RSI-based soaring plummeting logic verification 【17 selections released !!】
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!
USDJPY
One Minute
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%
Three Minute
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%
Five Minute
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
One Minute
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%
Three Minute
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%
Five Minute
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
One Minute
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%
Three Minute
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%
Five Minute
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
One Minute
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%
Three Minute
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%
Five Minute
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
One Minute
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%
Three Minute
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%
Five Minute
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
One Minute
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%
Three Minute
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%
Five Minute
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%
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%
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%
