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: | 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 |
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| 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 | |||||||||
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| Correlation (Profits,MFE): | 0.46 | Correlation (Profits,MAE): | 0.02 | Correlation (MFE,MAE): | 0.0945 | |||||||
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| Minimal position holding time: | 2:59:58 | Maximal position holding time: | 8761:59:57 | Average position holding time: | 1629:22:27 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.02.16 00:00:00 | 2 | INTC | buy | 189 / 189 | 26.40 | 27.72 | 2012.02.16 00:00:00 | filled | INTC | |||
| 2012.03.14 00:59:57 | 3 | INTC | sell | 189 / 189 | 27.72 | 2012.03.14 00:59:57 | filled | tp 27.72 | ||||
| 2012.04.10 20:00:00 | 4 | INTC | buy | 182 / 182 | 27.48 | 28.85 | 2012.04.10 20:00:00 | filled | INTC | |||
| 2012.05.01 00:59:57 | 5 | INTC | sell | 182 / 182 | 28.85 | 2012.05.01 00:59:57 | filled | tp 28.85 | ||||
| 2012.05.23 00:00:00 | 6 | INTC | buy | 197 / 197 | 25.48 | 26.75 | 2012.05.23 00:00:00 | filled | INTC | |||
| 2012.06.13 00:59:57 | 7 | INTC | sell | 197 / 197 | 26.75 | 2012.06.13 00:59:57 | filled | tp 26.75 | ||||
| 2012.07.11 17:00:00 | 8 | INTC | buy | 198 / 198 | 25.32 | 26.59 | 2012.07.11 17:00:00 | filled | INTC | |||
| 2012.08.07 00:59:57 | 9 | INTC | sell | 198 / 198 | 26.59 | 2012.08.07 00:59:57 | filled | tp 26.59 | ||||
| 2012.08.22 20:00:00 | 10 | INTC | buy | 196 / 196 | 25.67 | 26.95 | 2012.08.22 20:00:00 | filled | INTC | |||
| 2014.01.15 21:59:57 | 11 | INTC | sell | 196 / 196 | 26.95 | 2014.01.15 21:59:57 | filled | tp 26.95 | ||||
| 2014.01.29 22:00:00 | 12 | INTC | buy | 205 / 205 | 24.68 | 25.91 | 2014.01.29 22:00:00 | filled | INTC | |||
| 2014.03.31 17:59:57 | 13 | INTC | sell | 205 / 205 | 25.91 | 2014.03.31 17:59:57 | filled | tp 25.91 | ||||
| 2014.05.16 17:00:00 | 14 | INTC | buy | 196 / 196 | 25.82 | 27.11 | 2014.05.16 17:00:00 | filled | INTC | |||
| 2014.05.30 16:59:57 | 15 | INTC | sell | 196 / 196 | 27.11 | 2014.05.30 16:59:57 | filled | tp 27.11 | ||||
| 2014.09.25 18:00:00 | 16 | INTC | buy | 148 / 148 | 34.19 | 35.90 | 2014.09.25 18:00:00 | filled | INTC | |||
| 2014.11.20 22:59:57 | 17 | INTC | sell | 148 / 148 | 35.90 | 2014.11.20 22:59:57 | filled | tp 35.90 | ||||
| 2015.01.27 16:00:00 | 18 | INTC | buy | 150 / 150 | 33.82 | 35.51 | 2015.01.27 16:00:00 | filled | INTC | |||
| 2015.12.29 20:59:58 | 19 | INTC | sell | 150 / 150 | 35.51 | 2015.12.29 20:59:58 | filled | tp 35.51 | ||||
| 2016.01.04 16:00:00 | 20 | INTC | buy | 150 / 150 | 33.87 | 35.56 | 2016.01.04 16:00:00 | filled | INTC | |||
| 2016.07.20 19:59:58 | 21 | INTC | sell | 150 / 150 | 35.56 | 2016.07.20 19:59:58 | filled | tp 35.56 | ||||
| 2016.10.19 16:00:00 | 22 | INTC | buy | 142 / 142 | 36.05 | 37.85 | 2016.10.19 16:00:00 | filled | INTC | |||
| 2017.01.25 16:00:00 | 23 | INTC | sell | 142 / 142 | 37.85 | 2017.01.25 16:00:00 | filled | tp 37.85 | ||||
| 2017.02.09 20:00:00 | 24 | INTC | buy | 142 / 142 | 36.05 | 37.85 | 2017.02.09 20:00:00 | filled | INTC | |||
| 2017.09.28 22:59:59 | 25 | INTC | sell | 142 / 142 | 37.85 | 2017.09.28 22:59:59 | filled | tp 37.85 | ||||
| 2017.12.04 16:00:00 | 26 | INTC | buy | 121 / 121 | 45.02 | 47.13 | 2017.12.04 16:00:00 | filled | INTC | |||
| 2017.12.20 16:00:00 | 27 | INTC | sell | 121 / 121 | 47.13 | 2017.12.20 16:00:00 | filled | tp 47.13 | ||||
| 2018.04.02 21:00:00 | 28 | INTC | buy | 108 / 108 | 47.55 | 49.93 | 2018.04.02 21:00:00 | filled | INTC | |||
| 2018.04.03 22:59:58 | 29 | INTC | sell | 108 / 108 | 49.93 | 2018.04.03 22:59:58 | filled | tp 49.93 | ||||
| 2018.06.18 16:00:00 | 30 | INTC | buy | 96 / 96 | 53.53 | 56.21 | 2018.06.18 16:00:00 | filled | INTC | |||
| 2019.04.12 20:59:57 | 31 | INTC | sell | 96 / 96 | 56.21 | 2019.04.12 20:59:57 | filled | tp 56.21 | ||||
| 2019.04.26 19:00:00 | 32 | INTC | buy | 100 / 100 | 51.77 | 54.36 | 2019.04.26 19:00:00 | filled | INTC | |||
| 2019.10.25 16:00:00 | 33 | INTC | sell | 100 / 100 | 54.36 | 2019.10.25 16:00:00 | filled | tp 54.36 | ||||
| 2019.12.03 19:00:00 | 34 | INTC | buy | 92 / 92 | 56.14 | 58.95 | 2019.12.03 19:00:00 | filled | INTC | |||
| 2019.12.20 22:59:58 | 35 | INTC | sell | 92 / 92 | 58.95 | 2019.12.20 22:59:58 | filled | tp 58.95 | ||||
| 2020.02.28 16:00:00 | 36 | INTC | buy | 95 / 95 | 54.67 | 57.40 | 2020.02.28 16:00:00 | filled | INTC | |||
| 2020.03.02 22:59:58 | 37 | INTC | sell | 95 / 95 | 57.40 | 2020.03.02 22:59:58 | filled | tp 57.40 | ||||
| 2020.03.09 15:00:00 | 38 | INTC | buy | 104 / 104 | 50.01 | 52.51 | 2020.03.09 15:00:00 | filled | INTC | |||
| 2020.03.09 17:59:58 | 39 | INTC | sell | 104 / 104 | 52.51 | 2020.03.09 17:59:58 | filled | tp 52.51 | ||||
| 2020.03.09 18:00:00 | 40 | INTC | buy | 99 / 99 | 52.48 | 55.10 | 2020.03.09 18:00:00 | filled | INTC | |||
| 2020.03.26 17:59:58 | 41 | INTC | sell | 99 / 99 | 55.10 | 2020.03.26 17:59:58 | filled | tp 55.10 | ||||
| 2020.05.14 17:00:00 | 42 | INTC | buy | 92 / 92 | 56.46 | 59.28 | 2020.05.14 17:00:00 | filled | INTC | |||
| 2020.05.18 16:00:00 | 43 | INTC | sell | 92 / 92 | 59.28 | 2020.05.18 16:00:00 | filled | tp 59.28 | ||||
| 2020.06.25 17:00:00 | 44 | INTC | buy | 90 / 90 | 57.91 | 60.81 | 2020.06.25 17:00:00 | filled | INTC | |||
| 2020.07.20 21:59:57 | 45 | INTC | sell | 90 / 90 | 60.81 | 2020.07.20 21:59:57 | filled | tp 60.81 | ||||
| 2020.07.24 16:00:00 | 46 | INTC | buy | 103 / 103 | 50.76 | 53.30 | 2020.07.24 16:00:00 | filled | INTC | |||
| 2020.10.08 16:59:58 | 47 | INTC | sell | 103 / 103 | 53.30 | 2020.10.08 16:59:58 | filled | tp 53.30 | ||||
| 2020.10.23 16:00:00 | 48 | INTC | buy | 109 / 109 | 48.30 | 50.71 | 2020.10.23 16:00:00 | filled | INTC | |||
| 2020.12.03 19:59:57 | 49 | INTC | sell | 109 / 109 | 50.71 | 2020.12.03 19:59:57 | filled | tp 50.71 | ||||
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 | ||||||
| 2012.02.16 00:00:00 | 2 | INTC | buy | in | 189 | 26.40 | 2 | -3.78 | 0.00 | 0.00 | 99 996.22 | INTC |
| 2012.03.14 00:59:57 | 3 | INTC | sell | out | 189 | 27.72 | 3 | -3.78 | 0.00 | 249.48 | 100 241.92 | tp 27.72 |
| 2012.04.10 20:00:00 | 4 | INTC | buy | in | 182 | 27.48 | 4 | -3.64 | 0.00 | 0.00 | 100 238.28 | INTC |
| 2012.05.01 00:59:57 | 5 | INTC | sell | out | 182 | 28.85 | 5 | -3.64 | 0.00 | 249.34 | 100 483.98 | tp 28.85 |
| 2012.05.23 00:00:00 | 6 | INTC | buy | in | 197 | 25.48 | 6 | -3.94 | 0.00 | 0.00 | 100 480.04 | INTC |
| 2012.06.13 00:59:57 | 7 | INTC | sell | out | 197 | 26.75 | 7 | -3.94 | 0.00 | 250.19 | 100 726.29 | tp 26.75 |
| 2012.07.11 17:00:00 | 8 | INTC | buy | in | 198 | 25.32 | 8 | -3.96 | 0.00 | 0.00 | 100 722.33 | INTC |
| 2012.08.07 00:59:57 | 9 | INTC | sell | out | 198 | 26.59 | 9 | -3.96 | 0.00 | 251.46 | 100 969.83 | tp 26.59 |
| 2012.08.22 20:00:00 | 10 | INTC | buy | in | 196 | 25.67 | 10 | -3.92 | 0.00 | 0.00 | 100 965.91 | INTC |
| 2014.01.15 21:59:57 | 11 | INTC | sell | out | 196 | 26.95 | 11 | -3.92 | 0.00 | 250.88 | 101 212.87 | tp 26.95 |
| 2014.01.29 22:00:00 | 12 | INTC | buy | in | 205 | 24.68 | 12 | -4.10 | 0.00 | 0.00 | 101 208.77 | INTC |
| 2014.03.31 17:59:57 | 13 | INTC | sell | out | 205 | 25.91 | 13 | -4.10 | 0.00 | 252.15 | 101 456.82 | tp 25.91 |
| 2014.05.16 17:00:00 | 14 | INTC | buy | in | 196 | 25.82 | 14 | -3.92 | 0.00 | 0.00 | 101 452.90 | INTC |
| 2014.05.30 16:59:57 | 15 | INTC | sell | out | 196 | 27.11 | 15 | -3.92 | 0.00 | 252.84 | 101 701.82 | tp 27.11 |
| 2014.09.25 18:00:00 | 16 | INTC | buy | in | 148 | 34.19 | 16 | -2.96 | 0.00 | 0.00 | 101 698.86 | INTC |
| 2014.11.20 22:59:57 | 17 | INTC | sell | out | 148 | 35.90 | 17 | -2.96 | 0.00 | 253.08 | 101 948.98 | tp 35.90 |
| 2015.01.27 16:00:00 | 18 | INTC | buy | in | 150 | 33.82 | 18 | -3.00 | 0.00 | 0.00 | 101 945.98 | INTC |
| 2015.12.29 20:59:58 | 19 | INTC | sell | out | 150 | 35.51 | 19 | -3.00 | 0.00 | 253.50 | 102 196.48 | tp 35.51 |
| 2016.01.04 16:00:00 | 20 | INTC | buy | in | 150 | 33.87 | 20 | -3.00 | 0.00 | 0.00 | 102 193.48 | INTC |
| 2016.07.20 19:59:58 | 21 | INTC | sell | out | 150 | 35.56 | 21 | -3.00 | 0.00 | 253.50 | 102 443.98 | tp 35.56 |
| 2016.10.19 16:00:00 | 22 | INTC | buy | in | 142 | 36.05 | 22 | -2.84 | 0.00 | 0.00 | 102 441.14 | INTC |
| 2017.01.25 16:00:00 | 23 | INTC | sell | out | 142 | 37.85 | 23 | -2.84 | 0.00 | 255.60 | 102 693.90 | tp 37.85 |
| 2017.02.09 20:00:00 | 24 | INTC | buy | in | 142 | 36.05 | 24 | -2.84 | 0.00 | 0.00 | 102 691.06 | INTC |
| 2017.09.28 22:59:59 | 25 | INTC | sell | out | 142 | 37.85 | 25 | -2.84 | 0.00 | 255.60 | 102 943.82 | tp 37.85 |
| 2017.12.04 16:00:00 | 26 | INTC | buy | in | 121 | 45.02 | 26 | -2.42 | 0.00 | 0.00 | 102 941.40 | INTC |
| 2017.12.20 16:00:00 | 27 | INTC | sell | out | 121 | 47.13 | 27 | -2.42 | 0.00 | 255.31 | 103 194.29 | tp 47.13 |
| 2018.04.02 21:00:00 | 28 | INTC | buy | in | 108 | 47.55 | 28 | -2.16 | 0.00 | 0.00 | 103 192.13 | INTC |
| 2018.04.03 22:59:58 | 29 | INTC | sell | out | 108 | 49.93 | 29 | -2.16 | 0.00 | 257.04 | 103 447.01 | tp 49.93 |
| 2018.06.18 16:00:00 | 30 | INTC | buy | in | 96 | 53.53 | 30 | -1.92 | 0.00 | 0.00 | 103 445.09 | INTC |
| 2019.04.12 20:59:57 | 31 | INTC | sell | out | 96 | 56.21 | 31 | -1.92 | 0.00 | 257.28 | 103 700.45 | tp 56.21 |
| 2019.04.26 19:00:00 | 32 | INTC | buy | in | 100 | 51.77 | 32 | -2.00 | 0.00 | 0.00 | 103 698.45 | INTC |
| 2019.10.25 16:00:00 | 33 | INTC | sell | out | 100 | 54.36 | 33 | -2.00 | 0.00 | 259.00 | 103 955.45 | tp 54.36 |
| 2019.12.03 19:00:00 | 34 | INTC | buy | in | 92 | 56.14 | 34 | -1.84 | 0.00 | 0.00 | 103 953.61 | INTC |
| 2019.12.20 22:59:58 | 35 | INTC | sell | out | 92 | 58.95 | 35 | -1.84 | 0.00 | 258.52 | 104 210.29 | tp 58.95 |
| 2020.02.28 16:00:00 | 36 | INTC | buy | in | 95 | 54.67 | 36 | -1.90 | 0.00 | 0.00 | 104 208.39 | INTC |
| 2020.03.02 22:59:58 | 37 | INTC | sell | out | 95 | 57.40 | 37 | -1.90 | 0.00 | 259.35 | 104 465.84 | tp 57.40 |
| 2020.03.09 15:00:00 | 38 | INTC | buy | in | 104 | 50.01 | 38 | -2.08 | 0.00 | 0.00 | 104 463.76 | INTC |
| 2020.03.09 17:59:58 | 39 | INTC | sell | out | 104 | 52.51 | 39 | -2.08 | 0.00 | 260.00 | 104 721.68 | tp 52.51 |
| 2020.03.09 18:00:00 | 40 | INTC | buy | in | 99 | 52.48 | 40 | -1.98 | 0.00 | 0.00 | 104 719.70 | INTC |
| 2020.03.26 17:59:58 | 41 | INTC | sell | out | 99 | 55.10 | 41 | -1.98 | 0.00 | 259.38 | 104 977.10 | tp 55.10 |
| 2020.05.14 17:00:00 | 42 | INTC | buy | in | 92 | 56.46 | 42 | -1.84 | 0.00 | 0.00 | 104 975.26 | INTC |
| 2020.05.18 16:00:00 | 43 | INTC | sell | out | 92 | 59.28 | 43 | -1.84 | 0.00 | 259.44 | 105 232.86 | tp 59.28 |
| 2020.06.25 17:00:00 | 44 | INTC | buy | in | 90 | 57.91 | 44 | -1.80 | 0.00 | 0.00 | 105 231.06 | INTC |
| 2020.07.20 21:59:57 | 45 | INTC | sell | out | 90 | 60.81 | 45 | -1.80 | 0.00 | 261.00 | 105 490.26 | tp 60.81 |
| 2020.07.24 16:00:00 | 46 | INTC | buy | in | 103 | 50.76 | 46 | -2.06 | 0.00 | 0.00 | 105 488.20 | INTC |
| 2020.10.08 16:59:58 | 47 | INTC | sell | out | 103 | 53.30 | 47 | -2.06 | 0.00 | 261.62 | 105 747.76 | tp 53.30 |
| 2020.10.23 16:00:00 | 48 | INTC | buy | in | 109 | 48.30 | 48 | -2.18 | 0.00 | 0.00 | 105 745.58 | INTC |
| 2020.12.03 19:59:57 | 49 | INTC | sell | out | 109 | 50.71 | 49 | -2.18 | 0.00 | 262.69 | 106 006.09 | tp 50.71 |
| -132.16 | 0.00 | 6 138.25 | 106 006.09 | |||||||||