Expert: Algorithmic Bollinger Bands SBER  Symbol: FUTNQZ19  Period: M10 (2019.09.19 - 2019.09.26)

Expert: Algorithmic Bollinger Bands SBER Symbol: FUTNQZ19 Period: M10 (2019.09.19 - 2019.09.26)

25 September 2019, 11:32
Victor Semenchuk
1
266
Strategy Tester Report
Just2Trade-MT5 (Build 2085)
Settings
Expert: Algorithmic Bollinger Bands SBER
Symbol: FUTNQZ19
Period: M10 (2019.09.19 - 2019.09.26)
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: 100% real ticks
Bars: 524 Ticks: 490125 Symbols: 1
Total Net Profit: 2 884.00 Balance Drawdown Absolute: 319.50 Equity Drawdown Absolute: 549.50
Gross Profit: 5 512.50 Balance Drawdown Maximal: 1 032.50 (9.00%) Equity Drawdown Maximal: 2 000.00 (16.12%)
Gross Loss: -2 628.50 Balance Drawdown Relative: 9.00% (1 032.50) Equity Drawdown Relative: 16.12% (2 000.00)
Profit Factor: 2.10 Expected Payoff: 240.33 Margin Level:
Recovery Factor: 1.44 Sharpe Ratio: 0.30 Z-Score: 2.29 (97.80%)
AHPR: 1.0245 (2.45%) LR Correlation: 0.62 OnTester result: 0
GHPR: 1.0213 (2.13%) LR Standard Error: 666.84
Total Trades: 12 Short Trades (won %): 6 (50.00%) Long Trades (won %): 6 (33.33%)
Total Deals: 24 Profit Trades (% of total): 5 (41.67%) Loss Trades (% of total): 7 (58.33%)
Largest profit trade: 2 398.50 Largest loss trade: -641.50
Average profit trade: 1 102.50 Average loss trade: -375.50
Maximum consecutive wins ($): 1 (2 398.50) Maximum consecutive losses ($): 2 (-1 028.00)
Maximal consecutive profit (count): 2 398.50 (1) Maximal consecutive loss (count): -1 028.00 (2)
Average consecutive wins: 1 Average consecutive losses: 1


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