【USDJPY】2本の移動平均線(EMA)ゴールデンクロスとデッドクロスの優位性を検証【シンプル手法データ分析】

2本のEMAを利用したゴールデンクロスとデッドクロスに優位性はあるのかを検証してみました。移動平均線のメジャー期間である20、21、25から、マイナー期間 (期間1~200) まで幅広く最適化をしながら良い組み合わせから悪い組み合わせまで公開していきます。セットアップやトリガーの一部に移動平均線を使用している場合、どの組み合わせが優位性があるのかなど参考になるかもしれません。

検証方法は2本の移動平均線がゴールデンクロスで買い、デッドクロスで決済、デッドクロスで売り、ゴールデンクロスで決済するシンプルなロジックです。

稼げるFX手法のロジック公開

スキャルピングやデイトレードで使用する短期足に、あなたが移動平均線を表示している場合、その移動平均線にどれだけ優位性があるのか知っておくのも重要です。移動平均線の傾きやローソク足と移動平均線の乖離、その他のテクニカル指標などフィルターを加えていくことでパフォーマンスを上げることも可能です。

USDJPY 4時間足のEMA組み合わせデータ(2015年1月~2019年11月)

下表1番目の期間23と129の検証結果詳細

◆EMA期間20~25を中心に検証
プロフィットファクター上位から順番にしています。

期間a期間b損益PFDD
ema23 ema129758.761.1816.19%
ema21 ema2670.711.0616.00%
ema20 ema16175.381.0116.79%
ema21 ema581.331.0118.82%
ema20 ema3-61.310.9917.51%
ema20 ema5-140.190.9918.70%
ema20 ema9-243.050.9819.94%
ema25 ema190-165.470.9619.11%
ema20 ema12-459.830.9620.23%
ema23 ema7-446.820.9621.88%
ema24 ema28-783.440.9431.09%
ema21 ema1-770.210.9321.71%
ema20 ema8-859.880.9325.73%
ema20 ema2-1062.370.9120.71%
ema23 ema21-1238.680.9123.66%
ema20 ema27-1169.80.924.35%
ema25 ema2-1171.770.922.15%
ema22 ema1-1257.350.8923.81%
ema21 ema115-598.610.8923.37%
ema25 ema200-536.490.8819.95%
ema25 ema33-1268.260.8822.50%
ema21 ema16-1604.830.8826.78%
ema20 ema4-1727.180.8627.48%
ema20 ema102-717.430.8621.55%
ema24 ema177-630.270.8620.26%
ema24 ema2-1599.460.8622.87%
ema25 ema177-716.780.8418.30%
ema24 ema134-796.70.8419.54%
ema22 ema15-2085.140.8433.75%
ema23 ema191-763.480.8420.71%
ema24 ema12-1907.730.8326.77%
ema25 ema34-1863.070.8331.91%
ema22 ema130-811.140.8218.23%
ema24 ema35-1844.910.8229.62%
ema20 ema1-2352.340.8128.79%
ema22 ema179-916.960.8120.50%
ema20 ema17-2962.090.8135.94%
ema25 ema50-1459.250.827.48%
ema21 ema60-1429.020.830.08%
ema23 ema193-989.380.821.02%
ema25 ema57-1443.540.829.36%
ema20 ema21-3177.50.835.61%
ema20 ema196-956.220.7923.34%
ema23 ema197-994.030.7922.41%
ema25 ema134-1031.250.7919.71%
ema20 ema195-982.30.7923.48%
ema20 ema194-1047.940.7823.52%
ema20 ema72-1661.60.7628.96%
ema25 ema130-1163.890.7620.24%
ema21 ema53-1706.560.7629.17%
ema21 ema149-1173.090.7620.19%
ema20 ema193-1146.610.7623.69%
ema20 ema64-1662.040.7630.30%
ema25 ema69-1584.20.7626.01%
ema21 ema197-1177.830.7522.79%
ema25 ema102-1327.450.7524.03%
ema23 ema136-1178.810.7522.41%
ema20 ema48-1929.170.7531.58%
ema20 ema200-1214.890.7522.18%
ema25 ema111-1274.090.7522.32%
ema20 ema49-1941.90.7529.61%
ema21 ema130-1241.450.7420.59%
ema24 ema40-2311.740.7434.30%
ema20 ema25-3759.510.7447.70%
ema24 ema37-2603.180.7438.00%
ema24 ema57-1937.140.7433.71%
ema25 ema3-3251.480.7335.03%
ema25 ema137-1344.80.7321.70%
ema25 ema8-3352.090.7338.00%
ema22 ema87-1709.280.7328.20%
ema24 ema55-1983.120.7333.24%
ema25 ema97-1595.510.7227.39%
ema24 ema155-1383.680.7223.44%
ema20 ema70-1989.760.7231.19%
ema21 ema181-1375.860.7225.96%
ema22 ema150-1416.970.7223.04%
ema20 ema134-1432.780.7224.08%
ema20 ema47-2302.540.7134.43%
ema20 ema191-1415.320.7123.72%
ema21 ema66-2127.680.735.06%
ema23 ema159-1558.950.724.37%
ema25 ema89-1930.750.6929.85%
ema21 ema67-2177.20.6934.20%
ema21 ema158-1635.590.6824.92%
ema21 ema128-1644.680.6723.80%
ema24 ema63-2458.440.6636.17%
ema20 ema148-1716.170.6623.63%
ema20 ema32-3578.420.6543.86%
ema24 ema93-2214.470.6530.19%
ema21 ema90-2301.650.6535.61%
ema20 ema161-1844.220.6425.94%
ema20 ema132-1817.940.6424.49%
ema21 ema33-3678.690.6443.48%
ema24 ema97-2220.120.6331.67%
ema20 ema76-2749.440.6237.74%
ema20 ema177-1910.670.6229.89%
ema21 ema77-2740.30.6236.19%
ema21 ema80-2718.590.6137.27%
ema21 ema164-2053.120.6127.46%
ema20 ema173-2045.70.6129.86%
ema23 ema91-2692.990.5934.60%
ema20 ema81-2972.970.5939.05%
ema22 ema112-2374.030.5930.51%
ema20 ema130-2221.380.5928.17%
ema21 ema37-4009.20.5944.53%
ema20 ema129-2256.80.5828.74%
ema20 ema131-2335.080.5728.91%
ema23 ema108-2546.550.5733.00%
ema23 ema87-2950.170.5635.58%
ema20 ema136-2353.670.5629.69%
ema20 ema97-3060.750.5538.32%
ema20 ema123-2683.210.5333.19%
ema20 ema92-3293.170.5240.38%
ema20 ema113-3211.620.4735.75%
ema20 ema105-3683.220.4440.84%

◆EMA期間1~200まで幅広く検証
ドル円4時間足のEMA(指数平滑移動平均線)組み合わせでは、表2番目のEMA期間2と期間145でプロフィットファクター1.17(損益866ドル)となっています。

期間a期間b損益PFDD
45 169633.681.1715.54%
145866.071.1714.65%
91 55733.491.159.83%
138 19688.951.1515.57%
100697.51.1215.43%
97673.961.1115.66%
161 173447.881.119.92%
34 16797.31.0911.46%
150 131386.271.0916.98%
122 167284.111.0718.70%
119 167194.661.0523.55%
114 22231.751.0414.57%
182 199170.151.0421.96%
137217.321.0414.23%
130 107171.241.0414.78%
164 175167.031.0416.82%
194 167135.511.0320.02%
194 193112.951.0323.47%
178 179101.671.0224.27%
94 11284.971.0122.30%
83 25561.0111.63%
14549.321.0122.03%
115 444.821.0115.38%
114 34-23.94114.52%
119 144-22.89126.29%
180 162-46.320.9926.36%
193-134.450.9721.35%
81-198.460.9723.28%
184 182-135.080.9726.28%
123 79-140.090.9716.80%
138 111-194.170.9618.37%
192-257.560.9521.93%
107 32-285.950.9514.38%
190-304.70.9420.30%
130 195-239.690.9424.32%
183-337.450.9326.41%
164-387.470.9325.78%
2-1706.520.9323.24%
130 96-346.640.9216.99%
1-2033.520.9230.45%
90-631.220.9121.14%
114 193-392.790.927.38%
85-743.470.926.50%
177-547.660.930.38%
132-623.480.8922.78%
200 104-455.780.8922.11%
150 196-501.530.8923.62%
165 190-511.030.8924.91%
190 126-506.430.8921.64%
129-715.630.8824.79%
125 143-539.90.8825.15%
79 89-886.340.8821.79%
65 43-874.630.8813.89%
194 60-513.390.8721.96%
145 40-637.20.8721.64%
197-679.990.8722.33%
126-860.830.8719.92%
172 172-619.220.8720.15%
50 186-598.380.8624.00%
186-777.240.8623.28%
114 129-675.520.8623.09%
195 81-626.430.8620.84%
22 20-2071.260.8532.05%
194 196-740.30.8525.62%
200-773.840.8523.11%
79 82-1236.740.8525.62%
150 176-713.230.8526.68%
79 111-760.380.8521.02%
178 155-775.210.8424.78%
162 187-735.410.8425.33%
17-2031.610.8425.92%
28 59-1006.460.8420.50%
34 151-700.870.8419.80%
48 30-1505.250.8318.83%
8-3001.590.8339.05%
132 51-839.580.8318.56%
194 169-821.280.8323.50%
164 120-974.830.8223.74%
16-2472.950.8229.48%
15 189-914.130.8219.01%
194 107-886.720.8122.08%
104-1357.610.826.14%
195 77-886.410.821.52%
37 200-827.580.822.43%
37 134-914.040.821.15%
130 60-1068.880.7922.40%
79 62-1480.20.7921.05%
79 149-971.340.7820.28%
65-1771.180.7836.17%
105-1485.340.7828.72%
12 1-3580.970.7840.46%
1-4142.450.7846.06%
114 197-918.120.7829.43%
104 200-1074.620.7826.85%
107-1533.970.7826.72%
32 109-1167.590.7723.15%
25-2710.550.7735.11%
178 131-1234.070.7622.35%
74 175-1074.160.7624.08%
45 39-2488.790.7636.04%
1-9991.930.7599.92%
146 105-1320.480.7522.28%
68 17-2043.390.7526.83%
44-2527.620.7438.43%
198 127-1248.870.7419.93%
64-2187.320.7435.87%
114 178-1256.890.7328.40%
21 68-1898.020.7332.80%
24 50-2171.930.7132.32%
22 176-1455.360.7124.51%
194 11-1537.230.726.90%
113-2133.130.731.38%
10 1-5882.810.759.49%
121 23-1970.110.6926.00%
182 133-1659.130.6825.47%
112-2438.690.6832.77%
32-3656.460.6842.38%
82 173-1386.250.6825.47%
89 184-1452.970.6626.09%
74 194-1520.790.6624.49%
68 175-1544.670.6624.64%
74 199-1522.680.6524.69%
18 173-1758.630.6525.32%
48-3364.160.6441.95%
94 83-2540.320.6432.51%
170 96-2163.680.5935.31%
158 28-2833.010.5535.95%
17 133-2731.880.5434.66%

USDJPY 1時間足のEMA組み合わせデータ(2015年1月~2019年11月)

下表1番目の期間23と184の検証結果詳細

EMA期間20~25を中心に検証

期間a期間b損益PFDD
ema23 ema1841439.171.1812.64%
ema20 ema1951316.571.1613.82%
ema24 ema1881326.691.1611.37%
ema23 ema1851125.311.1412.13%
ema21 ema196987.611.1213.17%
ema21 ema193942.941.1214.02%
ema21 ema195966.571.1213.52%
ema20 ema193940.971.1214.23%
ema23 ema187742.471.0912.60%
ema20 ema181479.521.0514.97%
ema23 ema162198.891.0215.55%
ema20 ema177192.571.0215.38%
ema22 ema147171.051.0216.66%
ema24 ema1710.2113.50%
ema22 ema34-24.42119.01%
ema20 ema25-58.95120.65%
ema21 ema8-237.820.9918.09%
ema25 ema24-362.550.9816.91%
ema23 ema37-607.570.9620.00%
ema24 ema24-994.490.9618.26%
ema20 ema153-405.090.9615.71%
ema20 ema26-1024.820.9626.84%
ema25 ema17-996.80.9616.74%
ema23 ema16-1179.250.9519.79%
ema23 ema120-540.520.9519.22%
ema25 ema2-1272.510.9419.45%
ema20 ema8-1370.440.9421.02%
ema23 ema133-600.60.9417.71%
ema23 ema152-587.960.9418.15%
ema20 ema151-626.890.9319.79%
ema24 ema49-978.410.9322.35%
ema21 ema161-640.810.9318.46%
ema23 ema12-1590.70.9318.76%
ema22 ema97-838.230.9219.66%
ema23 ema38-1329.610.9226.80%
ema24 ema97-882.370.9222.34%
ema20 ema13-2126.620.9121.90%
ema20 ema11-2110.210.9126.23%
ema20 ema152-881.30.9119.77%
ema24 ema111-984.710.9121.42%
ema21 ema164-886.540.9120.04%
ema25 ema96-1032.940.9123.99%
ema25 ema115-958.330.920.42%
ema20 ema17-2744.380.929.10%
ema20 ema3-2614.50.931.33%
ema25 ema45-1555.210.927.99%
ema20 ema126-1082.680.8920.55%
ema25 ema107-1122.330.8923.07%
ema25 ema129-1053.040.8919.67%
ema23 ema130-1051.630.8918.92%
ema21 ema129-1088.080.8922.23%
ema20 ema2-2875.280.8932.36%
ema20 ema16-3158.60.8933.24%
ema23 ema52-1618.840.8830.36%
ema20 ema68-1574.360.8828.82%
ema24 ema129-1213.460.8818.83%
ema20 ema67-1602.240.8828.76%
ema24 ema2-2915.960.8729.75%
ema23 ema54-1792.990.8729.93%
ema25 ema97-1458.530.8726.23%
ema21 ema136-1312.020.8723.70%
ema20 ema104-1498.410.8723.58%
ema21 ema102-1465.350.8725.21%
ema20 ema33-2443.950.8631.76%
ema20 ema110-1525.610.8627.57%
ema25 ema8-3164.010.8633.75%
ema25 ema49-2030.50.8630.96%
ema20 ema49-2037.180.8629.18%
ema20 ema139-1433.850.8523.91%
ema20 ema65-1989.240.8529.60%
ema20 ema5-3761.280.8538.20%
ema22 ema98-1671.370.8528.02%
ema20 ema129-1586.910.8525.29%
ema20 ema114-1736.490.8426.80%
ema20 ema113-1759.440.8426.96%
ema20 ema6-4095.080.8441.87%
ema20 ema116-1749.330.8426.79%
ema20 ema40-2581.990.8433.72%
ema20 ema132-1715.860.8326.68%
ema20 ema38-2744.930.8335.75%
ema25 ema81-2119.520.8330.10%
ema24 ema71-2280.580.8233.17%
ema20 ema64-2489.440.8233.52%
ema20 ema134-1862.940.8227.66%
ema25 ema48-2729.690.8237.80%
ema20 ema41-2937.690.8237.52%
ema24 ema62-2603.850.8134.20%
ema21 ema63-2658.950.835.02%
ema21 ema41-3233.510.842.11%
ema23 ema71-2652.440.836.41%
ema21 ema52-3007.820.839.45%
ema23 ema83-2530.050.7933.88%
ema20 ema81-2689.440.7936.33%
ema20 ema80-2802.990.7836.71%
ema25 ema1-5306.870.7853.54%
ema21 ema91-2732.910.7736.81%
ema23 ema67-3184.520.7741.72%
ema21 ema88-3305.150.7439.11%
ema20 ema1-7129.130.7472.50%

EMA期間1~200まで幅広く検証
表2番目の期間80と期間33でプロフィットファクター1.11、損益1274となっています。

期間a期間b損益PFDD
111 911207.881.1216.09%
80 331274.991.1110.61%
102 581018.081.116.97%
99 123973.771.116.40%
130 62825.31.110.27%
115 64656.431.0719.06%
114 129730.521.0719.76%
106 39575.731.0615.72%
28 197462.61.0616.65%
13 193433.411.0516.63%
111 105193.971.0218.28%
133 13183.821.0119.76%
129 7716.04115.55%
109 149-11.36120.02%
145 163-122.60.9921.84%
82 90-169.320.9923.30%
24 155-141.690.9815.81%
88 81-2590.9819.89%
57 93-249.340.9825.61%
107 73-375.270.9625.38%
130 75-339.340.9615.96%
114 152-387.570.9622.92%
33 77-435.280.9616.17%
130 161-492.350.9522.46%
15 77-669.220.9522.07%
137 172-534.720.9522.34%
125 135-634.760.9421.04%
130 103-582.830.9421.46%
133 134-655.660.9425.66%
133 200-418.40.9419.02%
50 129-615.40.9323.10%
133 157-765.060.9324.22%
130 170-736.710.9221.63%
130 172-765.230.9121.56%
114 196-603.70.9119.92%
55 106-940.530.929.29%
154 121-940.280.919.77%
13 75-1417.70.926.90%
25 129-1053.040.8919.67%
29 121-1091.840.8918.99%
63 194-839.260.8921.06%
162 171-1247.310.8919.65%
126 141-1321.740.8826.17%
60 114-1103.20.8828.67%
63 189-916.840.8821.36%
68 46-1732.40.8822.71%
12 20-2823.40.8736.21%
109 194-864.650.8720.74%
17 129-1360.680.8723.87%
194 103-1076.730.8715.31%
85 12-1772.890.8722.86%
114 193-905.480.8721.32%
178 171-1383.180.8624.76%
144 110-1395.770.8621.09%
174 125-1393.450.8623.88%
172 123-1422.190.8620.96%
14 128-1607.630.8528.64%
189 171-1492.170.8423.54%
199 68-1385.870.8416.73%
50 37-2940.50.8331.32%
194 75-1462.170.8317.58%
194 172-1643.990.8323.54%
50 193-1402.740.8325.20%
166 33-1836.160.8223.49%
37 197-1468.840.8227.96%
67 136-1575.090.8228.71%
194 161-1714.50.8224.37%
178 189-1933.60.8223.88%
179 18-1998.280.8125.12%
194 116-1671.80.8120.42%
178 104-1856.360.822.22%
194 170-1920.480.825.12%
170 110-1999.470.821.92%
194 200-2125.570.827.64%
140 1-2246.520.7929.54%
55-3510.20.7937.75%
156 68-2237.460.7823.88%
198 172-2157.220.7828.09%
65-3435.250.7840.97%
200 171-2262.670.7729.25%
16 86-2977.690.7736.75%
190 57-2206.660.7727.45%
170-2689.680.7636.73%
178 69-2336.710.7624.66%
87 140-2402.710.7538.29%
17 78-3335.050.7540.88%
68 95-3366.920.7542.60%
159 59-2683.540.7529.46%
73 121-2472.380.7532.90%
193 28-2647.180.7530.28%
50 1-4537.470.7548.80%
17 1-7601.060.7376.62%
192 129-2609.360.7328.01%
1-9998.210.7399.98%
179 89-2754.960.7330.17%
7-9998.050.7299.98%
184 76-2706.010.7228.51%
133-3350.740.7239.66%
10-96040.7196.63%
1-9998.020.7199.98%
162 66-3170.380.7133.17%
89-4103.610.746.51%
74 163-2529.50.735.90%
1-9998.080.799.98%
94-4224.280.6945.97%

USDJPY 15分足のEMA組み合わせデータ(2015年1月~2019年11月)

下表の一番目の期間25、期間146のバックテスト詳細

15分足のゴールデンクロスとデッドクロスの検証結果

EMA期間20~25を中心に検証

期間a期間b損益PFDD
ema25 ema146-254.330.9920.18%
ema25 ema151-664.660.9623.02%
ema21 ema200-654.30.9621.57%
ema23 ema193-945.80.9423.68%
ema25 ema155-1072.80.9422.33%
ema24 ema192-1025.570.9425.31%
ema24 ema179-1103.980.9420.52%
ema22 ema170-1193.020.9321.60%
ema22 ema190-1155.070.9323.71%
ema20 ema161-1238.450.9323.97%
ema23 ema198-1181.070.9326.11%
ema21 ema192-1242.690.9326.39%
ema22 ema200-1270.430.9323.76%
ema25 ema185-1282.550.9228.12%
ema21 ema164-1635.630.9125.33%
ema24 ema148-1691.670.9125.35%
ema24 ema172-1668.960.9124.54%
ema24 ema123-1829.790.9130.01%
ema24 ema124-1902.870.931.88%
ema24 ema147-1839.610.926.67%
ema22 ema199-1770.850.926.81%
ema20 ema197-1934.520.8928.42%
ema20 ema195-1944.370.8928.45%
ema24 ema193-1928.070.8928.58%
ema25 ema160-2092.580.8829.10%
ema24 ema142-2208.330.8830.33%
ema20 ema89-2596.110.8837.63%
ema23 ema170-2124.420.8828.15%
ema23 ema121-2344.770.8833.96%
ema20 ema193-2054.250.8829.77%
ema20 ema88-2613.540.8836.45%
ema25 ema97-2536.790.8835.84%
ema20 ema97-2687.220.8839.13%
ema21 ema82-2822.40.8740.39%
ema25 ema92-2847.820.8738.91%
ema20 ema186-2347.540.8732.20%
ema22 ema57-3358.680.8744.12%
ema24 ema104-2815.010.8739.60%
ema25 ema88-3001.860.8739.64%
ema20 ema113-2861.270.8636.07%
ema20 ema200-2422.340.8633.19%
ema24 ema65-3373.870.8643.05%
ema24 ema107-2866.280.8640.39%
ema22 ema59-3513.260.8646.36%
ema25 ema175-2490.470.8632.20%
ema25 ema66-3384.080.8642.97%
ema25 ema124-2822.280.8640.71%
ema25 ema167-2584.120.8632.82%
ema22 ema122-2943.850.8641.40%
ema25 ema65-3509.40.8644.02%
ema24 ema103-3055.270.8639.71%
ema25 ema114-2944.870.8639.10%
ema20 ema177-2660.930.8534.49%
ema25 ema121-2984.680.8542.84%
ema22 ema107-3135.710.8541.74%
ema21 ema131-3009.380.8540.17%
ema25 ema104-3123.850.8540.25%
ema25 ema50-4046.180.8550.36%
ema23 ema51-3995.560.8548.65%
ema24 ema51-4068.90.8548.97%
ema20 ema167-2865.690.8536.27%
ema21 ema54-4050.960.8549.72%
ema25 ema48-4418.580.8453.69%
ema20 ema81-3656.150.8447.36%
ema20 ema49-4343.960.8451.99%
ema21 ema70-3836.020.8448.02%
ema23 ema61-4023.840.8451.48%
ema20 ema104-34720.8445.63%
ema20 ema136-3198.360.8440.13%
ema25 ema41-5167.190.8460.89%
ema20 ema129-3359.460.8443.04%
ema21 ema110-3479.210.8443.61%
ema20 ema152-3175.780.8439.68%
ema25 ema38-5823.730.8465.96%
ema20 ema33-5877.30.8466.21%
ema20 ema145-3262.920.8337.96%
ema20 ema134-3403.820.8342.69%
ema22 ema105-3654.740.8346.48%
ema20 ema132-3511.090.8343.07%
ema21 ema32-7047.960.8275.79%
ema20 ema32-6814.690.8274.93%
ema21 ema103-4057.960.8248.68%
ema20 ema48-5214.620.8161.21%
ema23 ema33-7487.950.8180.24%
ema20 ema24-9994.70.8199.96%
ema20 ema124-4107.860.8148.25%
ema20 ema16-9998.150.899.98%
ema20 ema65-5281.970.859.27%
ema22 ema26-9990.970.7999.96%
ema25 ema22-9998.010.7999.98%
ema20 ema13-9998.080.7999.98%
ema20 ema12-9998.160.7999.98%
ema24 ema19-9998.070.7899.98%
ema20 ema17-9991.810.7899.95%
ema20 ema9-9990.570.7899.92%
ema20 ema8-9998.030.7699.98%
ema23 ema4-9998.020.7699.98%
ema21 ema9-9991.940.7599.96%
ema20 ema4-9998.020.7499.98%
ema20 ema5-9997.510.7499.98%
ema20 ema6-9990.920.7399.91%
ema20 ema3-9991.220.799.92%
ema21 ema2-9991.430.6999.95%
ema20 ema2-9998.040.6999.98%
ema20 ema1-9998.110.6399.98%

EMA期間1~200まで幅広く検証
ほとんどの組み合わせでマイナス損益という結果になっています。下の表がバックテスト最適化結果です。 15分足になってくるとEMA2本のゴールデンクロスとデッドクロスはかなり厳しい結果になりました。

期間a期間b損益PFDD
81 94-112.91117.87%
89 145-138.710.9921.31%
94 87-361.50.9917.27%
58 14-1298.830.9630.22%
133 148-937.110.9518.21%
72 94-1196.380.9527.23%
114 134-1219.070.9419.93%
66 18-1682.050.9421.10%
77 90-1865.360.9328.15%
61 80-1900.660.9325.87%
110 33-1648.520.9218.83%
70 34-2038.040.9221.98%
113 39-1877.650.9123.76%
130 133-2004.880.9123.09%
171 51-1629.760.9118.99%
133 120-2079.420.923.46%
50 63-2903.120.935.91%
130 77-1965.150.929.06%
166 193-2041.160.923.86%
194 80-1713.60.926.76%
116 67-2170.10.924.23%
56 76-2815.350.8935.18%
35 123-1970.580.8926.90%
97 136-2056.070.8929.14%
130 131-2381.930.8928.00%
118 183-16960.8926.14%
130 47-2175.940.8924.78%
194 77-1806.720.8926.47%
155 74-1956.660.8922.49%
122 115-2552.880.8928.26%
152 185-2333.480.8927.08%
168 83-2028.210.8922.87%
50 95-2196.020.8928.27%
114 112-2699.410.8929.29%
96 152-1887.190.8927.79%
171 105-2068.170.8926.25%
148 135-2435.950.8929.39%
193 27-2029.180.8824.48%
49 67-3307.960.8838.71%
161 152-2434.180.8827.63%
109 26-2656.710.8828.86%
140 85-2292.390.8829.39%
17 164-2266.680.8830.42%
123 108-2814.360.8830.88%
57 135-1990.430.8830.64%
141 32-2437.750.8826.65%
46 81-2575.120.8831.41%
179 58-2114.10.8826.77%
140 30-2527.330.8827.30%
200 170-2258.370.8828.13%
134 170-2494.310.8828.48%
63 109-2322.670.8733.81%
50 185-1973.440.8732.41%
127 92-2632.740.8729.14%
165 83-2287.860.8726.79%
196 120-2167.780.8727.29%
75 18-3449.60.8736.16%
114 171-2237.540.8729.33%
44 45-5014.090.8750.34%
15 176-2473.490.8733.67%
107 65-3113.120.8633.23%
194 131-2459.790.8630.70%
107 172-2314.750.8630.72%
88 190-2134.160.8632.41%
128 82-2895.620.8631.73%
124 108-3299.720.8635.75%
133 188-2424.730.8626.78%
194 188-2728.920.8631.86%
130 188-2331.230.8625.71%
42 31-5352.430.8656.12%
176 47-2597.430.8528.24%
113 159-2755.210.8530.85%
130 7-3563.940.8536.78%
23 62-3781.950.8548.81%
85 64-4160.140.8443.14%
199 142-2843.120.8433.75%
194 7-3349.320.8438.49%
194 199-3228.830.8437.74%
56 109-3054.830.8441.41%
11 133-3689.750.8344.20%
30 18-7318.450.8373.62%
133 88-3584.390.8338.31%
143 116-3783.590.8240.14%
194 197-3543.940.8239.40%
173 136-3612.540.8239.36%
193 76-3170.820.8235.38%
29 12-8046.760.8181.19%
51 124-3370.630.8138.79%
97 197-2799.80.8135.47%
175 5-4164.020.8142.68%
48 137-3387.610.8140.13%
114 200-2869.770.8135.76%
146 183-4113.670.8143.43%
82 197-3002.750.839.90%
81 164-3307.050.842.22%
160 123-4194.540.844.72%
80 171-3269.670.841.22%
103 196-3136.70.7937.65%
129-5393.040.7857.37%
96-7150.450.7474.04%
185-5951.950.7161.54%
15-9998.10.799.98%
154-6871.510.6969.29%
49-9998.260.6899.98%
82-9544.590.6797.27%

まとめ

検証結果からのまとめとして、今回検証した期間においては時間軸が小さくなるほどゴールデンクロスとデッドクロスの優位性がなくなるということがわかります。移動平均線の期間設定を考える場合、なんとなくみんなが使っているからという理由ではなく、データに基づく優位性のある期間を設定していくことで負けているトレーダーと差別化した手法を構築することができます。

「fx 移動平均線 設定 おすすめ」などでググってみるとわかりますが、通貨ペアや時間軸に関係なく期間20、50、75、100といったものが推奨されています。

しかしほとんどのブログでは、推奨する期間の裏付けとなるデータは一切公開されず、都合のいいチャート場面だけを切り抜いていかにも稼げるように解説しています。バックテストをすれば過去において優位性があるかないかは一目瞭然です。そういった情報であなたが稼げているのであれば問題ありませんが、ほとんどのトレーダーが稼げていないというのが現実だと思います。常識を疑えではないですが、成功者の多くは人と違う視点から物事を観察しています。

移動平均線を使ってセットアップやトリガーの一部として組み込む際に上記データが役立つかもしれません。裁量手法を構築する際の参考データとしてご活用ください。

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