Anomaly Technical
- Whole period
- 2 years
- 1 year
- 6 months
- 3 months
- 1 month
Real Performance
※Displays results including swaps and fees
Forward testing (Profit)
Monthly Statistics
- Jan
- Feb
- Mar
- Apr
- May
- Jun
- Jul
- Aug
- Sep
- Oct
- Nov
- Dec
Calendar for Months
About EA's Strategy
Translating...
MT5ということがネックに感じるかと思いますが、
できましたら軽く読んでいただけたら幸いです。
※無料お試し版(30日間)はこちら
MT5の特徴を活かし本EAは
複数通貨のアノマリーを
ひとつのEA起動だけでトレードいたします。
(ゴトー日、月末アノマリー、ロンドンフィキシング、欧州時間アノマリーなど)
そのため、
エントリー数が多くなります。
※年間約330トレード
エントリー数が多いことと複数アノマリーからなるポートフォリオにより、
ドローダウンも浅めで復帰も早いので、
複利運用可能
です!
※ナンピンマーチンを否定はしませんが、
本EAにはナンピンマーチンのような
破綻リスクを管理しながら運用
というものはございません。
複利運用での参考値を記載いたします。
「複利時ロット基準値」
の設定を調整することで
リスクを調整しながら運用可能です!
0.01 約6% 4.8倍
(10万→48万)0.015 約9%
12.8倍 (10万→128万)0.02 約12%
39.9倍 (10万→399万)0.025 約15%
112倍 (10万→1120万)0.03 約18%
324倍 (10万→3240万)0.035 約20%
838倍(10万→8380万)
0.04 約23%
2185倍 (10万→2億1850万)0.045 約26%
4500倍 (1万→4500万)0.05 約28%
10640倍 (1万→1億640万)0.055 約30%
23160倍 (1万→2億3160万)0.06 約30%
38120倍 (1万→3億8120万)【TDSデータでのバックテスト:
複利運用 複利時ロット基準値=0.04
2015.01.01 - 2025.07.10
初期資金1万→3億8120万(38120倍)】そのほか、本EAのアノマリーは、
ただのアノマリートレードではありません。など
テクニカルを駆使することで、より高いプロフィットファクター、低いドローダウン率を実現しております。
また、エントリー数の多さを活かして
一つ一つのアノマリーで
優位性の低い日時は間引いているため
プロフィットファクターもかなり高い水準になっております。
そして、
エントリー数が多いということは、同じ期間での利益も多くなります。例えばプロフィットファクター1.5で100エントリーして100万→150万のところ、
200エントリーできれば100万→200万、これは、プロフィットファクター2.0で100エントリーして
100万→200万と同じ利益になります。それほどエントリー数は利益に直結します。
複利運用では資産とロットが指数関数的に増加するため、 過去のトレード結果の影響が非常に小さくなり、直近のトレードに比べて重要性が薄くなってしまうのです。 本EAは単利運用(2015年~2025年)で
プロフィットファクター1.59となります。
の場合は
のバックテストを見ることをお勧めします。
本EAは
デフォルト設定での計測にてとなります。
シャープレシオとは、投資の
リスクに対してどれだけ効率的に
利益を上げられるかを表す指標です。
値が高いほど、「
リスクを取った分に見合うリターンが得られている」と言えます。 例えるなら、シャープレシオが高い投資は、 「少ない力で効率的に高い山に登っている」ようなもの。 逆にシャープレシオが低い場合は、たくさんの力を使ってもあまり進めないような感じです。
このEAの
シャープレシオが5.55って?
シャープレシオ5.44という数字は非常に優れた成績を示しています。 MT5のバックテストでのシャープレシオの基準はこちらになります。
EA使用歴の長い方にはこの値を重視する方も多いです。
リカバリファクターは、「
損失があった後に、どれだけ効率よく利益を取り戻せるか」を示す指標です。
本EAのように10年で
リカバリファクター35.34という高い値は、 「転んでも素早く立ち上がり、また走り出す」頼れるパフォーマンスを示しています。
複利運用での場合、最大ドローダウンが運用期間の後ろにあればあるほど
本EAは
証券会社の提供するリアルティックでのバックテストでもと、 現実のトレードに近い環境でのテストでも好成績を収めております。
こちらに
2007年からの、より長期のバックテストも添付致します。基本的にデフォルト設定でそのまま運用可能です。
基本的にロット基準値でエントリーしますが、
ボラティリティに応じて( 1000÷780 ) × 0.04 = 1.28… × 0.04 = 0.05ロット
(小数点第三位以下切り捨て)その点をご注意のうえご活用していただけたら幸いです。
他の日付を追加することや、禁止日なしにすることも可能です。
【TDSデータでのバックテスト:単利運用
ドル円のみ2015.01.01 - 2025.07.10】
The coupon will expire in 5 days.
Price: $252.25 (taxed)
¥39,800(taxed)
●Payment
Sales from : 08/06/2025 21:27
Price: $252.25 (taxed)
¥39,800(taxed)
●Payment
Just like discretionary trading, there are those that decide trading and settlement timings by combining indicators, those that repeatedly buy or sell at certain price (pips) intervals, and trading methods that utilize market anomalies or temporal features. The variety is as rich as the methods in discretionary trading.
To categorize simply,
・Scalping (Type where trades are completed within a few minutes to a few hours),
・Day Trading (Type where trades are completed within several hours to about a day),
・Swing Trading (Type where trades are conducted over a relatively long period of about 1 day to 1 week)
・Grid/Martingale Trading (Holding multiple positions at equal or unequal intervals and settling all once a profit is made. Those that gradually increase the lot number are called Martingale.)
・Anomaly EA (Mid-price trading, early morning scalping)
However, a substantial advantage of automated trading is its ability to limit and predict risks beforehand.
[Risk]
Inherent to forex trading are the trading risks that undeniably exist in automated trading as well.
・Lot Size Risk
Increasing the lot size forcibly due to a high winning rate can, in rare instances, depending on the EA, lead to substantial Pips loss when a loss occurs. It is crucial to verify the SL Pips and the number of positions held before operating with an appropriate lot.
・Rapid Market Fluctuation Risk
There are instances where market prices fluctuate rapidly due to index announcements or unforeseen news. System trading does not account for such unpredictable market movements, rendering it incapable of making decisions on whether to settle in advance or abstain from trading. As a countermeasure, utilizing tools that halt the EA based on indicator announcements or the VIX (fear index) is also possible.
[Benefits]
・Operates 24 hours a day
If there is an opportunity, system trading will execute trades on your behalf consistently. It proves to be an extremely convenient tool for those unable to allocate time to trading.
・Trades dispassionately without being swayed by emotions
There is an absence of self-serving rule modifications, a common human tendency, such as increasing the lot size after consecutive losses in discretionary trading or, conversely, hastily securing profits with minimal gains.
・Accessible for beginners
To engage in Forex trading, there is no prerequisite to study; anyone using system trading will achieve the same results.
[Disadvantages]
・Cannot increase trading frequency at will
Since system trading operates based on pre-programmed conditions, depending on the type of EA, it might only execute trades a few times a month.
・Suitability may vary with market conditions
Depending on the trading type of the EA, there are periods more suited to trend trading and periods more suited to contrarian trading, making consistent results across all periods unlikely. While the previous year might have yielded good results, this year's performance might not be as promising, necessitating some level of discretion in determining whether it is an opportune time to operate.
・MT4 (MetaTrader 4. An account needs to be opened with a Forex company that offers MT4.)
・EA (A program for automated trading)
・The operating deposit required to run the EA
・A PC that can run 24 hours or a VPS (Virtual Private Server), where a virtual PC is hosted on a cloud server to run MT4.
Additionally, there are both demo and real accounts available. You can experience trading with virtual money by applying for a demo account. After opening a real account, you select the connection server assigned by the Forex broker, enter the password, and log in to the account.
When you deposit money into your account using the method specified by the forex broker, the funds will be reflected in your MT4 account, and you can trade.
Firstly, download the purchased EA file from your My Page on GogoJungle. You will download a zip (compressed) file, so right-click to extract it and retrieve the file named ‘◯◯◯ (EA name)_A19GAw09 (any 8 alphanumeric characters).ex4’ from inside.
Next, launch MT4 and navigate to ‘File’ → ‘Open Data Folder’ → ‘MQL4’ → ‘Experts’ folder, and place the ex4 file inside. Once done, close MT4 and restart it. Then, go to the upper menu ‘Tools’ → ‘Options’, and under ‘Expert Advisors’, ensure ‘Allow automated trading’ and ‘Allow DLL imports’ are checked, then press OK to close.
The necessary currency pair and time frame for the correct operation of the EA are specified on the EA sales page. Refer to this information and open the chart of the correct currency pair time frame (e.g., USDJPY5M for a USD/Yen 5-minute chart).
Within the menu navigator, under ‘Expert Advisors’, you will find the EA file name you placed earlier. Click to select it, then drag & drop it directly onto the chart to load the EA. Alternatively, you can double-click the EA name to load it onto the selected chart.
If ‘Authentication Success’ appears in the upper left of the chart, the authentication has been successful. To operate the EA, you need to keep your PC running 24 hours. Therefore, either disable the automatic sleep function or host MT4 on a VPS and operate the EA.
If you want to use it with an account other than the authenticated one, you need to reset the registered account.
To reset the account, close the MT4 where the Web authentication is registered, then go to My Page on GogoJungle > Use > Digital Contents > the relevant EA > press the ‘Reset’ button for the registration number, and the registered account will be released.
When the account is in a reset state, using the EA with another MT4 account will register a new account.
Also, you can reset the account an unlimited number of times.
→ Items to Check When EA is Not Operating
1 lot = 100,000 currency units
0.1 lot = 10,000 currency units
0.01 lot = 1,000 currency units
For USD/JPY, 1 lot would mean holding 100,000 dollars.
The margin required to hold lots is determined by the leverage set by the Forex broker.
If the leverage is 25 times, the margin required to hold 10,000 currency units of USD/JPY would be:
10000*109 (※ at a rate of 109 yen per dollar) ÷ 25 = 43,600 yen.
・Risk-Return Ratio: Total Profit and Loss during the period ÷ Maximum Drawdown
・Maximum Drawdown: The largest unrealized loss during the operation period
・Maximum Position Number: This is the maximum number of positions that the EA can theoretically hold at the same time
・TP (Take Profit): The set profit-taking Pips (or specified amount, etc.) in the EA's settings
・SL (Stop Loss): The set maximum loss pips (or specified amount, etc.) in the EA's settings
・Trailing Stop: Instead of settling at a specified Pips, once a certain profit is made, the settlement SL is raised at a certain interval (towards the profit), maximizing the profit. It is a method of settlement.
・Risk-Reward Ratio (Payoff Ratio): Average Profit ÷ Average Loss
・Hedging: Holding both buy and sell positions simultaneously (Some FX companies also have types where hedging is not allowed)
・MT4 Beginner's Guide
・Understanding System Trading Performance (Forward and Backtesting)
・Choosing Your First EA! Calculating Recommended Margin for EAs
・Comparing MT4 Accounts Based on Spread, Swap, and Execution Speed
・What is Web Authentication?
・Checklist for When Your EA Isn't Working
