【48% win rate with USDCHF! ? 】6 public combinations that should not be used
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!
CADJPY
One Minute
High: W:390 L:345 53.06%
Low: W:343 L:273 55.68%
Total:W:733 L:618 54.26%
Entry:¥6,755,000
Profit:¥3,298,500
Loss:¥3,090,000
Total:¥208,500
PF:1.07%
Three Minute
High: W:406 L:329 55.24%
Low: W:345 L:271 56.01%
Total:W:751 L:600 55.59%
Entry:¥6,755,000
Profit:¥3,379,500
Loss:¥3,000,000
Total:¥379,500
PF:1.13%
Five Minute
High: W:416 L:317 56.75%
Low: W:338 L:276 55.05%
Total:W:754 L:593 55.98%
Entry:¥6,735,000
Profit:¥3,204,500
Loss:¥2,965,000
Total:¥239,500
PF:1.08%
CHFJPY
One Minute
High: W:386 L:299 56.35%
Low: W:282 L:261 51.93%
Total:W:668 L:560 54.4%
Entry:¥6,140,000
Profit:¥3,006,000
Loss:¥2,800,000
Total:¥206,000
PF:1.07%
Three Minute
High: W:407 L:278 59.42%
Low: W:301 L:239 55.74%
Total:W:708 L:517 57.8%
Entry:¥6,125,000
Profit:¥3,186,000
Loss:¥2,585,000
Total:¥601,000
PF:1.23%
Five Minute
High: W:404 L:280 59.06%
Low: W:314 L:228 57.93%
Total:W:718 L:508 58.56%
Entry:¥6,130,000
Profit:¥3,051,500
Loss:¥2,540,000
Total:¥511,500
PF:1.2%
NZDJPY
One Minute
High: W:389 L:315 55.26%
Low: W:342 L:245 58.26%
Total:W:731 L:560 56.62%
Entry:¥6,455,000
Profit:¥3,289,500
Loss:¥2,800,000
Total:¥489,500
PF:1.17%
Three Minute
High: W:388 L:320 54.8%
Low: W:354 L:236 60.0%
Total:W:742 L:556 57.16%
Entry:¥6,490,000
Profit:¥3,339,000
Loss:¥2,780,000
Total:¥559,000
PF:1.2%
Five Minute
High: W:385 L:321 54.53%
Low: W:354 L:236 60.0%
Total:W:739 L:557 57.02%
Entry:¥6,480,000
Profit:¥3,140,750
Loss:¥2,785,000
Total:¥355,750
PF:1.13%
NZDUSD
One Minute
High: W:835 L:728 53.42%
Low: W:797 L:785 50.38%
Total:W:1632 L:1513 51.89%
Entry:¥15,725,000
Profit:¥7,344,000
Loss:¥7,565,000
Total:¥-221,000
PF:0.97%
Three Minute
High: W:881 L:683 56.33%
Low: W:846 L:741 53.31%
Total:W:1727 L:1424 54.81%
Entry:¥15,755,000
Profit:¥7,771,500
Loss:¥7,120,000
Total:¥651,500
PF:1.09%
Five Minute
High: W:887 L:677 56.71%
Low: W:820 L:768 51.64%
Total:W:1707 L:1445 54.16%
Entry:¥15,760,000
Profit:¥7,254,750
Loss:¥7,225,000
Total:¥29,750
PF:1.0%
USDCAD
One Minute
High: W:691 L:613 52.99%
Low: W:614 L:548 52.84%
Total:W:1305 L:1161 52.92%
Entry:¥12,330,000
Profit:¥5,872,500
Loss:¥5,805,000
Total:¥67,500
PF:1.01%
Three Minute
High: W:728 L:579 55.7%
Low: W:604 L:558 51.98%
Total:W:1332 L:1137 53.95%
Entry:¥12,345,000
Profit:¥5,994,000
Loss:¥5,685,000
Total:¥309,000
PF:1.05%
Five Minute
High: W:760 L:547 58.15%
Low: W:623 L:540 53.57%
Total:W:1383 L:1087 55.99%
Entry:¥12,350,000
Profit:¥5,877,750
Loss:¥5,435,000
Total:¥442,750
PF:1.08%
USDCHF
One Minute
High: W:918 L:999 47.89%
Low: W:852 L:911 48.33%
Total:W:1770 L:1910 48.1%
Entry:¥18,400,000
Profit:¥7,965,000
Loss:¥9,550,000
Total:¥-1,585,000
PF:0.83%
Three Minute
High: W:1019 L:901 53.07%
Low: W:959 L:807 54.3%
Total:W:1978 L:1708 53.66%
Entry:¥18,430,000
Profit:¥8,901,000
Loss:¥8,540,000
Total:¥361,000
PF:1.04%
Five Minute
High: W:1074 L:848 55.88%
Low: W:974 L:792 55.15%
Total:W:2048 L:1640 55.53%
Entry:¥18,440,000
Profit:¥8,704,000
Loss:¥8,200,000
Total:¥504,000
PF:1.06%
