Expert: Algorithmic Bollinger Bands SBER Symbol: FUTNASDAQCONT Period: M10 (2015.11.20 - 2019.10.08)

Expert: Algorithmic Bollinger Bands SBER Symbol: FUTNASDAQCONT Period: M10 (2015.11.20 - 2019.10.08)

11 October 2019, 06:57
Victor Semenchuk
0
383
Strategy Tester Report
Just2Trade-MT5 (Build 2170)
Settings
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
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



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