FX Rogic MA Crossはシンプルすぎる！もっとひねろう！検証結果はこちら↓
FXトレードでお金を稼ぎたいと思っているんだけど、手法が特に決まっていなくて過去検証するにもプログラミングもできないんだよね・・・。
MT4にかいろんなインディケータがあるからそれぞれの勝率がわかったら嬉しいな。
今回はこんな課題をもってFXでよく使われる手法や、MT4のインディケータを過去チャートから検証して過去5年間の勝率、利益、損失、プロフィットファクターまでMT4で取得できる数字をすべて公開ししていきたいと思います。
いきなり検証を始めていきますが、第一回は2本のMoving Averageがクロスという手法で検証してみたいと思います。
注文は、MA中期線がパラメータは50、長期戦を100とします。普段から5分足で検証しているので、今回も5分足で検証します。
決済もクロスです。
前回の続きでCADJPY
Total net profit-3488.96 Gross profit 39494.43 Gross loss -42983.39
Profit factor 0.92 Expected payoff -2.27 Absolute drawdown 3506.00
Maximal drawdown 8841.47 (57.65%) Relative drawdown 57.65% (8841.47)
Total trades 1540 Short positions 771 (47.86%) Long positions 769 (47.85%)
Profit trades 737 (47.86% )Loss trades 803 (52.14%) Largestprofit trade 804.48
loss trade -478.48 Averageprofit trade 53.59 loss trade -53.53
Maximumconsecutive wins 8 (526.28) consecutive losses 9 (-230.53)
Maximalconsecutive profit 1672.66 (7) consecutive loss -626.36 (3)
Averageconsecutive wins:2 consecutive losses:2
USDCAD
Total net profit -586.73 Gross profit 33085.50 Gross loss -33672.23
Profit factor 0.98 Expected payoff -0.37 Absolute drawdown 1446.05
Maximal drawdown 2922.18 (25.46%) Relative drawdown 25.46% (2922.18)
Total trades 1567 Short positions 784 (51.02%) Long positions 783 (51.98%)
Profit trades 807 (51.50%) Loss trades 760 (48.50%) Largestprofit trade 378.00
loss trade -581.12 Averageprofit trade 41.00 loss trade -44.31
Maximumconsecutive wins 11 (368.52) consecutive losses 8 (-233.11)
Maximalconsecutive profit 539.83 (5) consecutive loss -581.12 (1)
Averageconsecutive wins:2 consecutive losses:2
USDCHF
Total net profit -3768.21 Gross profit 29212.55 Gross loss-32980.76
Profit factor 0.89 Expected payoff -2.26 Absolute drawdown 4004.14
Maximal drawdown 4004.14 (40.04%) Relative drawdown 40.04% (4004.14)
Total trades 1665 Short positions 833 (48.14%) Long positions 832 (51.08%)
Profit trades 826 (49.61%) Loss trades 839 (50.39%) Largestprofit trade 377.22
loss trade -1435.80 Averageprofit trade 35.37 loss trade -39.31
Maximumconsecutive wins 11 (452.37) consecutive losses 15 (-300.74)
Maximalconsecutive profit 653.23 (8) consecutive loss -1719.97 (5)
Averageconsecutive wins:2 consecutive losses:2
CHFJPY
Total net profit-7199.60 Gross profit 25177.96 Gross loss -32377.56
Profit factor 0.78 Expected payoff -4.49 Absolute drawdown 7330.08
Maximal drawdown 8565.11 (76.24%) Relative drawdown 76.24% (8565.11)
Total trades 1602 Short positions 801 (45.69%) Long positions 801 (47.82%)
Profit trades 749 (46.75%) Loss trades 853 (53.25%) Largestprofit trade 1121.59
loss trade -621.35 Averageprofit trade 33.62 loss trade -37.96
Maximumconsecutive wins 8 (465.41) consecutive losses 8 (-155.42)
Maximalconsecutive profit 1179.86 (2) consecutive loss -621.35 (1)
Averageconsecutive wins:2 consecutive losses:2
