ストキャスティクスと急騰急落の相性は最悪！？勝率50%では負けです。

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！

CADJPY
1分後
High: W:460 L:390 54.12%
Low: W:429 L:315 57.66%
Total:W:889 L:705 55.77%
Entry:¥7,970,000
Profit:¥4,000,500
Loss:¥3,525,000
Total:¥475,500
PF:1.13%
3分後
High: W:458 L:393 53.82%
Low: W:434 L:312 58.18%
Total:W:892 L:705 55.85%
Entry:¥7,985,000
Profit:¥4,014,000
Loss:¥3,525,000
Total:¥489,000
PF:1.14%
5分後
High: W:457 L:394 53.7%
Low: W:414 L:332 55.5%
Total:W:871 L:726 54.54%
Entry:¥7,985,000
Profit:¥3,701,750
Loss:¥3,630,000
Total:¥71,750
PF:1.02%

CHFJPY
1分後
High: W:393 L:295 57.12%
Low: W:356 L:275 56.42%
Total:W:749 L:570 56.79%
Entry:¥6,595,000
Profit:¥3,370,500
Loss:¥2,850,000
Total:¥520,500
PF:1.18%
3分後
High: W:420 L:269 60.96%
Low: W:372 L:259 58.95%
Total:W:792 L:528 60.0%
Entry:¥6,600,000
Profit:¥3,564,000
Loss:¥2,640,000
Total:¥924,000
PF:1.35%
5分後
High: W:414 L:275 60.09%
Low: W:374 L:257 59.27%
Total:W:788 L:532 59.7%
Entry:¥6,600,000
Profit:¥3,349,000
Loss:¥2,660,000
Total:¥689,000
PF:1.26%

NZDJPY
1分後
High: W:465 L:364 56.09%
Low: W:431 L:312 58.01%
Total:W:896 L:676 57.0%
Entry:¥7,860,000
Profit:¥4,032,000
Loss:¥3,380,000
Total:¥652,000
PF:1.19%
3分後
High: W:471 L:359 56.75%
Low: W:436 L:308 58.6%
Total:W:907 L:667 57.62%
Entry:¥7,870,000
Profit:¥4,081,500
Loss:¥3,335,000
Total:¥746,500
PF:1.22%
5分後
High: W:480 L:349 57.9%
Low: W:447 L:297 60.08%
Total:W:927 L:646 58.93%
Entry:¥7,865,000
Profit:¥3,939,750
Loss:¥3,230,000
Total:¥709,750
PF:1.22%

NZDUSD
1分後
High: W:883 L:721 55.05%
Low: W:797 L:685 53.78%
Total:W:1680 L:1406 54.44%
Entry:¥15,430,000
Profit:¥7,560,000
Loss:¥7,030,000
Total:¥530,000
PF:1.08%
3分後
High: W:902 L:705 56.13%
Low: W:815 L:668 54.96%
Total:W:1717 L:1373 55.57%
Entry:¥15,450,000
Profit:¥7,726,500
Loss:¥6,865,000
Total:¥861,500
PF:1.13%
5分後
High: W:907 L:700 56.44%
Low: W:818 L:668 55.05%
Total:W:1725 L:1368 55.77%
Entry:¥15,465,000
Profit:¥7,331,250
Loss:¥6,840,000
Total:¥491,250
PF:1.07%

USDCAD
1分後
High: W:840 L:764 52.37%
Low: W:684 L:628 52.13%
Total:W:1524 L:1392 52.26%
Entry:¥14,580,000
Profit:¥6,858,000
Loss:¥6,960,000
Total:¥-102,000
PF:0.99%
3分後
High: W:870 L:736 54.17%
Low: W:721 L:595 54.79%
Total:W:1591 L:1331 54.45%
Entry:¥14,610,000
Profit:¥7,159,500
Loss:¥6,655,000
Total:¥504,500
PF:1.08%
5分後
High: W:896 L:709 55.83%
Low: W:701 L:611 53.43%
Total:W:1597 L:1320 54.75%
Entry:¥14,585,000
Profit:¥6,787,250
Loss:¥6,600,000
Total:¥187,250
PF:1.03%

USDCHF
1分後
High: W:922 L:905 50.47%
Low: W:765 L:760 50.16%
Total:W:1687 L:1665 50.33%
Entry:¥16,760,000
Profit:¥7,591,500
Loss:¥8,325,000
Total:¥-733,500
PF:0.91%
3分後
High: W:1000 L:825 54.79%
Low: W:813 L:716 53.17%
Total:W:1813 L:1541 54.05%
Entry:¥16,770,000
Profit:¥8,158,500
Loss:¥7,705,000
Total:¥453,500
PF:1.06%
5分後
High: W:1047 L:780 57.31%
Low: W:835 L:693 54.65%
Total:W:1882 L:1473 56.1%
Entry:¥16,775,000
Profit:¥7,998,500
Loss:¥7,365,000
Total:¥633,500
PF:1.09%