Strategy Tester Report
ArcMultiPremium
TitanFX-03 (Build 1330)

通貨ペアGBPUSD (Great Britain Pound vs US Dollar)
期間1分足(M1) 2020.05.01 00:00 - 2021.04.15 23:59 (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357142モデルティック数14419990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 (14)
純益1026966.38総利益1854331.23総損失-827364.86
プロフィットファクタ2.24期待利得584.17
絶対ドローダウン71053.86最大ドローダウン246951.94 (7.77%)相対ドローダウン7.77% (246951.94)
総取引数1758売りポジション(勝率%)946 (63.74%)買いポジション(勝率%)812 (72.41%)
勝率(%)1191 (67.75%)負率 (%)567 (32.25%)
最大勝トレード71627.28敗トレード-13535.66
平均勝トレード1556.95敗トレード-1459.20
最大連勝(金額)23 (8780.55)連敗(金額)9 (-72324.62)
最大連勝(トレード数)99550.07 (20)連敗(トレード数)-72324.62 (9)
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 14:23sell10.011.253230.000000.00000
22020.05.01 15:16close10.011.252220.000000.00000109.903000109.90
32020.05.04 13:48sell20.011.241530.000000.00000
42020.05.04 14:39sell30.021.243030.000000.00000
52020.05.04 15:05sell40.041.244580.000000.00000
62020.05.04 16:44close40.041.242520.000000.00000896.573001006.47
72020.05.04 16:44close30.021.242520.000000.00000110.983001117.45
82020.05.04 16:44close20.011.242520.000000.00000-107.723001009.73
92020.05.05 16:35buy50.011.247870.000000.00000
102020.05.05 17:03buy60.021.246350.000000.00000
112020.05.05 17:21buy70.041.244840.000000.00000
122020.05.05 20:22buy80.061.243320.000000.00000
132020.05.06 11:21buy90.081.241800.000000.00000
142020.05.06 11:22sell100.011.239750.000000.00000
152020.05.06 11:23buy110.121.238160.000000.00000
162020.05.06 11:37close100.011.236810.000000.00000319.893001329.62
172020.05.06 12:05sell120.011.236730.000000.00000
182020.05.06 13:44sell130.021.238240.000000.00000
192020.05.06 17:12close130.021.236240.000000.00000435.233001764.85
202020.05.06 17:12close120.011.236240.000000.0000053.313001818.16
212020.05.06 17:14buy140.191.235150.000000.00000
222020.05.06 17:41sell150.011.234540.000000.00000
232020.05.06 17:53sell160.021.236040.000000.00000
242020.05.07 03:16close160.021.233190.000000.00000586.583002404.74
252020.05.07 03:16close150.011.233190.000000.00000130.083002534.83
262020.05.07 03:40buy170.301.232130.000000.00000
272020.05.07 09:04close170.301.237760.000000.0000018375.303020910.13
282020.05.07 09:04close140.191.237760.000000.000005200.393026110.51
292020.05.07 09:04close110.121.237760.000000.00000-645.193025465.33
302020.05.07 09:04close90.081.237760.000000.00000-3598.203021867.12
312020.05.07 09:04close80.061.237760.000000.00000-3711.353018155.77
322020.05.07 09:04close70.041.237760.000000.00000-3135.703015020.07
332020.05.07 09:04close60.021.237760.000000.00000-1896.413013123.66
342020.05.07 09:04close50.011.237760.000000.00000-1113.573012010.09
352020.05.07 09:05buy180.011.237470.000000.00000
362020.05.07 09:13buy190.021.235950.000000.00000
372020.05.07 10:10close190.021.238910.000000.00000644.063012654.15
382020.05.07 10:10close180.011.238910.000000.00000156.663012810.81
392020.05.07 10:16buy200.011.241630.000000.00000
402020.05.07 10:27buy210.021.240120.000000.00000
412020.05.07 10:49buy220.041.238610.000000.00000
422020.05.07 11:00buy230.061.237090.000000.00000
432020.05.07 12:02buy240.081.235590.000000.00000
442020.05.07 14:50sell250.011.234280.000000.00000
452020.05.07 15:43sell260.021.235790.000000.00000
462020.05.07 16:18close260.021.233770.000000.00000439.593013250.40
472020.05.07 16:18close250.011.233770.000000.0000055.493013305.89
482020.05.07 16:22buy270.121.232590.000000.00000
492020.05.07 16:46sell280.011.230470.000000.00000
502020.05.07 16:59buy290.191.229590.000000.00000
512020.05.07 17:14close280.011.228660.000000.00000196.943013502.83
522020.05.07 17:20sell300.011.226990.000000.00000
532020.05.07 17:44sell310.021.228490.000000.00000
542020.05.07 18:27sell320.041.230010.000000.00000
552020.05.07 18:42sell330.061.231510.000000.00000
562020.05.07 18:44sell340.081.233020.000000.00000
572020.05.07 18:53close290.191.234230.000000.000009591.283023094.11
582020.05.07 18:53close270.121.234230.000000.000002141.063025235.17
592020.05.07 18:53close240.081.234230.000000.00000-1183.683024051.49
602020.05.07 18:53close230.061.234230.000000.00000-1866.913022184.58
612020.05.07 18:53close220.041.234230.000000.00000-1906.083020278.50
622020.05.07 18:53close210.021.234230.000000.00000-1281.593018996.91
632020.05.07 18:53close200.011.234230.000000.00000-805.073018191.84
642020.05.07 19:15buy350.011.235140.000000.00000
652020.05.07 19:31sell360.121.236040.000000.00000
662020.05.07 21:21close350.011.236790.000000.00000179.513018371.35
672020.05.08 03:47sell370.191.239050.000000.00000
682020.05.08 04:49buy380.011.240720.000000.00000
692020.05.08 07:17buy390.021.239220.000000.00000
702020.05.08 13:16buy400.041.237720.000000.00000
712020.05.08 15:28close400.041.239590.000000.00000813.783019185.13
722020.05.08 15:28close390.021.239590.000000.0000080.513019265.64
732020.05.08 15:28close380.011.239590.000000.00000-122.943019142.70
742020.05.08 17:24sell410.301.242070.000000.00000
752020.05.08 17:43sell420.461.245070.000000.00000
762020.05.11 00:18close420.461.239740.000000.0000026419.583045562.28
772020.05.11 00:18close410.301.239740.000000.000007437.523052999.80
782020.05.11 00:18close370.191.239740.000000.00000-1532.913051466.89
792020.05.11 00:18close360.121.239740.000000.00000-4965.493046501.39
802020.05.11 00:18close340.081.239740.000000.00000-5939.103040562.29
812020.05.11 00:18close330.061.239740.000000.00000-5440.123035122.17
822020.05.11 00:18close320.041.239740.000000.00000-4279.593030842.57
832020.05.11 00:18close310.021.239740.000000.00000-2470.573028372.00
842020.05.11 00:18close300.011.239740.000000.00000-1398.503026973.51
852020.05.11 13:15sell430.011.235190.000000.00000
862020.05.11 13:31close430.011.233150.000000.00000221.973027195.48
872020.05.11 14:00sell440.011.232310.000000.00000
882020.05.11 15:00close440.011.230010.000000.00000250.253027445.73
892020.05.11 15:00sell450.011.229880.000000.00000
902020.05.11 15:03sell460.021.231400.000000.00000
912020.05.11 15:46close460.021.229300.000000.00000456.993027902.72
922020.05.11 15:46close450.011.229300.000000.0000063.103027965.82
932020.05.12 03:27sell470.011.230100.000000.00000
942020.05.12 05:52sell480.021.231610.000000.00000
952020.05.12 08:21sell490.041.233160.000000.00000
962020.05.12 08:24buy500.011.233640.000000.00000
972020.05.12 09:10buy510.021.232140.000000.00000
982020.05.12 10:23sell520.061.234670.000000.00000
992020.05.12 11:24close510.021.234020.000000.00000409.073028374.89
1002020.05.12 11:24close500.011.234020.000000.0000041.353028416.24
1012020.05.12 11:47close520.061.231420.000000.000002121.733030537.97
1022020.05.12 11:47close490.041.231420.000000.00000757.303031295.27
1032020.05.12 11:47close480.021.231420.000000.0000041.353031336.62
1042020.05.12 11:47close470.011.231420.000000.00000-143.633031192.99
1052020.05.12 13:25buy530.011.235530.000000.00000
1062020.05.12 13:46buy540.021.234030.000000.00000
1072020.05.12 14:33close540.021.236140.000000.00000459.113031652.10
1082020.05.12 14:33close530.011.236140.000000.0000066.363031718.46
1092020.05.12 17:11sell550.011.231850.000000.00000
1102020.05.12 19:19close550.011.229290.000000.00000278.543031997.00
1112020.05.12 20:05sell560.011.228260.000000.00000
1122020.05.13 00:10close560.011.226500.000000.00000185.903032182.90
1132020.05.13 09:15buy570.011.229320.000000.00000
1142020.05.13 10:17buy580.021.227790.000000.00000
1152020.05.13 12:56close580.021.230450.000000.00000578.803032761.70
1162020.05.13 12:56close570.011.230450.000000.00000122.943032884.64
1172020.05.13 14:41buy590.011.231790.000000.00000
1182020.05.13 14:57close590.011.232940.000000.00000125.123033009.76
1192020.05.13 17:02sell600.011.226500.000000.00000
1202020.05.13 17:06close600.011.224710.000000.00000194.773033204.53
1212020.05.13 17:06sell610.011.224600.000000.00000
1222020.05.13 17:21close610.011.223380.000000.00000132.743033337.27
1232020.05.13 17:53sell620.011.222870.000000.00000
1242020.05.14 05:08close620.011.221340.000000.00000149.673033486.94
1252020.05.14 09:02sell630.011.219080.000000.00000
1262020.05.14 10:22sell640.021.220580.000000.00000
1272020.05.14 12:12sell650.041.222090.000000.00000
1282020.05.14 14:26close650.041.219370.000000.000001183.823034670.76
1292020.05.14 14:26close640.021.219370.000000.00000263.323034934.08
1302020.05.14 14:26close630.011.219370.000000.00000-31.553034902.53
1312020.05.14 22:52buy660.011.223190.000000.00000
1322020.05.15 00:43buy670.021.221570.000000.00000
1332020.05.15 04:42sell680.011.220530.000000.00000
1342020.05.15 09:29buy690.041.220020.000000.00000
1352020.05.15 11:05sell700.021.222040.000000.00000
1362020.05.15 13:44close700.021.220090.000000.00000424.343035326.87
1372020.05.15 13:44close680.011.220090.000000.0000047.883035374.75
1382020.05.15 14:29buy710.061.218500.000000.00000
1392020.05.15 14:30sell720.011.218190.000000.00000
1402020.05.15 14:42buy730.081.216990.000000.00000
1412020.05.15 14:53close720.011.216480.000000.00000186.063035560.81
1422020.05.15 14:53sell740.011.216350.000000.00000
1432020.05.15 15:01close740.011.215350.000000.00000108.803035669.61
1442020.05.15 17:40buy750.121.213990.000000.00000
1452020.05.15 23:30buy760.191.210960.000000.00000
1462020.05.18 00:13buy770.301.207960.000000.00000
1472020.05.18 13:46close770.301.213480.000000.0000018016.623053686.23
1482020.05.18 13:46close760.191.213480.000000.000005144.253058830.47
1492020.05.18 13:46close750.121.213480.000000.00000-706.823058123.65
1502020.05.18 13:46close730.081.213480.000000.00000-3082.323055041.33
1512020.05.18 13:46close710.061.213480.000000.00000-3297.443051743.90
1522020.05.18 13:46close690.041.213480.000000.00000-2859.763048884.13
1532020.05.18 13:46close670.021.213480.000000.00000-1767.153047116.98
1542020.05.18 13:46close660.011.213480.000000.00000-1063.243046053.74
1552020.05.18 14:20buy780.011.214170.000000.00000
1562020.05.18 15:24close780.011.215630.000000.00000158.843046212.58
1572020.05.18 16:07buy790.011.217130.000000.00000
1582020.05.18 16:38close790.011.219190.000000.00000224.123046436.70
1592020.05.18 16:38buy800.011.219310.000000.00000
1602020.05.18 17:18buy810.021.217800.000000.00000
1612020.05.18 17:55close810.021.219580.000000.00000387.313046824.01
1622020.05.18 17:55close800.011.219580.000000.0000029.383046853.39
1632020.05.18 18:17buy820.011.220390.000000.00000
1642020.05.18 18:27close820.011.221710.000000.00000143.613046997.00
1652020.05.19 09:30buy830.011.225010.000000.00000
1662020.05.19 10:37buy840.021.223500.000000.00000
1672020.05.19 11:36buy850.041.221990.000000.00000
1682020.05.19 12:08close850.041.224190.000000.00000957.403047954.40
1692020.05.19 12:08close840.021.224190.000000.00000150.143048104.54
1702020.05.19 12:08close830.011.224190.000000.00000-89.213048015.33
1712020.05.19 12:30buy860.011.225360.000000.00000
1722020.05.19 13:03buy870.021.223850.000000.00000
1732020.05.19 17:24close870.021.225850.000000.00000435.183048450.51
1742020.05.19 17:24close860.011.225850.000000.0000053.313048503.82
1752020.05.19 21:11buy880.011.227610.000000.00000
1762020.05.19 22:36buy890.021.226100.000000.00000
1772020.05.19 23:09buy900.041.224580.000000.00000
1782020.05.19 23:33sell910.011.223980.000000.00000
1792020.05.20 02:24sell920.021.225490.000000.00000
1802020.05.20 04:24sell930.041.227010.000000.00000
1812020.05.20 05:14close900.041.226620.000000.00000874.123049377.94
1822020.05.20 05:14close890.021.226620.000000.00000106.323049484.25
1832020.05.20 05:14close880.011.226620.000000.00000-111.133049373.13
1842020.05.20 09:30close930.041.224700.000000.000001005.383050378.51
1852020.05.20 09:30close920.021.224700.000000.00000171.913050550.42
1862020.05.20 09:30close910.011.224700.000000.00000-83.943050466.47
1872020.05.20 09:40sell940.011.223640.000000.00000
1882020.05.20 12:26sell950.021.225170.000000.00000
1892020.05.20 12:57sell960.041.226700.000000.00000
1902020.05.20 12:58buy970.011.226850.000000.00000
1912020.05.20 13:40buy980.021.225330.000000.00000
1922020.05.20 16:15sell990.061.228200.000000.00000
1932020.05.20 16:32close980.021.227720.000000.00000520.043050986.51
1942020.05.20 16:32close970.011.227720.000000.0000094.663051081.17
1952020.05.20 18:59close990.061.225620.000000.000001684.333052765.50
1962020.05.20 18:59close960.041.225620.000000.00000470.053053235.55
1972020.05.20 18:59close950.021.225620.000000.00000-97.933053137.62
1982020.05.20 18:59close940.011.225620.000000.00000-215.443052922.18
1992020.05.20 19:55sell1000.011.222690.000000.00000
2002020.05.21 01:15sell1010.021.224210.000000.00000
2012020.05.21 03:32close1010.021.221740.000000.00000537.503053459.68
2022020.05.21 03:32close1000.011.221740.000000.0000086.563053546.25
2032020.05.21 03:56sell1020.011.221080.000000.00000
2042020.05.21 09:07close1020.011.219540.000000.00000167.563053713.81
2052020.05.21 11:53buy1030.011.222200.000000.00000
2062020.05.21 13:44close1030.011.223570.000000.00000149.053053862.86
2072020.05.22 10:13sell1040.011.218490.000000.00000
2082020.05.22 10:50close1040.011.217260.000000.00000133.833053996.69
2092020.05.22 13:24sell1050.011.216710.000000.00000
2102020.05.22 13:58sell1060.021.218220.000000.00000
2112020.05.22 17:31sell1070.041.219760.000000.00000
2122020.05.22 18:43close1070.041.217860.000000.00000826.943054823.63
2132020.05.22 18:43close1060.021.217860.000000.0000078.343054901.97
2142020.05.22 18:43close1050.011.217860.000000.00000-125.133054776.84
2152020.05.26 03:45buy1080.011.221470.000000.00000
2162020.05.26 09:36close1080.011.223830.000000.00000256.763055033.60
2172020.05.26 09:54buy1090.011.224710.000000.00000
2182020.05.26 11:28close1090.011.226370.000000.00000180.603055214.20
2192020.05.26 11:45buy1100.011.228590.000000.00000
2202020.05.26 12:25close1100.011.231560.000000.00000323.123055537.32
2212020.05.26 14:41buy1110.011.231990.000000.00000
2222020.05.26 15:31close1110.011.233840.000000.00000201.283055738.60
2232020.05.26 17:52buy1120.011.235260.000000.00000
2242020.05.26 18:58buy1130.021.233760.000000.00000
2252020.05.27 03:14buy1140.041.232240.000000.00000
2262020.05.27 09:43buy1150.061.230700.000000.00000
2272020.05.27 10:20sell1160.011.229330.000000.00000
2282020.05.27 10:29buy1170.081.229200.000000.00000
2292020.05.27 11:14sell1180.021.230840.000000.00000
2302020.05.27 12:12close1180.021.229060.000000.00000387.363056125.96
2312020.05.27 12:12close1160.011.229060.000000.0000029.383056155.34
2322020.05.27 12:48close1170.081.232670.000000.000003020.173059175.51
2332020.05.27 12:48close1150.061.232670.000000.000001285.973060461.48
2342020.05.27 12:48close1140.041.232670.000000.00000187.133060648.61
2352020.05.27 12:48close1130.021.232670.000000.00000-244.013060404.59
2362020.05.27 12:48close1120.011.232670.000000.00000-285.203060119.40
2372020.05.27 15:06sell1190.011.227060.000000.00000
2382020.05.27 15:20sell1200.021.228570.000000.00000
2392020.05.27 16:42close1200.021.226330.000000.00000487.453060606.85
2402020.05.27 16:42close1190.011.226330.000000.0000079.433060686.28
2412020.05.27 17:56sell1210.011.222230.000000.00000
2422020.05.27 19:04sell1220.021.223730.000000.00000
2432020.05.27 20:40sell1230.041.225230.000000.00000
2442020.05.28 02:09sell1240.061.226740.000000.00000
2452020.05.28 12:26sell1250.081.228240.000000.00000
2462020.05.28 13:14close1250.081.224350.000000.000003386.043064072.32
2472020.05.28 13:14close1240.061.224350.000000.000001560.273065632.59
2482020.05.28 13:14close1230.041.224350.000000.00000315.773065948.36
2492020.05.28 13:14close1220.021.224350.000000.00000-168.543065779.82
2502020.05.28 13:14close1210.011.224350.000000.00000-247.483065532.34
2512020.05.28 15:51buy1260.011.228060.000000.00000
2522020.05.28 16:31close1260.011.229460.000000.00000152.313065684.65
2532020.05.28 17:40buy1270.011.230810.000000.00000
2542020.05.28 17:58close1270.011.232470.000000.00000180.603065865.25
2552020.05.28 19:48buy1280.011.234310.000000.00000
2562020.05.28 22:19buy1290.021.232800.000000.00000
2572020.05.28 22:50buy1300.041.231300.000000.00000
2582020.05.29 08:53close1300.041.234790.000000.000001505.123067370.37
2592020.05.29 08:53close1290.021.234790.000000.00000426.183067796.55
2602020.05.29 08:53close1280.011.234790.000000.0000048.803067845.35
2612020.05.29 10:51sell1310.011.231340.000000.00000
2622020.05.29 12:02close1310.011.230180.000000.00000126.213067971.56
2632020.05.29 14:38buy1320.011.234850.000000.00000
2642020.05.29 15:00close1320.011.236540.000000.00000183.863068155.42
2652020.06.01 16:32buy1330.011.241750.000000.00000
2662020.06.01 17:38close1330.011.246490.000000.00000515.693068671.11
2672020.06.01 17:43buy1340.011.247520.000000.00000
2682020.06.01 18:33buy1350.021.246000.000000.00000
2692020.06.01 22:37close1350.021.249620.000000.00000787.683069458.79
2702020.06.01 22:37close1340.011.249620.000000.00000228.473069687.26
2712020.06.02 03:34buy1360.011.251600.000000.00000
2722020.06.02 04:54buy1370.021.250090.000000.00000
2732020.06.02 05:24buy1380.041.248560.000000.00000
2742020.06.02 09:36close1380.041.252980.000000.000001923.473071610.73
2752020.06.02 09:36close1370.021.252980.000000.00000628.833072239.56
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