【ターボトレーダー必見！】RSIと急騰急落ロジック【※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RSI30以下1分足RSI20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5分足RSI70以上1分足RSI80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:273 L:208 56.76%
Low: W:266 L:181 59.51%
Total:W:539 L:389 58.08%
Entry:¥4,640,000
Profit:¥2,425,500
Loss:¥1,945,000
Total:¥480,500
PF:1.25%
3分後
High: W:173 L:209 45.29%
Low: W:265 L:182 59.28%
Total:W:438 L:391 52.83%
Entry:¥4,145,000
Profit:¥1,971,000
Loss:¥1,955,000
Total:¥16,000
PF:1.01%
5分後
High: W:268 L:214 55.6%
Low: W:270 L:176 60.54%
Total:W:538 L:390 57.97%
Entry:¥4,640,000
Profit:¥2,286,500
Loss:¥1,950,000
Total:¥336,500
PF:1.17%

EURUSD
1分後
High: W:251 L:172 59.34%
Low: W:274 L:211 56.49%
Total:W:525 L:383 57.82%
Entry:¥4,540,000
Profit:¥2,362,500
Loss:¥1,915,000
Total:¥447,500
PF:1.23%
3分後
High: W:243 L:179 57.58%
Low: W:287 L:199 59.05%
Total:W:530 L:378 58.37%
Entry:¥4,540,000
Profit:¥2,385,000
Loss:¥1,890,000
Total:¥495,000
PF:1.26%
5分後
High: W:234 L:189 55.32%
Low: W:287 L:198 59.18%
Total:W:521 L:387 57.38%
Entry:¥4,540,000
Profit:¥2,214,250
Loss:¥1,935,000
Total:¥279,250
PF:1.14%

EURJPY
1分後
High: W:261 L:179 59.32%
Low: W:246 L:176 58.29%
Total:W:507 L:355 58.82%
Entry:¥4,310,000
Profit:¥2,281,500
Loss:¥1,775,000
Total:¥506,500
PF:1.29%
3分後
High: W:252 L:188 57.27%
Low: W:257 L:165 60.9%
Total:W:509 L:353 59.05%
Entry:¥4,310,000
Profit:¥2,290,500
Loss:¥1,765,000
Total:¥525,500
PF:1.3%
5分後
High: W:249 L:193 56.33%
Low: W:253 L:169 59.95%
Total:W:502 L:362 58.1%
Entry:¥4,320,000
Profit:¥2,133,500
Loss:¥1,810,000
Total:¥323,500
PF:1.18%

EURGBP
1分後
High: W:213 L:154 58.04%
Low: W:262 L:169 60.79%
Total:W:475 L:323 59.52%
Entry:¥3,990,000
Profit:¥2,137,500
Loss:¥1,615,000
Total:¥522,500
PF:1.32%
3分後
High: W:226 L:142 61.41%
Low: W:260 L:172 60.19%
Total:W:486 L:314 60.75%
Entry:¥4,000,000
Profit:¥2,187,000
Loss:¥1,570,000
Total:¥617,000
PF:1.39%
5分後
High: W:228 L:139 62.13%
Low: W:265 L:167 61.34%
Total:W:493 L:306 61.7%
Entry:¥3,995,000
Profit:¥2,095,250
Loss:¥1,530,000
Total:¥565,250
PF:1.37%

GBPJPY
1分後
High: W:277 L:171 61.83%
Low: W:226 L:145 60.92%
Total:W:503 L:316 61.42%
Entry:¥4,095,000
Profit:¥2,263,500
Loss:¥1,580,000
Total:¥683,500
PF:1.43%
3分後
High: W:275 L:175 61.11%
Low: W:225 L:148 60.32%
Total:W:500 L:323 60.75%
Entry:¥4,115,000
Profit:¥2,250,000
Loss:¥1,615,000
Total:¥635,000
PF:1.39%
5分後
High: W:270 L:179 60.13%
Low: W:223 L:147 60.27%
Total:W:493 L:326 60.2%
Entry:¥4,095,000
Profit:¥2,095,250
Loss:¥1,630,000
Total:¥465,250
PF:1.29%

GBPAUD
1分後
High: W:192 L:102 65.31%
Low: W:154 L:101 60.39%
Total:W:346 L:203 63.02%
Entry:¥2,745,000
Profit:¥1,557,000
Loss:¥1,015,000
Total:¥542,000
PF:1.53%
3分後
High: W:196 L:98 66.67%
Low: W:143 L:112 56.08%
Total:W:339 L:210 61.75%
Entry:¥2,745,000
Profit:¥1,525,500
Loss:¥1,050,000
Total:¥475,500
PF:1.45%
5分後
High: W:189 L:105 64.29%
Low: W:150 L:105 58.82%
Total:W:339 L:210 61.75%
Entry:¥2,745,000
Profit:¥1,440,750
Loss:¥1,050,000
Total:¥390,750
PF:1.37%

AUDJPY
1分後
High: W:216 L:183 54.14%
Low: W:187 L:129 59.18%
Total:W:403 L:312 56.36%
Entry:¥3,575,000
Profit:¥1,813,500
Loss:¥1,560,000
Total:¥253,500
PF:1.16%
3分後
High: W:226 L:171 56.93%
Low: W:195 L:121 61.71%
Total:W:421 L:292 59.05%
Entry:¥3,565,000
Profit:¥1,894,500
Loss:¥1,460,000
Total:¥434,500
PF:1.3%
5分後
High: W:227 L:172 56.89%
Low: W:193 L:123 61.08%
Total:W:420 L:295 58.74%
Entry:¥3,575,000
Profit:¥1,785,000
Loss:¥1,475,000
Total:¥310,000
PF:1.21%

AUDNZD
1分後
High: W:188 L:135 58.2%
Low: W:137 L:78 63.72%
Total:W:325 L:213 60.41%
Entry:¥2,690,000
Profit:¥1,462,500
Loss:¥1,065,000
Total:¥397,500
PF:1.37%
3分後
High: W:225 L:98 69.66%
Low: W:131 L:85 60.65%
Total:W:356 L:183 66.05%
Entry:¥2,695,000
Profit:¥1,602,000
Loss:¥915,000
Total:¥687,000
PF:1.75%
5分後
High: W:225 L:98 69.66%
Low: W:127 L:88 59.07%
Total:W:352 L:186 65.43%
Entry:¥2,690,000
Profit:¥1,496,000
Loss:¥930,000
Total:¥566,000
PF:1.61%

AUDUSD
1分後
High: W:268 L:192 58.26%
Low: W:283 L:188 60.08%
Total:W:551 L:380 59.18%
Entry:¥4,655,000
Profit:¥2,479,500
Loss:¥1,900,000
Total:¥579,500
PF:1.3%
3分後
High: W:278 L:186 59.91%
Low: W:275 L:196 58.39%
Total:W:553 L:382 59.14%
Entry:¥4,675,000
Profit:¥2,488,500
Loss:¥1,910,000
Total:¥578,500
PF:1.3%
5分後
High: W:276 L:186 59.74%
Low: W:297 L:174 63.06%
Total:W:573 L:360 61.41%
Entry:¥4,665,000
Profit:¥2,435,250
Loss:¥1,800,000
Total:¥635,250
PF:1.35%

EURAUD
1分後
High: W:210 L:106 66.46%
Low: W:177 L:153 53.64%
Total:W:387 L:259 59.91%
Entry:¥3,230,000
Profit:¥1,741,500
Loss:¥1,295,000
Total:¥446,500
PF:1.34%
3分後
High: W:221 L:95 69.94%
Low: W:191 L:139 57.88%
Total:W:412 L:234 63.78%
Entry:¥3,230,000
Profit:¥1,854,000
Loss:¥1,170,000
Total:¥684,000
PF:1.58%
5分後
High: W:212 L:104 67.09%
Low: W:190 L:140 57.58%
Total:W:402 L:244 62.23%
Entry:¥3,230,000
Profit:¥1,708,500
Loss:¥1,220,000
Total:¥488,500
PF:1.4%

GBPAUD
1分後
High: W:192 L:102 65.31%
Low: W:153 L:100 60.47%
Total:W:345 L:202 63.07%
Entry:¥2,735,000
Profit:¥1,552,500
Loss:¥1,010,000
Total:¥542,500
PF:1.54%
3分後
High: W:196 L:98 66.67%
Low: W:143 L:110 56.52%
Total:W:339 L:208 61.97%
Entry:¥2,735,000
Profit:¥1,525,500
Loss:¥1,040,000
Total:¥485,500
PF:1.47%
5分後
High: W:190 L:105 64.41%
Low: W:149 L:104 58.89%
Total:W:339 L:209 61.86%
Entry:¥2,740,000
Profit:¥1,440,750
Loss:¥1,045,000
Total:¥395,750
PF:1.38%

CADJPY
1分後
High: W:215 L:158 57.64%
Low: W:177 L:126 58.42%
Total:W:392 L:284 57.99%
Entry:¥3,380,000
Profit:¥1,764,000
Loss:¥1,420,000
Total:¥344,000
PF:1.24%
3分後
High: W:208 L:165 55.76%
Low: W:181 L:122 59.74%
Total:W:389 L:287 57.54%
Entry:¥3,380,000
Profit:¥1,750,500
Loss:¥1,435,000
Total:¥315,500
PF:1.22%
5分後
High: W:206 L:167 55.23%
Low: W:179 L:124 59.08%
Total:W:385 L:291 56.95%
Entry:¥3,380,000
Profit:¥1,636,250
Loss:¥1,455,000
Total:¥181,250
PF:1.12%

CHFJPY
1分後
High: W:191 L:136 58.41%
Low: W:165 L:92 64.2%
Total:W:356 L:228 60.96%
Entry:¥2,920,000
Profit:¥1,602,000
Loss:¥1,140,000
Total:¥462,000
PF:1.41%
3分後
High: W:204 L:125 62.01%
Low: W:174 L:83 67.7%
Total:W:378 L:208 64.51%
Entry:¥2,930,000
Profit:¥1,701,000
Loss:¥1,040,000
Total:¥661,000
PF:1.64%
5分後
High: W:197 L:131 60.06%
Low: W:171 L:85 66.8%
Total:W:368 L:216 63.01%
Entry:¥2,920,000
Profit:¥1,564,000
Loss:¥1,080,000
Total:¥484,000
PF:1.45%

NZDJPY
1分後
High: W:237 L:154 60.61%
Low: W:173 L:127 57.67%
Total:W:410 L:281 59.33%
Entry:¥3,455,000
Profit:¥1,845,000
Loss:¥1,405,000
Total:¥440,000
PF:1.31%
3分後
High: W:247 L:144 63.17%
Low: W:179 L:122 59.47%
Total:W:426 L:266 61.56%
Entry:¥3,460,000
Profit:¥1,917,000
Loss:¥1,330,000
Total:¥587,000
PF:1.44%
5分後
High: W:240 L:151 61.38%
Low: W:191 L:111 63.25%
Total:W:431 L:262 62.19%
Entry:¥3,465,000
Profit:¥1,831,750
Loss:¥1,310,000
Total:¥521,750
PF:1.4%

NZDUSD
1分後
High: W:320 L:252 55.94%
Low: W:318 L:214 59.77%
Total:W:638 L:466 57.79%
Entry:¥5,520,000
Profit:¥2,871,000
Loss:¥2,330,000
Total:¥541,000
PF:1.23%
3分後
High: W:340 L:233 59.34%
Low: W:352 L:180 66.17%
Total:W:692 L:413 62.62%
Entry:¥5,525,000
Profit:¥3,114,000
Loss:¥2,065,000
Total:¥1,049,000
PF:1.51%
5分後
High: W:348 L:225 60.73%
Low: W:331 L:202 62.1%
Total:W:679 L:427 61.39%
Entry:¥5,530,000
Profit:¥2,885,750
Loss:¥2,135,000
Total:¥750,750
PF:1.35%

USDCAD
1分後
High: W:311 L:219 58.68%
Low: W:239 L:221 51.96%
Total:W:550 L:440 55.56%
Entry:¥4,950,000
Profit:¥2,475,000
Loss:¥2,200,000
Total:¥275,000
PF:1.12%
3分後
High: W:316 L:214 59.62%
Low: W:260 L:200 56.52%
Total:W:576 L:414 58.18%
Entry:¥4,950,000
Profit:¥2,592,000
Loss:¥2,070,000
Total:¥522,000
PF:1.25%
5分後
High: W:312 L:218 58.87%
Low: W:248 L:212 53.91%
Total:W:560 L:430 56.57%
Entry:¥4,950,000
Profit:¥2,380,000
Loss:¥2,150,000
Total:¥230,000
PF:1.11%

USDCHF
1分後
High: W:383 L:276 58.12%
Low: W:323 L:244 56.97%
Total:W:706 L:520 57.59%
Entry:¥6,130,000
Profit:¥3,177,000
Loss:¥2,600,000
Total:¥577,000
PF:1.22%
3分後
High: W:407 L:251 61.85%
Low: W:315 L:254 55.36%
Total:W:722 L:505 58.84%
Entry:¥6,135,000
Profit:¥3,249,000
Loss:¥2,525,000
Total:¥724,000
PF:1.29%
5分後
High: W:411 L:251 62.08%
Low: W:327 L:242 57.47%
Total:W:738 L:493 59.95%
Entry:¥6,155,000
Profit:¥3,136,500
Loss:¥2,465,000
Total:¥671,500
PF:1.27%