Strategy Tester Report
AdmiralMarkets-Live (Build 2815)
Settings
Expert:			Stock Trader Hedge
Symbol:			AAPL
Period:			H1 (2012.01.01 - 2021.12.31)
Inputs:			T_0=General Settings
			Comment=AAPL
			Slippage=5
			MagicNumber=100050
			Balance_Type=0
			MM_Type=0
			AutoRisk=5
			TimeFrame=16385
			TakeProfit=5
			RSI_Period=9
			RSI_Level=80
			Stochastic_Period=18
			Stochastic_Level=70
			CCI_Period=21
			CCI_Level=100
			Slow_CCI_TF=16385
			Slow_CCI_Period=21
			Slow_CCI_Level=100
			InpLoadedPeriod=16385
Broker:			Admiral Markets Group AS
Currency:			USD
Initial Deposit:			100 000.00
Leverage:			1:1
Results
History Quality:			20%
Bars:			16910	Ticks:			64213	Symbols:			1
Total Net Profit:			8 051.55	Balance Drawdown Absolute:			6.64	Equity Drawdown Absolute:			552.89
Gross Profit:			8 986.09	Balance Drawdown Maximal:			835.72 (0.77%)	Equity Drawdown Maximal:			2 291.49 (2.25%)
Gross Loss:			-934.54	Balance Drawdown Relative:			0.77% (835.72)	Equity Drawdown Relative:			2.25% (2 291.49)
Profit Factor:			9.62	Expected Payoff:			223.65	Margin Level:			1873.71%
Recovery Factor:			3.51	Sharpe Ratio:			1.31	Z-Score:			-1.94 (94.76%)
AHPR:			1.0022 (0.22%)	LR Correlation:			1.00	OnTester result:			0
GHPR:			1.0022 (0.22%)	LR Standard Error:			167.01
Total Trades:			36	Short Trades (won %):			0 (0.00%)	Long Trades (won %):			36 (97.22%)
Total Deals:			72	Profit Trades (% of total):			35 (97.22%)	Loss Trades (% of total):			1 (2.78%)
				Largest profit trade:			269.36	Largest loss trade:			-834.72
				Average profit trade:			256.75	Average loss trade:			-934.54
				Maximum consecutive wins ($):			35 (8 986.09)	Maximum consecutive losses ($):			1 (-834.72)
				Maximal consecutive profit (count):			8 986.09 (35)	Maximal consecutive loss (count):			-834.72 (1)
				Average consecutive wins:			35	Average consecutive losses:			1
Correlation (Profits,MFE):			0.87	Correlation (Profits,MAE):			0.16	Correlation (MFE,MAE):			0.2329
Minimal position holding time:			21:59:57	Maximal position holding time:			12479:59:57	Average position holding time:			1464:54:58

Orders
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2012.01.11 17:00:00	2	AAPL	buy	332 / 332		15.05		15.80	2012.01.11 17:00:00		filled	AAPL
2012.01.25 00:00:00	3	AAPL	sell	332 / 332		15.80			2012.01.25 00:00:00		filled	tp 15.80
2012.02.02 20:00:00	4	AAPL	buy	309 / 309		16.23		17.04	2012.02.02 20:00:00		filled	AAPL
2012.02.09 00:00:00	5	AAPL	sell	309 / 309		17.04			2012.02.09 00:00:00		filled	tp 17.04
2012.02.16 00:00:00	6	AAPL	buy	286 / 286		17.55		18.43	2012.02.16 00:00:00		filled	AAPL
2012.02.23 00:59:57	7	AAPL	sell	286 / 286		18.43			2012.02.23 00:59:57		filled	tp 18.43
2012.03.05 18:00:00	8	AAPL	buy	262 / 262		19.19		20.15	2012.03.05 18:00:00		filled	AAPL
2012.03.13 00:59:57	9	AAPL	sell	262 / 262		20.15			2012.03.13 00:59:57		filled	tp 20.15
2012.03.23 18:00:00	10	AAPL	buy	236 / 236		21.32		22.39	2012.03.23 18:00:00		filled	AAPL
2012.04.03 00:00:00	11	AAPL	sell	236 / 236		22.39			2012.04.03 00:00:00		filled	tp 22.39
2012.04.11 22:00:00	12	AAPL	buy	226 / 226		22.38		23.50	2012.04.11 22:00:00		filled	AAPL
2012.08.20 00:59:57	13	AAPL	sell	226 / 226		23.50			2012.08.20 00:59:57		filled	tp 23.50
2012.08.30 00:00:00	14	AAPL	buy	211 / 211		23.96		25.16	2012.08.30 00:00:00		filled	AAPL
2012.09.21 00:59:57	15	AAPL	sell	211 / 211		25.16			2012.09.21 00:59:57		filled	tp 25.16
2012.09.24 00:00:00	16	AAPL	buy	207 / 207		24.55		25.78	2012.09.24 00:00:00		filled	AAPL
2014.09.02 16:59:57	17	AAPL	sell	207 / 207		25.78			2014.09.02 16:59:57		filled	tp 25.78
2014.09.03 17:00:00	18	AAPL	buy	203 / 203		25.07		26.32	2014.09.03 17:00:00		filled	AAPL
2014.10.24 16:59:58	19	AAPL	sell	203 / 203		26.32			2014.10.24 16:59:58		filled	tp 26.32
2014.11.06 17:00:00	20	AAPL	buy	188 / 188		27.07		28.42	2014.11.06 17:00:00		filled	AAPL
2014.11.14 17:59:58	21	AAPL	sell	188 / 188		28.42			2014.11.14 17:59:58		filled	tp 28.42
2014.12.01 17:00:00	22	AAPL	buy	176 / 176		28.96		30.41	2014.12.01 17:00:00		filled	AAPL
2015.02.10 19:59:59	23	AAPL	sell	176 / 176		30.41			2015.02.10 19:59:59		filled	tp 30.41
2015.02.25 21:00:00	24	AAPL	buy	157 / 157		32.58		34.21	2015.02.25 21:00:00		filled	AAPL
2017.02.22 20:59:57	25	AAPL	sell	157 / 157		34.21			2017.02.22 20:59:57		filled	tp 34.21
2017.02.24 16:00:00	26	AAPL	buy	152 / 152		33.85		35.54	2017.02.24 16:00:00		filled	AAPL
2017.03.21 15:00:00	27	AAPL	sell	152 / 152		35.54			2017.03.21 15:00:00		filled	tp 35.54
2017.03.21 20:00:00	28	AAPL	buy	147 / 147		35.00		36.75	2017.03.21 20:00:00		filled	AAPL
2017.05.01 22:59:58	29	AAPL	sell	147 / 147		36.75			2017.05.01 22:59:58		filled	tp 36.75
2017.05.11 18:00:00	30	AAPL	buy	135 / 135		38.10		40.00	2017.05.11 18:00:00		filled	AAPL
2017.08.08 17:59:58	31	AAPL	sell	135 / 135		40.00			2017.08.08 17:59:58		filled	tp 40.00
2017.08.10 19:00:00	32	AAPL	buy	131 / 131		39.37		41.34	2017.08.10 19:00:00		filled	AAPL
2017.10.30 15:00:00	33	AAPL	sell	131 / 131		41.34			2017.10.30 15:00:00		filled	tp 41.34
2017.11.02 18:00:00	34	AAPL	buy	125 / 125		41.39		43.46	2017.11.02 18:00:00		filled	AAPL
2017.11.03 15:59:57	35	AAPL	sell	125 / 125		43.46			2017.11.03 15:59:57		filled	tp 43.46
2017.11.06 16:00:00	36	AAPL	buy	128 / 128		43.14		45.17	2017.11.06 16:00:00		filled	AAPL
2018.03.12 15:59:59	37	AAPL	sell	128 / 128		45.17			2018.03.12 15:59:59		filled	tp 45.17
2018.03.14 16:00:00	38	AAPL	buy	116 / 116		44.80		47.04	2018.03.14 16:00:00		filled	AAPL
2018.05.10 16:59:57	39	AAPL	sell	116 / 116		47.04			2018.05.10 16:59:57		filled	tp 47.04
2018.05.15 16:00:00	40	AAPL	buy	112 / 112		46.67		49.00	2018.05.15 16:00:00		filled	AAPL
2018.08.01 16:00:00	41	AAPL	sell	112 / 112		49.00			2018.08.01 16:00:00		filled	tp 49.00
2018.08.08 16:00:00	42	AAPL	buy	102 / 102		51.42		53.99	2018.08.08 16:00:00		filled	AAPL
2018.08.17 18:59:58	43	AAPL	sell	102 / 102		53.99			2018.08.17 18:59:58		filled	tp 53.99
2018.08.22 17:00:00	44	AAPL	buy	98 / 98		53.57		56.25	2018.08.22 17:00:00		filled	AAPL
2018.08.30 19:59:58	45	AAPL	sell	98 / 98		56.25			2018.08.30 19:59:58		filled	tp 56.25
2018.09.06 16:00:00	46	AAPL	buy	93 / 93		56.67		59.50	2018.09.06 16:00:00		filled	AAPL
2019.10.14 17:59:58	47	AAPL	sell	93 / 93		59.50			2019.10.14 17:59:58		filled	tp 59.50
2019.10.16 16:00:00	48	AAPL	buy	90 / 90		58.63		61.56	2019.10.16 16:00:00		filled	AAPL
2019.10.25 22:59:58	49	AAPL	sell	90 / 90		61.56			2019.10.25 22:59:58		filled	tp 61.56
2019.10.29 21:00:00	50	AAPL	buy	87 / 87		60.67		63.70	2019.10.29 21:00:00		filled	AAPL
2019.11.01 21:59:58	51	AAPL	sell	87 / 87		63.70			2019.11.01 21:59:58		filled	tp 63.70
2019.11.20 19:00:00	52	AAPL	buy	80 / 80		65.89		69.18	2019.11.20 19:00:00		filled	AAPL
2019.12.16 16:00:00	53	AAPL	sell	80 / 80		69.18			2019.12.16 16:00:00		filled	tp 69.18
2019.12.19 18:00:00	54	AAPL	buy	76 / 76		69.88		73.37	2019.12.19 18:00:00		filled	AAPL
2019.12.27 16:59:57	55	AAPL	sell	76 / 76		73.37			2019.12.27 16:59:57		filled	tp 73.37
2020.01.27 16:00:00	56	AAPL	buy	69 / 69		77.28		81.14	2020.01.27 16:00:00		filled	AAPL
2020.01.29 16:00:00	57	AAPL	sell	69 / 69		81.14			2020.01.29 16:00:00		filled	tp 81.14
2020.01.31 18:00:00	58	AAPL	buy	67 / 67		78.95		82.90	2020.01.31 18:00:00		filled	AAPL
2020.06.05 22:59:58	59	AAPL	sell	67 / 67		82.90			2020.06.05 22:59:58		filled	tp 82.90
2020.06.12 18:00:00	60	AAPL	buy	63 / 63		84.31		88.53	2020.06.12 18:00:00		filled	AAPL
2020.06.17 16:00:00	61	AAPL	sell	63 / 63		88.53			2020.06.17 16:00:00		filled	tp 88.53
2020.06.18 22:00:00	62	AAPL	buy	61 / 61		87.47		91.84	2020.06.18 22:00:00		filled	AAPL
2020.06.23 18:59:59	63	AAPL	sell	61 / 61		91.84			2020.06.23 18:59:59		filled	tp 91.84
2020.06.26 18:00:00	64	AAPL	buy	60 / 60		89.34		93.81	2020.06.26 18:00:00		filled	AAPL
2020.07.06 18:59:57	65	AAPL	sell	60 / 60		93.81			2020.07.06 18:59:57		filled	tp 93.81
2020.07.23 16:00:00	66	AAPL	buy	56 / 56		96.52		101.35	2020.07.23 16:00:00		filled	AAPL
2020.07.31 16:00:00	67	AAPL	sell	56 / 56		101.35			2020.07.31 16:00:00		filled	tp 101.35
2020.09.03 16:00:00	68	AAPL	buy	42 / 42		127.98		134.38	2020.09.03 16:00:00		filled	AAPL
2020.12.22 17:59:57	69	AAPL	sell	42 / 42		134.38			2020.12.22 17:59:57		filled	tp 134.38
2020.12.30 22:00:00	70	AAPL	buy	40 / 40		133.77		140.46	2020.12.30 22:00:00		filled	AAPL
2021.01.25 16:00:00	71	AAPL	sell	40 / 40		140.46			2021.01.25 16:00:00		filled	tp 140.46
2021.01.27 22:00:00	72	AAPL	buy	38 / 38		141.77		148.86	2021.01.27 22:00:00		filled	AAPL
2021.03.30 22:59:59	73	AAPL	sell	38 / 38		119.83			2021.03.30 22:59:59		filled	end of test
Deals
Time	Deal	Symbol	Type	Direction	Volume	Price	Order	Commission	Swap	Profit	Balance	Comment
2012.01.01 00:00:00	1		balance					0.00	0.00	100 000.00	100 000.00
2012.01.11 17:00:00	2	AAPL	buy	in	332	15.05	2	-6.64	0.00	0.00	99 993.36	AAPL
2012.01.25 00:00:00	3	AAPL	sell	out	332	15.80	3	-6.64	0.00	249.00	100 235.72	tp 15.80
2012.02.02 20:00:00	4	AAPL	buy	in	309	16.23	4	-6.18	0.00	0.00	100 229.54	AAPL
2012.02.09 00:00:00	5	AAPL	sell	out	309	17.04	5	-6.18	0.00	250.29	100 473.65	tp 17.04
2012.02.16 00:00:00	6	AAPL	buy	in	286	17.55	6	-5.72	0.00	0.00	100 467.93	AAPL
2012.02.23 00:59:57	7	AAPL	sell	out	286	18.43	7	-5.72	0.00	251.68	100 713.89	tp 18.43
2012.03.05 18:00:00	8	AAPL	buy	in	262	19.19	8	-5.24	0.00	0.00	100 708.65	AAPL
2012.03.13 00:59:57	9	AAPL	sell	out	262	20.15	9	-5.24	0.00	251.52	100 954.93	tp 20.15
2012.03.23 18:00:00	10	AAPL	buy	in	236	21.32	10	-4.72	0.00	0.00	100 950.21	AAPL
2012.04.03 00:00:00	11	AAPL	sell	out	236	22.39	11	-4.72	0.00	252.52	101 198.01	tp 22.39
2012.04.11 22:00:00	12	AAPL	buy	in	226	22.38	12	-4.52	0.00	0.00	101 193.49	AAPL
2012.08.20 00:59:57	13	AAPL	sell	out	226	23.50	13	-4.52	0.00	253.12	101 442.09	tp 23.50
2012.08.30 00:00:00	14	AAPL	buy	in	211	23.96	14	-4.22	0.00	0.00	101 437.87	AAPL
2012.09.21 00:59:57	15	AAPL	sell	out	211	25.16	15	-4.22	0.00	253.20	101 686.85	tp 25.16
2012.09.24 00:00:00	16	AAPL	buy	in	207	24.55	16	-4.14	0.00	0.00	101 682.71	AAPL
2014.09.02 16:59:57	17	AAPL	sell	out	207	25.78	17	-4.14	0.00	254.61	101 933.18	tp 25.78
2014.09.03 17:00:00	18	AAPL	buy	in	203	25.07	18	-4.06	0.00	0.00	101 929.12	AAPL
2014.10.24 16:59:58	19	AAPL	sell	out	203	26.32	19	-4.06	0.00	253.75	102 178.81	tp 26.32
2014.11.06 17:00:00	20	AAPL	buy	in	188	27.07	20	-3.76	0.00	0.00	102 175.05	AAPL
2014.11.14 17:59:58	21	AAPL	sell	out	188	28.42	21	-3.76	0.00	253.80	102 425.09	tp 28.42
2014.12.01 17:00:00	22	AAPL	buy	in	176	28.96	22	-3.52	0.00	0.00	102 421.57	AAPL
2015.02.10 19:59:59	23	AAPL	sell	out	176	30.41	23	-3.52	0.00	255.20	102 673.25	tp 30.41
2015.02.25 21:00:00	24	AAPL	buy	in	157	32.58	24	-3.14	0.00	0.00	102 670.11	AAPL
2017.02.22 20:59:57	25	AAPL	sell	out	157	34.21	25	-3.14	0.00	255.91	102 922.88	tp 34.21
2017.02.24 16:00:00	26	AAPL	buy	in	152	33.85	26	-3.04	0.00	0.00	102 919.84	AAPL
2017.03.21 15:00:00	27	AAPL	sell	out	152	35.54	27	-3.04	0.00	256.88	103 173.68	tp 35.54
2017.03.21 20:00:00	28	AAPL	buy	in	147	35.00	28	-2.94	0.00	0.00	103 170.74	AAPL
2017.05.01 22:59:58	29	AAPL	sell	out	147	36.75	29	-2.94	0.00	257.25	103 425.05	tp 36.75
2017.05.11 18:00:00	30	AAPL	buy	in	135	38.10	30	-2.70	0.00	0.00	103 422.35	AAPL
2017.08.08 17:59:58	31	AAPL	sell	out	135	40.00	31	-2.70	0.00	256.50	103 676.15	tp 40.00
2017.08.10 19:00:00	32	AAPL	buy	in	131	39.37	32	-2.62	0.00	0.00	103 673.53	AAPL
2017.10.30 15:00:00	33	AAPL	sell	out	131	41.34	33	-2.62	0.00	258.07	103 928.98	tp 41.34
2017.11.02 18:00:00	34	AAPL	buy	in	125	41.39	34	-2.50	0.00	0.00	103 926.48	AAPL
2017.11.03 15:59:57	35	AAPL	sell	out	125	43.46	35	-2.50	0.00	258.75	104 182.73	tp 43.46
2017.11.06 16:00:00	36	AAPL	buy	in	128	43.14	36	-2.56	0.00	0.00	104 180.17	AAPL
2018.03.12 15:59:59	37	AAPL	sell	out	128	45.17	37	-2.56	0.00	259.84	104 437.45	tp 45.17
2018.03.14 16:00:00	38	AAPL	buy	in	116	44.80	38	-2.32	0.00	0.00	104 435.13	AAPL
2018.05.10 16:59:57	39	AAPL	sell	out	116	47.04	39	-2.32	0.00	259.84	104 692.65	tp 47.04
2018.05.15 16:00:00	40	AAPL	buy	in	112	46.67	40	-2.24	0.00	0.00	104 690.41	AAPL
2018.08.01 16:00:00	41	AAPL	sell	out	112	49.00	41	-2.24	0.00	260.96	104 949.13	tp 49.00
2018.08.08 16:00:00	42	AAPL	buy	in	102	51.42	42	-2.04	0.00	0.00	104 947.09	AAPL
2018.08.17 18:59:58	43	AAPL	sell	out	102	53.99	43	-2.04	0.00	262.14	105 207.19	tp 53.99
2018.08.22 17:00:00	44	AAPL	buy	in	98	53.57	44	-1.96	0.00	0.00	105 205.23	AAPL
2018.08.30 19:59:58	45	AAPL	sell	out	98	56.25	45	-1.96	0.00	262.64	105 465.91	tp 56.25
2018.09.06 16:00:00	46	AAPL	buy	in	93	56.67	46	-1.86	0.00	0.00	105 464.05	AAPL
2019.10.14 17:59:58	47	AAPL	sell	out	93	59.50	47	-1.86	0.00	263.19	105 725.38	tp 59.50
2019.10.16 16:00:00	48	AAPL	buy	in	90	58.63	48	-1.80	0.00	0.00	105 723.58	AAPL
2019.10.25 22:59:58	49	AAPL	sell	out	90	61.56	49	-1.80	0.00	263.70	105 985.48	tp 61.56
2019.10.29 21:00:00	50	AAPL	buy	in	87	60.67	50	-1.74	0.00	0.00	105 983.74	AAPL
2019.11.01 21:59:58	51	AAPL	sell	out	87	63.70	51	-1.74	0.00	263.61	106 245.61	tp 63.70
2019.11.20 19:00:00	52	AAPL	buy	in	80	65.89	52	-1.60	0.00	0.00	106 244.01	AAPL
2019.12.16 16:00:00	53	AAPL	sell	out	80	69.18	53	-1.60	0.00	263.20	106 505.61	tp 69.18
2019.12.19 18:00:00	54	AAPL	buy	in	76	69.88	54	-1.52	0.00	0.00	106 504.09	AAPL
2019.12.27 16:59:57	55	AAPL	sell	out	76	73.37	55	-1.52	0.00	265.24	106 767.81	tp 73.37
2020.01.27 16:00:00	56	AAPL	buy	in	69	77.28	56	-1.38	0.00	0.00	106 766.43	AAPL
2020.01.29 16:00:00	57	AAPL	sell	out	69	81.14	57	-1.38	0.00	266.34	107 031.39	tp 81.14
2020.01.31 18:00:00	58	AAPL	buy	in	67	78.95	58	-1.34	0.00	0.00	107 030.05	AAPL
2020.06.05 22:59:58	59	AAPL	sell	out	67	82.90	59	-1.34	0.00	264.65	107 293.36	tp 82.90
2020.06.12 18:00:00	60	AAPL	buy	in	63	84.31	60	-1.26	0.00	0.00	107 292.10	AAPL
2020.06.17 16:00:00	61	AAPL	sell	out	63	88.53	61	-1.26	0.00	265.86	107 556.70	tp 88.53
2020.06.18 22:00:00	62	AAPL	buy	in	61	87.47	62	-1.22	0.00	0.00	107 555.48	AAPL
2020.06.23 18:59:59	63	AAPL	sell	out	61	91.84	63	-1.22	0.00	266.57	107 820.83	tp 91.84
2020.06.26 18:00:00	64	AAPL	buy	in	60	89.34	64	-1.20	0.00	0.00	107 819.63	AAPL
2020.07.06 18:59:57	65	AAPL	sell	out	60	93.81	65	-1.20	0.00	268.20	108 086.63	tp 93.81
2020.07.23 16:00:00	66	AAPL	buy	in	56	96.52	66	-1.12	0.00	0.00	108 085.51	AAPL
2020.07.31 16:00:00	67	AAPL	sell	out	56	101.35	67	-1.12	0.00	270.48	108 354.87	tp 101.35
2020.09.03 16:00:00	68	AAPL	buy	in	42	127.98	68	-1.00	0.00	0.00	108 353.87	AAPL
2020.12.22 17:59:57	69	AAPL	sell	out	42	134.38	69	-1.00	0.00	268.80	108 621.67	tp 134.38
2020.12.30 22:00:00	70	AAPL	buy	in	40	133.77	70	-1.00	0.00	0.00	108 620.67	AAPL
2021.01.25 16:00:00	71	AAPL	sell	out	40	140.46	71	-1.00	0.00	267.60	108 887.27	tp 140.46
2021.01.27 22:00:00	72	AAPL	buy	in	38	141.77	72	-1.00	0.00	0.00	108 886.27	AAPL
2021.03.30 22:59:59	73	AAPL	sell	out	38	119.83	73	-1.00	0.00	-833.72	108 051.55	end of test
								-199.64	0.00	8 251.19	108 051.55