Strategy Tester Report |
||||||||||||
AdmiralMarkets-Live (Build 2815) |
||||||||||||
Settings |
||||||||||||
| Expert: | Stock Trader Hedge | |||||||||||
| Symbol: | HRB | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=HRB | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100016 | ||||||||||||
| Balance_Type=0 | ||||||||||||
| MM_Type=0 | ||||||||||||
| AutoRisk=5 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| TakeProfit=5 | ||||||||||||
| RSI_Period=21 | ||||||||||||
| RSI_Level=80 | ||||||||||||
| Stochastic_Period=18 | ||||||||||||
| Stochastic_Level=70 | ||||||||||||
| CCI_Period=51 | ||||||||||||
| CCI_Level=200 | ||||||||||||
| Slow_CCI_TF=16388 | ||||||||||||
| Slow_CCI_Period=51 | ||||||||||||
| 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: | 25266 | Symbols: | 1 | |||||||
| Total Net Profit: | 2 320.62 | Balance Drawdown Absolute: | 6.60 | Equity Drawdown Absolute: | 540.33 | |||||||
| Gross Profit: | 3 484.69 | Balance Drawdown Maximal: | 1 101.43 (1.06%) | Equity Drawdown Maximal: | 3 154.69 (3.05%) | |||||||
| Gross Loss: | -1 164.07 | Balance Drawdown Relative: | 1.06% (1 101.43) | Equity Drawdown Relative: | 3.05% (3 154.69) | |||||||
| Profit Factor: | 2.99 | Expected Payoff: | 154.71 | Margin Level: | 1943.01% | |||||||
| Recovery Factor: | 0.74 | Sharpe Ratio: | 0.48 | Z-Score: | -1.08 (71.99%) | |||||||
| AHPR: | 1.0015 (0.15%) | LR Correlation: | 0.96 | OnTester result: | 0 | |||||||
| GHPR: | 1.0015 (0.15%) | LR Standard Error: | 313.52 | |||||||||
| Total Trades: | 15 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 15 (93.33%) | |||||||
| Total Deals: | 30 | Profit Trades (% of total): | 14 (93.33%) | Loss Trades (% of total): | 1 (6.67%) | |||||||
| Largest profit trade: | 253.50 | Largest loss trade: | -1 097.69 | |||||||||
| Average profit trade: | 248.91 | Average loss trade: | -1 164.07 | |||||||||
| Maximum consecutive wins ($): | 14 (3 484.69) | Maximum consecutive losses ($): | 1 (-1 097.69) | |||||||||
| Maximal consecutive profit (count): | 3 484.69 (14) | Maximal consecutive loss (count): | -1 097.69 (1) | |||||||||
| Average consecutive wins: | 14 | Average consecutive losses: | 1 | |||||||||
 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
 |
||||||||||||
| Correlation (Profits,MFE): | 0.65 | Correlation (Profits,MAE): | 0.85 | Correlation (MFE,MAE): | 0.5937 | |||||||
 |
||||||||||||
| Minimal position holding time: | 0:59:57 | Maximal position holding time: | 10565:59:59 | Average position holding time: | 1628:19:57 | |||||||
 |
||||||||||||
Orders |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.03.08 00:00:00 | 2 | HRB | buy | 330 / 330 | 15.17 | 15.93 | 2012.03.08 00:00:00 | filled | HRB | |||
| 2012.03.08 00:59:57 | 3 | HRB | sell | 330 / 330 | 15.93 | 2012.03.08 00:59:57 | filled | tp 15.93 | ||||
| 2012.04.26 00:00:00 | 4 | HRB | buy | 347 / 347 | 14.44 | 15.16 | 2012.04.26 00:00:00 | filled | HRB | |||
| 2012.04.26 00:59:57 | 5 | HRB | sell | 347 / 347 | 15.16 | 2012.04.26 00:59:57 | filled | tp 15.16 | ||||
| 2012.04.27 00:00:00 | 6 | HRB | buy | 336 / 336 | 14.97 | 15.72 | 2012.04.27 00:00:00 | filled | HRB | |||
| 2012.06.06 00:59:57 | 7 | HRB | sell | 336 / 336 | 15.72 | 2012.06.06 00:59:57 | filled | tp 15.72 | ||||
| 2014.10.06 00:00:00 | 8 | HRB | buy | 169 / 169 | 29.75 | 31.24 | 2014.10.06 00:00:00 | filled | HRB | |||
| 2014.10.28 00:59:57 | 9 | HRB | sell | 169 / 169 | 31.24 | 2014.10.28 00:59:57 | filled | tp 31.24 | ||||
| 2015.12.10 00:00:00 | 10 | HRB | buy | 154 / 154 | 32.59 | 34.22 | 2015.12.10 00:00:00 | filled | HRB | |||
| 2016.02.01 00:59:57 | 11 | HRB | sell | 154 / 154 | 34.22 | 2016.02.01 00:59:57 | filled | tp 34.22 | ||||
| 2016.03.04 00:00:00 | 12 | HRB | buy | 172 / 172 | 29.29 | 30.75 | 2016.03.04 00:00:00 | filled | HRB | |||
| 2017.06.19 00:59:57 | 13 | HRB | sell | 172 / 172 | 30.75 | 2017.06.19 00:59:57 | filled | tp 30.75 | ||||
| 2017.08.30 00:00:00 | 14 | HRB | buy | 187 / 187 | 27.02 | 28.37 | 2017.08.30 00:00:00 | filled | HRB | |||
| 2017.12.06 00:59:57 | 15 | HRB | sell | 187 / 187 | 28.37 | 2017.12.06 00:59:57 | filled | tp 28.37 | ||||
| 2018.02.06 00:00:00 | 16 | HRB | buy | 211 / 211 | 24.03 | 25.23 | 2018.02.06 00:00:00 | filled | HRB | |||
| 2018.02.06 00:59:57 | 17 | HRB | sell | 211 / 211 | 25.23 | 2018.02.06 00:59:57 | filled | tp 25.23 | ||||
| 2018.06.13 16:00:00 | 18 | HRB | buy | 213 / 213 | 23.91 | 25.10 | 2018.06.13 16:00:00 | filled | HRB | |||
| 2018.07.25 18:59:58 | 19 | HRB | sell | 213 / 213 | 25.10 | 2018.07.25 18:59:58 | filled | tp 25.10 | ||||
| 2018.09.10 19:00:00 | 20 | HRB | buy | 199 / 199 | 25.68 | 26.96 | 2018.09.10 19:00:00 | filled | HRB | |||
| 2018.10.10 17:59:58 | 21 | HRB | sell | 199 / 199 | 26.96 | 2018.10.10 17:59:58 | filled | tp 26.96 | ||||
| 2018.12.06 17:00:00 | 22 | HRB | buy | 191 / 191 | 26.75 | 28.09 | 2018.12.06 17:00:00 | filled | HRB | |||
| 2018.12.06 19:59:58 | 23 | HRB | sell | 191 / 191 | 28.09 | 2018.12.06 19:59:58 | filled | tp 28.09 | ||||
| 2019.01.31 16:00:00 | 24 | HRB | buy | 212 / 212 | 24.15 | 25.36 | 2019.01.31 16:00:00 | filled | HRB | |||
| 2019.02.25 16:59:57 | 25 | HRB | sell | 212 / 212 | 25.36 | 2019.02.25 16:59:57 | filled | tp 25.36 | ||||
| 2019.03.20 18:00:00 | 26 | HRB | buy | 216 / 216 | 23.76 | 24.95 | 2019.03.20 18:00:00 | filled | HRB | |||
| 2019.04.05 16:59:59 | 27 | HRB | sell | 216 / 216 | 24.95 | 2019.04.05 16:59:59 | filled | tp 24.95 | ||||
| 2019.05.29 19:00:00 | 28 | HRB | buy | 195 / 195 | 26.45 | 27.77 | 2019.05.29 19:00:00 | filled | HRB | |||
| 2019.06.11 16:59:58 | 29 | HRB | sell | 195 / 195 | 27.77 | 2019.06.11 16:59:58 | filled | tp 27.77 | ||||
| 2019.07.23 17:00:00 | 30 | HRB | buy | 187 / 187 | 27.62 | 29.00 | 2019.07.23 17:00:00 | filled | HRB | |||
| 2021.03.30 22:59:59 | 31 | HRB | sell | 187 / 187 | 21.77 | 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 | ||||||
| 2012.03.08 00:00:00 | 2 | HRB | buy | in | 330 | 15.17 | 2 | -6.60 | 0.00 | 0.00 | 99 993.40 | HRB |
| 2012.03.08 00:59:57 | 3 | HRB | sell | out | 330 | 15.93 | 3 | -6.60 | 0.00 | 250.80 | 100 237.60 | tp 15.93 |
| 2012.04.26 00:00:00 | 4 | HRB | buy | in | 347 | 14.44 | 4 | -6.94 | 0.00 | 0.00 | 100 230.66 | HRB |
| 2012.04.26 00:59:57 | 5 | HRB | sell | out | 347 | 15.16 | 5 | -6.94 | 0.00 | 249.84 | 100 473.56 | tp 15.16 |
| 2012.04.27 00:00:00 | 6 | HRB | buy | in | 336 | 14.97 | 6 | -6.72 | 0.00 | 0.00 | 100 466.84 | HRB |
| 2012.06.06 00:59:57 | 7 | HRB | sell | out | 336 | 15.72 | 7 | -6.72 | 0.00 | 252.00 | 100 712.12 | tp 15.72 |
| 2014.10.06 00:00:00 | 8 | HRB | buy | in | 169 | 29.75 | 8 | -3.38 | 0.00 | 0.00 | 100 708.74 | HRB |
| 2014.10.28 00:59:57 | 9 | HRB | sell | out | 169 | 31.24 | 9 | -3.38 | 0.00 | 251.81 | 100 957.17 | tp 31.24 |
| 2015.12.10 00:00:00 | 10 | HRB | buy | in | 154 | 32.59 | 10 | -3.08 | 0.00 | 0.00 | 100 954.09 | HRB |
| 2016.02.01 00:59:57 | 11 | HRB | sell | out | 154 | 34.22 | 11 | -3.08 | 0.00 | 251.02 | 101 202.03 | tp 34.22 |
| 2016.03.04 00:00:00 | 12 | HRB | buy | in | 172 | 29.29 | 12 | -3.44 | 0.00 | 0.00 | 101 198.59 | HRB |
| 2017.06.19 00:59:57 | 13 | HRB | sell | out | 172 | 30.75 | 13 | -3.44 | 0.00 | 251.12 | 101 446.27 | tp 30.75 |
| 2017.08.30 00:00:00 | 14 | HRB | buy | in | 187 | 27.02 | 14 | -3.74 | 0.00 | 0.00 | 101 442.53 | HRB |
| 2017.12.06 00:59:57 | 15 | HRB | sell | out | 187 | 28.37 | 15 | -3.74 | 0.00 | 252.45 | 101 691.24 | tp 28.37 |
| 2018.02.06 00:00:00 | 16 | HRB | buy | in | 211 | 24.03 | 16 | -4.22 | 0.00 | 0.00 | 101 687.02 | HRB |
| 2018.02.06 00:59:57 | 17 | HRB | sell | out | 211 | 25.23 | 17 | -4.22 | 0.00 | 253.20 | 101 936.00 | tp 25.23 |
| 2018.06.13 16:00:00 | 18 | HRB | buy | in | 213 | 23.91 | 18 | -4.26 | 0.00 | 0.00 | 101 931.74 | HRB |
| 2018.07.25 18:59:58 | 19 | HRB | sell | out | 213 | 25.10 | 19 | -4.26 | 0.00 | 253.47 | 102 180.95 | tp 25.10 |
| 2018.09.10 19:00:00 | 20 | HRB | buy | in | 199 | 25.68 | 20 | -3.98 | 0.00 | 0.00 | 102 176.97 | HRB |
| 2018.10.10 17:59:58 | 21 | HRB | sell | out | 199 | 26.96 | 21 | -3.98 | 0.00 | 254.72 | 102 427.71 | tp 26.96 |
| 2018.12.06 17:00:00 | 22 | HRB | buy | in | 191 | 26.75 | 22 | -3.82 | 0.00 | 0.00 | 102 423.89 | HRB |
| 2018.12.06 19:59:58 | 23 | HRB | sell | out | 191 | 28.09 | 23 | -3.82 | 0.00 | 255.94 | 102 676.01 | tp 28.09 |
| 2019.01.31 16:00:00 | 24 | HRB | buy | in | 212 | 24.15 | 24 | -4.24 | 0.00 | 0.00 | 102 671.77 | HRB |
| 2019.02.25 16:59:57 | 25 | HRB | sell | out | 212 | 25.36 | 25 | -4.24 | 0.00 | 256.52 | 102 924.05 | tp 25.36 |
| 2019.03.20 18:00:00 | 26 | HRB | buy | in | 216 | 23.76 | 26 | -4.32 | 0.00 | 0.00 | 102 919.73 | HRB |
| 2019.04.05 16:59:59 | 27 | HRB | sell | out | 216 | 24.95 | 27 | -4.32 | 0.00 | 257.04 | 103 172.45 | tp 24.95 |
| 2019.05.29 19:00:00 | 28 | HRB | buy | in | 195 | 26.45 | 28 | -3.90 | 0.00 | 0.00 | 103 168.55 | HRB |
| 2019.06.11 16:59:58 | 29 | HRB | sell | out | 195 | 27.77 | 29 | -3.90 | 0.00 | 257.40 | 103 422.05 | tp 27.77 |
| 2019.07.23 17:00:00 | 30 | HRB | buy | in | 187 | 27.62 | 30 | -3.74 | 0.00 | 0.00 | 103 418.31 | HRB |
| 2021.03.30 22:59:59 | 31 | HRB | sell | out | 187 | 21.77 | 31 | -3.74 | 0.00 | -1 093.95 | 102 320.62 | end of test |
| -132.76 | 0.00 | 2 453.38 | 102 320.62 | |||||||||