みんな大好きストキャスティクスと急騰急落の相性は！？【※GBPJPYでまさかの…？】

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分足ストキャス20以下かつ1分足ストキャス10以下Highエントリー

バーサイズが平均の２倍かつ陽線かつ以上ストキャス80以上かつ1分足ストキャス90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:600 L:516 53.76%
Low: W:575 L:483 54.35%
Total:W:1175 L:999 54.05%
Entry:¥10,870,000
Profit:¥5,287,500
Loss:¥4,995,000
Total:¥292,500
PF:1.06%
3分後
High: W:623 L:495 55.72%
Low: W:591 L:469 55.75%
Total:W:1214 L:964 55.74%
Entry:¥10,890,000
Profit:¥5,463,000
Loss:¥4,820,000
Total:¥643,000
PF:1.13%
5分後
High: W:632 L:488 56.43%
Low: W:610 L:452 57.44%
Total:W:1242 L:940 56.92%
Entry:¥10,910,000
Profit:¥5,278,500
Loss:¥4,700,000
Total:¥578,500
PF:1.12%

EURUSD
1分後
High: W:702 L:551 56.03%
Low: W:650 L:505 56.28%
Total:W:1352 L:1056 56.15%
Entry:¥12,040,000
Profit:¥6,084,000
Loss:¥5,280,000
Total:¥804,000
PF:1.15%
3分後
High: W:714 L:539 56.98%
Low: W:662 L:495 57.22%
Total:W:1376 L:1034 57.1%
Entry:¥12,050,000
Profit:¥6,192,000
Loss:¥5,170,000
Total:¥1,022,000
PF:1.2%
5分後
High: W:711 L:543 56.7%
Low: W:684 L:471 59.22%
Total:W:1395 L:1014 57.91%
Entry:¥12,045,000
Profit:¥5,928,750
Loss:¥5,070,000
Total:¥858,750
PF:1.17%

EURJPY
1分後
High: W:484 L:377 56.21%
Low: W:495 L:336 59.57%
Total:W:979 L:713 57.86%
Entry:¥8,460,000
Profit:¥4,405,500
Loss:¥3,565,000
Total:¥840,500
PF:1.24%
3分後
High: W:495 L:366 57.49%
Low: W:496 L:335 59.69%
Total:W:991 L:701 58.57%
Entry:¥8,460,000
Profit:¥4,459,500
Loss:¥3,505,000
Total:¥954,500
PF:1.27%
5分後
High: W:501 L:361 58.12%
Low: W:488 L:343 58.72%
Total:W:989 L:704 58.42%
Entry:¥8,465,000
Profit:¥4,203,250
Loss:¥3,520,000
Total:¥683,250
PF:1.19%

EURGBP
1分後
High: W:511 L:383 57.16%
Low: W:450 L:321 58.37%
Total:W:961 L:704 57.72%
Entry:¥8,325,000
Profit:¥4,324,500
Loss:¥3,520,000
Total:¥804,500
PF:1.23%
3分後
High: W:538 L:357 60.11%
Low: W:456 L:314 59.22%
Total:W:994 L:671 59.7%
Entry:¥8,325,000
Profit:¥4,473,000
Loss:¥3,355,000
Total:¥1,118,000
PF:1.33%
5分後
High: W:538 L:356 60.18%
Low: W:466 L:303 60.6%
Total:W:1004 L:659 60.37%
Entry:¥8,315,000
Profit:¥4,267,000
Loss:¥3,295,000
Total:¥972,000
PF:1.29%

GBPJPY
1分後
High: W:554 L:373 59.76%
Low: W:457 L:323 58.59%
Total:W:1011 L:696 59.23%
Entry:¥8,535,000
Profit:¥4,549,500
Loss:¥3,480,000
Total:¥1,069,500
PF:1.31%
3分後
High: W:555 L:372 59.87%
Low: W:458 L:320 58.87%
Total:W:1013 L:692 59.41%
Entry:¥8,525,000
Profit:¥4,558,500
Loss:¥3,460,000
Total:¥1,098,500
PF:1.32%
5分後
High: W:542 L:385 58.47%
Low: W:456 L:324 58.46%
Total:W:998 L:709 58.47%
Entry:¥8,535,000
Profit:¥4,241,500
Loss:¥3,545,000
Total:¥696,500
PF:1.2%

GBPUSD
1分後
High: W:729 L:572 56.03%
Low: W:604 L:529 53.31%
Total:W:1333 L:1101 54.77%
Entry:¥12,170,000
Profit:¥5,998,500
Loss:¥5,505,000
Total:¥493,500
PF:1.09%
3分後
High: W:714 L:588 54.84%
Low: W:608 L:526 53.62%
Total:W:1322 L:1114 54.27%
Entry:¥12,180,000
Profit:¥5,949,000
Loss:¥5,570,000
Total:¥379,000
PF:1.07%
5分後
High: W:730 L:573 56.02%
Low: W:653 L:484 57.43%
Total:W:1383 L:1057 56.68%
Entry:¥12,200,000
Profit:¥5,877,750
Loss:¥5,285,000
Total:¥592,750
PF:1.11%