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Expert: Algorithmic Bollinger Bands SBER..E-mini NQ100
- 26 декабря 2019, 02:37
- |
| 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 | |||||||||
340 |
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