Strategy Tester Report
ArcMultiPremium
TitanFX-03 (Build 1330)

通貨ペアUSDCHF (US Dollar vs Swiss Franc)
期間1分足(M1) 2020.05.01 00:00 - 2021.04.29 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371250モデルティック数8793419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434185.51総利益745066.70総損失-310881.20
プロフィットファクタ2.40期待利得630.17
絶対ドローダウン53739.99最大ドローダウン123238.97 (3.63%)相対ドローダウン3.89% (120838.89)
総取引数689売りポジション(勝率%)383 (67.62%)買いポジション(勝率%)306 (66.67%)
勝率(%)463 (67.20%)負率 (%)226 (32.80%)
最大勝トレード66346.95敗トレード-10697.74
平均勝トレード1609.22敗トレード-1375.58
最大連勝(金額)20 (9708.00)連敗(金額)7 (-46325.04)
最大連勝(トレード数)76126.03 (2)連敗(トレード数)-46325.04 (7)
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 00:00sell10.010.964310.000000.00000
22020.05.01 00:21sell20.020.965810.000000.00000
32020.05.01 10:23close20.020.963980.000000.00000438.363000438.36
42020.05.01 10:23close10.010.963980.000000.0000039.533000477.89
52020.05.01 11:00sell30.010.963170.000000.00000
62020.05.01 16:04close30.010.962170.000000.00000119.773000597.66
72020.05.04 14:20buy40.010.965200.000000.00000
82020.05.05 10:53close40.010.966470.000000.00000153.483000751.14
92020.05.05 12:00buy50.010.970560.000000.00000
102020.05.05 16:42buy60.020.969060.000000.00000
112020.05.05 18:04close60.020.971550.000000.00000596.363001347.50
122020.05.05 18:04close50.010.971550.000000.00000118.553001466.05
132020.05.05 18:04buy70.010.971710.000000.00000
142020.05.06 11:41close70.010.974760.000000.00000366.643001832.69
152020.05.06 13:05buy80.010.975850.000000.00000
162020.05.06 13:48buy90.020.974350.000000.00000
172020.05.07 17:26close90.020.977400.000000.00000738.893002571.58
182020.05.07 17:26close80.010.977400.000000.00000189.823002761.40
192020.05.07 23:30sell100.010.973060.000000.00000
202020.05.08 14:26close100.010.971630.000000.00000165.033002926.43
212020.05.11 21:40buy110.010.973360.000000.00000
222020.05.12 09:58buy120.020.971850.000000.00000
232020.05.12 13:30sell130.010.970880.000000.00000
242020.05.12 14:05buy140.040.970350.000000.00000
252020.05.12 15:14buy150.060.968850.000000.00000
262020.05.12 15:30close130.010.969610.000000.00000152.113003078.54
272020.05.12 15:35sell160.010.968760.000000.00000
282020.05.12 16:12buy170.080.967350.000000.00000
292020.05.12 16:16close160.010.967480.000000.00000153.313003231.85
302020.05.12 16:16sell180.010.967340.000000.00000
312020.05.12 19:19sell190.020.968910.000000.00000
322020.05.13 10:38sell200.040.970410.000000.00000
332020.05.13 11:01close170.080.970320.000000.000002856.493006088.34
342020.05.13 11:01close150.060.970320.000000.000001064.613007152.95
352020.05.13 11:01close140.040.970320.000000.00000-8.773007144.19
362020.05.13 11:01close120.020.970320.000000.00000-363.643006780.55
372020.05.13 11:01close110.010.970320.000000.00000-361.243006419.31
382020.05.13 15:22close200.040.968350.000000.00000986.903007406.21
392020.05.13 15:22close190.020.968350.000000.00000121.663007527.87
402020.05.13 15:22close180.010.968350.000000.00000-127.213007400.66
412020.05.13 20:05buy210.010.972640.000000.00000
422020.05.14 14:37close210.010.974520.000000.00000229.333007629.99
432020.05.18 16:50sell220.010.969170.000000.00000
442020.05.18 17:01sell230.020.970680.000000.00000
452020.05.18 18:27close230.020.968670.000000.00000481.483008111.47
462020.05.18 18:27close220.010.968670.000000.0000059.883008171.35
472020.05.18 18:27sell240.010.968550.000000.00000
482020.05.18 18:59sell250.020.970050.000000.00000
492020.05.18 19:26sell260.040.971550.000000.00000
502020.05.18 20:12sell270.060.973070.000000.00000
512020.05.18 20:13sell280.080.974590.000000.00000
522020.05.19 00:30close280.080.971500.000000.000002910.773011082.13
532020.05.19 00:30close270.060.971500.000000.000001090.783012172.91
542020.05.19 00:30close260.040.971500.000000.00000-1.003012171.91
552020.05.19 00:30close250.020.971500.000000.00000-359.813011812.11
562020.05.19 00:30close240.010.971500.000000.00000-359.563011452.55
572020.05.20 06:40sell290.010.969630.000000.00000
582020.05.20 10:21close290.010.968450.000000.00000141.333011593.88
592020.05.20 12:00sell300.010.967460.000000.00000
602020.05.20 15:34close300.010.966180.000000.00000153.313011747.19
612020.05.20 17:55sell310.010.964330.000000.00000
622020.05.21 04:04sell320.020.965840.000000.00000
632020.05.21 15:45sell330.040.967360.000000.00000
642020.05.21 15:50buy340.010.967780.000000.00000
652020.05.21 15:55sell350.060.968860.000000.00000
662020.05.21 17:45sell360.080.970370.000000.00000
672020.05.21 18:03close340.010.970130.000000.00000281.423012028.61
682020.05.21 18:03buy370.010.970260.000000.00000
692020.05.22 13:46close370.010.972330.000000.00000249.283012277.89
702020.05.25 09:19sell380.160.973370.000000.00000
712020.05.26 10:41close380.160.970050.000000.000006262.293018540.17
722020.05.26 10:41close360.080.970050.000000.00000156.863018697.04
732020.05.26 10:41close350.060.970050.000000.00000-967.463017729.58
742020.05.26 10:41close330.040.970050.000000.00000-1363.583016365.99
752020.05.26 10:41close320.020.970050.000000.00000-1045.903015320.10
762020.05.26 10:41close310.010.970050.000000.00000-722.523014597.58
772020.05.26 10:50sell390.010.969290.000000.00000
782020.05.26 14:34close390.010.967960.000000.00000159.293014756.87
792020.05.26 14:55sell400.010.966520.000000.00000
802020.05.26 18:03sell410.020.968020.000000.00000
812020.05.26 22:46close410.020.965650.000000.00000567.703015324.57
822020.05.26 22:46close400.010.965650.000000.00000104.203015428.77
832020.05.27 10:30buy420.010.968720.000000.00000
842020.05.27 11:34close420.010.970040.000000.00000158.073015586.84
852020.05.27 11:34buy430.010.970170.000000.00000
862020.05.27 12:09close430.010.971820.000000.00000197.593015784.43
872020.05.28 13:15buy440.010.971420.000000.00000
882020.05.28 13:41buy450.020.969920.000000.00000
892020.05.28 16:14buy460.040.968420.000000.00000
902020.05.28 17:25sell470.010.966980.000000.00000
912020.05.28 17:26buy480.060.966920.000000.00000
922020.05.28 17:55buy490.080.965420.000000.00000
932020.05.28 20:28close470.010.964020.000000.00000354.523016138.95
942020.05.28 22:15sell500.010.963130.000000.00000
952020.05.29 03:16sell510.020.964630.000000.00000
962020.05.29 10:25buy520.160.962420.000000.00000
972020.05.29 13:51close510.020.961790.000000.00000680.293016819.24
982020.05.29 13:51close500.010.961790.000000.00000154.253016973.49
992020.06.01 11:07buy530.320.959410.000000.00000
1002020.06.02 11:20sell540.010.959160.000000.00000
1012020.06.02 12:56sell550.020.960660.000000.00000
1022020.06.02 13:00sell560.040.962160.000000.00000
1032020.06.02 15:38sell570.060.963660.000000.00000
1042020.06.02 15:39close530.320.963330.000000.0000015066.533032040.02
1052020.06.02 15:39close520.160.963330.000000.000001788.433033828.44
1062020.06.02 15:39close490.080.963330.000000.00000-1968.633031859.81
1072020.06.02 15:39close480.060.963330.000000.00000-2554.243029305.57
1082020.06.02 15:39close460.040.963330.000000.00000-2421.343026884.24
1092020.06.02 15:39close450.020.963330.000000.00000-1569.923025314.32
1102020.06.02 15:39close440.010.963330.000000.00000-964.603024349.72
1112020.06.02 15:39buy580.010.963490.000000.00000
1122020.06.02 16:37buy590.020.961990.000000.00000
1132020.06.02 18:01buy600.040.960490.000000.00000
1142020.06.02 18:18close570.060.960770.000000.000002076.813026426.53
1152020.06.02 18:18close560.040.960770.000000.00000665.923027092.45
1162020.06.02 18:18close550.020.960770.000000.00000-26.353027066.10
1172020.06.02 18:18close540.010.960770.000000.00000-192.833026873.27
1182020.06.03 11:20close600.040.962600.000000.000001016.313027889.58
1192020.06.03 11:20close590.020.962600.000000.00000148.903028038.49
1202020.06.03 11:20close580.010.962600.000000.00000-105.173027933.32
1212020.06.03 14:15buy610.010.964050.000000.00000
1222020.06.03 17:00buy620.020.962530.000000.00000
1232020.06.03 23:46buy630.040.961030.000000.00000
1242020.06.04 12:25sell640.010.960130.000000.00000
1252020.06.04 12:27buy650.060.959510.000000.00000
1262020.06.04 15:06buy660.080.958000.000000.00000
1272020.06.04 15:11close640.010.958670.000000.00000174.863028108.18
1282020.06.04 15:11sell670.010.958530.000000.00000
1292020.06.04 15:36sell680.020.960040.000000.00000
1302020.06.04 16:25close680.020.958230.000000.00000433.573028541.75
1312020.06.04 16:25close670.010.958230.000000.0000035.933028577.68
1322020.06.04 16:25sell690.010.958100.000000.00000
1332020.06.04 18:12close690.010.956790.000000.00000156.903028734.58
1342020.06.04 18:12sell700.010.956650.000000.00000
1352020.06.04 20:12buy710.160.954990.000000.00000
1362020.06.04 20:23close700.010.955500.000000.00000137.733028872.31
1372020.06.04 20:23sell720.010.955370.000000.00000
1382020.06.05 10:42sell730.020.956870.000000.00000
1392020.06.05 13:09sell740.040.958370.000000.00000
1402020.06.05 13:35close710.160.958300.000000.000006364.493035236.80
1412020.06.05 13:35close660.080.958300.000000.00000298.613035535.41
1422020.06.05 13:35close650.060.958300.000000.00000-860.993034674.41
1432020.06.05 13:35close630.040.958300.000000.00000-1285.273033389.14
1442020.06.05 13:35close620.020.958300.000000.00000-1001.903032387.24
1452020.06.05 13:35close610.010.958300.000000.00000-682.983031704.27
1462020.06.05 15:31sell750.060.959880.000000.00000
1472020.06.05 15:32sell760.080.961780.000000.00000
1482020.06.05 17:03sell770.160.964780.000000.00000
1492020.06.08 00:04close770.160.960910.000000.000007316.333039020.60
1502020.06.08 00:04close760.080.960910.000000.00000783.673039804.27
1512020.06.08 00:04close750.060.960910.000000.00000-777.613039026.66
1522020.06.08 00:04close740.040.960910.000000.00000-1241.823037784.84
1532020.06.08 00:04close730.020.960910.000000.00000-980.223036804.63
1542020.06.08 00:04close720.010.960910.000000.00000-676.013036128.62
1552020.06.08 15:45sell780.010.960360.000000.00000
1562020.06.08 16:40close780.010.958610.000000.00000209.603036338.22
1572020.06.09 12:10sell790.010.954630.000000.00000
1582020.06.09 17:07close790.010.951090.000000.00000423.993036762.21
1592020.06.09 17:07sell800.010.950960.000000.00000
1602020.06.09 18:46close800.010.949230.000000.00000207.203036969.41
1612020.06.10 10:20sell810.010.948020.000000.00000
1622020.06.10 12:28close810.010.946390.000000.00000195.233037164.64
1632020.06.10 14:15sell820.010.945720.000000.00000
1642020.06.10 21:22close820.010.943510.000000.00000264.693037429.33
1652020.06.11 02:00sell830.010.942850.000000.00000
1662020.06.11 06:56sell840.020.944360.000000.00000
1672020.06.11 08:19sell850.040.945870.000000.00000
1682020.06.11 10:42close850.040.942980.000000.000001384.543038813.87
1692020.06.11 10:42close840.020.942980.000000.00000330.563039144.43
1702020.06.11 10:42close830.010.942980.000000.00000-15.573039128.86
1712020.06.11 19:15sell860.010.937740.000000.00000
1722020.06.11 20:00sell870.020.939240.000000.00000
1732020.06.11 20:17sell880.040.940740.000000.00000
1742020.06.11 20:44sell890.060.942250.000000.00000
1752020.06.11 22:52sell900.080.943750.000000.00000
1762020.06.11 23:00buy910.010.944250.000000.00000
1772020.06.12 00:20buy920.020.942430.000000.00000
1782020.06.12 10:57close920.020.944770.000000.00000560.443039689.30
1792020.06.12 10:57close910.010.944770.000000.0000063.673039752.97
1802020.06.12 12:00buy930.010.946180.000000.00000
1812020.06.12 12:17sell940.160.946750.000000.00000
1822020.06.12 16:32close930.010.947200.000000.00000122.143039875.11
1832020.06.12 17:40sell950.320.949760.000000.00000
1842020.06.12 19:55sell960.640.952760.000000.00000
1852020.06.15 15:03close960.640.949000.000000.0000028422.123068297.23
1862020.06.15 15:03close950.320.949000.000000.000002713.153071010.38
1872020.06.15 15:03close940.160.949000.000000.00000-4411.553066598.82
1882020.06.15 15:03close900.080.949000.000000.00000-5130.173061468.65
1892020.06.15 15:03close890.060.949000.000000.00000-4925.553056543.10
1902020.06.15 15:03close880.040.949000.000000.00000-4007.123052535.98
1912020.06.15 15:03close870.020.949000.000000.00000-2362.873050173.11
1922020.06.15 15:03close860.010.949000.000000.00000-1361.093048812.03
1932020.06.15 15:04sell970.010.948850.000000.00000
1942020.06.15 18:19sell980.020.950350.000000.00000
1952020.06.16 13:53close980.020.947330.000000.00000710.933049522.96
1962020.06.16 13:53close970.010.947330.000000.00000175.813049698.77
1972020.06.17 01:05buy990.010.951950.000000.00000
1982020.06.17 07:21buy1000.020.950450.000000.00000
1992020.06.17 10:06buy1010.040.948950.000000.00000
2002020.06.17 16:30sell1020.010.948470.000000.00000
2012020.06.17 16:52sell1030.020.949970.000000.00000
2022020.06.17 17:34sell1040.040.951470.000000.00000
2032020.06.17 17:53close1010.040.951740.000000.000001336.433051035.20
2042020.06.17 17:53close1000.020.951740.000000.00000308.963051344.16
2052020.06.17 17:53close990.010.951740.000000.00000-25.153051319.01
2062020.06.18 04:30close1040.040.949330.000000.00000950.363052269.36
2072020.06.18 04:30close1030.020.949330.000000.00000115.863052385.23
2082020.06.18 04:30close1020.010.949330.000000.00000-121.723052263.51
2092020.06.18 20:00buy1050.010.952000.000000.00000
2102020.06.19 08:11buy1060.020.950500.000000.00000
2112020.06.19 15:35buy1070.040.949000.000000.00000
2122020.06.19 17:40close1070.040.950870.000000.00000895.753053159.26
2132020.06.19 17:40close1060.020.950870.000000.0000088.623053247.88
2142020.06.19 17:40close1050.010.950870.000000.00000-133.923053113.96
2152020.06.22 16:50sell1080.010.948830.000000.00000
2162020.06.22 17:31close1080.010.947560.000000.00000152.113053266.07
2172020.06.22 21:15sell1090.010.947290.000000.00000
2182020.06.23 04:25sell1100.020.948810.000000.00000
2192020.06.23 10:36close1100.020.945950.000000.00000685.093053951.16
2202020.06.23 10:36close1090.010.945950.000000.00000154.253054105.41
2212020.06.23 10:50sell1110.010.944840.000000.00000
2222020.06.23 15:05sell1120.020.946360.000000.00000
2232020.06.23 16:42close1120.020.944370.000000.00000476.683054582.09
2242020.06.23 16:42close1110.010.944370.000000.0000056.303054638.39
2252020.06.24 14:55buy1130.010.946520.000000.00000
2262020.06.25 10:24close1130.010.948300.000000.00000217.363054855.75
2272020.06.25 15:05buy1140.010.950860.000000.00000
2282020.06.25 16:05buy1150.020.949360.000000.00000
2292020.06.25 17:13buy1160.040.947840.000000.00000
2302020.06.26 17:54close1160.040.949710.000000.00000901.353055757.11
2312020.06.26 17:54close1150.020.949710.000000.0000086.623055843.73
2322020.06.26 17:54close1140.010.949710.000000.00000-136.323055707.41
2332020.06.29 19:00buy1170.010.950580.000000.00000
2342020.06.30 10:47close1170.010.952240.000000.00000200.183055907.59
2352020.06.30 16:30sell1180.010.949140.000000.00000
2362020.06.30 17:56close1180.010.947900.000000.00000148.523056056.11
2372020.06.30 17:56sell1190.010.947780.000000.00000
2382020.07.01 14:34sell1200.020.949290.000000.00000
2392020.07.01 17:54close1200.020.945820.000000.00000831.213056887.32
2402020.07.01 17:54close1190.010.945820.000000.00000228.513057115.83
2412020.07.02 10:30sell1210.010.944600.000000.00000
2422020.07.02 17:49sell1220.020.946100.000000.00000
2432020.07.03 10:40buy1230.010.947030.000000.00000
2442020.07.03 17:32buy1240.020.945530.000000.00000
2452020.07.03 23:06close1220.020.944590.000000.00000349.223057465.05
2462020.07.03 23:06close1210.010.944590.000000.00000-5.043057460.01
2472020.07.03 23:45buy1250.040.943980.000000.00000
2482020.07.06 10:08buy1260.060.942470.000000.00000
2492020.07.06 13:15sell1270.010.941560.000000.00000
2502020.07.06 14:26buy1280.080.940970.000000.00000
2512020.07.06 16:55close1270.010.939400.000000.00000258.703057718.71
2522020.07.07 12:54close1280.080.944300.000000.000003201.403060920.11
2532020.07.07 12:54close1260.060.944300.000000.000001323.293062243.40
2542020.07.07 12:54close1250.040.944300.000000.00000164.493062407.89
2552020.07.07 12:54close1240.020.944300.000000.00000-288.993062118.91
2562020.07.07 12:54close1230.010.944300.000000.00000-324.133061794.78
2572020.07.08 19:20sell1290.010.937090.000000.00000
2582020.07.09 00:15sell1300.020.938600.000000.00000
2592020.07.09 18:01sell1310.040.940110.000000.00000
2602020.07.09 20:00buy1320.010.940410.000000.00000
2612020.07.10 05:28sell1330.060.941610.000000.00000
2622020.07.10 10:07sell1340.080.943120.000000.00000
2632020.07.10 10:42close1320.010.942120.000000.00000206.173062000.95
2642020.07.10 16:31close1340.080.940390.000000.000002615.783064616.73
2652020.07.10 16:31close1330.060.940390.000000.00000876.723065493.45
2662020.07.10 16:31close1310.040.940390.000000.00000-159.103065334.35
2672020.07.10 16:31close1300.020.940390.000000.00000-441.263064893.09
2682020.07.10 16:31close1290.010.940390.000000.00000-420.203064472.89
2692020.07.13 14:40buy1350.010.942410.000000.00000
2702020.07.13 17:08buy1360.020.940900.000000.00000
2712020.07.14 11:45sell1370.010.939850.000000.00000
2722020.07.14 12:05buy1380.040.939390.000000.00000
2732020.07.15 10:42buy1390.060.937890.000000.00000
2742020.07.15 11:16close1370.010.937980.000000.00000217.733064690.62
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