Expert: Algorithmic Bollinger Bands SBER Symbol: @ENQ Period: M15 (2019.01.01 - 2019.10.26)
27 October 2019, 22:50
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Strategy Tester Report |
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AMPGlobalUSA-Demo (Build 2190) |
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Settings
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| Expert: | Algorithmic Bollinger Bands SBER | |||||||||||
| Symbol: | @ENQ | |||||||||||
| Period: | M15 (2019.01.01 - 2019.10.26) | |||||||||||
| Inputs: | MaximumRisk=0.98 | |||||||||||
| InpStd=10 | ||||||||||||
| InpChannelPeriod=10 | ||||||||||||
| 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: | 1:100 | |||||||||||
Results
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| History Quality: | 98% | |||||||||||
| Bars: | 19294 | Ticks: | 1126075 | Symbols: | 1 | |||||||
| Total Net Profit: | 33 890.00 | Balance Drawdown Absolute: | 6 595.00 | Equity Drawdown Absolute: | 6 955.00 | |||||||
| Gross Profit: | 155 095.00 | Balance Drawdown Maximal: | 13 855.00 (73.78%) | Equity Drawdown Maximal: | 14 515.00 (75.52%) | |||||||
| Gross Loss: | -121 205.00 | Balance Drawdown Relative: | 73.78% (13 855.00) | Equity Drawdown Relative: | 76.59% (9 965.00) | |||||||
| Profit Factor: | 1.28 | Expected Payoff: | 70.75 | Margin Level: | 609.00% | |||||||
| Recovery Factor: | 2.33 | Sharpe Ratio: | 0.07 | Z-Score: | 0.32 (25.10%) | |||||||
| AHPR: | 1.0060 (0.60%) | LR Correlation: | 0.80 | OnTester result: | 0 | |||||||
| GHPR: | 1.0031 (0.31%) | LR Standard Error: | 5 240.43 | |||||||||
| Total Trades: | 479 | Short Trades (won %): | 245 (21.22%) | Long Trades (won %): | 234 (28.63%) | |||||||
| Total Deals: | 958 | Profit Trades (% of total): | 119 (24.84%) | Loss Trades (% of total): | 360 (75.16%) | |||||||
| Largest profit trade: | 4 745.00 | Largest loss trade: | -795.00 | |||||||||
| Average profit trade: | 1 303.32 | Average loss trade: | -336.68 | |||||||||
| Maximum consecutive wins ($): | 3 (8 330.00) | Maximum consecutive losses ($): | 21 (-8 130.00) | |||||||||
| Maximal consecutive profit (count): | 8 330.00 (3) | Maximal consecutive loss (count): | -8 130.00 (21) | |||||||||
| Average consecutive wins: | 1 | Average consecutive losses: | 4 | |||||||||
