CCIとBollinger Bandsの相性は抜群！？【※高勝率連発中！】

本日は短期売買のバックテストをとってみたので、そちらを紹介しようと思います。

今回の検証は判定時刻は1分後、3分後、5分後で取得していこうと思います。

取得期間は2016/01/01-2020/07/27の約4年半です。

使用するロジック

1分のCCIが－200以下かつ5分のCCIが－200以下かつ5分足のボリバンが2σ以下1分のボリバンが3σ以下でHighエントリー

1分のCCIが200以上かつ5分のCCIが200以上かつ5分足のボリバンが2σ以上1分足のボリバンが3σ以上でLowエントリー

それでは実際に検証していきます！

AUDNZD
1分後
High: W:455 L:261 63.55%
Low: W:232 L:149 60.89%
Total:W:687 L:410 62.63%
Entry:¥5,485,000
Profit:¥3,091,500
Loss:¥2,050,000
Total:¥1,041,500
PF:1.51%
3分後
High: W:499 L:217 69.69%
Low: W:219 L:162 57.48%
Total:W:718 L:379 65.45%
Entry:¥5,485,000
Profit:¥3,231,000
Loss:¥1,895,000
Total:¥1,336,000
PF:1.71%
5分後
High: W:515 L:201 71.93%
Low: W:226 L:155 59.32%
Total:W:741 L:356 67.55%
Entry:¥5,485,000
Profit:¥3,149,250
Loss:¥1,780,000
Total:¥1,369,250
PF:1.77%

AUDJPY
1分後
High: W:277 L:243 53.27%
Low: W:266 L:183 59.24%
Total:W:543 L:426 56.04%
Entry:¥4,845,000
Profit:¥2,443,500
Loss:¥2,130,000
Total:¥313,500
PF:1.15%
3分後
High: W:277 L:243 53.27%
Low: W:285 L:163 63.62%
Total:W:562 L:406 58.06%
Entry:¥4,840,000
Profit:¥2,529,000
Loss:¥2,030,000
Total:¥499,000
PF:1.25%
5分後
High: W:305 L:215 58.65%
Low: W:284 L:165 63.25%
Total:W:589 L:380 60.78%
Entry:¥4,845,000
Profit:¥2,503,250
Loss:¥1,900,000
Total:¥603,250
PF:1.32%

AUDUSD
1分後
High: W:292 L:243 54.58%
Low: W:296 L:190 60.91%
Total:W:588 L:433 57.59%
Entry:¥5,105,000
Profit:¥2,646,000
Loss:¥2,165,000
Total:¥481,000
PF:1.22%
3分後
High: W:296 L:238 55.43%
Low: W:294 L:193 60.37%
Total:W:590 L:431 57.79%
Entry:¥5,105,000
Profit:¥2,655,000
Loss:¥2,155,000
Total:¥500,000
PF:1.23%
5分後
High: W:312 L:224 58.21%
Low: W:297 L:189 61.11%
Total:W:609 L:413 59.59%
Entry:¥5,110,000
Profit:¥2,588,250
Loss:¥2,065,000
Total:¥523,250
PF:1.25%

NZDJPY
1分後
High: W:426 L:248 63.2%
Low: W:247 L:151 62.06%
Total:W:673 L:399 62.78%
Entry:¥5,360,000
Profit:¥3,028,500
Loss:¥1,995,000
Total:¥1,033,500
PF:1.52%
3分後
High: W:434 L:243 64.11%
Low: W:240 L:158 60.3%
Total:W:674 L:401 62.7%
Entry:¥5,375,000
Profit:¥3,033,000
Loss:¥2,005,000
Total:¥1,028,000
PF:1.51%
5分後
High: W:435 L:240 64.44%
Low: W:247 L:151 62.06%
Total:W:682 L:391 63.56%
Entry:¥5,365,000
Profit:¥2,898,500
Loss:¥1,955,000
Total:¥943,500
PF:1.48%

NZDUSD
1分後
High: W:322 L:205 61.1%
Low: W:253 L:187 57.5%
Total:W:575 L:392 59.46%
Entry:¥4,835,000
Profit:¥2,587,500
Loss:¥1,960,000
Total:¥627,500
PF:1.32%
3分後
High: W:329 L:198 62.43%
Low: W:264 L:176 60.0%
Total:W:593 L:374 61.32%
Entry:¥4,835,000
Profit:¥2,668,500
Loss:¥1,870,000
Total:¥798,500
PF:1.43%
5分後
High: W:323 L:204 61.29%
Low: W:268 L:173 60.77%
Total:W:591 L:377 61.05%
Entry:¥4,840,000
Profit:¥2,511,750
Loss:¥1,885,000
Total:¥626,750
PF:1.33%