Expert: Algorithmic Bollinger Bands SBER Symbol: ENQU19

Expert: Algorithmic Bollinger Bands SBER Symbol: ENQU19

14 сентября 2019, 18:09
Victor Semenchuk
1
96
Strategy Tester Report
AMPGlobalUSA-Demo (Build 2085)
Settings
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
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


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