FXで有名なインディケータ「ボリンジャーバンド」は使ってはいけない！？勝率は60%前後なのに利益なし！？
FXでよく使われているインディケータでボリンジャーバンドってあるよね。結構有名なインディケータだけどやっぱり優秀なインディケータってことかな？バイナリーオプションだと勝率高くなかったけど、FXは獲得Pips重視だから勝率高いのかな？
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、CCI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、CCIに続き第3弾としてMoving Averageと標準偏差が2倍離れた位置を表示してくれるボリンジャーバンドというトレンド系のインディケーターで検証していこうと思います！
注文はBolliner Bands2σのlower bandが終値以下で買い注文 Bollinger Bands2σのupper bandが終値以上で売り注文
決済はBolliner Bands2σのlower bandが終値以上で買いの決済 Bolliner Bands2σのlower bandが終値以下で売り決済
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 -9994.00 Gross profit 26720.72 Gross loss -36714.72
Profit factor 0.73 Expected payoff -2.69 Absolute drawdown 9994.00
Maximal drawdown 10001.27 (99.94%) Relative drawdown 99.94% (10001.27)
Total trades 3710 Short positions 1883 (58.26%) Long positions 1827 (60.04%)
Profit trades 2194 (59.14%) Loss trades 1516 (40.86%) Largestprofit trade 126.87
loss trade -343.22 Averageprofit trade 12.18 loss trade -24.22
Maximumconsecutive wins 18 (167.61) consecutive losses 7 (-60.53)
Maximalconsecutive profit 320.82 (6) consecutive loss -534.58 (4)
Averageconsecutive wins:2 consecutive losses:2
AUDUSD
Total net profit -5832.42 Gross profit 54624.63 Gross loss -60457.04
Profit factor 0.90 Expected payoff -0.80 Absolute drawdown 6484.01
Maximal drawdown 7457.42 (67.96%) Relative drawdown 67.96% (7457.42)
Total trades 7289 Short positions 3657 (62.10%) Long positions 3632 (62.00%)
Profit trades 4523 (62.05%) Loss trades 2766 (37.95%) Largestprofit trade 150.40
loss trade -290.66 Averageprofit trade 12.08 loss trade -21.86
Maximumconsecutive wins 15 (165.41) consecutive losses 8 (-66.20)
Maximalconsecutive profit 416.90 (11) consecutive loss -336.86 (2)
Averageconsecutive wins:3 consecutive losses:2
NZDJPY
Total net profit -10003.79 Gross profit 55961.20 Gross loss -65964.98
Profit factor 0.85 Expected payoff -1.46 Absolute drawdown 10003.79
Maximal drawdown 10937.99 (100.03%) Relative drawdown 100.03% (10937.99)
Total trades 6843 Short positions 3388 (59.53%) Long positions 3455 (59.07%)
Profit trades 4058 (59.30%) Loss trades 2785 (40.70%) Largestprofit trade 208.38
loss trade -645.42 Averageprofit trade 13.79 loss trade -23.69
Maximumconsecutive wins 14 (81.61) consecutive losses 11 (-128.01)
Maximalconsecutive profit 473.70 (12) consecutive loss -726.51 (9)
Averageconsecutive wins:2 consecutive losses:2
NZDUSD
Total net profit -8222.44 Gross profit 44765.33 Gross loss -52987.77
Profit factor 0.84 Expected payoff -1.17 Absolute drawdown 8413.78
Maximal drawdown 8794.50 (84.72%) Relative drawdown 84.72% (8794.50)
Total trades 7008 Short positions 3537 (61.07%) Long positions 3471 (60.10%)
Profit trades 4246 (60.59%) Loss trades 2762 (39.41%) Largestprofit trade 179.00
loss trade -352.69 Averageprofit trade 10.54 loss trade -19.18
Maximumconsecutive wins 13 (290.60) consecutive losses 7 (-88.50)
Maximalconsecutive profit 290.60 (13) consecutive loss -480.29 (2)
Averageconsecutive wins:3 consecutive losses:2
