HirakaBlog

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

We got the Stochastic win rate from GOLD's historical data for the last 10 years!

I changed the Stochastic parameter from 30-70 to 10-90 with a currency pair called GOLD, which is a binary option, and tried to verify each in the past 10 years.

The judgment time is 5 minutes later, and the method will be entered by touching the Stochastic. There is no control that the previous one is not touched.

https://hiraka-blog.hatenablog.com/?_ga=2.92964574.2121229667.1609683067-519642922.1592801588

XAUUSD(GOLD) Stochastic20-80

highwin: 29,012 highlose: 25,052 hightotal 54,064 HighWP: 53.66 %
lowwin: 33,539 lowlose: 29,787 lowtotal 63,326 LowWP: 52.96 %
win: 62,551 lose: 54,839 total: 117,390 WP: 53.28 %

f:id:hiraka_Blog:20210108124958j:plain
MON_WP: 53.05 % win 10,072,500.0 lose 10,489,000
TUE_WP: 53.34 % win 10,919,100.0 lose 11,041,000
WED_WP: 53.68 % win 10,608,000.0 lose 10,768,000
TUR_WP: 53.32 % win 10,733,800.0 lose 11,054,000
FRI_WP: 53.0 % win 10,415,050.0 lose 10,867,000

f:id:hiraka_Blog:20210108124941j:plain
0_WP: 53.22 % win 1,875,100.0 lose 1,939,000
1_WP: 53.73 % win 1,372,750.0 lose 1,391,000
2_WP: 51.85 % win 2,017,900.0 lose 2,205,000
3_WP: 51.65 % win 2,680,050.0 lose 2,951,000
4_WP: 52.17 % win 2,504,100.0 lose 2,701,000
5_WP: 52.91 % win 2,431,850.0 lose 2,546,000
6_WP: 53.15 % win 2,295,850.0 lose 2,381,000
7_WP: 53.01 % win 2,289,050.0 lose 2,387,000
8_WP: 52.58 % win 2,333,250.0 lose 2,476,000
9_WP: 53.08 % win 2,557,650.0 lose 2,660,000
10_WP: 53.32 % win 2,342,600.0 lose 2,413,000
11_WP: 54.64 % win 2,302,650.0 lose 2,249,000
12_WP: 52.88 % win 2,198,950.0 lose 2,305,000
13_WP: 53.92 % win 2,173,450.0 lose 2,185,000
14_WP: 55.42 % win 2,244,000.0 lose 2,124,000
15_WP: 53.19 % win 2,096,100.0 lose 2,170,000
16_WP: 54.86 % win 2,035,750.0 lose 1,971,000
17_WP: 54.49 % win 1,996,650.0 lose 1,962,000
18_WP: 54.86 % win 2,014,500.0 lose 1,950,000
19_WP: 54.37 % win 2,150,500.0 lose 2,123,000
20_WP: 54.31 % win 2,187,050.0 lose 2,165,000
21_WP: 54.15 % win 2,278,000.0 lose 2,269,000
22_WP: 52.56 % win 2,434,400.0 lose 2,585,000
23_WP: 50.37 % win 2,356,200.0 lose 2,731,000

f:id:hiraka_Blog:20210108124924j:plain
Janu_WP 53.38 % win 4,586,600.0 lose 4,712,000
Feb_WP 53.51 % win 4,409,800.0 lose 4,508,000
Mat_WP 53.2 % win 4,602,750.0 lose 4,764,000
Apr_WP 53.56 % win 4,286,550.0 lose 4,373,000
May_WP 53.5 % win 4,701,350.0 lose 4,808,000
June_WP 52.92 % win 4,154,800.0 lose 4,349,000
July_WP 53.53 % win 4,175,200.0 lose 4,264,000
Aug_WP 53.55 % win 4,460,800.0 lose 4,552,000
Sep_WP 52.71 % win 4,203,250.0 lose 4,437,000
Oct_WP 53.52 % win 4,677,550.0 lose 4,779,000
Nov_WP 52.85 % win 4,412,350.0 lose 4,631,000
Dec_WP 53.16 % win 4,497,350.0 lose 4,662,000

f:id:hiraka_Blog:20210108124908j:plain
0M_WP 53.95 % win 4,198,150.0 lose 4,216,000
5M_WP 53.31 % win 3,978,000.0 lose 4,099,000
10M_WP 53.64 % win 4,174,350.0 lose 4,245,000
15M_WP 52.7 % win 4,513,500.0 lose 4,766,000
20M_WP 53.3 % win 4,806,750.0 lose 4,955,000
25M_WP 53.83 % win 4,727,700.0 lose 4,770,000
30M_WP 53.11 % win 4,403,000.0 lose 4,574,000
35M_WP 52.29 % win 4,190,500.0 lose 4,499,000
40M_WP 53.6 % win 4,454,000.0 lose 4,536,000
45M_WP 52.5 % win 4,527,950.0 lose 4,820,000
50M_WP 52.7 % win 4,589,150.0 lose 4,846,000
55M_WP 54.56 % win 4,605,300.0 lose 4,513,000

f:id:hiraka_Blog:20210108124852j:plain
2010_WP 54.47 % win 5,609,150.0 loss 5,517,000
2011_WP 52.79 % win 5,035,400.0 loss 5,298,000
2012_WP 52.75 % win 4,749,800.0 loss 5,006,000
2013_WP 54.02 % win 4,189,650.0 loss 4,195,000
2014_WP 53.57 % win 4,758,300.0 loss 4,851,000
2015_WP 52.91 % win 4,442,950.0 loss 4,652,000
2016_WP 53.25 % win 4,566,200.0 loss 4,716,000
2017_WP 54.39 % win 4,526,250.0 loss 4,466,000
2018_WP 52.66 % win 5,043,900.0 loss 5,334,000
2019_WP 51.33 % win 5,420,450.0 loss 6,046,000
2020_WP 54.41 % win 4,826,300.0 loss 4,758,000

f:id:hiraka_Blog:20210108124833j:plain
take: 53,168,350 Jpy
loss: 54,839,000 Jpy
PL: -1,670,650 Jpy
PF: 0.9695353671657032
Max WIn: 19
Max Pro: + 16,150.0 Jpy
Max Lose: 14
Max DD: - 14,000 Jpy
Ave Pips: 180.00640277533122

 

XAUUSD(GOLD) Stochastic10-90

highwin: 3,748 highlose: 3,065 hightotal 6,813 HighWP: 55.01 %
lowwin: 4,708 lowlose: 3,988 lowtotal 8,696 LowWP: 54.14 %
win: 8,456 lose: 7,053 total: 15,509 WP: 54.52 %

f:id:hiraka_Blog:20210108124807j:plain
MON_WP: 55.41 % win 1,405,050.0 lose 1,330,000
TUE_WP: 55.15 % win 1,443,300.0 lose 1,395,000
WED_WP: 54.58 % win 1,388,900.0 lose 1,360,000
TUR_WP: 54.87 % win 1,441,600.0 lose 1,395,000
FRI_WP: 52.97 % win 1,441,600.0 lose 1,506,000

f:id:hiraka_Blog:20210108124734j:plain
0_WP: 55.67 % win 358,700.0 lose 336,000
1_WP: 53.09 % win 255,850.0 lose 266,000
2_WP: 51.71 % win 359,550.0 lose 395,000
3_WP: 53.41 % win 485,350.0 lose 498,000
4_WP: 52.5 % win 392,700.0 lose 418,000
5_WP: 55.44 % win 351,050.0 lose 332,000
6_WP: 53.71 % win 313,650.0 lose 318,000
7_WP: 53.98 % win 311,100.0 lose 312,000
8_WP: 53.11 % win 319,600.0 lose 332,000
9_WP: 52.62 % win 357,850.0 lose 379,000
10_WP: 57.9 % win 314,500.0 lose 269,000
11_WP: 60.43 % win 285,600.0 lose 220,000
12_WP: 54.25 % win 271,150.0 lose 269,000
13_WP: 55.04 % win 260,100.0 lose 250,000
14_WP: 57.5 % win 257,550.0 lose 224,000
15_WP: 54.72 % win 221,850.0 lose 216,000
16_WP: 58.66 % win 201,450.0 lose 167,000
17_WP: 54.52 % win 174,250.0 lose 171,000
18_WP: 56.83 % win 176,800.0 lose 158,000
19_WP: 60.0 % win 255,000.0 lose 200,000
20_WP: 56.37 % win 248,200.0 lose 226,000
21_WP: 54.4 % win 289,000.0 lose 285,000
22_WP: 52.04 % win 336,600.0 lose 365,000
23_WP: 50.66 % win 390,150.0 lose 447,000

f:id:hiraka_Blog:20210108124707j:plain
Janu_WP 54.49 % win 629,000.0 lose 618,000
Feb_WP 54.74 % win 628,150.0 lose 611,000
Mat_WP 53.02 % win 619,650.0 lose 646,000
Apr_WP 55.36 % win 561,850.0 lose 533,000
May_WP 54.83 % win 617,950.0 lose 599,000
June_WP 55.27 % win 592,450.0 lose 564,000
July_WP 54.07 % win 548,250.0 lose 548,000
Aug_WP 54.45 % win 593,300.0 lose 584,000
Sep_WP 54.66 % win 563,550.0 lose 550,000
Oct_WP 52.73 % win 616,250.0 lose 650,000
Nov_WP 54.07 % win 603,500.0 lose 603,000
Dec_WP 56.9 % win 613,700.0 lose 547,000

f:id:hiraka_Blog:20210108124627j:plain
0M_WP 53.6 % win 538,050.0 lose 548,000
5M_WP 52.29 % win 495,550.0 lose 532,000
10M_WP 52.82 % win 502,350.0 lose 528,000
15M_WP 52.14 % win 568,650.0 lose 614,000
20M_WP 54.29 % win 683,400.0 lose 677,000
25M_WP 54.58 % win 673,200.0 lose 659,000
30M_WP 55.15 % win 609,450.0 lose 583,000
35M_WP 55.0 % win 584,800.0 lose 563,000
40M_WP 56.13 % win 611,150.0 lose 562,000
45M_WP 54.21 % win 580,550.0 lose 577,000
50M_WP 55.39 % win 676,600.0 lose 641,000
55M_WP 57.85 % win 663,850.0 lose 569,000

f:id:hiraka_Blog:20210108124605j:plain
2010_WP 56.49 % win 876,350.0 loss 794,000
2011_WP 53.73 % win 789,650.0 loss 800,000
2012_WP 53.78 % win 640,900.0 loss 648,000
2013_WP 55.94 % win 468,350.0 loss 434,000
2014_WP 53.45 % win 645,150.0 loss 661,000
2015_WP 53.89 % win 571,200.0 loss 575,000
2016_WP 55.3 % win 558,450.0 loss 531,000
2017_WP 53.66 % win 498,950.0 loss 507,000
2018_WP 54.34 % win 665,550.0 loss 658,000
2019_WP 52.75 % win 822,800.0 loss 867,000
2020_WP 56.96 % win 650,250.0 loss 578,000


take: 7,187,600 Jpy
loss: 7,053,000 Jpy
PL: 134,600 Jpy
PF: 1.0190840776974337
Max WIn: 15
Max Pro: + 12,750.0 Jpy
Max Lose: 10
Max DD: - 10,000 Jpy
Ave Pips: 159.75446428571473

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