Consider fundamentals for backtesting

I think it is better to consider the fundamentals when conducting backtesting.

For example, referring to the past chart below,

①When backtesting in the period of 2013 years,

EURUSD is in “buy” mode, USDJPY “buy” mode

② When backtesting in the period of 2014 years,

EURUSD is in “Sell” mode, USDJPY “Buy” mode

The result of backtesting with

I think that the optimum parameters for actual operation can be obtained.

* At the time of taking a position in the opposite direction to the fundamentals,

Just increase the risk of eating a drawdown,

It doesn't make much sense to backtest in the “Double-deck” mode.

In the year of 2015, the fundamentals are expected and operated as follows.

EURUSD is in “Sell” mode, USDJPY “Buy” mode

・ EURUSD

http://finance.matsui.co.jp/stockDetail.aspx?code=0551&type=1&chart=5

・ USDJPY

http://finance.matsui.co.jp/stockDetail.aspx?code=0553&type=1&chart=5

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