Strategy Tester Report
ArcMultiPremium
TitanFX-03 (Build 1330)

通貨ペアUSDJPY (US Dollar 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365741モデルティック数9830836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 (12)
純益344007.02総利益636887.04総損失-292880.02
プロフィットファクタ2.17期待利得572.39
絶対ドローダウン33106.18最大ドローダウン276025.48 (8.36%)相対ドローダウン8.36% (276025.48)
総取引数601売りポジション(勝率%)318 (67.61%)買いポジション(勝率%)283 (65.72%)
勝率(%)401 (66.72%)負率 (%)200 (33.28%)
最大勝トレード103076.80敗トレード-19642.40
平均勝トレード1588.25敗トレード-1464.40
最大連勝(金額)36 (18622.92)連敗(金額)9 (-97985.20)
最大連勝(トレード数)122354.76 (2)連敗(トレード数)-97985.20 (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 12:30sell10.01106.7860.0000.000
22020.05.01 15:00close10.01106.6850.0000.000101.003000101.00
32020.05.04 17:25buy20.01107.0730.0000.000
42020.05.04 18:00buy30.02106.9230.0000.000
52020.05.04 20:50buy40.04106.7730.0000.000
62020.05.05 03:20buy50.06106.6220.0000.000
72020.05.05 03:30sell60.01106.5390.0000.000
82020.05.05 09:41sell70.02106.6900.0000.000
92020.05.05 12:14sell80.04106.8400.0000.000
102020.05.05 16:56close80.04106.6170.0000.000892.003000993.00
112020.05.05 16:56close70.02106.6170.0000.000146.003001139.00
122020.05.05 16:56close60.01106.6170.0000.000-78.003001061.00
132020.05.05 21:27buy90.08106.4710.0000.000
142020.05.05 21:30sell100.01106.4540.0000.000
152020.05.06 00:12sell110.02106.6160.0000.000
162020.05.06 03:33close110.02106.3040.0000.000624.003001685.00
172020.05.06 03:33close100.01106.3040.0000.000146.043001831.04
182020.05.06 14:42buy120.14106.1680.0000.000
192020.05.06 16:45sell130.01106.0490.0000.000
202020.05.07 02:44sell140.02106.2000.0000.000
212020.05.07 10:44sell150.04106.3510.0000.000
222020.05.07 12:26sell160.06106.5020.0000.000
232020.05.07 13:54close120.14106.5420.0000.0005144.443006975.48
242020.05.07 13:54close90.08106.5420.0000.000498.243007473.72
252020.05.07 13:54close50.06106.5420.0000.000-532.323006941.40
262020.05.07 13:54close40.04106.5420.0000.000-967.603005973.80
272020.05.07 13:54close30.02106.5420.0000.000-783.803005190.00
282020.05.07 13:54close20.01106.5420.0000.000-541.903004648.10
292020.05.07 13:54buy170.01106.5510.0000.000
302020.05.07 16:54sell180.08106.6520.0000.000
312020.05.07 18:48buy190.02106.4010.0000.000
322020.05.07 19:54close180.08106.3480.0000.0002432.003007080.10
332020.05.07 19:54close160.06106.3480.0000.000924.003008004.10
342020.05.07 19:54close150.04106.3480.0000.00012.003008016.10
352020.05.07 19:54close140.02106.3480.0000.000-296.003007720.10
362020.05.07 19:54close130.01106.3480.0000.000-310.883007409.22
372020.05.07 20:41buy200.04106.2490.0000.000
382020.05.08 15:30close200.04106.4380.0000.000747.283008156.50
392020.05.08 15:30close190.02106.4380.0000.00069.643008226.14
402020.05.08 15:30close170.01106.4380.0000.000-115.183008110.96
412020.05.11 13:25buy210.01107.3060.0000.000
422020.05.11 19:40close210.01107.6300.0000.000324.003008434.96
432020.05.11 20:40buy220.01107.7460.0000.000
442020.05.12 00:00buy230.02107.5930.0000.000
452020.05.12 05:54buy240.04107.4430.0000.000
462020.05.12 17:05sell250.01107.3250.0000.000
472020.05.12 17:38buy260.06107.2900.0000.000
482020.05.12 23:48buy270.08107.1390.0000.000
492020.05.13 01:47close250.01107.2090.0000.000112.043008547.00
502020.05.13 03:15sell280.01107.1020.0000.000
512020.05.13 05:04sell290.02107.2530.0000.000
522020.05.13 11:57close290.02107.0610.0000.000384.003008931.00
532020.05.13 11:57close280.01107.0610.0000.00041.003008972.00
542020.05.13 14:00sell300.01106.9710.0000.000
552020.05.13 15:40buy310.14106.8390.0000.000
562020.05.13 16:04close300.01106.8440.0000.000127.003009099.00
572020.05.13 16:15sell320.01106.8050.0000.000
582020.05.13 16:22sell330.02106.9560.0000.000
592020.05.13 17:18sell340.04107.1070.0000.000
602020.05.14 09:32close340.04106.8730.0000.000888.483009987.48
612020.05.14 09:32close330.02106.8730.0000.000142.243010129.72
622020.05.14 09:32close320.01106.8730.0000.000-79.883010049.84
632020.05.14 20:50close310.14107.2760.0000.0006026.443016076.28
642020.05.14 20:50close270.08107.2760.0000.0001026.243017102.52
652020.05.14 20:50close260.06107.2760.0000.000-136.323016966.20
662020.05.14 20:50close240.04107.2760.0000.000-702.883016263.32
672020.05.14 20:50close230.02107.2760.0000.000-651.443015611.88
682020.05.14 20:50close220.01107.2760.0000.000-480.903015130.98
692020.05.14 20:50buy350.01107.2890.0000.000
702020.05.15 00:05buy360.02107.1390.0000.000
712020.05.15 04:10close360.02107.3290.0000.000380.003015510.98
722020.05.15 04:10close350.01107.3290.0000.00037.823015548.80
732020.05.15 14:10sell370.01106.9060.0000.000
742020.05.15 16:52sell380.02107.0570.0000.000
752020.05.15 17:28sell390.04107.2090.0000.000
762020.05.15 20:36sell400.06107.3600.0000.000
772020.05.15 23:43close400.06107.1310.0000.0001374.003016922.80
782020.05.15 23:43close390.04107.1310.0000.000312.003017234.80
792020.05.15 23:43close380.02107.1310.0000.000-148.003017086.80
802020.05.15 23:43close370.01107.1310.0000.000-225.003016861.80
812020.05.18 15:20buy410.01107.3940.0000.000
822020.05.18 18:58buy420.02107.2440.0000.000
832020.05.19 10:07close420.02107.4200.0000.000347.643017209.44
842020.05.19 10:07close410.01107.4200.0000.00023.823017233.26
852020.05.19 14:15buy430.01107.6930.0000.000
862020.05.19 16:30close430.01107.9840.0000.000291.003017524.26
872020.05.20 17:10sell440.01107.4430.0000.000
882020.05.21 01:15sell450.02107.5930.0000.000
892020.05.21 03:58sell460.04107.7450.0000.000
902020.05.22 10:41close460.04107.4210.0000.0001280.163018804.42
912020.05.22 10:41close450.02107.4210.0000.000336.083019140.50
922020.05.22 10:41close440.01107.4210.0000.0006.163019146.66
932020.05.26 04:35buy470.01107.9150.0000.000
942020.05.26 11:46buy480.02107.7650.0000.000
952020.05.26 14:01buy490.04107.6120.0000.000
962020.05.26 14:15sell500.01107.5510.0000.000
972020.05.26 15:00buy510.06107.4600.0000.000
982020.05.27 12:19sell520.02107.7020.0000.000
992020.05.27 15:05sell530.04107.8520.0000.000
1002020.05.27 16:21close510.06107.8430.0000.0002284.923021431.58
1012020.05.27 16:21close490.04107.8430.0000.000915.283022346.86
1022020.05.27 16:21close480.02107.8430.0000.000151.643022498.50
1032020.05.27 16:21close470.01107.8430.0000.000-74.183022424.32
1042020.05.29 01:00close530.04107.6540.0000.000728.643023152.96
1052020.05.29 01:00close520.02107.6540.0000.00064.323023217.28
1062020.05.29 01:00close500.01107.6540.0000.000-122.803023094.48
1072020.05.29 07:10sell540.01107.3710.0000.000
1082020.05.29 08:02close540.01107.1950.0000.000176.003023270.48
1092020.05.29 08:02sell550.01107.1820.0000.000
1102020.05.29 16:11sell560.02107.3330.0000.000
1112020.05.29 16:46sell570.04107.4840.0000.000
1122020.05.29 17:27sell580.06107.6340.0000.000
1132020.05.29 18:09sell590.08107.7840.0000.000
1142020.06.01 09:13close590.08107.5120.0000.0002144.323025414.80
1152020.06.01 09:13close580.06107.5120.0000.000708.243026123.04
1162020.06.01 09:13close570.04107.5120.0000.000-127.843025995.20
1172020.06.01 09:13close560.02107.5120.0000.000-365.923025629.28
1182020.06.01 09:13close550.01107.5120.0000.000-333.963025295.32
1192020.06.02 10:45buy600.01107.8420.0000.000
1202020.06.02 12:23buy610.02107.6910.0000.000
1212020.06.02 15:42close610.02108.3640.0000.0001346.003026641.32
1222020.06.02 15:42close600.01108.3640.0000.000522.003027163.32
1232020.06.02 17:30buy620.01108.6080.0000.000
1242020.06.02 17:45buy630.02108.4570.0000.000
1252020.06.02 22:48close630.02108.6680.0000.000422.003027585.32
1262020.06.02 22:48close620.01108.6680.0000.00060.003027645.32
1272020.06.03 10:40buy640.01108.7480.0000.000
1282020.06.03 14:26buy650.02108.5980.0000.000
1292020.06.03 18:37close650.02108.8800.0000.000564.003028209.32
1302020.06.03 18:37close640.01108.8800.0000.000132.003028341.32
1312020.06.03 21:35buy660.01108.9660.0000.000
1322020.06.04 03:23buy670.02108.8150.0000.000
1332020.06.04 09:57close670.02109.0450.0000.000460.003028801.32
1342020.06.04 09:57close660.01109.0450.0000.00072.463028873.78
1352020.06.04 11:25buy680.01109.1350.0000.000
1362020.06.04 12:24buy690.02108.9840.0000.000
1372020.06.04 15:34buy700.04108.8330.0000.000
1382020.06.04 15:42buy710.06108.6820.0000.000
1392020.06.04 15:45sell720.01108.6230.0000.000
1402020.06.04 16:04sell730.02108.7740.0000.000
1412020.06.04 17:48sell740.04108.9250.0000.000
1422020.06.04 18:11close710.06108.9710.0000.0001734.003030607.78
1432020.06.04 18:11close700.04108.9710.0000.000552.003031159.78
1442020.06.04 18:11close690.02108.9710.0000.000-26.003031133.78
1452020.06.04 18:11close680.01108.9710.0000.000-164.003030969.78
1462020.06.04 18:46sell750.06109.0750.0000.000
1472020.06.04 23:00buy760.01109.1840.0000.000
1482020.06.05 03:14sell770.08109.2260.0000.000
1492020.06.05 10:50close760.01109.3240.0000.000137.823031107.60
1502020.06.05 11:05buy780.01109.4130.0000.000
1512020.06.05 11:51buy790.02109.2620.0000.000
1522020.06.05 15:30close790.02109.4130.0000.000302.003031409.60
1532020.06.05 15:30close780.01109.4130.0000.0000.003031409.60
1542020.06.05 15:31sell800.14109.5260.0000.000
1552020.06.05 17:10sell810.25109.8260.0000.000
1562020.06.08 13:23close810.25109.3180.0000.00012601.003044010.60
1572020.06.08 13:23close800.14109.3180.0000.0002856.563046867.16
1582020.06.08 13:23close770.08109.3180.0000.000-767.683046099.48
1592020.06.08 13:23close750.06109.3180.0000.000-1505.523044593.96
1602020.06.08 13:23close740.04109.3180.0000.000-1603.683042990.28
1612020.06.08 13:23close730.02109.3180.0000.000-1103.843041886.44
1622020.06.08 13:23close720.01109.3180.0000.000-702.923041183.52
1632020.06.08 15:45sell820.01109.2520.0000.000
1642020.06.08 16:42close820.01109.1080.0000.000144.003041327.52
1652020.06.08 16:50sell830.01109.0030.0000.000
1662020.06.08 17:37close830.01108.6110.0000.000392.003041719.52
1672020.06.08 19:05sell840.01108.4090.0000.000
1682020.06.09 04:03close840.01108.0400.0000.000365.043042084.56
1692020.06.09 07:10sell850.01108.0450.0000.000
1702020.06.09 10:50close850.01107.8910.0000.000154.003042238.56
1712020.06.09 18:40sell860.01107.6530.0000.000
1722020.06.09 20:24sell870.02107.8040.0000.000
1732020.06.10 08:57close870.02107.4860.0000.000628.083042866.64
1742020.06.10 08:57close860.01107.4860.0000.000163.043043029.68
1752020.06.10 08:57sell880.01107.4760.0000.000
1762020.06.10 14:58close880.01107.3580.0000.000118.003043147.68
1772020.06.10 17:20sell890.01107.2000.0000.000
1782020.06.10 21:00sell900.02107.3530.0000.000
1792020.06.10 21:17close900.02107.0990.0000.000508.003043655.68
1802020.06.10 21:17close890.01107.0990.0000.000101.003043756.68
1812020.06.11 01:20sell910.01107.0700.0000.000
1822020.06.11 08:17sell920.02107.2200.0000.000
1832020.06.11 11:02close920.02107.0080.0000.000424.003044180.68
1842020.06.11 11:02close910.01107.0080.0000.00062.003044242.68
1852020.06.12 03:40sell930.01106.6800.0000.000
1862020.06.12 04:59sell940.02106.8310.0000.000
1872020.06.12 06:37sell950.04106.9820.0000.000
1882020.06.12 07:02sell960.06107.1320.0000.000
1892020.06.12 07:05buy970.01107.1840.0000.000
1902020.06.12 08:53sell980.08107.2840.0000.000
1912020.06.12 13:38close970.01107.4520.0000.000268.003044510.68
1922020.06.15 08:08close980.08107.0100.0000.0002160.323046671.00
1932020.06.15 08:08close960.06107.0100.0000.000708.243047379.24
1942020.06.15 08:08close950.04107.0100.0000.000-127.843047251.40
1952020.06.15 08:08close940.02107.0100.0000.000-365.923046885.48
1962020.06.15 08:08close930.01107.0100.0000.000-333.963046551.52
1972020.06.16 02:40buy990.01107.4990.0000.000
1982020.06.16 03:22buy1000.02107.3470.0000.000
1992020.06.16 06:09close1000.02107.5360.0000.000378.003046929.52
2002020.06.16 06:09close990.01107.5360.0000.00037.003046966.52
2012020.06.16 09:30buy1010.01107.5580.0000.000
2022020.06.16 09:37buy1020.02107.4060.0000.000
2032020.06.16 19:22buy1030.04107.2560.0000.000
2042020.06.17 21:44buy1040.06107.1020.0000.000
2052020.06.17 21:45sell1050.01107.1060.0000.000
2062020.06.18 02:21buy1060.08106.9520.0000.000
2072020.06.18 03:17close1050.01106.8220.0000.000272.123047238.64
2082020.06.18 18:20sell1070.01106.7100.0000.000
2092020.06.18 19:47sell1080.02106.8610.0000.000
2102020.06.18 22:59sell1090.04107.0120.0000.000
2112020.06.19 15:01close1090.04106.8240.0000.000736.163047974.80
2122020.06.19 15:01close1080.02106.8240.0000.00066.083048040.88
2132020.06.19 15:01close1070.01106.8240.0000.000-117.963047922.92
2142020.06.23 15:40sell1100.01106.7730.0000.000
2152020.06.23 15:46buy1110.14106.6510.0000.000
2162020.06.23 15:54close1100.01106.6200.0000.000153.003048075.92
2172020.06.23 15:54sell1120.01106.6090.0000.000
2182020.06.23 16:18buy1130.25106.3510.0000.000
2192020.06.23 16:23close1120.01106.3750.0000.000234.003048309.92
2202020.06.23 16:23sell1140.01106.3650.0000.000
2212020.06.23 17:48close1140.01106.1710.0000.000194.003048503.92
2222020.06.24 15:53close1130.25106.7520.0000.0009970.503058474.42
2232020.06.24 15:53close1110.14106.7520.0000.0001383.483059857.90
2242020.06.24 15:53close1060.08106.7520.0000.000-1669.763058188.14
2252020.06.24 15:53close1040.06106.7520.0000.000-2191.563055996.58
2262020.06.24 15:53close1030.04106.7520.0000.000-2085.763053910.82
2272020.06.24 15:53close1020.02106.7520.0000.000-1342.883052567.94
2282020.06.24 15:53close1010.01106.7520.0000.000-823.443051744.50
2292020.06.24 17:35buy1150.01106.9560.0000.000
2302020.06.24 18:45buy1160.02106.8060.0000.000
2312020.06.25 01:48close1160.02107.0460.0000.000466.923052211.42
2322020.06.25 01:48close1150.01107.0460.0000.00083.463052294.88
2332020.06.25 03:15buy1170.01107.1030.0000.000
2342020.06.25 15:09close1170.01107.3490.0000.000246.003052540.88
2352020.06.25 15:09buy1180.01107.3590.0000.000
2362020.06.25 16:53buy1190.02107.2060.0000.000
2372020.06.26 08:41buy1200.04107.0560.0000.000
2382020.06.26 10:45sell1210.01106.9580.0000.000
2392020.06.26 11:46buy1220.06106.9050.0000.000
2402020.06.26 16:28sell1230.02107.1080.0000.000
2412020.06.26 16:41close1220.06107.1350.0000.0001380.003053920.88
2422020.06.26 16:41close1200.04107.1350.0000.000316.003054236.88
2432020.06.26 16:41close1190.02107.1350.0000.000-146.363054090.52
2442020.06.26 16:41close1180.01107.1350.0000.000-226.183053864.34
2452020.06.26 17:55sell1240.04107.2590.0000.000
2462020.06.29 00:03close1240.04107.0720.0000.000732.163054596.50
2472020.06.29 00:03close1230.02107.0720.0000.00064.083054660.58
2482020.06.29 00:03close1210.01107.0720.0000.000-117.963054542.62
2492020.06.29 15:30buy1250.01107.3610.0000.000
2502020.06.29 17:55close1250.01107.7820.0000.000421.003054963.62
2512020.06.29 20:00buy1260.01107.7810.0000.000
2522020.06.29 22:48buy1270.02107.6290.0000.000
2532020.06.30 18:03close1270.02107.8430.0000.000423.643055387.26
2542020.06.30 18:03close1260.01107.8430.0000.00059.823055447.08
2552020.06.30 21:00buy1280.01107.9000.0000.000
2562020.07.01 04:01close1280.01108.0590.0000.000156.823055603.90
2572020.07.01 07:10sell1290.01107.6080.0000.000
2582020.07.01 15:35close1290.01107.4590.0000.000149.003055752.90
2592020.07.02 00:05sell1300.01107.4180.0000.000
2602020.07.02 15:52sell1310.02107.5690.0000.000
2612020.07.02 16:07sell1320.04107.7200.0000.000
2622020.07.03 15:00close1320.04107.5330.0000.000732.163056485.06
2632020.07.03 15:00close1310.02107.5330.0000.00064.083056549.14
2642020.07.03 15:00close1300.01107.5330.0000.000-118.963056430.18
2652020.07.06 21:20sell1330.01107.3540.0000.000
2662020.07.07 08:55sell1340.02107.5040.0000.000
2672020.07.07 11:00buy1350.01107.6420.0000.000
2682020.07.07 11:29sell1360.04107.6550.0000.000
2692020.07.08 00:02buy1370.02107.4900.0000.000
2702020.07.08 19:18buy1380.04107.3390.0000.000
2712020.07.09 00:07close1360.04107.3030.0000.0001344.643057774.82
2722020.07.09 00:07close1340.02107.3030.0000.000370.323058145.14
2732020.07.09 00:07close1330.01107.3030.0000.00031.203058176.34
2742020.07.09 16:46buy1390.06107.1860.0000.000
2752020.07.10 04:48buy1400.08107.0340.0000.000
2762020.07.10 07:00sell1410.01107.0120.0000.000
2772020.07.10 12:13buy1420.14106.7330.0000.000
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