なぜターボ取引には通貨が少ないのか？？【※ない通貨は勝率が○○から！？】

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！

AUDJPY
1分後
High: W:451 L:377 54.47%
Low: W:421 L:306 57.91%
Total:W:872 L:683 56.08%
Entry:¥7,775,000
Profit:¥3,924,000
Loss:¥3,415,000
Total:¥509,000
PF:1.15%
3分後
High: W:466 L:362 56.28%
Low: W:446 L:281 61.35%
Total:W:912 L:643 58.65%
Entry:¥7,775,000
Profit:¥4,104,000
Loss:¥3,215,000
Total:¥889,000
PF:1.28%
5分後
High: W:479 L:349 57.85%
Low: W:440 L:286 60.61%
Total:W:919 L:635 59.14%
Entry:¥7,770,000
Profit:¥3,905,750
Loss:¥3,175,000
Total:¥730,750
PF:1.23%

AUDNZD
1分後
High: W:389 L:281 58.06%
Low: W:292 L:166 63.76%
Total:W:681 L:447 60.37%
Entry:¥5,640,000
Profit:¥3,064,500
Loss:¥2,235,000
Total:¥829,500
PF:1.37%
3分後
High: W:424 L:246 63.28%
Low: W:263 L:196 57.3%
Total:W:687 L:442 60.85%
Entry:¥5,645,000
Profit:¥3,091,500
Loss:¥2,210,000
Total:¥881,500
PF:1.4%
5分後
High: W:425 L:245 63.43%
Low: W:260 L:198 56.77%
Total:W:685 L:443 60.73%
Entry:¥5,640,000
Profit:¥2,911,250
Loss:¥2,215,000
Total:¥696,250
PF:1.31%

AUDUSD
1分後
High: W:702 L:560 55.63%
Low: W:637 L:523 54.91%
Total:W:1339 L:1083 55.28%
Entry:¥12,110,000
Profit:¥6,025,500
Loss:¥5,415,000
Total:¥610,500
PF:1.11%
3分後
High: W:729 L:533 57.77%
Low: W:618 L:544 53.18%
Total:W:1347 L:1077 55.57%
Entry:¥12,120,000
Profit:¥6,061,500
Loss:¥5,385,000
Total:¥676,500
PF:1.13%
5分後
High: W:720 L:542 57.05%
Low: W:645 L:517 55.51%
Total:W:1365 L:1059 56.31%
Entry:¥12,120,000
Profit:¥5,801,250
Loss:¥5,295,000
Total:¥506,250
PF:1.1%

EURAUD
1分後
High: W:408 L:266 60.53%
Low: W:324 L:250 56.45%
Total:W:732 L:516 58.65%
Entry:¥6,240,000
Profit:¥3,294,000
Loss:¥2,580,000
Total:¥714,000
PF:1.28%
3分後
High: W:403 L:270 59.88%
Low: W:342 L:232 59.58%
Total:W:745 L:502 59.74%
Entry:¥6,235,000
Profit:¥3,352,500
Loss:¥2,510,000
Total:¥842,500
PF:1.34%
5分後
High: W:412 L:263 61.04%
Low: W:350 L:224 60.98%
Total:W:762 L:487 61.01%
Entry:¥6,245,000
Profit:¥3,238,500
Loss:¥2,435,000
Total:¥803,500
PF:1.33%

GBPAUD
1分後
High: W:314 L:215 59.36%
Low: W:262 L:192 57.71%
Total:W:576 L:407 58.6%
Entry:¥4,915,000
Profit:¥2,592,000
Loss:¥2,035,000
Total:¥557,000
PF:1.27%
3分後
High: W:328 L:202 61.89%
Low: W:255 L:200 56.04%
Total:W:583 L:402 59.19%
Entry:¥4,925,000
Profit:¥2,623,500
Loss:¥2,010,000
Total:¥613,500
PF:1.31%
5分後
High: W:315 L:215 59.43%
Low: W:258 L:197 56.7%
Total:W:573 L:412 58.17%
Entry:¥4,925,000
Profit:¥2,435,250
Loss:¥2,060,000
Total:¥375,250
PF:1.18%