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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: | 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
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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 |