Strategy Tester Report
AdmiralMarkets-Live (Build 2815)
Settings
Expert:			Stock Trader Hedge
Symbol:			GPC
Period:			H1 (2012.01.01 - 2021.12.31)
Inputs:			T_0=General Settings
			Comment=GPC
			Slippage=5
			MagicNumber=100014
			Balance_Type=0
			MM_Type=0
			AutoRisk=5
			TimeFrame=16385
			TakeProfit=5
			RSI_Period=21
			RSI_Level=50
			Stochastic_Period=9
			Stochastic_Level=70
			CCI_Period=36
			CCI_Level=100
			Slow_CCI_TF=16385
			Slow_CCI_Period=36
			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:			6708	Ticks:			25842	Symbols:			1
Total Net Profit:			5 482.29	Balance Drawdown Absolute:			1.60	Equity Drawdown Absolute:			202.96
Gross Profit:			5 510.13	Balance Drawdown Maximal:			1.68 (0.00%)	Equity Drawdown Maximal:			2 955.04 (2.81%)
Gross Loss:			-27.84	Balance Drawdown Relative:			0.00% (1.68)	Equity Drawdown Relative:			2.81% (2 955.04)
Profit Factor:			197.92	Expected Payoff:			250.46	Margin Level:			1981.50%
Recovery Factor:			1.86	Sharpe Ratio:			16.89	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:			14.50
Total Trades:			22	Short Trades (won %):			0 (0.00%)	Long Trades (won %):			22 (100.00%)
Total Deals:			44	Profit Trades (% of total):			22 (100.00%)	Loss Trades (% of total):			0 (0.00%)
				Largest profit trade:			260.12	Largest loss trade:			0.00
				Average profit trade:			250.46	Average loss trade:			0.00
				Maximum consecutive wins ($):			22 (5 510.13)	Maximum consecutive losses ($):			0 (0.00)
				Maximal consecutive profit (count):			5 510.13 (22)	Maximal consecutive loss (count):			0.00 (0)
				Average consecutive wins:			22	Average consecutive losses:			0
Correlation (Profits,MFE):			0.29	Correlation (Profits,MAE):			-0.18	Correlation (MFE,MAE):			-0.0289
Minimal position holding time:			120:59:57	Maximal position holding time:			11904:59:57	Average position holding time:			1981:40:51

Orders
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2012.02.24 00:00:00	2	GPC	buy	80 / 80		62.32		65.44	2012.02.24 00:00:00		filled	GPC
2012.04.19 00:59:57	3	GPC	sell	80 / 80		65.44			2012.04.19 00:59:57		filled	tp 65.44
2012.05.18 00:00:00	4	GPC	buy	82 / 82		61.04		64.09	2012.05.18 00:00:00		filled	GPC
2012.07.19 00:59:57	5	GPC	sell	82 / 82		64.09			2012.07.19 00:59:57		filled	tp 64.09
2012.09.05 00:00:00	6	GPC	buy	82 / 82		61.17		64.23	2012.09.05 00:00:00		filled	GPC
2012.10.18 00:59:57	7	GPC	sell	82 / 82		64.23			2012.10.18 00:59:57		filled	tp 64.23
2012.10.22 00:00:00	8	GPC	buy	82 / 82		61.01		64.06	2012.10.22 00:00:00		filled	GPC
2012.11.01 00:59:57	9	GPC	sell	82 / 82		64.06			2012.11.01 00:59:57		filled	tp 64.06
2012.11.15 00:00:00	10	GPC	buy	84 / 84		60.12		63.13	2012.11.15 00:00:00		filled	GPC
2012.11.27 00:59:57	11	GPC	sell	84 / 84		63.13			2012.11.27 00:59:57		filled	tp 63.13
2013.04.23 00:00:00	12	GPC	buy	69 / 69		73.27		76.93	2013.04.23 00:00:00		filled	GPC
2013.05.03 00:59:57	13	GPC	sell	69 / 69		76.93			2013.05.03 00:59:57		filled	tp 76.93
2013.06.24 00:00:00	14	GPC	buy	67 / 67		75.59		79.37	2013.06.24 00:00:00		filled	GPC
2013.07.01 00:59:57	15	GPC	sell	67 / 67		79.37			2013.07.01 00:59:57		filled	tp 79.37
2013.08.16 00:00:00	16	GPC	buy	64 / 64		78.30		82.21	2013.08.16 00:00:00		filled	GPC
2013.09.19 00:59:57	17	GPC	sell	64 / 64		82.21			2013.09.19 00:59:57		filled	tp 82.21
2013.10.18 00:00:00	18	GPC	buy	65 / 65		78.00		81.90	2013.10.18 00:00:00		filled	GPC
2013.11.13 00:59:57	19	GPC	sell	65 / 65		81.90			2013.11.13 00:59:57		filled	tp 81.90
2014.01.31 00:00:00	20	GPC	buy	63 / 63		81.10		85.15	2014.01.31 00:00:00		filled	GPC
2014.02.14 00:59:57	21	GPC	sell	63 / 63		85.15			2014.02.14 00:59:57		filled	tp 85.15
2014.04.08 00:00:00	22	GPC	buy	60 / 60		84.58		88.81	2014.04.08 00:00:00		filled	GPC
2014.04.22 00:59:57	23	GPC	sell	60 / 60		88.81			2014.04.22 00:59:57		filled	tp 88.81
2014.05.21 00:00:00	24	GPC	buy	61 / 61		84.18		88.39	2014.05.21 00:00:00		filled	GPC
2014.07.03 00:59:57	25	GPC	sell	61 / 61		88.39			2014.07.03 00:59:57		filled	tp 88.39
2014.07.25 00:00:00	26	GPC	buy	60 / 60		85.13		89.39	2014.07.25 00:00:00		filled	GPC
2014.09.17 00:00:00	27	GPC	sell	60 / 60		89.39			2014.09.17 00:00:00		filled	tp 89.39
2014.10.01 00:00:00	28	GPC	buy	60 / 60		86.02		90.32	2014.10.01 00:00:00		filled	GPC
2014.10.21 00:59:57	29	GPC	sell	60 / 60		90.32			2014.10.21 00:59:57		filled	tp 90.32
2015.01.13 00:00:00	30	GPC	buy	52 / 52		98.53		103.46	2015.01.13 00:00:00		filled	GPC
2016.07.06 00:59:57	31	GPC	sell	52 / 52		103.46			2016.07.06 00:59:57		filled	tp 103.46
2016.09.08 00:00:00	32	GPC	buy	51 / 51		100.20		105.21	2016.09.08 00:00:00		filled	GPC
2018.01.24 00:59:57	33	GPC	sell	51 / 51		105.21			2018.01.24 00:59:57		filled	tp 105.21
2018.02.21 00:00:00	34	GPC	buy	55 / 55		94.42		99.14	2018.02.21 00:00:00		filled	GPC
2018.07.24 16:59:58	35	GPC	sell	55 / 55		99.14			2018.07.24 16:59:58		filled	tp 99.14
2018.07.25 20:00:00	36	GPC	buy	54 / 54		95.85		100.64	2018.07.25 20:00:00		filled	GPC
2018.09.05 16:59:57	37	GPC	sell	54 / 54		100.64			2018.09.05 16:59:57		filled	tp 100.64
2018.09.14 17:00:00	38	GPC	buy	51 / 51		101.31		106.37	2018.09.14 17:00:00		filled	GPC
2019.02.15 16:59:57	39	GPC	sell	51 / 51		106.37			2019.02.15 16:59:57		filled	tp 106.37
2019.02.27 17:00:00	40	GPC	buy	48 / 48		108.90		114.34	2019.02.27 17:00:00		filled	GPC
2019.04.05 17:59:58	41	GPC	sell	48 / 48		114.34			2019.04.05 17:59:58		filled	tp 114.34
2019.04.12 19:00:00	42	GPC	buy	46 / 46		112.07		117.67	2019.04.12 19:00:00		filled	GPC
2021.03.08 19:59:57	43	GPC	sell	46 / 46		117.67			2021.03.08 19:59:57		filled	tp 117.67
2021.03.16 17:00:00	44	GPC	buy	46 / 46		113.38		119.04	2021.03.16 17:00:00		filled	GPC
2021.03.30 22:59:59	45	GPC	sell	46 / 46		117.48			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
2012.02.24 00:00:00	2	GPC	buy	in	80	62.32	2	-1.60	0.00	0.00	99 998.40	GPC
2012.04.19 00:59:57	3	GPC	sell	out	80	65.44	3	-1.60	0.00	249.60	100 246.40	tp 65.44
2012.05.18 00:00:00	4	GPC	buy	in	82	61.04	4	-1.64	0.00	0.00	100 244.76	GPC
2012.07.19 00:59:57	5	GPC	sell	out	82	64.09	5	-1.64	0.00	250.10	100 493.22	tp 64.09
2012.09.05 00:00:00	6	GPC	buy	in	82	61.17	6	-1.64	0.00	0.00	100 491.58	GPC
2012.10.18 00:59:57	7	GPC	sell	out	82	64.23	7	-1.64	0.00	250.92	100 740.86	tp 64.23
2012.10.22 00:00:00	8	GPC	buy	in	82	61.01	8	-1.64	0.00	0.00	100 739.22	GPC
2012.11.01 00:59:57	9	GPC	sell	out	82	64.06	9	-1.64	0.00	250.10	100 987.68	tp 64.06
2012.11.15 00:00:00	10	GPC	buy	in	84	60.12	10	-1.68	0.00	0.00	100 986.00	GPC
2012.11.27 00:59:57	11	GPC	sell	out	84	63.13	11	-1.68	0.00	252.84	101 237.16	tp 63.13
2013.04.23 00:00:00	12	GPC	buy	in	69	73.27	12	-1.38	0.00	0.00	101 235.78	GPC
2013.05.03 00:59:57	13	GPC	sell	out	69	76.93	13	-1.38	0.00	252.54	101 486.94	tp 76.93
2013.06.24 00:00:00	14	GPC	buy	in	67	75.59	14	-1.34	0.00	0.00	101 485.60	GPC
2013.07.01 00:59:57	15	GPC	sell	out	67	79.37	15	-1.34	0.00	253.26	101 737.52	tp 79.37
2013.08.16 00:00:00	16	GPC	buy	in	64	78.30	16	-1.28	0.00	0.00	101 736.24	GPC
2013.09.19 00:59:57	17	GPC	sell	out	64	82.21	17	-1.28	0.00	250.24	101 985.20	tp 82.21
2013.10.18 00:00:00	18	GPC	buy	in	65	78.00	18	-1.30	0.00	0.00	101 983.90	GPC
2013.11.13 00:59:57	19	GPC	sell	out	65	81.90	19	-1.30	0.00	253.50	102 236.10	tp 81.90
2014.01.31 00:00:00	20	GPC	buy	in	63	81.10	20	-1.26	0.00	0.00	102 234.84	GPC
2014.02.14 00:59:57	21	GPC	sell	out	63	85.15	21	-1.26	0.00	255.15	102 488.73	tp 85.15
2014.04.08 00:00:00	22	GPC	buy	in	60	84.58	22	-1.20	0.00	0.00	102 487.53	GPC
2014.04.22 00:59:57	23	GPC	sell	out	60	88.81	23	-1.20	0.00	253.80	102 740.13	tp 88.81
2014.05.21 00:00:00	24	GPC	buy	in	61	84.18	24	-1.22	0.00	0.00	102 738.91	GPC
2014.07.03 00:59:57	25	GPC	sell	out	61	88.39	25	-1.22	0.00	256.81	102 994.50	tp 88.39
2014.07.25 00:00:00	26	GPC	buy	in	60	85.13	26	-1.20	0.00	0.00	102 993.30	GPC
2014.09.17 00:00:00	27	GPC	sell	out	60	89.39	27	-1.20	0.00	255.60	103 247.70	tp 89.39
2014.10.01 00:00:00	28	GPC	buy	in	60	86.02	28	-1.20	0.00	0.00	103 246.50	GPC
2014.10.21 00:59:57	29	GPC	sell	out	60	90.32	29	-1.20	0.00	258.00	103 503.30	tp 90.32
2015.01.13 00:00:00	30	GPC	buy	in	52	98.53	30	-1.04	0.00	0.00	103 502.26	GPC
2016.07.06 00:59:57	31	GPC	sell	out	52	103.46	31	-1.04	0.00	256.36	103 757.58	tp 103.46
2016.09.08 00:00:00	32	GPC	buy	in	51	100.20	32	-1.02	0.00	0.00	103 756.56	GPC
2018.01.24 00:59:57	33	GPC	sell	out	51	105.21	33	-1.02	0.00	255.51	104 011.05	tp 105.21
2018.02.21 00:00:00	34	GPC	buy	in	55	94.42	34	-1.10	0.00	0.00	104 009.95	GPC
2018.07.24 16:59:58	35	GPC	sell	out	55	99.14	35	-1.10	0.00	259.60	104 268.45	tp 99.14
2018.07.25 20:00:00	36	GPC	buy	in	54	95.85	36	-1.08	0.00	0.00	104 267.37	GPC
2018.09.05 16:59:57	37	GPC	sell	out	54	100.64	37	-1.08	0.00	258.66	104 524.95	tp 100.64
2018.09.14 17:00:00	38	GPC	buy	in	51	101.31	38	-1.02	0.00	0.00	104 523.93	GPC
2019.02.15 16:59:57	39	GPC	sell	out	51	106.37	39	-1.02	0.00	258.06	104 780.97	tp 106.37
2019.02.27 17:00:00	40	GPC	buy	in	48	108.90	40	-1.00	0.00	0.00	104 779.97	GPC
2019.04.05 17:59:58	41	GPC	sell	out	48	114.34	41	-1.00	0.00	261.12	105 040.09	tp 114.34
2019.04.12 19:00:00	42	GPC	buy	in	46	112.07	42	-1.00	0.00	0.00	105 039.09	GPC
2021.03.08 19:59:57	43	GPC	sell	out	46	117.67	43	-1.00	0.00	257.60	105 295.69	tp 117.67
2021.03.16 17:00:00	44	GPC	buy	in	46	113.38	44	-1.00	0.00	0.00	105 294.69	GPC
2021.03.30 22:59:59	45	GPC	sell	out	46	117.48	45	-1.00	0.00	188.60	105 482.29	end of test
								-55.68	0.00	5 537.97	105 482.29