Strategy Tester Report
AdmiralMarkets-Live (Build 2815)
Settings
Expert:			Stock Trader Hedge
Symbol:			BOKF
Period:			H1 (2012.01.01 - 2021.12.31)
Inputs:			T_0=General Settings
			Comment=BOKF
			Slippage=5
			MagicNumber=100005
			Balance_Type=0
			MM_Type=0
			AutoRisk=5
			TimeFrame=16385
			TakeProfit=5
			RSI_Period=12
			RSI_Level=80
			Stochastic_Period=12
			Stochastic_Level=80
			CCI_Period=21
			CCI_Level=150
			Slow_CCI_TF=16392
			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:			25507	Symbols:			1
Total Net Profit:			4 750.88	Balance Drawdown Absolute:			1.82	Equity Drawdown Absolute:			227.50
Gross Profit:			5 312.96	Balance Drawdown Maximal:			530.92 (0.50%)	Equity Drawdown Maximal:			3 503.24 (3.33%)
Gross Loss:			-562.08	Balance Drawdown Relative:			0.50% (530.92)	Equity Drawdown Relative:			3.33% (3 503.24)
Profit Factor:			9.45	Expected Payoff:			215.95	Margin Level:			1938.78%
Recovery Factor:			1.36	Sharpe Ratio:			1.36	Z-Score:			-1.42 (84.44%)
AHPR:			1.0021 (0.21%)	LR Correlation:			1.00	OnTester result:			0
GHPR:			1.0021 (0.21%)	LR Standard Error:			152.98
Total Trades:			22	Short Trades (won %):			0 (0.00%)	Long Trades (won %):			22 (95.45%)
Total Deals:			44	Profit Trades (% of total):			21 (95.45%)	Loss Trades (% of total):			1 (4.55%)
				Largest profit trade:			258.44	Largest loss trade:			-529.88
				Average profit trade:			253.00	Average loss trade:			-562.08
				Maximum consecutive wins ($):			21 (5 312.96)	Maximum consecutive losses ($):			1 (-529.88)
				Maximal consecutive profit (count):			5 312.96 (21)	Maximal consecutive loss (count):			-529.88 (1)
				Average consecutive wins:			21	Average consecutive losses:			1
Correlation (Profits,MFE):			0.86	Correlation (Profits,MAE):			0.87	Correlation (MFE,MAE):			0.7976
Minimal position holding time:			48:59:57	Maximal position holding time:			15678:59:59	Average position holding time:			1906:08:08

Orders
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2012.02.01 00:00:00	2	BOKF	buy	91 / 91		54.58		57.31	2012.02.01 00:00:00		filled	BOKF
2012.03.16 00:59:57	3	BOKF	sell	91 / 91		57.31			2012.03.16 00:59:57		filled	tp 57.31
2012.04.09 00:00:00	4	BOKF	buy	92 / 92		53.99		56.69	2012.04.09 00:00:00		filled	BOKF
2012.04.24 00:00:00	5	BOKF	sell	92 / 92		56.69			2012.04.24 00:00:00		filled	tp 56.69
2012.06.01 00:00:00	6	BOKF	buy	92 / 92		54.57		57.30	2012.06.01 00:00:00		filled	BOKF
2012.06.29 00:00:00	7	BOKF	sell	92 / 92		57.30			2012.06.29 00:00:00		filled	tp 57.30
2012.08.02 00:00:00	8	BOKF	buy	90 / 90		55.80		58.59	2012.08.02 00:00:00		filled	BOKF
2012.08.06 00:59:57	9	BOKF	sell	90 / 90		58.59			2012.08.06 00:59:57		filled	tp 58.59
2012.11.14 00:00:00	10	BOKF	buy	91 / 91		55.42		58.19	2012.11.14 00:00:00		filled	BOKF
2013.02.14 00:59:57	11	BOKF	sell	91 / 91		58.19			2013.02.14 00:59:57		filled	tp 58.19
2013.04.16 00:00:00	12	BOKF	buy	83 / 83		60.96		64.01	2013.04.16 00:00:00		filled	BOKF
2013.05.03 00:59:57	13	BOKF	sell	83 / 83		64.01			2013.05.03 00:59:57		filled	tp 64.01
2013.06.06 00:00:00	14	BOKF	buy	79 / 79		64.06		67.26	2013.06.06 00:00:00		filled	BOKF
2013.07.15 00:59:57	15	BOKF	sell	79 / 79		67.26			2013.07.15 00:59:57		filled	tp 67.26
2013.08.28 00:00:00	16	BOKF	buy	78 / 78		65.19		68.45	2013.08.28 00:00:00		filled	BOKF
2014.03.18 00:59:57	17	BOKF	sell	78 / 78		68.45			2014.03.18 00:59:57		filled	tp 68.45
2014.04.11 00:00:00	18	BOKF	buy	76 / 76		66.28		69.59	2014.04.11 00:00:00		filled	BOKF
2015.06.16 00:59:57	19	BOKF	sell	76 / 76		69.59			2015.06.16 00:59:57		filled	tp 69.59
2015.07.08 00:00:00	20	BOKF	buy	76 / 76		67.18		70.54	2015.07.08 00:00:00		filled	BOKF
2015.07.10 00:59:57	21	BOKF	sell	76 / 76		70.54			2015.07.10 00:59:57		filled	tp 70.54
2015.07.27 00:00:00	22	BOKF	buy	78 / 78		65.61		68.89	2015.07.27 00:00:00		filled	BOKF
2015.07.29 00:59:57	23	BOKF	sell	78 / 78		68.89			2015.07.29 00:59:57		filled	tp 68.89
2015.08.20 00:00:00	24	BOKF	buy	80 / 80		64.01		67.21	2015.08.20 00:00:00		filled	BOKF
2015.10.29 00:59:57	25	BOKF	sell	80 / 80		67.21			2015.10.29 00:59:57		filled	tp 67.21
2015.12.08 00:00:00	26	BOKF	buy	78 / 78		65.46		68.73	2015.12.08 00:00:00		filled	BOKF
2016.08.23 00:59:57	27	BOKF	sell	78 / 78		68.73			2016.08.23 00:59:57		filled	tp 68.73
2016.09.16 00:00:00	28	BOKF	buy	77 / 77		66.61		69.94	2016.09.16 00:00:00		filled	BOKF
2016.10.05 00:59:57	29	BOKF	sell	77 / 77		69.94			2016.10.05 00:59:57		filled	tp 69.94
2017.01.04 00:00:00	30	BOKF	buy	63 / 63		81.70		85.78	2017.01.04 00:00:00		filled	BOKF
2017.04.26 00:59:57	31	BOKF	sell	63 / 63		85.78			2017.04.26 00:59:57		filled	tp 85.78
2017.08.09 00:00:00	32	BOKF	buy	61 / 61		83.97		88.17	2017.08.09 00:00:00		filled	BOKF
2017.09.28 00:59:57	33	BOKF	sell	61 / 61		88.17			2017.09.28 00:59:57		filled	tp 88.17
2017.10.26 00:00:00	34	BOKF	buy	59 / 59		86.89		91.23	2017.10.26 00:00:00		filled	BOKF
2017.12.04 00:59:57	35	BOKF	sell	59 / 59		91.23			2017.12.04 00:59:57		filled	tp 91.23
2018.02.06 00:00:00	36	BOKF	buy	57 / 57		90.60		95.13	2018.02.06 00:00:00		filled	BOKF
2018.02.14 00:59:57	37	BOKF	sell	57 / 57		95.13			2018.02.14 00:59:57		filled	tp 95.13
2018.05.01 17:00:00	38	BOKF	buy	52 / 52		99.44		104.39	2018.05.01 17:00:00		filled	BOKF
2018.05.15 17:59:58	39	BOKF	sell	52 / 52		104.39			2018.05.15 17:59:58		filled	tp 104.39
2018.05.29 19:00:00	40	BOKF	buy	52 / 52		99.92		104.91	2018.05.29 19:00:00		filled	BOKF
2018.06.06 19:59:57	41	BOKF	sell	52 / 52		104.91			2018.06.06 19:59:57		filled	tp 104.91
2018.06.18 16:00:00	42	BOKF	buy	53 / 53		97.51		102.38	2018.06.18 16:00:00		filled	BOKF
2018.08.31 21:59:57	43	BOKF	sell	53 / 53		102.38			2018.08.31 21:59:57		filled	tp 102.38
2018.09.27 16:00:00	44	BOKF	buy	52 / 52		100.97		105.99	2018.09.27 16:00:00		filled	BOKF
2021.03.30 22:59:59	45	BOKF	sell	52 / 52		90.80			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
2012.02.01 00:00:00	2	BOKF	buy	in	91	54.58	2	-1.82	0.00	0.00	99 998.18	BOKF
2012.03.16 00:59:57	3	BOKF	sell	out	91	57.31	3	-1.82	0.00	248.43	100 244.79	tp 57.31
2012.04.09 00:00:00	4	BOKF	buy	in	92	53.99	4	-1.84	0.00	0.00	100 242.95	BOKF
2012.04.24 00:00:00	5	BOKF	sell	out	92	56.69	5	-1.84	0.00	248.40	100 489.51	tp 56.69
2012.06.01 00:00:00	6	BOKF	buy	in	92	54.57	6	-1.84	0.00	0.00	100 487.67	BOKF
2012.06.29 00:00:00	7	BOKF	sell	out	92	57.30	7	-1.84	0.00	251.16	100 736.99	tp 57.30
2012.08.02 00:00:00	8	BOKF	buy	in	90	55.80	8	-1.80	0.00	0.00	100 735.19	BOKF
2012.08.06 00:59:57	9	BOKF	sell	out	90	58.59	9	-1.80	0.00	251.10	100 984.49	tp 58.59
2012.11.14 00:00:00	10	BOKF	buy	in	91	55.42	10	-1.82	0.00	0.00	100 982.67	BOKF
2013.02.14 00:59:57	11	BOKF	sell	out	91	58.19	11	-1.82	0.00	252.07	101 232.92	tp 58.19
2013.04.16 00:00:00	12	BOKF	buy	in	83	60.96	12	-1.66	0.00	0.00	101 231.26	BOKF
2013.05.03 00:59:57	13	BOKF	sell	out	83	64.01	13	-1.66	0.00	253.15	101 482.75	tp 64.01
2013.06.06 00:00:00	14	BOKF	buy	in	79	64.06	14	-1.58	0.00	0.00	101 481.17	BOKF
2013.07.15 00:59:57	15	BOKF	sell	out	79	67.26	15	-1.58	0.00	252.80	101 732.39	tp 67.26
2013.08.28 00:00:00	16	BOKF	buy	in	78	65.19	16	-1.56	0.00	0.00	101 730.83	BOKF
2014.03.18 00:59:57	17	BOKF	sell	out	78	68.45	17	-1.56	0.00	254.28	101 983.55	tp 68.45
2014.04.11 00:00:00	18	BOKF	buy	in	76	66.28	18	-1.52	0.00	0.00	101 982.03	BOKF
2015.06.16 00:59:57	19	BOKF	sell	out	76	69.59	19	-1.52	0.00	251.56	102 232.07	tp 69.59
2015.07.08 00:00:00	20	BOKF	buy	in	76	67.18	20	-1.52	0.00	0.00	102 230.55	BOKF
2015.07.10 00:59:57	21	BOKF	sell	out	76	70.54	21	-1.52	0.00	255.36	102 484.39	tp 70.54
2015.07.27 00:00:00	22	BOKF	buy	in	78	65.61	22	-1.56	0.00	0.00	102 482.83	BOKF
2015.07.29 00:59:57	23	BOKF	sell	out	78	68.89	23	-1.56	0.00	255.84	102 737.11	tp 68.89
2015.08.20 00:00:00	24	BOKF	buy	in	80	64.01	24	-1.60	0.00	0.00	102 735.51	BOKF
2015.10.29 00:59:57	25	BOKF	sell	out	80	67.21	25	-1.60	0.00	256.00	102 989.91	tp 67.21
2015.12.08 00:00:00	26	BOKF	buy	in	78	65.46	26	-1.56	0.00	0.00	102 988.35	BOKF
2016.08.23 00:59:57	27	BOKF	sell	out	78	68.73	27	-1.56	0.00	255.06	103 241.85	tp 68.73
2016.09.16 00:00:00	28	BOKF	buy	in	77	66.61	28	-1.54	0.00	0.00	103 240.31	BOKF
2016.10.05 00:59:57	29	BOKF	sell	out	77	69.94	29	-1.54	0.00	256.41	103 495.18	tp 69.94
2017.01.04 00:00:00	30	BOKF	buy	in	63	81.70	30	-1.26	0.00	0.00	103 493.92	BOKF
2017.04.26 00:59:57	31	BOKF	sell	out	63	85.78	31	-1.26	0.00	257.04	103 749.70	tp 85.78
2017.08.09 00:00:00	32	BOKF	buy	in	61	83.97	32	-1.22	0.00	0.00	103 748.48	BOKF
2017.09.28 00:59:57	33	BOKF	sell	out	61	88.17	33	-1.22	0.00	256.20	104 003.46	tp 88.17
2017.10.26 00:00:00	34	BOKF	buy	in	59	86.89	34	-1.18	0.00	0.00	104 002.28	BOKF
2017.12.04 00:59:57	35	BOKF	sell	out	59	91.23	35	-1.18	0.00	256.06	104 257.16	tp 91.23
2018.02.06 00:00:00	36	BOKF	buy	in	57	90.60	36	-1.14	0.00	0.00	104 256.02	BOKF
2018.02.14 00:59:57	37	BOKF	sell	out	57	95.13	37	-1.14	0.00	258.21	104 513.09	tp 95.13
2018.05.01 17:00:00	38	BOKF	buy	in	52	99.44	38	-1.04	0.00	0.00	104 512.05	BOKF
2018.05.15 17:59:58	39	BOKF	sell	out	52	104.39	39	-1.04	0.00	257.40	104 768.41	tp 104.39
2018.05.29 19:00:00	40	BOKF	buy	in	52	99.92	40	-1.04	0.00	0.00	104 767.37	BOKF
2018.06.06 19:59:57	41	BOKF	sell	out	52	104.91	41	-1.04	0.00	259.48	105 025.81	tp 104.91
2018.06.18 16:00:00	42	BOKF	buy	in	53	97.51	42	-1.06	0.00	0.00	105 024.75	BOKF
2018.08.31 21:59:57	43	BOKF	sell	out	53	102.38	43	-1.06	0.00	258.11	105 281.80	tp 102.38
2018.09.27 16:00:00	44	BOKF	buy	in	52	100.97	44	-1.04	0.00	0.00	105 280.76	BOKF
2021.03.30 22:59:59	45	BOKF	sell	out	52	90.80	45	-1.04	0.00	-528.84	104 750.88	end of test
								-64.40	0.00	4 815.28	104 750.88