HirakaBlog

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

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

I changed the CCI parameter from 150 - -150 to 200 - -200 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 CCI. There is no control that the previous one is not touched.

https://hiraka-blog.hatenablog.com/?_ga=2.11539388.969077184.1610271412-519642922.1592801588

XAUUSD5 CCI 150 - -150


highwin: 32,876 highlose: 28,101 hightotal 60,977 HighWP: 53.92 %
lowwin: 32,485 lowlose: 28,369 lowtotal 60,854 LowWP: 53.38 %
win: 65,361 lose: 56,470 total: 121,831 WP: 53.65 %
take: 55,556,850 Jpy
loss: 56,470,000 Jpy
PL: -913,150 Jpy
PF: 0.9838294669736143
Max WIn: 17
Max Pro: + 14,450.0 Jpy
Max Lose: 15
Max DD: - 15,000 Jpy
Ave Pips: 239.04898961153503


MON_WP: 53.75 % win 10,789,050.0 lose 10,923,000
TUE_WP: 52.85 % win 11,088,250.0 lose 11,054,000
WED_WP: 54.13 % win 11,455,450.0 lose 11,422,000
TUR_WP: 54.25 % win 11,153,700.0 lose 11,066,000
FRI_WP: 53.26 % win 10,779,700.0 lose 11,129,000

f:id:hiraka_Blog:20210111091758j:plain
0_WP: 54.53 % win 1,349,800.0 lose 1,324,000
1_WP: 55.38 % win 1,160,250.0 lose 1,100,000
2_WP: 54.56 % win 2,009,400.0 lose 1,969,000
3_WP: 52.37 % win 2,552,550.0 lose 2,731,000
4_WP: 52.58 % win 2,557,650.0 lose 2,714,000
5_WP: 52.15 % win 2,542,350.0 lose 2,744,000
6_WP: 54.58 % win 2,019,600.0 lose 1,977,000
7_WP: 53.16 % win 2,189,600.0 lose 2,270,000
8_WP: 52.26 % win 2,504,100.0 lose 2,691,000
9_WP: 50.92 % win 3,008,150.0 lose 3,411,000
10_WP: 53.5 % win 2,640,950.0 lose 2,700,000
11_WP: 53.05 % win 2,523,650.0 lose 2,628,000
12_WP: 53.76 % win 2,299,250.0 lose 2,327,000
13_WP: 54.0 % win 2,366,400.0 lose 2,372,000
14_WP: 54.71 % win 2,571,250.0 lose 2,504,000
15_WP: 53.64 % win 2,921,450.0 lose 2,971,000
16_WP: 54.97 % win 3,093,150.0 lose 2,981,000
17_WP: 55.72 % win 2,641,800.0 lose 2,470,000
18_WP: 54.79 % win 2,255,050.0 lose 2,189,000
19_WP: 55.62 % win 2,087,600.0 lose 1,960,000
20_WP: 53.66 % win 1,995,800.0 lose 2,028,000
21_WP: 53.92 % win 2,210,000.0 lose 2,222,000
22_WP: 53.42 % win 2,177,700.0 lose 2,234,000
23_WP: 53.1 % win 1,879,350.0 lose 1,953,000

f:id:hiraka_Blog:20210111091824j:plain
Janu_WP 53.0 % win 4,610,400.0 lose 4,810,000
Feb_WP 53.21 % win 4,392,800.0 lose 4,544,000
Mat_WP 52.73 % win 4,632,500.0 lose 4,885,000
Apr_WP 53.93 % win 4,580,650.0 lose 4,604,000
May_WP 53.91 % win 4,869,650.0 lose 4,898,000
June_WP 53.39 % win 4,438,700.0 lose 4,559,000
July_WP 54.81 % win 4,677,550.0 lose 4,538,000
Aug_WP 54.22 % win 4,817,800.0 lose 4,786,000
Sep_WP 53.34 % win 4,509,250.0 lose 4,640,000
Oct_WP 53.92 % win 4,884,950.0 lose 4,912,000
Nov_WP 53.32 % win 4,561,950.0 lose 4,698,000
Dec_WP 53.97 % win 4,580,650.0 lose 4,596,000

f:id:hiraka_Blog:20210111091856j:plain
0M_WP 53.83 % win 4,964,850.0 lose 5,009,000
5M_WP 54.05 % win 5,393,250.0 lose 5,394,000
10M_WP 53.04 % win 5,038,800.0 lose 5,248,000
15M_WP 53.13 % win 4,634,200.0 lose 4,809,000
20M_WP 54.23 % win 4,592,550.0 lose 4,561,000
25M_WP 53.94 % win 4,295,900.0 lose 4,316,000
30M_WP 53.58 % win 4,591,700.0 lose 4,680,000
35M_WP 53.03 % win 4,707,300.0 lose 4,905,000
40M_WP 53.57 % win 4,525,400.0 lose 4,614,000
45M_WP 53.31 % win 4,320,550.0 lose 4,452,000
50M_WP 52.98 % win 4,234,700.0 lose 4,422,000
55M_WP 55.23 % win 4,257,650.0 lose 4,060,000

f:id:hiraka_Blog:20210111091916j:plain
2010_WP 53.99 % win 5,245,350.0 loss 5,259,000
2011_WP 53.03 % win 4,975,900.0 loss 5,185,000
2012_WP 53.6 % win 5,170,550.0 loss 5,266,000
2013_WP 55.79 % win 5,204,550.0 loss 4,852,000
2014_WP 54.15 % win 5,139,950.0 loss 5,121,000
2015_WP 53.02 % win 5,105,950.0 loss 5,323,000
2016_WP 53.99 % win 5,216,450.0 loss 5,229,000
2017_WP 52.73 % win 4,554,300.0 loss 4,803,000
2018_WP 53.09 % win 4,993,750.0 loss 5,192,000
2019_WP 52.51 % win 4,974,200.0 loss 5,292,000
2020_WP 54.19 % win 4,975,900.0 loss 4,948,000

f:id:hiraka_Blog:20210111091933j:plain
3month_WP: 55.05 % win 1,307,300.0 lose: 1,256,000
6month_WP: 55.01 % win 2,549,150.0 lose: 2,453,000
1year_WP: 53.34 % win 9,950,100.0 lose: 10,240,000
3year_WP: 53.13 % win 19,498,150.0 lose: 20,235,000
5year_WP: 53.39 % win 34,960,500.0 lose: 35,908,000
8year_WP: 53.68 % win 45,335,600.0 lose: 46,026,000
10year_WP: 53.65 % win 55,556,850.0 lose: 56,470,000

 

XAUUSD5 CCI 200 - -200


highwin: 11,572 highlose: 9,460 hightotal 21,032 HighWP: 55.02 %
lowwin: 10,946 lowlose: 9,283 lowtotal 20,229 LowWP: 54.11 %
win: 22,518 lose: 18,743 total: 41,261 WP: 54.57 %
take: 19,140,300 Jpy
loss: 18,743,000 Jpy
PL: 397,300 Jpy
PF: 1.021197246972203
Max WIn: 17
Max Pro: + 14,450.0 Jpy
Max Lose: 12
Max DD: - 12,000 Jpy
Ave Pips: 269.65805622168807

f:id:hiraka_Blog:20210111092041j:plain
MON_WP: 54.54 % win 3,708,550.0 lose 3,637,000
TUE_WP: 53.42 % win 3,846,250.0 lose 3,672,000
WED_WP: 55.54 % win 3,963,550.0 lose 3,733,000
TUR_WP: 54.98 % win 3,817,350.0 lose 3,678,000
FRI_WP: 54.62 % win 3,735,750.0 lose 3,652,000

f:id:hiraka_Blog:20210111092103j:plain
0_WP: 56.87 % win 383,350.0 lose 342,000
1_WP: 57.47 % win 454,750.0 lose 396,000
2_WP: 57.01 % win 784,550.0 lose 696,000
3_WP: 53.87 % win 923,100.0 lose 930,000
4_WP: 52.02 % win 865,300.0 lose 939,000
5_WP: 51.93 % win 915,450.0 lose 997,000
6_WP: 53.05 % win 613,700.0 lose 639,000
7_WP: 54.38 % win 702,100.0 lose 693,000
8_WP: 53.11 % win 857,650.0 lose 891,000
9_WP: 51.82 % win 1,116,050.0 lose 1,221,000
10_WP: 54.13 % win 919,700.0 lose 917,000
11_WP: 54.78 % win 862,750.0 lose 838,000
12_WP: 55.29 % win 754,800.0 lose 718,000
13_WP: 55.5 % win 789,650.0 lose 745,000
14_WP: 55.96 % win 901,850.0 lose 835,000
15_WP: 53.74 % win 1,086,300.0 lose 1,100,000
16_WP: 55.38 % win 1,203,600.0 lose 1,141,000
17_WP: 56.29 % win 935,000.0 lose 854,000
18_WP: 53.5 % win 733,550.0 lose 750,000
19_WP: 58.6 % win 683,400.0 lose 568,000
20_WP: 55.41 % win 630,700.0 lose 597,000
21_WP: 55.1 % win 730,150.0 lose 700,000
22_WP: 54.46 % win 720,800.0 lose 709,000
23_WP: 56.08 % win 572,050.0 lose 527,000

f:id:hiraka_Blog:20210111092124j:plain
Janu_WP 52.85 % win 1,543,600.0 lose 1,620,000
Feb_WP 54.12 % win 1,485,800.0 lose 1,482,000
Mat_WP 53.73 % win 1,638,800.0 lose 1,660,000
Apr_WP 55.77 % win 1,617,550.0 lose 1,509,000
May_WP 53.76 % win 1,647,300.0 lose 1,667,000
June_WP 54.77 % win 1,532,550.0 lose 1,489,000
July_WP 56.51 % win 1,674,500.0 lose 1,516,000
Aug_WP 54.74 % win 1,653,250.0 lose 1,608,000
Sep_WP 55.5 % win 1,586,100.0 lose 1,496,000
Oct_WP 54.22 % win 1,683,000.0 lose 1,672,000
Nov_WP 54.02 % win 1,552,100.0 lose 1,554,000
Dec_WP 54.98 % win 1,525,750.0 lose 1,470,000

f:id:hiraka_Blog:20210111092142j:plain
0M_WP 54.34 % win 1,885,300.0 lose 1,864,000
5M_WP 54.78 % win 2,080,800.0 lose 2,021,000
10M_WP 52.78 % win 1,683,850.0 lose 1,772,000
15M_WP 54.49 % win 1,569,100.0 lose 1,542,000
20M_WP 56.58 % win 1,549,550.0 lose 1,399,000
25M_WP 54.66 % win 1,406,750.0 lose 1,373,000
30M_WP 54.32 % win 1,657,500.0 lose 1,640,000
35M_WP 54.08 % win 1,706,800.0 lose 1,705,000
40M_WP 54.03 % win 1,481,550.0 lose 1,483,000
45M_WP 54.15 % win 1,408,450.0 lose 1,403,000
50M_WP 53.52 % win 1,330,250.0 lose 1,359,000
55M_WP 57.88 % win 1,380,400.0 lose 1,182,000

f:id:hiraka_Blog:20210111092205j:plain
2010_WP 54.65 % win 1,837,700.0 loss 1,794,000
2011_WP 53.5 % win 1,704,250.0 loss 1,743,000
2012_WP 54.56 % win 1,820,700.0 loss 1,784,000
2013_WP 57.22 % win 1,983,900.0 loss 1,745,000
2014_WP 55.59 % win 1,909,950.0 loss 1,795,000
2015_WP 54.83 % win 1,837,700.0 loss 1,781,000
2016_WP 55.56 % win 1,805,400.0 loss 1,699,000
2017_WP 53.68 % win 1,517,250.0 loss 1,540,000
2018_WP 53.58 % win 1,592,050.0 loss 1,623,000
2019_WP 52.48 % win 1,581,850.0 loss 1,685,000
2020_WP 53.98 % win 1,549,550.0 loss 1,554,000

f:id:hiraka_Blog:20210111092248j:plain
3month_WP: 54.78 % win 394,400.0 lose: 383,000
6month_WP: 55.09 % win 749,700.0 lose: 719,000
1year_WP: 53.21 % win 3,131,400.0 lose: 3,239,000
3year_WP: 53.42 % win 6,240,700.0 lose: 6,402,000
5year_WP: 54.3 % win 11,793,750.0 lose: 11,677,000
8year_WP: 54.69 % win 15,598,350.0 lose: 15,206,000
10year_WP: 54.57 % win 19,140,300.0 lose: 18,743,000