
レポマル
TDSにてArcana-X.ver4.2をGBPUSDに最適化/バックテストレポート及びLot選択表を紹介しています
目次
バックテストレポート(配布時同梱)
バックテスト環境
EXNESS/ZERO口座(円建)/JPY建でバックテスト
バックテスト期間
TDSバックテスト期間は2016.2.1~2021.12.1の約5年間
初期LOT数
0.01
取引回数 | 4698回 |
---|---|
純益(円) | 330444.99 |
最大ドローダウン(円) | 26809.32 |
PF | 2.63 |
RF | 12.33 |
Quant Analyzer結果(配布時同梱)
初期LOT選択表(配布時同梱)
レポート名 | 純益 | PF | 勝数 | 勝率(%) | リカバリファクタ | リスクリワード比(Avg Win/Loss) | 最大ドローダウン | 最大ドローダウン(%) | 取引回数 | 期待利得 |
09_GBPUSD_M5_Arcana-X.ver4.2_Lots=1 | 35091596.02 | 2.66 | 3932 | 83.7 | 12.31 | 0.517988966969712 | 2850720.25 | 8.39 | 4698 | 7469.48 |
08_GBPUSD_M5_Arcana-X.ver4.2_Lots=0.9 | 31600338.71 | 2.66 | 3932 | 83.7 | 12.31 | 0.518095193655258 | 2567044.54 | 8.13 | 4698 | 6726.34 |
07_GBPUSD_M5_Arcana-X.ver4.2_Lots=0.8 | 28088605.61 | 2.66 | 3932 | 83.7 | 12.31 | 0.51806932328391 | 2281890.63 | 7.82 | 4698 | 5978.84 |
06_GBPUSD_M5_Arcana-X.ver4.2_Lots=0.7 | 24579851.22 | 2.66 | 3932 | 83.7 | 12.31 | 0.518028035165203 | 1996485.7 | 7.45 | 4698 | 5231.98 |
05_GBPUSD_M5_Arcana-X.ver4.2_Lots=0.6 | 21098213.22 | 2.66 | 3932 | 83.7 | 12.31 | 0.518377568704826 | 1714014.69 | 7.02 | 4698 | 4490.89 |
04_GBPUSD_M5_Arcana-X.ver4.2_Lots=0.5 | 17597196.8 | 2.66 | 3932 | 83.7 | 12.31 | 0.518537995367671 | 1429564.6 | 6.49 | 4698 | 3745.68 |
03_GBPUSD_M5_Arcana-X.ver4.2_Lots=0.4 | 14034111.72 | 2.66 | 3932 | 83.7 | 12.31 | 0.518061661241738 | 1140308.35 | 5.82 | 4698 | 2987.25 |
02_GBPUSD_M5_Arcana-X.ver4.2_Lots=0.3 | 10514051.72 | 2.66 | 3932 | 83.7 | 12.31 | 0.517694108725761 | 854098.23 | 4.97 | 4698 | 2237.98 |
01_GBPUSD_M5_Arcana-X.ver4.2_Lots=0.2 | 7009093.91 | 2.66 | 3932 | 83.7 | 12.31 | 0.51766519177514 | 569325.9 | 3.85 | 4698 | 1491.93 |
00_GBPUSD_M5_Arcana-X.ver4.2_Lots=0.1 | 3501981.35 | 2.66 | 3932 | 83.7 | 12.31 | 0.517752637876645 | 284514.15 | 2.3 | 4698 | 745.42 |
8_GBPUSD_M5_Arcana-X.ver4.2_Lots=0.09 | 3156629.65 | 2.65 | 3932 | 83.7 | 12.32 | 0.516907127152509 | 256293.92 | 2.11 | 4698 | 671.91 |
7_GBPUSD_M5_Arcana-X.ver4.2_Lots=0.08 | 2851763.32 | 2.67 | 3932 | 83.7 | 12.31 | 0.520150003588603 | 231694.23 | 1.94 | 4698 | 607.02 |
6_GBPUSD_M5_Arcana-X.ver4.2_Lots=0.07 | 2436128.56 | 2.64 | 3932 | 83.7 | 12.32 | 0.514588462392064 | 197716.09 | 1.7 | 4698 | 518.55 |
5_GBPUSD_M5_Arcana-X.ver4.2_Lots=0.06 | 2139855.51 | 2.67 | 3932 | 83.7 | 12.3 | 0.520059763932467 | 173902.67 | 1.52 | 4698 | 455.48 |
4_GBPUSD_M5_Arcana-X.ver4.2_Lots=0.05 | 1786844.45 | 2.66 | 3932 | 83.7 | 12.32 | 0.517808277597322 | 145026 | 1.29 | 4698 | 380.34 |
3_GBPUSD_M5_Arcana-X.ver4.2_Lots=0.04 | 1379309.47 | 2.66 | 3932 | 83.7 | 12.3 | 0.51779795226871 | 112174.76 | 1.03 | 4698 | 293.6 |
2_GBPUSD_M5_Arcana-X.ver4.2_Lots=0.03 | 1041882.47 | 2.66 | 3932 | 83.7 | 12.32 | 0.517989559957069 | 84545.12 | 0.79 | 4698 | 221.77 |
1_GBPUSD_M5_Arcana-X.ver4.2_Lots=0.02 | 694898.24 | 2.69 | 3932 | 83.7 | 12.28 | 0.523749255509232 | 56588.52 | 0.54 | 4698 | 147.91 |
0_GBPUSD_M5_Arcana-X.ver4.2_Lots=0.01 | 330444.99 | 2.63 | 3932 | 83.7 | 12.33 | 0.512807900412426 | 26809.32 | 0.26 | 4698 | 70.34 |