.020.895670.000000.00000
972020.05.21 00:01sell500.010.895750.000000.00000
982020.05.21 00:28sell510.020.897270.000000.00000
992020.05.21 09:28sell520.040.898770.000000.00000
1002020.05.21 10:29close490.020.898840.000000.00000960.603037047.58
1012020.05.21 10:29close480.010.898840.000000.00000205.533037253.11
1022020.05.21 13:40close520.040.896790.000000.000001200.163038453.27
1032020.05.21 13:40close510.020.896790.000000.00000145.473038598.74
1042020.05.21 13:40close500.010.896790.000000.00000-157.603038441.14
1052020.05.21 15:33buy530.010.899930.000000.00000
1062020.05.21 16:24buy540.020.898430.000000.00000
1072020.05.21 17:17buy550.040.896910.000000.00000
1082020.05.21 17:27sell560.010.896220.000000.00000
1092020.05.21 17:45buy570.060.895410.000000.00000
1102020.05.22 13:17close560.010.895050.000000.00000173.703038614.84
1112020.05.22 17:30buy580.080.893870.000000.00000
1122020.05.25 17:52sell590.010.892810.000000.00000
1132020.05.25 23:57sell600.020.894390.000000.00000
1142020.05.26 09:59buy610.150.890870.000000.00000
1152020.05.26 10:15close600.020.891630.000000.00000829.303039444.14
1162020.05.26 10:15close590.010.891630.000000.00000175.233039619.37
1172020.05.26 11:47sell620.010.890980.000000.00000
1182020.05.26 14:56close620.010.889570.000000.00000213.673039833.04
1192020.05.26 15:15sell630.010.888740.000000.00000
1202020.05.26 16:53sell640.020.890240.000000.00000
1212020.05.27 10:57sell650.040.891740.000000.00000
1222020.05.27 12:34sell660.060.893260.000000.00000
1232020.05.27 14:30sell670.080.894760.000000.00000
1242020.05.27 14:37close610.150.894620.000000.000008444.383048277.42
1252020.05.27 14:37close580.080.894620.000000.00000783.663049061.08
1262020.05.27 14:37close570.060.894620.000000.00000-843.623048217.46
1272020.05.27 14:37close550.040.894620.000000.00000-1471.503046745.95
1282020.05.27 14:37close540.020.894620.000000.00000-1196.363045549.59
1292020.05.27 14:37close530.010.894620.000000.00000-825.463044724.14
1302020.05.27 15:07buy680.010.895720.000000.00000
1312020.05.27 17:13sell690.150.897760.000000.00000
1322020.05.27 17:57close680.010.898380.000000.00000403.033045127.17
1332020.05.28 13:59buy700.010.899410.000000.00000
1342020.05.28 14:13buy710.020.897900.000000.00000
1352020.05.29 10:23sell720.270.900760.000000.00000
1362020.05.29 10:38close710.020.900440.000000.00000759.253045886.42
1372020.05.29 10:38close700.010.900440.000000.00000150.833046037.25
1382020.05.29 10:54buy730.010.901150.000000.00000
1392020.05.29 11:54sell740.510.903760.000000.00000
1402020.05.29 13:08close730.010.904390.000000.00000490.923046528.17
1412020.05.29 17:12close740.510.899580.000000.0000032304.443078832.61
1422020.05.29 17:12close720.270.899580.000000.000004827.943083660.55
1432020.05.29 17:12close690.150.899580.000000.00000-4352.353079308.20
1442020.05.29 17:12close670.080.899580.000000.00000-5958.123073350.08
1452020.05.29 17:12close660.060.899580.000000.00000-5832.423067517.66
1462020.05.29 17:12close650.040.899580.000000.00000-4809.623062708.05
1472020.05.29 17:12close640.020.899580.000000.00000-2866.593059841.45
1482020.05.29 17:12close630.010.899580.000000.00000-1660.603058180.85
1492020.06.01 17:05sell750.010.895080.000000.00000
1502020.06.01 17:46close750.010.892610.000000.00000374.293058555.14
1512020.06.01 18:36sell760.010.891910.000000.00000
1522020.06.02 04:04close760.010.890010.000000.00000284.333058839.47
1532020.06.02 09:28sell770.010.889170.000000.00000
1542020.06.02 10:04close770.010.887600.000000.00000237.913059077.38
1552020.06.02 15:06buy780.010.891580.000000.00000
1562020.06.02 15:36buy790.020.890080.000000.00000
1572020.06.03 03:25buy800.040.888580.000000.00000
1582020.06.03 04:25sell810.010.887900.000000.00000
1592020.06.03 05:10sell820.020.889400.000000.00000
1602020.06.03 10:20sell830.040.890900.000000.00000
1612020.06.03 12:32close800.040.891090.000000.000001521.223060598.60
1622020.06.03 12:32close790.020.891090.000000.00000295.613060894.21
1632020.06.03 12:32close780.010.891090.000000.00000-79.483060814.73
1642020.06.03 16:49sell840.060.892410.000000.00000
1652020.06.03 16:50buy850.010.892570.000000.00000
1662020.06.03 17:54buy860.020.891060.000000.00000
1672020.06.04 00:23close860.020.892830.000000.00000505.013061319.74
1682020.06.04 00:23close850.010.892830.000000.0000023.713061343.46
1692020.06.04 03:07sell870.080.893910.000000.00000
1702020.06.04 03:40buy880.010.895160.000000.00000
1712020.06.04 12:59buy890.020.893660.000000.00000
1722020.06.04 15:14sell900.150.896920.000000.00000
1732020.06.04 15:27close890.020.895930.000000.00000687.883062031.34
1742020.06.04 15:27close880.010.895930.000000.00000116.673062148.01
1752020.06.04 15:51buy910.010.897260.000000.00000
1762020.06.04 16:00buy920.020.895760.000000.00000
1772020.06.04 17:28close920.020.897440.000000.00000509.103062657.11
1782020.06.04 17:28close910.010.897440.000000.0000027.273062684.38
1792020.06.04 17:33buy930.010.898530.000000.00000
1802020.06.04 17:51sell940.270.899920.000000.00000
1812020.06.04 18:11close930.010.899650.000000.00000169.703062854.08
1822020.06.04 20:23buy950.010.899820.000000.00000
1832020.06.05 09:01buy960.020.898300.000000.00000
1842020.06.05 10:26buy970.040.896800.000000.00000
1852020.06.05 10:43buy980.060.895280.000000.00000
1862020.06.05 10:43close940.270.895590.000000.0000017619.253080473.33
1872020.06.05 10:43close900.150.895590.000000.000002969.313083442.63
1882020.06.05 10:43close870.080.895590.000000.00000-2065.373081377.26
1892020.06.05 10:43close840.060.895590.000000.00000-2977.493078399.77
1902020.06.05 10:43close830.040.895590.000000.00000-2900.293075499.49
1912020.06.05 10:43close820.020.895590.000000.00000-1904.743073594.74
1922020.06.05 10:43close810.010.895590.000000.00000-1179.683072415.06
1932020.06.05 10:44sell990.010.895220.000000.00000
1942020.06.05 11:18sell1000.020.896720.000000.00000
1952020.06.05 15:00close1000.020.895220.000000.00000454.613072869.67
1962020.06.05 15:00close990.010.895220.000000.000000.003072869.67
1972020.06.05 15:18buy1010.080.893780.000000.00000
1982020.06.05 16:13buy1020.150.890780.000000.00000
1992020.06.08 18:22sell1030.010.889560.000000.00000
2002020.06.08 22:50buy1040.270.887780.000000.00000
2012020.06.09 02:58close1030.010.887750.000000.00000270.693073140.36
2022020.06.09 14:00close1040.270.891990.000000.0000017081.833090222.19
2032020.06.09 14:00close1020.150.891990.000000.000002593.243092815.43
2042020.06.09 14:00close1010.080.891990.000000.00000-2253.343090562.09
2052020.06.09 14:00close980.060.891990.000000.00000-3053.673087508.42
2062020.06.09 14:00close970.040.891990.000000.00000-2956.993084551.43
2072020.06.09 14:00close960.020.891990.000000.00000-1933.053082618.38
2082020.06.09 14:00close950.010.891990.000000.00000-1202.063081416.32
2092020.06.09 15:43buy1050.010.892670.000000.00000
2102020.06.09 18:46buy1060.020.891160.000000.00000
2112020.06.09 20:00sell1070.010.890020.000000.00000
2122020.06.10 02:44sell1080.020.891560.000000.00000
2132020.06.10 08:46buy1090.040.889660.000000.00000
2142020.06.10 10:30close1080.020.889250.000000.00000700.113082116.43
2152020.06.10 10:30close1070.010.889250.000000.00000113.093082229.52
2162020.06.11 00:00close1090.040.891920.000000.000001306.993083536.52
2172020.06.11 00:00close1060.020.891920.000000.00000188.503083725.01
2182020.06.11 00:00close1050.010.891920.000000.00000-134.553083590.47
2192020.06.11 02:59buy1100.010.894260.000000.00000
2202020.06.11 10:12close1100.010.895920.000000.00000251.523083841.99
2212020.06.11 11:40buy1110.010.897370.000000.00000
2222020.06.11 18:24close1110.010.899590.000000.00000336.383084178.37
2232020.06.11 18:52buy1120.010.900540.000000.00000
2242020.06.11 20:18buy1130.020.899040.000000.00000
2252020.06.11 20:53sell1140.010.897870.000000.00000
2262020.06.11 20:59buy1150.040.897540.000000.00000
2272020.06.12 12:16buy1160.060.896040.000000.00000
2282020.06.12 12:29close1140.010.896280.000000.00000237.353084415.72
2292020.06.12 12:57sell1170.010.895330.000000.00000
2302020.06.12 13:39sell1180.020.896840.000000.00000
2312020.06.12 16:05close1160.060.898310.000000.000002063.663086479.38
2322020.06.12 16:05close1150.040.898310.000000.00000445.773086925.15
2332020.06.12 16:05close1130.020.898310.000000.00000-231.673086693.48
2342020.06.12 16:05close1120.010.898310.000000.00000-343.113086350.37
2352020.06.12 16:05sell1190.040.898340.000000.00000
2362020.06.12 17:54close1190.040.896480.000000.000001127.433087477.80
2372020.06.12 17:54close1180.020.896480.000000.00000109.103087586.90
2382020.06.12 17:54close1170.010.896480.000000.00000-174.263087412.64
2392020.06.15 12:18sell1200.010.897330.000000.00000
2402020.06.15 13:57sell1210.020.898830.000000.00000
2412020.06.15 15:23close1210.020.897110.000000.00000521.293087933.93
2422020.06.15 15:23close1200.010.897110.000000.0000033.343087967.27
2432020.06.16 05:59sell1220.010.895450.000000.00000
2442020.06.16 09:55sell1230.020.896950.000000.00000
2452020.06.16 10:17buy1240.010.897530.000000.00000
2462020.06.16 12:27buy1250.020.896030.000000.00000
2472020.06.16 13:11buy1260.040.894530.000000.00000
2482020.06.16 13:30close1230.020.895310.000000.00000497.043088464.31
2492020.06.16 13:30close1220.010.895310.000000.0000021.213088485.52
2502020.06.16 14:34sell1270.010.894250.000000.00000
2512020.06.16 15:31buy1280.060.893030.000000.00000
2522020.06.16 15:56close1270.010.892490.000000.00000266.713088752.23
2532020.06.16 17:15buy1290.080.891530.000000.00000
2542020.06.17 00:29close1290.080.895350.000000.000004588.553093340.78
2552020.06.17 00:29close1280.060.895350.000000.000002077.763095418.54
2562020.06.17 00:29close1260.040.895350.000000.00000476.063095894.61
2572020.06.17 00:29close1250.020.895350.000000.00000-216.523095678.09
2582020.06.17 00:29close1240.010.895350.000000.00000-335.533095342.56
2592020.06.17 12:13sell1300.010.895550.000000.00000
2602020.06.18 10:00sell1310.020.897050.000000.00000
2612020.06.18 11:43sell1320.040.898550.000000.00000
2622020.06.18 12:26buy1330.010.899200.000000.00000
2632020.06.18 12:35sell1340.060.900050.000000.00000
2642020.06.18 13:36close1330.010.900310.000000.00000168.183095510.74
2652020.06.18 15:02sell1350.080.901560.000000.00000
2662020.06.18 15:33buy1360.010.901120.000000.00000
2672020.06.18 16:51close1360.010.902270.000000.00000174.243095684.98
2682020.06.18 17:34buy1370.010.903600.000000.00000
2692020.06.18 19:07buy1380.020.902100.000000.00000
2702020.06.19 13:15sell1390.150.904570.000000.00000
2712020.06.19 15:00close1380.020.906080.000000.000001195.603096880.58
2722020.06.19 15:00close1370.010.906080.000000.00000370.533097251.11
2732020.06.22 13:25buy1400.010.905310.000000.00000
2742020.06.22 15:02buy1410.020.903810.000000.00000
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