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Strategy Tester Report |
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AMPGlobalUSA-Demo (Build 2085) |
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Settings
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| Expert: | Algorithmic Bollinger Bands SBER | |||||||||||
| Symbol: | ENQU19 | |||||||||||
| Period: | M10 (2019.06.20 - 2019.09.03) | |||||||||||
| Inputs: | MaximumRisk=1 | |||||||||||
| InpStd=40 | ||||||||||||
| InpChannelPeriod=20 | ||||||||||||
| Stop4buy=1 | ||||||||||||
| Stop4short=1 | ||||||||||||
| ShortUse=true | ||||||||||||
| BuyUse=true | ||||||||||||
| MinBars=200 | ||||||||||||
| MinLotUse=true | ||||||||||||
| Broker: | AMP Global Clearing LLC | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:1 | |||||||||||
Results
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| History Quality: | 100% real ticks | |||||||||||
| Bars: | 7056 | Ticks: | 30892965 | Symbols: | 1 | |||||||
| Total Net Profit: | 23 651.00 | Balance Drawdown Absolute: | 638.00 | Equity Drawdown Absolute: | 763.00 | |||||||
| Gross Profit: | 55 041.00 | Balance Drawdown Maximal: | 4 910.00 (24.39%) | Equity Drawdown Maximal: | 6 537.00 (30.57%) | |||||||
| Gross Loss: | -31 390.00 | Balance Drawdown Relative: | 24.39% (4 910.00) | Equity Drawdown Relative: | 30.57% (6 537.00) | |||||||
| Profit Factor: | 1.75 | Expected Payoff: | 180.54 | Margin Level: | 1847.40% | |||||||
| Recovery Factor: | 3.62 | Sharpe Ratio: | 0.17 | Z-Score: | 2.10 (96.43%) | |||||||
| AHPR: | 1.0115 (1.15%) | LR Correlation: | 0.86 | OnTester result: | 0 | |||||||
| GHPR: | 1.0093 (0.93%) | LR Standard Error: | 4 124.16 | |||||||||
| Total Trades: | 131 | Short Trades (won %): | 71 (25.35%) | Long Trades (won %): | 60 (40.00%) | |||||||
| Total Deals: | 262 | Profit Trades (% of total): | 42 (32.06%) | Loss Trades (% of total): | 89 (67.94%) | |||||||
| Largest profit trade: | 5 188.00 | Largest loss trade: | -1 352.00 | |||||||||
| Average profit trade: | 1 310.50 | Average loss trade: | -352.70 | |||||||||
| Maximum consecutive wins ($): | 2 (8 226.00) | Maximum consecutive losses ($): | 7 (-414.00) | |||||||||
| Maximal consecutive profit (count): | 8 226.00 (2) | Maximal consecutive loss (count): | -2 926.00 (3) | |||||||||
| Average consecutive wins: | 1 | Average consecutive losses: | 3 | |||||||||
