Expert: Algorithmic Bollinger Bands SBER Symbol: ENQZ19 Period: M10 (2019.09.19 - 2019.09.29) - Trading Systems - 28 September 2019



Strategy Tester Report



AMPGlobalUSA-Demo (Build 2085)




Settings


Expert:

Algorithmic Bollinger Bands SBER


Symbol:

ENQZ19


Period:

M10 (2019.09.19 – 2019.09.29)


Inputs:

MaximumRisk=1


InpStd=40


InpChannelPeriod=20


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:

1:1




Results


History Quality:

100% real ticks


Bars:

947

Ticks:

4387135

Symbols:

1


Total Net Profit:

2 205.00

Balance Drawdown Absolute:

256.00

Equity Drawdown Absolute:

476.00


Gross Profit:

7 661.00

Balance Drawdown Maximal:

1 559.00 (12.20%)

Equity Drawdown Maximal:

2 602.00 (19.09%)


Gross Loss:

-5 456.00

Balance Drawdown Relative:

12.20% (1 559.00)

Equity Drawdown Relative:

20.64% (2 560.00)



Profit Factor:

1.40

Expected Payoff:

88.20

Margin Level:

1904.80%


Recovery Factor:

0.85

Sharpe Ratio:

0.15

Z-Score:

0.73 (53.46%)


AHPR:

1.0101 (1.01%)

LR Correlation:

0.76

OnTester result:

0


GHPR:

1.0080 (0.80%)

LR Standard Error:

601.23



Total Trades:

25

Short Trades (won %):

12 (33.33%)

Long Trades (won %):

13 (23.08%)


Total Deals:

50

Profit Trades (% of total):

7 (28.00%)

Loss Trades (% of total):

18 (72.00%)


Largest profit trade:

2 403.00

Largest loss trade:

-647.00


Average profit trade:

1 094.43

Average loss trade:

-303.11


Maximum consecutive wins ($):

2 (1 341.00)

Maximum consecutive losses ($):

5 (-1 155.00)


Maximal consecutive profit (count):

2 403.00 (1)

Maximal consecutive loss (count):

-1 551.00 (3)


Average consecutive wins:

1

Average consecutive losses:

3




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Expert: Algorithmic Bollinger Bands SBER Symbol: ENQZ19 Period: M10 (2019.09.19 - 2019.09.29) - Trading Systems - 28 September 2019
Expert: Algorithmic Bollinger Bands SBER Symbol: ENQZ19 Period: M10 (2019.09.19 - 2019.09.29) - Trading Systems - 28 September 2019
Expert: Algorithmic Bollinger Bands SBER Symbol: ENQZ19 Period: M10 (2019.09.19 - 2019.09.29) - Trading Systems - 28 September 2019
Expert: Algorithmic Bollinger Bands SBER Symbol: ENQZ19 Period: M10 (2019.09.19 - 2019.09.29) - Trading Systems - 28 September 2019
Expert: Algorithmic Bollinger Bands SBER Symbol: ENQZ19 Period: M10 (2019.09.19 - 2019.09.29) - Trading Systems - 28 September 2019

Expert: Algorithmic Bollinger Bands SBER Symbol: ENQZ19 Period: M10 (2019.09.19 - 2019.09.29) - Trading Systems - 28 September 2019

Expert: Algorithmic Bollinger Bands SBER Symbol: ENQZ19 Period: M10 (2019.09.19 - 2019.09.29) - Trading Systems - 28 September 2019