RSIと急騰急落ロジック 勝率60%は超えているが回数が... 【※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！

CADJPY
1分後
High: W:215 L:158 57.64%
Low: W:177 L:126 58.42%
Total:W:392 L:284 57.99%
Entry:¥3,380,000
Profit:¥1,764,000
Loss:¥1,420,000
Total:¥344,000
PF:1.24%
3分後
High: W:208 L:165 55.76%
Low: W:181 L:122 59.74%
Total:W:389 L:287 57.54%
Entry:¥3,380,000
Profit:¥1,750,500
Loss:¥1,435,000
Total:¥315,500
PF:1.22%
5分後
High: W:206 L:167 55.23%
Low: W:179 L:124 59.08%
Total:W:385 L:291 56.95%
Entry:¥3,380,000
Profit:¥1,636,250
Loss:¥1,455,000
Total:¥181,250
PF:1.12%

CHFJPY
1分後
High: W:191 L:136 58.41%
Low: W:165 L:92 64.2%
Total:W:356 L:228 60.96%
Entry:¥2,920,000
Profit:¥1,602,000
Loss:¥1,140,000
Total:¥462,000
PF:1.41%
3分後
High: W:204 L:125 62.01%
Low: W:174 L:83 67.7%
Total:W:378 L:208 64.51%
Entry:¥2,930,000
Profit:¥1,701,000
Loss:¥1,040,000
Total:¥661,000
PF:1.64%
5分後
High: W:197 L:131 60.06%
Low: W:171 L:85 66.8%
Total:W:368 L:216 63.01%
Entry:¥2,920,000
Profit:¥1,564,000
Loss:¥1,080,000
Total:¥484,000
PF:1.45%

NZDJPY
1分後
High: W:237 L:154 60.61%
Low: W:173 L:127 57.67%
Total:W:410 L:281 59.33%
Entry:¥3,455,000
Profit:¥1,845,000
Loss:¥1,405,000
Total:¥440,000
PF:1.31%
3分後
High: W:247 L:144 63.17%
Low: W:179 L:122 59.47%
Total:W:426 L:266 61.56%
Entry:¥3,460,000
Profit:¥1,917,000
Loss:¥1,330,000
Total:¥587,000
PF:1.44%
5分後
High: W:240 L:151 61.38%
Low: W:191 L:111 63.25%
Total:W:431 L:262 62.19%
Entry:¥3,465,000
Profit:¥1,831,750
Loss:¥1,310,000
Total:¥521,750
PF:1.4%

NZDUSD
1分後
High: W:320 L:252 55.94%
Low: W:318 L:214 59.77%
Total:W:638 L:466 57.79%
Entry:¥5,520,000
Profit:¥2,871,000
Loss:¥2,330,000
Total:¥541,000
PF:1.23%
3分後
High: W:340 L:233 59.34%
Low: W:352 L:180 66.17%
Total:W:692 L:413 62.62%
Entry:¥5,525,000
Profit:¥3,114,000
Loss:¥2,065,000
Total:¥1,049,000
PF:1.51%
5分後
High: W:348 L:225 60.73%
Low: W:331 L:202 62.1%
Total:W:679 L:427 61.39%
Entry:¥5,530,000
Profit:¥2,885,750
Loss:¥2,135,000
Total:¥750,750
PF:1.35%

USDCAD
1分後
High: W:311 L:219 58.68%
Low: W:239 L:221 51.96%
Total:W:550 L:440 55.56%
Entry:¥4,950,000
Profit:¥2,475,000
Loss:¥2,200,000
Total:¥275,000
PF:1.12%
3分後
High: W:316 L:214 59.62%
Low: W:260 L:200 56.52%
Total:W:576 L:414 58.18%
Entry:¥4,950,000
Profit:¥2,592,000
Loss:¥2,070,000
Total:¥522,000
PF:1.25%
5分後
High: W:312 L:218 58.87%
Low: W:248 L:212 53.91%
Total:W:560 L:430 56.57%
Entry:¥4,950,000
Profit:¥2,380,000
Loss:¥2,150,000
Total:¥230,000
PF:1.11%

USDCHF
1分後
High: W:383 L:276 58.12%
Low: W:323 L:244 56.97%
Total:W:706 L:520 57.59%
Entry:¥6,130,000
Profit:¥3,177,000
Loss:¥2,600,000
Total:¥577,000
PF:1.22%
3分後
High: W:407 L:251 61.85%
Low: W:315 L:254 55.36%
Total:W:722 L:505 58.84%
Entry:¥6,135,000
Profit:¥3,249,000
Loss:¥2,525,000
Total:¥724,000
PF:1.29%
5分後
High: W:411 L:251 62.08%
Low: W:327 L:242 57.47%
Total:W:738 L:493 59.95%
Entry:¥6,155,000
Profit:¥3,136,500
Loss:¥2,465,000
Total:¥671,500
PF:1.27%