HirakaBlog

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

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

I changed the MFI parameter from 20 - 80 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 MFI. There is no control that the previous one is not touched.

https://hiraka-blog.hatenablog.com/?_ga=2.220338192.969077184.1610271412-519642922.1592801588

XAUUSD5 MFI 80 - 20


highwin: 9,013 highlose: 7,400 hightotal 16,413 HighWP: 54.91 %
lowwin: 10,230 lowlose: 9,054 lowtotal 19,284 LowWP: 53.05 %
win: 19,243 lose: 16,454 total: 35,697 WP: 53.91 %
take: 16,356,550 Jpy
loss: 16,454,000 Jpy
PL: -97,450 Jpy
PF: 0.994077427981038
Max WIn: 15
Max Pro: + 12,750.0 Jpy
Max Lose: 13
Max DD: - 13,000 Jpy
Ave Pips: 0.002520397027490469

f:id:hiraka_Blog:20210112121422j:plain
MON_WP: 53.57 % win 3,214,700.0 lose 3,278,000
TUE_WP: 53.56 % win 3,362,600.0 lose 3,273,000
WED_WP: 54.7 % win 3,289,500.0 lose 3,205,000
TUR_WP: 53.74 % win 3,234,250.0 lose 3,275,000
FRI_WP: 54.25 % win 3,138,200.0 lose 3,113,000

f:id:hiraka_Blog:20210112121401j:plain
0_WP: 52.42 % win 598,400.0 lose 639,000
1_WP: 53.02 % win 418,200.0 lose 436,000
2_WP: 52.81 % win 630,700.0 lose 663,000
3_WP: 52.41 % win 811,750.0 lose 867,000
4_WP: 54.81 % win 885,700.0 lose 859,000
5_WP: 54.5 % win 860,200.0 lose 845,000
6_WP: 54.53 % win 696,150.0 lose 683,000
7_WP: 54.0 % win 682,550.0 lose 684,000
8_WP: 55.32 % win 719,950.0 lose 684,000
9_WP: 53.67 % win 740,350.0 lose 752,000
10_WP: 55.54 % win 847,450.0 lose 798,000
11_WP: 54.82 % win 691,050.0 lose 670,000
12_WP: 54.19 % win 681,700.0 lose 678,000
13_WP: 52.3 % win 646,850.0 lose 694,000
14_WP: 55.86 % win 603,500.0 lose 561,000
15_WP: 55.32 % win 636,650.0 lose 605,000
16_WP: 53.05 % win 710,600.0 lose 740,000
17_WP: 54.84 % win 674,050.0 lose 653,000
18_WP: 54.29 % win 580,550.0 lose 575,000
19_WP: 55.96 % win 594,150.0 lose 550,000
20_WP: 54.28 % win 560,150.0 lose 555,000
21_WP: 53.82 % win 586,500.0 lose 592,000
22_WP: 50.76 % win 706,350.0 lose 806,000
23_WP: 51.89 % win 793,050.0 lose 865,000

f:id:hiraka_Blog:20210112121344j:plain
Janu_WP 54.15 % win 1,352,350.0 lose 1,347,000
Feb_WP 53.38 % win 1,281,800.0 lose 1,317,000
Mat_WP 54.54 % win 1,455,200.0 lose 1,427,000
Apr_WP 52.67 % win 1,317,500.0 lose 1,393,000
May_WP 54.94 % win 1,480,700.0 lose 1,429,000
June_WP 54.15 % win 1,303,050.0 lose 1,298,000
July_WP 54.72 % win 1,320,050.0 lose 1,285,000
Aug_WP 53.72 % win 1,417,800.0 lose 1,437,000
Sep_WP 53.79 % win 1,367,650.0 lose 1,382,000
Oct_WP 53.88 % win 1,403,350.0 lose 1,413,000
Nov_WP 53.36 % win 1,354,900.0 lose 1,393,000
Dec_WP 53.47 % win 1,302,200.0 lose 1,333,000

f:id:hiraka_Blog:20210112121330j:plain
0M_WP 55.33 % win 1,429,700.0 lose 1,358,000
5M_WP 52.64 % win 1,345,550.0 lose 1,424,000
10M_WP 55.14 % win 1,416,950.0 lose 1,356,000
15M_WP 53.41 % win 1,372,750.0 lose 1,409,000
20M_WP 53.86 % win 1,381,250.0 lose 1,392,000
25M_WP 55.08 % win 1,397,400.0 lose 1,341,000
30M_WP 52.7 % win 1,318,350.0 lose 1,392,000
35M_WP 54.19 % win 1,369,350.0 lose 1,362,000
40M_WP 53.76 % win 1,319,200.0 lose 1,335,000
45M_WP 52.34 % win 1,290,300.0 lose 1,382,000
50M_WP 53.01 % win 1,331,950.0 lose 1,389,000
55M_WP 55.34 % win 1,383,800.0 lose 1,314,000

f:id:hiraka_Blog:20210112121315j:plain
2010_WP 54.53 % win 1,247,800.0 loss 1,224,000
2011_WP 54.11 % win 1,411,000.0 loss 1,408,000
2012_WP 53.23 % win 1,323,450.0 loss 1,368,000
2013_WP 57.12 % win 1,322,600.0 loss 1,168,000
2014_WP 53.72 % win 1,484,950.0 loss 1,505,000
2015_WP 54.41 % win 1,448,400.0 loss 1,428,000
2016_WP 53.44 % win 1,591,200.0 loss 1,631,000
2017_WP 53.99 % win 1,373,600.0 loss 1,377,000
2018_WP 53.38 % win 1,720,400.0 loss 1,768,000
2019_WP 52.8 % win 1,802,850.0 loss 1,896,000
2020_WP 53.29 % win 1,630,300.0 loss 1,681,000

f:id:hiraka_Blog:20210112121300j:plain
3month_WP: 54.05 % win 442,000.0 lose: 442,000
6month_WP: 52.94 % win 872,950.0 lose: 913,000
1year_WP: 53.03 % win 3,433,150.0 lose: 3,577,000
3year_WP: 53.32 % win 6,527,150.0 lose: 6,722,000
5year_WP: 53.53 % win 11,051,700.0 lose: 11,286,000
8year_WP: 53.83 % win 13,697,750.0 lose: 13,822,000
10year_WP: 53.91 % win 16,356,550.0 lose: 16,454,000

 

XAUUSD5 MFI 90 - 10


highwin: 889 highlose: 671 hightotal 1,560 HighWP: 56.99 %
lowwin: 1,178 lowlose: 1,011 lowtotal 2,189 LowWP: 53.81 %
win: 2,067 lose: 1,682 total: 3,749 WP: 55.13 %
take: 1,756,950 Jpy
loss: 1,682,000 Jpy
PL: 74,950 Jpy
PF: 1.0445600475624257
Max WIn: 14
Max Pro: + 11,900.0 Jpy
Max Lose: 8
Max DD: - 8,000 Jpy
Ave Pips: 0.07477019835510246

f:id:hiraka_Blog:20210112121243j:plain
MON_WP: 54.56 % win 320,450.0 lose 314,000
TUE_WP: 58.56 % win 386,750.0 lose 358,000
WED_WP: 53.6 % win 323,000.0 lose 329,000
TUR_WP: 56.18 % win 390,150.0 lose 358,000
FRI_WP: 52.29 % win 320,450.0 lose 344,000

f:id:hiraka_Blog:20210112121219j:plain
0_WP: 54.76 % win 78,200.0 lose 76,000
1_WP: 67.39 % win 79,050.0 lose 45,000
2_WP: 48.8 % win 68,850.0 lose 85,000
3_WP: 53.11 % win 108,800.0 lose 113,000
4_WP: 56.0 % win 107,100.0 lose 99,000
5_WP: 52.81 % win 103,700.0 lose 109,000
6_WP: 60.31 % win 67,150.0 lose 52,000
7_WP: 55.69 % win 79,050.0 lose 74,000
8_WP: 62.0 % win 79,050.0 lose 57,000
9_WP: 52.88 % win 85,850.0 lose 90,000
10_WP: 60.51 % win 100,300.0 lose 77,000
11_WP: 60.63 % win 65,450.0 lose 50,000
12_WP: 52.59 % win 60,350.0 lose 64,000
13_WP: 50.99 % win 65,450.0 lose 74,000
14_WP: 55.24 % win 49,300.0 lose 47,000
15_WP: 64.22 % win 59,500.0 lose 39,000
16_WP: 50.29 % win 73,950.0 lose 86,000
17_WP: 57.25 % win 63,750.0 lose 56,000
18_WP: 61.54 % win 47,600.0 lose 35,000
19_WP: 62.24 % win 51,850.0 lose 37,000
20_WP: 45.95 % win 43,350.0 lose 60,000
21_WP: 54.81 % win 48,450.0 lose 47,000
22_WP: 46.24 % win 73,100.0 lose 100,000
23_WP: 51.11 % win 97,750.0 lose 110,000

f:id:hiraka_Blog:20210112121159j:plain
Janu_WP 60.35 % win 146,200.0 lose 113,000
Feb_WP 52.69 % win 149,600.0 lose 158,000
Mat_WP 55.66 % win 150,450.0 lose 141,000
Apr_WP 53.19 % win 148,750.0 lose 154,000
May_WP 52.27 % win 156,400.0 lose 168,000
June_WP 57.81 % win 147,900.0 lose 127,000
July_WP 56.91 % win 147,050.0 lose 131,000
Aug_WP 54.92 % win 147,050.0 lose 142,000
Sep_WP 57.3 % win 133,450.0 lose 117,000
Oct_WP 54.15 % win 138,550.0 lose 138,000
Nov_WP 53.27 % win 145,350.0 lose 150,000
Dec_WP 54.6 % win 146,200.0 lose 143,000

f:id:hiraka_Blog:20210112121146j:plain
0M_WP 53.48 % win 143,650.0 lose 147,000
5M_WP 57.23 % win 151,300.0 lose 133,000
10M_WP 58.08 % win 164,900.0 lose 140,000
15M_WP 53.8 % win 138,550.0 lose 140,000
20M_WP 52.81 % win 143,650.0 lose 151,000
25M_WP 58.16 % win 166,600.0 lose 141,000
30M_WP 55.74 % win 144,500.0 lose 135,000
35M_WP 55.05 % win 143,650.0 lose 138,000
40M_WP 55.77 % win 147,900.0 lose 138,000
45M_WP 51.64 % win 133,450.0 lose 147,000
50M_WP 53.14 % win 136,850.0 lose 142,000
55M_WP 56.23 % win 141,950.0 lose 130,000

f:id:hiraka_Blog:20210112121130j:plain
2010_WP 57.1 % win 150,450.0 loss 133,000
2011_WP 55.49 % win 154,700.0 loss 146,000
2012_WP 53.01 % win 149,600.0 loss 156,000
2013_WP 58.58 % win 119,000.0 loss 99,000
2014_WP 54.83 % win 164,050.0 loss 159,000
2015_WP 53.75 % win 140,250.0 loss 142,000
2016_WP 51.99 % win 155,550.0 loss 169,000
2017_WP 58.01 % win 138,550.0 loss 118,000
2018_WP 53.33 % win 183,600.0 loss 189,000
2019_WP 54.19 % win 225,250.0 loss 224,000
2020_WP 58.47 % win 175,950.0 loss 147,000

f:id:hiraka_Blog:20210112121114j:plain
3month_WP: 52.56 % win 34,850.0 lose: 37,000
6month_WP: 55.17 % win 95,200.0 lose: 91,000
1year_WP: 55.99 % win 401,200.0 lose: 371,000
3year_WP: 55.66 % win 723,350.0 lose: 678,000
5year_WP: 54.8 % win 1,183,200.0 lose: 1,148,000
8year_WP: 54.9 % win 1,451,800.0 lose: 1,403,000
10year_WP: 55.13 % win 1,756,950.0 lose: 1,682,000

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