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: | EPD | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=EPD | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100012 | ||||||||||||
| Balance_Type=0 | ||||||||||||
| MM_Type=0 | ||||||||||||
| AutoRisk=5 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| TakeProfit=5 | ||||||||||||
| RSI_Period=9 | ||||||||||||
| RSI_Level=50 | ||||||||||||
| Stochastic_Period=9 | ||||||||||||
| Stochastic_Level=80 | ||||||||||||
| CCI_Period=51 | ||||||||||||
| CCI_Level=250 | ||||||||||||
| Slow_CCI_TF=16390 | ||||||||||||
| 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: | 25215 | Symbols: | 1 | |||||||
| Total Net Profit: | 3 419.34 | Balance Drawdown Absolute: | 4.32 | Equity Drawdown Absolute: | 34.56 | |||||||
| Gross Profit: | 3 483.64 | Balance Drawdown Maximal: | 7.14 (0.01%) | Equity Drawdown Maximal: | 1 031.04 (1.01%) | |||||||
| Gross Loss: | -64.30 | Balance Drawdown Relative: | 0.01% (7.14) | Equity Drawdown Relative: | 1.01% (1 031.04) | |||||||
| Profit Factor: | 54.18 | Expected Payoff: | 248.83 | Margin Level: | 1985.33% | |||||||
| Recovery Factor: | 3.32 | Sharpe Ratio: | 215.34 | 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: | 2.76 | |||||||||
| Total Trades: | 14 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 14 (100.00%) | |||||||
| Total Deals: | 28 | Profit Trades (% of total): | 14 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
| Largest profit trade: | 251.16 | Largest loss trade: | 0.00 | |||||||||
| Average profit trade: | 248.83 | Average loss trade: | 0.00 | |||||||||
| Maximum consecutive wins ($): | 14 (3 483.64) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
| Maximal consecutive profit (count): | 3 483.64 (14) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
| Average consecutive wins: | 14 | Average consecutive losses: | 0 | |||||||||
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| Correlation (Profits,MFE): | 0.34 | Correlation (Profits,MAE): | -0.15 | Correlation (MFE,MAE): | 0.2703 | |||||||
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| Minimal position holding time: | 0:59:57 | Maximal position holding time: | 4656:59:59 | Average position holding time: | 561:21:23 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.06.05 00:00:00 | 2 | EPD | buy | 216 / 216 | 23.08 | 24.23 | 2012.06.05 00:00:00 | filled | EPD | |||
| 2012.06.07 00:59:57 | 3 | EPD | sell | 216 / 216 | 24.23 | 2012.06.07 00:59:57 | filled | tp 24.23 | ||||
| 2012.11.12 00:00:00 | 4 | EPD | buy | 195 / 195 | 25.63 | 26.91 | 2012.11.12 00:00:00 | filled | EPD | |||
| 2013.01.10 00:59:57 | 5 | EPD | sell | 195 / 195 | 26.91 | 2013.01.10 00:59:57 | filled | tp 26.91 | ||||
| 2014.10.14 00:00:00 | 6 | EPD | buy | 148 / 148 | 33.86 | 35.55 | 2014.10.14 00:00:00 | filled | EPD | |||
| 2014.10.15 00:59:57 | 7 | EPD | sell | 148 / 148 | 35.55 | 2014.10.15 00:59:57 | filled | tp 35.55 | ||||
| 2014.12.16 00:00:00 | 8 | EPD | buy | 159 / 159 | 31.69 | 33.27 | 2014.12.16 00:00:00 | filled | EPD | |||
| 2014.12.16 00:59:57 | 9 | EPD | sell | 159 / 159 | 33.27 | 2014.12.16 00:59:57 | filled | tp 33.27 | ||||
| 2015.09.30 00:00:00 | 10 | EPD | buy | 223 / 223 | 22.56 | 23.69 | 2015.09.30 00:00:00 | filled | EPD | |||
| 2015.09.30 00:59:57 | 11 | EPD | sell | 223 / 223 | 23.69 | 2015.09.30 00:59:57 | filled | tp 23.69 | ||||
| 2015.12.08 00:00:00 | 12 | EPD | buy | 242 / 242 | 20.93 | 21.98 | 2015.12.08 00:00:00 | filled | EPD | |||
| 2015.12.08 00:59:57 | 13 | EPD | sell | 242 / 242 | 21.98 | 2015.12.08 00:59:57 | filled | tp 21.98 | ||||
| 2016.11.02 00:00:00 | 14 | EPD | buy | 206 / 206 | 24.61 | 25.84 | 2016.11.02 00:00:00 | filled | EPD | |||
| 2016.11.10 00:59:57 | 15 | EPD | sell | 206 / 206 | 25.84 | 2016.11.10 00:59:57 | filled | tp 25.84 | ||||
| 2018.06.25 22:00:00 | 16 | EPD | buy | 188 / 188 | 27.05 | 28.40 | 2018.06.25 22:00:00 | filled | EPD | |||
| 2018.07.13 18:59:58 | 17 | EPD | sell | 188 / 188 | 28.40 | 2018.07.13 18:59:58 | filled | tp 28.40 | ||||
| 2018.10.11 16:00:00 | 18 | EPD | buy | 179 / 179 | 28.43 | 29.85 | 2018.10.11 16:00:00 | filled | EPD | |||
| 2019.07.10 16:59:59 | 19 | EPD | sell | 179 / 179 | 29.85 | 2019.07.10 16:59:59 | filled | tp 29.85 | ||||
| 2019.10.30 15:00:00 | 20 | EPD | buy | 193 / 193 | 26.37 | 27.69 | 2019.10.30 15:00:00 | filled | EPD | |||
| 2019.12.11 16:00:00 | 21 | EPD | sell | 193 / 193 | 27.69 | 2019.12.11 16:00:00 | filled | tp 27.69 | ||||
| 2020.03.09 15:00:00 | 22 | EPD | buy | 357 / 357 | 14.33 | 15.05 | 2020.03.09 15:00:00 | filled | EPD | |||
| 2020.03.09 15:59:59 | 23 | EPD | sell | 357 / 357 | 15.05 | 2020.03.09 15:59:59 | filled | tp 15.05 | ||||
| 2020.03.09 16:00:00 | 24 | EPD | buy | 351 / 351 | 14.61 | 15.34 | 2020.03.09 16:00:00 | filled | EPD | |||
| 2020.03.09 16:59:57 | 25 | EPD | sell | 351 / 351 | 15.34 | 2020.03.09 16:59:57 | filled | tp 15.34 | ||||
| 2020.03.09 17:00:00 | 26 | EPD | buy | 273 / 273 | 18.85 | 19.79 | 2020.03.09 17:00:00 | filled | EPD | |||
| 2020.03.09 18:59:58 | 27 | EPD | sell | 273 / 273 | 19.79 | 2020.03.09 18:59:58 | filled | tp 19.79 | ||||
| 2020.06.24 18:00:00 | 28 | EPD | buy | 285 / 285 | 18.08 | 18.98 | 2020.06.24 18:00:00 | filled | EPD | |||
| 2020.08.14 18:59:59 | 29 | EPD | sell | 285 / 285 | 18.98 | 2020.08.14 18:59:59 | filled | tp 18.98 | ||||
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 | ||||||
| 2012.06.05 00:00:00 | 2 | EPD | buy | in | 216 | 23.08 | 2 | -4.32 | 0.00 | 0.00 | 99 995.68 | EPD |
| 2012.06.07 00:59:57 | 3 | EPD | sell | out | 216 | 24.23 | 3 | -4.32 | 0.00 | 248.40 | 100 239.76 | tp 24.23 |
| 2012.11.12 00:00:00 | 4 | EPD | buy | in | 195 | 25.63 | 4 | -3.90 | 0.00 | 0.00 | 100 235.86 | EPD |
| 2013.01.10 00:59:57 | 5 | EPD | sell | out | 195 | 26.91 | 5 | -3.90 | 0.00 | 249.60 | 100 481.56 | tp 26.91 |
| 2014.10.14 00:00:00 | 6 | EPD | buy | in | 148 | 33.86 | 6 | -2.96 | 0.00 | 0.00 | 100 478.60 | EPD |
| 2014.10.15 00:59:57 | 7 | EPD | sell | out | 148 | 35.55 | 7 | -2.96 | 0.00 | 250.12 | 100 725.76 | tp 35.55 |
| 2014.12.16 00:00:00 | 8 | EPD | buy | in | 159 | 31.69 | 8 | -3.18 | 0.00 | 0.00 | 100 722.58 | EPD |
| 2014.12.16 00:59:57 | 9 | EPD | sell | out | 159 | 33.27 | 9 | -3.18 | 0.00 | 251.22 | 100 970.62 | tp 33.27 |
| 2015.09.30 00:00:00 | 10 | EPD | buy | in | 223 | 22.56 | 10 | -4.46 | 0.00 | 0.00 | 100 966.16 | EPD |
| 2015.09.30 00:59:57 | 11 | EPD | sell | out | 223 | 23.69 | 11 | -4.46 | 0.00 | 251.99 | 101 213.69 | tp 23.69 |
| 2015.12.08 00:00:00 | 12 | EPD | buy | in | 242 | 20.93 | 12 | -4.84 | 0.00 | 0.00 | 101 208.85 | EPD |
| 2015.12.08 00:59:57 | 13 | EPD | sell | out | 242 | 21.98 | 13 | -4.84 | 0.00 | 254.10 | 101 458.11 | tp 21.98 |
| 2016.11.02 00:00:00 | 14 | EPD | buy | in | 206 | 24.61 | 14 | -4.12 | 0.00 | 0.00 | 101 453.99 | EPD |
| 2016.11.10 00:59:57 | 15 | EPD | sell | out | 206 | 25.84 | 15 | -4.12 | 0.00 | 253.38 | 101 703.25 | tp 25.84 |
| 2018.06.25 22:00:00 | 16 | EPD | buy | in | 188 | 27.05 | 16 | -3.76 | 0.00 | 0.00 | 101 699.49 | EPD |
| 2018.07.13 18:59:58 | 17 | EPD | sell | out | 188 | 28.40 | 17 | -3.76 | 0.00 | 253.80 | 101 949.53 | tp 28.40 |
| 2018.10.11 16:00:00 | 18 | EPD | buy | in | 179 | 28.43 | 18 | -3.58 | 0.00 | 0.00 | 101 945.95 | EPD |
| 2019.07.10 16:59:59 | 19 | EPD | sell | out | 179 | 29.85 | 19 | -3.58 | 0.00 | 254.18 | 102 196.55 | tp 29.85 |
| 2019.10.30 15:00:00 | 20 | EPD | buy | in | 193 | 26.37 | 20 | -3.86 | 0.00 | 0.00 | 102 192.69 | EPD |
| 2019.12.11 16:00:00 | 21 | EPD | sell | out | 193 | 27.69 | 21 | -3.86 | 0.00 | 254.76 | 102 443.59 | tp 27.69 |
| 2020.03.09 15:00:00 | 22 | EPD | buy | in | 357 | 14.33 | 22 | -7.14 | 0.00 | 0.00 | 102 436.45 | EPD |
| 2020.03.09 15:59:59 | 23 | EPD | sell | out | 357 | 15.05 | 23 | -7.14 | 0.00 | 257.04 | 102 686.35 | tp 15.05 |
| 2020.03.09 16:00:00 | 24 | EPD | buy | in | 351 | 14.61 | 24 | -7.02 | 0.00 | 0.00 | 102 679.33 | EPD |
| 2020.03.09 16:59:57 | 25 | EPD | sell | out | 351 | 15.34 | 25 | -7.02 | 0.00 | 256.23 | 102 928.54 | tp 15.34 |
| 2020.03.09 17:00:00 | 26 | EPD | buy | in | 273 | 18.85 | 26 | -5.46 | 0.00 | 0.00 | 102 923.08 | EPD |
| 2020.03.09 18:59:58 | 27 | EPD | sell | out | 273 | 19.79 | 27 | -5.46 | 0.00 | 256.62 | 103 174.24 | tp 19.79 |
| 2020.06.24 18:00:00 | 28 | EPD | buy | in | 285 | 18.08 | 28 | -5.70 | 0.00 | 0.00 | 103 168.54 | EPD |
| 2020.08.14 18:59:59 | 29 | EPD | sell | out | 285 | 18.98 | 29 | -5.70 | 0.00 | 256.50 | 103 419.34 | tp 18.98 |
| -128.60 | 0.00 | 3 547.94 | 103 419.34 | |||||||||