0
128
Strategy Tester Report |
||||||||||||
AMPGlobalUSA-Demo (Build 2085) |
||||||||||||
Settings
|
||||||||||||
Expert: | Algorithmic Bollinger Bands SBER | |||||||||||
Symbol: | ENQU19 | |||||||||||
Period: | M10 (2019.06.20 - 2019.09.03) | |||||||||||
Inputs: | MaximumRisk=1 | |||||||||||
InpStd=40 | ||||||||||||
InpChannelPeriod=20 | ||||||||||||
Stop4buy=1 | ||||||||||||
Stop4short=1 | ||||||||||||
ShortUse=true | ||||||||||||
BuyUse=true | ||||||||||||
MinBars=200 | ||||||||||||
MinLotUse=true | ||||||||||||
Broker: | AMP Global Clearing LLC | |||||||||||
Currency: | USD | |||||||||||
Initial Deposit: | 10 000.00 | |||||||||||
Leverage: | 1:1 | |||||||||||
Results
|
||||||||||||
History Quality: | 100% real ticks | |||||||||||
Bars: | 7056 | Ticks: | 30892965 | Symbols: | 1 | |||||||
Total Net Profit: | 23 651.00 | Balance Drawdown Absolute: | 638.00 | Equity Drawdown Absolute: | 763.00 | |||||||
Gross Profit: | 55 041.00 | Balance Drawdown Maximal: | 4 910.00 (24.39%) | Equity Drawdown Maximal: | 6 537.00 (30.57%) | |||||||
Gross Loss: | -31 390.00 | Balance Drawdown Relative: | 24.39% (4 910.00) | Equity Drawdown Relative: | 30.57% (6 537.00) | |||||||
Profit Factor: | 1.75 | Expected Payoff: | 180.54 | Margin Level: | 1847.40% | |||||||
Recovery Factor: | 3.62 | Sharpe Ratio: | 0.17 | Z-Score: | 2.10 (96.43%) | |||||||
AHPR: | 1.0115 (1.15%) | LR Correlation: | 0.86 | OnTester result: | 0 | |||||||
GHPR: | 1.0093 (0.93%) | LR Standard Error: | 4 124.16 | |||||||||
Total Trades: | 131 | Short Trades (won %): | 71 (25.35%) | Long Trades (won %): | 60 (40.00%) | |||||||
Total Deals: | 262 | Profit Trades (% of total): | 42 (32.06%) | Loss Trades (% of total): | 89 (67.94%) | |||||||
Largest profit trade: | 5 188.00 | Largest loss trade: | -1 352.00 | |||||||||
Average profit trade: | 1 310.50 | Average loss trade: | -352.70 | |||||||||
Maximum consecutive wins ($): | 2 (8 226.00) | Maximum consecutive losses ($): | 7 (-414.00) | |||||||||
Maximal consecutive profit (count): | 8 226.00 (2) | Maximal consecutive loss (count): | -2 926.00 (3) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 3 | |||||||||
https://www.mql5.com/ru/market/product/29664 |