Strategy Tester Report |
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AdmiralMarkets-Live (Build 2815) |
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Settings |
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| Expert: | Stock Trader Hedge | |||||||||||
| Symbol: | BTI | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=BTI | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100006 | ||||||||||||
| Balance_Type=0 | ||||||||||||
| MM_Type=0 | ||||||||||||
| AutoRisk=5 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| TakeProfit=5 | ||||||||||||
| RSI_Period=15 | ||||||||||||
| RSI_Level=80 | ||||||||||||
| Stochastic_Period=18 | ||||||||||||
| Stochastic_Level=70 | ||||||||||||
| CCI_Period=51 | ||||||||||||
| CCI_Level=250 | ||||||||||||
| Slow_CCI_TF=16392 | ||||||||||||
| Slow_CCI_Period=51 | ||||||||||||
| Slow_CCI_Level=150 | ||||||||||||
| InpLoadedPeriod=16385 | ||||||||||||
| Broker: | Admiral Markets Group AS | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 100 000.00 | |||||||||||
| Leverage: | 1:1 | |||||||||||
Results |
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| History Quality: | 30% | |||||||||||
| Bars: | 6709 | Ticks: | 25341 | Symbols: | 1 | |||||||
| Total Net Profit: | 2 968.20 | Balance Drawdown Absolute: | 2.08 | Equity Drawdown Absolute: | 148.72 | |||||||
| Gross Profit: | 2 997.96 | Balance Drawdown Maximal: | 3.72 (0.00%) | Equity Drawdown Maximal: | 1 084.20 (1.07%) | |||||||
| Gross Loss: | -29.76 | Balance Drawdown Relative: | 0.00% (3.72) | Equity Drawdown Relative: | 1.07% (1 084.20) | |||||||
| Profit Factor: | 100.74 | Expected Payoff: | 249.83 | Margin Level: | 1988.59% | |||||||
| Recovery Factor: | 2.74 | Sharpe Ratio: | 404.06 | Z-Score: | 0.00 (0.00%) | |||||||
| AHPR: | 1.0024 (0.24%) | LR Correlation: | 1.00 | OnTester result: | 0 | |||||||
| GHPR: | 1.0024 (0.24%) | LR Standard Error: | 2.98 | |||||||||
| Total Trades: | 12 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 12 (100.00%) | |||||||
| Total Deals: | 24 | Profit Trades (% of total): | 12 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
| Largest profit trade: | 252.80 | Largest loss trade: | 0.00 | |||||||||
| Average profit trade: | 249.83 | Average loss trade: | 0.00 | |||||||||
| Maximum consecutive wins ($): | 12 (2 997.96) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
| Maximal consecutive profit (count): | 2 997.96 (12) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
| Average consecutive wins: | 12 | Average consecutive losses: | 0 | |||||||||
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| Correlation (Profits,MFE): | 0.34 | Correlation (Profits,MAE): | 0.11 | Correlation (MFE,MAE): | 0.1844 | |||||||
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| Minimal position holding time: | 0:59:57 | Maximal position holding time: | 10704:59:57 | Average position holding time: | 1565:04:57 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.05.18 00:00:00 | 2 | BTI | buy | 104 / 104 | 47.85 | 50.24 | 2012.05.18 00:00:00 | filled | BTI | |||
| 2012.06.19 00:59:57 | 3 | BTI | sell | 104 / 104 | 50.24 | 2012.06.19 00:59:57 | filled | tp 50.24 | ||||
| 2013.06.24 00:00:00 | 4 | BTI | buy | 98 / 98 | 50.81 | 53.35 | 2013.06.24 00:00:00 | filled | BTI | |||
| 2013.07.08 00:59:57 | 5 | BTI | sell | 98 / 98 | 53.35 | 2013.07.08 00:59:57 | filled | tp 53.35 | ||||
| 2014.01.30 00:00:00 | 6 | BTI | buy | 104 / 104 | 48.15 | 50.56 | 2014.01.30 00:00:00 | filled | BTI | |||
| 2014.02.13 00:59:57 | 7 | BTI | sell | 104 / 104 | 50.56 | 2014.02.13 00:59:57 | filled | tp 50.56 | ||||
| 2014.08.01 00:00:00 | 8 | BTI | buy | 86 / 86 | 57.92 | 60.82 | 2014.08.01 00:00:00 | filled | BTI | |||
| 2016.04.18 00:59:57 | 9 | BTI | sell | 86 / 86 | 60.82 | 2016.04.18 00:59:57 | filled | tp 60.82 | ||||
| 2017.07.31 00:00:00 | 10 | BTI | buy | 80 / 80 | 62.53 | 65.66 | 2017.07.31 00:00:00 | filled | BTI | |||
| 2017.08.03 00:59:57 | 11 | BTI | sell | 80 / 80 | 65.66 | 2017.08.03 00:59:57 | filled | tp 65.66 | ||||
| 2018.09.11 18:00:00 | 12 | BTI | buy | 109 / 109 | 46.14 | 48.45 | 2018.09.11 18:00:00 | filled | BTI | |||
| 2018.09.12 16:59:58 | 13 | BTI | sell | 109 / 109 | 48.45 | 2018.09.12 16:59:58 | filled | tp 48.45 | ||||
| 2018.11.12 16:00:00 | 14 | BTI | buy | 130 / 130 | 38.78 | 40.72 | 2018.11.12 16:00:00 | filled | BTI | |||
| 2019.03.07 16:59:57 | 15 | BTI | sell | 130 / 130 | 40.72 | 2019.03.07 16:59:57 | filled | tp 40.72 | ||||
| 2019.04.25 16:00:00 | 16 | BTI | buy | 134 / 134 | 37.96 | 39.86 | 2019.04.25 16:00:00 | filled | BTI | |||
| 2019.12.13 16:00:00 | 17 | BTI | sell | 134 / 134 | 39.86 | 2019.12.13 16:00:00 | filled | tp 39.86 | ||||
| 2020.03.16 15:00:00 | 18 | BTI | buy | 186 / 186 | 27.41 | 28.78 | 2020.03.16 15:00:00 | filled | BTI | |||
| 2020.03.16 15:59:57 | 19 | BTI | sell | 186 / 186 | 28.78 | 2020.03.16 15:59:57 | filled | tp 28.78 | ||||
| 2020.07.31 19:00:00 | 20 | BTI | buy | 153 / 153 | 33.42 | 35.09 | 2020.07.31 19:00:00 | filled | BTI | |||
| 2020.09.09 16:59:57 | 21 | BTI | sell | 153 / 153 | 35.09 | 2020.09.09 16:59:57 | filled | tp 35.09 | ||||
| 2020.10.28 15:00:00 | 22 | BTI | buy | 160 / 160 | 32.02 | 33.62 | 2020.10.28 15:00:00 | filled | BTI | |||
| 2020.11.04 17:59:58 | 23 | BTI | sell | 160 / 160 | 33.62 | 2020.11.04 17:59:58 | filled | tp 33.62 | ||||
| 2021.02.26 16:00:00 | 24 | BTI | buy | 144 / 144 | 35.45 | 37.22 | 2021.02.26 16:00:00 | filled | BTI | |||
| 2021.03.10 21:59:58 | 25 | BTI | sell | 144 / 144 | 37.22 | 2021.03.10 21:59:58 | filled | tp 37.22 | ||||
Deals |
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| 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 | ||||||
| 2012.05.18 00:00:00 | 2 | BTI | buy | in | 104 | 47.85 | 2 | -2.08 | 0.00 | 0.00 | 99 997.92 | BTI |
| 2012.06.19 00:59:57 | 3 | BTI | sell | out | 104 | 50.24 | 3 | -2.08 | 0.00 | 248.56 | 100 244.40 | tp 50.24 |
| 2013.06.24 00:00:00 | 4 | BTI | buy | in | 98 | 50.81 | 4 | -1.96 | 0.00 | 0.00 | 100 242.44 | BTI |
| 2013.07.08 00:59:57 | 5 | BTI | sell | out | 98 | 53.35 | 5 | -1.96 | 0.00 | 248.92 | 100 489.40 | tp 53.35 |
| 2014.01.30 00:00:00 | 6 | BTI | buy | in | 104 | 48.15 | 6 | -2.08 | 0.00 | 0.00 | 100 487.32 | BTI |
| 2014.02.13 00:59:57 | 7 | BTI | sell | out | 104 | 50.56 | 7 | -2.08 | 0.00 | 250.64 | 100 735.88 | tp 50.56 |
| 2014.08.01 00:00:00 | 8 | BTI | buy | in | 86 | 57.92 | 8 | -1.72 | 0.00 | 0.00 | 100 734.16 | BTI |
| 2016.04.18 00:59:57 | 9 | BTI | sell | out | 86 | 60.82 | 9 | -1.72 | 0.00 | 249.40 | 100 981.84 | tp 60.82 |
| 2017.07.31 00:00:00 | 10 | BTI | buy | in | 80 | 62.53 | 10 | -1.60 | 0.00 | 0.00 | 100 980.24 | BTI |
| 2017.08.03 00:59:57 | 11 | BTI | sell | out | 80 | 65.66 | 11 | -1.60 | 0.00 | 250.40 | 101 229.04 | tp 65.66 |
| 2018.09.11 18:00:00 | 12 | BTI | buy | in | 109 | 46.14 | 12 | -2.18 | 0.00 | 0.00 | 101 226.86 | BTI |
| 2018.09.12 16:59:58 | 13 | BTI | sell | out | 109 | 48.45 | 13 | -2.18 | 0.00 | 251.79 | 101 476.47 | tp 48.45 |
| 2018.11.12 16:00:00 | 14 | BTI | buy | in | 130 | 38.78 | 14 | -2.60 | 0.00 | 0.00 | 101 473.87 | BTI |
| 2019.03.07 16:59:57 | 15 | BTI | sell | out | 130 | 40.72 | 15 | -2.60 | 0.00 | 252.20 | 101 723.47 | tp 40.72 |
| 2019.04.25 16:00:00 | 16 | BTI | buy | in | 134 | 37.96 | 16 | -2.68 | 0.00 | 0.00 | 101 720.79 | BTI |
| 2019.12.13 16:00:00 | 17 | BTI | sell | out | 134 | 39.86 | 17 | -2.68 | 0.00 | 254.60 | 101 972.71 | tp 39.86 |
| 2020.03.16 15:00:00 | 18 | BTI | buy | in | 186 | 27.41 | 18 | -3.72 | 0.00 | 0.00 | 101 968.99 | BTI |
| 2020.03.16 15:59:57 | 19 | BTI | sell | out | 186 | 28.78 | 19 | -3.72 | 0.00 | 254.82 | 102 220.09 | tp 28.78 |
| 2020.07.31 19:00:00 | 20 | BTI | buy | in | 153 | 33.42 | 20 | -3.06 | 0.00 | 0.00 | 102 217.03 | BTI |
| 2020.09.09 16:59:57 | 21 | BTI | sell | out | 153 | 35.09 | 21 | -3.06 | 0.00 | 255.51 | 102 469.48 | tp 35.09 |
| 2020.10.28 15:00:00 | 22 | BTI | buy | in | 160 | 32.02 | 22 | -3.20 | 0.00 | 0.00 | 102 466.28 | BTI |
| 2020.11.04 17:59:58 | 23 | BTI | sell | out | 160 | 33.62 | 23 | -3.20 | 0.00 | 256.00 | 102 719.08 | tp 33.62 |
| 2021.02.26 16:00:00 | 24 | BTI | buy | in | 144 | 35.45 | 24 | -2.88 | 0.00 | 0.00 | 102 716.20 | BTI |
| 2021.03.10 21:59:58 | 25 | BTI | sell | out | 144 | 37.22 | 25 | -2.88 | 0.00 | 254.88 | 102 968.20 | tp 37.22 |
| -59.52 | 0.00 | 3 027.72 | 102 968.20 | |||||||||