【※修正しました】人気インジケーター1位のRSIとバーサイズ急変ロジックの相性は！？ターボ判定の勝率公開※6選

【※修正しました　2020/08/30】

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RSI30以下1分足RSI20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RSI70以上1分足RSI80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:273 L:208 56.76%
Low: W:266 L:181 59.51%
Total:W:539 L:389 58.08%
Entry:¥4,640,000
Profit:¥2,425,500
Loss:¥1,945,000
Total:¥480,500
PF:1.25%
3分後
High: W:173 L:209 45.29%
Low: W:265 L:182 59.28%
Total:W:438 L:391 52.83%
Entry:¥4,145,000
Profit:¥1,971,000
Loss:¥1,955,000
Total:¥16,000
PF:1.01%
5分後
High: W:268 L:214 55.6%
Low: W:270 L:176 60.54%
Total:W:538 L:390 57.97%
Entry:¥4,640,000
Profit:¥2,286,500
Loss:¥1,950,000
Total:¥336,500
PF:1.17%

EURUSD
1分後
High: W:251 L:172 59.34%
Low: W:274 L:211 56.49%
Total:W:525 L:383 57.82%
Entry:¥4,540,000
Profit:¥2,362,500
Loss:¥1,915,000
Total:¥447,500
PF:1.23%
3分後
High: W:243 L:179 57.58%
Low: W:287 L:199 59.05%
Total:W:530 L:378 58.37%
Entry:¥4,540,000
Profit:¥2,385,000
Loss:¥1,890,000
Total:¥495,000
PF:1.26%
5分後
High: W:234 L:189 55.32%
Low: W:287 L:198 59.18%
Total:W:521 L:387 57.38%
Entry:¥4,540,000
Profit:¥2,214,250
Loss:¥1,935,000
Total:¥279,250
PF:1.14%

EURJPY
1分後
High: W:261 L:179 59.32%
Low: W:246 L:176 58.29%
Total:W:507 L:355 58.82%
Entry:¥4,310,000
Profit:¥2,281,500
Loss:¥1,775,000
Total:¥506,500
PF:1.29%
3分後
High: W:252 L:188 57.27%
Low: W:257 L:165 60.9%
Total:W:509 L:353 59.05%
Entry:¥4,310,000
Profit:¥2,290,500
Loss:¥1,765,000
Total:¥525,500
PF:1.3%
5分後
High: W:249 L:193 56.33%
Low: W:253 L:169 59.95%
Total:W:502 L:362 58.1%
Entry:¥4,320,000
Profit:¥2,133,500
Loss:¥1,810,000
Total:¥323,500
PF:1.18%

EURGBP
1分後
High: W:213 L:154 58.04%
Low: W:262 L:169 60.79%
Total:W:475 L:323 59.52%
Entry:¥3,990,000
Profit:¥2,137,500
Loss:¥1,615,000
Total:¥522,500
PF:1.32%
3分後
High: W:226 L:142 61.41%
Low: W:260 L:172 60.19%
Total:W:486 L:314 60.75%
Entry:¥4,000,000
Profit:¥2,187,000
Loss:¥1,570,000
Total:¥617,000
PF:1.39%
5分後
High: W:228 L:139 62.13%
Low: W:265 L:167 61.34%
Total:W:493 L:306 61.7%
Entry:¥3,995,000
Profit:¥2,095,250
Loss:¥1,530,000
Total:¥565,250
PF:1.37%

GBPJPY
1分後
High: W:277 L:171 61.83%
Low: W:226 L:145 60.92%
Total:W:503 L:316 61.42%
Entry:¥4,095,000
Profit:¥2,263,500
Loss:¥1,580,000
Total:¥683,500
PF:1.43%
3分後
High: W:275 L:175 61.11%
Low: W:225 L:148 60.32%
Total:W:500 L:323 60.75%
Entry:¥4,115,000
Profit:¥2,250,000
Loss:¥1,615,000
Total:¥635,000
PF:1.39%
5分後
High: W:270 L:179 60.13%
Low: W:223 L:147 60.27%
Total:W:493 L:326 60.2%
Entry:¥4,095,000
Profit:¥2,095,250
Loss:¥1,630,000
Total:¥465,250
PF:1.29%

GBPAUD
1分後
High: W:192 L:102 65.31%
Low: W:154 L:101 60.39%
Total:W:346 L:203 63.02%
Entry:¥2,745,000
Profit:¥1,557,000
Loss:¥1,015,000
Total:¥542,000
PF:1.53%
3分後
High: W:196 L:98 66.67%
Low: W:143 L:112 56.08%
Total:W:339 L:210 61.75%
Entry:¥2,745,000
Profit:¥1,525,500
Loss:¥1,050,000
Total:¥475,500
PF:1.45%
5分後
High: W:189 L:105 64.29%
Low: W:150 L:105 58.82%
Total:W:339 L:210 61.75%
Entry:¥2,745,000
Profit:¥1,440,750
Loss:¥1,050,000
Total:¥390,750
PF:1.37%