Expert: FuturesBot NQ100 Symbol: ENQH20 Period: M5 (2019.12.13 - 2019.12.28)
27 December 2019, 23:09
0
197
Strategy Tester Report |
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AMPGlobalUSA-Demo (Build 2280) |
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Settings
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| Expert: | FuturesBot NQ100 | |||||||||||
| Symbol: | ENQH20 | |||||||||||
| Period: | M5 (2019.12.13 - 2019.12.28) | |||||||||||
| Inputs: | Stop4buy=120 | |||||||||||
| Stop4short=120 | ||||||||||||
| ShortUse=false | ||||||||||||
| BuyUse=true | ||||||||||||
| m_time_open=332812800 | ||||||||||||
| m_time_close=332887500 | ||||||||||||
| MaxBalOnLot=10000 | ||||||||||||
| 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: | 90% | |||||||||||
| Bars: | 2419 | Ticks: | 8873 | Symbols: | 1 | |||||||
| Total Net Profit: | 1 419.40 | Balance Drawdown Absolute: | 846.80 | Equity Drawdown Absolute: | 923.80 | |||||||
| Gross Profit: | 4 785.20 | Balance Drawdown Maximal: | 846.80 (8.47%) | Equity Drawdown Maximal: | 970.20 (9.66%) | |||||||
| Gross Loss: | -3 365.80 | Balance Drawdown Relative: | 8.47% (846.80) | Equity Drawdown Relative: | 9.66% (970.20) | |||||||
| Profit Factor: | 1.42 | Expected Payoff: | 25.81 | Margin Level: | 1815.24% | |||||||
| Recovery Factor: | 1.46 | Sharpe Ratio: | 0.12 | Z-Score: | 0.64 (47.78%) | |||||||
| AHPR: | 1.0027 (0.27%) | LR Correlation: | 0.86 | OnTester result: | 0 | |||||||
| GHPR: | 1.0024 (0.24%) | LR Standard Error: | 308.75 | |||||||||
| Total Trades: | 55 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 55 (30.91%) | |||||||
| Total Deals: | 110 | Profit Trades (% of total): | 17 (30.91%) | Loss Trades (% of total): | 38 (69.09%) | |||||||
| Largest profit trade: | 1 088.00 | Largest loss trade: | -605.20 | |||||||||
| Average profit trade: | 281.48 | Average loss trade: | -88.57 | |||||||||
| Maximum consecutive wins ($): | 2 (766.00) | Maximum consecutive losses ($): | 7 (-754.00) | |||||||||
| Maximal consecutive profit (count): | 1 088.00 (1) | Maximal consecutive loss (count): | -834.80 (5) | |||||||||
| Average consecutive wins: | 1 | Average consecutive losses: | 3 | |||||||||
