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Expert: Algorithmic Bollinger Bands SBER..E-mini NQ100

Expert: Algorithmic Bollinger Bands SBER
Symbol: @ENQ
Period: M10 (2019.01.01 — 2019.12.25)
Inputs: MaximumRisk=0.98
  InpStd=180
  InpChannelPeriod=20
  Stop4buy=0.5
  Stop4short=0.5
  ShortUse=false
  BuyUse=true
  MinBars=200
  MinLotUse=true
Broker: AMP Global Clearing LLC
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:1
 
Results
History Quality: 98%
Bars: 34502 Ticks: 1346503 Symbols: 1
Total Net Profit: 50 645.00 Balance Drawdown Absolute: 3 805.00 Equity Drawdown Absolute: 3 880.00
Gross Profit: 120 425.00 Balance Drawdown Maximal: 9 435.00 (28.84%) Equity Drawdown Maximal: 11 780.00 (33.64%)
Gross Loss: -69 780.00 Balance Drawdown Relative: 38.05% (3 805.00) Equity Drawdown Relative: 50.22% (6 175.00)
 
Profit Factor: 1.73 Expected Payoff: 215.51 Margin Level: 1224.00%
Recovery Factor: 4.30 Sharpe Ratio: 0.14 Z-Score: -0.98 (67.29%)
AHPR: 1.0095 (0.95%) LR Correlation: 0.97 OnTester result: 0
GHPR: 1.0077 (0.77%) LR Standard Error: 3 014.16    
 
Total Trades: 235 Short Trades (won %): 0 (0.00%) Long Trades (won %): 235 (35.32%)
Total Deals: 470 Profit Trades (% of total): 83 (35.32%) Loss Trades (% of total): 152 (64.68%)
  Largest profit trade: 5 320.00 Largest loss trade: -785.00
  Average profit trade: 1 450.90 Average loss trade: -459.08
  Maximum consecutive wins ($): 5 (6 340.00) Maximum consecutive losses ($): 9 (-4 960.00)
  Maximal consecutive profit (count): 6 340.00 (5) Maximal consecutive loss (count): -4 960.00 (9)
  Average consecutive wins: 2 Average consecutive losses: 3
 

Expert: Algorithmic Bollinger Bands SBER..E-mini NQ100

  • Ключевые слова:
  • NQ100
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