Strategy Tester Report
ArcMultiPremium
TitanFX-03 (Build 1330)

通貨ペアUSDCAD (US Dollar vs Canadian Dollar)
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365688モデルティック数12562363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 (15)
純益584228.85総利益984692.43総損失-400463.58
プロフィットファクタ2.46期待利得523.50
絶対ドローダウン87319.51最大ドローダウン245140.85 (7.36%)相対ドローダウン7.36% (245140.85)
総取引数1116売りポジション(勝率%)524 (73.09%)買いポジション(勝率%)592 (66.55%)
勝率(%)777 (69.62%)負率 (%)339 (30.38%)
最大勝トレード84691.18敗トレード-15586.06
平均勝トレード1267.30敗トレード-1181.31
最大連勝(金額)22 (13401.41)連敗(金額)8 (-65866.28)
最大連勝(トレード数)93017.67 (7)連敗(トレード数)-65866.28 (8)
平均連勝6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 01:33buy10.011.396970.000000.00000
22020.05.01 01:59buy20.021.395450.000000.00000
32020.05.01 03:52close20.021.397150.000000.00000301.493000301.49
42020.05.01 03:52close10.011.397150.000000.0000015.973000317.46
52020.05.01 04:46buy30.011.398400.000000.00000
62020.05.01 07:16close30.011.399640.000000.00000109.963000427.42
72020.05.01 10:35buy40.011.403400.000000.00000
82020.05.01 11:35buy50.021.401870.000000.00000
92020.05.01 16:53close50.021.403400.000000.00000271.353000698.77
102020.05.01 16:53close40.011.403400.000000.000000.003000698.77
112020.05.04 15:11sell60.011.406770.000000.00000
122020.05.04 15:54sell70.021.408290.000000.00000
132020.05.04 16:13sell80.041.409790.000000.00000
142020.05.04 22:49close80.041.407810.000000.00000702.453001401.22
152020.05.04 22:49close70.021.407810.000000.0000085.153001486.37
162020.05.04 22:49close60.011.407810.000000.00000-92.243001394.13
172020.05.05 04:04sell90.011.405940.000000.00000
182020.05.05 09:32close90.011.404140.000000.00000159.653001553.78
192020.05.05 12:30buy100.011.409180.000000.00000
202020.05.05 12:44buy110.021.407680.000000.00000
212020.05.05 13:02buy120.041.406180.000000.00000
222020.05.05 14:34buy130.061.404670.000000.00000
232020.05.05 15:04buy140.081.403160.000000.00000
242020.05.05 15:05sell150.011.402980.000000.00000
252020.05.05 15:59sell160.021.404490.000000.00000
262020.05.05 16:43close160.021.401770.000000.00000482.493002036.27
272020.05.05 16:43close150.011.401770.000000.00000107.323002143.59
282020.05.06 04:23close140.081.406700.000000.000002497.613004641.20
292020.05.06 04:23close130.061.406700.000000.000001069.813005711.01
302020.05.06 04:23close120.041.406700.000000.00000177.603005888.61
312020.05.06 04:23close110.021.406700.000000.00000-177.223005711.39
322020.05.06 04:23close100.011.406700.000000.00000-221.633005489.76
332020.05.06 12:40buy170.011.407040.000000.00000
342020.05.06 13:43buy180.021.405530.000000.00000
352020.05.06 15:56close180.021.410040.000000.00000799.853006289.61
362020.05.06 15:56close170.011.410040.000000.00000266.033006555.64
372020.05.06 16:15buy190.011.411030.000000.00000
382020.05.06 16:33buy200.021.409520.000000.00000
392020.05.06 17:00close200.021.411740.000000.00000393.723006949.36
402020.05.06 17:00close190.011.411740.000000.0000062.963007012.32
412020.05.06 17:41buy210.011.413280.000000.00000
422020.05.06 17:50buy220.021.411780.000000.00000
432020.05.06 18:30close220.021.414220.000000.00000432.743007445.06
442020.05.06 18:30close210.011.414220.000000.0000083.353007528.41
452020.05.06 18:34buy230.011.415760.000000.00000
462020.05.06 18:55buy240.021.414250.000000.00000
472020.05.06 19:56buy250.041.412720.000000.00000
482020.05.07 02:45close250.041.416260.000000.000001235.123008763.53
492020.05.07 02:45close240.021.416260.000000.00000346.203009109.73
502020.05.07 02:45close230.011.416260.000000.0000039.213009148.94
512020.05.07 06:04sell260.011.412550.000000.00000
522020.05.07 09:13close260.011.411020.000000.00000135.703009284.64
532020.05.07 10:44sell270.011.409180.000000.00000
542020.05.07 12:38close270.011.408010.000000.00000103.773009388.41
552020.05.07 13:09sell280.011.406960.000000.00000
562020.05.07 13:49sell290.021.408460.000000.00000
572020.05.07 16:59close290.021.405910.000000.00000452.343009840.75
582020.05.07 16:59close280.011.405910.000000.0000093.133009933.88
592020.05.07 17:29sell300.011.403090.000000.00000
602020.05.07 17:33sell310.021.404590.000000.00000
612020.05.07 17:58close310.021.402600.000000.00000353.003010286.88
622020.05.07 17:58close300.011.402600.000000.0000043.463010330.34
632020.05.07 18:17sell320.011.401720.000000.00000
642020.05.07 18:53close320.011.397830.000000.00000345.023010675.36
652020.05.07 19:15sell330.011.396130.000000.00000
662020.05.07 19:49sell340.021.397650.000000.00000
672020.05.07 21:37sell350.041.399160.000000.00000
682020.05.08 02:04close350.041.396960.000000.00000766.183011441.54
692020.05.08 02:04close340.021.396960.000000.00000115.233011556.77
702020.05.08 02:04close330.011.396960.000000.00000-77.203011479.57
712020.05.08 03:38sell360.011.395030.000000.00000
722020.05.08 04:11close360.011.393580.000000.00000128.613011608.18
732020.05.08 04:38sell370.011.393090.000000.00000
742020.05.08 08:39sell380.021.394590.000000.00000
752020.05.08 14:12sell390.041.396110.000000.00000
762020.05.08 15:07close390.041.394230.000000.00000666.983012275.16
772020.05.08 15:07close380.021.394230.000000.0000063.863012339.02
782020.05.08 15:07close370.011.394230.000000.00000-101.123012237.90
792020.05.11 12:12buy400.011.396460.000000.00000
802020.05.11 13:35close400.011.397930.000000.00000130.353012368.25
812020.05.11 14:22buy410.011.399240.000000.00000
822020.05.11 15:00close410.011.400370.000000.00000100.203012468.45
832020.05.11 17:56buy420.011.401480.000000.00000
842020.05.11 18:32close420.011.403230.000000.00000155.193012623.64
852020.05.11 18:50buy430.011.403950.000000.00000
862020.05.11 18:57buy440.021.402440.000000.00000
872020.05.11 20:38buy450.041.400910.000000.00000
882020.05.12 03:35close450.041.405260.000000.000001536.133014159.77
892020.05.12 03:35close440.021.405260.000000.00000496.723014656.49
902020.05.12 03:35close430.011.405260.000000.00000114.463014770.95
912020.05.12 03:50buy460.011.406430.000000.00000
922020.05.12 04:30buy470.021.404930.000000.00000
932020.05.12 08:16buy480.041.403360.000000.00000
942020.05.12 08:34sell490.011.402360.000000.00000
952020.05.12 09:04sell500.021.403870.000000.00000
962020.05.12 10:53buy510.061.401860.000000.00000
972020.05.12 11:35close500.021.401700.000000.00000384.943015155.89
982020.05.12 11:35close490.011.401700.000000.0000058.543015214.43
992020.05.12 13:10buy520.081.400360.000000.00000
1002020.05.12 13:17sell530.011.399370.000000.00000
1012020.05.12 15:00buy540.161.397360.000000.00000
1022020.05.12 15:03close530.011.398210.000000.00000102.883015317.31
1032020.05.12 16:53close540.161.401910.000000.000006455.693021773.00
1042020.05.12 16:53close520.081.401910.000000.000001099.593022872.59
1052020.05.12 16:53close510.061.401910.000000.0000026.603022899.19
1062020.05.12 16:53close480.041.401910.000000.00000-514.333022384.86
1072020.05.12 16:53close470.021.401910.000000.00000-535.613021849.25
1082020.05.12 16:53close460.011.401910.000000.00000-400.823021448.43
1092020.05.12 19:38buy550.011.402460.000000.00000
1102020.05.12 21:57close550.011.404150.000000.00000149.863021598.29
1112020.05.12 23:07buy560.011.406460.000000.00000
1122020.05.13 07:47buy570.021.404960.000000.00000
1132020.05.13 12:35buy580.041.403440.000000.00000
1142020.05.13 13:03sell590.011.402580.000000.00000
1152020.05.13 14:21buy600.061.401900.000000.00000
1162020.05.13 16:08sell610.021.404100.000000.00000
1172020.05.13 16:40close600.061.404440.000000.000001351.443022949.73
1182020.05.13 16:40close580.041.404440.000000.00000354.703023304.43
1192020.05.13 16:40close570.021.404440.000000.00000-92.233023212.20
1202020.05.13 16:40close560.011.404440.000000.00000-180.833023031.37
1212020.05.13 17:14sell620.041.405610.000000.00000
1222020.05.13 17:15buy630.011.405810.000000.00000
1232020.05.13 17:30buy640.021.404290.000000.00000
1242020.05.13 18:06sell650.061.407120.000000.00000
1252020.05.13 18:20sell660.081.408650.000000.00000
1262020.05.13 18:28close640.021.408250.000000.00000702.323023733.69
1272020.05.13 18:28close630.011.408250.000000.00000216.383023950.07
1282020.05.13 18:47buy670.011.409330.000000.00000
1292020.05.13 22:29close670.011.410480.000000.00000101.973024052.04
1302020.05.14 15:33sell680.161.411660.000000.00000
1312020.05.14 18:20close680.161.408000.000000.000005193.983029246.02
1322020.05.14 18:20close660.081.408000.000000.00000375.233029621.24
1332020.05.14 18:20close650.061.408000.000000.00000-532.803029088.44
1342020.05.14 18:20close620.041.408000.000000.00000-890.913028197.53
1352020.05.14 18:20close610.021.408000.000000.00000-713.323027484.21
1362020.05.14 18:20close590.011.408000.000000.00000-491.483026992.74
1372020.05.14 18:55sell690.011.407980.000000.00000
1382020.05.14 19:10sell700.021.409480.000000.00000
1392020.05.14 20:43close700.021.407670.000000.00000321.083027313.82
1402020.05.14 20:43close690.011.407670.000000.0000027.503027341.32
1412020.05.14 22:17sell710.011.405620.000000.00000
1422020.05.14 23:19close710.011.404250.000000.00000121.523027462.84
1432020.05.15 10:57sell720.011.401960.000000.00000
1442020.05.15 11:11sell730.021.403490.000000.00000
1452020.05.15 11:46sell740.041.405000.000000.00000
1462020.05.15 12:49sell750.061.406510.000000.00000
1472020.05.15 14:00sell760.081.408010.000000.00000
1482020.05.15 14:05buy770.011.409110.000000.00000
1492020.05.15 15:01close770.011.410120.000000.0000089.563027552.40
1502020.05.15 15:16sell780.161.411020.000000.00000
1512020.05.15 15:47close780.161.407710.000000.000004697.283032249.68
1522020.05.15 15:47close760.081.407710.000000.00000212.873032462.55
1532020.05.15 15:47close750.061.407710.000000.00000-638.603031823.95
1542020.05.15 15:47close740.041.407710.000000.00000-961.453030862.50
1552020.05.15 15:47close730.021.407710.000000.00000-748.593030113.91
1562020.05.15 15:47close720.011.407710.000000.00000-510.003029603.91
1572020.05.18 15:02sell790.011.403730.000000.00000
1582020.05.18 16:09close790.011.402600.000000.00000100.223029704.13
1592020.05.18 16:37sell800.011.401850.000000.00000
1602020.05.18 16:51close800.011.400690.000000.00000102.893029807.02
1612020.05.18 18:21sell810.011.397500.000000.00000
1622020.05.19 00:05close810.011.394410.000000.00000270.493030077.50
1632020.05.19 09:30sell820.011.392100.000000.00000
1642020.05.19 10:57sell830.021.393610.000000.00000
1652020.05.19 14:27close830.021.391610.000000.00000354.783030432.28
1662020.05.19 14:27close820.011.391610.000000.0000043.463030475.74
1672020.05.19 16:58sell840.011.388850.000000.00000
1682020.05.19 17:40sell850.021.390370.000000.00000
1692020.05.19 18:05close850.021.388360.000000.00000356.553030832.29
1702020.05.19 18:05close840.011.388360.000000.0000043.463030875.75
1712020.05.19 18:42sell860.011.387950.000000.00000
1722020.05.19 20:06sell870.021.389450.000000.00000
1732020.05.19 21:56close870.021.387630.000000.00000322.853031198.60
1742020.05.19 21:56close860.011.387630.000000.0000028.393031226.99
1752020.05.19 22:36buy880.011.391240.000000.00000
1762020.05.19 23:19close880.011.393180.000000.00000172.033031399.02
1772020.05.19 23:36buy890.011.394390.000000.00000
1782020.05.20 03:08buy900.021.392850.000000.00000
1792020.05.20 12:44buy910.041.391330.000000.00000
1802020.05.20 14:10buy920.061.389790.000000.00000
1812020.05.20 14:51sell930.011.388790.000000.00000
1822020.05.20 15:06buy940.081.388290.000000.00000
1832020.05.20 18:55sell950.021.390290.000000.00000
1842020.05.20 19:11sell960.041.391790.000000.00000
1852020.05.20 19:14close940.081.391260.000000.000002106.963033505.98
1862020.05.20 19:14close920.061.391260.000000.00000782.133034288.11
1872020.05.20 19:14close910.041.391260.000000.00000-24.833034263.28
1882020.05.20 19:14close900.021.391260.000000.00000-281.993033981.29
1892020.05.20 19:14close890.011.391260.000000.00000-279.273033702.02
1902020.05.20 19:23buy970.011.392400.000000.00000
1912020.05.20 19:56buy980.021.390890.000000.00000
1922020.05.20 21:38buy990.041.389390.000000.00000
1932020.05.20 22:16close960.041.389200.000000.00000918.883034620.90
1942020.05.20 22:16close950.021.389200.000000.00000193.353034814.25
1952020.05.20 22:16close930.011.389200.000000.00000-36.363034777.89
1962020.05.21 04:19close990.041.392520.000000.000001089.693035867.58
1972020.05.21 04:19close980.021.392520.000000.00000278.813036146.40
1982020.05.21 04:19close970.011.392520.000000.000005.523036151.91
1992020.05.21 04:34buy1000.011.393580.000000.00000
2002020.05.21 10:20buy1010.021.392080.000000.00000
2012020.05.21 14:25buy1020.041.390570.000000.00000
2022020.05.21 14:27sell1030.011.389860.000000.00000
2032020.05.21 14:49sell1040.021.391370.000000.00000
2042020.05.21 15:03sell1050.041.392870.000000.00000
2052020.05.21 15:40close1050.041.390510.000000.00000837.283036989.19
2062020.05.21 15:40close1040.021.390510.000000.00000152.553037141.74
2072020.05.21 15:40close1030.011.390510.000000.00000-57.653037084.09
2082020.05.21 17:43close1020.041.393070.000000.00000886.773037970.86
2092020.05.21 17:43close1010.021.393070.000000.00000175.583038146.44
2102020.05.21 17:43close1000.011.393070.000000.00000-45.223038101.22
2112020.05.21 18:01buy1060.011.394920.000000.00000
2122020.05.21 18:31close1060.011.396040.000000.0000099.323038200.54
2132020.05.21 19:57buy1070.011.395850.000000.00000
2142020.05.21 21:12buy1080.021.394340.000000.00000
2152020.05.22 07:00close1080.021.399400.000000.00000893.993039094.53
2162020.05.22 07:00close1070.011.399400.000000.00000313.093039407.62
2172020.05.22 08:12buy1090.011.401740.000000.00000
2182020.05.22 09:00buy1100.021.400220.000000.00000
2192020.05.22 10:24close1100.021.401860.000000.00000290.863039698.48
2202020.05.22 10:24close1090.011.401860.000000.0000010.643039709.12
2212020.05.22 10:56buy1110.011.403220.000000.00000
2222020.05.22 12:17buy1120.021.401720.000000.00000
2232020.05.22 14:10buy1130.041.400210.000000.00000
2242020.05.22 15:42close1130.041.402090.000000.00000666.853040375.97
2252020.05.22 15:42close1120.021.402090.000000.0000065.623040441.59
2262020.05.22 15:42close1110.011.402090.000000.00000-100.213040341.38
2272020.05.26 09:33sell1140.011.392430.000000.00000
2282020.05.26 12:23close1140.011.388770.000000.00000324.623040666.00
2292020.05.26 13:04sell1150.011.388020.000000.00000
2302020.05.26 14:15close1150.011.386780.000000.00000109.983040775.98
2312020.05.26 14:54sell1160.011.384220.000000.00000
2322020.05.26 16:13close1160.011.382620.000000.00000141.913040917.89
2332020.05.26 18:16sell1170.011.378770.000000.00000
2342020.05.26 18:24sell1180.021.380280.000000.00000
2352020.05.26 18:45sell1190.041.381780.000000.00000
2362020.05.26 19:58close1190.041.379280.000000.00000886.953041804.84
2372020.05.26 19:58close1180.021.379280.000000.00000177.393041982.23
2382020.05.26 19:58close1170.011.379280.000000.00000-45.233041937.00
2392020.05.26 20:19sell1200.011.377690.000000.00000
2402020.05.26 22:55sell1210.021.379210.000000.00000
2412020.05.27 10:55close1210.021.376890.000000.00000404.373042341.37
2422020.05.27 10:55close1200.011.376890.000000.0000067.373042408.74
2432020.05.27 12:29sell1220.011.375150.000000.00000
2442020.05.27 13:07close1220.011.373780.000000.00000121.513042530.25
2452020.05.27 16:41buy1230.011.377730.000000.00000
2462020.05.27 17:02close1230.011.380230.000000.00000221.703042751.95
2472020.05.27 17:43buy1240.011.381250.000000.00000
2482020.05.27 18:26buy1250.021.379750.000000.00000
2492020.05.27 18:57buy1260.041.378240.000000.00000
2502020.05.27 22:42buy1270.061.376730.000000.00000
2512020.05.27 23:03sell1280.011.375630.000000.00000
2522020.05.27 23:54buy1290.081.375210.000000.00000
2532020.05.28 05:00close1280.011.374390.000000.0000099.233042851.18
2542020.05.29 04:33close1290.081.378350.000000.000002172.773045023.95
2552020.05.29 04:33close1270.061.378350.000000.00000820.853045844.80
2562020.05.29 04:33close1260.041.378350.000000.0000011.643045856.44
2572020.05.29 04:33close1250.021.378350.000000.00000-261.983045594.46
2582020.05.29 04:33close1240.011.378350.000000.00000-264.023045330.44
2592020.05.29 14:18sell1300.011.373430.000000.00000
2602020.05.29 15:07close1300.011.372410.000000.0000090.473045420.91
2612020.06.01 17:06sell1310.011.368540.000000.00000
2622020.06.01 17:27close1310.011.365220.000000.00000294.473045715.38
2632020.06.01 17:48sell1320.011.363820.000000.00000
2642020.06.01 18:04close1320.011.362690.000000.00000100.223045815.60
2652020.06.01 18:16sell1330.011.361680.000000.00000
2662020.06.01 19:26close1330.011.359360.000000.00000205.773046021.37
2672020.06.01 21:51sell1340.011.358090.000000.00000
2682020.06.01 22:37close1340.011.356820.000000.00000112.643046134.01
2692020.06.02 12:40sell1350.011.350130.000000.00000
2702020.06.02 13:12sell1360.021.351630.000000.00000
2712020.06.02 14:17sell1370.041.353140.000000.00000
2722020.06.02 16:04buy1380.011.354130.000000.00000
2732020.06.02 16:59buy1390.021.352610.000000.00000
2742020.06.02 17:05buy1400.041.351090.000000.00000
2752020.06.02 17:08buy1410.061.349560.000000.00000
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