HirakaBlog

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

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

I changed the Candlestick shaved and More than 90% of candlesticks 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 Candlestick shaved

 

XAUUSD More than 90% of candlesticks


highwin: 12,921 highlose: 11,182 hightotal 24,103 HighWP: 53.61 %
lowwin: 12,983 lowlose: 11,374 lowtotal 24,357 LowWP: 53.3 %
win: 25,904 lose: 22,556 total: 48,460 WP: 53.45 %
take: 22,018,400 Jpy
loss: 22,556,000 Jpy
PL: -537,600 Jpy
PF: 0.9761659868771059
Max WIn: 18
Max Pro: + 15,300.0 Jpy
Max Lose: 12
Max DD: - 12,000 Jpy
Ave Pips: -0.013288295243977106

f:id:hiraka_Blog:20210113134306j:plain
MON_WP: 53.37 % win 4,209,200.0 lose 4,327,000
TUE_WP: 52.9 % win 4,362,200.0 lose 4,557,000
WED_WP: 53.64 % win 4,414,900.0 lose 4,489,000
TUR_WP: 53.16 % win 4,401,300.0 lose 4,562,000
FRI_WP: 54.24 % win 4,428,500.0 lose 4,396,000

f:id:hiraka_Blog:20210113134247j:plain
0_WP: 51.94 % win 980,900.0 lose 1,068,000
1_WP: 51.73 % win 674,900.0 lose 741,000
2_WP: 52.51 % win 1,066,750.0 lose 1,135,000
3_WP: 50.57 % win 1,235,900.0 lose 1,421,000
4_WP: 51.94 % win 1,014,050.0 lose 1,104,000
5_WP: 54.55 % win 1,048,900.0 lose 1,028,000
6_WP: 55.67 % win 993,650.0 lose 931,000
7_WP: 53.2 % win 1,065,900.0 lose 1,103,000
8_WP: 54.63 % win 1,148,350.0 lose 1,122,000
9_WP: 52.25 % win 968,150.0 lose 1,041,000
10_WP: 53.57 % win 918,850.0 lose 937,000
11_WP: 52.82 % win 834,700.0 lose 877,000
12_WP: 54.33 % win 827,050.0 lose 818,000
13_WP: 54.61 % win 850,000.0 lose 831,000
14_WP: 53.52 % win 899,300.0 lose 919,000
15_WP: 52.56 % win 872,100.0 lose 926,000
16_WP: 52.24 % win 752,250.0 lose 809,000
17_WP: 54.04 % win 688,500.0 lose 689,000
18_WP: 56.04 % win 702,100.0 lose 648,000
19_WP: 57.71 % win 788,800.0 lose 680,000
20_WP: 53.02 % win 769,250.0 lose 802,000
21_WP: 55.08 % win 898,450.0 lose 862,000
22_WP: 54.76 % win 982,600.0 lose 955,000
23_WP: 52.38 % win 1,037,000.0 lose 1,109,000

f:id:hiraka_Blog:20210113134232j:plain
Janu_WP 52.63 % win 1,839,400.0 lose 1,948,000
Feb_WP 53.67 % win 1,782,450.0 lose 1,810,000
Mat_WP 54.09 % win 1,939,700.0 lose 1,937,000
Apr_WP 53.74 % win 1,856,400.0 lose 1,880,000
May_WP 51.44 % win 1,811,350.0 lose 2,012,000
June_WP 53.04 % win 1,725,500.0 lose 1,797,000
July_WP 54.76 % win 1,916,750.0 lose 1,863,000
Aug_WP 53.9 % win 1,974,550.0 lose 1,987,000
Sep_WP 53.37 % win 1,768,850.0 lose 1,818,000
Oct_WP 53.52 % win 1,848,750.0 lose 1,889,000
Nov_WP 53.19 % win 1,715,300.0 lose 1,776,000
Dec_WP 54.06 % win 1,839,400.0 lose 1,839,000

f:id:hiraka_Blog:20210113134217j:plain
0M_WP 53.4 % win 1,777,350.0 lose 1,825,000
5M_WP 52.53 % win 1,833,450.0 lose 1,949,000
10M_WP 53.16 % win 1,780,750.0 lose 1,846,000
15M_WP 52.24 % win 1,812,200.0 lose 1,949,000
20M_WP 53.39 % win 1,860,650.0 lose 1,911,000
25M_WP 54.11 % win 1,785,850.0 lose 1,782,000
30M_WP 53.51 % win 1,915,900.0 lose 1,958,000
35M_WP 53.44 % win 1,847,050.0 lose 1,893,000
40M_WP 52.98 % win 1,842,800.0 lose 1,924,000
45M_WP 53.3 % win 1,841,100.0 lose 1,898,000
50M_WP 54.5 % win 1,821,550.0 lose 1,789,000
55M_WP 54.95 % win 1,899,750.0 lose 1,832,000

f:id:hiraka_Blog:20210113134200j:plain
2010_WP 53.13 % win 2,339,200.0 loss 2,428,000
2011_WP 51.52 % win 2,329,850.0 loss 2,579,000
2012_WP 53.37 % win 1,776,500.0 loss 1,826,000
2013_WP 55.65 % win 1,854,700.0 loss 1,739,000
2014_WP 54.4 % win 2,612,050.0 loss 2,576,000
2015_WP 53.17 % win 1,859,800.0 loss 1,927,000
2016_WP 56.5 % win 1,847,900.0 loss 1,674,000
2017_WP 53.38 % win 1,767,150.0 loss 1,816,000
2018_WP 52.83 % win 2,050,200.0 loss 2,154,000
2019_WP 51.92 % win 2,196,400.0 loss 2,393,000
2020_WP 53.01 % win 1,384,650.0 loss 1,444,000

f:id:hiraka_Blog:20210113134143j:plain
3month_WP: 51.13 % win 385,900.0 lose: 434,000
6month_WP: 53.17 % win 663,000.0 lose: 687,000
1year_WP: 52.34 % win 3,581,050.0 lose: 3,837,000
3year_WP: 52.72 % win 7,398,400.0 lose: 7,807,000
5year_WP: 53.58 % win 13,718,150.0 lose: 13,984,000
8year_WP: 53.77 % win 17,349,350.0 lose: 17,549,000
10year_WP: 53.45 % win 22,018,400.0 lose: 22,556,000

XAUUSD Candlestick shaved

f:id:hiraka_Blog:20210113141435p:plain
highwin: 2,575 highlose: 2,380 hightotal 4,955 HighWP: 51.97 %
lowwin: 2,520 lowlose: 2,412 lowtotal 4,932 LowWP: 51.09 %
win: 5,095 lose: 4,792 total: 9,887 WP: 51.53 %
take: 4,330,750 Jpy
loss: 4,792,000 Jpy
PL: -461,250 Jpy
PF: 0.9037458263772955
Max WIn: 14
Max Pro: + 11,900.0 Jpy
Max Lose: 15
Max DD: - 15,000 Jpy
Ave Pips: -0.00025711481844730745

f:id:hiraka_Blog:20210113133314j:plain
MON_WP: 52.49 % win 823,650.0 lose 877,000
TUE_WP: 50.98 % win 860,200.0 lose 974,000
WED_WP: 51.36 % win 867,000.0 lose 966,000
TUR_WP: 50.38 % win 842,350.0 lose 976,000
FRI_WP: 52.82 % win 890,800.0 lose 936,000

f:id:hiraka_Blog:20210113133353j:plain
0_WP: 49.93 % win 313,650.0 lose 370,000
1_WP: 50.4 % win 212,500.0 lose 246,000
2_WP: 51.96 % win 326,400.0 lose 355,000
3_WP: 46.75 % win 287,300.0 lose 385,000
4_WP: 51.61 % win 231,200.0 lose 255,000
5_WP: 52.48 % win 215,900.0 lose 230,000
6_WP: 55.99 % win 266,050.0 lose 246,000
7_WP: 52.79 % win 281,350.0 lose 296,000
8_WP: 54.84 % win 312,800.0 lose 303,000
9_WP: 52.31 % win 211,650.0 lose 227,000
10_WP: 49.69 % win 135,150.0 lose 161,000
11_WP: 51.36 % win 112,200.0 lose 125,000
12_WP: 52.02 % win 109,650.0 lose 119,000
13_WP: 52.07 % win 128,350.0 lose 139,000
14_WP: 52.86 % win 133,450.0 lose 140,000
15_WP: 50.74 % win 116,450.0 lose 133,000
16_WP: 46.33 % win 69,700.0 lose 95,000
17_WP: 52.76 % win 56,950.0 lose 60,000
18_WP: 48.23 % win 57,800.0 lose 73,000
19_WP: 52.83 % win 71,400.0 lose 75,000
20_WP: 52.73 % win 114,750.0 lose 121,000
21_WP: 52.96 % win 136,850.0 lose 143,000
22_WP: 55.05 % win 194,650.0 lose 187,000
23_WP: 47.26 % win 234,600.0 lose 308,000

f:id:hiraka_Blog:20210113133418j:plain
Janu_WP 51.02 % win 340,000.0 lose 384,000
Feb_WP 52.92 % win 339,150.0 lose 355,000
Mat_WP 51.28 % win 408,000.0 lose 456,000
Apr_WP 54.75 % win 411,400.0 lose 400,000
May_WP 48.63 % win 362,950.0 lose 451,000
June_WP 50.16 % win 407,150.0 lose 476,000
July_WP 52.41 % win 416,500.0 lose 445,000
Aug_WP 52.66 % win 396,100.0 lose 419,000
Sep_WP 51.72 % win 333,200.0 lose 366,000
Oct_WP 50.77 % win 306,850.0 lose 350,000
Nov_WP 48.58 % win 262,650.0 lose 327,000
Dec_WP 52.92 % win 346,800.0 lose 363,000

f:id:hiraka_Blog:20210113133455j:plain
0M_WP 51.7 % win 323,850.0 lose 356,000
5M_WP 49.06 % win 333,200.0 lose 407,000
10M_WP 49.09 % win 322,150.0 lose 393,000
15M_WP 52.12 % win 376,550.0 lose 407,000
20M_WP 49.46 % win 347,650.0 lose 418,000
25M_WP 50.56 % win 347,650.0 lose 400,000
30M_WP 51.27 % win 361,250.0 lose 404,000
35M_WP 52.1 % win 379,100.0 lose 410,000
40M_WP 50.0 % win 375,700.0 lose 442,000
45M_WP 51.76 % win 374,850.0 lose 411,000
50M_WP 55.56 % win 391,000.0 lose 368,000
55M_WP 55.45 % win 397,800.0 lose 376,000

f:id:hiraka_Blog:20210113133512j:plain
2010_WP 52.4 % win 473,450.0 loss 506,000
2011_WP 50.62 % win 803,250.0 loss 922,000
2012_WP 47.09 % win 282,200.0 loss 373,000
2013_WP 55.63 % win 344,250.0 loss 323,000
2014_WP 53.17 % win 505,750.0 loss 524,000
2015_WP 47.98 % win 282,200.0 loss 360,000
2016_WP 54.93 % win 283,900.0 loss 274,000
2017_WP 52.95 % win 366,350.0 loss 383,000
2018_WP 53.19 % win 368,900.0 loss 382,000
2019_WP 49.07 % win 513,400.0 loss 627,000
2020_WP 51.64 % win 107,100.0 loss 118,000

f:id:hiraka_Blog:20210113133530j:plain
3month_WP: 41.82 % win 19,550.0 lose: 32,000
6month_WP: 45.74 % win 36,550.0 lose: 51,000
1year_WP: 49.49 % win 620,500.0 lose: 745,000
3year_WP: 51.37 % win 1,355,750.0 lose: 1,510,000
5year_WP: 51.7 % win 2,427,600.0 lose: 2,668,000
8year_WP: 51.65 % win 3,054,050.0 lose: 3,364,000
10year_WP: 51.53 % win 4,330,750.0 lose: 4,792,000