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

I changed the MFI 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.

 

USDJPY 5Minute MFI 20 - 80 Winning Percent

highwin: 9,668 highlose: 8,021 hightotal 17,689 HighWP: 54.66 %
lowwin: 11,195 lowlose: 9,877 lowtotal 21,072 LowWP: 53.13 %
win: 20,863 lose: 17,898 total: 38,761 WP: 53.82 %

MON_WP: 53.68 % win 3,367,700.0 lose 3,419,000
TUE_WP: 54.61 % win 3,668,600.0 lose 3,594,000
WED_WP: 54.34 % win 3,509,650.0 lose 3,469,000
TUR_WP: 53.15 % win 3,469,700.0 lose 3,598,000
FRI_WP: 53.41 % win 3,586,150.0 lose 3,681,000

0_WP: 52.0 % win 662,150.0 lose 719,000
1_WP: 51.74 % win 870,400.0 lose 955,000
2_WP: 52.73 % win 1,126,250.0 lose 1,188,000
3_WP: 53.55 % win 1,013,200.0 lose 1,034,000
4_WP: 54.61 % win 996,200.0 lose 974,000
5_WP: 54.13 % win 757,350.0 lose 755,000
6_WP: 55.91 % win 736,100.0 lose 683,000
7_WP: 57.03 % win 617,100.0 lose 547,000
8_WP: 54.71 % win 592,450.0 lose 577,000
9_WP: 56.06 % win 691,900.0 lose 638,000
10_WP: 54.61 % win 649,400.0 lose 635,000
11_WP: 55.96 % win 718,250.0 lose 665,000
12_WP: 56.46 % win 668,950.0 lose 607,000
13_WP: 55.14 % win 624,750.0 lose 598,000
14_WP: 53.27 % win 636,650.0 lose 657,000
15_WP: 55.06 % win 670,650.0 lose 644,000
16_WP: 53.26 % win 743,750.0 lose 768,000
17_WP: 52.71 % win 784,550.0 lose 828,000
18_WP: 53.44 % win 699,550.0 lose 717,000
19_WP: 52.96 % win 654,500.0 lose 684,000
20_WP: 53.95 % win 690,200.0 lose 693,000
21_WP: 51.97 % win 708,050.0 lose 770,000
22_WP: 52.59 % win 725,900.0 lose 770,000
23_WP: 50.81 % win 695,300.0 lose 792,000

Janu_WP 52.87 % win 1,442,450.0 lose 1,513,000
Feb_WP 54.05 % win 1,269,900.0 lose 1,270,000
Mat_WP 53.3 % win 1,585,250.0 lose 1,634,000
Apr_WP 55.25 % win 1,494,300.0 lose 1,424,000
May_WP 53.83 % win 1,540,200.0 lose 1,554,000
June_WP 53.54 % win 1,445,850.0 lose 1,476,000
July_WP 54.86 % win 1,612,450.0 lose 1,561,000
Aug_WP 54.69 % win 1,580,150.0 lose 1,540,000
Sep_WP 53.49 % win 1,502,800.0 lose 1,537,000
Oct_WP 53.94 % win 1,479,000.0 lose 1,486,000
Nov_WP 54.0 % win 1,406,750.0 lose 1,410,000
Dec_WP 51.99 % win 1,374,450.0 lose 1,493,000

0M_WP 54.47 % win 1,434,800.0 lose 1,411,000
5M_WP 53.48 % win 1,508,750.0 lose 1,544,000
10M_WP 52.63 % win 1,454,350.0 lose 1,540,000
15M_WP 53.0 % win 1,501,100.0 lose 1,566,000
20M_WP 54.14 % win 1,511,300.0 lose 1,506,000
25M_WP 53.97 % win 1,467,100.0 lose 1,472,000
30M_WP 54.14 % win 1,472,200.0 lose 1,467,000
35M_WP 54.07 % win 1,479,850.0 lose 1,479,000
40M_WP 52.96 % win 1,457,750.0 lose 1,523,000
45M_WP 52.47 % win 1,434,800.0 lose 1,529,000
50M_WP 54.75 % win 1,499,400.0 lose 1,458,000
55M_WP 55.91 % win 1,512,150.0 lose 1,403,000

2010_WP 55.36 % win 1,447,550.0 loss 1,373,000
2011_WP 53.76 % win 1,365,950.0 loss 1,382,000
2012_WP 54.31 % win 1,377,000.0 loss 1,363,000
2013_WP 54.7 % win 1,360,850.0 loss 1,326,000
2014_WP 56.0 % win 1,696,600.0 loss 1,568,000
2015_WP 54.47 % win 1,609,050.0 loss 1,582,000
2016_WP 54.45 % win 1,507,050.0 loss 1,483,000
2017_WP 53.05 % win 1,694,050.0 loss 1,764,000
2018_WP 51.54 % win 2,147,950.0 loss 2,376,000
2019_WP 52.49 % win 1,971,150.0 loss 2,099,000
2020_WP 53.65 % win 1,556,350.0 loss 1,582,000

take: 17,733,550 Jpy
loss: 17,898,000 Jpy
PL: -164,450 Jpy
PF: 0.9908118225500055
Max WIn: 15
Max Pro: + 12,750.0 Jpy
Max Lose: 12
Max DD: - 12,000 Jpy
Ave Pips: 168.61527014331674

USDJPY 5Minute MFI 10 - 90 Winning Percent

highwin: 992 highlose: 800 hightotal 1,792 HighWP: 55.36 %
lowwin: 1,275 lowlose: 1,040 lowtotal 2,315 LowWP: 55.08 %
win: 2,267 lose: 1,840 total: 4,107 WP: 55.2 %

MON_WP: 54.68 % win 382,500.0 lose 373,000
TUE_WP: 56.47 % win 356,150.0 lose 408,000
WED_WP: 55.2 % win 365,500.0 lose 349,000
TUR_WP: 53.53 % win 399,500.0 lose 408,000
FRI_WP: 56.32 % win 405,450.0 lose 370,000

0_WP: 54.6 % win 80,750.0 lose 79,000
1_WP: 51.55 % win 113,050.0 lose 125,000
2_WP: 52.49 % win 187,850.0 lose 200,000
3_WP: 57.2 % win 124,950.0 lose 110,000
4_WP: 55.93 % win 128,350.0 lose 119,000
5_WP: 56.71 % win 79,050.0 lose 71,000
6_WP: 66.06 % win 61,200.0 lose 37,000
7_WP: 58.7 % win 45,900.0 lose 38,000
8_WP: 56.2 % win 57,800.0 lose 53,000
9_WP: 62.25 % win 79,900.0 lose 57,000
10_WP: 57.63 % win 57,800.0 lose 50,000
11_WP: 54.92 % win 56,950.0 lose 55,000
12_WP: 65.52 % win 64,600.0 lose 40,000
13_WP: 62.5 % win 42,500.0 lose 30,000
14_WP: 56.2 % win 57,800.0 lose 53,000
15_WP: 64.52 % win 68,000.0 lose 44,000
16_WP: 46.45 % win 61,200.0 lose 83,000
17_WP: 53.12 % win 86,700.0 lose 90,000
18_WP: 52.44 % win 73,100.0 lose 78,000
19_WP: 59.17 % win 60,350.0 lose 49,000
20_WP: 54.61 % win 70,550.0 lose 69,000
21_WP: 49.19 % win 103,700.0 lose 126,000
22_WP: 50.25 % win 86,700.0 lose 101,000
23_WP: 52.57 % win 78,200.0 lose 83,000

Janu_WP 54.35 % win 148,750.0 lose 147,000
Feb_WP 55.73 % win 124,100.0 lose 116,000
Mat_WP 54.93 % win 165,750.0 lose 160,000
Apr_WP 53.79 % win 175,100.0 lose 177,000
May_WP 55.45 % win 155,550.0 lose 147,000
June_WP 54.2 % win 158,950.0 lose 158,000
July_WP 56.91 % win 181,900.0 lose 162,000
Aug_WP 60.23 % win 180,200.0 lose 140,000
Sep_WP 55.49 % win 167,450.0 lose 158,000
Oct_WP 54.0 % win 137,700.0 lose 138,000
Nov_WP 50.66 % win 162,350.0 lose 186,000
Dec_WP 56.86 % win 169,150.0 lose 151,000

0M_WP 56.72 % win 161,500.0 lose 145,000
5M_WP 49.33 % win 156,400.0 lose 189,000
10M_WP 53.93 % win 169,150.0 lose 170,000
15M_WP 54.65 % win 164,900.0 lose 161,000
20M_WP 50.56 % win 153,000.0 lose 176,000
25M_WP 54.95 % win 155,550.0 lose 150,000
30M_WP 56.05 % win 161,500.0 lose 149,000
35M_WP 57.51 % win 172,550.0 lose 150,000
40M_WP 56.8 % win 163,200.0 lose 146,000
45M_WP 58.38 % win 165,750.0 lose 139,000
50M_WP 56.47 % win 152,150.0 lose 138,000
55M_WP 58.36 % win 151,300.0 lose 127,000

2010_WP 54.64 % win 130,050.0 loss 127,000
2011_WP 59.17 % win 145,350.0 loss 118,000
2012_WP 59.04 % win 136,000.0 loss 111,000
2013_WP 59.05 % win 116,450.0 loss 95,000
2014_WP 61.11 % win 177,650.0 loss 133,000
2015_WP 55.85 % win 178,500.0 loss 166,000
2016_WP 50.84 % win 129,200.0 loss 147,000
2017_WP 53.38 % win 187,850.0 loss 193,000
2018_WP 51.87 % win 306,000.0 loss 334,000
2019_WP 53.63 % win 232,050.0 loss 236,000
2020_WP 55.11 % win 187,850.0 loss 180,000

take: 1,926,950 Jpy
loss: 1,840,000 Jpy
PL: 86,950 Jpy
PF: 1.0472554347826086
Max WIn: 13
Max Pro: + 11,050.0 Jpy
Max Lose: 8
Max DD: - 8,000 Jpy
Ave Pips: 189.07018923687684