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

 We got the times larger than the average candlestick win rate from GOLD's historical data for the last 10 years!

I changed the 3times larger than the average candlestick to 2times larger than the average candlestick 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 times larger than the average candlestick

XAUUSD5 2 times larger than the average candlestick


highwin: 4,810 highlose: 3,690 hightotal 8,500 HighWP: 56.59 %
lowwin: 4,521 lowlose: 3,679 lowtotal 8,200 LowWP: 55.13 %
win: 9,331 lose: 7,369 total: 16,700 WP: 55.87 %
take: 7,931,350 Jpy
loss: 7,369,000 Jpy
PL: 562,350 Jpy
PF: 1.0763129325552991
Max WIn: 17
Max Pro: + 14,450.0 Jpy
Max Lose: 10
Max DD: - 10,000 Jpy
Ave Pips: 0.8043885971492908

f:id:hiraka_Blog:20210114151346j:plain
MON_WP: 55.44 % win 1,460,300.0 lose 1,381,000
TUE_WP: 54.15 % win 1,584,400.0 lose 1,436,000
WED_WP: 56.44 % win 1,683,850.0 lose 1,529,000
TUR_WP: 56.84 % win 1,610,750.0 lose 1,439,000
FRI_WP: 56.57 % win 1,559,750.0 lose 1,409,000

f:id:hiraka_Blog:20210114151332j:plain
0_WP: 62.24 % win 155,550.0 lose 111,000
1_WP: 59.65 % win 257,550.0 lose 205,000
2_WP: 59.03 % win 391,850.0 lose 320,000
3_WP: 53.67 % win 441,150.0 lose 448,000
4_WP: 52.03 % win 447,100.0 lose 485,000
5_WP: 49.9 % win 417,350.0 lose 493,000
6_WP: 53.15 % win 150,450.0 lose 156,000
7_WP: 60.26 % win 232,050.0 lose 180,000
8_WP: 55.62 % win 323,850.0 lose 304,000
9_WP: 54.15 % win 565,250.0 lose 563,000
10_WP: 55.34 % win 502,350.0 lose 477,000
11_WP: 56.52 % win 342,550.0 lose 310,000
12_WP: 55.23 % win 238,000.0 lose 227,000
13_WP: 56.1 % win 254,150.0 lose 234,000
14_WP: 57.0 % win 339,150.0 lose 301,000
15_WP: 56.39 % win 547,400.0 lose 498,000
16_WP: 54.65 % win 664,700.0 lose 649,000
17_WP: 58.84 % win 458,150.0 lose 377,000
18_WP: 58.3 % win 244,800.0 lose 206,000
19_WP: 60.76 % win 189,550.0 lose 144,000
20_WP: 53.09 % win 138,550.0 lose 144,000
21_WP: 55.21 % win 193,800.0 lose 185,000
22_WP: 59.62 % win 237,150.0 lose 189,000
23_WP: 58.94 % win 198,900.0 lose 163,000

f:id:hiraka_Blog:20210114151315j:plain
Janu_WP 55.86 % win 603,500.0 lose 561,000
Feb_WP 57.36 % win 589,900.0 lose 516,000
Mat_WP 54.4 % win 672,350.0 lose 663,000
Apr_WP 54.73 % win 668,950.0 lose 651,000
May_WP 54.82 % win 686,800.0 lose 666,000
June_WP 56.02 % win 660,450.0 lose 610,000
July_WP 57.22 % win 717,400.0 lose 631,000
Aug_WP 58.49 % win 761,600.0 lose 636,000
Sep_WP 57.0 % win 674,900.0 lose 599,000
Oct_WP 53.05 % win 664,700.0 lose 692,000
Nov_WP 56.39 % win 581,400.0 lose 529,000
Dec_WP 55.4 % win 649,400.0 lose 615,000

f:id:hiraka_Blog:20210114151302j:plain
0M_WP 54.15 % win 1,259,700.0 lose 1,255,000
5M_WP 56.07 % win 714,850.0 lose 659,000
10M_WP 52.76 % win 552,500.0 lose 582,000
15M_WP 54.92 % win 583,100.0 lose 563,000
20M_WP 57.68 % win 673,200.0 lose 581,000
25M_WP 56.79 % win 508,300.0 lose 455,000
30M_WP 55.52 % win 910,350.0 lose 858,000
35M_WP 57.25 % win 620,500.0 lose 545,000
40M_WP 54.95 % win 510,000.0 lose 492,000
45M_WP 57.03 % win 541,450.0 lose 480,000
50M_WP 58.77 % win 518,500.0 lose 428,000
55M_WP 57.38 % win 538,900.0 lose 471,000

f:id:hiraka_Blog:20210114151248j:plain
2010_WP 55.17 % win 889,100.0 loss 850,000
2011_WP 57.2 % win 793,050.0 loss 698,000
2012_WP 55.91 % win 667,250.0 loss 619,000
2013_WP 58.05 % win 827,900.0 loss 704,000
2014_WP 56.75 % win 961,350.0 loss 862,000
2015_WP 55.26 % win 754,800.0 loss 719,000
2016_WP 57.88 % win 699,550.0 loss 599,000
2017_WP 54.52 % win 569,500.0 loss 559,000
2018_WP 52.56 % win 557,600.0 loss 592,000
2019_WP 54.42 % win 696,150.0 loss 686,000
2020_WP 55.75 % win 515,100.0 loss 481,000

f:id:hiraka_Blog:20210114151230j:plain
3month_WP: 54.52 % win 138,550.0 lose: 136,000
6month_WP: 55.61 % win 265,200.0 lose: 249,000
1year_WP: 54.98 % win 1,211,250.0 lose: 1,167,000
3year_WP: 54.27 % win 2,338,350.0 lose: 2,318,000
5year_WP: 55.43 % win 4,754,050.0 lose: 4,498,000
8year_WP: 55.81 % win 6,249,200.0 lose: 5,821,000
10year_WP: 55.87 % win 7,931,350.0 lose: 7,369,000

XAUUSD5 3 times larger than the average candlestick

highwin: 1,364 highlose: 1,003 hightotal 2,367 HighWP: 57.63 %
lowwin: 1,201 lowlose: 959 lowtotal 2,160 LowWP: 55.6 %
win: 2,565 lose: 1,962 total: 4,527 WP: 56.66 %
take: 2,180,250 Jpy
loss: 1,962,000 Jpy
PL: 218,250 Jpy
PF: 1.1112385321100917
Max WIn: 16
Max Pro: + 13,600.0 Jpy
Max Lose: 8
Max DD: - 8,000 Jpy
Ave Pips: 1.0402261208577002

f:id:hiraka_Blog:20210114151215j:plain
MON_WP: 55.48 % win 408,850.0 lose 386,000
TUE_WP: 54.61 % win 397,800.0 lose 376,000
WED_WP: 56.59 % win 459,850.0 lose 415,000
TUR_WP: 58.39 % win 449,650.0 lose 377,000
FRI_WP: 58.02 % win 458,150.0 lose 390,000

f:id:hiraka_Blog:20210114151156j:plain
0_WP: 65.0 % win 44,200.0 lose 28,000
1_WP: 59.18 % win 98,600.0 lose 80,000
2_WP: 57.76 % win 113,900.0 lose 98,000
3_WP: 57.58 % win 129,200.0 lose 112,000
4_WP: 53.97 % win 115,600.0 lose 116,000
5_WP: 50.0 % win 123,250.0 lose 145,000
6_WP: 51.81 % win 36,550.0 lose 40,000
7_WP: 65.0 % win 55,250.0 lose 35,000
8_WP: 62.34 % win 81,600.0 lose 58,000
9_WP: 54.76 % win 136,850.0 lose 133,000
10_WP: 52.94 % win 114,750.0 lose 120,000
11_WP: 59.28 % win 84,150.0 lose 68,000
12_WP: 56.64 % win 54,400.0 lose 49,000
13_WP: 59.69 % win 65,450.0 lose 52,000
14_WP: 57.67 % win 92,650.0 lose 80,000
15_WP: 59.29 % win 157,250.0 lose 127,000
16_WP: 54.85 % win 221,000.0 lose 214,000
17_WP: 55.93 % win 140,250.0 lose 130,000
18_WP: 50.82 % win 52,700.0 lose 60,000
19_WP: 59.0 % win 50,150.0 lose 41,000
20_WP: 51.72 % win 38,250.0 lose 42,000
21_WP: 62.14 % win 54,400.0 lose 39,000
22_WP: 60.45 % win 68,850.0 lose 53,000
23_WP: 58.82 % win 51,000.0 lose 42,000

f:id:hiraka_Blog:20210114151142j:plain
Janu_WP 60.16 % win 186,150.0 lose 145,000
Feb_WP 60.51 % win 161,500.0 lose 124,000
Mat_WP 53.99 % win 172,550.0 lose 173,000
Apr_WP 53.61 % win 164,050.0 lose 167,000
May_WP 52.54 % win 158,100.0 lose 168,000
June_WP 56.15 % win 170,850.0 lose 157,000
July_WP 57.28 % win 200,600.0 lose 176,000
Aug_WP 59.91 % win 221,000.0 lose 174,000
Sep_WP 62.04 % win 216,750.0 lose 156,000
Oct_WP 50.24 % win 179,350.0 lose 209,000
Nov_WP 57.89 % win 168,300.0 lose 144,000
Dec_WP 55.76 % win 181,050.0 lose 169,000

f:id:hiraka_Blog:20210114151126j:plain
0M_WP 53.81 % win 402,050.0 lose 406,000
5M_WP 57.26 % win 170,850.0 lose 150,000
10M_WP 54.19 % win 142,800.0 lose 142,000
15M_WP 56.89 % win 164,900.0 lose 147,000
20M_WP 62.29 % win 189,550.0 lose 135,000
25M_WP 61.87 % win 135,150.0 lose 98,000
30M_WP 55.35 % win 299,200.0 lose 284,000
35M_WP 57.83 % win 153,850.0 lose 132,000
40M_WP 55.51 % win 128,350.0 lose 121,000
45M_WP 53.02 % win 126,650.0 lose 132,000
50M_WP 59.84 % win 126,650.0 lose 100,000
55M_WP 58.93 % win 140,250.0 lose 115,000

f:id:hiraka_Blog:20210114151112j:plain
2010_WP 54.51 % win 236,300.0 loss 232,000
2011_WP 57.59 % win 187,000.0 loss 162,000
2012_WP 55.86 % win 174,250.0 loss 162,000
2013_WP 62.12 % win 274,550.0 loss 197,000
2014_WP 58.06 % win 306,000.0 loss 260,000
2015_WP 56.31 % win 238,850.0 loss 218,000
2016_WP 58.75 % win 191,250.0 loss 158,000
2017_WP 55.16 % win 131,750.0 loss 126,000
2018_WP 53.35 % win 141,950.0 loss 146,000
2019_WP 51.51 % win 174,250.0 loss 193,000
2020_WP 57.48 % win 124,100.0 loss 108,000

f:id:hiraka_Blog:20210114151047j:plain
3month_WP: 59.68 % win 31,450.0 lose: 25,000
6month_WP: 60.0 % win 61,200.0 lose: 48,000
1year_WP: 53.83 % win 298,350.0 lose: 301,000
3year_WP: 54.01 % win 572,050.0 lose: 573,000
5year_WP: 56.0 % win 1,308,150.0 lose: 1,209,000
8year_WP: 56.86 % win 1,756,950.0 lose: 1,568,000
10year_WP: 56.66 % win 2,180,250.0 lose: 1,962,000

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