Expert: Algorithmic Bollinger Bands SBER Symbol: FUTNASDAQCONT Period: M10 (2015.11.20 - 2019.09.18)

Expert: Algorithmic Bollinger Bands SBER Symbol: FUTNASDAQCONT Period: M10 (2015.11.20 - 2019.09.18)

17 September 2019, 22:08
Victor Semenchuk
3
285
Strategy Tester Report
Just2Trade-MT5 (Build 2085)
Settings
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
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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