Strategy Tester Report
AdmiralMarkets-Live (Build 2815)
Settings
Expert:			Stock Trader Hedge
Symbol:			BG
Period:			H1 (2012.01.01 - 2021.12.31)
Inputs:			T_0=General Settings
			Comment=BG
			Slippage=5
			MagicNumber=100003
			Balance_Type=0
			MM_Type=0
			AutoRisk=5
			TimeFrame=16385
			TakeProfit=5
			RSI_Period=12
			RSI_Level=80
			Stochastic_Period=15
			Stochastic_Level=80
			CCI_Period=51
			CCI_Level=250
			Slow_CCI_TF=16392
			Slow_CCI_Period=51
			Slow_CCI_Level=200
			InpLoadedPeriod=16385
Broker:			Admiral Markets Group AS
Currency:			USD
Initial Deposit:			100 000.00
Leverage:			1:1
Results
History Quality:			30%
Bars:			6709	Ticks:			25785	Symbols:			1
Total Net Profit:			2 477.32	Balance Drawdown Absolute:			1.54	Equity Drawdown Absolute:			572.88
Gross Profit:			2 494.12	Balance Drawdown Maximal:			2.36 (0.00%)	Equity Drawdown Maximal:			1 832.54 (1.79%)
Gross Loss:			-16.80	Balance Drawdown Relative:			0.00% (2.36)	Equity Drawdown Relative:			1.79% (1 832.54)
Profit Factor:			148.46	Expected Payoff:			249.41	Margin Level:			1962.84%
Recovery Factor:			1.35	Sharpe Ratio:			260.86	Z-Score:			0.00 (0.00%)
AHPR:			1.0025 (0.25%)	LR Correlation:			1.00	OnTester result:			0
GHPR:			1.0025 (0.25%)	LR Standard Error:			3.53
Total Trades:			10	Short Trades (won %):			0 (0.00%)	Long Trades (won %):			10 (100.00%)
Total Deals:			20	Profit Trades (% of total):			10 (100.00%)	Loss Trades (% of total):			0 (0.00%)
				Largest profit trade:			252.52	Largest loss trade:			0.00
				Average profit trade:			249.41	Average loss trade:			0.00
				Maximum consecutive wins ($):			10 (2 494.12)	Maximum consecutive losses ($):			0 (0.00)
				Maximal consecutive profit (count):			2 494.12 (10)	Maximal consecutive loss (count):			0.00 (0)
				Average consecutive wins:			10	Average consecutive losses:			0
Correlation (Profits,MFE):			-0.24	Correlation (Profits,MAE):			-0.31	Correlation (MFE,MAE):			0.1626
Minimal position holding time:			0:59:57	Maximal position holding time:			2448:00:00	Average position holding time:			1023:17:57

Orders
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2012.04.26 00:00:00	2	BG	buy	77 / 77		64.52		67.75	2012.04.26 00:00:00		filled	BG
2012.08.01 00:59:57	3	BG	sell	77 / 77		67.75			2012.08.01 00:59:57		filled	tp 67.75
2014.01.27 00:00:00	4	BG	buy	64 / 64		77.36		81.23	2014.01.27 00:00:00		filled	BG
2014.04.24 00:59:57	5	BG	sell	64 / 64		81.23			2014.04.24 00:59:57		filled	tp 81.23
2014.05.02 00:00:00	6	BG	buy	66 / 66		75.37		79.14	2014.05.02 00:00:00		filled	BG
2014.07.31 00:59:57	7	BG	sell	66 / 66		79.14			2014.07.31 00:59:57		filled	tp 79.14
2015.02.12 00:00:00	8	BG	buy	58 / 58		85.65		89.93	2015.02.12 00:00:00		filled	BG
2015.05.07 00:59:57	9	BG	sell	58 / 58		89.93			2015.05.07 00:59:57		filled	tp 89.93
2016.02.12 00:00:00	10	BG	buy	104 / 104		48.45		50.87	2016.02.12 00:00:00		filled	BG
2016.02.12 00:59:57	11	BG	sell	104 / 104		50.87			2016.02.12 00:59:57		filled	tp 50.87
2017.05.03 00:00:00	12	BG	buy	73 / 73		68.43		71.85	2017.05.03 00:00:00		filled	BG
2017.05.23 00:59:57	13	BG	sell	73 / 73		71.85			2017.05.23 00:59:57		filled	tp 71.85
2018.08.01 18:00:00	14	BG	buy	76 / 76		66.32		69.64	2018.08.01 18:00:00		filled	BG
2018.10.03 17:59:58	15	BG	sell	76 / 76		69.64			2018.10.03 17:59:58		filled	tp 69.64
2019.03.07 17:00:00	16	BG	buy	101 / 101		50.38		52.90	2019.03.07 17:00:00		filled	BG
2019.03.15 21:59:57	17	BG	sell	101 / 101		52.90			2019.03.15 21:59:57		filled	tp 52.90
2019.04.25 21:00:00	18	BG	buy	103 / 103		49.31		51.78	2019.04.25 21:00:00		filled	BG
2019.04.30 18:59:58	19	BG	sell	103 / 103		51.78			2019.04.30 18:59:58		filled	tp 51.78
2020.03.09 16:00:00	20	BG	buy	118 / 118		43.40		45.56	2020.03.09 16:00:00		filled	BG
2020.07.29 16:00:00	21	BG	sell	118 / 118		45.56			2020.07.29 16:00:00		filled	tp 45.56
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
2012.04.26 00:00:00	2	BG	buy	in	77	64.52	2	-1.54	0.00	0.00	99 998.46	BG
2012.08.01 00:59:57	3	BG	sell	out	77	67.75	3	-1.54	0.00	248.71	100 245.63	tp 67.75
2014.01.27 00:00:00	4	BG	buy	in	64	77.36	4	-1.28	0.00	0.00	100 244.35	BG
2014.04.24 00:59:57	5	BG	sell	out	64	81.23	5	-1.28	0.00	247.68	100 490.75	tp 81.23
2014.05.02 00:00:00	6	BG	buy	in	66	75.37	6	-1.32	0.00	0.00	100 489.43	BG
2014.07.31 00:59:57	7	BG	sell	out	66	79.14	7	-1.32	0.00	248.82	100 736.93	tp 79.14
2015.02.12 00:00:00	8	BG	buy	in	58	85.65	8	-1.16	0.00	0.00	100 735.77	BG
2015.05.07 00:59:57	9	BG	sell	out	58	89.93	9	-1.16	0.00	248.24	100 982.85	tp 89.93
2016.02.12 00:00:00	10	BG	buy	in	104	48.45	10	-2.08	0.00	0.00	100 980.77	BG
2016.02.12 00:59:57	11	BG	sell	out	104	50.87	11	-2.08	0.00	251.68	101 230.37	tp 50.87
2017.05.03 00:00:00	12	BG	buy	in	73	68.43	12	-1.46	0.00	0.00	101 228.91	BG
2017.05.23 00:59:57	13	BG	sell	out	73	71.85	13	-1.46	0.00	249.66	101 477.11	tp 71.85
2018.08.01 18:00:00	14	BG	buy	in	76	66.32	14	-1.52	0.00	0.00	101 475.59	BG
2018.10.03 17:59:58	15	BG	sell	out	76	69.64	15	-1.52	0.00	252.32	101 726.39	tp 69.64
2019.03.07 17:00:00	16	BG	buy	in	101	50.38	16	-2.02	0.00	0.00	101 724.37	BG
2019.03.15 21:59:57	17	BG	sell	out	101	52.90	17	-2.02	0.00	254.52	101 976.87	tp 52.90
2019.04.25 21:00:00	18	BG	buy	in	103	49.31	18	-2.06	0.00	0.00	101 974.81	BG
2019.04.30 18:59:58	19	BG	sell	out	103	51.78	19	-2.06	0.00	254.41	102 227.16	tp 51.78
2020.03.09 16:00:00	20	BG	buy	in	118	43.40	20	-2.36	0.00	0.00	102 224.80	BG
2020.07.29 16:00:00	21	BG	sell	out	118	45.56	21	-2.36	0.00	254.88	102 477.32	tp 45.56
								-33.60	0.00	2 510.92	102 477.32