HirakaBlog

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

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

I changed the Bollinger Bands parameter from 2σ to 3σ 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 Bollinger Bands. There is no control that the previous one is not touched.

https://hiraka-blog.hatenablog.com/?_ga=2.60351598.2121229667.1609683067-519642922.1592801588

XAUUSD5 Bollinger Bands 2σ

highwin: 26,663 highlose: 21,655 hightotal 48,318 HighWP: 55.18 %
lowwin: 26,214 lowlose: 21,788 lowtotal 48,002 LowWP: 54.61 %
win: 52,877 lose: 43,443 total: 96,320 WP: 54.9 %

f:id:hiraka_Blog:20210108132728j:plain
MON_WP: 54.65 % win 8,652,150.0 lose 8,448,000
TUE_WP: 54.48 % win 9,108,600.0 lose 8,543,000
WED_WP: 55.01 % win 9,209,750.0 lose 8,860,000
TUR_WP: 55.45 % win 9,047,400.0 lose 8,553,000
FRI_WP: 54.94 % win 8,737,150.0 lose 8,431,000

f:id:hiraka_Blog:20210108132711j:plain
0_WP: 58.53 % win 866,150.0 lose 722,000
1_WP: 57.57 % win 827,050.0 lose 717,000
2_WP: 56.04 % win 1,497,700.0 lose 1,382,000
3_WP: 53.85 % win 2,019,600.0 lose 2,036,000
4_WP: 53.65 % win 2,272,900.0 lose 2,310,000
5_WP: 54.07 % win 2,245,700.0 lose 2,244,000
6_WP: 55.24 % win 1,331,100.0 lose 1,269,000
7_WP: 55.81 % win 1,507,050.0 lose 1,404,000
8_WP: 54.21 % win 1,960,100.0 lose 1,948,000
9_WP: 51.91 % win 2,754,850.0 lose 3,002,000
10_WP: 54.12 % win 2,735,300.0 lose 2,728,000
11_WP: 55.25 % win 2,236,350.0 lose 2,131,000
12_WP: 54.52 % win 1,852,150.0 lose 1,818,000
13_WP: 54.53 % win 1,717,850.0 lose 1,685,000
14_WP: 56.06 % win 2,099,500.0 lose 1,936,000
15_WP: 54.07 % win 2,603,550.0 lose 2,602,000
16_WP: 55.46 % win 2,996,250.0 lose 2,831,000
17_WP: 56.74 % win 2,443,750.0 lose 2,192,000
18_WP: 55.78 % win 1,718,700.0 lose 1,603,000
19_WP: 58.13 % win 1,518,950.0 lose 1,287,000
20_WP: 54.17 % win 1,286,900.0 lose 1,281,000
21_WP: 55.33 % win 1,538,500.0 lose 1,461,000
22_WP: 54.88 % win 1,587,800.0 lose 1,536,000
23_WP: 54.24 % win 1,327,700.0 lose 1,318,000

f:id:hiraka_Blog:20210108132651j:plain
Janu_WP 54.75 % win 3,710,250.0 lose 3,608,000
Feb_WP 55.14 % win 3,607,400.0 lose 3,453,000
Mat_WP 53.78 % win 3,801,200.0 lose 3,844,000
Apr_WP 55.05 % win 3,726,400.0 lose 3,580,000
May_WP 54.94 % win 3,945,700.0 lose 3,807,000
June_WP 55.43 % win 3,642,250.0 lose 3,445,000
July_WP 55.84 % win 3,717,050.0 lose 3,458,000
Aug_WP 54.98 % win 3,886,200.0 lose 3,743,000
Sep_WP 55.12 % win 3,669,450.0 lose 3,515,000
Oct_WP 54.94 % win 3,883,650.0 lose 3,747,000
Nov_WP 54.56 % win 3,702,600.0 lose 3,628,000
Dec_WP 54.32 % win 3,653,300.0 lose 3,615,000

f:id:hiraka_Blog:20210108132627j:plain
0M_WP 55.03 % win 4,091,900.0 lose 3,934,000
5M_WP 55.46 % win 4,158,200.0 lose 3,929,000
10M_WP 54.4 % win 3,923,600.0 lose 3,870,000
15M_WP 53.62 % win 3,740,850.0 lose 3,806,000
20M_WP 55.19 % win 3,809,700.0 lose 3,639,000
25M_WP 55.47 % win 3,626,100.0 lose 3,424,000
30M_WP 54.36 % win 3,850,500.0 lose 3,803,000
35M_WP 54.53 % win 3,726,400.0 lose 3,656,000
40M_WP 54.89 % win 3,621,850.0 lose 3,502,000
45M_WP 54.17 % win 3,469,700.0 lose 3,453,000
50M_WP 55.1 % win 3,451,000.0 lose 3,308,000
55M_WP 56.73 % win 3,475,650.0 lose 3,119,000

f:id:hiraka_Blog:20210108132608j:plain
2010_WP 55.35 % win 4,166,700.0 loss 3,954,000
2011_WP 54.59 % win 4,019,650.0 loss 3,934,000
2012_WP 55.02 % win 4,203,250.0 loss 4,042,000
2013_WP 56.96 % win 4,141,200.0 loss 3,682,000
2014_WP 55.51 % win 4,193,900.0 loss 3,955,000
2015_WP 54.49 % win 4,119,100.0 loss 4,047,000
2016_WP 54.91 % win 4,191,350.0 loss 4,049,000
2017_WP 54.24 % win 3,748,500.0 loss 3,720,000
2018_WP 54.32 % win 4,112,300.0 loss 4,069,000
2019_WP 53.27 % win 4,025,600.0 loss 4,154,000
2020_WP 55.23 % win 4,023,900.0 loss 3,837,000

f:id:hiraka_Blog:20210108132543j:plain
take: 44,945,450 Jpy
loss: 43,443,000 Jpy
PL: 1,502,450 Jpy
PF: 1.0345843979467348
Max WIn: 16
Max Pro: + 13,600.0 Jpy
Max Lose: 14
Max DD: - 14,000 Jpy
Ave Pips: 259.0327993267354

 

XAUUSD5 Bollinger Bands 3σ

highwin: 3,677 highlose: 2,672 hightotal 6,349 HighWP: 57.91 %
lowwin: 3,243 lowlose: 2,587 lowtotal 5,830 LowWP: 55.63 %
win: 6,920 lose: 5,259 total: 12,179 WP: 56.82 %

f:id:hiraka_Blog:20210108132514j:plain
MON_WP: 55.4 % win 1,103,300.0 lose 1,045,000
TUE_WP: 55.27 % win 1,180,650.0 lose 980,000
WED_WP: 58.73 % win 1,241,000.0 lose 1,026,000
TUR_WP: 58.01 % win 1,151,750.0 lose 981,000
FRI_WP: 56.74 % win 1,188,300.0 lose 1,066,000

f:id:hiraka_Blog:20210108132455j:plain
0_WP: 64.34 % win 78,200.0 lose 51,000
1_WP: 58.46 % win 135,150.0 lose 113,000
2_WP: 60.04 % win 233,750.0 lose 183,000
3_WP: 58.67 % win 284,750.0 lose 236,000
4_WP: 55.11 % win 293,250.0 lose 281,000
5_WP: 54.46 % win 300,900.0 lose 296,000
6_WP: 52.65 % win 118,150.0 lose 125,000
7_WP: 59.41 % win 153,000.0 lose 123,000
8_WP: 53.98 % win 230,350.0 lose 231,000
9_WP: 53.33 % win 415,650.0 lose 428,000
10_WP: 54.66 % win 363,800.0 lose 355,000
11_WP: 56.23 % win 283,900.0 lose 260,000
12_WP: 55.91 % win 192,950.0 lose 179,000
13_WP: 56.78 % win 188,700.0 lose 169,000
14_WP: 62.31 % win 307,700.0 lose 219,000
15_WP: 56.71 % win 427,550.0 lose 384,000
16_WP: 55.3 % win 510,000.0 lose 485,000
17_WP: 58.79 % win 355,300.0 lose 293,000
18_WP: 57.45 % win 206,550.0 lose 180,000
19_WP: 61.2 % win 164,900.0 lose 123,000
20_WP: 56.04 % win 141,950.0 lose 131,000
21_WP: 56.78 % win 170,850.0 lose 153,000
22_WP: 57.71 % win 171,700.0 lose 148,000
23_WP: 61.43 % win 153,000.0 lose 113,000

f:id:hiraka_Blog:20210108132436j:plain
Janu_WP 58.03 % win 454,750.0 lose 387,000
Feb_WP 59.77 % win 449,650.0 lose 356,000
Mat_WP 56.4 % win 490,450.0 lose 446,000
Apr_WP 54.63 % win 476,000.0 lose 465,000
May_WP 57.21 % win 532,950.0 lose 469,000
June_WP 56.79 % win 472,600.0 lose 423,000
July_WP 54.95 % win 510,000.0 lose 492,000
Aug_WP 57.89 % win 549,100.0 lose 470,000
Sep_WP 57.03 % win 482,800.0 lose 428,000
Oct_WP 56.91 % win 532,100.0 lose 474,000
Nov_WP 55.48 % win 460,700.0 lose 435,000
Dec_WP 57.23 % win 470,900.0 lose 414,000

f:id:hiraka_Blog:20210108132414j:plain
0M_WP 55.68 % win 699,550.0 lose 655,000
5M_WP 54.63 % win 601,800.0 lose 588,000
10M_WP 54.31 % win 493,000.0 lose 488,000
15M_WP 56.14 % win 470,050.0 lose 432,000
20M_WP 60.42 % win 490,450.0 lose 378,000
25M_WP 55.71 % win 397,800.0 lose 372,000
30M_WP 57.04 % win 595,850.0 lose 528,000
35M_WP 55.07 % win 489,600.0 lose 470,000
40M_WP 59.01 % win 445,400.0 lose 364,000
45M_WP 57.39 % win 396,100.0 lose 346,000
50M_WP 58.02 % win 393,550.0 lose 335,000
55M_WP 61.35 % win 408,850.0 lose 303,000

f:id:hiraka_Blog:20210108132355j:plain
2010_WP 55.56 % win 539,750.0 loss 508,000
2011_WP 57.58 % win 493,850.0 loss 428,000
2012_WP 56.9 % win 543,150.0 loss 484,000
2013_WP 61.69 % win 670,650.0 loss 490,000
2014_WP 58.01 % win 655,350.0 loss 558,000
2015_WP 55.95 % win 583,100.0 loss 540,000
2016_WP 60.05 % win 568,650.0 loss 445,000
2017_WP 54.06 % win 453,050.0 loss 453,000
2018_WP 52.3 % win 434,350.0 loss 466,000
2019_WP 54.39 % win 468,350.0 loss 462,000
2020_WP 56.63 % win 471,750.0 loss 425,000

f:id:hiraka_Blog:20210108132334j:plain
take: 5,882,000 Jpy
loss: 5,259,000 Jpy
PL: 623,000 Jpy
PF: 1.1184635862331243
Max WIn: 14
Max Pro: + 11,900.0 Jpy
Max Lose: 14
Max DD: - 14,000 Jpy
Ave Pips: 359.938177745666

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