【VLDMI10年の反転率公開！】USDJPYでVLDMIの勝率を検証してみた！
バイナリーオプションで有名なインジケーターVLDMIってあるよね？最近よく聞くんだけど、どんなインジケーターなのかな？さらに勝率がどのくらいあるのかも知りたいし、見やすくグラフ化してあったら嬉しいな～。
今回は最近話題のVLDMIについて解説をしていきます。
VLDMIってどんなインジケーターなの？
VLDMIとはオシレーター系のインジケーターでして現在の相場が上昇傾向にあるのか、下降傾向にあるのかを把握する有名なRSIというインジケーターがあるのですが、RSIと非常に似た作りのインジケーターがVLDMIです。
RSIとは何が違うのか？ですが、RSIはローソク足14本分の終値を取得して1本ずつ差額を出して、差額から上昇したのか下降したのかを抽出して現在の相場を14本で区切って上昇傾向なのか、下降傾向なのかを判断します。
この部分は全く同じです。
違う部分は14本分の終値だけでなく、このうち5本分の標準偏差を計算してきて値を出します。さらに5本分の標準偏差を10本分平均を出して値を最適化していきます。
これがVLDMIです。
VLDMIの計算式
RSI＝14本分の上昇値 / （14本分の上昇値+14本分の下降値）
VL＝14 / 5本分の標準偏差/（5本分の標準偏差の10本のEMA）
VLDMI＝VL期間の上昇値 / （VL期間の上昇値+VL期間の下降値）
という計算式で作られています。
VLDMIの使い方
VLDMIってどんな使い方をするの？ということについてですが、基本的にはRSIと同じ使い方をしていきます。
RSIでは30以下で売れられすぎ水準となり買いのタイミングで、70以上で買われすぎ水準となり売りのタイミングというのが有名な手法です。
ちなみにRSIの過去検証も過去記事で行っているのでそちらも気になる方はご覧ください。
VLDMIも同じように30以下で買いのタイミング、70以上で売りのタイミングとして扱われます。では実際にVLDMIを使った手法で次足の反転確率がどのくらいあるのか？
気になるところですよね～！
というわけで今回はUSDJPYという一番横道な通貨で、VLDMIが30以下であればHighエントリー、70以上に到達でLowエントリーした場合5分後に上がっている確率、下がっている確率を出してみました。
さらにパラメーターを30-70 → 25-75 → 20-80 → 15-85 → 10-90 とそれぞれずらし値を変えた場合の反転率を出していきます。
基本的に過去記事では数字として勝率のみを出していましたが、今回からは数字+でグラフも出してできるだけ多くの方にわかりやすく表示しております。
今回の記事を読むことでわかること
- VLDMIの5分後反転率
- VLDMIの利益、損失、プロフィットファクター、最大連勝数、最大連敗数、最大連勝時の利益、最大連敗時の損失、平均獲得Pips
- VLDMIのパラメーター30-70 → 25-75 → 20-80 → 15-85 → 10-90それぞれの5分後反転率
- VLDMIの時間別（0-23）、分別（00-55）、曜日別（月-金）、月別（1-12）、年別（2010-2020）の反転率、グラフ
- VLDMIの10年間、8年間、5年間、3年間、1年間、直近半年間、直近3か月間の反転率
VLDMIをUSDJPYの過去チャート10年分で検証してみた。
USDJPY VLDMI 30-70
highwin: 28,495 highlose: 22,854 hightotal 51,349 HighWP: 55.49 %
lowwin: 28,599 lowlose: 24,003 lowtotal 52,602 LowWP: 54.37 %
win: 57,094 lose: 46,857 total: 103,951 WP: 54.92 %
take: 48,529,900 Jpy
loss: 46,857,000 Jpy
PL: 1,672,900 Jpy
PF: 1.0357022429946432
Max WIn: 16
Max Pro: + 13,600.0 Jpy
Max Lose: 14
Max DD: - 14,000 Jpy
Ave Pips: -0.0020071285949486866
MON_WP: 54.7 % win 9,100,100.0 lose 8,866,000
TUE_WP: 54.65 % win 9,939,900.0 lose 9,400,000
WED_WP: 55.25 % win 9,830,250.0 lose 9,369,000
TUR_WP: 54.85 % win 9,729,950.0 lose 9,424,000
FRI_WP: 55.06 % win 9,611,800.0 lose 9,229,000
0_WP: 57.55 % win 1,337,900.0 lose 1,161,000
1_WP: 58.51 % win 1,624,350.0 lose 1,355,000
2_WP: 55.35 % win 2,035,750.0 lose 1,932,000
3_WP: 53.47 % win 2,527,050.0 lose 2,587,000
4_WP: 54.74 % win 2,805,000.0 lose 2,728,000
5_WP: 55.05 % win 2,079,100.0 lose 1,997,000
6_WP: 56.24 % win 1,796,900.0 lose 1,645,000
7_WP: 56.16 % win 1,646,450.0 lose 1,512,000
8_WP: 55.45 % win 1,963,500.0 lose 1,856,000
9_WP: 56.94 % win 2,241,450.0 lose 1,994,000
10_WP: 54.84 % win 2,499,000.0 lose 2,421,000
11_WP: 54.86 % win 2,391,900.0 lose 2,315,000
12_WP: 56.19 % win 2,045,100.0 lose 1,876,000
13_WP: 53.57 % win 1,753,550.0 lose 1,788,000
14_WP: 55.44 % win 1,754,400.0 lose 1,659,000
15_WP: 55.2 % win 2,244,850.0 lose 2,143,000
16_WP: 53.69 % win 2,606,100.0 lose 2,645,000
17_WP: 53.0 % win 2,597,600.0 lose 2,710,000
18_WP: 53.11 % win 2,204,050.0 lose 2,289,000
19_WP: 55.52 % win 1,774,800.0 lose 1,673,000
20_WP: 54.02 % win 1,558,900.0 lose 1,561,000
21_WP: 53.62 % win 1,637,100.0 lose 1,666,000
22_WP: 53.79 % win 1,759,500.0 lose 1,778,000
23_WP: 55.28 % win 1,645,600.0 lose 1,566,000
Janu_WP 54.79 % win 4,051,100.0 lose 3,933,000
Feb_WP 55.52 % win 3,921,050.0 lose 3,695,000
Mat_WP 55.16 % win 4,295,900.0 lose 4,109,000
Apr_WP 55.33 % win 4,102,950.0 lose 3,897,000
May_WP 54.71 % win 4,217,700.0 lose 4,108,000
June_WP 54.95 % win 4,093,600.0 lose 3,949,000
July_WP 54.65 % win 4,255,950.0 lose 4,155,000
Aug_WP 56.02 % win 4,329,900.0 lose 3,999,000
Sep_WP 54.5 % win 4,009,450.0 lose 3,938,000
Oct_WP 54.81 % win 4,108,050.0 lose 3,984,000
Nov_WP 54.35 % win 3,635,450.0 lose 3,592,000
Dec_WP 54.13 % win 3,508,800.0 lose 3,498,000
0M_WP 55.57 % win 4,444,650.0 lose 4,181,000
5M_WP 54.47 % win 4,463,350.0 lose 4,389,000
10M_WP 53.5 % win 4,214,300.0 lose 4,309,000
15M_WP 54.2 % win 4,165,000.0 lose 4,141,000
20M_WP 55.16 % win 3,876,000.0 lose 3,707,000
25M_WP 55.89 % win 3,763,800.0 lose 3,494,000
30M_WP 52.63 % win 3,710,250.0 lose 3,929,000
35M_WP 54.86 % win 3,941,450.0 lose 3,816,000
40M_WP 54.38 % win 3,827,550.0 lose 3,777,000
45M_WP 54.15 % win 3,785,050.0 lose 3,771,000
50M_WP 54.63 % win 3,905,750.0 lose 3,816,000
55M_WP 59.65 % win 4,432,750.0 lose 3,527,000
2010_WP 54.46 % win 4,411,500.0 loss 4,340,000
2011_WP 55.21 % win 4,225,350.0 loss 4,033,000
2012_WP 54.68 % win 4,380,900.0 loss 4,271,000
2013_WP 56.12 % win 4,655,450.0 loss 4,282,000
2014_WP 55.99 % win 4,550,050.0 loss 4,208,000
2015_WP 54.53 % win 4,564,500.0 loss 4,477,000
2016_WP 54.96 % win 4,645,250.0 loss 4,478,000
2017_WP 54.86 % win 4,553,450.0 loss 4,408,000
2018_WP 54.29 % win 4,499,050.0 loss 4,456,000
2019_WP 54.8 % win 4,369,850.0 loss 4,240,000
2020_WP 54.13 % win 3,674,550.0 loss 3,664,000
3month_WP: 54.25 % win 1,091,400.0 lose: 1,083,000
6month_WP: 53.58 % win 2,240,600.0 lose: 2,284,000
1year_WP: 54.49 % win 8,044,400.0 lose: 7,904,000
3year_WP: 54.54 % win 17,096,900.0 lose: 16,768,000
5year_WP: 54.81 % win 30,856,700.0 lose: 29,931,000
8year_WP: 54.95 % win 39,893,050.0 lose: 38,484,000
10year_WP: 54.92 % win 48,529,900.0 lose: 46,857,000
USDJPY VLDMI 25-75
highwin: 16,343 highlose: 12,632 hightotal 28,975 HighWP: 56.4 %
lowwin: 16,044 lowlose: 13,188 lowtotal 29,232 LowWP: 54.89 %
win: 32,387 lose: 25,820 total: 58,207 WP: 55.64 %
take: 27,528,950 Jpy
loss: 25,820,000 Jpy
PL: 1,708,950 Jpy
PF: 1.066187064291247
Max WIn: 23
Max Pro: + 19,550.0 Jpy
Max Lose: 12
Max DD: - 12,000 Jpy
Ave Pips: 0.02922011918362228
MON_WP: 55.4 % win 5,119,550.0 lose 4,849,000
TUE_WP: 55.14 % win 5,628,700.0 lose 5,167,000
WED_WP: 56.05 % win 5,587,900.0 lose 5,154,000
TUR_WP: 55.55 % win 5,496,950.0 lose 5,174,000
FRI_WP: 55.92 % win 5,532,650.0 lose 5,130,000
0_WP: 59.3 % win 707,200.0 lose 571,000
1_WP: 59.36 % win 927,350.0 lose 747,000
2_WP: 56.75 % win 1,200,200.0 lose 1,076,000
3_WP: 53.61 % win 1,475,600.0 lose 1,502,000
4_WP: 56.31 % win 1,671,950.0 lose 1,526,000
5_WP: 56.22 % win 1,175,550.0 lose 1,077,000
6_WP: 56.71 % win 984,300.0 lose 884,000
7_WP: 56.7 % win 928,200.0 lose 834,000
8_WP: 55.98 % win 1,137,300.0 lose 1,052,000
9_WP: 57.11 % win 1,338,750.0 lose 1,183,000
10_WP: 56.58 % win 1,524,900.0 lose 1,377,000
11_WP: 54.86 % win 1,354,050.0 lose 1,311,000
12_WP: 56.31 % win 1,130,500.0 lose 1,032,000
13_WP: 54.48 % win 940,100.0 lose 924,000
14_WP: 55.67 % win 939,250.0 lose 880,000
15_WP: 56.45 % win 1,320,050.0 lose 1,198,000
16_WP: 53.99 % win 1,534,250.0 lose 1,538,000
17_WP: 53.8 % win 1,490,900.0 lose 1,506,000
18_WP: 53.87 % win 1,249,500.0 lose 1,259,000
19_WP: 56.46 % win 929,050.0 lose 843,000
20_WP: 54.24 % win 815,150.0 lose 809,000
21_WP: 54.34 % win 909,500.0 lose 899,000
22_WP: 54.07 % win 965,600.0 lose 965,000
23_WP: 55.59 % win 879,750.0 lose 827,000
Janu_WP 55.56 % win 2,245,700.0 lose 2,113,000
Feb_WP 56.54 % win 2,255,050.0 lose 2,039,000
Mat_WP 55.45 % win 2,433,550.0 lose 2,300,000
Apr_WP 56.4 % win 2,330,700.0 lose 2,120,000
May_WP 55.1 % win 2,390,200.0 lose 2,291,000
June_WP 54.92 % win 2,341,750.0 lose 2,261,000
July_WP 55.09 % win 2,396,150.0 lose 2,298,000
Aug_WP 56.75 % win 2,509,200.0 lose 2,250,000
Sep_WP 56.03 % win 2,298,400.0 lose 2,122,000
Oct_WP 55.43 % win 2,272,900.0 lose 2,150,000
Nov_WP 55.52 % win 2,039,150.0 lose 1,922,000
Dec_WP 54.83 % win 2,016,200.0 lose 1,954,000
0M_WP 56.4 % win 2,573,800.0 lose 2,341,000
5M_WP 54.72 % win 2,569,550.0 lose 2,501,000
10M_WP 54.14 % win 2,421,650.0 lose 2,413,000
15M_WP 54.06 % win 2,353,650.0 lose 2,353,000
20M_WP 56.69 % win 2,210,000.0 lose 1,986,000
25M_WP 56.97 % win 2,090,150.0 lose 1,857,000
30M_WP 54.02 % win 2,118,200.0 lose 2,121,000
35M_WP 55.32 % win 2,238,050.0 lose 2,127,000
40M_WP 54.75 % win 2,130,950.0 lose 2,072,000
45M_WP 55.11 % win 2,159,000.0 lose 2,069,000
50M_WP 55.43 % win 2,174,300.0 lose 2,057,000
55M_WP 60.37 % win 2,489,650.0 lose 1,923,000
2010_WP 55.66 % win 2,548,300.0 loss 2,388,000
2011_WP 56.13 % win 2,415,700.0 loss 2,221,000
2012_WP 55.16 % win 2,505,800.0 loss 2,396,000
2013_WP 56.86 % win 2,729,350.0 loss 2,436,000
2014_WP 55.66 % win 2,588,250.0 loss 2,426,000
2015_WP 55.06 % win 2,544,050.0 loss 2,443,000
2016_WP 55.33 % win 2,596,750.0 loss 2,466,000
2017_WP 55.52 % win 2,535,550.0 loss 2,390,000
2018_WP 55.17 % win 2,527,050.0 loss 2,416,000
2019_WP 55.66 % win 2,475,200.0 loss 2,320,000
2020_WP 55.86 % win 2,062,950.0 loss 1,918,000
3month_WP: 57.12 % win 610,300.0 lose: 539,000
6month_WP: 55.39 % win 1,235,050.0 lose: 1,170,000
1year_WP: 55.75 % win 4,538,150.0 lose: 4,238,000
3year_WP: 55.53 % win 9,600,750.0 lose: 9,044,000
5year_WP: 55.45 % win 17,329,800.0 lose: 16,379,000
8year_WP: 55.59 % win 22,564,950.0 lose: 21,211,000
10year_WP: 55.64 % win 27,528,950.0 lose: 25,820,000
USDJPY VLDMI 20-80
highwin: 8,243 highlose: 6,306 hightotal 14,549 HighWP: 56.66 %
lowwin: 8,001 lowlose: 6,396 lowtotal 14,397 LowWP: 55.57 %
win: 16,244 lose: 12,702 total: 28,946 WP: 56.12 %
take: 13,807,400 Jpy
loss: 12,702,000 Jpy
PL: 1,105,400 Jpy
PF: 1.087025665249567
Max WIn: 15
Max Pro: + 12,750.0 Jpy
Max Lose: 11
Max DD: - 11,000 Jpy
Ave Pips: 0.0316167200196996
MON_WP: 56.35 % win 2,581,450.0 lose 2,353,000
TUE_WP: 55.19 % win 2,844,950.0 lose 2,589,000
WED_WP: 56.75 % win 2,783,750.0 lose 2,496,000
TUR_WP: 55.42 % win 2,737,000.0 lose 2,590,000
FRI_WP: 56.72 % win 2,781,200.0 lose 2,497,000
0_WP: 61.51 % win 311,100.0 lose 229,000
1_WP: 59.2 % win 478,550.0 lose 388,000
2_WP: 57.52 % win 634,100.0 lose 551,000
3_WP: 55.31 % win 752,250.0 lose 715,000
4_WP: 55.85 % win 864,450.0 lose 804,000
5_WP: 55.28 % win 587,350.0 lose 559,000
6_WP: 57.37 % win 512,550.0 lose 448,000
7_WP: 56.07 % win 439,450.0 lose 405,000
8_WP: 55.85 % win 583,950.0 lose 543,000
9_WP: 56.63 % win 660,450.0 lose 595,000
10_WP: 56.46 % win 757,350.0 lose 687,000
11_WP: 56.29 % win 707,200.0 lose 646,000
12_WP: 56.62 % win 523,600.0 lose 472,000
13_WP: 55.35 % win 448,800.0 lose 426,000
14_WP: 56.99 % win 467,500.0 lose 415,000
15_WP: 57.23 % win 689,350.0 lose 606,000
16_WP: 55.63 % win 814,300.0 lose 764,000
17_WP: 54.27 % win 793,900.0 lose 787,000
18_WP: 54.65 % win 618,800.0 lose 604,000
19_WP: 58.16 % win 451,350.0 lose 382,000
20_WP: 53.44 % win 383,350.0 lose 393,000
21_WP: 54.3 % win 424,150.0 lose 420,000
22_WP: 54.45 % win 473,450.0 lose 466,000
23_WP: 56.04 % win 430,100.0 lose 397,000
Janu_WP 54.83 % win 1,084,600.0 lose 1,051,000
Feb_WP 57.75 % win 1,137,300.0 lose 979,000
Mat_WP 56.01 % win 1,240,150.0 lose 1,146,000
Apr_WP 56.61 % win 1,157,700.0 lose 1,044,000
May_WP 56.52 % win 1,197,650.0 lose 1,084,000
June_WP 54.38 % win 1,160,250.0 lose 1,145,000
July_WP 55.86 % win 1,207,000.0 lose 1,122,000
Aug_WP 56.67 % win 1,292,000.0 lose 1,162,000
Sep_WP 57.47 % win 1,156,850.0 lose 1,007,000
Oct_WP 55.71 % win 1,103,300.0 lose 1,032,000
Nov_WP 56.66 % win 1,062,500.0 lose 956,000
Dec_WP 54.91 % win 1,008,100.0 lose 974,000
0M_WP 56.8 % win 1,299,650.0 lose 1,163,000
5M_WP 55.61 % win 1,314,950.0 lose 1,235,000
10M_WP 54.82 % win 1,227,400.0 lose 1,190,000
15M_WP 53.96 % win 1,163,650.0 lose 1,168,000
20M_WP 57.99 % win 1,140,700.0 lose 972,000
25M_WP 56.56 % win 1,008,100.0 lose 911,000
30M_WP 55.04 % win 1,072,700.0 lose 1,031,000
35M_WP 55.1 % win 1,110,950.0 lose 1,065,000
40M_WP 56.2 % win 1,102,450.0 lose 1,011,000
45M_WP 56.06 % win 1,093,100.0 lose 1,008,000
50M_WP 55.75 % win 1,055,700.0 lose 986,000
55M_WP 59.83 % win 1,218,050.0 lose 962,000
2010_WP 56.18 % win 1,309,000.0 loss 1,201,000
2011_WP 56.47 % win 1,280,100.0 loss 1,161,000
2012_WP 55.8 % win 1,300,500.0 loss 1,212,000
2013_WP 56.2 % win 1,359,150.0 loss 1,246,000
2014_WP 56.85 % win 1,350,650.0 loss 1,206,000
2015_WP 55.3 % win 1,210,400.0 loss 1,151,000
2016_WP 55.74 % win 1,283,500.0 loss 1,199,000
2017_WP 55.94 % win 1,205,300.0 loss 1,117,000
2018_WP 55.71 % win 1,269,050.0 loss 1,187,000
2019_WP 56.29 % win 1,239,300.0 loss 1,132,000
2020_WP 56.94 % win 1,000,450.0 loss 890,000
3month_WP: 57.39 % win 287,300.0 lose: 251,000
6month_WP: 57.29 % win 597,550.0 lose: 524,000
1year_WP: 56.58 % win 2,239,750.0 lose: 2,022,000
3year_WP: 56.18 % win 4,714,100.0 lose: 4,326,000
5year_WP: 56.09 % win 8,558,650.0 lose: 7,882,000
8year_WP: 56.07 % win 11,218,300.0 lose: 10,340,000
10year_WP: 56.12 % win 13,807,400.0 lose: 12,702,000
USDJPY VLDMI 15-85
highwin: 3,371 highlose: 2,519 hightotal 5,890 HighWP: 57.23 %
lowwin: 3,168 lowlose: 2,511 lowtotal 5,679 LowWP: 55.78 %
win: 6,539 lose: 5,030 total: 11,569 WP: 56.52 %
take: 5,558,150 Jpy
loss: 5,030,000 Jpy
PL: 528,150 Jpy
PF: 1.105
Max WIn: 14
Max Pro: + 11,900.0 Jpy
Max Lose: 10
Max DD: - 10,000 Jpy
Ave Pips: 0.03638553295610968
MON_WP: 56.01 % win 1,037,000.0 lose 958,000
TUE_WP: 55.98 % win 1,145,800.0 lose 1,002,000
WED_WP: 56.79 % win 1,112,650.0 lose 996,000
TUR_WP: 56.9 % win 1,124,550.0 lose 1,002,000
FRI_WP: 56.49 % win 1,106,700.0 lose 1,003,000
0_WP: 64.73 % win 113,900.0 lose 73,000
1_WP: 61.54 % win 204,000.0 lose 150,000
2_WP: 62.17 % win 297,500.0 lose 213,000
3_WP: 56.83 % win 289,850.0 lose 259,000
4_WP: 55.11 % win 352,750.0 lose 338,000
5_WP: 56.35 % win 233,750.0 lose 213,000
6_WP: 61.05 % win 218,450.0 lose 164,000
7_WP: 54.88 % win 176,800.0 lose 171,000
8_WP: 56.82 % win 255,000.0 lose 228,000
9_WP: 57.8 % win 267,750.0 lose 230,000
10_WP: 55.98 % win 286,450.0 lose 265,000
11_WP: 56.46 % win 289,850.0 lose 263,000
12_WP: 57.77 % win 202,300.0 lose 174,000
13_WP: 56.1 % win 175,950.0 lose 162,000
14_WP: 59.94 % win 176,800.0 lose 139,000
15_WP: 57.81 % win 283,050.0 lose 243,000
16_WP: 54.72 % win 340,000.0 lose 331,000
17_WP: 54.53 % win 317,050.0 lose 311,000
18_WP: 53.23 % win 244,800.0 lose 253,000
19_WP: 56.61 % win 167,450.0 lose 151,000
20_WP: 53.21 % win 141,100.0 lose 146,000
21_WP: 52.38 % win 177,650.0 lose 190,000
22_WP: 53.07 % win 183,600.0 lose 191,000
23_WP: 52.62 % win 162,350.0 lose 172,000
Janu_WP 54.5 % win 422,450.0 lose 415,000
Feb_WP 59.74 % win 474,300.0 lose 376,000
Mat_WP 54.99 % win 468,350.0 lose 451,000
Apr_WP 58.58 % win 449,650.0 lose 374,000
May_WP 57.98 % win 506,600.0 lose 432,000
June_WP 53.68 % win 476,850.0 lose 484,000
July_WP 58.28 % win 496,400.0 lose 418,000
Aug_WP 54.19 % win 478,550.0 lose 476,000
Sep_WP 58.33 % win 476,000.0 lose 400,000
Oct_WP 56.46 % win 453,050.0 lose 411,000
Nov_WP 54.82 % win 401,200.0 lose 389,000
Dec_WP 56.98 % win 454,750.0 lose 404,000
0M_WP 56.05 % win 523,600.0 lose 483,000
5M_WP 56.31 % win 519,350.0 lose 474,000
10M_WP 55.51 % win 500,650.0 lose 472,000
15M_WP 53.51 % win 466,650.0 lose 477,000
20M_WP 58.61 % win 459,850.0 lose 382,000
25M_WP 57.63 % win 404,600.0 lose 350,000
30M_WP 55.69 % win 436,900.0 lose 409,000
35M_WP 55.65 % win 439,450.0 lose 412,000
40M_WP 57.98 % win 472,600.0 lose 403,000
45M_WP 57.36 % win 450,500.0 lose 394,000
50M_WP 55.18 % win 416,500.0 lose 398,000
55M_WP 59.4 % win 467,500.0 lose 376,000
2010_WP 56.76 % win 506,600.0 loss 454,000
2011_WP 57.14 % win 530,400.0 loss 468,000
2012_WP 56.61 % win 545,700.0 loss 492,000
2013_WP 57.86 % win 578,850.0 loss 496,000
2014_WP 58.23 % win 559,300.0 loss 472,000
2015_WP 54.86 % win 460,700.0 loss 446,000
2016_WP 57.33 % win 492,150.0 loss 431,000
2017_WP 56.61 % win 454,750.0 loss 410,000
2018_WP 54.14 % win 522,750.0 loss 521,000
2019_WP 55.83 % win 512,550.0 loss 477,000
2020_WP 56.11 % win 394,400.0 loss 363,000
3month_WP: 54.95 % win 103,700.0 lose: 100,000
6month_WP: 55.86 % win 226,950.0 lose: 211,000
1year_WP: 55.95 % win 906,950.0 lose: 840,000
3year_WP: 55.59 % win 1,884,450.0 lose: 1,771,000
5year_WP: 56.16 % win 3,396,600.0 lose: 3,120,000
8year_WP: 56.42 % win 4,521,150.0 lose: 4,108,000
10year_WP: 56.52 % win 5,558,150.0 lose: 5,030,000
USDJPY VLDMI 10-90
highwin: 943 highlose: 688 hightotal 1,631 HighWP: 57.82 %
lowwin: 869 lowlose: 703 lowtotal 1,572 LowWP: 55.28 %
win: 1,812 lose: 1,391 total: 3,203 WP: 56.57 %
take: 1,540,200 Jpy
loss: 1,391,000 Jpy
PL: 149,200 Jpy
PF: 1.1072609633357298
Max WIn: 17
Max Pro: + 14,450.0 Jpy
Max Lose: 10
Max DD: - 10,000 Jpy
Ave Pips: 0.045155629139073165
MON_WP: 55.56 % win 306,000.0 lose 288,000
TUE_WP: 57.1 % win 307,700.0 lose 287,000
WED_WP: 56.96 % win 309,400.0 lose 275,000
TUR_WP: 55.98 % win 310,250.0 lose 287,000
FRI_WP: 57.03 % win 303,450.0 lose 269,000
0_WP: 56.36 % win 26,350.0 lose 24,000
1_WP: 59.02 % win 61,200.0 lose 50,000
2_WP: 57.14 % win 91,800.0 lose 81,000
3_WP: 58.33 % win 71,400.0 lose 60,000
4_WP: 62.14 % win 108,800.0 lose 78,000
5_WP: 56.82 % win 63,750.0 lose 57,000
6_WP: 62.18 % win 62,900.0 lose 45,000
7_WP: 50.0 % win 49,300.0 lose 58,000
8_WP: 63.83 % win 76,500.0 lose 51,000
9_WP: 63.12 % win 75,650.0 lose 52,000
10_WP: 55.86 % win 68,850.0 lose 64,000
11_WP: 48.59 % win 73,100.0 lose 91,000
12_WP: 58.49 % win 52,700.0 lose 44,000
13_WP: 61.22 % win 51,000.0 lose 38,000
14_WP: 64.29 % win 38,250.0 lose 25,000
15_WP: 54.43 % win 73,100.0 lose 72,000
16_WP: 52.23 % win 99,450.0 lose 107,000
17_WP: 58.03 % win 95,200.0 lose 81,000
18_WP: 52.99 % win 60,350.0 lose 63,000
19_WP: 57.45 % win 45,900.0 lose 40,000
20_WP: 57.75 % win 34,850.0 lose 30,000
21_WP: 46.62 % win 52,700.0 lose 71,000
22_WP: 58.77 % win 56,950.0 lose 47,000
23_WP: 48.76 % win 50,150.0 lose 62,000
Janu_WP 55.15 % win 127,500.0 lose 122,000
Feb_WP 59.26 % win 122,400.0 lose 99,000
Mat_WP 57.69 % win 140,250.0 lose 121,000
Apr_WP 55.12 % win 119,000.0 lose 114,000
May_WP 61.36 % win 137,700.0 lose 102,000
June_WP 52.53 % win 132,600.0 lose 141,000
July_WP 55.85 % win 125,800.0 lose 117,000
Aug_WP 54.25 % win 141,100.0 lose 140,000
Sep_WP 61.57 % win 119,850.0 lose 88,000
Oct_WP 54.79 % win 121,550.0 lose 118,000
Nov_WP 56.82 % win 127,500.0 lose 114,000
Dec_WP 56.11 % win 124,950.0 lose 115,000
0M_WP 58.22 % win 150,450.0 lose 127,000
5M_WP 59.59 % win 147,900.0 lose 118,000
10M_WP 56.6 % win 138,550.0 lose 125,000
15M_WP 54.7 % win 138,550.0 lose 135,000
20M_WP 56.6 % win 127,500.0 lose 115,000
25M_WP 58.16 % win 118,150.0 lose 100,000
30M_WP 54.14 % win 122,400.0 lose 122,000
35M_WP 54.18 % win 126,650.0 lose 126,000
40M_WP 55.64 % win 130,050.0 lose 122,000
45M_WP 57.94 % win 124,100.0 lose 106,000
50M_WP 56.82 % win 106,250.0 lose 95,000
55M_WP 56.33 % win 109,650.0 lose 100,000
2010_WP 59.17 % win 145,350.0 loss 118,000
2011_WP 56.68 % win 162,350.0 loss 146,000
2012_WP 56.39 % win 153,850.0 loss 140,000
2013_WP 55.88 % win 161,500.0 loss 150,000
2014_WP 59.09 % win 154,700.0 loss 126,000
2015_WP 56.25 % win 130,050.0 loss 119,000
2016_WP 56.98 % win 128,350.0 loss 114,000
2017_WP 54.44 % win 119,850.0 loss 118,000
2018_WP 55.3 % win 141,950.0 loss 135,000
2019_WP 56.16 % win 139,400.0 loss 128,000
2020_WP 55.5 % win 102,850.0 loss 97,000
3month_WP: 62.26 % win 28,050.0 lose: 20,000
6month_WP: 56.14 % win 54,400.0 lose: 50,000
1year_WP: 55.88 % win 242,250.0 lose: 225,000
3year_WP: 55.37 % win 504,050.0 lose: 478,000
5year_WP: 56.32 % win 917,150.0 lose: 837,000
8year_WP: 56.27 % win 1,232,500.0 lose: 1,127,000
10year_WP: 56.57 % win 1,540,200.0 lose: 1,391,000
