RSI + Bollinger Bandsの組み合わせならどうよ？MTF ロジック検証【※まとめ 7選】

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BackTest Parameter

Trade Rogic：1M RSI 20-80 && 5M RSI 25-75 && 1M Bollinger Bands 2σ && 5M Bollinger Bands 3σ

Time Limit：1M　3M　5M

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

SPpead：0

Virtual Bet：1BET ¥5000

Payout：1M => '*1.90 , 3M => '*1.90' , 5M => '*1.85'

USDJPY Result

1M

High: W:400 L:292 57.8%
Low: W:349 L:256 57.69%
Total:W:749 L:548 57.75%
Entry:¥6,485,000
Profit:¥3,183,250
Loss:¥2,740,000
Total:¥443,250
PF:1.16%
3M

High: W:399 L:301 57.0%
Low: W:349 L:257 57.59%
Total:W:748 L:558 57.27%
Entry:¥6,530,000
Profit:¥3,179,000
Loss:¥2,790,000
Total:¥389,000
PF:1.14%
5M

High: W:404 L:297 57.63%
Low: W:326 L:279 53.88%
Total:W:730 L:576 55.9%
Entry:¥6,530,000
Profit:¥3,102,500
Loss:¥2,880,000
Total:¥222,500
PF:1.08%

EURUSD Result

1M

High: W:293 L:223 56.78%
Low: W:351 L:269 56.61%
Total:W:644 L:492 56.69%
Entry:¥5,680,000
Profit:¥2,737,000
Loss:¥2,460,000
Total:¥277,000
PF:1.11%
3M

High: W:294 L:229 56.21%
Low: W:329 L:297 52.56%
Total:W:623 L:526 54.22%
Entry:¥5,745,000
Profit:¥2,647,750
Loss:¥2,630,000
Total:¥17,750
PF:1.01%
5M

High: W:309 L:214 59.08%
Low: W:319 L:308 50.88%
Total:W:628 L:522 54.61%
Entry:¥5,750,000
Profit:¥2,669,000
Loss:¥2,610,000
Total:¥59,000
PF:1.02%

AUDJPY Result

1M

High: W:252 L:209 54.66%
Low: W:207 L:176 54.05%
Total:W:459 L:385 54.38%
Entry:¥4,220,000
Profit:¥1,950,750
Loss:¥1,925,000
Total:¥25,750
PF:1.01%
3M

High: W:257 L:205 55.63%
Low: W:227 L:156 59.27%
Total:W:484 L:361 57.28%
Entry:¥4,225,000
Profit:¥2,057,000
Loss:¥1,805,000
Total:¥252,000
PF:1.14%
5M

High: W:265 L:197 57.36%
Low: W:203 L:180 53.0%
Total:W:468 L:377 55.38%
Entry:¥4,225,000
Profit:¥1,989,000
Loss:¥1,885,000
Total:¥104,000
PF:1.06%

AUDUSD Result

1M

High: W:324 L:251 56.35%
Low: W:323 L:256 55.79%
Total:W:647 L:507 56.07%
Entry:¥5,770,000
Profit:¥2,749,750
Loss:¥2,535,000
Total:¥214,750
PF:1.08%
3M

High: W:334 L:242 57.99%
Low: W:316 L:264 54.48%
Total:W:650 L:506 56.23%
Entry:¥5,780,000
Profit:¥2,762,500
Loss:¥2,530,000
Total:¥232,500
PF:1.09%
5M

High: W:327 L:250 56.67%
Low: W:313 L:266 54.06%
Total:W:640 L:516 55.36%
Entry:¥5,780,000
Profit:¥2,720,000
Loss:¥2,580,000
Total:¥140,000
PF:1.05%

GBPJPY Result

1M

High: W:344 L:216 61.43%
Low: W:247 L:213 53.7%
Total:W:591 L:429 57.94%
Entry:¥5,100,000
Profit:¥2,511,750
Loss:¥2,145,000
Total:¥366,750
PF:1.17%
3M

High: W:350 L:210 62.5%
Low: W:256 L:209 55.05%
Total:W:606 L:419 59.12%
Entry:¥5,125,000
Profit:¥2,575,500
Loss:¥2,095,000
Total:¥480,500
PF:1.23%
5M

High: W:338 L:223 60.25%
Low: W:247 L:218 53.12%
Total:W:585 L:441 57.02%
Entry:¥5,130,000
Profit:¥2,486,250
Loss:¥2,205,000
Total:¥281,250
PF:1.13%

NZDJPY Result

1M

High: W:266 L:189 58.46%
Low: W:214 L:144 59.78%
Total:W:480 L:333 59.04%
Entry:¥4,065,000
Profit:¥2,040,000
Loss:¥1,665,000
Total:¥375,000
PF:1.23%
3M

High: W:271 L:186 59.3%
Low: W:224 L:137 62.05%
Total:W:495 L:323 60.51%
Entry:¥4,090,000
Profit:¥2,103,750
Loss:¥1,615,000
Total:¥488,750
PF:1.3%
5M

High: W:273 L:185 59.61%
Low: W:225 L:136 62.33%
Total:W:498 L:321 60.81%
Entry:¥4,095,000
Profit:¥2,116,500
Loss:¥1,605,000
Total:¥511,500
PF:1.32%

EURJPY Result

1M

High: W:260 L:213 54.97%
Low: W:290 L:183 61.31%
Total:W:550 L:396 58.14%
Entry:¥4,730,000
Profit:¥2,337,500
Loss:¥1,980,000
Total:¥357,500
PF:1.18%
3M

High: W:276 L:199 58.11%
Low: W:292 L:184 61.34%
Total:W:568 L:383 59.73%
Entry:¥4,755,000
Profit:¥2,414,000
Loss:¥1,915,000
Total:¥499,000
PF:1.26%
5M

High: W:283 L:196 59.08%
Low: W:280 L:196 58.82%
Total:W:563 L:392 58.95%
Entry:¥4,775,000
Profit:¥2,392,750
Loss:¥1,960,000
Total:¥432,750
PF:1.22%

Bye!!