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USDJPY I tried to verify the 3 times larger than the average candlestick for the past 10 years!

I changed the 3 times larger than the average candlestick verify the winning percentage over the last 10 years and put out a graph.

The judgment time is 5 minutes later.

バイナリーオプション 急騰急落 17通貨ペア バックテスト 公開|いしくらたける@プログラミング大好き|note

USDJPY 5Minute 2 times larger than the average candlestick Winning Percent

highwin: 4,594 highlose: 3,601 hightotal 8,195 HighWP: 56.06 %
lowwin: 4,073 lowlose: 3,306 lowtotal 7,379 LowWP: 55.2 %
win: 8,667 lose: 6,907 total: 15,574 WP: 55.65 %

f:id:hiraka_Blog:20210106095053j:plain
MON_WP: 55.12 % win 1,271,600.0 lose 1,218,000
TUE_WP: 53.1 % win 1,434,800.0 lose 1,408,000
WED_WP: 57.33 % win 1,566,550.0 lose 1,372,000
TUR_WP: 55.01 % win 1,466,250.0 lose 1,411,000
FRI_WP: 57.05 % win 1,536,800.0 lose 1,361,000

f:id:hiraka_Blog:20210106095035j:plain
0_WP: 61.74 % win 266,050.0 lose 194,000
1_WP: 61.5 % win 384,200.0 lose 283,000
2_WP: 57.81 % win 462,400.0 lose 397,000
3_WP: 55.25 % win 577,150.0 lose 550,000
4_WP: 53.77 % win 636,650.0 lose 644,000
5_WP: 53.89 % win 241,400.0 lose 243,000
6_WP: 57.76 % win 215,050.0 lose 185,000
7_WP: 58.39 % win 233,750.0 lose 196,000
8_WP: 55.2 % win 293,250.0 lose 280,000
9_WP: 55.62 % win 382,500.0 lose 359,000
10_WP: 53.96 % win 405,450.0 lose 407,000
11_WP: 53.76 % win 316,200.0 lose 320,000
12_WP: 52.86 % win 196,350.0 lose 206,000
13_WP: 58.52 % win 154,700.0 lose 129,000
14_WP: 54.84 % win 158,950.0 lose 154,000
15_WP: 55.84 % win 385,900.0 lose 359,000
16_WP: 53.26 % win 472,600.0 lose 488,000
17_WP: 53.64 % win 351,050.0 lose 357,000
18_WP: 53.5 % win 221,000.0 lose 226,000
19_WP: 57.7 % win 149,600.0 lose 129,000
20_WP: 56.13 % win 128,350.0 lose 118,000
21_WP: 55.67 % win 221,000.0 lose 207,000
22_WP: 55.95 % win 255,850.0 lose 237,000
23_WP: 55.9 % win 257,550.0 lose 239,000

f:id:hiraka_Blog:20210106095020j:plain
Janu_WP 54.62 % win 612,850.0 lose 599,000
Feb_WP 54.74 % win 554,200.0 lose 539,000
Mat_WP 56.05 % win 641,750.0 lose 592,000
Apr_WP 56.23 % win 644,300.0 lose 590,000
May_WP 54.78 % win 667,250.0 lose 648,000
June_WP 53.07 % win 573,750.0 lose 597,000
July_WP 54.6 % win 666,400.0 lose 652,000
Aug_WP 56.79 % win 682,550.0 lose 611,000
Sep_WP 56.28 % win 617,100.0 lose 564,000
Oct_WP 57.08 % win 613,700.0 lose 543,000
Nov_WP 56.08 % win 532,950.0 lose 491,000
Dec_WP 57.81 % win 560,150.0 lose 481,000

f:id:hiraka_Blog:20210106095004j:plain
0M_WP 53.8 % win 1,132,200.0 lose 1,144,000
5M_WP 55.82 % win 689,350.0 lose 642,000
10M_WP 54.93 % win 534,650.0 lose 516,000
15M_WP 55.42 % win 547,400.0 lose 518,000
20M_WP 59.23 % win 485,350.0 lose 393,000
25M_WP 57.46 % win 442,000.0 lose 385,000
30M_WP 53.73 % win 752,250.0 lose 762,000
35M_WP 52.35 % win 483,650.0 lose 518,000
40M_WP 54.24 % win 435,200.0 lose 432,000
45M_WP 55.68 % win 495,550.0 lose 464,000
50M_WP 57.73 % win 644,300.0 lose 555,000
55M_WP 59.61 % win 725,050.0 lose 578,000

f:id:hiraka_Blog:20210106094946j:plain
2010_WP 55.52 % win 791,350.0 loss 746,000
2011_WP 57.58 % win 742,900.0 loss 644,000
2012_WP 56.85 % win 674,050.0 loss 602,000
2013_WP 53.84 % win 661,300.0 loss 667,000
2014_WP 54.74 % win 716,550.0 loss 697,000
2015_WP 57.52 % win 650,250.0 loss 565,000
2016_WP 55.42 % win 678,300.0 loss 642,000
2017_WP 53.37 % win 625,600.0 loss 643,000
2018_WP 54.84 % win 611,150.0 loss 592,000
2019_WP 57.13 % win 725,050.0 loss 640,000
2020_WP 55.16 % win 490,450.0 loss 469,000

f:id:hiraka_Blog:20210106094930j:plain
take: 7,366,950 Jpy
loss: 6,907,000 Jpy
PL: 459,950 Jpy
PF: 1.0665918633270595
Max WIn: 20
Max Pro: + 17,000.0 Jpy
Max Lose: 11
Max DD: - 11,000 Jpy
Ave Pips: 238.85613914849384

USDJPY 5Minute 3 times larger than the average candlestick Winning Percent

highwin: 1,201 highlose: 924 hightotal 2,125 HighWP: 56.52 %
lowwin: 1,057 lowlose: 858 lowtotal 1,915 LowWP: 55.2 %
win: 2,258 lose: 1,782 total: 4,040 WP: 55.89 %

f:id:hiraka_Blog:20210106094333j:plain
MON_WP: 57.17 % win 311,950.0 lose 275,000
TUE_WP: 50.95 % win 341,700.0 lose 342,000
WED_WP: 59.47 % win 440,300.0 lose 353,000
TUR_WP: 57.04 % win 385,900.0 lose 342,000
FRI_WP: 54.12 % win 407,150.0 lose 406,000

f:id:hiraka_Blog:20210106094318j:plain
0_WP: 66.92 % win 73,950.0 lose 43,000
1_WP: 63.08 % win 104,550.0 lose 72,000
2_WP: 55.74 % win 115,600.0 lose 108,000
3_WP: 57.62 % win 147,900.0 lose 128,000
4_WP: 57.64 % win 195,500.0 lose 169,000
5_WP: 60.58 % win 70,550.0 lose 54,000
6_WP: 51.38 % win 47,600.0 lose 53,000
7_WP: 55.36 % win 52,700.0 lose 50,000
8_WP: 54.67 % win 69,700.0 lose 68,000
9_WP: 51.23 % win 70,550.0 lose 79,000
10_WP: 51.23 % win 88,400.0 lose 99,000
11_WP: 52.03 % win 65,450.0 lose 71,000
12_WP: 46.67 % win 29,750.0 lose 40,000
13_WP: 58.82 % win 34,000.0 lose 28,000
14_WP: 50.68 % win 31,450.0 lose 36,000
15_WP: 52.42 % win 119,850.0 lose 128,000
16_WP: 54.91 % win 161,500.0 lose 156,000
17_WP: 56.62 % win 105,400.0 lose 95,000
18_WP: 52.42 % win 55,250.0 lose 59,000
19_WP: 57.65 % win 41,650.0 lose 36,000
20_WP: 54.84 % win 28,900.0 lose 28,000
21_WP: 57.24 % win 73,950.0 lose 65,000
22_WP: 55.8 % win 65,450.0 lose 61,000
23_WP: 59.42 % win 69,700.0 lose 56,000

f:id:hiraka_Blog:20210106094300j:plain
Janu_WP 55.49 % win 154,700.0 lose 146,000
Feb_WP 55.16 % win 145,350.0 lose 139,000
Mat_WP 55.1 % win 147,050.0 lose 141,000
Apr_WP 55.26 % win 160,650.0 lose 153,000
May_WP 53.64 % win 169,150.0 lose 172,000
June_WP 53.11 % win 137,700.0 lose 143,000
July_WP 56.57 % win 190,400.0 lose 172,000
Aug_WP 56.03 % win 189,550.0 lose 175,000
Sep_WP 57.02 % win 172,550.0 lose 153,000
Oct_WP 54.25 % win 157,250.0 lose 156,000
Nov_WP 58.25 % win 141,100.0 lose 119,000
Dec_WP 61.56 % win 153,850.0 lose 113,000

f:id:hiraka_Blog:20210106094240j:plain
0M_WP 53.25 % win 340,850.0 lose 352,000
5M_WP 58.42 % win 188,700.0 lose 158,000
10M_WP 48.01 % win 113,050.0 lose 144,000
15M_WP 53.82 % win 137,700.0 lose 139,000
20M_WP 60.1 % win 101,150.0 lose 79,000
25M_WP 61.32 % win 110,500.0 lose 82,000
30M_WP 52.53 % win 265,200.0 lose 282,000
35M_WP 49.61 % win 107,100.0 lose 128,000
40M_WP 59.15 % win 107,100.0 lose 87,000
45M_WP 55.93 % win 112,200.0 lose 104,000
50M_WP 64.65 % win 172,550.0 lose 111,000
55M_WP 62.34 % win 163,200.0 lose 116,000

f:id:hiraka_Blog:20210106094221j:plain
2010_WP 58.23 % win 207,400.0 loss 175,000
2011_WP 60.37 % win 192,950.0 loss 149,000
2012_WP 52.59 % win 164,050.0 loss 174,000
2013_WP 54.08 % win 163,200.0 loss 163,000
2014_WP 53.08 % win 204,850.0 loss 213,000
2015_WP 57.68 % win 169,150.0 loss 146,000
2016_WP 55.23 % win 175,100.0 loss 167,000
2017_WP 53.93 % win 163,200.0 loss 164,000
2018_WP 54.05 % win 141,950.0 loss 142,000
2019_WP 56.61 % win 207,400.0 loss 187,000
2020_WP 60.0 % win 130,050.0 loss 102,000

f:id:hiraka_Blog:20210106094204j:plain
take: 1,919,300 Jpy
loss: 1,782,000 Jpy
PL: 137,300 Jpy
PF: 1.0770482603815936
Max WIn: 10
Max Pro: + 8,500.0 Jpy
Max Lose: 9
Max DD: - 9,000 Jpy
Ave Pips: 294.0904397697073