HirakaBlog

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

過去最高勝率出ました!平均勝率62%の驚愕ロジックを破格で提供します!

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!

f:id:hiraka_Blog:20200820200152p:plain

AUDNZD
1分後
High: W:407 L:227 64.2%
Low: W:250 L:138 64.43%
Total:W:657 L:365 64.29%
Entry:¥5,110,000
Profit:¥2,956,500
Loss:¥1,825,000
Total:¥1,131,500
PF:1.62%
3分後
High: W:444 L:191 69.92%
Low: W:244 L:144 62.89%
Total:W:688 L:335 67.25%
Entry:¥5,115,000
Profit:¥3,096,000
Loss:¥1,675,000
Total:¥1,421,000
PF:1.85%
5分後
High: W:461 L:172 72.83%
Low: W:246 L:142 63.4%
Total:W:707 L:314 69.25%
Entry:¥5,105,000
Profit:¥3,004,750
Loss:¥1,570,000
Total:¥1,434,750
PF:1.91%

f:id:hiraka_Blog:20200820200209p:plain
AUDJPY
1分後
High: W:348 L:263 56.96%
Low: W:256 L:175 59.4%
Total:W:604 L:438 57.97%
Entry:¥5,210,000
Profit:¥2,718,000
Loss:¥2,190,000
Total:¥528,000
PF:1.24%
3分後
High: W:355 L:257 58.01%
Low: W:262 L:139 65.34%
Total:W:617 L:396 60.91%
Entry:¥5,065,000
Profit:¥2,776,500
Loss:¥1,980,000
Total:¥796,500
PF:1.4%
5分後
High: W:378 L:234 61.76%
Low: W:279 L:152 64.73%
Total:W:657 L:386 62.99%
Entry:¥5,215,000
Profit:¥2,792,250
Loss:¥1,930,000
Total:¥862,250
PF:1.45%

f:id:hiraka_Blog:20200820200224p:plain
AUDUSD
1分後
High: W:430 L:334 56.28%
Low: W:410 L:278 59.59%
Total:W:840 L:612 57.85%
Entry:¥7,260,000
Profit:¥3,780,000
Loss:¥3,060,000
Total:¥720,000
PF:1.24%
3分後
High: W:474 L:291 61.96%
Low: W:408 L:279 59.39%
Total:W:882 L:570 60.74%
Entry:¥7,260,000
Profit:¥3,969,000
Loss:¥2,850,000
Total:¥1,119,000
PF:1.39%
5分後
High: W:472 L:290 61.94%
Low: W:412 L:276 59.88%
Total:W:884 L:566 60.97%
Entry:¥7,250,000
Profit:¥3,757,000
Loss:¥2,830,000
Total:¥927,000
PF:1.33%

f:id:hiraka_Blog:20200820200243p:plain
NZDJPY
1分後
High: W:499 L:280 64.06%
Low: W:259 L:161 61.67%
Total:W:758 L:441 63.22%
Entry:¥5,995,000
Profit:¥3,411,000
Loss:¥2,205,000
Total:¥1,206,000
PF:1.55%
3分後
High: W:506 L:272 65.04%
Low: W:266 L:156 63.03%
Total:W:772 L:428 64.33%
Entry:¥6,000,000
Profit:¥3,474,000
Loss:¥2,140,000
Total:¥1,334,000
PF:1.62%
5分後
High: W:505 L:273 64.91%
Low: W:272 L:149 64.61%
Total:W:777 L:422 64.8%
Entry:¥5,995,000
Profit:¥3,302,250
Loss:¥2,110,000
Total:¥1,192,250
PF:1.57%

f:id:hiraka_Blog:20200820200300p:plain
NZDUSD
1分後
High: W:532 L:340 61.01%
Low: W:448 L:338 57.0%
Total:W:980 L:678 59.11%
Entry:¥8,290,000
Profit:¥4,410,000
Loss:¥3,390,000
Total:¥1,020,000
PF:1.3%
3分後
High: W:553 L:319 63.42%
Low: W:462 L:324 58.78%
Total:W:1015 L:643 61.22%
Entry:¥8,290,000
Profit:¥4,567,500
Loss:¥3,215,000
Total:¥1,352,500
PF:1.42%
5分後
High: W:525 L:346 60.28%
Low: W:455 L:330 57.96%
Total:W:980 L:676 59.18%
Entry:¥8,280,000
Profit:¥4,165,000
Loss:¥3,380,000
Total:¥785,000
PF:1.23%