HirakaBlog

BainaryBackTest Programming - 俺にはトレードしかない

【Win over 60% at GBPAUD! ?】 We have verified the logic incorporating the candlestick with five currencies! !!

I took a short-term trading backtest today,
so I'd like to introduce that. In this verification, I will get the judgment time 1 minute, 3 minutes, 5 minutes later.
The acquisition period is about 5 and a half years from 2015/01/01-2020/07/27.
The logic to use Bar size is twice the average, hidden line, and 5 minute bar RSI30 or less and 1 minute bar High entry Bar size is twice the average, positive line, and 5 minutes RSI 70 or more and 1 minute.
Let's actually verify it!

AUDJPY
One Minute
High: W:309 L:243 55.98%
Low: W:265 L:205 56.38%
Total:W:574 L:448 56.16%
Entry:¥5,110,000
Profit:¥2,583,000
Loss:¥2,240,000
Total:¥343,000
PF:1.15%
Three Minute
High: W:327 L:225 59.24%
Low: W:263 L:207 55.96%
Total:W:590 L:432 57.73%
Entry:¥5,110,000
Profit:¥2,655,000
Loss:¥2,160,000
Total:¥495,000
PF:1.23%
Five Minute
High: W:314 L:238 56.88%
Low: W:254 L:216 54.04%
Total:W:568 L:454 55.58%
Entry:¥5,110,000
Profit:¥2,414,000
Loss:¥2,270,000
Total:¥144,000
PF:1.06%

AUDNZD
One Minute
High: W:325 L:276 54.08%
Low: W:307 L:216 58.7%
Total:W:632 L:492 56.23%
Entry:¥5,620,000
Profit:¥2,844,000
Loss:¥2,460,000
Total:¥384,000
PF:1.16%
Three Minute
High: W:355 L:246 59.07%
Low: W:300 L:223 57.36%
Total:W:655 L:469 58.27%
Entry:¥5,620,000
Profit:¥2,947,500
Loss:¥2,345,000
Total:¥602,500
PF:1.26%
Five Minute
High: W:376 L:225 62.56%
Low: W:315 L:208 60.23%
Total:W:691 L:433 61.48%
Entry:¥5,620,000
Profit:¥2,936,750
Loss:¥2,165,000
Total:¥771,750
PF:1.36%

AUDUSD
One Minute
High: W:626 L:642 49.37%
Low: W:577 L:513 52.94%
Total:W:1203 L:1155 51.02%
Entry:¥11,790,000
Profit:¥5,413,500
Loss:¥5,775,000
Total:¥-361,500
PF:0.94%
Three Minute
High: W:668 L:501 57.14%
Low: W:574 L:516 52.66%
Total:W:1242 L:1017 54.98%
Entry:¥11,295,000
Profit:¥5,589,000
Loss:¥5,085,000
Total:¥504,000
PF:1.1%
Five Minute
High: W:694 L:474 59.42%
Low: W:608 L:482 55.78%
Total:W:1302 L:956 57.66%
Entry:¥11,290,000
Profit:¥5,533,500
Loss:¥4,780,000
Total:¥753,500
PF:1.16%

EURAUD
One Minute
High: W:265 L:179 59.68%
Low: W:191 L:147 56.51%
Total:W:456 L:326 58.31%
Entry:¥3,910,000
Profit:¥2,052,000
Loss:¥1,630,000
Total:¥422,000
PF:1.26%
Three Minute
High: W:263 L:180 59.37%
Low: W:200 L:139 59.0%
Total:W:463 L:319 59.21%
Entry:¥3,910,000
Profit:¥2,083,500
Loss:¥1,595,000
Total:¥488,500
PF:1.31%
Five Minute
High: W:267 L:177 60.14%
Low: W:194 L:145 57.23%
Total:W:461 L:322 58.88%
Entry:¥3,915,000
Profit:¥1,959,250
Loss:¥1,610,000
Total:¥349,250
PF:1.22%

GBPAUD
One Minute
High: W:233 L:151 60.68%
Low: W:160 L:96 62.5%
Total:W:393 L:247 61.41%
Entry:¥3,200,000
Profit:¥1,768,500
Loss:¥1,235,000
Total:¥533,500
PF:1.43%
Three Minute
High: W:239 L:147 61.92%
Low: W:166 L:90 64.84%
Total:W:405 L:237 63.08%
Entry:¥3,210,000
Profit:¥1,822,500
Loss:¥1,185,000
Total:¥637,500
PF:1.54%
Five Minute
High: W:234 L:151 60.78%
Low: W:152 L:106 58.91%
Total:W:386 L:257 60.03%
Entry:¥3,215,000
Profit:¥1,640,500
Loss:¥1,285,000
Total:¥355,500
PF:1.28%