Expert: Algorithmic Bollinger Bands SBER Symbol: FUTNQZ19 Period: M10 (2019.09.19 - 2019.09.26) - Trading Systems - 25 September 2019



Strategy Tester Report



Just2Trade-MT5 (Build 2085)




Settings


Expert:

Algorithmic Bollinger Bands SBER


Symbol:

FUTNQZ19


Period:

M10 (2019.09.19 – 2019.09.26)


Inputs:

MaximumRisk=1


InpStd=40


InpChannelPeriod=20


Stop4buy=0.50


Stop4short=0.5


ShortUse=true


BuyUse=true


MinBars=200


MinLotUse=true


Broker:

Just2Trade Online Ltd


Currency:

USD


Initial Deposit:

10 000.00


Leverage:

1:1




Results


History Quality:

100% real ticks


Bars:

524

Ticks:

490125

Symbols:

1


Total Net Profit:

2 884.00

Balance Drawdown Absolute:

319.50

Equity Drawdown Absolute:

549.50


Gross Profit:

5 512.50

Balance Drawdown Maximal:

1 032.50 (9.00%)

Equity Drawdown Maximal:

2 000.00 (16.12%)


Gross Loss:

-2 628.50

Balance Drawdown Relative:

9.00% (1 032.50)

Equity Drawdown Relative:

16.12% (2 000.00)



Profit Factor:

2.10

Expected Payoff:

240.33

Margin Level:


Recovery Factor:

1.44

Sharpe Ratio:

0.30

Z-Score:

2.29 (97.80%)


AHPR:

1.0245 (2.45%)

LR Correlation:

0.62

OnTester result:

0


GHPR:

1.0213 (2.13%)

LR Standard Error:

666.84



Total Trades:

12

Short Trades (won %):

6 (50.00%)

Long Trades (won %):

6 (33.33%)


Total Deals:

24

Profit Trades (% of total):

5 (41.67%)

Loss Trades (% of total):

7 (58.33%)


Largest profit trade:

2 398.50

Largest loss trade:

-641.50


Average profit trade:

1 102.50

Average loss trade:

-375.50


Maximum consecutive wins ($):

1 (2 398.50)

Maximum consecutive losses ($):

2 (-1 028.00)


Maximal consecutive profit (count):

2 398.50 (1)

Maximal consecutive loss (count):

-1 028.00 (2)


Average consecutive wins:

1

Average consecutive losses:

1




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Expert: Algorithmic Bollinger Bands SBER Symbol: FUTNQZ19 Period: M10 (2019.09.19 - 2019.09.26) - Trading Systems - 25 September 2019
Expert: Algorithmic Bollinger Bands SBER Symbol: FUTNQZ19 Period: M10 (2019.09.19 - 2019.09.26) - Trading Systems - 25 September 2019
Expert: Algorithmic Bollinger Bands SBER Symbol: FUTNQZ19 Period: M10 (2019.09.19 - 2019.09.26) - Trading Systems - 25 September 2019
Expert: Algorithmic Bollinger Bands SBER Symbol: FUTNQZ19 Period: M10 (2019.09.19 - 2019.09.26) - Trading Systems - 25 September 2019
Expert: Algorithmic Bollinger Bands SBER Symbol: FUTNQZ19 Period: M10 (2019.09.19 - 2019.09.26) - Trading Systems - 25 September 2019

Expert: Algorithmic Bollinger Bands SBER Symbol: FUTNQZ19 Period: M10 (2019.09.19 - 2019.09.26) - Trading Systems - 25 September 2019

Expert: Algorithmic Bollinger Bands SBER Symbol: FUTNQZ19 Period: M10 (2019.09.19 - 2019.09.26) - Trading Systems - 25 September 2019