FX RSI ロジックは資金が75%溶けるようですね。「え？RSI使ってトレードしてるの？」
FXのトレード手法がなかなか思いつかなくて、いろんなインジケーターをいれてトレードしているんだけど結局度のインジケーターがいいのかわかんないんだよね。インディケータごとの勝率や通貨ごとの勝率が知りたいな～！
今回はこんな議題を解決していこうと思います。
前回ではFXでよくあるインディケータということで、MA CRossのロジックを過去5年間で検証してみました！よかったら見てみてね。
今回なんですが、MACrossに続き第2弾としてみんながよく知るRSIというインディケータを過去検証していこうと思います。
注文はRSI30以下で買い注文 70以上で売り注文
決済は70以上で買いの決済 30以下で売り決済
検証する足は5分足
このロジックで過去検証していきます。
続いてAUDJPY
Total net profit -7376.76 Gross profit 31121.40 Gross loss -38498.16
Profit factor 0.81 Expected payoff -3.34 Absolute drawdown 7510.86
Maximal drawdown 7731.53 (75.65%) Relative drawdown 75.65% (7731.53)
Total trades 2211 Short positions 1089 (59.41%) Long positions 1122 (58.91%)
Profit trades 1308 (59.16%) Loss trades 903 (40.84%) Largestprofit trade 151.75
loss trade -896.40 Averageprofit trade 23.79 loss trade -42.63
Maximumconsecutive wins 15 (266.84) consecutive losses 6 (-427.02)
Maximalconsecutive profit 567.55 (6) consecutive loss -1044.27 (3)
Averageconsecutive wins:2 consecutive losses:2
AUDUSD
Total net profit -2975.46 Gross profit 42720.08 Gross loss -45695.54
Profit factor 0.93 Expected payoff -1.30 Absolute drawdown 3370.76
Maximal drawdown 3718.40 (35.93%) Relative drawdown35.93% (3718.40)
Total trades 2287 Short positions 1118 (62.79%) Long positions 1169 (61.51%)
Profit trades 1421 (62.13%) Loss trades 866 (37.87%) Largestprofit trade 206.20
loss trade -898.39 Averageprofit trade 30.06 loss trade -52.77
Maximumconsecutive wins 17 (574.62) consecutive losses 9 (-552.54)
Maximalconsecutive profit 574.62 (17) consecutive loss -1009.39 (2)
Averageconsecutive wins:3 consecutive losses:2
NZDJPY
Total net profit -5376.88 Gross profit 37991.12 Gross loss -43367.99
Profit factor 0.88 Expected payoff -2.45 Absolute drawdown 5737.09
Maximal drawdown 6252.79 (59.46%) Relative drawdown59.46% (6252.79)
Total trades 2194 Short positions 1084 (61.35%) Long positions 1110 (59.46%)
Profit trades 1325 (60.39%) Loss trades 869 (39.61%) Largestprofit trade 326.92
loss trade -721.63 Averageprofit trade 28.67 loss trade -49.91
Maximumconsecutive wins 17 (509.32) consecutive losses 8 (-175.82)
Maximalconsecutive profit 632.04 (6) consecutive loss -897.38 (5)
Averageconsecutive wins:3 consecutive losses:2
NZDUSD
Total net profit -3453.52 Gross profit 37447.81 Gross loss -40901.32
Profit factor 0.92 Expected payoff -1.52 Absolute drawdown 3927.54
Maximal drawdown 4434.05 (42.20%) Relative drawdown 42.20% (4434.05)
Total trades 2275 Short positions 1141 (61.52%) Long positions 1134 (61.02%)
Profit trades 1394 (61.27%) Loss trades 881 (38.73%) Largestprofit trade 211.40
loss trade -418.79 Averageprofit trade 26.86 loss trade -46.43
Maximumconsecutive wins 14 (178.01) consecutive losses 8 (-435.79) Maximalconsecutive profit 454.10 (8) consecutive loss -485.69 (5)
Averageconsecutive wins:3 consecutive losses:2
