Strategy Tester Report
ArcMultiPremium
TitanFX-03 (Build 1330)

通貨ペアGBPJPY (Great Britain Pound 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365766モデルティック数18336773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 (24)
純益610340.52総利益1071844.74総損失-461504.22
プロフィットファクタ2.32期待利得616.51
絶対ドローダウン144762.52最大ドローダウン207605.68 (6.56%)相対ドローダウン6.56% (207605.68)
総取引数990売りポジション(勝率%)472 (67.37%)買いポジション(勝率%)518 (66.02%)
勝率(%)660 (66.67%)負率 (%)330 (33.33%)
最大勝トレード102243.00敗トレード-13550.22
平均勝トレード1624.01敗トレード-1398.50
最大連勝(金額)22 (33762.72)連敗(金額)8 (-63961.36)
最大連勝(トレード数)124119.26 (4)連敗(トレード数)-63961.36 (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 13:55sell10.01133.9660.0000.000
22020.05.01 15:00close10.01133.7390.0000.000227.003000227.00
32020.05.05 09:20buy20.01133.0530.0000.000
42020.05.05 09:34buy30.02132.8700.0000.000
52020.05.05 11:15close30.02133.0700.0000.000400.003000627.00
62020.05.05 11:15close20.01133.0700.0000.00017.003000644.00
72020.05.05 11:15buy40.01133.0900.0000.000
82020.05.05 11:36buy50.02132.9080.0000.000
92020.05.05 11:42buy60.04132.7260.0000.000
102020.05.05 19:50sell70.01132.5300.0000.000
112020.05.05 19:57buy80.06132.5460.0000.000
122020.05.06 00:00buy90.08132.3590.0000.000
132020.05.06 00:01close70.01132.3980.0000.000126.423000770.42
142020.05.06 00:02sell100.01132.3730.0000.000
152020.05.06 00:15sell110.02132.5550.0000.000
162020.05.06 03:14close110.02132.2970.0000.000516.003001286.42
172020.05.06 03:14close100.01132.2970.0000.00076.003001362.42
182020.05.06 07:10sell120.01132.1390.0000.000
192020.05.06 11:21buy130.15131.9960.0000.000
202020.05.06 11:21close120.01131.8680.0000.000271.003001633.42
212020.05.06 11:22buy140.27131.6340.0000.000
222020.05.06 14:10sell150.01131.3200.0000.000
232020.05.06 15:45sell160.02131.5000.0000.000
242020.05.06 16:58buy170.51131.2740.0000.000
252020.05.06 17:11close160.02131.1910.0000.000618.003002251.42
262020.05.06 17:11close150.01131.1910.0000.000129.003002380.42
272020.05.06 17:11sell180.01131.1700.0000.000
282020.05.06 17:45close180.01131.0530.0000.000117.003002497.42
292020.05.06 18:49buy190.94130.9140.0000.000
302020.05.07 02:00sell200.01130.7560.0000.000
312020.05.07 02:46sell210.02130.9370.0000.000
322020.05.07 08:57sell220.04131.1190.0000.000
332020.05.07 09:03sell230.06131.3000.0000.000
342020.05.07 09:04sell240.08131.4860.0000.000
352020.05.07 09:04close190.94131.6140.0000.00064779.163067276.58
362020.05.07 09:04close170.51131.6140.0000.00016786.143084062.72
372020.05.07 09:04close140.27131.6140.0000.000-833.223083229.50
382020.05.07 09:04close130.15131.6140.0000.000-5892.903077336.60
392020.05.07 09:04close90.08131.6140.0000.000-6046.883071289.72
402020.05.07 09:04close80.06131.6140.0000.000-5678.883065610.84
412020.05.07 09:04close60.04131.6140.0000.000-4505.923061104.92
422020.05.07 09:04close50.02131.6140.0000.000-2616.963058487.96
432020.05.07 09:04close40.01131.6140.0000.000-1490.483056997.48
442020.05.07 10:15sell250.15131.8500.0000.000
452020.05.07 11:02close250.15131.4470.0000.0006045.003063042.48
462020.05.07 11:02close240.08131.4470.0000.000312.003063354.48
472020.05.07 11:02close230.06131.4470.0000.000-882.003062472.48
482020.05.07 11:02close220.04131.4470.0000.000-1312.003061160.48
492020.05.07 11:02close210.02131.4470.0000.000-1020.003060140.48
502020.05.07 11:02close200.01131.4470.0000.000-691.003059449.48
512020.05.07 12:40buy260.01131.7560.0000.000
522020.05.07 12:50buy270.02131.5760.0000.000
532020.05.07 13:33close270.02131.8310.0000.000510.003059959.48
542020.05.07 13:33close260.01131.8310.0000.00075.003060034.48
552020.05.08 03:50buy280.01131.8540.0000.000
562020.05.08 04:19buy290.02131.6730.0000.000
572020.05.08 09:06close290.02131.8500.0000.000354.003060388.48
582020.05.08 09:06close280.01131.8500.0000.000-4.003060384.48
592020.05.11 13:30sell300.01132.2070.0000.000
602020.05.11 14:53close300.01132.0720.0000.000135.003060519.48
612020.05.11 15:00sell310.01131.8990.0000.000
622020.05.11 15:02sell320.02132.0790.0000.000
632020.05.11 16:07sell330.04132.2610.0000.000
642020.05.11 16:12sell340.06132.4430.0000.000
652020.05.11 16:39sell350.08132.6260.0000.000
662020.05.11 19:45buy360.01132.8710.0000.000
672020.05.11 20:09sell370.15132.9870.0000.000
682020.05.12 00:02buy380.02132.6470.0000.000
692020.05.12 03:11close370.15132.5800.0000.0006021.303066540.78
702020.05.12 03:11close350.08132.5800.0000.000323.363066864.14
712020.05.12 03:11close340.06132.5800.0000.000-855.483066008.66
722020.05.12 03:11close330.04132.5800.0000.000-1298.323064710.34
732020.05.12 03:11close320.02132.5800.0000.000-1013.163063697.18
742020.05.12 03:11close310.01132.5800.0000.000-686.583063010.60
752020.05.12 03:25buy390.04132.4650.0000.000
762020.05.12 03:30sell400.01132.3720.0000.000
772020.05.12 03:48buy410.06132.2850.0000.000
782020.05.12 08:35sell420.02132.5540.0000.000
792020.05.12 10:02sell430.04132.7350.0000.000
802020.05.12 10:03close410.06132.6490.0000.0002184.003065194.60
812020.05.12 10:03close390.04132.6490.0000.000736.003065930.60
822020.05.12 10:03close380.02132.6490.0000.0004.003065934.60
832020.05.12 10:03close360.01132.6490.0000.000-225.623065708.98
842020.05.12 11:40close430.04132.4710.0000.0001056.003066764.98
852020.05.12 11:40close420.02132.4710.0000.000166.003066930.98
862020.05.12 11:40close400.01132.4710.0000.000-99.003066831.98
872020.05.12 20:05sell440.01131.8220.0000.000
882020.05.12 20:27close440.01131.6730.0000.000149.003066980.98
892020.05.12 20:27sell450.01131.6510.0000.000
902020.05.12 21:36sell460.02131.8320.0000.000
912020.05.13 00:10close460.02131.3870.0000.000878.843067859.82
922020.05.13 00:10close450.01131.3870.0000.000258.423068118.24
932020.05.13 03:15sell470.01131.2180.0000.000
942020.05.13 03:29sell480.02131.3990.0000.000
952020.05.13 05:36sell490.04131.5800.0000.000
962020.05.13 09:38sell500.06131.7610.0000.000
972020.05.13 10:42close500.06131.3480.0000.0002478.003070596.24
982020.05.13 10:42close490.04131.3480.0000.000928.003071524.24
992020.05.13 10:42close480.02131.3480.0000.000102.003071626.24
1002020.05.13 10:42close470.01131.3480.0000.000-130.003071496.24
1012020.05.14 07:35sell510.01130.5020.0000.000
1022020.05.14 09:06close510.01130.2400.0000.000262.003071758.24
1032020.05.14 09:06sell520.01130.2190.0000.000
1042020.05.14 10:22sell530.02130.4020.0000.000
1052020.05.14 12:15sell540.04130.5820.0000.000
1062020.05.14 16:59close540.04130.3590.0000.000892.003072650.24
1072020.05.14 16:59close530.02130.3590.0000.00086.003072736.24
1082020.05.14 16:59close520.01130.3590.0000.000-140.003072596.24
1092020.05.14 22:15buy550.01131.0330.0000.000
1102020.05.14 22:57close550.01131.2000.0000.000167.003072763.24
1112020.05.15 02:50buy560.01131.3070.0000.000
1122020.05.15 04:13buy570.02131.1250.0000.000
1132020.05.15 04:41buy580.04130.9420.0000.000
1142020.05.15 09:30buy590.06130.7610.0000.000
1152020.05.15 12:32buy600.08130.5790.0000.000
1162020.05.15 14:49buy610.15130.2180.0000.000
1172020.05.15 23:14buy620.27129.8570.0000.000
1182020.05.18 00:01buy630.51129.4320.0000.000
1192020.05.18 11:17close630.51129.9860.0000.00028254.003101017.24
1202020.05.18 11:17close620.27129.9860.0000.0003385.263104402.50
1212020.05.18 11:17close610.15129.9860.0000.000-3534.303100868.20
1222020.05.18 11:17close600.08129.9860.0000.000-4772.963096095.24
1232020.05.18 11:17close590.06129.9860.0000.000-4671.723091423.52
1242020.05.18 11:17close580.04129.9860.0000.000-3838.483087585.04
1252020.05.18 11:17close570.02129.9860.0000.000-2285.243085299.80
1262020.05.18 11:17close560.01129.9860.0000.000-1324.623083975.18
1272020.05.18 14:50buy640.01130.3570.0000.000
1282020.05.18 15:23close640.01130.5380.0000.000181.003084156.18
1292020.05.18 15:23buy650.01130.5570.0000.000
1302020.05.18 15:38close650.01130.6730.0000.000116.003084272.18
1312020.05.18 18:25buy660.01131.2290.0000.000
1322020.05.18 18:33buy670.02131.0490.0000.000
1332020.05.18 18:56buy680.04130.8680.0000.000
1342020.05.18 19:41buy690.06130.6880.0000.000
1352020.05.19 03:16close690.06131.1920.0000.0003002.283087274.46
1362020.05.19 03:16close680.04131.1920.0000.0001281.523088555.98
1372020.05.19 03:16close670.02131.1920.0000.000278.763088834.74
1382020.05.19 03:16close660.01131.1920.0000.000-40.623088794.12
1392020.05.19 12:35buy700.01131.8200.0000.000
1402020.05.19 13:02buy710.02131.6380.0000.000
1412020.05.19 14:44close710.02131.8670.0000.000458.003089252.12
1422020.05.19 14:44close700.01131.8670.0000.00047.003089299.12
1432020.05.19 15:50buy720.01132.0390.0000.000
1442020.05.19 17:16close720.01132.2200.0000.000181.003089480.12
1452020.05.19 21:10buy730.01132.2830.0000.000
1462020.05.19 21:28close730.01132.4050.0000.000122.003089602.12
1472020.05.19 21:28buy740.01132.4310.0000.000
1482020.05.19 22:24buy750.02132.2510.0000.000
1492020.05.19 22:38buy760.04132.0700.0000.000
1502020.05.19 23:29buy770.06131.8890.0000.000
1512020.05.20 03:27close770.06132.2660.0000.0002240.283091842.40
1522020.05.20 03:27close760.04132.2660.0000.000769.523092611.92
1532020.05.20 03:27close750.02132.2660.0000.00022.763092634.68
1542020.05.20 03:27close740.01132.2660.0000.000-168.623092466.06
1552020.05.20 19:20sell780.01131.5020.0000.000
1562020.05.21 01:15sell790.02131.6850.0000.000
1572020.05.21 05:16close790.02131.3210.0000.000728.003093194.06
1582020.05.21 05:16close780.01131.3210.0000.000164.263093358.32
1592020.05.21 08:55sell800.01131.2480.0000.000
1602020.05.21 09:45sell810.02131.4290.0000.000
1612020.05.21 11:38sell820.04131.6100.0000.000
1622020.05.21 12:00sell830.06131.7920.0000.000
1632020.05.21 23:42close830.06131.5050.0000.0001722.003095080.32
1642020.05.21 23:42close820.04131.5050.0000.000420.003095500.32
1652020.05.21 23:42close810.02131.5050.0000.000-152.003095348.32
1662020.05.21 23:42close800.01131.5050.0000.000-257.003095091.32
1672020.05.22 07:10sell840.01131.2260.0000.000
1682020.05.22 10:18close840.01130.8120.0000.000414.003095505.32
1692020.05.22 10:18sell850.01130.7870.0000.000
1702020.05.22 11:17sell860.02130.9670.0000.000
1712020.05.22 13:46close860.02130.7910.0000.000352.003095857.32
1722020.05.22 13:46close850.01130.7910.0000.000-4.003095853.32
1732020.05.25 17:00buy870.01131.3660.0000.000
1742020.05.25 23:55buy880.02131.1810.0000.000
1752020.05.26 04:16close880.02131.7190.0000.0001068.763096922.08
1762020.05.26 04:16close870.01131.7190.0000.000349.383097271.46
1772020.05.26 07:40buy890.01131.8240.0000.000
1782020.05.26 09:35close890.01132.0300.0000.000206.003097477.46
1792020.05.26 11:45buy900.01132.4150.0000.000
1802020.05.26 12:20close900.01132.7130.0000.000298.003097775.46
1812020.05.26 14:55buy910.01132.7090.0000.000
1822020.05.26 18:24close910.01132.9350.0000.000226.003098001.46
1832020.05.27 10:20sell920.01132.1450.0000.000
1842020.05.27 11:14sell930.02132.3270.0000.000
1852020.05.27 12:27sell940.04132.5070.0000.000
1862020.05.27 12:43sell950.06132.6870.0000.000
1872020.05.27 13:00sell960.08132.8690.0000.000
1882020.05.27 15:05close960.08132.4290.0000.0003520.003101521.46
1892020.05.27 15:05close950.06132.4290.0000.0001548.003103069.46
1902020.05.27 15:05close940.04132.4290.0000.000312.003103381.46
1912020.05.27 15:05close930.02132.4290.0000.000-204.003103177.46
1922020.05.27 15:05close920.01132.4290.0000.000-284.003102893.46
1932020.05.27 17:50sell970.01131.7130.0000.000
1942020.05.27 19:09sell980.02131.8930.0000.000
1952020.05.27 22:42sell990.04132.0730.0000.000
1962020.05.28 03:06sell1000.06132.2540.0000.000
1972020.05.28 09:20sell1010.08132.4350.0000.000
1982020.05.28 12:08close1010.08132.1160.0000.0002552.003105445.46
1992020.05.28 12:08close1000.06132.1160.0000.000828.003106273.46
2002020.05.28 12:08close990.04132.1160.0000.000-238.963106034.50
2012020.05.28 12:08close980.02132.1160.0000.000-479.483105555.02
2022020.05.28 12:08close970.01132.1160.0000.000-419.743105135.28
2032020.05.28 17:55buy1020.01132.7380.0000.000
2042020.05.28 18:38buy1030.02132.5580.0000.000
2052020.05.28 19:58close1030.02132.7750.0000.000434.003105569.28
2062020.05.28 19:58close1020.01132.7750.0000.00037.003105606.28
2072020.05.29 10:30sell1040.01132.1180.0000.000
2082020.05.29 11:54close1040.01131.9870.0000.000131.003105737.28
2092020.06.01 16:30buy1050.01133.7460.0000.000
2102020.06.01 17:27close1050.01134.1130.0000.000367.003106104.28
2112020.06.01 17:27buy1060.01134.1380.0000.000
2122020.06.01 21:15close1060.01134.2770.0000.000139.003106243.28
2132020.06.01 22:00buy1070.01134.4810.0000.000
2142020.06.02 00:01buy1080.02134.2980.0000.000
2152020.06.02 03:25close1080.02134.5440.0000.000492.003106735.28
2162020.06.02 03:25close1070.01134.5440.0000.00059.383106794.66
2172020.06.02 15:10buy1090.01135.6000.0000.000
2182020.06.02 15:18close1090.01135.7820.0000.000182.003106976.66
2192020.06.02 15:18buy1100.01135.8040.0000.000
2202020.06.02 15:39close1100.01135.9720.0000.000168.003107144.66
2212020.06.02 15:39buy1110.01135.9950.0000.000
2222020.06.02 16:36close1110.01136.1520.0000.000157.003107301.66
2232020.06.02 17:30buy1120.01136.4390.0000.000
2242020.06.02 17:45buy1130.02136.2580.0000.000
2252020.06.02 18:07buy1140.04136.0760.0000.000
2262020.06.02 19:47close1140.04136.3420.0000.0001064.003108365.66
2272020.06.02 19:47close1130.02136.3420.0000.000168.003108533.66
2282020.06.02 19:47close1120.01136.3420.0000.000-97.003108436.66
2292020.06.02 21:00buy1150.01136.4740.0000.000
2302020.06.02 21:39buy1160.02136.2920.0000.000
2312020.06.03 02:54close1160.02136.8360.0000.0001080.763109517.42
2322020.06.03 02:54close1150.01136.8360.0000.000358.383109875.80
2332020.06.03 12:55buy1170.01137.0410.0000.000
2342020.06.03 13:18buy1180.02136.8610.0000.000
2352020.06.03 14:21buy1190.04136.6780.0000.000
2362020.06.03 14:27buy1200.06136.4960.0000.000
2372020.06.03 14:31buy1210.08136.3160.0000.000
2382020.06.03 16:24close1210.08136.7050.0000.0003112.003112987.80
2392020.06.03 16:24close1200.06136.7050.0000.0001254.003114241.80
2402020.06.03 16:24close1190.04136.7050.0000.000108.003114349.80
2412020.06.03 16:24close1180.02136.7050.0000.000-312.003114037.80
2422020.06.03 16:24close1170.01136.7050.0000.000-336.003113701.80
2432020.06.04 03:40sell1220.01136.4470.0000.000
2442020.06.04 04:09sell1230.02136.6270.0000.000
2452020.06.04 08:07sell1240.04136.8090.0000.000
2462020.06.04 10:27close1240.04136.5880.0000.000884.003114585.80
2472020.06.04 10:27close1230.02136.5880.0000.00078.003114663.80
2482020.06.04 10:27close1220.01136.5880.0000.000-141.003114522.80
2492020.06.04 15:45sell1250.01135.9780.0000.000
2502020.06.04 15:47sell1260.02136.1590.0000.000
2512020.06.04 15:59sell1270.04136.3400.0000.000
2522020.06.04 16:05sell1280.06136.5210.0000.000
2532020.06.04 17:03sell1290.08136.7010.0000.000
2542020.06.04 17:30buy1300.01137.0150.0000.000
2552020.06.04 17:32sell1310.15137.0620.0000.000
2562020.06.04 17:50close1300.01137.2590.0000.000244.003114766.80
2572020.06.04 17:57sell1320.27137.4230.0000.000
2582020.06.04 20:50buy1330.01137.4900.0000.000
2592020.06.04 21:07close1330.01137.6080.0000.000118.003114884.80
2602020.06.04 21:07buy1340.01137.6290.0000.000
2612020.06.04 21:20sell1350.51137.7840.0000.000
2622020.06.04 23:02buy1360.02137.4480.0000.000
2632020.06.05 04:14close1350.51137.3060.0000.00024093.423138978.22
2642020.06.05 04:14close1320.27137.3060.0000.0003008.343141986.56
2652020.06.05 04:14close1310.15137.3060.0000.000-3743.703138242.86
2662020.06.05 04:14close1290.08137.3060.0000.000-4884.643133358.22
2672020.06.05 04:14close1280.06137.3060.0000.000-4743.483128614.74
2682020.06.05 04:14close1270.04137.3060.0000.000-3886.323124728.42
2692020.06.05 04:14close1260.02137.3060.0000.000-2305.163122423.26
2702020.06.05 04:14close1250.01137.3060.0000.000-1333.583121089.68
2712020.06.05 07:37close1360.02137.6290.0000.000354.763121444.44
2722020.06.05 07:37close1340.01137.6290.0000.000-3.623121440.82
2732020.06.05 10:45buy1370.01138.7150.0000.000
2742020.06.05 10:50buy1380.02138.5350.0000.000
2752020.06.05 11:28buy1390.04138.3550.0000.000
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19592021.04.21 17:14sell9810.04150.4840.0000.000
19602021.04.21 17:36sell9820.06150.6660.0000.000
19612021.04.22 10:35close9820.06150.3850.0000.0001585.563608492.28
19622021.04.22 10:35close9810.04150.3850.0000.000329.043608821.32
19632021.04.22 10:35close9800.02150.3850.0000.000-195.483608625.84
19642021.04.22 10:35close9790.01150.3850.0000.000-277.743608348.10
19652021.04.22 15:05sell9830.01150.0730.0000.000
19662021.04.22 15:53close9830.01149.9070.0000.000166.003608514.10
19672021.04.22 16:55sell9840.01149.6010.0000.000
19682021.04.22 18:36sell9850.02149.7820.0000.000
19692021.04.22 20:22close9850.02149.5960.0000.000372.003608886.10
19702021.04.22 20:22close9840.01149.5960.0000.0005.003608891.10
19712021.04.22 20:22sell9860.01149.5750.0000.000
19722021.04.23 00:10close9860.01149.4360.0000.000133.423609024.52
19732021.04.23 00:10sell9870.01149.3820.0000.000
19742021.04.23 04:39sell9880.02149.5620.0000.000
19752021.04.23 10:12sell9890.04149.7440.0000.000
19762021.04.23 10:20sell9900.06149.9240.0000.000
19772021.04.23 15:00close9900.06149.6700.0000.0001524.003610548.52
19782021.04.23 15:00close9890.04149.6700.0000.000296.003610844.52
19792021.04.23 15:00close9880.02149.6700.0000.000-216.003610628.52
19802021.04.23 15:00close9870.01149.6700.0000.000-288.003610340.52