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BainaryBackTest Programming - 俺にはトレードしかない

USDJPY I tried to verify the Stochastics trading methods 20-80 to 10-90 for the past 10 years!

I changed the Stochastics parameters from 20-80 to 10-90 to verify the winning percentage over the last 10 years and put out a graph.

The judgment time is 5 minutes later.

The stochastic oscillator: fast and slow – Exness Education

USDJPY 5Minute Stochastics 20-80 Winning Percent

highwin: 40,144 highlose: 33,944 hightotal 74,088 HighWP: 54.18 %
lowwin: 44,353 lowlose: 37,900 lowtotal 82,253 LowWP: 53.92 %
win: 84,497 lose: 71,844 total: 156,341 WP: 54.05 %

f:id:hiraka_Blog:20210101204715p:plain
MON_WP: 53.8 % win 13,400,250.0 lose 13,536,000
TUE_WP: 53.81 % win 14,512,900.0 lose 14,696,000
WED_WP: 54.21 % win 14,323,350.0 lose 14,233,000
TUR_WP: 53.9 % win 14,621,700.0 lose 14,714,000
FRI_WP: 54.52 % win 14,400,700.0 lose 14,132,000

f:id:hiraka_Blog:20210101205115p:plain
0_WP: 53.02 % win 2,850,050.0 lose 2,971,000
1_WP: 53.64 % win 2,683,450.0 lose 2,728,000
2_WP: 52.38 % win 2,960,550.0 lose 3,166,000
3_WP: 52.8 % win 3,177,300.0 lose 3,341,000
4_WP: 53.49 % win 3,134,800.0 lose 3,207,000
5_WP: 55.4 % win 3,022,600.0 lose 2,863,000
6_WP: 54.72 % win 2,898,500.0 lose 2,822,000
7_WP: 55.71 % win 2,738,700.0 lose 2,562,000
8_WP: 55.41 % win 2,747,200.0 lose 2,601,000
9_WP: 55.98 % win 2,849,200.0 lose 2,636,000
10_WP: 53.96 % win 2,959,700.0 lose 2,971,000
11_WP: 54.41 % win 2,971,600.0 lose 2,929,000
12_WP: 55.0 % win 3,083,800.0 lose 2,968,000
13_WP: 53.92 % win 3,008,150.0 lose 3,024,000
14_WP: 54.43 % win 3,006,450.0 lose 2,961,000
15_WP: 53.41 % win 2,977,550.0 lose 3,056,000
16_WP: 54.35 % win 2,944,400.0 lose 2,910,000
17_WP: 53.27 % win 2,991,150.0 lose 3,087,000
18_WP: 54.2 % win 2,997,100.0 lose 2,980,000
19_WP: 55.52 % win 3,139,050.0 lose 2,959,000
20_WP: 53.54 % win 3,041,300.0 lose 3,105,000
21_WP: 53.2 % win 3,217,250.0 lose 3,330,000
22_WP: 53.49 % win 3,239,350.0 lose 3,314,000
23_WP: 52.76 % win 3,183,250.0 lose 3,353,000

f:id:hiraka_Blog:20210101205152p:plain
Janu_WP 53.94 % win 6,048,600.0 lose 6,076,000
Feb_WP 54.61 % win 5,663,550.0 lose 5,537,000
Mat_WP 54.36 % win 6,419,200.0 lose 6,340,000
Apr_WP 53.96 % win 5,978,900.0 lose 6,002,000
May_WP 53.87 % win 6,263,650.0 lose 6,310,000
June_WP 54.1 % win 6,030,750.0 lose 6,020,000
July_WP 54.14 % win 6,168,450.0 lose 6,147,000
Aug_WP 54.0 % win 6,212,650.0 lose 6,226,000
Sep_WP 53.83 % win 5,841,200.0 lose 5,894,000
Oct_WP 53.83 % win 6,137,000.0 lose 6,192,000
Nov_WP 53.94 % win 5,683,950.0 lose 5,710,000
Dec_WP 53.98 % win 5,374,550.0 lose 5,390,000

f:id:hiraka_Blog:20210101205249p:plain
0M_WP 54.12 % win 5,392,400.0 lose 5,379,000
5M_WP 54.19 % win 5,709,450.0 lose 5,679,000
10M_WP 53.44 % win 6,148,050.0 lose 6,303,000
15M_WP 53.93 % win 6,311,250.0 lose 6,343,000
20M_WP 54.13 % win 6,281,500.0 lose 6,262,000
25M_WP 54.83 % win 6,136,150.0 lose 5,948,000
30M_WP 53.18 % win 5,692,450.0 lose 5,895,000
35M_WP 53.02 % win 5,813,150.0 lose 6,059,000
40M_WP 53.32 % win 6,018,000.0 lose 6,198,000
45M_WP 53.97 % win 6,090,250.0 lose 6,110,000
50M_WP 53.71 % win 6,058,800.0 lose 6,143,000
55M_WP 56.79 % win 6,171,000.0 lose 5,525,000

f:id:hiraka_Blog:20210101205347p:plain
2010_WP 54.44 % win 6,877,350.0 loss 6,771,000
2011_WP 53.52 % win 6,341,000.0 loss 6,480,000
2012_WP 54.0 % win 6,135,300.0 loss 6,149,000
2013_WP 56.5 % win 6,281,500.0 loss 5,690,000
2014_WP 54.55 % win 6,398,800.0 loss 6,271,000
2015_WP 53.47 % win 6,675,050.0 loss 6,834,000
2016_WP 54.09 % win 6,778,750.0 loss 6,770,000
2017_WP 54.24 % win 6,762,600.0 loss 6,712,000
2018_WP 53.62 % win 6,942,800.0 loss 7,064,000
2019_WP 53.4 % win 6,589,200.0 loss 6,764,000
2020_WP 52.85 % win 6,040,100.0 loss 6,339,000

f:id:hiraka_Blog:20210101205421p:plaintake: 71,822,450 Jpy
loss: 71,844,000 Jpy
PL: -21,550 Jpy
PF: 0.9997000445409499
Max WIn: 18
Max Pro: + 15,300.0 Jpy
Max Lose: 16
Max DD: - 16,000 Jpy
Ave Pips: 144.97422735719033

USDJPY 5Minute Stochastics 10-90 Winning Percent

highwin: 9,392 highlose: 7,398 hightotal 16,790 HighWP: 55.94 %
lowwin: 10,526 lowlose: 8,742 lowtotal 19,268 LowWP: 54.63 %
win: 19,918 lose: 16,140 total: 36,058 WP: 55.24 %

f:id:hiraka_Blog:20210101210632p:plain
MON_WP: 55.46 % win 3,241,900.0 lose 3,063,000
TUE_WP: 55.37 % win 3,358,350.0 lose 3,433,000
WED_WP: 55.8 % win 3,377,050.0 lose 3,147,000
TUR_WP: 54.25 % win 3,462,900.0 lose 3,435,000
FRI_WP: 55.36 % win 3,326,900.0 lose 3,156,000

f:id:hiraka_Blog:20210101210652p:plain
0_WP: 53.36 % win 817,700.0 lose 841,000
1_WP: 52.27 % win 723,350.0 lose 777,000
2_WP: 52.16 % win 789,650.0 lose 852,000
3_WP: 53.29 % win 813,450.0 lose 839,000
4_WP: 53.51 % win 718,250.0 lose 734,000
5_WP: 57.86 % win 644,300.0 lose 552,000
6_WP: 55.53 % win 606,050.0 lose 571,000
7_WP: 55.92 % win 573,750.0 lose 532,000
8_WP: 56.87 % win 580,550.0 lose 518,000
9_WP: 56.64 % win 576,300.0 lose 519,000
10_WP: 54.84 % win 640,050.0 lose 620,000
11_WP: 56.93 % win 646,000.0 lose 575,000
12_WP: 57.91 % win 706,350.0 lose 604,000
13_WP: 56.99 % win 703,800.0 lose 625,000
14_WP: 55.59 % win 685,100.0 lose 644,000
15_WP: 56.36 % win 708,050.0 lose 645,000
16_WP: 57.31 % win 666,400.0 lose 584,000
17_WP: 56.08 % win 682,550.0 lose 629,000
18_WP: 56.37 % win 669,800.0 lose 610,000
19_WP: 59.09 % win 707,200.0 lose 576,000
20_WP: 53.17 % win 697,850.0 lose 723,000
21_WP: 55.02 % win 852,550.0 lose 820,000
22_WP: 55.19 % win 880,600.0 lose 841,000
23_WP: 52.11 % win 840,650.0 lose 909,000

f:id:hiraka_Blog:20210101210717p:plain
Janu_WP 56.2 % win 1,425,450.0 lose 1,307,000
Feb_WP 55.75 % win 1,297,950.0 lose 1,212,000
Mat_WP 54.36 % win 1,488,350.0 lose 1,470,000
Apr_WP 54.96 % win 1,402,500.0 lose 1,352,000
May_WP 55.64 % win 1,489,200.0 lose 1,397,000
June_WP 55.1 % win 1,381,250.0 lose 1,324,000
July_WP 56.16 % win 1,468,800.0 lose 1,349,000
Aug_WP 54.65 % win 1,459,450.0 lose 1,425,000
Sep_WP 54.61 % win 1,405,900.0 lose 1,375,000
Oct_WP 54.34 % win 1,404,200.0 lose 1,388,000
Nov_WP 56.89 % win 1,394,000.0 lose 1,243,000
Dec_WP 54.34 % win 1,313,250.0 lose 1,298,000

f:id:hiraka_Blog:20210101210742p:plain
0M_WP 54.57 % win 1,203,600.0 lose 1,179,000
5M_WP 54.61 % win 1,244,400.0 lose 1,217,000
10M_WP 54.47 % win 1,456,050.0 lose 1,432,000
15M_WP 54.7 % win 1,514,700.0 lose 1,476,000
20M_WP 55.29 % win 1,478,150.0 lose 1,406,000
25M_WP 57.08 % win 1,504,500.0 lose 1,331,000
30M_WP 54.19 % win 1,292,850.0 lose 1,286,000
35M_WP 54.05 % win 1,349,800.0 lose 1,350,000
40M_WP 54.67 % win 1,452,650.0 lose 1,417,000
45M_WP 55.1 % win 1,441,600.0 lose 1,382,000
50M_WP 54.93 % win 1,473,050.0 lose 1,422,000
55M_WP 59.0 % win 1,518,950.0 lose 1,242,000

f:id:hiraka_Blog:20210101210802p:plain
2010_WP 54.97 % win 1,723,800.0 loss 1,661,000
2011_WP 54.99 % win 1,609,900.0 loss 1,550,000
2012_WP 54.93 % win 1,462,850.0 loss 1,412,000
2013_WP 57.96 % win 1,268,200.0 loss 1,082,000
2014_WP 57.19 % win 1,429,700.0 loss 1,259,000
2015_WP 54.39 % win 1,532,550.0 loss 1,512,000
2016_WP 56.37 % win 1,576,750.0 loss 1,436,000
2017_WP 56.3 % win 1,501,100.0 loss 1,371,000
2018_WP 54.41 % win 1,711,050.0 loss 1,687,000
2019_WP 54.01 % win 1,609,050.0 loss 1,612,000
2020_WP 53.2 % win 1,505,350.0 loss 1,558,000

f:id:hiraka_Blog:20210101210822p:plain
take: 16,930,300 Jpy
loss: 16,140,000 Jpy
PL: 790,300 Jpy
PF: 1.0489653035935564
Max WIn: 16
Max Pro: + 13,600.0 Jpy
Max Lose: 10
Max DD: - 10,000 Jpy
Ave Pips: 141.79342464102885