GBPJPY 検証結果
Symbol: OANDA:GBPJPY
カテゴリ: クロス円 (高 volatility)
検証期間: D 24 年 / 4H 13.4 年
特記: 全 backtest 中の FX 最強 cell が出た銘柄
1. Aggregate 結果
LAB.PRO Max (Q.PRO Long)
| TF | Trades | Win% | PF | Net JPY |
|---|
| 4H | 53 | 67.92 | 1.152 | +1,308,000 |
| D | 5 | 80.00 | 23.689 | +1,531,500 |
LAB.ESS
| TF | Trades | Win% | PF | Net JPY |
|---|
| 4H | 768 | 52.21 | 1.183 | +23,689,000 |
| D | 653 | 52.83 | 1.035 | +15,624,000 |
LAB.ELA (Q.ELA Full)
| TF | Trades | Win% | PF | Net JPY |
|---|
| 4H | 731 | 63.75 | 1.255 | +28,174,000 |
| D ★★ | 242 | 84.71 | 2.255 | +63,226,500 |
2. Variant 分解 (LAB.ELA × D / 4H)
D 足
| Variant | Side | Trades | Win% | PF | Net JPY |
|---|
| WALL | Long | 135 | 82.22 | 1.862 | +30,380,500 |
| WALL | Short | 106 | 87.74 | 3.153 | +32,625,000 |
| GOLD | Long | 1 | 100 | inf | +221,000 |
| GOLD | Short | 0 | — | — | — |
→ WALL Short が PF 3.15 / Win 87.74% で GBPJPY D の主力 edge。
4H 足
| Variant | Side | Trades | Win% | PF | Net JPY |
|---|
| WALL | Long | 391 | 62.15 | 1.174 | +10,506,000 |
| WALL | Short | 326 | 65.95 | 1.361 | +17,584,000 |
| GOLD | Long | 2 | 100 | inf | +474,500 |
| GOLD | Short | 4 | 50 | 0.826 | -128,500 |
3. Positive (採用候補)
| Cell | PF | Win% | Trade |
|---|
| Q.ELA × D (aggregate) | 2.255 | 84.71 | 242 |
| Q.ELA × D × WALL Short | 3.153 | 87.74 | 106 |
| Q.ELA × D × WALL Long | 1.862 | 82.22 | 135 |
| Q.ELA × 4H (aggregate) | 1.255 | 63.75 | 731 |
| Q.ELA × 4H × WALL Short | 1.361 | 65.95 | 326 |
| Q.ESS × 4H | 1.183 | 52.21 | 768 |
| Q.PRO × 4H | 1.152 | 67.92 | 53 |
| Q.PRO × D (5 trade、low conf) | 23.689 | 80.00 | 5 |
| Q.ESS × D | 1.035 | 52.83 | 653 |
4. Negative (見送り)
特になし — GBPJPY は 3 indicator 全てに positive cell がある特異な銘柄。
5. Best Practice (GBPJPY 採用方針)
GBPJPY は 本検証で最強の forex 銘柄。複数戦略を並列に組める唯一のケース。
推奨 Portfolio
| Weight | Cell | PF | Win% | 役割 |
|---|
| 35% | Q.ELA × D × WALL Short | 3.153 | 87.74 | 主力 (高 PF / 高 Win) |
| 20% | Q.ELA × D × WALL Long | 1.862 | 82.22 | 主力補助 |
| 20% | Q.ELA × 4H × WALL Short | 1.361 | 65.95 | mid-freq |
| 15% | Q.ESS × 4H | 1.183 | 52.21 | volume edge |
| 10% | Q.PRO × 4H | 1.152 | 67.92 | trend follow |
期待年率: ~12-15% (GBPJPY 高 volatility 故、DD も大きめ ~20%)
24 年期待累積: ¥15M → ¥40-60M+ (Q.ELA × D 単独 でも +¥63M backtest)