ついに出たのか！？全通貨60％超えロジック爆誕！？

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2015/01/01-2020/07/27の約5年半です。

使用するロジック

バーサイズが平均の２倍かつ陰線Highエントリー

バーサイズが平均の２倍かつ陽線Lowエントリー

それでは実際に検証していきます！

USDJPY
1分後
High: W:505 L:354 58.79%
Low: W:388 L:295 56.81%
Total:W:893 L:649 57.91%
Entry:¥7,710,000
Profit:¥4,018,500
Loss:¥3,245,000
Total:¥773,500
PF:1.24%
3分後
High: W:501 L:358 58.32%
Low: W:397 L:287 58.04%
Total:W:898 L:645 58.2%
Entry:¥7,715,000
Profit:¥4,041,000
Loss:¥3,225,000
Total:¥816,000
PF:1.25%
5分後
High: W:517 L:343 60.12%
Low: W:421 L:263 61.55%
Total:W:938 L:606 60.75%
Entry:¥7,720,000
Profit:¥3,986,500
Loss:¥3,030,000
Total:¥956,500
PF:1.32%

EURUSD
1分後
High: W:485 L:326 59.8%
Low: W:534 L:340 61.1%
Total:W:1019 L:666 60.47%
Entry:¥8,425,000
Profit:¥4,585,500
Loss:¥3,330,000
Total:¥1,255,500
PF:1.38%
3分後
High: W:477 L:335 58.74%
Low: W:543 L:330 62.2%
Total:W:1020 L:665 60.53%
Entry:¥8,425,000
Profit:¥4,590,000
Loss:¥3,325,000
Total:¥1,265,000
PF:1.38%
5分後
High: W:470 L:341 57.95%
Low: W:537 L:339 61.3%
Total:W:1007 L:680 59.69%
Entry:¥8,435,000
Profit:¥4,279,750
Loss:¥3,400,000
Total:¥879,750
PF:1.26%

EURJPY
1分後
High: W:388 L:251 60.72%
Low: W:344 L:218 61.21%
Total:W:732 L:469 60.95%
Entry:¥6,005,000
Profit:¥3,294,000
Loss:¥2,345,000
Total:¥949,000
PF:1.4%
3分後
High: W:398 L:241 62.28%
Low: W:365 L:198 64.83%
Total:W:763 L:439 63.48%
Entry:¥6,010,000
Profit:¥3,433,500
Loss:¥2,195,000
Total:¥1,238,500
PF:1.56%
5分後
High: W:393 L:245 61.6%
Low: W:358 L:206 63.48%
Total:W:751 L:451 62.48%
Entry:¥6,010,000
Profit:¥3,191,750
Loss:¥2,255,000
Total:¥936,750
PF:1.42%

GBPJPY
1分後
High: W:424 L:244 63.47%
Low: W:338 L:197 63.18%
Total:W:762 L:441 63.34%
Entry:¥6,015,000
Profit:¥3,429,000
Loss:¥2,205,000
Total:¥1,224,000
PF:1.56%
3分後
High: W:408 L:260 61.08%
Low: W:351 L:185 65.49%
Total:W:759 L:445 63.04%
Entry:¥6,020,000
Profit:¥3,415,500
Loss:¥2,225,000
Total:¥1,190,500
PF:1.54%
5分後
High: W:399 L:269 59.73%
Low: W:355 L:182 66.11%
Total:W:754 L:451 62.57%
Entry:¥6,025,000
Profit:¥3,204,500
Loss:¥2,255,000
Total:¥949,500
PF:1.42%

GBPUSD
1分後
High: W:555 L:339 62.08%
Low: W:482 L:369 56.64%
Total:W:1037 L:708 59.43%
Entry:¥8,725,000
Profit:¥4,666,500
Loss:¥3,540,000
Total:¥1,126,500
PF:1.32%
3分後
High: W:543 L:350 60.81%
Low: W:502 L:348 59.06%
Total:W:1045 L:698 59.95%
Entry:¥8,715,000
Profit:¥4,702,500
Loss:¥3,490,000
Total:¥1,212,500
PF:1.35%
5分後
High: W:540 L:356 60.27%
Low: W:500 L:349 58.89%
Total:W:1040 L:705 59.6%
Entry:¥8,725,000
Profit:¥4,420,000
Loss:¥3,525,000
Total:¥895,000
PF:1.25%

GBPAUD
1分後
High: W:373 L:200 65.1%
Low: W:250 L:157 61.43%
Total:W:623 L:357 63.57%
Entry:¥4,900,000
Profit:¥2,803,500
Loss:¥1,785,000
Total:¥1,018,500
PF:1.57%
3分後
High: W:374 L:199 65.27%
Low: W:241 L:168 58.92%
Total:W:615 L:367 62.63%
Entry:¥4,910,000
Profit:¥2,767,500
Loss:¥1,835,000
Total:¥932,500
PF:1.51%
5分後
High: W:378 L:191 66.43%
Low: W:253 L:157 61.71%
Total:W:631 L:348 64.45%
Entry:¥4,895,000
Profit:¥2,681,750
Loss:¥1,740,000
Total:¥941,750
PF:1.54%

EURAUD
1分後
High: W:359 L:207 63.43%
Low: W:256 L:193 57.02%
Total:W:615 L:400 60.59%
Entry:¥5,075,000
Profit:¥2,767,500
Loss:¥2,000,000
Total:¥767,500
PF:1.38%
3分後
High: W:393 L:172 69.56%
Low: W:270 L:180 60.0%
Total:W:663 L:352 65.32%
Entry:¥5,075,000
Profit:¥2,983,500
Loss:¥1,760,000
Total:¥1,223,500
PF:1.7%
5分後
High: W:378 L:188 66.78%
Low: W:277 L:173 61.56%
Total:W:655 L:361 64.47%
Entry:¥5,080,000
Profit:¥2,783,750
Loss:¥1,805,000
Total:¥978,750
PF:1.54%

このロジックはこちらで購入できます。