急騰急落とCCIの組み合わせて回数を増やしてみた！【※バイナリーオプション検証6選】

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倍かつ陰線かつCCI-200以下Highエントリー

バーサイズが平均の２倍かつ陽線かつCCI200以上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:530 L:400 56.99%
Low: W:449 L:305 59.55%
Total:W:979 L:705 58.14%
Entry:¥8,420,000
Profit:¥4,405,500
Loss:¥3,525,000
Total:¥880,500
PF:1.25%
3分後
High: W:521 L:411 55.9%
Low: W:437 L:318 57.88%
Total:W:958 L:729 56.79%
Entry:¥8,435,000
Profit:¥4,311,000
Loss:¥3,645,000
Total:¥666,000
PF:1.18%
5分後
High: W:506 L:425 54.35%
Low: W:454 L:300 60.21%
Total:W:960 L:725 56.97%
Entry:¥8,425,000
Profit:¥4,080,000
Loss:¥3,625,000
Total:¥455,000
PF:1.13%

EURUSD
1分後
High: W:449 L:314 58.85%
Low: W:527 L:325 61.85%
Total:W:976 L:639 60.43%
Entry:¥8,075,000
Profit:¥4,392,000
Loss:¥3,195,000
Total:¥1,197,000
PF:1.37%
3分後
High: W:438 L:328 57.18%
Low: W:529 L:323 62.09%
Total:W:967 L:651 59.77%
Entry:¥8,090,000
Profit:¥4,351,500
Loss:¥3,255,000
Total:¥1,096,500
PF:1.34%
5分後
High: W:414 L:350 54.19%
Low: W:525 L:328 61.55%
Total:W:939 L:678 58.07%
Entry:¥8,085,000
Profit:¥3,990,750
Loss:¥3,390,000
Total:¥600,750
PF:1.18%

EURJPY
1分後
High: W:432 L:298 59.18%
Low: W:413 L:254 61.92%
Total:W:845 L:552 60.49%
Entry:¥6,985,000
Profit:¥3,802,500
Loss:¥2,760,000
Total:¥1,042,500
PF:1.38%
3分後
High: W:432 L:299 59.1%
Low: W:398 L:270 59.58%
Total:W:830 L:569 59.33%
Entry:¥6,995,000
Profit:¥3,735,000
Loss:¥2,845,000
Total:¥890,000
PF:1.31%
5分後
High: W:436 L:295 59.64%
Low: W:405 L:262 60.72%
Total:W:841 L:557 60.16%
Entry:¥6,990,000
Profit:¥3,574,250
Loss:¥2,785,000
Total:¥789,250
PF:1.28%

EURGBP
1分後
High: W:490 L:299 62.1%
Low: W:434 L:270 61.65%
Total:W:924 L:569 61.89%
Entry:¥7,465,000
Profit:¥4,158,000
Loss:¥2,845,000
Total:¥1,313,000
PF:1.46%
3分後
High: W:496 L:293 62.86%
Low: W:440 L:265 62.41%
Total:W:936 L:558 62.65%
Entry:¥7,470,000
Profit:¥4,212,000
Loss:¥2,790,000
Total:¥1,422,000
PF:1.51%
5分後
High: W:506 L:284 64.05%
Low: W:423 L:281 60.09%
Total:W:929 L:565 62.18%
Entry:¥7,470,000
Profit:¥3,948,250
Loss:¥2,825,000
Total:¥1,123,250
PF:1.4%

GBPJPY
1分後
High: W:471 L:325 59.17%
Low: W:405 L:267 60.27%
Total:W:876 L:592 59.67%
Entry:¥7,340,000
Profit:¥3,942,000
Loss:¥2,960,000
Total:¥982,000
PF:1.33%
3分後
High: W:482 L:313 60.63%
Low: W:417 L:257 61.87%
Total:W:899 L:570 61.2%
Entry:¥7,345,000
Profit:¥4,045,500
Loss:¥2,850,000
Total:¥1,195,500
PF:1.42%
5分後
High: W:472 L:324 59.3%
Low: W:402 L:272 59.64%
Total:W:874 L:596 59.46%
Entry:¥7,350,000
Profit:¥3,714,500
Loss:¥2,980,000
Total:¥734,500
PF:1.25%

GBPUSD
1分後
High: W:524 L:320 62.09%
Low: W:479 L:345 58.13%
Total:W:1003 L:665 60.13%
Entry:¥8,340,000
Profit:¥4,513,500
Loss:¥3,325,000
Total:¥1,188,500
PF:1.36%
3分後
High: W:519 L:327 61.35%
Low: W:467 L:359 56.54%
Total:W:986 L:686 58.97%
Entry:¥8,360,000
Profit:¥4,437,000
Loss:¥3,430,000
Total:¥1,007,000
PF:1.29%
5分後
High: W:522 L:323 61.78%
Low: W:471 L:353 57.16%
Total:W:993 L:676 59.5%
Entry:¥8,345,000
Profit:¥4,220,250
Loss:¥3,380,000
Total:¥840,250
PF:1.25%