RSIめっちゃ使いやすいけど、ほぼ全通貨でマイナスです。
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CADJPY
Total net profit -5633.73 Gross profit 42707.00 Gross loss -48340.73
Profit factor 0.88 Expected payoff -2.53 Absolute drawdown 5646.52
Maximal drawdown 5747.97 (56.90%) Relative drawdown56.90% (5747.97)
Total trades 2223 Short positions 1094 (59.60%) Long positions 1129 (62.00%)
Profit trades 1352 (60.82%) Loss trades 871 (39.18%) Largestprofit trade 280.65
loss trade -833.49 Averageprofit trade 31.59 loss trade -55.50
Maximumconsecutive wins 11 (359.78) consecutive losses 7 (-136.77)
Maximalconsecutive profit 705.64 (9) consecutive loss -865.37 (2)
Averageconsecutive wins:2 consecutive losses:2
CHFJPY
Total net profit -3585.11 Gross profit 30231.65 Gross loss -33816.77
Profit factor 0.89 Expected payoff -1.75 Absolute drawdown 4461.09
Maximal drawdown 4506.34 (44.86%) Relative drawdown 44.86% (4506.34)
Total trades 2051 Short positions 985 (61.93%) Long positions 1066 (61.44%)
Profit trades 1265 (61.68%) Loss trades 786 (38.32%) Largestprofit trade 282.73
loss trade -3219.08 Averageprofit trade 23.90 loss trade -43.02
Maximumconsecutive wins 14 (323.20) consecutive losses 9 (-294.33)
Maximalconsecutive profit 646.16 (13) consecutive loss -3219.08 (1)
Averageconsecutive wins:3 consecutive losses:2
USDCHF
Total net profit -3596.47 Gross profit 43665.98 Gross loss -47262.45
Profit factor 0.92 Expected payoff -1.56 Absolute drawdown 3743.38
Maximal drawdown 6030.94 (49.08%) Relative drawdown 49.08% (6030.94)
Total trades 2307 Short positions 1143 (60.80%) Long positions 1164 (64.00%)
Profit trades 1440 (62.42%) Loss trades 867 (37.58%) Largestprofit trade 872.12
loss trade -617.92 Averageprofit trade 30.32 loss trade -54.51
Maximumconsecutive wins 20 (1408.91) consecutive losses 7 (-332.43)
Maximalconsecutive profit 1408.91 (20) consecutive loss -617.92 (1)
Averageconsecutive wins:3 consecutive losses:2
USDCAD
Total net profit -1366.60 Gross profit 47838.47 Gross loss -49205.07
Profit factor 0.97 Expected payoff -0.61 Absolute drawdown 2515.05
Maximal drawdown 3103.04 (27.65%) Relative drawdown 27.65% (3103.04)
Total trades 2258 Short positions 1145 (63.14%) Long positions 1113 (63.97%)
Profit trades 1435 (63.55%) Loss trades 823 (36.45%) Largestprofit trade 249.34
loss trade -476.92 Averageprofit trade 33.34 loss trade -59.79
Maximumconsecutive wins 19 (726.71) consecutive losses 6 (-265.29)
Maximalconsecutive profit 726.71 (19) consecutive loss -533.39 (2)
Averageconsecutive wins:3 consecutive losses:2
