GOTO Verification Report - Part 3
Tomorrow is the 20th, a Goto day, isn’t it!
As I wrote in my previous article,
this will be a 9:55 AMUSD/JPY short article.
Previous article -Gotoe day verification report その２
https://www.gogojungle.co.jp/finance/navi/articles/101796
This time, I will run a backtest by day of the week.
First, the test conditions are,
Period: 2007/1/1～2025/7/10
Currency pair: USDJPY
Dates: 5, 10, 15, 20, 25, 30 days
（Early Gotoe days are not included here; we verify them separately below）
Time: 09:55 short entry, 14:59 exit
SL: 40 pips
Under these conditions, I backtested from Monday to Friday.
【Results】
Monday:
Trade count: 187
Profit factor1.95
Tuesday:
Trade count: 187
Profit factor1.28
Wednesday:
Trade count: 188
Profit factor1.31
Thursday:
Trade count: 186
Profit factor1.65
Friday:
Trade count: 187
Profit factor1.48
Unlike the USD/JPY long from 00:01–09:54,
Monday performed the best.※Tomorrow is exactly Monday!
Here, since early Gotoe days were not included,
I evaluated them only for the early Gotoe days (which will inevitably be Friday).
Period: 2007/1/1～2025/7/10
Currency pair: USDJPY
Dates: 3, 4, 8, 9, 13, 14, 18, 19, 23, 24, 28, 29
Early Gotoe days (Friday) only
Time: 09:55 short entry, 14:59 exit
SL: 40 pips
Trade count: 377
Profit factor1.82
When validating long positions,early Gotoe daysdid not show much performance, but
short positions look quite good.This was eye-opening for me.
Also, as I plan to write next time,
I have gathered some data by date for this USD/JPY short as well, and
as expected,the latter half of the month tends to perform better.
Therefore, in future articles, I will try dividing the month into first and second halves and collect data by day of the week as well.
I think I will try that as well.
From the validation results obtained this time, I will re-test the following EA and
If performance improves, I plan to update it in the future.
Anomali Technical
https://www.gogojungle.co.jp/systemtrade/fx/65809