急騰急落ロジックカスタマイズその1！Bollinger Bandsと組み合わせてみた！

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5分足Bollinger Bands 2σ以下かつ1分足Bollinger bands 3σ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5分足Bollinger Bands 2σ以上かつ1分足Bollinger bands 3σ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:1747 L:1430 54.99%
Low: W:1706 L:1334 56.12%
Total:W:3453 L:2764 55.54%
Entry:¥31,085,000
Profit:¥15,538,500
Loss:¥13,820,000
Total:¥1,718,500
PF:1.12%
3分後
High: W:1781 L:1398 56.02%
Low: W:1677 L:1364 55.15%
Total:W:3458 L:2762 55.59%
Entry:¥31,100,000
Profit:¥15,561,000
Loss:¥13,810,000
Total:¥1,751,000
PF:1.13%
5分後
High: W:1761 L:1418 55.39%
Low: W:1671 L:1371 54.93%
Total:W:3432 L:2789 55.17%
Entry:¥31,105,000
Profit:¥14,586,000
Loss:¥13,945,000
Total:¥641,000
PF:1.05%

EURUSD
1分後
High: W:1386 L:1254 52.5%
Low: W:1700 L:1306 56.55%
Total:W:3086 L:2560 54.66%
Entry:¥28,230,000
Profit:¥13,887,000
Loss:¥12,800,000
Total:¥1,087,000
PF:1.08%
3分後
High: W:1427 L:1213 54.05%
Low: W:1727 L:1277 57.49%
Total:W:3154 L:2490 55.88%
Entry:¥28,220,000
Profit:¥14,193,000
Loss:¥12,450,000
Total:¥1,743,000
PF:1.14%
5分後
High: W:1465 L:1172 55.56%
Low: W:1690 L:1314 56.26%
Total:W:3155 L:2486 55.93%
Entry:¥28,205,000
Profit:¥13,408,750
Loss:¥12,430,000
Total:¥978,750
PF:1.08%

EURJPY
1分後
High: W:1345 L:988 57.65%
Low: W:1406 L:956 59.53%
Total:W:2751 L:1944 58.59%
Entry:¥23,475,000
Profit:¥12,379,500
Loss:¥9,720,000
Total:¥2,659,500
PF:1.27%
3分後
High: W:1310 L:1025 56.1%
Low: W:1409 L:954 59.63%
Total:W:2719 L:1979 57.88%
Entry:¥23,490,000
Profit:¥12,235,500
Loss:¥9,895,000
Total:¥2,340,500
PF:1.24%
5分後
High: W:1342 L:995 57.42%
Low: W:1371 L:996 57.92%
Total:W:2713 L:1991 57.67%
Entry:¥23,520,000
Profit:¥11,530,250
Loss:¥9,955,000
Total:¥1,575,250
PF:1.16%

EURGBP
1分後
High: W:1482 L:1073 58.0%
Low: W:1390 L:997 58.23%
Total:W:2872 L:2070 58.11%
Entry:¥24,710,000
Profit:¥12,924,000
Loss:¥10,350,000
Total:¥2,574,000
PF:1.25%
3分後
High: W:1495 L:1061 58.49%
Low: W:1365 L:1022 57.18%
Total:W:2860 L:2083 57.86%
Entry:¥24,715,000
Profit:¥12,870,000
Loss:¥10,415,000
Total:¥2,455,000
PF:1.24%
5分後
High: W:1532 L:1022 59.98%
Low: W:1354 L:1034 56.7%
Total:W:2886 L:2056 58.4%
Entry:¥24,710,000
Profit:¥12,265,500
Loss:¥10,280,000
Total:¥1,985,500
PF:1.19%

GBPJPY
1分後
High: W:1417 L:1072 56.93%
Low: W:1384 L:1007 57.88%
Total:W:2801 L:2079 57.4%
Entry:¥24,400,000
Profit:¥12,604,500
Loss:¥10,395,000
Total:¥2,209,500
PF:1.21%
3分後
High: W:1418 L:1073 56.92%
Low: W:1378 L:1014 57.61%
Total:W:2796 L:2087 57.26%
Entry:¥24,415,000
Profit:¥12,582,000
Loss:¥10,435,000
Total:¥2,147,000
PF:1.21%
5分後
High: W:1414 L:1079 56.72%
Low: W:1367 L:1024 57.17%
Total:W:2781 L:2103 56.94%
Entry:¥24,420,000
Profit:¥11,819,250
Loss:¥10,515,000
Total:¥1,304,250
PF:1.12%

GBPUSD
1分後
High: W:1672 L:1283 56.58%
Low: W:1625 L:1394 53.83%
Total:W:3297 L:2677 55.19%
Entry:¥29,870,000
Profit:¥14,836,500
Loss:¥13,385,000
Total:¥1,451,500
PF:1.11%
3分後
High: W:1700 L:1255 57.53%
Low: W:1705 L:1314 56.48%
Total:W:3405 L:2569 57.0%
Entry:¥29,870,000
Profit:¥15,322,500
Loss:¥12,845,000
Total:¥2,477,500
PF:1.19%
5分後
High: W:1706 L:1249 57.73%
Low: W:1721 L:1298 57.01%
Total:W:3427 L:2547 57.37%
Entry:¥29,870,000
Profit:¥14,564,750
Loss:¥12,735,000
Total:¥1,829,750
PF:1.14%