ターボ取引 ローソク足坊主は有効か？RSIベースに検証してみた！

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以下かつ1分足坊主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以上かつ1分足坊主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:532 L:482 52.47%
Low: W:466 L:378 55.21%
Total:W:998 L:860 53.71%
Entry:¥9,290,000
Profit:¥4,491,000
Loss:¥4,300,000
Total:¥191,000
PF:1.04%
3分後
High: W:579 L:436 57.04%
Low: W:455 L:390 53.85%
Total:W:1034 L:826 55.59%
Entry:¥9,300,000
Profit:¥4,653,000
Loss:¥4,130,000
Total:¥523,000
PF:1.13%
5分後
High: W:589 L:424 58.14%
Low: W:475 L:371 56.15%
Total:W:1064 L:795 57.24%
Entry:¥9,295,000
Profit:¥4,522,000
Loss:¥3,975,000
Total:¥547,000
PF:1.14%

EURUSD
1分後
High: W:611 L:500 55.0%
Low: W:583 L:484 54.64%
Total:W:1194 L:984 54.82%
Entry:¥10,890,000
Profit:¥5,373,000
Loss:¥4,920,000
Total:¥453,000
PF:1.09%
3分後
High: W:594 L:518 53.42%
Low: W:618 L:452 57.76%
Total:W:1212 L:970 55.55%
Entry:¥10,910,000
Profit:¥5,454,000
Loss:¥4,850,000
Total:¥604,000
PF:1.12%
5分後
High: W:612 L:498 55.14%
Low: W:625 L:445 58.41%
Total:W:1237 L:943 56.74%
Entry:¥10,900,000
Profit:¥5,257,250
Loss:¥4,715,000
Total:¥542,250
PF:1.12%

EURJPY
1分後
High: W:279 L:238 53.97%
Low: W:251 L:199 55.78%
Total:W:530 L:437 54.81%
Entry:¥4,835,000
Profit:¥2,385,000
Loss:¥2,185,000
Total:¥200,000
PF:1.09%
3分後
High: W:287 L:231 55.41%
Low: W:250 L:201 55.43%
Total:W:537 L:432 55.42%
Entry:¥4,845,000
Profit:¥2,416,500
Loss:¥2,160,000
Total:¥256,500
PF:1.12%
5分後
High: W:283 L:230 55.17%
Low: W:264 L:184 58.93%
Total:W:547 L:414 56.92%
Entry:¥4,805,000
Profit:¥2,324,750
Loss:¥2,070,000
Total:¥254,750
PF:1.12%

EURGBP
1分後
High: W:438 L:343 56.08%
Low: W:383 L:296 56.41%
Total:W:821 L:639 56.23%
Entry:¥7,300,000
Profit:¥3,694,500
Loss:¥3,195,000
Total:¥499,500
PF:1.16%
3分後
High: W:434 L:351 55.29%
Low: W:395 L:286 58.0%
Total:W:829 L:637 56.55%
Entry:¥7,330,000
Profit:¥3,730,500
Loss:¥3,185,000
Total:¥545,500
PF:1.17%
5分後
High: W:470 L:314 59.95%
Low: W:401 L:277 59.14%
Total:W:871 L:591 59.58%
Entry:¥7,310,000
Profit:¥3,701,750
Loss:¥2,955,000
Total:¥746,750
PF:1.25%

GBPJPY
1分後
High: W:322 L:259 55.42%
Low: W:246 L:203 54.79%
Total:W:568 L:462 55.15%
Entry:¥5,150,000
Profit:¥2,556,000
Loss:¥2,310,000
Total:¥246,000
PF:1.11%
3分後
High: W:328 L:254 56.36%
Low: W:235 L:217 51.99%
Total:W:563 L:471 54.45%
Entry:¥5,170,000
Profit:¥2,533,500
Loss:¥2,355,000
Total:¥178,500
PF:1.08%
5分後
High: W:340 L:241 58.52%
Low: W:239 L:210 53.23%
Total:W:579 L:451 56.21%
Entry:¥5,150,000
Profit:¥2,460,750
Loss:¥2,255,000
Total:¥205,750
PF:1.09%

GBPUSD
1分後
High: W:506 L:474 51.63%
Low: W:518 L:445 53.79%
Total:W:1024 L:919 52.7%
Entry:¥9,715,000
Profit:¥4,608,000
Loss:¥4,595,000
Total:¥13,000
PF:1.0%
3分後
High: W:548 L:432 55.92%
Low: W:537 L:426 55.76%
Total:W:1085 L:858 55.84%
Entry:¥9,715,000
Profit:¥4,882,500
Loss:¥4,290,000
Total:¥592,500
PF:1.14%
5分後
High: W:562 L:418 57.35%
Low: W:553 L:411 57.37%
Total:W:1115 L:829 57.36%
Entry:¥9,720,000
Profit:¥4,738,750
Loss:¥4,145,000
Total:¥593,750
PF:1.14%