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: | ENB | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=ENB | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100011 | ||||||||||||
| Balance_Type=0 | ||||||||||||
| MM_Type=0 | ||||||||||||
| AutoRisk=5 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| TakeProfit=5 | ||||||||||||
| RSI_Period=9 | ||||||||||||
| RSI_Level=80 | ||||||||||||
| Stochastic_Period=9 | ||||||||||||
| Stochastic_Level=70 | ||||||||||||
| CCI_Period=21 | ||||||||||||
| CCI_Level=100 | ||||||||||||
| 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 |
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| History Quality: | 30% | |||||||||||
| Bars: | 6708 | Ticks: | 25276 | Symbols: | 1 | |||||||
| Total Net Profit: | 2 965.72 | Balance Drawdown Absolute: | 2.28 | Equity Drawdown Absolute: | 452.58 | |||||||
| Gross Profit: | 2 998.54 | Balance Drawdown Maximal: | 3.34 (0.00%) | Equity Drawdown Maximal: | 1 701.96 (1.66%) | |||||||
| Gross Loss: | -32.82 | Balance Drawdown Relative: | 0.00% (3.34) | Equity Drawdown Relative: | 1.66% (1 701.96) | |||||||
| Profit Factor: | 91.36 | Expected Payoff: | 249.88 | Margin Level: | 1979.32% | |||||||
| Recovery Factor: | 1.74 | Sharpe Ratio: | 379.78 | 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: | 2.64 | |||||||||
| 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: | 252.72 | Largest loss trade: | 0.00 | |||||||||
| Average profit trade: | 249.88 | Average loss trade: | 0.00 | |||||||||
| Maximum consecutive wins ($): | 12 (2 998.54) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
| Maximal consecutive profit (count): | 2 998.54 (12) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
| Average consecutive wins: | 12 | Average consecutive losses: | 0 | |||||||||
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| Correlation (Profits,MFE): | -0.22 | Correlation (Profits,MAE): | -0.50 | Correlation (MFE,MAE): | 0.0139 | |||||||
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| Minimal position holding time: | 0:59:58 | Maximal position holding time: | 5330:59:58 | Average position holding time: | 1820:14:58 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2013.05.31 00:00:00 | 2 | ENB | buy | 114 / 114 | 43.64 | 45.82 | 2013.05.31 00:00:00 | filled | ENB | |||
| 2014.04.01 00:59:57 | 3 | ENB | sell | 114 / 114 | 45.82 | 2014.04.01 00:59:57 | filled | tp 45.82 | ||||
| 2014.10.03 00:00:00 | 4 | ENB | buy | 107 / 107 | 46.81 | 49.15 | 2014.10.03 00:00:00 | filled | ENB | |||
| 2014.12.04 00:00:00 | 5 | ENB | sell | 107 / 107 | 49.15 | 2014.12.04 00:00:00 | filled | tp 49.15 | ||||
| 2015.08.24 00:00:00 | 6 | ENB | buy | 133 / 133 | 37.74 | 39.63 | 2015.08.24 00:00:00 | filled | ENB | |||
| 2015.08.27 00:59:57 | 7 | ENB | sell | 133 / 133 | 39.63 | 2015.08.27 00:59:57 | filled | tp 39.63 | ||||
| 2016.11.14 00:00:00 | 8 | ENB | buy | 123 / 123 | 40.73 | 42.77 | 2016.11.14 00:00:00 | filled | ENB | |||
| 2016.11.21 00:00:00 | 9 | ENB | sell | 123 / 123 | 42.77 | 2016.11.21 00:00:00 | filled | tp 42.77 | ||||
| 2017.05.12 00:00:00 | 10 | ENB | buy | 126 / 126 | 40.04 | 42.04 | 2017.05.12 00:00:00 | filled | ENB | |||
| 2017.07.20 00:59:57 | 11 | ENB | sell | 126 / 126 | 42.04 | 2017.07.20 00:59:57 | filled | tp 42.04 | ||||
| 2017.10.26 00:00:00 | 12 | ENB | buy | 133 / 133 | 38.06 | 39.96 | 2017.10.26 00:00:00 | filled | ENB | |||
| 2018.01.02 00:59:57 | 13 | ENB | sell | 133 / 133 | 39.96 | 2018.01.02 00:59:57 | filled | tp 39.96 | ||||
| 2018.02.05 00:00:00 | 14 | ENB | buy | 146 / 146 | 34.57 | 36.30 | 2018.02.05 00:00:00 | filled | ENB | |||
| 2018.08.06 16:59:57 | 15 | ENB | sell | 146 / 146 | 36.30 | 2018.08.06 16:59:57 | filled | tp 36.30 | ||||
| 2018.09.26 16:00:00 | 16 | ENB | buy | 154 / 154 | 32.83 | 34.47 | 2018.09.26 16:00:00 | filled | ENB | |||
| 2019.01.09 18:59:57 | 17 | ENB | sell | 154 / 154 | 34.47 | 2019.01.09 18:59:57 | filled | tp 34.47 | ||||
| 2019.06.03 19:00:00 | 18 | ENB | buy | 142 / 142 | 35.87 | 37.66 | 2019.06.03 19:00:00 | filled | ENB | |||
| 2019.11.08 17:59:58 | 19 | ENB | sell | 142 / 142 | 37.66 | 2019.11.08 17:59:58 | filled | tp 37.66 | ||||
| 2020.02.28 16:00:00 | 20 | ENB | buy | 140 / 140 | 36.50 | 38.32 | 2020.02.28 16:00:00 | filled | ENB | |||
| 2020.03.03 16:00:00 | 21 | ENB | sell | 140 / 140 | 38.32 | 2020.03.03 16:00:00 | filled | tp 38.32 | ||||
| 2020.03.09 16:00:00 | 22 | ENB | buy | 167 / 167 | 30.51 | 32.04 | 2020.03.09 16:00:00 | filled | ENB | |||
| 2020.03.09 16:59:58 | 23 | ENB | sell | 167 / 167 | 32.04 | 2020.03.09 16:59:58 | filled | tp 32.04 | ||||
| 2020.03.09 17:00:00 | 24 | ENB | buy | 156 / 156 | 32.75 | 34.39 | 2020.03.09 17:00:00 | filled | ENB | |||
| 2021.01.13 19:59:58 | 25 | ENB | sell | 156 / 156 | 34.39 | 2021.01.13 19:59:58 | filled | tp 34.39 | ||||
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 | ||||||
| 2013.05.31 00:00:00 | 2 | ENB | buy | in | 114 | 43.64 | 2 | -2.28 | 0.00 | 0.00 | 99 997.72 | ENB |
| 2014.04.01 00:59:57 | 3 | ENB | sell | out | 114 | 45.82 | 3 | -2.28 | 0.00 | 248.52 | 100 243.96 | tp 45.82 |
| 2014.10.03 00:00:00 | 4 | ENB | buy | in | 107 | 46.81 | 4 | -2.14 | 0.00 | 0.00 | 100 241.82 | ENB |
| 2014.12.04 00:00:00 | 5 | ENB | sell | out | 107 | 49.15 | 5 | -2.14 | 0.00 | 250.38 | 100 490.06 | tp 49.15 |
| 2015.08.24 00:00:00 | 6 | ENB | buy | in | 133 | 37.74 | 6 | -2.66 | 0.00 | 0.00 | 100 487.40 | ENB |
| 2015.08.27 00:59:57 | 7 | ENB | sell | out | 133 | 39.63 | 7 | -2.66 | 0.00 | 251.37 | 100 736.11 | tp 39.63 |
| 2016.11.14 00:00:00 | 8 | ENB | buy | in | 123 | 40.73 | 8 | -2.46 | 0.00 | 0.00 | 100 733.65 | ENB |
| 2016.11.21 00:00:00 | 9 | ENB | sell | out | 123 | 42.77 | 9 | -2.46 | 0.00 | 250.92 | 100 982.11 | tp 42.77 |
| 2017.05.12 00:00:00 | 10 | ENB | buy | in | 126 | 40.04 | 10 | -2.52 | 0.00 | 0.00 | 100 979.59 | ENB |
| 2017.07.20 00:59:57 | 11 | ENB | sell | out | 126 | 42.04 | 11 | -2.52 | 0.00 | 252.00 | 101 229.07 | tp 42.04 |
| 2017.10.26 00:00:00 | 12 | ENB | buy | in | 133 | 38.06 | 12 | -2.66 | 0.00 | 0.00 | 101 226.41 | ENB |
| 2018.01.02 00:59:57 | 13 | ENB | sell | out | 133 | 39.96 | 13 | -2.66 | 0.00 | 252.70 | 101 476.45 | tp 39.96 |
| 2018.02.05 00:00:00 | 14 | ENB | buy | in | 146 | 34.57 | 14 | -2.92 | 0.00 | 0.00 | 101 473.53 | ENB |
| 2018.08.06 16:59:57 | 15 | ENB | sell | out | 146 | 36.30 | 15 | -2.92 | 0.00 | 252.58 | 101 723.19 | tp 36.30 |
| 2018.09.26 16:00:00 | 16 | ENB | buy | in | 154 | 32.83 | 16 | -3.08 | 0.00 | 0.00 | 101 720.11 | ENB |
| 2019.01.09 18:59:57 | 17 | ENB | sell | out | 154 | 34.47 | 17 | -3.08 | 0.00 | 252.56 | 101 969.59 | tp 34.47 |
| 2019.06.03 19:00:00 | 18 | ENB | buy | in | 142 | 35.87 | 18 | -2.84 | 0.00 | 0.00 | 101 966.75 | ENB |
| 2019.11.08 17:59:58 | 19 | ENB | sell | out | 142 | 37.66 | 19 | -2.84 | 0.00 | 254.18 | 102 218.09 | tp 37.66 |
| 2020.02.28 16:00:00 | 20 | ENB | buy | in | 140 | 36.50 | 20 | -2.80 | 0.00 | 0.00 | 102 215.29 | ENB |
| 2020.03.03 16:00:00 | 21 | ENB | sell | out | 140 | 38.32 | 21 | -2.80 | 0.00 | 254.80 | 102 467.29 | tp 38.32 |
| 2020.03.09 16:00:00 | 22 | ENB | buy | in | 167 | 30.51 | 22 | -3.34 | 0.00 | 0.00 | 102 463.95 | ENB |
| 2020.03.09 16:59:58 | 23 | ENB | sell | out | 167 | 32.04 | 23 | -3.34 | 0.00 | 255.51 | 102 716.12 | tp 32.04 |
| 2020.03.09 17:00:00 | 24 | ENB | buy | in | 156 | 32.75 | 24 | -3.12 | 0.00 | 0.00 | 102 713.00 | ENB |
| 2021.01.13 19:59:58 | 25 | ENB | sell | out | 156 | 34.39 | 25 | -3.12 | 0.00 | 255.84 | 102 965.72 | tp 34.39 |
| -65.64 | 0.00 | 3 031.36 | 102 965.72 | |||||||||