ストキャスティクスと急騰急落の組み合わせロジック【※検証結果17選】

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！

USDJPY
1分後
High: W:600 L:516 53.76%
Low: W:575 L:483 54.35%
Total:W:1175 L:999 54.05%
Entry:¥10,870,000
Profit:¥5,287,500
Loss:¥4,995,000
Total:¥292,500
PF:1.06%
3分後
High: W:623 L:495 55.72%
Low: W:591 L:469 55.75%
Total:W:1214 L:964 55.74%
Entry:¥10,890,000
Profit:¥5,463,000
Loss:¥4,820,000
Total:¥643,000
PF:1.13%
5分後
High: W:632 L:488 56.43%
Low: W:610 L:452 57.44%
Total:W:1242 L:940 56.92%
Entry:¥10,910,000
Profit:¥5,278,500
Loss:¥4,700,000
Total:¥578,500
PF:1.12%

EURUSD
1分後
High: W:702 L:551 56.03%
Low: W:650 L:505 56.28%
Total:W:1352 L:1056 56.15%
Entry:¥12,040,000
Profit:¥6,084,000
Loss:¥5,280,000
Total:¥804,000
PF:1.15%
3分後
High: W:714 L:539 56.98%
Low: W:662 L:495 57.22%
Total:W:1376 L:1034 57.1%
Entry:¥12,050,000
Profit:¥6,192,000
Loss:¥5,170,000
Total:¥1,022,000
PF:1.2%
5分後
High: W:711 L:543 56.7%
Low: W:684 L:471 59.22%
Total:W:1395 L:1014 57.91%
Entry:¥12,045,000
Profit:¥5,928,750
Loss:¥5,070,000
Total:¥858,750
PF:1.17%

EURJPY
1分後
High: W:484 L:377 56.21%
Low: W:495 L:336 59.57%
Total:W:979 L:713 57.86%
Entry:¥8,460,000
Profit:¥4,405,500
Loss:¥3,565,000
Total:¥840,500
PF:1.24%
3分後
High: W:495 L:366 57.49%
Low: W:496 L:335 59.69%
Total:W:991 L:701 58.57%
Entry:¥8,460,000
Profit:¥4,459,500
Loss:¥3,505,000
Total:¥954,500
PF:1.27%
5分後
High: W:501 L:361 58.12%
Low: W:488 L:343 58.72%
Total:W:989 L:704 58.42%
Entry:¥8,465,000
Profit:¥4,203,250
Loss:¥3,520,000
Total:¥683,250
PF:1.19%

EURGBP
1分後
High: W:511 L:383 57.16%
Low: W:450 L:321 58.37%
Total:W:961 L:704 57.72%
Entry:¥8,325,000
Profit:¥4,324,500
Loss:¥3,520,000
Total:¥804,500
PF:1.23%
3分後
High: W:538 L:357 60.11%
Low: W:456 L:314 59.22%
Total:W:994 L:671 59.7%
Entry:¥8,325,000
Profit:¥4,473,000
Loss:¥3,355,000
Total:¥1,118,000
PF:1.33%
5分後
High: W:538 L:356 60.18%
Low: W:466 L:303 60.6%
Total:W:1004 L:659 60.37%
Entry:¥8,315,000
Profit:¥4,267,000
Loss:¥3,295,000
Total:¥972,000
PF:1.29%

GBPJPY
1分後
High: W:554 L:373 59.76%
Low: W:457 L:323 58.59%
Total:W:1011 L:696 59.23%
Entry:¥8,535,000
Profit:¥4,549,500
Loss:¥3,480,000
Total:¥1,069,500
PF:1.31%
3分後
High: W:555 L:372 59.87%
Low: W:458 L:320 58.87%
Total:W:1013 L:692 59.41%
Entry:¥8,525,000
Profit:¥4,558,500
Loss:¥3,460,000
Total:¥1,098,500
PF:1.32%
5分後
High: W:542 L:385 58.47%
Low: W:456 L:324 58.46%
Total:W:998 L:709 58.47%
Entry:¥8,535,000
Profit:¥4,241,500
Loss:¥3,545,000
Total:¥696,500
PF:1.2%

GBPUSD
1分後
High: W:729 L:572 56.03%
Low: W:604 L:529 53.31%
Total:W:1333 L:1101 54.77%
Entry:¥12,170,000
Profit:¥5,998,500
Loss:¥5,505,000
Total:¥493,500
PF:1.09%
3分後
High: W:714 L:588 54.84%
Low: W:608 L:526 53.62%
Total:W:1322 L:1114 54.27%
Entry:¥12,180,000
Profit:¥5,949,000
Loss:¥5,570,000
Total:¥379,000
PF:1.07%
5分後
High: W:730 L:573 56.02%
Low: W:653 L:484 57.43%
Total:W:1383 L:1057 56.68%
Entry:¥12,200,000
Profit:¥5,877,750
Loss:¥5,285,000
Total:¥592,750
PF:1.11%

AUDJPY
1分後
High: W:451 L:377 54.47%
Low: W:421 L:306 57.91%
Total:W:872 L:683 56.08%
Entry:¥7,775,000
Profit:¥3,924,000
Loss:¥3,415,000
Total:¥509,000
PF:1.15%
3分後
High: W:466 L:362 56.28%
Low: W:446 L:281 61.35%
Total:W:912 L:643 58.65%
Entry:¥7,775,000
Profit:¥4,104,000
Loss:¥3,215,000
Total:¥889,000
PF:1.28%
5分後
High: W:479 L:349 57.85%
Low: W:440 L:286 60.61%
Total:W:919 L:635 59.14%
Entry:¥7,770,000
Profit:¥3,905,750
Loss:¥3,175,000
Total:¥730,750
PF:1.23%

AUDNZD
1分後
High: W:389 L:281 58.06%
Low: W:292 L:166 63.76%
Total:W:681 L:447 60.37%
Entry:¥5,640,000
Profit:¥3,064,500
Loss:¥2,235,000
Total:¥829,500
PF:1.37%
3分後
High: W:424 L:246 63.28%
Low: W:263 L:196 57.3%
Total:W:687 L:442 60.85%
Entry:¥5,645,000
Profit:¥3,091,500
Loss:¥2,210,000
Total:¥881,500
PF:1.4%
5分後
High: W:425 L:245 63.43%
Low: W:260 L:198 56.77%
Total:W:685 L:443 60.73%
Entry:¥5,640,000
Profit:¥2,911,250
Loss:¥2,215,000
Total:¥696,250
PF:1.31%

AUDUSD
1分後
High: W:702 L:560 55.63%
Low: W:637 L:523 54.91%
Total:W:1339 L:1083 55.28%
Entry:¥12,110,000
Profit:¥6,025,500
Loss:¥5,415,000
Total:¥610,500
PF:1.11%
3分後
High: W:729 L:533 57.77%
Low: W:618 L:544 53.18%
Total:W:1347 L:1077 55.57%
Entry:¥12,120,000
Profit:¥6,061,500
Loss:¥5,385,000
Total:¥676,500
PF:1.13%
5分後
High: W:720 L:542 57.05%
Low: W:645 L:517 55.51%
Total:W:1365 L:1059 56.31%
Entry:¥12,120,000
Profit:¥5,801,250
Loss:¥5,295,000
Total:¥506,250
PF:1.1%

EURAUD
1分後
High: W:408 L:266 60.53%
Low: W:324 L:250 56.45%
Total:W:732 L:516 58.65%
Entry:¥6,240,000
Profit:¥3,294,000
Loss:¥2,580,000
Total:¥714,000
PF:1.28%
3分後
High: W:403 L:270 59.88%
Low: W:342 L:232 59.58%
Total:W:745 L:502 59.74%
Entry:¥6,235,000
Profit:¥3,352,500
Loss:¥2,510,000
Total:¥842,500
PF:1.34%
5分後
High: W:412 L:263 61.04%
Low: W:350 L:224 60.98%
Total:W:762 L:487 61.01%
Entry:¥6,245,000
Profit:¥3,238,500
Loss:¥2,435,000
Total:¥803,500
PF:1.33%

GBPAUD
1分後
High: W:314 L:215 59.36%
Low: W:262 L:192 57.71%
Total:W:576 L:407 58.6%
Entry:¥4,915,000
Profit:¥2,592,000
Loss:¥2,035,000
Total:¥557,000
PF:1.27%
3分後
High: W:328 L:202 61.89%
Low: W:255 L:200 56.04%
Total:W:583 L:402 59.19%
Entry:¥4,925,000
Profit:¥2,623,500
Loss:¥2,010,000
Total:¥613,500
PF:1.31%
5分後
High: W:315 L:215 59.43%
Low: W:258 L:197 56.7%
Total:W:573 L:412 58.17%
Entry:¥4,925,000
Profit:¥2,435,250
Loss:¥2,060,000
Total:¥375,250
PF:1.18%

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%