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Futures/BTCUSDT과거차트

BTCUSDT 과거차트 분석 22년 1월

by CP 2022. 3. 18.

2022년 1월

백테스팅

원칙 : 15분봉 상다/하다/히든상다/히든하다 생기는 모든 구역에 진입
1차익절 : 1분봉 상다/하다/히든상다/히든하다 생기는 모든 구역
2차익절 : 15분봉 상다/하다/히든상다/히든하다 생기는 모든 구역

20배 비율일 때, 총 97회 진입. 총 267배
10배 비율일 때, 동일 횟수 진입 시 총 28배

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22년도 1월 20배 진입 기준 backtesting 0.25  
순서 결과1 결과2 시드(20배) 시드(10배)
1 1.37 1.49 1.214368 1.104592
2 0.57 1.25 1.337436911 1.160192743
3 2.5 4.78 2.32357328 1.56142597
4 1.25 0 2.415484545 1.59365224
5 1.6 3.44 3.521914149 1.944278443
6 1.28 13.95 9.011866881 3.402389089
7 1.67 0 9.731320261 3.54259644
8 4.03 11.25 27.62145728 6.451429462
9 1.08 0 28.26373903 6.530867525
10 1.48 0 30.00515278 6.739223425
11 3.16 4.07 52.25847434 9.068720242
12 0 -0.42 45.95625911 8.514174801
13 0 0 42.26509833 8.168671716
14 0 0 38.8704079 7.83718906
15 1.19 0 40.18430543 7.975911225
16 0 0 36.9567422 7.652250741
17 0 0 33.98841362 7.341724319
18 0 0 31.25849823 7.043798982
19 0 0 28.74784691 6.75796338
20 0 0 26.43884859 6.483726915
21 1.45 4.01 39.69634483 8.048639244
22 0 0 36.50797411 7.722027475
23 0.81 2.06 44.23306143 8.526276637
24 0 0 40.68030617 8.180282463
25 0 0 37.41290466 7.848328645
26 0.75 3.83 51.91519407 9.346629522
27 0 0 47.7454176 8.967345633
28 0 0 43.9105534 8.603452989
29 0 0 40.38370166 8.254327017
30 0 0 37.14012313 7.91936849
31 0 0 34.15706558 7.598002497
32 1.38 0 35.9340186 7.803192253
33 0 0 33.04783416 7.486540662
34 0 0 30.39346517 7.182738714
35 2 0 33.78175906 7.594814229
36 1.14 0 34.76166655 7.710648437
37 0 0 31.96964425 7.397752251
38 0 0 29.40187439 7.097553314
39 1.79 3 42.12530032 8.569837835
40 1.05 2.59 54.5923672 9.808076564
41 0 0 50.20756286 9.410067269
42 0 0 46.17494162 9.028209092
43 0 0 42.46621648 8.661846624
44 0.98 3.15 57.18577151 10.12920242
45 0 0 52.59266753 9.718161918
46 0 0 48.36847706 9.323801337
47 0 0 44.48356936 8.94544381
48 0 0 40.91069355 8.582439937
49 1.27 6.1 69.7091217 11.49818229
50 0 0 64.11015475 11.03158893
51 0 0 58.96089123 10.58392981
52 0 0 54.22521141 10.15443659
53 0 0 49.86989666 9.742372087
54 2.5 0 57.82070415 10.53986075
55 2.5 0 67.03911683 11.40263003
56 0 0 61.65460201 10.93991416
57 0 0 56.70256603 10.49597517
58 0 0 52.14827263 10.07005113
59 0 0 47.95977552 9.661410969
60 6.2 0 72.62361764 12.20299246
61 0 0 66.79056129 11.70779808
62 0 0 61.4260102 11.23269856
63 0 0 56.49233449 10.77687846
64 0 0 51.95492667 10.33955543
65 3.25 10.18 131.8859188 17.57586906
66 0 0 121.2929737 16.86264469
67 0 0 111.5508433 16.17836278
68 3.29 0 137.7867093 18.12863206
69 0 0 126.7198186 17.3929767
70 0 0 116.5418095 16.68717406
71 0 0 107.1812879 16.01001271
72 0 0 98.57259402 15.36033039
73 0 0 90.65534184 14.73701203
74 0 0 83.37399544 14.13898776
75 0 0 76.6774795 13.56523117
76 5.24 6.82 186.6025441 22.23885016
77 0 0 171.6148144 21.33640318
78 0 0 157.8308841 20.47057727
79 0 0 145.1540653 19.63988636
80 1.65 5.59 247.6665112 26.25966718
81 1.79 0 270.2888657 27.49611674
82 0.96 0 273.4634084 27.67308862
83 0 0 251.4991009 26.5501216
84 0 0 231.2989446 25.47272431
85 1.88 0 254.422594 26.78439767
86 0 0 233.9876257 25.69749351
87 1.43 3.25 331.0850027 30.843211
88 0 0 304.4925864 29.59160121
89 1.16 0 313.9090196 30.07190989
90 0 0 288.6961611 28.8515993
91 0 0 265.5083741 27.68080862
92 1.03 3.18 360.0755538 32.49155323
93 0 0 331.1546454 31.17305412
94 0 0 304.5566354 29.90805938
95 0 0 280.094951 28.6943978
96 0 0 257.5980046 27.52998632
97 1.22 0 267.0464418 28.05772927