Strategy Tester Report
AdmiralMarkets-Live (Build 2815)
Settings
Expert:			Stock Trader Hedge
Symbol:			KMB
Period:			H1 (2012.01.01 - 2021.12.31)
Inputs:			T_0=General Settings
			Comment=KMB
			Slippage=5
			MagicNumber=100054
			Balance_Type=0
			MM_Type=0
			AutoRisk=5
			TimeFrame=16385
			TakeProfit=5
			RSI_Period=12
			RSI_Level=60
			Stochastic_Period=12
			Stochastic_Level=80
			CCI_Period=21
			CCI_Level=150
			Slow_CCI_TF=16392
			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:			25958	Symbols:			1
Total Net Profit:			4 692.70	Balance Drawdown Absolute:			1.26	Equity Drawdown Absolute:			11.97
Gross Profit:			4 788.13	Balance Drawdown Maximal:			75.63 (0.07%)	Equity Drawdown Maximal:			1 525.29 (1.49%)
Gross Loss:			-95.43	Balance Drawdown Relative:			0.07% (75.63)	Equity Drawdown Relative:			1.49% (1 525.29)
Profit Factor:			50.17	Expected Payoff:			234.64	Margin Level:			1980.03%
Recovery Factor:			3.08	Sharpe Ratio:			3.33	Z-Score:			-1.33 (81.65%)
AHPR:			1.0023 (0.23%)	LR Correlation:			1.00	OnTester result:			0
GHPR:			1.0023 (0.23%)	LR Standard Error:			65.86
Total Trades:			20	Short Trades (won %):			0 (0.00%)	Long Trades (won %):			20 (95.00%)
Total Deals:			40	Profit Trades (% of total):			19 (95.00%)	Loss Trades (% of total):			1 (5.00%)
				Largest profit trade:			257.02	Largest loss trade:			-74.63
				Average profit trade:			252.01	Average loss trade:			-95.43
				Maximum consecutive wins ($):			19 (4 788.13)	Maximum consecutive losses ($):			1 (-74.63)
				Maximal consecutive profit (count):			4 788.13 (19)	Maximal consecutive loss (count):			-74.63 (1)
				Average consecutive wins:			19	Average consecutive losses:			1
Correlation (Profits,MFE):			0.68	Correlation (Profits,MAE):			0.11	Correlation (MFE,MAE):			0.1536
Minimal position holding time:			0:59:57	Maximal position holding time:			18022:59:58	Average position holding time:			1733:17:57

Orders
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2012.09.13 00:00:00	2	KMB	buy	63 / 63		78.66		82.59	2012.09.13 00:00:00		filled	KMB
2012.09.25 00:59:57	3	KMB	sell	63 / 63		82.59			2012.09.25 00:59:57		filled	tp 82.59
2012.10.26 00:00:00	4	KMB	buy	63 / 63		79.45		83.42	2012.10.26 00:00:00		filled	KMB
2012.11.23 00:59:57	5	KMB	sell	63 / 63		83.42			2012.11.23 00:59:57		filled	tp 83.42
2012.12.27 00:00:00	6	KMB	buy	62 / 62		80.04		84.04	2012.12.27 00:00:00		filled	KMB
2013.01.25 00:59:57	7	KMB	sell	62 / 62		84.04			2013.01.25 00:59:57		filled	tp 84.04
2013.05.30 00:00:00	8	KMB	buy	52 / 52		95.63		100.41	2013.05.30 00:00:00		filled	KMB
2013.10.23 00:59:57	9	KMB	sell	52 / 52		100.41			2013.10.23 00:59:57		filled	tp 100.41
2014.04.23 00:00:00	10	KMB	buy	48 / 48		104.05		109.25	2014.04.23 00:00:00		filled	KMB
2014.07.16 00:00:00	11	KMB	sell	48 / 48		109.25			2014.07.16 00:00:00		filled	tp 109.25
2014.07.23 00:00:00	12	KMB	buy	48 / 48		104.93		110.18	2014.07.23 00:00:00		filled	KMB
2014.11.03 00:59:57	13	KMB	sell	48 / 48		110.18			2014.11.03 00:59:57		filled	tp 110.18
2015.01.26 00:00:00	14	KMB	buy	45 / 45		111.18		116.74	2015.01.26 00:00:00		filled	KMB
2015.08.05 00:59:57	15	KMB	sell	45 / 45		116.74			2015.08.05 00:59:57		filled	tp 116.74
2015.08.24 00:00:00	16	KMB	buy	48 / 48		105.84		111.13	2015.08.24 00:00:00		filled	KMB
2015.10.05 00:59:57	17	KMB	sell	48 / 48		111.13			2015.10.05 00:59:57		filled	tp 111.13
2016.04.22 00:00:00	18	KMB	buy	40 / 40		125.54		131.82	2016.04.22 00:00:00		filled	KMB
2016.06.14 00:59:57	19	KMB	sell	40 / 40		131.82			2016.06.14 00:59:57		filled	tp 131.82
2016.07.28 00:00:00	20	KMB	buy	39 / 39		130.69		137.22	2016.07.28 00:00:00		filled	KMB
2019.06.13 22:59:58	21	KMB	sell	39 / 39		137.22			2019.06.13 22:59:58		filled	tp 137.22
2019.08.05 20:00:00	22	KMB	buy	38 / 38		134.35		141.07	2019.08.05 20:00:00		filled	KMB
2019.08.16 17:59:59	23	KMB	sell	38 / 38		141.07			2019.08.16 17:59:59		filled	tp 141.07
2019.09.09 19:00:00	24	KMB	buy	38 / 38		134.64		141.37	2019.09.09 19:00:00		filled	KMB
2019.09.27 16:59:58	25	KMB	sell	38 / 38		141.37			2019.09.27 16:59:58		filled	tp 141.37
2019.10.22 18:00:00	26	KMB	buy	39 / 39		131.61		138.19	2019.10.22 18:00:00		filled	KMB
2019.12.06 17:59:58	27	KMB	sell	39 / 39		138.19			2019.12.06 17:59:58		filled	tp 138.19
2020.02.26 21:00:00	28	KMB	buy	37 / 37		137.99		144.89	2020.02.26 21:00:00		filled	KMB
2020.03.04 16:59:57	29	KMB	sell	37 / 37		144.89			2020.03.04 16:59:57		filled	tp 144.89
2020.03.09 15:00:00	30	KMB	buy	38 / 38		134.52		141.24	2020.03.09 15:00:00		filled	KMB
2020.03.09 15:59:57	31	KMB	sell	38 / 38		141.24			2020.03.09 15:59:57		filled	tp 141.24
2020.03.10 17:00:00	32	KMB	buy	37 / 37		136.82		143.66	2020.03.10 17:00:00		filled	KMB
2020.03.17 17:59:58	33	KMB	sell	37 / 37		143.66			2020.03.17 17:59:58		filled	tp 143.66
2020.03.23 18:00:00	34	KMB	buy	45 / 45		114.01		119.70	2020.03.23 18:00:00		filled	KMB
2020.03.25 19:59:58	35	KMB	sell	45 / 45		119.70			2020.03.25 19:59:58		filled	tp 119.70
2020.06.12 21:00:00	36	KMB	buy	38 / 38		135.84		142.63	2020.06.12 21:00:00		filled	KMB
2020.06.17 19:59:58	37	KMB	sell	38 / 38		142.63			2020.06.17 19:59:58		filled	tp 142.63
2020.09.16 16:00:00	38	KMB	buy	35 / 35		147.16		154.49	2020.09.16 16:00:00		filled	KMB
2020.10.13 16:59:58	39	KMB	sell	35 / 35		154.49			2020.10.13 16:59:58		filled	tp 154.49
2020.10.22 16:00:00	40	KMB	buy	37 / 37		140.23		147.23	2020.10.22 16:00:00		filled	KMB
2021.03.30 22:59:59	41	KMB	sell	37 / 37		138.24			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
2012.09.13 00:00:00	2	KMB	buy	in	63	78.66	2	-1.26	0.00	0.00	99 998.74	KMB
2012.09.25 00:59:57	3	KMB	sell	out	63	82.59	3	-1.26	0.00	247.59	100 245.07	tp 82.59
2012.10.26 00:00:00	4	KMB	buy	in	63	79.45	4	-1.26	0.00	0.00	100 243.81	KMB
2012.11.23 00:59:57	5	KMB	sell	out	63	83.42	5	-1.26	0.00	250.11	100 492.66	tp 83.42
2012.12.27 00:00:00	6	KMB	buy	in	62	80.04	6	-1.24	0.00	0.00	100 491.42	KMB
2013.01.25 00:59:57	7	KMB	sell	out	62	84.04	7	-1.24	0.00	248.00	100 738.18	tp 84.04
2013.05.30 00:00:00	8	KMB	buy	in	52	95.63	8	-1.04	0.00	0.00	100 737.14	KMB
2013.10.23 00:59:57	9	KMB	sell	out	52	100.41	9	-1.04	0.00	248.56	100 984.66	tp 100.41
2014.04.23 00:00:00	10	KMB	buy	in	48	104.05	10	-1.00	0.00	0.00	100 983.66	KMB
2014.07.16 00:00:00	11	KMB	sell	out	48	109.25	11	-1.00	0.00	249.60	101 232.26	tp 109.25
2014.07.23 00:00:00	12	KMB	buy	in	48	104.93	12	-1.00	0.00	0.00	101 231.26	KMB
2014.11.03 00:59:57	13	KMB	sell	out	48	110.18	13	-1.00	0.00	252.00	101 482.26	tp 110.18
2015.01.26 00:00:00	14	KMB	buy	in	45	111.18	14	-1.00	0.00	0.00	101 481.26	KMB
2015.08.05 00:59:57	15	KMB	sell	out	45	116.74	15	-1.00	0.00	250.20	101 730.46	tp 116.74
2015.08.24 00:00:00	16	KMB	buy	in	48	105.84	16	-1.00	0.00	0.00	101 729.46	KMB
2015.10.05 00:59:57	17	KMB	sell	out	48	111.13	17	-1.00	0.00	253.92	101 982.38	tp 111.13
2016.04.22 00:00:00	18	KMB	buy	in	40	125.54	18	-1.00	0.00	0.00	101 981.38	KMB
2016.06.14 00:59:57	19	KMB	sell	out	40	131.82	19	-1.00	0.00	251.20	102 231.58	tp 131.82
2016.07.28 00:00:00	20	KMB	buy	in	39	130.69	20	-1.00	0.00	0.00	102 230.58	KMB
2019.06.13 22:59:58	21	KMB	sell	out	39	137.22	21	-1.00	0.00	254.67	102 484.25	tp 137.22
2019.08.05 20:00:00	22	KMB	buy	in	38	134.35	22	-1.00	0.00	0.00	102 483.25	KMB
2019.08.16 17:59:59	23	KMB	sell	out	38	141.07	23	-1.00	0.00	255.36	102 737.61	tp 141.07
2019.09.09 19:00:00	24	KMB	buy	in	38	134.64	24	-1.00	0.00	0.00	102 736.61	KMB
2019.09.27 16:59:58	25	KMB	sell	out	38	141.37	25	-1.00	0.00	255.74	102 991.35	tp 141.37
2019.10.22 18:00:00	26	KMB	buy	in	39	131.61	26	-1.00	0.00	0.00	102 990.35	KMB
2019.12.06 17:59:58	27	KMB	sell	out	39	138.19	27	-1.00	0.00	256.62	103 245.97	tp 138.19
2020.02.26 21:00:00	28	KMB	buy	in	37	137.99	28	-1.00	0.00	0.00	103 244.97	KMB
2020.03.04 16:59:57	29	KMB	sell	out	37	144.89	29	-1.00	0.00	255.30	103 499.27	tp 144.89
2020.03.09 15:00:00	30	KMB	buy	in	38	134.52	30	-1.00	0.00	0.00	103 498.27	KMB
2020.03.09 15:59:57	31	KMB	sell	out	38	141.24	31	-1.00	0.00	255.36	103 752.63	tp 141.24
2020.03.10 17:00:00	32	KMB	buy	in	37	136.82	32	-1.00	0.00	0.00	103 751.63	KMB
2020.03.17 17:59:58	33	KMB	sell	out	37	143.66	33	-1.00	0.00	253.08	104 003.71	tp 143.66
2020.03.23 18:00:00	34	KMB	buy	in	45	114.01	34	-1.00	0.00	0.00	104 002.71	KMB
2020.03.25 19:59:58	35	KMB	sell	out	45	119.70	35	-1.00	0.00	256.05	104 257.76	tp 119.70
2020.06.12 21:00:00	36	KMB	buy	in	38	135.84	36	-1.00	0.00	0.00	104 256.76	KMB
2020.06.17 19:59:58	37	KMB	sell	out	38	142.63	37	-1.00	0.00	258.02	104 513.78	tp 142.63
2020.09.16 16:00:00	38	KMB	buy	in	35	147.16	38	-1.00	0.00	0.00	104 512.78	KMB
2020.10.13 16:59:58	39	KMB	sell	out	35	154.49	39	-1.00	0.00	256.55	104 768.33	tp 154.49
2020.10.22 16:00:00	40	KMB	buy	in	37	140.23	40	-1.00	0.00	0.00	104 767.33	KMB
2021.03.30 22:59:59	41	KMB	sell	out	37	138.24	41	-1.00	0.00	-73.63	104 692.70	end of test
								-41.60	0.00	4 734.30	104 692.70