回数少ない！イライラロジック完成！！GBPAUDで勝率63.1％！？

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！

AUDJPY
1分後
High: W:216 L:183 54.14%
Low: W:187 L:129 59.18%
Total:W:403 L:312 56.36%
Entry:¥3,575,000
Profit:¥1,813,500
Loss:¥1,560,000
Total:¥253,500
PF:1.16%
3分後
High: W:226 L:171 56.93%
Low: W:195 L:121 61.71%
Total:W:421 L:292 59.05%
Entry:¥3,565,000
Profit:¥1,894,500
Loss:¥1,460,000
Total:¥434,500
PF:1.3%
5分後
High: W:227 L:172 56.89%
Low: W:193 L:123 61.08%
Total:W:420 L:295 58.74%
Entry:¥3,575,000
Profit:¥1,785,000
Loss:¥1,475,000
Total:¥310,000
PF:1.21%

AUDNZD
1分後
High: W:188 L:135 58.2%
Low: W:137 L:78 63.72%
Total:W:325 L:213 60.41%
Entry:¥2,690,000
Profit:¥1,462,500
Loss:¥1,065,000
Total:¥397,500
PF:1.37%
3分後
High: W:225 L:98 69.66%
Low: W:131 L:85 60.65%
Total:W:356 L:183 66.05%
Entry:¥2,695,000
Profit:¥1,602,000
Loss:¥915,000
Total:¥687,000
PF:1.75%
5分後
High: W:225 L:98 69.66%
Low: W:127 L:88 59.07%
Total:W:352 L:186 65.43%
Entry:¥2,690,000
Profit:¥1,496,000
Loss:¥930,000
Total:¥566,000
PF:1.61%

AUDUSD
1分後
High: W:268 L:192 58.26%
Low: W:283 L:188 60.08%
Total:W:551 L:380 59.18%
Entry:¥4,655,000
Profit:¥2,479,500
Loss:¥1,900,000
Total:¥579,500
PF:1.3%
3分後
High: W:278 L:186 59.91%
Low: W:275 L:196 58.39%
Total:W:553 L:382 59.14%
Entry:¥4,675,000
Profit:¥2,488,500
Loss:¥1,910,000
Total:¥578,500
PF:1.3%
5分後
High: W:276 L:186 59.74%
Low: W:297 L:174 63.06%
Total:W:573 L:360 61.41%
Entry:¥4,665,000
Profit:¥2,435,250
Loss:¥1,800,000
Total:¥635,250
PF:1.35%

EURAUD
1分後
High: W:210 L:106 66.46%
Low: W:177 L:153 53.64%
Total:W:387 L:259 59.91%
Entry:¥3,230,000
Profit:¥1,741,500
Loss:¥1,295,000
Total:¥446,500
PF:1.34%
3分後
High: W:221 L:95 69.94%
Low: W:191 L:139 57.88%
Total:W:412 L:234 63.78%
Entry:¥3,230,000
Profit:¥1,854,000
Loss:¥1,170,000
Total:¥684,000
PF:1.58%
5分後
High: W:212 L:104 67.09%
Low: W:190 L:140 57.58%
Total:W:402 L:244 62.23%
Entry:¥3,230,000
Profit:¥1,708,500
Loss:¥1,220,000
Total:¥488,500
PF:1.4%

GBPAUD
1分後
High: W:192 L:102 65.31%
Low: W:153 L:100 60.47%
Total:W:345 L:202 63.07%
Entry:¥2,735,000
Profit:¥1,552,500
Loss:¥1,010,000
Total:¥542,500
PF:1.54%
3分後
High: W:196 L:98 66.67%
Low: W:143 L:110 56.52%
Total:W:339 L:208 61.97%
Entry:¥2,735,000
Profit:¥1,525,500
Loss:¥1,040,000
Total:¥485,500
PF:1.47%
5分後
High: W:190 L:105 64.41%
Low: W:149 L:104 58.89%
Total:W:339 L:209 61.86%
Entry:¥2,740,000
Profit:¥1,440,750
Loss:¥1,045,000
Total:¥395,750
PF:1.38%