Strategy Tester Report
ArcMultiPremium
TitanFX-03 (Build 1330)

通貨ペアEURNZD (Euro vs New Zealand 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365696モデルティック数15480756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 (29)
純益663454.92総利益1295802.01総損失-632347.09
プロフィットファクタ2.05期待利得506.84
絶対ドローダウン117942.78最大ドローダウン249352.34 (7.54%)相対ドローダウン7.54% (249352.34)
総取引数1309売りポジション(勝率%)765 (68.63%)買いポジション(勝率%)544 (65.44%)
勝率(%)881 (67.30%)負率 (%)428 (32.70%)
最大勝トレード75426.17敗トレード-13954.17
平均勝トレード1470.83敗トレード-1477.45
最大連勝(金額)19 (9491.37)連敗(金額)8 (-58978.45)
最大連勝(トレード数)85614.69 (11)連敗(トレード数)-58978.45 (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 00:10buy10.011.788630.000000.00000
22020.05.01 01:14close10.011.791440.000000.00000221.313000221.31
32020.05.01 01:15buy20.011.791710.000000.00000
42020.05.01 01:23close20.011.793010.000000.00000102.393000323.70
52020.05.01 01:25buy30.011.792640.000000.00000
62020.05.01 01:45buy40.021.791040.000000.00000
72020.05.01 01:51buy50.041.789520.000000.00000
82020.05.01 03:00buy60.061.788000.000000.00000
92020.05.01 03:21close60.061.793180.000000.000002447.863002771.56
102020.05.01 03:21close50.041.793180.000000.000001153.053003924.61
112020.05.01 03:21close40.021.793180.000000.00000337.093004261.70
122020.05.01 03:21close30.011.793180.000000.0000042.533004304.23
132020.05.01 03:21buy70.011.793370.000000.00000
142020.05.01 03:24buy80.021.791860.000000.00000
152020.05.01 03:48close80.021.794860.000000.00000472.563004776.79
162020.05.01 03:48close70.011.794860.000000.00000117.353004894.14
172020.05.01 03:48buy90.011.795030.000000.00000
182020.05.01 03:58buy100.021.793520.000000.00000
192020.05.01 06:02close100.021.795580.000000.00000324.493005218.63
202020.05.01 06:02close90.011.795580.000000.0000043.323005261.95
212020.05.01 11:15buy110.011.802970.000000.00000
222020.05.01 11:32buy120.021.801430.000000.00000
232020.05.01 12:30close120.021.803770.000000.00000368.603005630.55
242020.05.01 12:30close110.011.803770.000000.0000063.013005693.56
252020.05.01 14:10buy130.011.807970.000000.00000
262020.05.01 14:44buy140.021.806420.000000.00000
272020.05.01 15:01close140.021.807940.000000.00000239.433005932.99
282020.05.01 15:01close130.011.807940.000000.00000-2.373005930.62
292020.05.04 21:20sell150.011.805590.000000.00000
302020.05.04 21:35close150.011.804270.000000.00000103.983006034.60
312020.05.04 21:35sell160.011.804030.000000.00000
322020.05.04 22:37close160.011.802330.000000.00000133.923006168.52
332020.05.05 00:10sell170.011.799050.000000.00000
342020.05.05 00:11sell180.021.800620.000000.00000
352020.05.05 00:12sell190.041.802170.000000.00000
362020.05.05 01:51sell200.061.803730.000000.00000
372020.05.05 02:55close200.061.801290.000000.000001153.323007321.84
382020.05.05 02:55close190.041.801290.000000.00000277.303007599.14
392020.05.05 02:55close180.021.801290.000000.00000-105.563007493.58
402020.05.05 02:55close170.011.801290.000000.00000-176.463007317.12
412020.05.05 03:35sell210.011.798470.000000.00000
422020.05.05 03:40sell220.021.799970.000000.00000
432020.05.05 06:59close220.021.798080.000000.00000297.783007614.90
442020.05.05 06:59close210.011.798080.000000.0000030.733007645.63
452020.05.05 08:55sell230.011.795210.000000.00000
462020.05.05 09:02sell240.021.796820.000000.00000
472020.05.05 09:30sell250.041.798330.000000.00000
482020.05.05 10:17close250.041.795910.000000.00000762.583008408.21
492020.05.05 10:17close240.021.795910.000000.00000143.383008551.59
502020.05.05 10:17close230.011.795910.000000.00000-55.143008496.45
512020.05.05 12:10sell260.011.792410.000000.00000
522020.05.05 12:25sell270.021.793930.000000.00000
532020.05.05 14:01close270.021.791280.000000.00000417.533008913.98
542020.05.05 14:01close260.011.791280.000000.0000089.023009003.00
552020.05.05 17:55sell280.011.789340.000000.00000
562020.05.05 18:01sell290.021.790870.000000.00000
572020.05.05 18:28close290.021.788730.000000.00000337.183009340.18
582020.05.05 18:28close280.011.788730.000000.0000048.063009388.24
592020.05.05 18:28sell300.011.788470.000000.00000
602020.05.05 19:34close300.011.787110.000000.00000107.143009495.38
612020.05.05 21:45sell310.011.786990.000000.00000
622020.05.05 22:27sell320.021.788510.000000.00000
632020.05.05 22:42sell330.041.790020.000000.00000
642020.05.06 00:01sell340.061.792790.000000.00000
652020.05.06 00:04close340.061.788130.000000.000002202.663011698.04
662020.05.06 00:04close330.041.788130.000000.00000597.273012295.31
672020.05.06 00:04close320.021.788130.000000.0000060.723012356.03
682020.05.06 00:04close310.011.788130.000000.00000-89.373012266.66
692020.05.06 08:20sell350.011.787170.000000.00000
702020.05.06 08:49close350.011.785370.000000.00000141.813012408.47
712020.05.06 08:49sell360.011.785060.000000.00000
722020.05.06 09:28close360.011.783720.000000.00000105.563012514.03
732020.05.06 18:15buy370.011.792120.000000.00000
742020.05.06 18:49close370.011.795220.000000.00000244.163012758.19
752020.05.06 22:40buy380.011.796210.000000.00000
762020.05.06 23:59buy390.021.794630.000000.00000
772020.05.07 01:35close390.021.798110.000000.00000511.923013270.11
782020.05.07 01:35close380.011.798110.000000.00000131.523013401.63
792020.05.07 01:35buy400.011.798360.000000.00000
802020.05.07 01:59close400.011.799510.000000.0000090.583013492.21
812020.05.07 10:10sell410.011.787320.000000.00000
822020.05.07 10:13close410.011.785790.000000.00000120.533013612.74
832020.05.07 10:15sell420.011.785200.000000.00000
842020.05.07 10:15close420.011.784100.000000.0000086.663013699.40
852020.05.07 10:20sell430.011.783970.000000.00000
862020.05.07 10:27sell440.021.785530.000000.00000
872020.05.07 10:33sell450.041.787070.000000.00000
882020.05.07 11:16close450.041.785060.000000.00000633.383014332.78
892020.05.07 11:16close440.021.785060.000000.0000074.063014406.84
902020.05.07 11:16close430.011.785060.000000.00000-85.873014320.97
912020.05.07 12:30sell460.011.783350.000000.00000
922020.05.07 12:40close460.011.781740.000000.00000126.833014447.80
932020.05.07 12:41sell470.011.781500.000000.00000
942020.05.07 12:48sell480.021.783030.000000.00000
952020.05.07 13:34close480.021.781250.000000.00000280.453014728.25
962020.05.07 13:34close470.011.781250.000000.0000019.703014747.95
972020.05.08 03:45sell490.011.776000.000000.00000
982020.05.08 03:51close490.011.774850.000000.0000090.593014838.54
992020.05.08 03:51sell500.011.774640.000000.00000
1002020.05.08 04:19sell510.021.776200.000000.00000
1012020.05.08 04:38close510.021.772050.000000.00000653.873015492.41
1022020.05.08 04:38close500.011.772050.000000.00000204.033015696.44
1032020.05.08 04:40sell520.011.771690.000000.00000
1042020.05.08 05:42close520.011.770090.000000.00000126.053015822.49
1052020.05.08 08:25sell530.011.770380.000000.00000
1062020.05.08 12:56close530.011.769220.000000.0000091.393015913.88
1072020.05.08 13:10sell540.011.767410.000000.00000
1082020.05.08 13:16sell550.021.768920.000000.00000
1092020.05.08 14:15sell560.041.770440.000000.00000
1102020.05.08 15:00close560.041.768050.000000.00000753.133016667.01
1112020.05.08 15:00close550.021.768050.000000.00000137.083016804.09
1122020.05.08 15:00close540.011.768050.000000.00000-50.423016753.67
1132020.05.11 13:20buy570.011.777840.000000.00000
1142020.05.11 14:46close570.011.780260.000000.00000190.603016944.27
1152020.05.11 14:46buy580.011.780450.000000.00000
1162020.05.11 14:48close580.011.781830.000000.00000108.693017052.96
1172020.05.11 14:51buy590.011.782340.000000.00000
1182020.05.11 15:01buy600.021.780800.000000.00000
1192020.05.11 16:07buy610.041.779300.000000.00000
1202020.05.11 16:12buy620.061.777800.000000.00000
1212020.05.11 17:19close620.061.780210.000000.000001138.873018191.83
1222020.05.11 17:19close610.041.780210.000000.00000286.693018478.52
1232020.05.11 17:19close600.021.780210.000000.00000-92.943018385.58
1242020.05.11 17:19close590.011.780210.000000.00000-167.763018217.82
1252020.05.11 19:00buy630.011.783820.000000.00000
1262020.05.11 19:17buy640.021.782320.000000.00000
1272020.05.11 19:34buy650.041.780610.000000.00000
1282020.05.11 19:59buy660.061.778770.000000.00000
1292020.05.11 20:09buy670.081.777200.000000.00000
1302020.05.11 21:19close670.081.780320.000000.000001965.853020183.67
1312020.05.11 21:19close660.061.780320.000000.00000732.473020916.14
1322020.05.11 21:19close650.041.780320.000000.00000-91.363020824.78
1332020.05.11 21:19close640.021.780320.000000.00000-315.043020509.74
1342020.05.11 21:19close630.011.780320.000000.00000-275.663020234.08
1352020.05.12 02:05buy680.011.779760.000000.00000
1362020.05.12 03:00buy690.021.778240.000000.00000
1372020.05.12 03:15close690.021.781500.000000.00000513.523020747.60
1382020.05.12 03:15close680.011.781500.000000.00000137.043020884.64
1392020.05.12 13:20sell700.011.775700.000000.00000
1402020.05.12 13:25close700.011.774220.000000.00000116.593021001.23
1412020.05.12 13:25sell710.011.773960.000000.00000
1422020.05.12 13:47sell720.021.775490.000000.00000
1432020.05.12 14:30close720.021.773870.000000.00000255.243021256.47
1442020.05.12 14:30close710.011.773870.000000.000007.093021263.56
1452020.05.13 02:55buy730.011.786960.000000.00000
1462020.05.13 03:21buy740.021.785460.000000.00000
1472020.05.13 03:33buy750.041.783920.000000.00000
1482020.05.13 05:00buy760.061.782390.000000.00000
1492020.05.13 05:01close760.061.785190.000000.000001323.173022586.73
1502020.05.13 05:01close750.041.785190.000000.00000400.103022986.83
1512020.05.13 05:01close740.021.785190.000000.00000-42.533022944.30
1522020.05.13 05:01close730.011.785190.000000.00000-139.413022804.89
1532020.05.13 19:15buy770.011.806670.000000.00000
1542020.05.13 19:29buy780.021.805130.000000.00000
1552020.05.13 19:43close780.021.806850.000000.00000270.933023075.82
1562020.05.13 19:43close770.011.806850.000000.0000014.183023090.00
1572020.05.13 21:45buy790.011.806960.000000.00000
1582020.05.13 23:00buy800.021.805380.000000.00000
1592020.05.13 23:04buy810.041.803880.000000.00000
1602020.05.14 00:01buy820.061.802360.000000.00000
1612020.05.14 01:30close820.061.805740.000000.000001597.253024687.25
1622020.05.14 01:30close810.041.805740.000000.00000513.483025200.73
1632020.05.14 01:30close800.021.805740.000000.0000020.453025221.18
1642020.05.14 01:30close790.011.805740.000000.00000-114.213025106.97
1652020.05.14 13:50buy830.011.808040.000000.00000
1662020.05.14 14:37buy840.021.806480.000000.00000
1672020.05.14 17:25close840.021.808320.000000.00000289.843025396.81
1682020.05.14 17:25close830.011.808320.000000.0000022.053025418.86
1692020.05.14 22:20sell850.011.802440.000000.00000
1702020.05.14 22:34close850.011.800940.000000.00000118.173025537.03
1712020.05.14 22:34sell860.011.800720.000000.00000
1722020.05.14 23:33sell870.021.802240.000000.00000
1732020.05.15 00:01close870.021.799710.000000.00000399.473025936.50
1742020.05.15 00:01close860.011.799710.000000.0000080.003026016.50
1752020.05.15 02:10sell880.011.798410.000000.00000
1762020.05.15 02:15close880.011.797030.000000.00000108.713026125.21
1772020.05.15 02:20sell890.011.797740.000000.00000
1782020.05.15 04:09sell900.021.799270.000000.00000
1792020.05.15 04:21sell910.041.800790.000000.00000
1802020.05.15 04:42sell920.061.802300.000000.00000
1812020.05.15 06:10sell930.081.803820.000000.00000
1822020.05.15 13:30sell940.161.806840.000000.00000
1832020.05.15 13:40buy950.011.807920.000000.00000
1842020.05.15 13:43sell960.321.809850.000000.00000
1852020.05.15 13:59close950.011.809940.000000.00000159.093026284.30
1862020.05.15 13:59buy970.011.810260.000000.00000
1872020.05.15 14:05close970.011.811500.000000.0000097.663026381.96
1882020.05.15 14:05buy980.011.811800.000000.00000
1892020.05.15 14:06sell990.641.812850.000000.00000
1902020.05.15 14:45close980.011.813970.000000.00000170.913026552.87
1912020.05.15 16:05sell1001.281.815860.000000.00000
1922020.05.15 16:36sell1012.561.818860.000000.00000
1932020.05.15 16:51close1012.561.815130.000000.0000075224.493101777.36
1942020.05.15 16:51close1001.281.815130.000000.000007361.113109138.47
1952020.05.15 16:51close990.641.815130.000000.00000-11495.433097643.04
1962020.05.15 16:51close960.321.815130.000000.00000-13310.503084332.54
1972020.05.15 16:51close940.161.815130.000000.00000-10449.253073883.29
1982020.05.15 16:51close930.081.815130.000000.00000-7127.923066755.37
1992020.05.15 16:51close920.061.815130.000000.00000-6064.413060690.96
2002020.05.15 16:51close910.041.815130.000000.00000-4518.773056172.19
2012020.05.15 16:51close900.021.815130.000000.00000-2498.873053673.32
2022020.05.15 16:51close890.011.815130.000000.00000-1369.973052303.35
2032020.05.18 13:10sell1020.011.814080.000000.00000
2042020.05.18 14:28close1020.011.811560.000000.00000198.523052501.87
2052020.05.18 14:45sell1030.011.808590.000000.00000
2062020.05.18 15:53sell1040.021.810090.000000.00000
2072020.05.18 16:21close1040.021.807110.000000.00000469.523052971.39
2082020.05.18 16:21close1030.011.807110.000000.00000116.593053087.98
2092020.05.18 16:21sell1050.011.806840.000000.00000
2102020.05.18 16:37close1050.011.805350.000000.00000117.383053205.36
2112020.05.18 16:40sell1060.011.805590.000000.00000
2122020.05.18 16:42close1060.011.802700.000000.00000227.673053433.03
2132020.05.18 16:45sell1070.011.802960.000000.00000
2142020.05.18 16:56sell1080.021.804490.000000.00000
2152020.05.18 17:25sell1090.041.806000.000000.00000
2162020.05.18 17:58close1090.041.802360.000000.000001147.033054580.06
2172020.05.18 17:58close1080.021.802360.000000.00000335.603054915.66
2182020.05.18 17:58close1070.011.802360.000000.0000047.273054962.93
2192020.05.19 01:10sell1100.011.804950.000000.00000
2202020.05.19 02:02sell1110.021.806480.000000.00000
2212020.05.19 03:06close1110.021.804270.000000.00000348.213055311.14
2222020.05.19 03:06close1100.011.804270.000000.0000053.573055364.71
2232020.05.19 03:06sell1120.011.804070.000000.00000
2242020.05.19 03:49sell1130.021.805750.000000.00000
2252020.05.19 04:00sell1140.041.807260.000000.00000
2262020.05.19 05:45close1140.041.804970.000000.00000721.613056086.32
2272020.05.19 05:45close1130.021.804970.000000.00000122.903056209.22
2282020.05.19 05:45close1120.011.804970.000000.00000-70.903056138.32
2292020.05.19 09:40sell1150.011.797160.000000.00000
2302020.05.19 10:15sell1160.021.798700.000000.00000
2312020.05.19 12:53sell1170.041.800230.000000.00000
2322020.05.19 16:15close1170.041.797550.000000.00000844.513056982.83
2332020.05.19 16:15close1160.021.797550.000000.00000181.193057164.02
2342020.05.19 16:15close1150.011.797550.000000.00000-30.723057133.30
2352020.05.19 21:10sell1180.011.791460.000000.00000
2362020.05.19 21:59sell1190.021.793010.000000.00000
2372020.05.19 22:36sell1200.041.794510.000000.00000
2382020.05.19 22:53sell1210.061.796100.000000.00000
2392020.05.19 23:11sell1220.081.797620.000000.00000
2402020.05.20 03:07close1220.081.793980.000000.000002297.453059430.75
2412020.05.20 03:07close1210.061.793980.000000.000001004.623060435.37
2422020.05.20 03:07close1200.041.793980.000000.00000168.713060604.08
2432020.05.20 03:07close1190.021.793980.000000.00000-151.983060452.10
2442020.05.20 03:07close1180.011.793980.000000.00000-198.093060254.01
2452020.05.20 06:40sell1230.011.789680.000000.00000
2462020.05.20 06:46sell1240.021.791350.000000.00000
2472020.05.20 09:12sell1250.041.792880.000000.00000
2482020.05.20 09:19sell1260.061.794420.000000.00000
2492020.05.20 09:57sell1270.081.795930.000000.00000
2502020.05.20 11:33close1270.081.792930.000000.000001890.703062144.71
2512020.05.20 11:33close1260.061.792930.000000.00000704.293062849.00
2522020.05.20 11:33close1250.041.792930.000000.00000-15.763062833.24
2532020.05.20 11:33close1240.021.792930.000000.00000-248.943062584.30
2542020.05.20 11:33close1230.011.792930.000000.00000-256.033062328.27
2552020.05.20 18:30sell1280.011.785040.000000.00000
2562020.05.20 18:31sell1290.021.786740.000000.00000
2572020.05.20 19:09sell1300.041.788290.000000.00000
2582020.05.20 20:21sell1310.061.789800.000000.00000
2592020.05.20 21:46close1310.061.787370.000000.000001148.603063476.87
2602020.05.20 21:46close1300.041.787370.000000.00000289.913063766.78
2612020.05.20 21:46close1290.021.787370.000000.00000-99.263063667.52
2622020.05.20 21:46close1280.011.787370.000000.00000-183.553063483.97
2632020.05.21 08:55buy1320.011.792220.000000.00000
2642020.05.21 09:03buy1330.021.790710.000000.00000
2652020.05.21 10:10close1330.021.793340.000000.00000414.283063898.25
2662020.05.21 10:10close1320.011.793340.000000.0000088.213063986.46
2672020.05.21 11:15buy1340.011.794970.000000.00000
2682020.05.21 11:31buy1350.021.793450.000000.00000
2692020.05.21 11:44buy1360.041.791940.000000.00000
2702020.05.21 14:25close1360.041.794500.000000.00000806.503064792.96
2712020.05.21 14:25close1350.021.794500.000000.00000165.403064958.36
2722020.05.21 14:25close1340.011.794500.000000.00000-37.023064921.34
2732020.05.22 01:45sell1370.011.785790.000000.00000
2742020.05.22 01:51sell1380.021.787390.000000.00000
2752020.05.22 03:08sell1390.041.788900.000000.00000
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