【FXで逆張りはしんどい？】Bolliner Bandsを過去検証してみた結果が悲惨なことに！？
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CADJPY
Total net profit -9992.85 Gross profit 31361.71 Gross loss -41354.57
Profit factor 0.76 Expected payoff -2.21 Absolute drawdown 9992.85
Maximal drawdown 10001.07 (99.93%) Relative drawdown 99.93% (10001.07)
Total trades 4523 Short positions 2232 (58.02%) Long positions 2291 (59.41%)
Profit trades 2656 (58.72%) Loss trades 1867 (41.28%) Largestprofit trade 154.20
loss trade -418.28 Averageprofit trade 11.81 loss trade -22.15
Maximumconsecutive wins 13 (175.26) consecutive losses 11 (-192.49)
Maximalconsecutive profit 317.43 (5) consecutive loss -462.81 (2)
Averageconsecutive wins:2 consecutive losses:2
CHFJPY
Total net profit -9192.63 Gross profit 59906.89 Gross loss -69099.52
Profit factor 0.87 Expected payoff -1.28 Absolute drawdown 9241.15
Maximal drawdown 11633.58 (93.88%) Relative drawdown 93.88% (11633.58)
Total trades 7186 Short positions 3503 (59.55%) Long positions 3683 (59.92%)
Profit trades 4293 (59.74%) Loss trades 2893 (40.26%) Largestprofit trade 499.64
loss trade -609.02 Averageprofit trade 13.95 loss trade -23.89
Maximumconsecutive wins 19 (291.45) consecutive losses 8 (-230.97)
Maximalconsecutive profit 895.60 (12) consecutive loss -618.65 (3)
Averageconsecutive wins:2 consecutive losses:2
USDCAD
Total net profit -4799.04 Gross profit 47316.57 Gross loss -52115.62
Profit factor 0.91 Expected payoff -0.68 Absolute drawdown 5130.09
Maximal drawdown 5197.01 (51.62%) Relative drawdown 51.62% (5197.01)
Total trades 7073 Short positions 3561 (61.47%) Long positions 3512 (63.13%)
Profit trades 4406 (62.29%) Loss trades 2667 (37.71%) Largestprofit trade 281.16
loss trade -292.50 Averageprofit trade 10.74 loss trade -19.54
Maximumconsecutive wins 15 (92.33) consecutive losses 9 (-196.50)
Maximalconsecutive profit 386.04 (7) consecutive loss -455.97 (2)
Averageconsecutive wins:3 consecutive losses:2
USDCHF
Total net profit -8711.15 Gross profit 57245.68 Gross loss -65956.83
Profit factor 0.87 Expected payoff -1.20 Absolute drawdown 8857.32
Maximal drawdown 10931.29 (90.54%) Relative drawdown 90.54% (10931.29)
Total trades 7282 Short positions 3657 (60.40%) Long positions 3625 (61.63%)
Profit trades 4443 (61.01%) Loss trades 2839 (38.99%) Largestprofit trade 704.78
loss trade -846.71 Averageprofit trade 12.88 loss trade -23.23
Maximumconsecutive wins 17 (145.75) consecutive losses 8 (-230.49)
Maximalconsecutive profit 1368.76 (5) consecutive loss -846.71 (1)
Averageconsecutive wins:2 consecutive losses:2
