Expert: Algorithmic Bollinger Bands SBER Symbol: ENQZ19 Period: M10 (2019.09.19 - 2019.09.29)
28 September 2019, 14:43
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Strategy Tester Report |
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AMPGlobalUSA-Demo (Build 2085) |
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Settings
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| Expert: | Algorithmic Bollinger Bands SBER | |||||||||||
| Symbol: | ENQZ19 | |||||||||||
| Period: | M10 (2019.09.19 - 2019.09.29) | |||||||||||
| Inputs: | MaximumRisk=1 | |||||||||||
| InpStd=40 | ||||||||||||
| InpChannelPeriod=20 | ||||||||||||
| Stop4buy=0.5 | ||||||||||||
| Stop4short=0.5 | ||||||||||||
| ShortUse=true | ||||||||||||
| BuyUse=true | ||||||||||||
| MinBars=200 | ||||||||||||
| MinLotUse=true | ||||||||||||
| Broker: | AMP Global Clearing LLC | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:1 | |||||||||||
Results
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| History Quality: | 100% real ticks | |||||||||||
| Bars: | 947 | Ticks: | 4387135 | Symbols: | 1 | |||||||
| Total Net Profit: | 2 205.00 | Balance Drawdown Absolute: | 256.00 | Equity Drawdown Absolute: | 476.00 | |||||||
| Gross Profit: | 7 661.00 | Balance Drawdown Maximal: | 1 559.00 (12.20%) | Equity Drawdown Maximal: | 2 602.00 (19.09%) | |||||||
| Gross Loss: | -5 456.00 | Balance Drawdown Relative: | 12.20% (1 559.00) | Equity Drawdown Relative: | 20.64% (2 560.00) | |||||||
| Profit Factor: | 1.40 | Expected Payoff: | 88.20 | Margin Level: | 1904.80% | |||||||
| Recovery Factor: | 0.85 | Sharpe Ratio: | 0.15 | Z-Score: | 0.73 (53.46%) | |||||||
| AHPR: | 1.0101 (1.01%) | LR Correlation: | 0.76 | OnTester result: | 0 | |||||||
| GHPR: | 1.0080 (0.80%) | LR Standard Error: | 601.23 | |||||||||
| Total Trades: | 25 | Short Trades (won %): | 12 (33.33%) | Long Trades (won %): | 13 (23.08%) | |||||||
| Total Deals: | 50 | Profit Trades (% of total): | 7 (28.00%) | Loss Trades (% of total): | 18 (72.00%) | |||||||
| Largest profit trade: | 2 403.00 | Largest loss trade: | -647.00 | |||||||||
| Average profit trade: | 1 094.43 | Average loss trade: | -303.11 | |||||||||
| Maximum consecutive wins ($): | 2 (1 341.00) | Maximum consecutive losses ($): | 5 (-1 155.00) | |||||||||
| Maximal consecutive profit (count): | 2 403.00 (1) | Maximal consecutive loss (count): | -1 551.00 (3) | |||||||||
| Average consecutive wins: | 1 | Average consecutive losses: | 3 | |||||||||
