Strategy Tester Report
AdmiralMarkets-Live (Build 2815)
Settings
Expert: Stock Trader Hedge
Symbol: AMD
Period: H1 (2012.01.01 - 2021.12.31)
Inputs: T_0=General Settings
Comment=AMD
Slippage=5
MagicNumber=100051
Balance_Type=0
MM_Type=0
AutoRisk=5
TimeFrame=16385
TakeProfit=5
RSI_Period=9
RSI_Level=50
Stochastic_Period=9
Stochastic_Level=70
CCI_Period=21
CCI_Level=100
Slow_CCI_TF=16386
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: 30%
Bars: 6709 Ticks: 25809 Symbols: 1
Total Net Profit: 8 063.43 Balance Drawdown Absolute: 14.46 Equity Drawdown Absolute: 3 531.37
Gross Profit: 9 168.65 Balance Drawdown Maximal: 920.40 (0.84%) Equity Drawdown Maximal: 4 038.71 (4.02%)
Gross Loss: -1 105.22 Balance Drawdown Relative: 0.84% (920.40) Equity Drawdown Relative: 4.02% (4 038.71)
Profit Factor: 8.30 Expected Payoff: 217.93 Margin Level: 1917.79%
Recovery Factor: 2.00 Sharpe Ratio: 1.22 Z-Score: -1.97 (95.12%)
AHPR: 1.0021 (0.21%) LR Correlation: 1.00 OnTester result: 0
GHPR: 1.0021 (0.21%) LR Standard Error: 179.47
Total Trades: 37 Short Trades (won %): 0 (0.00%) Long Trades (won %): 37 (97.30%)
Total Deals: 74 Profit Trades (% of total): 36 (97.30%) Loss Trades (% of total): 1 (2.70%)
Largest profit trade: 269.63 Largest loss trade: -919.22
Average profit trade: 254.68 Average loss trade: -1 105.22
Maximum consecutive wins ($): 36 (9 168.65) Maximum consecutive losses ($): 1 (-919.22)
Maximal consecutive profit (count): 9 168.65 (36) Maximal consecutive loss (count): -919.22 (1)
Average consecutive wins: 36 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.09 Correlation (Profits,MAE): 0.11 Correlation (MFE,MAE): 0.0349
Graph
Minimal position holding time: 0:59:57 Maximal position holding time: 27096:59:57 Average position holding time: 1206:32:24
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2012.03.06 00:00:002AMDbuy723 / 7236.937.282012.03.06 00:00:00filledAMD
2012.03.08 00:59:573AMDsell723 / 7237.282012.03.08 00:59:57filledtp 7.28
2012.04.05 00:00:004AMDbuy658 / 6587.638.012012.04.05 00:00:00filledAMD
2012.04.17 00:59:575AMDsell658 / 6588.012012.04.17 00:59:57filledtp 8.01
2012.04.23 00:00:006AMDbuy661 / 6617.617.992012.04.23 00:00:00filledAMD
2016.08.19 00:59:577AMDsell661 / 6617.992016.08.19 00:59:57filledtp 7.99
2016.09.09 00:00:008AMDbuy807 / 8076.256.562016.09.09 00:00:00filledAMD
2016.09.23 00:59:579AMDsell807 / 8076.562016.09.23 00:59:57filledtp 6.56
2017.01.13 00:00:0010AMDbuy467 / 46710.8111.352017.01.13 00:00:00filledAMD
2017.02.01 00:59:5711AMDsell467 / 46711.352017.02.01 00:59:57filledtp 11.35
2017.04.06 00:00:0012AMDbuy376 / 37613.4414.112017.04.06 00:00:00filledAMD
2017.06.22 00:59:5713AMDsell376 / 37614.112017.06.22 00:59:57filledtp 14.11
2017.08.04 00:00:0014AMDbuy383 / 38313.2213.882017.08.04 00:00:00filledAMD
2017.09.21 00:00:0015AMDsell383 / 38313.882017.09.21 00:00:00filledtp 13.88
2017.10.26 00:00:0016AMDbuy408 / 40812.4713.092017.10.26 00:00:00filledAMD
2018.01.29 00:00:0017AMDsell408 / 40813.092018.01.29 00:00:00filledtp 13.09
2018.02.06 00:00:0018AMDbuy461 / 46111.0611.612018.02.06 00:00:00filledAMD
2018.02.06 00:59:5719AMDsell461 / 46111.612018.02.06 00:59:57filledtp 11.61
2018.02.07 00:00:0020AMDbuy436 / 43611.7212.312018.02.07 00:00:00filledAMD
2018.02.14 00:59:5721AMDsell436 / 43612.312018.02.14 00:59:57filledtp 12.31
2018.03.13 00:00:0022AMDbuy444 / 44411.5212.102018.03.13 00:00:00filledAMD
2018.05.10 18:59:5923AMDsell444 / 44412.102018.05.10 18:59:59filledtp 12.10
2018.06.21 18:00:0024AMDbuy320 / 32015.9916.792018.06.21 18:00:00filledAMD
2018.07.16 16:59:5825AMDsell320 / 32016.792018.07.16 16:59:58filledtp 16.79
2018.07.20 22:00:0026AMDbuy311 / 31116.5217.352018.07.20 22:00:00filledAMD
2018.07.26 16:00:0027AMDsell311 / 31117.352018.07.26 16:00:00filledtp 17.35
2018.08.10 22:00:0028AMDbuy272 / 27218.9119.852018.08.10 22:00:00filledAMD
2018.08.13 17:59:5829AMDsell272 / 27219.852018.08.13 17:59:58filledtp 19.85
2018.09.19 18:00:0030AMDbuy167 / 16730.7932.332018.09.19 18:00:00filledAMD
2018.09.21 18:59:5831AMDsell167 / 16732.332018.09.21 18:59:58filledtp 32.33
2018.09.28 19:00:0032AMDbuy169 / 16930.5832.112018.09.28 19:00:00filledAMD
2019.06.07 16:59:5733AMDsell169 / 16932.112019.06.07 16:59:57filledtp 32.11
2019.06.13 19:00:0034AMDbuy164 / 16431.5133.092019.06.13 19:00:00filledAMD
2019.07.09 21:59:5835AMDsell164 / 16433.092019.07.09 21:59:58filledtp 33.09
2019.07.18 18:00:0036AMDbuy158 / 15832.7934.432019.07.18 18:00:00filledAMD
2019.07.26 16:00:0037AMDsell158 / 15834.432019.07.26 16:00:00filledtp 34.43
2019.07.30 17:00:0038AMDbuy157 / 15733.0234.672019.07.30 17:00:00filledAMD
2019.08.09 19:59:5839AMDsell157 / 15734.672019.08.09 19:59:58filledtp 34.67
2019.08.14 19:00:0040AMDbuy176 / 17629.6931.172019.08.14 19:00:00filledAMD
2019.08.16 17:59:5841AMDsell176 / 17631.172019.08.16 17:59:58filledtp 31.17
2019.08.23 19:00:0042AMDbuy172 / 17230.3031.812019.08.23 19:00:00filledAMD
2019.08.29 16:59:5743AMDsell172 / 17231.812019.08.29 16:59:57filledtp 31.81
2019.09.06 20:00:0044AMDbuy171 / 17130.6032.132019.09.06 20:00:00filledAMD
2019.10.21 18:59:5745AMDsell171 / 17132.132019.10.21 18:59:57filledtp 32.13
2019.12.02 18:00:0046AMDbuy135 / 13538.7840.722019.12.02 18:00:00filledAMD
2019.12.12 16:59:5847AMDsell135 / 13540.722019.12.12 16:59:58filledtp 40.72
2020.01.24 21:00:0048AMDbuy105 / 10550.2452.752020.01.24 21:00:00filledAMD
2020.02.11 16:00:0049AMDsell105 / 10552.752020.02.11 16:00:00filledtp 52.75
2020.02.21 20:00:0050AMDbuy97 / 9754.1156.822020.02.21 20:00:00filledAMD
2020.04.16 17:59:5851AMDsell97 / 9756.822020.04.16 17:59:58filledtp 56.82
2020.04.21 18:00:0052AMDbuy101 / 10152.4255.042020.04.21 18:00:00filledAMD
2020.04.22 16:59:5853AMDsell101 / 10155.042020.04.22 16:59:58filledtp 55.04
2020.04.29 16:00:0054AMDbuy98 / 9854.0756.772020.04.29 16:00:00filledAMD
2020.05.20 16:59:5755AMDsell98 / 9856.772020.05.20 16:59:57filledtp 56.77
2020.05.26 20:00:0056AMDbuy98 / 9854.3157.032020.05.26 20:00:00filledAMD
2020.06.10 16:00:0057AMDsell98 / 9857.032020.06.10 16:00:00filledtp 57.03
2020.06.24 17:00:0058AMDbuy99 / 9953.5456.222020.06.24 17:00:00filledAMD
2020.07.09 20:59:5859AMDsell99 / 9956.222020.07.09 20:59:58filledtp 56.22
2020.08.10 18:00:0060AMDbuy67 / 6779.6883.662020.08.10 18:00:00filledAMD
2020.08.13 16:00:0061AMDsell67 / 6783.662020.08.13 16:00:00filledtp 83.66
2020.08.19 17:00:0062AMDbuy66 / 6680.9585.002020.08.19 17:00:00filledAMD
2020.08.24 16:59:5763AMDsell66 / 6685.002020.08.24 16:59:57filledtp 85.00
2020.09.03 20:00:0064AMDbuy65 / 6582.6086.732020.09.03 20:00:00filledAMD
2020.10.06 16:59:5765AMDsell65 / 6586.732020.10.06 16:59:57filledtp 86.73
2020.10.09 19:00:0066AMDbuy65 / 6582.8787.012020.10.09 19:00:00filledAMD
2020.11.09 17:59:5867AMDsell65 / 6587.012020.11.09 17:59:58filledtp 87.01
2020.11.10 21:00:0068AMDbuy68 / 6878.4582.372020.11.10 21:00:00filledAMD
2020.11.12 17:59:5869AMDsell68 / 6882.372020.11.12 17:59:58filledtp 82.37
2020.12.09 20:00:0070AMDbuy59 / 5991.8996.482020.12.09 20:00:00filledAMD
2020.12.15 16:00:0071AMDsell59 / 5996.482020.12.15 16:00:00filledtp 96.48
2020.12.21 16:00:0072AMDbuy57 / 5794.0398.732020.12.21 16:00:00filledAMD
2021.01.11 17:59:5873AMDsell57 / 5798.732021.01.11 17:59:58filledtp 98.73
2021.01.13 17:00:0074AMDbuy59 / 5991.5096.072021.01.13 17:00:00filledAMD
2021.03.30 22:59:5975AMDsell59 / 5975.942021.03.30 22:59:59filledend of test
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2012.01.01 00:00:001balance0.000.00100 000.00100 000.00
2012.03.06 00:00:002AMDbuyin7236.932-14.460.000.0099 985.54AMD
2012.03.08 00:59:573AMDsellout7237.283-14.460.00253.05100 224.13tp 7.28
2012.04.05 00:00:004AMDbuyin6587.634-13.160.000.00100 210.97AMD
2012.04.17 00:59:575AMDsellout6588.015-13.160.00250.04100 447.85tp 8.01
2012.04.23 00:00:006AMDbuyin6617.616-13.220.000.00100 434.63AMD
2016.08.19 00:59:577AMDsellout6617.997-13.220.00251.18100 672.59tp 7.99
2016.09.09 00:00:008AMDbuyin8076.258-16.140.000.00100 656.45AMD
2016.09.23 00:59:579AMDsellout8076.569-16.140.00250.17100 890.48tp 6.56
2017.01.13 00:00:0010AMDbuyin46710.8110-9.340.000.00100 881.14AMD
2017.02.01 00:59:5711AMDsellout46711.3511-9.340.00252.18101 123.98tp 11.35
2017.04.06 00:00:0012AMDbuyin37613.4412-7.520.000.00101 116.46AMD
2017.06.22 00:59:5713AMDsellout37614.1113-7.520.00251.92101 360.86tp 14.11
2017.08.04 00:00:0014AMDbuyin38313.2214-7.660.000.00101 353.20AMD
2017.09.21 00:00:0015AMDsellout38313.8815-7.660.00252.78101 598.32tp 13.88
2017.10.26 00:00:0016AMDbuyin40812.4716-8.160.000.00101 590.16AMD
2018.01.29 00:00:0017AMDsellout40813.0917-8.160.00252.96101 834.96tp 13.09
2018.02.06 00:00:0018AMDbuyin46111.0618-9.220.000.00101 825.74AMD
2018.02.06 00:59:5719AMDsellout46111.6119-9.220.00253.55102 070.07tp 11.61
2018.02.07 00:00:0020AMDbuyin43611.7220-8.720.000.00102 061.35AMD
2018.02.14 00:59:5721AMDsellout43612.3121-8.720.00257.24102 309.87tp 12.31
2018.03.13 00:00:0022AMDbuyin44411.5222-8.880.000.00102 300.99AMD
2018.05.10 18:59:5923AMDsellout44412.1023-8.880.00257.52102 549.63tp 12.10
2018.06.21 18:00:0024AMDbuyin32015.9924-6.400.000.00102 543.23AMD
2018.07.16 16:59:5825AMDsellout32016.7925-6.400.00256.00102 792.83tp 16.79
2018.07.20 22:00:0026AMDbuyin31116.5226-6.220.000.00102 786.61AMD
2018.07.26 16:00:0027AMDsellout31117.3527-6.220.00258.13103 038.52tp 17.35
2018.08.10 22:00:0028AMDbuyin27218.9128-5.440.000.00103 033.08AMD
2018.08.13 17:59:5829AMDsellout27219.8529-5.440.00255.68103 283.32tp 19.85
2018.09.19 18:00:0030AMDbuyin16730.7930-3.340.000.00103 279.98AMD
2018.09.21 18:59:5831AMDsellout16732.3331-3.340.00257.18103 533.82tp 32.33
2018.09.28 19:00:0032AMDbuyin16930.5832-3.380.000.00103 530.44AMD
2019.06.07 16:59:5733AMDsellout16932.1133-3.380.00258.57103 785.63tp 32.11
2019.06.13 19:00:0034AMDbuyin16431.5134-3.280.000.00103 782.35AMD
2019.07.09 21:59:5835AMDsellout16433.0935-3.280.00259.12104 038.19tp 33.09
2019.07.18 18:00:0036AMDbuyin15832.7936-3.160.000.00104 035.03AMD
2019.07.26 16:00:0037AMDsellout15834.4337-3.160.00259.12104 290.99tp 34.43
2019.07.30 17:00:0038AMDbuyin15733.0238-3.140.000.00104 287.85AMD
2019.08.09 19:59:5839AMDsellout15734.6739-3.140.00259.05104 543.76tp 34.67
2019.08.14 19:00:0040AMDbuyin17629.6940-3.520.000.00104 540.24AMD
2019.08.16 17:59:5841AMDsellout17631.1741-3.520.00260.48104 797.20tp 31.17
2019.08.23 19:00:0042AMDbuyin17230.3042-3.440.000.00104 793.76AMD
2019.08.29 16:59:5743AMDsellout17231.8143-3.440.00259.72105 050.04tp 31.81
2019.09.06 20:00:0044AMDbuyin17130.6044-3.420.000.00105 046.62AMD
2019.10.21 18:59:5745AMDsellout17132.1345-3.420.00261.63105 304.83tp 32.13
2019.12.02 18:00:0046AMDbuyin13538.7846-2.700.000.00105 302.13AMD
2019.12.12 16:59:5847AMDsellout13540.7247-2.700.00261.90105 561.33tp 40.72
2020.01.24 21:00:0048AMDbuyin10550.2448-2.100.000.00105 559.23AMD
2020.02.11 16:00:0049AMDsellout10552.7549-2.100.00263.55105 820.68tp 52.75
2020.02.21 20:00:0050AMDbuyin9754.1150-1.940.000.00105 818.74AMD
2020.04.16 17:59:5851AMDsellout9756.8251-1.940.00262.87106 079.67tp 56.82
2020.04.21 18:00:0052AMDbuyin10152.4252-2.020.000.00106 077.65AMD
2020.04.22 16:59:5853AMDsellout10155.0453-2.020.00264.62106 340.25tp 55.04
2020.04.29 16:00:0054AMDbuyin9854.0754-1.960.000.00106 338.29AMD
2020.05.20 16:59:5755AMDsellout9856.7755-1.960.00264.60106 600.93tp 56.77
2020.05.26 20:00:0056AMDbuyin9854.3156-1.960.000.00106 598.97AMD
2020.06.10 16:00:0057AMDsellout9857.0357-1.960.00266.56106 863.57tp 57.03
2020.06.24 17:00:0058AMDbuyin9953.5458-1.980.000.00106 861.59AMD
2020.07.09 20:59:5859AMDsellout9956.2259-1.980.00265.32107 124.93tp 56.22
2020.08.10 18:00:0060AMDbuyin6779.6860-1.340.000.00107 123.59AMD
2020.08.13 16:00:0061AMDsellout6783.6661-1.340.00266.66107 388.91tp 83.66
2020.08.19 17:00:0062AMDbuyin6680.9562-1.320.000.00107 387.59AMD
2020.08.24 16:59:5763AMDsellout6685.0063-1.320.00267.30107 653.57tp 85.00
2020.09.03 20:00:0064AMDbuyin6582.6064-1.300.000.00107 652.27AMD
2020.10.06 16:59:5765AMDsellout6586.7365-1.300.00268.45107 919.42tp 86.73
2020.10.09 19:00:0066AMDbuyin6582.8766-1.300.000.00107 918.12AMD
2020.11.09 17:59:5867AMDsellout6587.0167-1.300.00269.10108 185.92tp 87.01
2020.11.10 21:00:0068AMDbuyin6878.4568-1.360.000.00108 184.56AMD
2020.11.12 17:59:5869AMDsellout6882.3769-1.360.00266.56108 449.76tp 82.37
2020.12.09 20:00:0070AMDbuyin5991.8970-1.180.000.00108 448.58AMD
2020.12.15 16:00:0071AMDsellout5996.4871-1.180.00270.81108 718.21tp 96.48
2020.12.21 16:00:0072AMDbuyin5794.0372-1.140.000.00108 717.07AMD
2021.01.11 17:59:5873AMDsellout5798.7373-1.140.00267.90108 983.83tp 98.73
2021.01.13 17:00:0074AMDbuyin5991.5074-1.180.000.00108 982.65AMD
2021.03.30 22:59:5975AMDsellout5975.9475-1.180.00-918.04108 063.43end of test
-372.00 0.00 8 435.43 108 063.43