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Strategy Tester Report |
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Just2Trade-MT5 (Build 2170) |
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Settings
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Expert: | Algorithmic Bollinger Bands SBER | |||||||||||
Symbol: | FUTNASDAQCONT | |||||||||||
Period: | M10 (2015.11.20 - 2019.10.08) | |||||||||||
Inputs: | MaximumRisk=1 | |||||||||||
InpStd=20 | ||||||||||||
InpChannelPeriod=5 | ||||||||||||
Stop4buy=0.5 | ||||||||||||
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: | 95% | |||||||||||
Bars: | 131113 | Ticks: | 4995718 | Symbols: | 1 | |||||||
Total Net Profit: | 125 925.00 | Balance Drawdown Absolute: | 2 550.00 | Equity Drawdown Absolute: | 2 575.00 | |||||||
Gross Profit: | 645 490.00 | Balance Drawdown Maximal: | 15 135.00 (13.84%) | Equity Drawdown Maximal: | 17 080.00 (15.41%) | |||||||
Gross Loss: | -519 565.00 | Balance Drawdown Relative: | 29.48% (7 665.00) | Equity Drawdown Relative: | 32.35% (3 550.00) | |||||||
Profit Factor: | 1.24 | Expected Payoff: | 39.38 | Margin Level: | ||||||||
Recovery Factor: | 7.37 | Sharpe Ratio: | 0.06 | Z-Score: | 3.46 (99.74%) | |||||||
AHPR: | 1.0009 (0.09%) | LR Correlation: | 0.98 | OnTester result: | 0 | |||||||
GHPR: | 1.0008 (0.08%) | LR Standard Error: | 6 441.46 | |||||||||
Total Trades: | 3198 | Short Trades (won %): | 1597 (20.48%) | Long Trades (won %): | 1601 (26.42%) | |||||||
Total Deals: | 6396 | Profit Trades (% of total): | 750 (23.45%) | Loss Trades (% of total): | 2448 (76.55%) | |||||||
Largest profit trade: | 7 030.00 | Largest loss trade: | -795.00 | |||||||||
Average profit trade: | 860.65 | Average loss trade: | -212.24 | |||||||||
Maximum consecutive wins ($): | 5 (2 105.00) | Maximum consecutive losses ($): | 20 (-3 815.00) | |||||||||
Maximal consecutive profit (count): | 10 190.00 (2) | Maximal consecutive loss (count): | -10 195.00 (18) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 4 | |||||||||