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: | LEG.US | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=LEG | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100020 | ||||||||||||
| Balance_Type=0 | ||||||||||||
| MM_Type=0 | ||||||||||||
| AutoRisk=5 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| TakeProfit=5 | ||||||||||||
| RSI_Period=12 | ||||||||||||
| RSI_Level=50 | ||||||||||||
| Stochastic_Period=21 | ||||||||||||
| Stochastic_Level=80 | ||||||||||||
| CCI_Period=21 | ||||||||||||
| CCI_Level=100 | ||||||||||||
| Slow_CCI_TF=16392 | ||||||||||||
| Slow_CCI_Period=21 | ||||||||||||
| Slow_CCI_Level=100 | ||||||||||||
| InpLoadedPeriod=16385 | ||||||||||||
| Broker: | Admiral Markets Group AS | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 100 000.00 | |||||||||||
| Leverage: | 1:1 | |||||||||||
Results |
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| History Quality: | 9% | |||||||||||
| Bars: | 3812 | Ticks: | 14740 | Symbols: | 1 | |||||||
| Total Net Profit: | 3 440.83 | Balance Drawdown Absolute: | 4.46 | Equity Drawdown Absolute: | 383.88 | |||||||
| Gross Profit: | 4 015.61 | Balance Drawdown Maximal: | 529.24 (0.51%) | Equity Drawdown Maximal: | 3 025.96 (2.91%) | |||||||
| Gross Loss: | -574.78 | Balance Drawdown Relative: | 0.51% (529.24) | Equity Drawdown Relative: | 2.91% (3 025.96) | |||||||
| Profit Factor: | 6.99 | Expected Payoff: | 202.40 | Margin Level: | 1948.35% | |||||||
| Recovery Factor: | 1.14 | Sharpe Ratio: | 1.14 | Z-Score: | -1.19 (76.60%) | |||||||
| AHPR: | 1.0020 (0.20%) | LR Correlation: | 0.99 | OnTester result: | 0 | |||||||
| GHPR: | 1.0020 (0.20%) | LR Standard Error: | 170.23 | |||||||||
| Total Trades: | 17 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 17 (94.12%) | |||||||
| Total Deals: | 34 | Profit Trades (% of total): | 16 (94.12%) | Loss Trades (% of total): | 1 (5.88%) | |||||||
| Largest profit trade: | 255.42 | Largest loss trade: | -527.22 | |||||||||
| Average profit trade: | 250.98 | Average loss trade: | -574.78 | |||||||||
| Maximum consecutive wins ($): | 16 (4 015.61) | Maximum consecutive losses ($): | 1 (-527.22) | |||||||||
| Maximal consecutive profit (count): | 4 015.61 (16) | Maximal consecutive loss (count): | -527.22 (1) | |||||||||
| Average consecutive wins: | 16 | Average consecutive losses: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.89 | Correlation (Profits,MAE): | 0.78 | Correlation (MFE,MAE): | 0.6913 | |||||||
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| Minimal position holding time: | 24:59:57 | Maximal position holding time: | 14256:59:57 | Average position holding time: | 2629:31:43 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.01.30 00:00:00 | 2 | LEG.US | buy | 223 / 223 | 22.39 | 23.51 | 2012.01.30 00:00:00 | filled | LEG | |||
| 2012.04.24 00:59:57 | 3 | LEG.US | sell | 223 / 223 | 23.51 | 2012.04.24 00:59:57 | filled | tp 23.51 | ||||
| 2012.04.30 00:00:00 | 4 | LEG.US | buy | 228 / 228 | 21.98 | 23.08 | 2012.04.30 00:00:00 | filled | LEG | |||
| 2012.07.31 00:59:57 | 5 | LEG.US | sell | 228 / 228 | 23.08 | 2012.07.31 00:59:57 | filled | tp 23.08 | ||||
| 2012.12.17 00:00:00 | 6 | LEG.US | buy | 190 / 190 | 26.42 | 27.74 | 2012.12.17 00:00:00 | filled | LEG | |||
| 2013.01.02 00:59:57 | 7 | LEG.US | sell | 190 / 190 | 27.74 | 2013.01.02 00:59:57 | filled | tp 27.74 | ||||
| 2013.04.19 00:00:00 | 8 | LEG.US | buy | 158 / 158 | 31.83 | 33.42 | 2013.04.19 00:00:00 | filled | LEG | |||
| 2013.04.23 00:59:57 | 9 | LEG.US | sell | 158 / 158 | 33.42 | 2013.04.23 00:59:57 | filled | tp 33.42 | ||||
| 2013.05.02 00:00:00 | 10 | LEG.US | buy | 159 / 159 | 31.73 | 33.32 | 2013.05.02 00:00:00 | filled | LEG | |||
| 2013.05.09 00:59:57 | 11 | LEG.US | sell | 159 / 159 | 33.32 | 2013.05.09 00:59:57 | filled | tp 33.32 | ||||
| 2013.05.31 00:00:00 | 12 | LEG.US | buy | 157 / 157 | 32.25 | 33.86 | 2013.05.31 00:00:00 | filled | LEG | |||
| 2014.05.12 00:59:57 | 13 | LEG.US | sell | 157 / 157 | 33.86 | 2014.05.12 00:59:57 | filled | tp 33.86 | ||||
| 2014.07.10 00:00:00 | 14 | LEG.US | buy | 151 / 151 | 33.55 | 35.23 | 2014.07.10 00:00:00 | filled | LEG | |||
| 2014.09.02 00:59:57 | 15 | LEG.US | sell | 151 / 151 | 35.23 | 2014.09.02 00:59:57 | filled | tp 35.23 | ||||
| 2014.10.01 00:00:00 | 16 | LEG.US | buy | 146 / 146 | 34.83 | 36.57 | 2014.10.01 00:00:00 | filled | LEG | |||
| 2014.10.23 00:59:57 | 17 | LEG.US | sell | 146 / 146 | 36.57 | 2014.10.23 00:59:57 | filled | tp 36.57 | ||||
| 2014.12.22 00:00:00 | 18 | LEG.US | buy | 127 / 127 | 39.86 | 41.85 | 2014.12.22 00:00:00 | filled | LEG | |||
| 2014.12.23 00:59:57 | 19 | LEG.US | sell | 127 / 127 | 41.85 | 2014.12.23 00:59:57 | filled | tp 41.85 | ||||
| 2015.03.11 00:00:00 | 20 | LEG.US | buy | 115 / 115 | 44.22 | 46.43 | 2015.03.11 00:00:00 | filled | LEG | |||
| 2015.03.19 00:59:57 | 21 | LEG.US | sell | 115 / 115 | 46.43 | 2015.03.19 00:59:57 | filled | tp 46.43 | ||||
| 2015.04.13 00:00:00 | 22 | LEG.US | buy | 113 / 113 | 45.19 | 47.45 | 2015.04.13 00:00:00 | filled | LEG | |||
| 2015.05.15 00:00:00 | 23 | LEG.US | sell | 113 / 113 | 47.45 | 2015.05.15 00:00:00 | filled | tp 47.45 | ||||
| 2015.08.03 00:00:00 | 24 | LEG.US | buy | 107 / 107 | 47.76 | 50.15 | 2015.08.03 00:00:00 | filled | LEG | |||
| 2016.05.10 00:59:57 | 25 | LEG.US | sell | 107 / 107 | 50.15 | 2016.05.10 00:59:57 | filled | tp 50.15 | ||||
| 2016.06.24 00:00:00 | 26 | LEG.US | buy | 104 / 104 | 49.44 | 51.91 | 2016.06.24 00:00:00 | filled | LEG | |||
| 2016.07.08 00:59:57 | 27 | LEG.US | sell | 104 / 104 | 51.91 | 2016.07.08 00:59:57 | filled | tp 51.91 | ||||
| 2016.08.03 00:00:00 | 28 | LEG.US | buy | 100 / 100 | 51.31 | 53.87 | 2016.08.03 00:00:00 | filled | LEG | |||
| 2017.04.26 00:59:57 | 29 | LEG.US | sell | 100 / 100 | 53.87 | 2017.04.26 00:59:57 | filled | tp 53.87 | ||||
| 2017.05.17 00:00:00 | 30 | LEG.US | buy | 100 / 100 | 51.36 | 53.93 | 2017.05.17 00:00:00 | filled | LEG | |||
| 2017.07.25 00:59:57 | 31 | LEG.US | sell | 100 / 100 | 53.93 | 2017.07.25 00:59:57 | filled | tp 53.93 | ||||
| 2017.07.27 00:00:00 | 32 | LEG.US | buy | 99 / 99 | 51.93 | 54.53 | 2017.07.27 00:00:00 | filled | LEG | |||
| 2019.11.06 00:59:57 | 33 | LEG.US | sell | 99 / 99 | 54.53 | 2019.11.06 00:59:57 | filled | tp 54.53 | ||||
| 2019.12.10 00:00:00 | 34 | LEG.US | buy | 101 / 101 | 51.33 | 53.90 | 2019.12.10 00:00:00 | filled | LEG | |||
| 2021.03.30 22:59:59 | 35 | LEG.US | sell | 101 / 101 | 46.13 | 2021.03.30 22:59:59 | filled | end of test | ||||
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 | ||||||
| 2012.01.30 00:00:00 | 2 | LEG.US | buy | in | 223 | 22.39 | 2 | -4.46 | 0.00 | 0.00 | 99 995.54 | LEG |
| 2012.04.24 00:59:57 | 3 | LEG.US | sell | out | 223 | 23.51 | 3 | -4.46 | 0.00 | 249.76 | 100 240.84 | tp 23.51 |
| 2012.04.30 00:00:00 | 4 | LEG.US | buy | in | 228 | 21.98 | 4 | -4.56 | 0.00 | 0.00 | 100 236.28 | LEG |
| 2012.07.31 00:59:57 | 5 | LEG.US | sell | out | 228 | 23.08 | 5 | -4.56 | 0.00 | 250.80 | 100 482.52 | tp 23.08 |
| 2012.12.17 00:00:00 | 6 | LEG.US | buy | in | 190 | 26.42 | 6 | -3.80 | 0.00 | 0.00 | 100 478.72 | LEG |
| 2013.01.02 00:59:57 | 7 | LEG.US | sell | out | 190 | 27.74 | 7 | -3.80 | 0.00 | 250.80 | 100 725.72 | tp 27.74 |
| 2013.04.19 00:00:00 | 8 | LEG.US | buy | in | 158 | 31.83 | 8 | -3.16 | 0.00 | 0.00 | 100 722.56 | LEG |
| 2013.04.23 00:59:57 | 9 | LEG.US | sell | out | 158 | 33.42 | 9 | -3.16 | 0.00 | 251.22 | 100 970.62 | tp 33.42 |
| 2013.05.02 00:00:00 | 10 | LEG.US | buy | in | 159 | 31.73 | 10 | -3.18 | 0.00 | 0.00 | 100 967.44 | LEG |
| 2013.05.09 00:59:57 | 11 | LEG.US | sell | out | 159 | 33.32 | 11 | -3.18 | 0.00 | 252.81 | 101 217.07 | tp 33.32 |
| 2013.05.31 00:00:00 | 12 | LEG.US | buy | in | 157 | 32.25 | 12 | -3.14 | 0.00 | 0.00 | 101 213.93 | LEG |
| 2014.05.12 00:59:57 | 13 | LEG.US | sell | out | 157 | 33.86 | 13 | -3.14 | 0.00 | 252.77 | 101 463.56 | tp 33.86 |
| 2014.07.10 00:00:00 | 14 | LEG.US | buy | in | 151 | 33.55 | 14 | -3.02 | 0.00 | 0.00 | 101 460.54 | LEG |
| 2014.09.02 00:59:57 | 15 | LEG.US | sell | out | 151 | 35.23 | 15 | -3.02 | 0.00 | 253.68 | 101 711.20 | tp 35.23 |
| 2014.10.01 00:00:00 | 16 | LEG.US | buy | in | 146 | 34.83 | 16 | -2.92 | 0.00 | 0.00 | 101 708.28 | LEG |
| 2014.10.23 00:59:57 | 17 | LEG.US | sell | out | 146 | 36.57 | 17 | -2.92 | 0.00 | 254.04 | 101 959.40 | tp 36.57 |
| 2014.12.22 00:00:00 | 18 | LEG.US | buy | in | 127 | 39.86 | 18 | -2.54 | 0.00 | 0.00 | 101 956.86 | LEG |
| 2014.12.23 00:59:57 | 19 | LEG.US | sell | out | 127 | 41.85 | 19 | -2.54 | 0.00 | 252.73 | 102 207.05 | tp 41.85 |
| 2015.03.11 00:00:00 | 20 | LEG.US | buy | in | 115 | 44.22 | 20 | -2.30 | 0.00 | 0.00 | 102 204.75 | LEG |
| 2015.03.19 00:59:57 | 21 | LEG.US | sell | out | 115 | 46.43 | 21 | -2.30 | 0.00 | 254.15 | 102 456.60 | tp 46.43 |
| 2015.04.13 00:00:00 | 22 | LEG.US | buy | in | 113 | 45.19 | 22 | -2.26 | 0.00 | 0.00 | 102 454.34 | LEG |
| 2015.05.15 00:00:00 | 23 | LEG.US | sell | out | 113 | 47.45 | 23 | -2.26 | 0.00 | 255.38 | 102 707.46 | tp 47.45 |
| 2015.08.03 00:00:00 | 24 | LEG.US | buy | in | 107 | 47.76 | 24 | -2.14 | 0.00 | 0.00 | 102 705.32 | LEG |
| 2016.05.10 00:59:57 | 25 | LEG.US | sell | out | 107 | 50.15 | 25 | -2.14 | 0.00 | 255.73 | 102 958.91 | tp 50.15 |
| 2016.06.24 00:00:00 | 26 | LEG.US | buy | in | 104 | 49.44 | 26 | -2.08 | 0.00 | 0.00 | 102 956.83 | LEG |
| 2016.07.08 00:59:57 | 27 | LEG.US | sell | out | 104 | 51.91 | 27 | -2.08 | 0.00 | 256.88 | 103 211.63 | tp 51.91 |
| 2016.08.03 00:00:00 | 28 | LEG.US | buy | in | 100 | 51.31 | 28 | -2.00 | 0.00 | 0.00 | 103 209.63 | LEG |
| 2017.04.26 00:59:57 | 29 | LEG.US | sell | out | 100 | 53.87 | 29 | -2.00 | 0.00 | 256.00 | 103 463.63 | tp 53.87 |
| 2017.05.17 00:00:00 | 30 | LEG.US | buy | in | 100 | 51.36 | 30 | -2.00 | 0.00 | 0.00 | 103 461.63 | LEG |
| 2017.07.25 00:59:57 | 31 | LEG.US | sell | out | 100 | 53.93 | 31 | -2.00 | 0.00 | 257.00 | 103 716.63 | tp 53.93 |
| 2017.07.27 00:00:00 | 32 | LEG.US | buy | in | 99 | 51.93 | 32 | -1.98 | 0.00 | 0.00 | 103 714.65 | LEG |
| 2019.11.06 00:59:57 | 33 | LEG.US | sell | out | 99 | 54.53 | 33 | -1.98 | 0.00 | 257.40 | 103 970.07 | tp 54.53 |
| 2019.12.10 00:00:00 | 34 | LEG.US | buy | in | 101 | 51.33 | 34 | -2.02 | 0.00 | 0.00 | 103 968.05 | LEG |
| 2021.03.30 22:59:59 | 35 | LEG.US | sell | out | 101 | 46.13 | 35 | -2.02 | 0.00 | -525.20 | 103 440.83 | end of test |
| -95.12 | 0.00 | 3 535.95 | 103 440.83 | |||||||||