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

USDJPY I tried to verify the More than 90% of candlesticks for the past 10 years!  

I changed the Candle stick shaved verify the winning percentage over the last 10 years and put out a graph.

The judgment time is 5 minutes later.

ローソク足1本の勝率。坊主編 | バイナリーオプションはバックテスト取るしかないって@shin

USDJPY 5Minute Candlestick shaved Winning Percent

highwin: 2,812 highlose: 2,521 hightotal 5,333 HighWP: 52.73 %
lowwin: 2,619 lowlose: 2,308 lowtotal 4,927 LowWP: 53.16 %
win: 5,431 lose: 4,829 total: 10,260 WP: 52.93 %

f:id:hiraka_Blog:20210105170906j:plain
MON_WP: 53.08 % win 958,800.0 lose 997,000
TUE_WP: 52.1 % win 918,000.0 lose 933,000
WED_WP: 53.2 % win 897,600.0 lose 929,000
TUR_WP: 52.23 % win 867,000.0 lose 933,000
FRI_WP: 54.29 % win 909,500.0 lose 901,000

f:id:hiraka_Blog:20210105170840j:plain
0_WP: 50.87 % win 322,150.0 lose 366,000
1_WP: 50.06 % win 348,500.0 lose 409,000
2_WP: 53.06 % win 353,600.0 lose 368,000
3_WP: 50.0 % win 253,300.0 lose 298,000
4_WP: 55.81 % win 167,450.0 lose 156,000
5_WP: 53.15 % win 179,350.0 lose 186,000
6_WP: 56.2 % win 238,850.0 lose 219,000
7_WP: 51.68 % win 222,700.0 lose 245,000
8_WP: 52.14 % win 207,400.0 lose 224,000
9_WP: 51.6 % win 177,650.0 lose 196,000
10_WP: 53.44 % win 145,350.0 lose 149,000
11_WP: 49.37 % win 99,450.0 lose 120,000
12_WP: 57.63 % win 144,500.0 lose 125,000
13_WP: 51.92 % win 149,600.0 lose 163,000
14_WP: 54.1 % win 140,250.0 lose 140,000
15_WP: 54.32 % win 149,600.0 lose 148,000
16_WP: 58.44 % win 120,700.0 lose 101,000
17_WP: 55.05 % win 102,000.0 lose 98,000
18_WP: 53.42 % win 99,450.0 lose 102,000
19_WP: 52.12 % win 114,750.0 lose 124,000
20_WP: 53.71 % win 159,800.0 lose 162,000
21_WP: 56.44 % win 215,900.0 lose 196,000
22_WP: 52.01 % win 231,200.0 lose 251,000
23_WP: 53.15 % win 272,850.0 lose 283,000

f:id:hiraka_Blog:20210105170821j:plain
Janu_WP 52.77 % win 347,650.0 lose 366,000
Feb_WP 56.23 % win 291,550.0 lose 267,000
Mat_WP 50.9 % win 336,600.0 lose 382,000
Apr_WP 54.67 % win 423,300.0 lose 413,000
May_WP 51.6 % win 451,350.0 lose 498,000
June_WP 54.74 % win 353,600.0 lose 344,000
July_WP 53.39 % win 454,750.0 lose 467,000
Aug_WP 53.34 % win 454,750.0 lose 468,000
Sep_WP 54.45 % win 426,700.0 lose 420,000
Oct_WP 49.15 % win 391,850.0 lose 477,000
Nov_WP 52.78 % win 330,650.0 lose 348,000
Dec_WP 52.33 % win 353,600.0 lose 379,000

f:id:hiraka_Blog:20210105170749j:plain
0M_WP 51.92 % win 357,000.0 lose 389,000
5M_WP 53.16 % win 379,100.0 lose 393,000
10M_WP 50.42 % win 353,600.0 lose 409,000
15M_WP 50.17 % win 374,850.0 lose 438,000
20M_WP 58.06 % win 416,500.0 lose 354,000
25M_WP 53.09 % win 401,200.0 lose 417,000
30M_WP 53.36 % win 384,200.0 lose 395,000
35M_WP 54.06 % win 396,100.0 lose 396,000
40M_WP 50.33 % win 388,450.0 lose 451,000
45M_WP 51.48 % win 368,900.0 lose 409,000
50M_WP 54.78 % win 404,600.0 lose 393,000
55M_WP 54.49 % win 391,850.0 lose 385,000

f:id:hiraka_Blog:20210105170718j:plain
2010_WP 51.73 % win 547,400.0 loss 601,000
2011_WP 53.2 % win 459,850.0 loss 476,000
2012_WP 55.76 % win 431,800.0 loss 403,000
2013_WP 54.42 % win 366,350.0 loss 361,000
2014_WP 51.63 % win 620,500.0 loss 684,000
2015_WP 51.42 % win 339,150.0 loss 377,000
2016_WP 53.05 % win 266,050.0 loss 277,000
2017_WP 52.28 % win 263,500.0 loss 283,000
2018_WP 54.82 % win 425,000.0 loss 412,000
2019_WP 51.88 % win 515,950.0 loss 563,000
2020_WP 53.33 % win 380,800.0 loss 392,000

f:id:hiraka_Blog:20210105170656j:plain
take: 4,616,350 Jpy
loss: 4,829,000 Jpy
PL: -212,650 Jpy
PF: 0.955963967695175
Max WIn: 16
Max Pro: + 13,600.0 Jpy
Max Lose: 12
Max DD: - 12,000 Jpy
Ave Pips: 84.65907217823555

USDJPY 5Minute More than 90% of candlesticks Winning percentage

 highwin: 13,727 highlose: 11,780 hightotal 25,507 HighWP: 53.82 %
lowwin: 13,531 lowlose: 11,766 lowtotal 25,297 LowWP: 53.49 %
win: 27,258 lose: 23,546 total: 50,804 WP: 53.65 %

f:id:hiraka_Blog:20210105174447j:plain
MON_WP: 53.28 % win 4,369,000.0 lose 4,507,000
TUE_WP: 53.1 % win 4,590,000.0 lose 4,839,000
WED_WP: 53.7 % win 4,584,900.0 lose 4,651,000
TUR_WP: 53.08 % win 4,658,850.0 lose 4,845,000
FRI_WP: 55.15 % win 4,742,150.0 lose 4,537,000

f:id:hiraka_Blog:20210105174428j:plain
0_WP: 52.72 % win 1,129,650.0 lose 1,192,000
1_WP: 53.36 % win 1,140,700.0 lose 1,173,000
2_WP: 53.13 % win 1,249,500.0 lose 1,297,000
3_WP: 51.58 % win 1,191,700.0 lose 1,316,000
4_WP: 53.7 % win 974,950.0 lose 989,000
5_WP: 53.79 % win 947,750.0 lose 958,000
6_WP: 55.2 % win 1,001,300.0 lose 956,000
7_WP: 56.23 % win 985,150.0 lose 902,000
8_WP: 55.79 % win 949,450.0 lose 885,000
9_WP: 54.02 % win 918,850.0 lose 920,000
10_WP: 52.34 % win 901,850.0 lose 966,000
11_WP: 53.03 % win 810,900.0 lose 845,000
12_WP: 53.92 % win 877,200.0 lose 882,000
13_WP: 53.26 % win 889,950.0 lose 919,000
14_WP: 53.31 % win 882,300.0 lose 909,000
15_WP: 53.12 % win 845,750.0 lose 878,000
16_WP: 56.29 % win 894,200.0 lose 817,000
17_WP: 55.52 % win 828,750.0 lose 781,000
18_WP: 53.44 % win 799,000.0 lose 819,000
19_WP: 54.42 % win 847,450.0 lose 835,000
20_WP: 54.23 % win 910,350.0 lose 904,000
21_WP: 53.87 % win 1,035,300.0 lose 1,043,000
22_WP: 52.31 % win 1,078,650.0 lose 1,157,000
23_WP: 51.33 % win 1,078,650.0 lose 1,203,000

f:id:hiraka_Blog:20210105174410j:plain
Janu_WP 54.22 % win 2,015,350.0 lose 2,002,000
Feb_WP 54.43 % win 1,749,300.0 lose 1,723,000
Mat_WP 54.23 % win 2,092,700.0 lose 2,078,000
Apr_WP 53.94 % win 2,082,500.0 lose 2,092,000
May_WP 52.62 % win 2,049,350.0 lose 2,171,000
June_WP 52.4 % win 1,761,200.0 lose 1,882,000
July_WP 53.63 % win 1,999,200.0 lose 2,034,000
Aug_WP 54.57 % win 2,102,050.0 lose 2,059,000
Sep_WP 54.08 % win 1,945,650.0 lose 1,944,000
Oct_WP 53.06 % win 1,915,900.0 lose 1,994,000
Nov_WP 52.72 % win 1,694,050.0 lose 1,787,000
Dec_WP 53.8 % win 1,762,050.0 lose 1,780,000

f:id:hiraka_Blog:20210105174351j:plain
0M_WP 53.79 % win 1,997,500.0 lose 2,019,000
5M_WP 53.55 % win 1,930,350.0 lose 1,970,000
10M_WP 52.75 % win 1,916,750.0 lose 2,020,000
15M_WP 54.14 % win 1,906,550.0 lose 1,900,000
20M_WP 54.65 % win 1,933,750.0 lose 1,888,000
25M_WP 53.49 % win 1,877,650.0 lose 1,921,000
30M_WP 52.64 % win 1,898,900.0 lose 2,010,000
35M_WP 52.35 % win 1,836,850.0 lose 1,967,000
40M_WP 52.3 % win 1,862,350.0 lose 1,998,000
45M_WP 52.84 % win 1,833,450.0 lose 1,925,000
50M_WP 53.71 % win 1,986,450.0 lose 2,014,000
55M_WP 57.36 % win 2,188,750.0 lose 1,914,000

f:id:hiraka_Blog:20210105174334j:plain
2010_WP 54.86 % win 2,704,700.0 loss 2,618,000
2011_WP 53.97 % win 2,286,500.0 loss 2,294,000
2012_WP 55.84 % win 1,966,050.0 loss 1,829,000
2013_WP 54.41 % win 2,181,100.0 loss 2,150,000
2014_WP 53.25 % win 2,341,750.0 loss 2,419,000
2015_WP 53.49 % win 2,078,250.0 loss 2,126,000
2016_WP 53.36 % win 1,937,150.0 loss 1,992,000
2017_WP 52.96 % win 1,750,150.0 loss 1,829,000
2018_WP 51.96 % win 2,023,850.0 loss 2,201,000
2019_WP 53.55 % win 2,129,250.0 loss 2,173,000
2020_WP 52.1 % win 1,770,550.0 loss 1,915,000

f:id:hiraka_Blog:20210105174314j:plain
take: 23,169,300 Jpy
loss: 23,546,000 Jpy
PL: -376,700 Jpy
PF: 0.9840015289221099
Max WIn: 15
Max Pro: + 12,750.0 Jpy
Max Lose: 12
Max DD: - 12,000 Jpy
Ave Pips: 126.72754130897455