Expert: FUTURESBOTNQ100V1 Symbol: @ENQ Period: M5 (2019.01.01 - 2019.12.25)
26 December 2019, 10:43
0
136
Strategy Tester Report |
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AMPGlobalUSA-Demo (Build 2280) |
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Settings
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| Expert: | FUTURESBOTNQ100V1 | |||||||||||
| Symbol: | @ENQ | |||||||||||
| Period: | M5 (2019.01.01 - 2019.12.25) | |||||||||||
| Inputs: | MaxBalOnLot=10000 | |||||||||||
| Stop4buy=120 | ||||||||||||
| Stop4short=120 | ||||||||||||
| ShortUse=false | ||||||||||||
| BuyUse=true | ||||||||||||
| MinBars=200 | ||||||||||||
| m_time_open=332812800 | ||||||||||||
| m_time_close=332887500 | ||||||||||||
| MinLotUse=true | ||||||||||||
| MMLotUse=false | ||||||||||||
| Broker: | AMP Global Clearing LLC | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:1 | |||||||||||
Results
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| History Quality: | 98% | |||||||||||
| Bars: | 68476 | Ticks: | 1346503 | Symbols: | 1 | |||||||
| Total Net Profit: | 46 619.20 | Balance Drawdown Absolute: | 115.00 | Equity Drawdown Absolute: | 385.00 | |||||||
| Gross Profit: | 217 204.80 | Balance Drawdown Maximal: | 10 350.00 (28.60%) | Equity Drawdown Maximal: | 11 035.00 (29.97%) | |||||||
| Gross Loss: | -170 585.60 | Balance Drawdown Relative: | 28.60% (10 350.00) | Equity Drawdown Relative: | 29.97% (11 035.00) | |||||||
| Profit Factor: | 1.27 | Expected Payoff: | 29.30 | Margin Level: | 1923.00% | |||||||
| Recovery Factor: | 4.22 | Sharpe Ratio: | 0.08 | Z-Score: | 0.03 (2.39%) | |||||||
| AHPR: | 1.0012 (0.12%) | LR Correlation: | 0.98 | OnTester result: | 0 | |||||||
| GHPR: | 1.0011 (0.11%) | LR Standard Error: | 2 521.10 | |||||||||
| Total Trades: | 1591 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 1591 (40.04%) | |||||||
| Total Deals: | 3182 | Profit Trades (% of total): | 637 (40.04%) | Loss Trades (% of total): | 954 (59.96%) | |||||||
| Largest profit trade: | 3 445.00 | Largest loss trade: | -600.00 | |||||||||
| Average profit trade: | 340.98 | Average loss trade: | -178.81 | |||||||||
| Maximum consecutive wins ($): | 8 (2 775.00) | Maximum consecutive losses ($): | 10 (-1 660.00) | |||||||||
| Maximal consecutive profit (count): | 5 700.00 (5) | Maximal consecutive loss (count): | -2 790.00 (8) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
