HirakaBlog

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

バイナリーオプション ターボロジック バーサイズ急変ロジックUSDCADが52%!?【勝率が高かったのになぜ?!】

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!

CADJPY
1分後
High: W:1140 L:909 55.64%
Low: W:1111 L:868 56.14%
Total:W:2251 L:1777 55.88%
Entry:¥20,140,000
Profit:¥10,129,500
Loss:¥8,885,000
Total:¥1,244,500
PF:1.14%
3分後
High: W:1133 L:924 55.08%
Low: W:1146 L:836 57.82%
Total:W:2279 L:1760 56.42%
Entry:¥20,195,000
Profit:¥10,255,500
Loss:¥8,800,000
Total:¥1,455,500
PF:1.17%
5分後
High: W:1127 L:931 54.76%
Low: W:1089 L:892 54.97%
Total:W:2216 L:1823 54.87%
Entry:¥20,195,000
Profit:¥9,418,000
Loss:¥9,115,000
Total:¥303,000
PF:1.03%


CHFJPY
1分後
High: W:1373 L:847 61.85%
Low: W:1186 L:812 59.36%
Total:W:2559 L:1659 60.67%
Entry:¥21,090,000
Profit:¥11,515,500
Loss:¥8,295,000
Total:¥3,220,500
PF:1.39%
3分後
High: W:1348 L:875 60.64%
Low: W:1215 L:789 60.63%
Total:W:2563 L:1664 60.63%
Entry:¥21,135,000
Profit:¥11,533,500
Loss:¥8,320,000
Total:¥3,213,500
PF:1.39%
5分後
High: W:1372 L:855 61.61%
Low: W:1223 L:783 60.97%
Total:W:2595 L:1638 61.3%
Entry:¥21,165,000
Profit:¥11,028,750
Loss:¥8,190,000
Total:¥2,838,750
PF:1.35%


NZDJPY
1分後
High: W:1286 L:836 60.6%
Low: W:1146 L:768 59.87%
Total:W:2432 L:1604 60.26%
Entry:¥20,180,000
Profit:¥10,944,000
Loss:¥8,020,000
Total:¥2,924,000
PF:1.36%
3分後
High: W:1301 L:822 61.28%
Low: W:1139 L:775 59.51%
Total:W:2440 L:1597 60.44%
Entry:¥20,185,000
Profit:¥10,980,000
Loss:¥7,985,000
Total:¥2,995,000
PF:1.38%
5分後
High: W:1311 L:811 61.78%
Low: W:1109 L:805 57.94%
Total:W:2420 L:1616 59.96%
Entry:¥20,180,000
Profit:¥10,285,000
Loss:¥8,080,000
Total:¥2,205,000
PF:1.27%


NZDUSD
1分後
High: W:1380 L:1105 55.53%
Low: W:1464 L:1158 55.84%
Total:W:2844 L:2263 55.69%
Entry:¥25,535,000
Profit:¥12,798,000
Loss:¥11,315,000
Total:¥1,483,000
PF:1.13%
3分後
High: W:1395 L:1089 56.16%
Low: W:1476 L:1145 56.31%
Total:W:2871 L:2234 56.24%
Entry:¥25,525,000
Profit:¥12,919,500
Loss:¥11,170,000
Total:¥1,749,500
PF:1.16%
5分後
High: W:1399 L:1086 56.3%
Low: W:1472 L:1151 56.12%
Total:W:2871 L:2237 56.21%
Entry:¥25,540,000
Profit:¥12,201,750
Loss:¥11,185,000
Total:¥1,016,750
PF:1.09%


USDCAD
1分後
High: W:1332 L:1207 52.46%
Low: W:1239 L:1113 52.68%
Total:W:2571 L:2320 52.57%
Entry:¥24,455,000
Profit:¥11,569,500
Loss:¥11,600,000
Total:¥-30,500
PF:1.0%
3分後
High: W:1349 L:1190 53.13%
Low: W:1247 L:1105 53.02%
Total:W:2596 L:2295 53.08%
Entry:¥24,455,000
Profit:¥11,682,000
Loss:¥11,475,000
Total:¥207,000
PF:1.02%
5分後
High: W:1392 L:1147 54.82%
Low: W:1256 L:1096 53.4%
Total:W:2648 L:2243 54.14%
Entry:¥24,455,000
Profit:¥11,254,000
Loss:¥11,215,000
Total:¥39,000
PF:1.0%


USDCHF
1分後
High: W:1724 L:1436 54.56%
Low: W:1450 L:1306 52.61%
Total:W:3174 L:2742 53.65%
Entry:¥29,580,000
Profit:¥14,283,000
Loss:¥13,710,000
Total:¥573,000
PF:1.04%
3分後
High: W:1830 L:1337 57.78%
Low: W:1545 L:1215 55.98%
Total:W:3375 L:2552 56.94%
Entry:¥29,635,000
Profit:¥15,187,500
Loss:¥12,760,000
Total:¥2,427,500
PF:1.19%
5分後
High: W:1871 L:1295 59.1%
Low: W:1563 L:1196 56.65%
Total:W:3434 L:2491 57.96%
Entry:¥29,625,000
Profit:¥14,594,500
Loss:¥12,455,000
Total:¥2,139,500
PF:1.17%