Strategy Tester Report
AdmiralMarkets-Live (Build 2815)
Settings
Expert: Stock Trader Hedge
Symbol: INTC
Period: H1 (2012.01.01 - 2021.12.31)
Inputs: T_0=General Settings
Comment=INTC
Slippage=5
MagicNumber=100053
Balance_Type=0
MM_Type=0
AutoRisk=5
TimeFrame=16385
TakeProfit=5
RSI_Period=9
RSI_Level=80
Stochastic_Period=12
Stochastic_Level=80
CCI_Period=36
CCI_Level=150
Slow_CCI_TF=16388
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
History Quality: 90%
Bars: 16902 Ticks: 63522 Symbols: 1
Total Net Profit: 6 006.09 Balance Drawdown Absolute: 3.78 Equity Drawdown Absolute: 296.33
Gross Profit: 6 072.17 Balance Drawdown Maximal: 4.10 (0.00%) Equity Drawdown Maximal: 1 446.00 (1.42%)
Gross Loss: -66.08 Balance Drawdown Relative: 0.00% (4.10) Equity Drawdown Relative: 1.42% (1 446.00)
Profit Factor: 91.89 Expected Payoff: 253.01 Margin Level: 1882.46%
Recovery Factor: 4.15 Sharpe Ratio: 311.00 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: 20.15
Total Trades: 24 Short Trades (won %): 0 (0.00%) Long Trades (won %): 24 (100.00%)
Total Deals: 48 Profit Trades (% of total): 24 (100.00%) Loss Trades (% of total): 0 (0.00%)
Largest profit trade: 260.51 Largest loss trade: 0.00
Average profit trade: 253.01 Average loss trade: 0.00
Maximum consecutive wins ($): 24 (6 072.17) Maximum consecutive losses ($): 0 (0.00)
Maximal consecutive profit (count): 6 072.17 (24) Maximal consecutive loss (count): 0.00 (0)
Average consecutive wins: 24 Average consecutive losses: 0
Graph
Graph
Correlation (Profits,MFE): 0.46 Correlation (Profits,MAE): 0.02 Correlation (MFE,MAE): 0.0945
Graph
Minimal position holding time: 2:59:58 Maximal position holding time: 8761:59:57 Average position holding time: 1629:22:27
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2012.02.16 00:00:002INTCbuy189 / 18926.4027.722012.02.16 00:00:00filledINTC
2012.03.14 00:59:573INTCsell189 / 18927.722012.03.14 00:59:57filledtp 27.72
2012.04.10 20:00:004INTCbuy182 / 18227.4828.852012.04.10 20:00:00filledINTC
2012.05.01 00:59:575INTCsell182 / 18228.852012.05.01 00:59:57filledtp 28.85
2012.05.23 00:00:006INTCbuy197 / 19725.4826.752012.05.23 00:00:00filledINTC
2012.06.13 00:59:577INTCsell197 / 19726.752012.06.13 00:59:57filledtp 26.75
2012.07.11 17:00:008INTCbuy198 / 19825.3226.592012.07.11 17:00:00filledINTC
2012.08.07 00:59:579INTCsell198 / 19826.592012.08.07 00:59:57filledtp 26.59
2012.08.22 20:00:0010INTCbuy196 / 19625.6726.952012.08.22 20:00:00filledINTC
2014.01.15 21:59:5711INTCsell196 / 19626.952014.01.15 21:59:57filledtp 26.95
2014.01.29 22:00:0012INTCbuy205 / 20524.6825.912014.01.29 22:00:00filledINTC
2014.03.31 17:59:5713INTCsell205 / 20525.912014.03.31 17:59:57filledtp 25.91
2014.05.16 17:00:0014INTCbuy196 / 19625.8227.112014.05.16 17:00:00filledINTC
2014.05.30 16:59:5715INTCsell196 / 19627.112014.05.30 16:59:57filledtp 27.11
2014.09.25 18:00:0016INTCbuy148 / 14834.1935.902014.09.25 18:00:00filledINTC
2014.11.20 22:59:5717INTCsell148 / 14835.902014.11.20 22:59:57filledtp 35.90
2015.01.27 16:00:0018INTCbuy150 / 15033.8235.512015.01.27 16:00:00filledINTC
2015.12.29 20:59:5819INTCsell150 / 15035.512015.12.29 20:59:58filledtp 35.51
2016.01.04 16:00:0020INTCbuy150 / 15033.8735.562016.01.04 16:00:00filledINTC
2016.07.20 19:59:5821INTCsell150 / 15035.562016.07.20 19:59:58filledtp 35.56
2016.10.19 16:00:0022INTCbuy142 / 14236.0537.852016.10.19 16:00:00filledINTC
2017.01.25 16:00:0023INTCsell142 / 14237.852017.01.25 16:00:00filledtp 37.85
2017.02.09 20:00:0024INTCbuy142 / 14236.0537.852017.02.09 20:00:00filledINTC
2017.09.28 22:59:5925INTCsell142 / 14237.852017.09.28 22:59:59filledtp 37.85
2017.12.04 16:00:0026INTCbuy121 / 12145.0247.132017.12.04 16:00:00filledINTC
2017.12.20 16:00:0027INTCsell121 / 12147.132017.12.20 16:00:00filledtp 47.13
2018.04.02 21:00:0028INTCbuy108 / 10847.5549.932018.04.02 21:00:00filledINTC
2018.04.03 22:59:5829INTCsell108 / 10849.932018.04.03 22:59:58filledtp 49.93
2018.06.18 16:00:0030INTCbuy96 / 9653.5356.212018.06.18 16:00:00filledINTC
2019.04.12 20:59:5731INTCsell96 / 9656.212019.04.12 20:59:57filledtp 56.21
2019.04.26 19:00:0032INTCbuy100 / 10051.7754.362019.04.26 19:00:00filledINTC
2019.10.25 16:00:0033INTCsell100 / 10054.362019.10.25 16:00:00filledtp 54.36
2019.12.03 19:00:0034INTCbuy92 / 9256.1458.952019.12.03 19:00:00filledINTC
2019.12.20 22:59:5835INTCsell92 / 9258.952019.12.20 22:59:58filledtp 58.95
2020.02.28 16:00:0036INTCbuy95 / 9554.6757.402020.02.28 16:00:00filledINTC
2020.03.02 22:59:5837INTCsell95 / 9557.402020.03.02 22:59:58filledtp 57.40
2020.03.09 15:00:0038INTCbuy104 / 10450.0152.512020.03.09 15:00:00filledINTC
2020.03.09 17:59:5839INTCsell104 / 10452.512020.03.09 17:59:58filledtp 52.51
2020.03.09 18:00:0040INTCbuy99 / 9952.4855.102020.03.09 18:00:00filledINTC
2020.03.26 17:59:5841INTCsell99 / 9955.102020.03.26 17:59:58filledtp 55.10
2020.05.14 17:00:0042INTCbuy92 / 9256.4659.282020.05.14 17:00:00filledINTC
2020.05.18 16:00:0043INTCsell92 / 9259.282020.05.18 16:00:00filledtp 59.28
2020.06.25 17:00:0044INTCbuy90 / 9057.9160.812020.06.25 17:00:00filledINTC
2020.07.20 21:59:5745INTCsell90 / 9060.812020.07.20 21:59:57filledtp 60.81
2020.07.24 16:00:0046INTCbuy103 / 10350.7653.302020.07.24 16:00:00filledINTC
2020.10.08 16:59:5847INTCsell103 / 10353.302020.10.08 16:59:58filledtp 53.30
2020.10.23 16:00:0048INTCbuy109 / 10948.3050.712020.10.23 16:00:00filledINTC
2020.12.03 19:59:5749INTCsell109 / 10950.712020.12.03 19:59:57filledtp 50.71
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2012.01.01 00:00:001balance0.000.00100 000.00100 000.00
2012.02.16 00:00:002INTCbuyin18926.402-3.780.000.0099 996.22INTC
2012.03.14 00:59:573INTCsellout18927.723-3.780.00249.48100 241.92tp 27.72
2012.04.10 20:00:004INTCbuyin18227.484-3.640.000.00100 238.28INTC
2012.05.01 00:59:575INTCsellout18228.855-3.640.00249.34100 483.98tp 28.85
2012.05.23 00:00:006INTCbuyin19725.486-3.940.000.00100 480.04INTC
2012.06.13 00:59:577INTCsellout19726.757-3.940.00250.19100 726.29tp 26.75
2012.07.11 17:00:008INTCbuyin19825.328-3.960.000.00100 722.33INTC
2012.08.07 00:59:579INTCsellout19826.599-3.960.00251.46100 969.83tp 26.59
2012.08.22 20:00:0010INTCbuyin19625.6710-3.920.000.00100 965.91INTC
2014.01.15 21:59:5711INTCsellout19626.9511-3.920.00250.88101 212.87tp 26.95
2014.01.29 22:00:0012INTCbuyin20524.6812-4.100.000.00101 208.77INTC
2014.03.31 17:59:5713INTCsellout20525.9113-4.100.00252.15101 456.82tp 25.91
2014.05.16 17:00:0014INTCbuyin19625.8214-3.920.000.00101 452.90INTC
2014.05.30 16:59:5715INTCsellout19627.1115-3.920.00252.84101 701.82tp 27.11
2014.09.25 18:00:0016INTCbuyin14834.1916-2.960.000.00101 698.86INTC
2014.11.20 22:59:5717INTCsellout14835.9017-2.960.00253.08101 948.98tp 35.90
2015.01.27 16:00:0018INTCbuyin15033.8218-3.000.000.00101 945.98INTC
2015.12.29 20:59:5819INTCsellout15035.5119-3.000.00253.50102 196.48tp 35.51
2016.01.04 16:00:0020INTCbuyin15033.8720-3.000.000.00102 193.48INTC
2016.07.20 19:59:5821INTCsellout15035.5621-3.000.00253.50102 443.98tp 35.56
2016.10.19 16:00:0022INTCbuyin14236.0522-2.840.000.00102 441.14INTC
2017.01.25 16:00:0023INTCsellout14237.8523-2.840.00255.60102 693.90tp 37.85
2017.02.09 20:00:0024INTCbuyin14236.0524-2.840.000.00102 691.06INTC
2017.09.28 22:59:5925INTCsellout14237.8525-2.840.00255.60102 943.82tp 37.85
2017.12.04 16:00:0026INTCbuyin12145.0226-2.420.000.00102 941.40INTC
2017.12.20 16:00:0027INTCsellout12147.1327-2.420.00255.31103 194.29tp 47.13
2018.04.02 21:00:0028INTCbuyin10847.5528-2.160.000.00103 192.13INTC
2018.04.03 22:59:5829INTCsellout10849.9329-2.160.00257.04103 447.01tp 49.93
2018.06.18 16:00:0030INTCbuyin9653.5330-1.920.000.00103 445.09INTC
2019.04.12 20:59:5731INTCsellout9656.2131-1.920.00257.28103 700.45tp 56.21
2019.04.26 19:00:0032INTCbuyin10051.7732-2.000.000.00103 698.45INTC
2019.10.25 16:00:0033INTCsellout10054.3633-2.000.00259.00103 955.45tp 54.36
2019.12.03 19:00:0034INTCbuyin9256.1434-1.840.000.00103 953.61INTC
2019.12.20 22:59:5835INTCsellout9258.9535-1.840.00258.52104 210.29tp 58.95
2020.02.28 16:00:0036INTCbuyin9554.6736-1.900.000.00104 208.39INTC
2020.03.02 22:59:5837INTCsellout9557.4037-1.900.00259.35104 465.84tp 57.40
2020.03.09 15:00:0038INTCbuyin10450.0138-2.080.000.00104 463.76INTC
2020.03.09 17:59:5839INTCsellout10452.5139-2.080.00260.00104 721.68tp 52.51
2020.03.09 18:00:0040INTCbuyin9952.4840-1.980.000.00104 719.70INTC
2020.03.26 17:59:5841INTCsellout9955.1041-1.980.00259.38104 977.10tp 55.10
2020.05.14 17:00:0042INTCbuyin9256.4642-1.840.000.00104 975.26INTC
2020.05.18 16:00:0043INTCsellout9259.2843-1.840.00259.44105 232.86tp 59.28
2020.06.25 17:00:0044INTCbuyin9057.9144-1.800.000.00105 231.06INTC
2020.07.20 21:59:5745INTCsellout9060.8145-1.800.00261.00105 490.26tp 60.81
2020.07.24 16:00:0046INTCbuyin10350.7646-2.060.000.00105 488.20INTC
2020.10.08 16:59:5847INTCsellout10353.3047-2.060.00261.62105 747.76tp 53.30
2020.10.23 16:00:0048INTCbuyin10948.3048-2.180.000.00105 745.58INTC
2020.12.03 19:59:5749INTCsellout10950.7149-2.180.00262.69106 006.09tp 50.71
-132.16 0.00 6 138.25 106 006.09