曲者USDCADでも勝率58.9%！？高勝率連発ロジックの正体とは？

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！

EURGBP
1分後
High: W:413 L:270 60.47%
Low: W:436 L:251 63.46%
Total:W:849 L:521 61.97%
Entry:¥6,850,000
Profit:¥3,820,500
Loss:¥2,605,000
Total:¥1,215,500
PF:1.47%
3分後
High: W:437 L:246 63.98%
Low: W:430 L:258 62.5%
Total:W:867 L:504 63.24%
Entry:¥6,855,000
Profit:¥3,901,500
Loss:¥2,520,000
Total:¥1,381,500
PF:1.55%
5分後
High: W:452 L:231 66.18%
Low: W:425 L:261 61.95%
Total:W:877 L:492 64.06%
Entry:¥6,845,000
Profit:¥3,727,250
Loss:¥2,460,000
Total:¥1,267,250
PF:1.52%

CADJPY
1分後
High: W:351 L:243 59.09%
Low: W:248 L:186 57.14%
Total:W:599 L:429 58.27%
Entry:¥5,140,000
Profit:¥2,695,500
Loss:¥2,145,000
Total:¥550,500
PF:1.26%
3分後
High: W:332 L:260 56.08%
Low: W:262 L:173 60.23%
Total:W:594 L:433 57.84%
Entry:¥5,135,000
Profit:¥2,673,000
Loss:¥2,165,000
Total:¥508,000
PF:1.23%
5分後
High: W:330 L:264 55.56%
Low: W:249 L:187 57.11%
Total:W:579 L:451 56.21%
Entry:¥5,150,000
Profit:¥2,460,750
Loss:¥2,255,000
Total:¥205,750
PF:1.09%

CHFJPY
1分後
High: W:406 L:210 65.91%
Low: W:298 L:194 60.57%
Total:W:704 L:404 63.54%
Entry:¥5,540,000
Profit:¥3,168,000
Loss:¥2,020,000
Total:¥1,148,000
PF:1.57%
3分後
High: W:420 L:196 68.18%
Low: W:327 L:164 66.6%
Total:W:747 L:360 67.48%
Entry:¥5,535,000
Profit:¥3,361,500
Loss:¥1,800,000
Total:¥1,561,500
PF:1.87%
5分後
High: W:422 L:194 68.51%
Low: W:315 L:177 64.02%
Total:W:737 L:371 66.52%
Entry:¥5,540,000
Profit:¥3,132,250
Loss:¥1,855,000
Total:¥1,277,250
PF:1.69%

USDCAD
1分後
High: W:443 L:325 57.68%
Low: W:386 L:315 55.06%
Total:W:829 L:640 56.43%
Entry:¥7,345,000
Profit:¥3,730,500
Loss:¥3,200,000
Total:¥530,500
PF:1.17%
3分後
High: W:459 L:309 59.77%
Low: W:402 L:302 57.1%
Total:W:861 L:611 58.49%
Entry:¥7,360,000
Profit:¥3,874,500
Loss:¥3,055,000
Total:¥819,500
PF:1.27%
5分後
High: W:449 L:319 58.46%
Low: W:364 L:339 51.78%
Total:W:813 L:658 55.27%
Entry:¥7,355,000
Profit:¥3,455,250
Loss:¥3,290,000
Total:¥165,250
PF:1.05%

USDCHF
1分後
High: W:710 L:528 57.35%
Low: W:524 L:425 55.22%
Total:W:1234 L:953 56.42%
Entry:¥10,935,000
Profit:¥5,553,000
Loss:¥4,765,000
Total:¥788,000
PF:1.17%
3分後
High: W:762 L:477 61.5%
Low: W:565 L:384 59.54%
Total:W:1327 L:861 60.65%
Entry:¥10,940,000
Profit:¥5,971,500
Loss:¥4,305,000
Total:¥1,666,500
PF:1.39%
5分後
High: W:765 L:472 61.84%
Low: W:573 L:376 60.38%
Total:W:1338 L:848 61.21%
Entry:¥10,930,000
Profit:¥5,686,500
Loss:¥4,240,000
Total:¥1,446,500
PF:1.34%