Expert: Algorithmic Bollinger Bands SBER Symbol: FUTNASDAQCONT Period: M10 (2015.11.20 - 2019.09.18)
17 September 2019, 22:08
3
438
Strategy Tester Report |
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Just2Trade-MT5 (Build 2085) |
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Settings
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| Expert: | Algorithmic Bollinger Bands SBER | |||||||||||
| Symbol: | FUTNASDAQCONT | |||||||||||
| Period: | M10 (2015.11.20 - 2019.09.18) | |||||||||||
| Inputs: | MaximumRisk=1 | |||||||||||
| InpStd=40 | ||||||||||||
| InpChannelPeriod=20 | ||||||||||||
| Stop4buy=0.50 | ||||||||||||
| Stop4short=0.5 | ||||||||||||
| ShortUse=true | ||||||||||||
| BuyUse=true | ||||||||||||
| MinBars=200 | ||||||||||||
| MinLotUse=true | ||||||||||||
| Broker: | Just2Trade Online Ltd | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:1 | |||||||||||
Results
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| History Quality: | 95% | |||||||||||
| Bars: | 129128 | Ticks: | 4917283 | Symbols: | 1 | |||||||
| Total Net Profit: | 115 735.00 | Balance Drawdown Absolute: | 2 685.00 | Equity Drawdown Absolute: | 2 705.00 | |||||||
| Gross Profit: | 639 555.00 | Balance Drawdown Maximal: | 24 060.00 (21.29%) | Equity Drawdown Maximal: | 25 565.00 (22.33%) | |||||||
| Gross Loss: | -523 820.00 | Balance Drawdown Relative: | 36.27% (6 720.00) | Equity Drawdown Relative: | 39.47% (7 570.00) | |||||||
| Profit Factor: | 1.22 | Expected Payoff: | 43.30 | Margin Level: | ||||||||
| Recovery Factor: | 4.53 | Sharpe Ratio: | 0.06 | Z-Score: | 1.33 (81.65%) | |||||||
| AHPR: | 1.0011 (0.11%) | LR Correlation: | 0.98 | OnTester result: | 0 | |||||||
| GHPR: | 1.0009 (0.09%) | LR Standard Error: | 6 126.63 | |||||||||
| Total Trades: | 2673 | Short Trades (won %): | 1334 (23.46%) | Long Trades (won %): | 1339 (30.02%) | |||||||
| Total Deals: | 5346 | Profit Trades (% of total): | 715 (26.75%) | Loss Trades (% of total): | 1958 (73.25%) | |||||||
| Largest profit trade: | 7 030.00 | Largest loss trade: | -795.00 | |||||||||
| Average profit trade: | 894.48 | Average loss trade: | -267.53 | |||||||||
| Maximum consecutive wins ($): | 6 (2 065.00) | Maximum consecutive losses ($): | 16 (-2 435.00) | |||||||||
| Maximal consecutive profit (count): | 10 275.00 (2) | Maximal consecutive loss (count): | -8 885.00 (15) | |||||||||
| Average consecutive wins: | 1 | Average consecutive losses: | 4 | |||||||||
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