HirakaBlog

BainaryBackTest Programming - 俺にはトレードしかない

【勝率60%超えるか?】ボリンジャーバンド 複数足制御 ロジック バックテスト 【※まとめ17選】

f:id:hiraka_Blog:20200711174101p:plain

 

BackTest Parameter

Trade Rogic:1M Bollinger Bands 3σ && 5M Bollinger Bands 2σ

Time Limit:5M

Acqusition Period:2015/01/01~2020/06/05 5years

SPpead:0

Virtual Bet:1BET ¥5000

Payout:5M => '*1.85'

 

 

USDJPY ボリンジャーバンド 検証

f:id:hiraka_Blog:20200625090827p:plain

5分後

High: W:436 L:320 57.67%
Low: W:384 L:289 57.06%
Total:W:820 L:609 57.38%
Entry:¥7,145,000
Profit:¥3,485,000
Loss:¥3,045,000
Total:¥440,000
PF:1.14%

 

EURUSD ボリンジャーバンド 検証

f:id:hiraka_Blog:20200625090843p:plain

5分後

High: W:387 L:282 57.85%
Low: W:443 L:294 60.11%
Total:W:830 L:576 59.03%
Entry:¥7,030,000
Profit:¥3,527,500
Loss:¥2,880,000
Total:¥647,500
PF:1.22%

 

EURGBP ボリンジャーバンド 検証


※EURGBPだけ1分足で1,3,5分後判定で検証しました。

1分後
High: W:2222 L:1704 56.6%
Low: W:2064 L:1620 56.03%
Total:W:4286 L:3324 56.32%
Entry:¥38,050,000
Profit:¥19,287,000
Loss:¥16,620,000
Total:¥2,667,000
PF:1.16%

3分後
High: W:2280 L:1644 58.1%
Low: W:2086 L:1603 56.55%
Total:W:4366 L:3247 57.35%
Entry:¥38,065,000
Profit:¥19,647,000
Loss:¥16,235,000
Total:¥3,412,000
PF:1.21%

5分後
High: W:2377 L:1549 60.55%
Low: W:2095 L:1595 56.78%
Total:W:4472 L:3144 58.72%
Entry:¥38,080,000
Profit:¥19,006,000
Loss:¥15,720,000
Total:¥3,286,000
PF:1.21%

NZDJPY ボリンジャーバンド 検証

f:id:hiraka_Blog:20200625091954p:plain

5分後

High: W:430 L:222 65.95%
Low: W:298 L:195 60.45%
Total:W:728 L:417 63.58%
Entry:¥5,725,000
Profit:¥3,094,000
Loss:¥2,085,000
Total:¥1,009,000
PF:1.48%

 

NZDUSD ボリンジャーバンド 検証

f:id:hiraka_Blog:20200625092010p:plain

5分後

High: W:361 L:250 59.08%
Low: W:350 L:212 62.28%
Total:W:711 L:462 60.61%
Entry:¥5,865,000
Profit:¥3,021,750
Loss:¥2,310,000
Total:¥711,750
PF:1.31%

 

AUDJPY ボリンジャーバンド 検証

f:id:hiraka_Blog:20200625094246p:plain

5分後

High: W:355 L:225 61.21%
Low: W:328 L:192 63.08%
Total:W:683 L:417 62.09%
Entry:¥5,500,000
Profit:¥2,902,750
Loss:¥2,085,000
Total:¥817,750
PF:1.39%

 

AUDUSD ボリンジャーバンド 検証

f:id:hiraka_Blog:20200625094259p:plain

5分後

High: W:357 L:252 58.62%
Low: W:341 L:232 59.51%
Total:W:698 L:484 59.05%
Entry:¥5,910,000
Profit:¥2,966,500
Loss:¥2,420,000
Total:¥546,500
PF:1.23%

 

EURJPY ボリンジャーバンド 検証

f:id:hiraka_Blog:20200625112349p:plain

5分後

High: W:411 L:288 58.8%
Low: W:400 L:247 61.82%
Total:W:811 L:535 60.25%
Entry:¥6,730,000
Profit:¥3,446,750
Loss:¥2,675,000
Total:¥771,750
PF:1.29%

 

GBPJPY ボリンジャーバンド 検証

f:id:hiraka_Blog:20200625112402p:plain

5分後

High: W:427 L:281 60.31%
Low: W:382 L:255 59.97%
Total:W:809 L:536 60.15%
Entry:¥6,725,000
Profit:¥3,438,250
Loss:¥2,680,000
Total:¥758,250
PF:1.28%

 

USDCAD ボリンジャーバンド 検証

f:id:hiraka_Blog:20200625113148p:plain


5分後

High: W:332 L:254 56.66%
Low: W:301 L:256 54.04%
Total:W:633 L:510 55.38%
Entry:¥5,715,000
Profit:¥2,690,250
Loss:¥2,550,000
Total:¥140,250
PF:1.05%

 

USDCHF ボリンジャーバンド 検証

f:id:hiraka_Blog:20200625113203p:plain


5分後

High: W:518 L:345 60.02%
Low: W:378 L:278 57.62%
Total:W:896 L:623 58.99%
Entry:¥7,595,000
Profit:¥3,808,000
Loss:¥3,115,000
Total:¥693,000
PF:1.22%

 

ロジック販売中!

 

CADJPY ボリンジャーバンド 検証

f:id:hiraka_Blog:20200625113822p:plain

 

5分後

High: W:314 L:232 57.51%
Low: W:315 L:204 60.69%
Total:W:629 L:436 59.06%
Entry:¥5,325,000
Profit:¥2,673,250
Loss:¥2,180,000
Total:¥493,250
PF:1.23%

 

CHFJPY ボリンジャーバンド 検証

f:id:hiraka_Blog:20200625114348p:plain

 

5分後

High: W:439 L:258 62.98%
Low: W:358 L:209 63.14%
Total:W:797 L:467 63.05%
Entry:¥6,320,000
Profit:¥3,387,250
Loss:¥2,335,000
Total:¥1,052,250
PF:1.45%

 

AUDNZD ボリンジャーバンド 検証

f:id:hiraka_Blog:20200701080958p:plain

5分後

High: W:535 L:242 68.85%
Low: W:289 L:178 61.88%
Total:W:824 L:420 66.24%
Entry:¥6,220,000
Profit:¥3,502,000
Loss:¥2,100,000
Total:¥1,402,000
PF:1.67%

 

GBPAUD ボリンジャーバンド 検証

f:id:hiraka_Blog:20200701081016p:plain

5分後

High: W:455 L:272 62.59%
Low: W:283 L:225 55.71%
Total:W:738 L:497 59.76%
Entry:¥6,175,000
Profit:¥3,136,500
Loss:¥2,485,000
Total:¥651,500
PF:1.26%

 

EURGBP ボリンジャーバンド 検証

f:id:hiraka_Blog:20200701081415p:plain

5分後

High: W:470 L:290 61.84%
Low: W:408 L:275 59.74%
Total:W:878 L:565 60.85%
Entry:¥7,215,000
Profit:¥3,731,500
Loss:¥2,825,000
Total:¥906,500
PF:1.32%

 

EURAUD ボリンジャーバンド 検証

f:id:hiraka_Blog:20200701081432p:plain

5分後

High: W:490 L:274 64.14%
Low: W:344 L:233 59.62%
Total:W:834 L:507 62.19%
Entry:¥6,705,000
Profit:¥3,544,500
Loss:¥2,535,000
Total:¥1,009,500
PF:1.4%