Strategy Tester Report
AdmiralMarkets-Live (Build 2815)
Settings
Expert: Stock Trader Hedge
Symbol: MSFT
Period: H1 (2012.01.01 - 2021.12.31)
Inputs: T_0=General Settings
Comment=MSFT
Slippage=5
MagicNumber=100055
Balance_Type=0
MM_Type=0
AutoRisk=5
TimeFrame=16385
TakeProfit=5
RSI_Period=12
RSI_Level=70
Stochastic_Period=21
Stochastic_Level=80
CCI_Period=21
CCI_Level=150
Slow_CCI_TF=16388
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
History Quality: 89%
Bars: 16926 Ticks: 64652 Symbols: 1
Total Net Profit: 12 026.61 Balance Drawdown Absolute: 3.44 Equity Drawdown Absolute: 399.03
Gross Profit: 12 245.06 Balance Drawdown Maximal: 130.11 (0.12%) Equity Drawdown Maximal: 1 496.80 (1.35%)
Gross Loss: -218.45 Balance Drawdown Relative: 0.12% (130.11) Equity Drawdown Relative: 1.35% (1 496.80)
Profit Factor: 56.05 Expected Payoff: 250.55 Margin Level: 1953.13%
Recovery Factor: 8.03 Sharpe Ratio: 4.62 Z-Score: -2.29 (97.80%)
AHPR: 1.0024 (0.24%) LR Correlation: 1.00 OnTester result: 0
GHPR: 1.0024 (0.24%) LR Standard Error: 70.80
Total Trades: 48 Short Trades (won %): 0 (0.00%) Long Trades (won %): 48 (97.92%)
Total Deals: 96 Profit Trades (% of total): 47 (97.92%) Loss Trades (% of total): 1 (2.08%)
Largest profit trade: 275.38 Largest loss trade: -129.11
Average profit trade: 260.53 Average loss trade: -218.45
Maximum consecutive wins ($): 47 (12 245.06) Maximum consecutive losses ($): 1 (-129.11)
Maximal consecutive profit (count): 12 245.06 (47) Maximal consecutive loss (count): -129.11 (1)
Average consecutive wins: 47 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.53 Correlation (Profits,MAE): 0.03 Correlation (MFE,MAE): -0.1367
Graph
Minimal position holding time: 48:59:57 Maximal position holding time: 7030:59:57 Average position holding time: 841:03:43
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2012.01.30 16:00:002MSFTbuy172 / 17228.9830.432012.01.30 16:00:00filledMSFT
2012.02.07 00:59:573MSFTsell172 / 17230.432012.02.07 00:59:57filledtp 30.43
2012.02.14 18:00:004MSFTbuy166 / 16630.0731.572012.02.14 18:00:00filledMSFT
2012.02.22 00:59:575MSFTsell166 / 16631.572012.02.22 00:59:57filledtp 31.57
2012.03.20 16:00:006MSFTbuy157 / 15731.8733.462012.03.20 16:00:00filledMSFT
2013.05.03 14:59:577MSFTsell157 / 15733.462013.05.03 14:59:57filledtp 33.46
2013.05.09 15:00:008MSFTbuy154 / 15432.6434.272013.05.09 15:00:00filledMSFT
2013.05.17 14:59:599MSFTsell154 / 15434.272013.05.17 14:59:59filledtp 34.27
2013.06.05 14:00:0010MSFTbuy146 / 14634.5336.262013.06.05 14:00:00filledMSFT
2013.07.16 14:59:5711MSFTsell146 / 14636.262013.07.16 14:59:57filledtp 36.26
2013.07.19 14:00:0012MSFTbuy156 / 15632.2733.882013.07.19 14:00:00filledMSFT
2013.08.23 14:00:0013MSFTsell156 / 15633.882013.08.23 14:00:00filledtp 33.88
2013.09.03 14:00:0014MSFTbuy159 / 15931.7933.382013.09.03 14:00:00filledMSFT
2013.09.16 14:59:5715MSFTsell159 / 15933.382013.09.16 14:59:57filledtp 33.38
2013.09.24 15:00:0016MSFTbuy157 / 15732.3834.002013.09.24 15:00:00filledMSFT
2013.10.02 20:59:5717MSFTsell157 / 15734.002013.10.02 20:59:57filledtp 34.00
2013.10.08 15:00:0018MSFTbuy154 / 15433.0534.702013.10.08 15:00:00filledMSFT
2013.10.15 14:59:5719MSFTsell154 / 15434.702013.10.15 14:59:57filledtp 34.70
2013.10.23 14:00:0020MSFTbuy148 / 14834.3836.102013.10.23 14:00:00filledMSFT
2013.10.25 14:59:5721MSFTsell148 / 14836.102013.10.25 14:59:57filledtp 36.10
2013.11.19 14:00:0022MSFTbuy139 / 13936.7638.602013.11.19 14:00:00filledMSFT
2013.12.02 19:59:5823MSFTsell139 / 13938.602013.12.02 19:59:58filledtp 38.60
2013.12.05 17:00:0024MSFTbuy137 / 13737.4039.272013.12.05 17:00:00filledMSFT
2014.03.18 16:59:5825MSFTsell137 / 13739.272014.03.18 16:59:58filledtp 39.27
2014.04.11 16:00:0026MSFTbuy131 / 13139.0340.982014.04.11 16:00:00filledMSFT
2014.04.28 17:59:5827MSFTsell131 / 13140.982014.04.28 17:59:58filledtp 40.98
2014.05.05 16:00:0028MSFTbuy130 / 13039.5441.522014.05.05 16:00:00filledMSFT
2014.06.06 16:59:5729MSFTsell130 / 13041.522014.06.06 16:59:57filledtp 41.52
2014.07.10 16:00:0030MSFTbuy124 / 12441.4143.482014.07.10 16:00:00filledMSFT
2014.07.16 19:59:5831MSFTsell124 / 12443.482014.07.16 19:59:58filledtp 43.48
2014.07.30 18:00:0032MSFTbuy119 / 11943.4245.592014.07.30 18:00:00filledMSFT
2014.09.05 19:59:5733MSFTsell119 / 11945.592014.09.05 19:59:57filledtp 45.59
2014.09.25 19:00:0034MSFTbuy112 / 11246.2648.572014.09.25 19:00:00filledMSFT
2014.11.06 20:59:5735MSFTsell112 / 11248.572014.11.06 20:59:57filledtp 48.57
2014.11.19 17:00:0036MSFTbuy108 / 10848.1150.522014.11.19 17:00:00filledMSFT
2015.10.23 16:00:0037MSFTsell108 / 10850.522015.10.23 16:00:00filledtp 50.52
2015.11.13 16:00:0038MSFTbuy98 / 9852.9255.572015.11.13 16:00:00filledMSFT
2015.12.02 16:59:5839MSFTsell98 / 9855.572015.12.02 16:59:58filledtp 55.57
2015.12.14 17:00:0040MSFTbuy97 / 9753.7856.472015.12.14 17:00:00filledMSFT
2015.12.17 16:59:5741MSFTsell97 / 9756.472015.12.17 16:59:57filledtp 56.47
2016.01.04 16:00:0042MSFTbuy97 / 9754.0656.762016.01.04 16:00:00filledMSFT
2016.07.20 17:59:5843MSFTsell97 / 9756.762016.07.20 17:59:58filledtp 56.76
2016.09.01 16:00:0044MSFTbuy92 / 9256.9859.832016.09.01 16:00:00filledMSFT
2016.10.21 16:00:0045MSFTsell92 / 9259.832016.10.21 16:00:00filledtp 59.83
2016.11.04 15:00:0046MSFTbuy90 / 9058.5161.442016.11.04 15:00:00filledMSFT
2016.12.08 16:59:5847MSFTsell90 / 9061.442016.12.08 16:59:58filledtp 61.44
2016.12.30 17:00:0048MSFTbuy84 / 8462.3265.432016.12.30 17:00:00filledMSFT
2017.01.27 16:59:5749MSFTsell84 / 8465.432017.01.27 16:59:57filledtp 65.43
2017.04.11 17:00:0050MSFTbuy81 / 8165.2568.512017.04.11 17:00:00filledMSFT
2017.04.28 16:59:5851MSFTsell81 / 8168.512017.04.28 16:59:58filledtp 68.51
2017.05.11 18:00:0052MSFTbuy77 / 7768.2671.672017.05.11 18:00:00filledMSFT
2017.06.02 22:59:5853MSFTsell77 / 7771.672017.06.02 22:59:58filledtp 71.67
2017.06.09 22:00:0054MSFTbuy76 / 7669.2072.662017.06.09 22:00:00filledMSFT
2017.07.14 19:59:5855MSFTsell76 / 7672.662017.07.14 19:59:58filledtp 72.66
2017.07.27 21:00:0056MSFTbuy73 / 7372.6976.322017.07.27 21:00:00filledMSFT
2017.10.09 17:59:5757MSFTsell73 / 7376.322017.10.09 17:59:57filledtp 76.32
2017.11.08 16:00:0058MSFTbuy64 / 6485.2089.352017.11.08 16:00:00filledMSFT
2018.01.12 18:59:5859MSFTsell64 / 6489.352018.01.12 18:59:58filledtp 89.35
2018.02.05 16:00:0060MSFTbuy59 / 5990.7095.232018.02.05 16:00:00filledMSFT
2018.02.26 18:59:5861MSFTsell59 / 5995.232018.02.26 18:59:58filledtp 95.23
2018.03.19 17:00:0062MSFTbuy57 / 5793.0897.732018.03.19 17:00:00filledMSFT
2018.05.10 17:59:5863MSFTsell57 / 5797.732018.05.10 17:59:58filledtp 97.73
2018.06.15 17:00:0064MSFTbuy53 / 53100.69105.722018.06.15 17:00:00filledMSFT
2018.07.17 19:59:5865MSFTsell53 / 53105.722018.07.17 19:59:58filledtp 105.72
2018.08.21 21:00:0066MSFTbuy50 / 50106.56111.892018.08.21 21:00:00filledMSFT
2018.08.29 18:59:5867MSFTsell50 / 50111.892018.08.29 18:59:58filledtp 111.89
2018.10.04 18:00:0068MSFTbuy47 / 47113.29118.952018.10.04 18:00:00filledMSFT
2019.03.21 19:59:5769MSFTsell47 / 47118.952019.03.21 19:59:57filledtp 118.95
2019.03.27 18:00:0070MSFTbuy46 / 46115.74121.532019.03.27 18:00:00filledMSFT
2019.04.15 16:59:5871MSFTsell46 / 46121.532019.04.15 16:59:58filledtp 121.53
2019.05.09 18:00:0072MSFTbuy44 / 44123.60129.782019.05.09 18:00:00filledMSFT
2019.05.17 17:59:5873MSFTsell44 / 44129.782019.05.17 17:59:58filledtp 129.78
2019.05.29 19:00:0074MSFTbuy43 / 43124.32130.542019.05.29 19:00:00filledMSFT
2019.06.07 16:59:5875MSFTsell43 / 43130.542019.06.07 16:59:58filledtp 130.54
2019.07.18 16:00:0076MSFTbuy40 / 40135.39142.162019.07.18 16:00:00filledMSFT
2019.09.19 17:59:5777MSFTsell40 / 40142.162019.09.19 17:59:57filledtp 142.16
2019.10.02 16:00:0078MSFTbuy40 / 40135.82142.612019.10.02 16:00:00filledMSFT
2019.10.28 15:00:0079MSFTsell40 / 40142.612019.10.28 15:00:00filledtp 142.61
2019.12.03 16:00:0080MSFTbuy37 / 37147.63155.012019.12.03 16:00:00filledMSFT
2019.12.16 16:00:0081MSFTsell37 / 37155.012019.12.16 16:00:00filledtp 155.01
2020.01.27 16:00:0082MSFTbuy34 / 34161.48169.552020.01.27 16:00:00filledMSFT
2020.01.30 16:00:0083MSFTsell34 / 34169.552020.01.30 16:00:00filledtp 169.55
2020.02.21 16:00:0084MSFTbuy30 / 30182.38191.502020.02.21 16:00:00filledMSFT
2020.06.10 16:59:5885MSFTsell30 / 30191.502020.06.10 16:59:58filledtp 191.50
2020.07.23 22:00:0086MSFTbuy27 / 27203.15213.312020.07.23 22:00:00filledMSFT
2020.08.03 16:00:0087MSFTsell27 / 27213.312020.08.03 16:00:00filledtp 213.31
2020.09.04 18:00:0088MSFTbuy26 / 26208.16218.572020.09.04 18:00:00filledMSFT
2020.10.12 16:00:0089MSFTsell26 / 26218.572020.10.12 16:00:00filledtp 218.57
2020.10.26 18:00:0090MSFTbuy26 / 26210.77221.312020.10.26 18:00:00filledMSFT
2020.11.05 16:00:0091MSFTsell26 / 26221.312020.11.05 16:00:00filledtp 221.31
2020.11.18 18:00:0092MSFTbuy26 / 26212.66223.292020.11.18 18:00:00filledMSFT
2020.12.21 20:59:5893MSFTsell26 / 26223.292020.12.21 20:59:58filledtp 223.29
2021.01.04 19:00:0094MSFTbuy25 / 25216.26227.072021.01.04 19:00:00filledMSFT
2021.01.22 16:00:0095MSFTsell25 / 25227.072021.01.22 16:00:00filledtp 227.07
2021.02.22 16:00:0096MSFTbuy23 / 23237.66249.542021.02.22 16:00:00filledMSFT
2021.03.30 22:59:5997MSFTsell23 / 23232.092021.03.30 22:59:59filledend of test
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
2012.01.30 16:00:002MSFTbuyin17228.982-3.440.000.0099 996.56MSFT
2012.02.07 00:59:573MSFTsellout17230.433-3.440.00249.40100 242.52tp 30.43
2012.02.14 18:00:004MSFTbuyin16630.074-3.320.000.00100 239.20MSFT
2012.02.22 00:59:575MSFTsellout16631.575-3.320.00249.00100 484.88tp 31.57
2012.03.20 16:00:006MSFTbuyin15731.876-3.140.000.00100 481.74MSFT
2013.05.03 14:59:577MSFTsellout15733.467-3.140.00249.63100 728.23tp 33.46
2013.05.09 15:00:008MSFTbuyin15432.648-3.080.000.00100 725.15MSFT
2013.05.17 14:59:599MSFTsellout15434.279-3.080.00251.02100 973.09tp 34.27
2013.06.05 14:00:0010MSFTbuyin14634.5310-2.920.000.00100 970.17MSFT
2013.07.16 14:59:5711MSFTsellout14636.2611-2.920.00252.58101 219.83tp 36.26
2013.07.19 14:00:0012MSFTbuyin15632.2712-3.120.000.00101 216.71MSFT
2013.08.23 14:00:0013MSFTsellout15633.8813-3.120.00251.16101 464.75tp 33.88
2013.09.03 14:00:0014MSFTbuyin15931.7914-3.180.000.00101 461.57MSFT
2013.09.16 14:59:5715MSFTsellout15933.3815-3.180.00252.81101 711.20tp 33.38
2013.09.24 15:00:0016MSFTbuyin15732.3816-3.140.000.00101 708.06MSFT
2013.10.02 20:59:5717MSFTsellout15734.0017-3.140.00254.34101 959.26tp 34.00
2013.10.08 15:00:0018MSFTbuyin15433.0518-3.080.000.00101 956.18MSFT
2013.10.15 14:59:5719MSFTsellout15434.7019-3.080.00254.10102 207.20tp 34.70
2013.10.23 14:00:0020MSFTbuyin14834.3820-2.960.000.00102 204.24MSFT
2013.10.25 14:59:5721MSFTsellout14836.1021-2.960.00254.56102 455.84tp 36.10
2013.11.19 14:00:0022MSFTbuyin13936.7622-2.780.000.00102 453.06MSFT
2013.12.02 19:59:5823MSFTsellout13938.6023-2.780.00255.76102 706.04tp 38.60
2013.12.05 17:00:0024MSFTbuyin13737.4024-2.740.000.00102 703.30MSFT
2014.03.18 16:59:5825MSFTsellout13739.2725-2.740.00256.19102 956.75tp 39.27
2014.04.11 16:00:0026MSFTbuyin13139.0326-2.620.000.00102 954.13MSFT
2014.04.28 17:59:5827MSFTsellout13140.9827-2.620.00255.45103 206.96tp 40.98
2014.05.05 16:00:0028MSFTbuyin13039.5428-2.600.000.00103 204.36MSFT
2014.06.06 16:59:5729MSFTsellout13041.5229-2.600.00257.40103 459.16tp 41.52
2014.07.10 16:00:0030MSFTbuyin12441.4130-2.480.000.00103 456.68MSFT
2014.07.16 19:59:5831MSFTsellout12443.4831-2.480.00256.68103 710.88tp 43.48
2014.07.30 18:00:0032MSFTbuyin11943.4232-2.380.000.00103 708.50MSFT
2014.09.05 19:59:5733MSFTsellout11945.5933-2.380.00258.23103 964.35tp 45.59
2014.09.25 19:00:0034MSFTbuyin11246.2634-2.240.000.00103 962.11MSFT
2014.11.06 20:59:5735MSFTsellout11248.5735-2.240.00258.72104 218.59tp 48.57
2014.11.19 17:00:0036MSFTbuyin10848.1136-2.160.000.00104 216.43MSFT
2015.10.23 16:00:0037MSFTsellout10850.5237-2.160.00260.28104 474.55tp 50.52
2015.11.13 16:00:0038MSFTbuyin9852.9238-1.960.000.00104 472.59MSFT
2015.12.02 16:59:5839MSFTsellout9855.5739-1.960.00259.70104 730.33tp 55.57
2015.12.14 17:00:0040MSFTbuyin9753.7840-1.940.000.00104 728.39MSFT
2015.12.17 16:59:5741MSFTsellout9756.4741-1.940.00260.93104 987.38tp 56.47
2016.01.04 16:00:0042MSFTbuyin9754.0642-1.940.000.00104 985.44MSFT
2016.07.20 17:59:5843MSFTsellout9756.7643-1.940.00261.90105 245.40tp 56.76
2016.09.01 16:00:0044MSFTbuyin9256.9844-1.840.000.00105 243.56MSFT
2016.10.21 16:00:0045MSFTsellout9259.8345-1.840.00262.20105 503.92tp 59.83
2016.11.04 15:00:0046MSFTbuyin9058.5146-1.800.000.00105 502.12MSFT
2016.12.08 16:59:5847MSFTsellout9061.4447-1.800.00263.70105 764.02tp 61.44
2016.12.30 17:00:0048MSFTbuyin8462.3248-1.680.000.00105 762.34MSFT
2017.01.27 16:59:5749MSFTsellout8465.4349-1.680.00261.24106 021.90tp 65.43
2017.04.11 17:00:0050MSFTbuyin8165.2550-1.620.000.00106 020.28MSFT
2017.04.28 16:59:5851MSFTsellout8168.5151-1.620.00264.06106 282.72tp 68.51
2017.05.11 18:00:0052MSFTbuyin7768.2652-1.540.000.00106 281.18MSFT
2017.06.02 22:59:5853MSFTsellout7771.6753-1.540.00262.57106 542.21tp 71.67
2017.06.09 22:00:0054MSFTbuyin7669.2054-1.520.000.00106 540.69MSFT
2017.07.14 19:59:5855MSFTsellout7672.6655-1.520.00262.96106 802.13tp 72.66
2017.07.27 21:00:0056MSFTbuyin7372.6956-1.460.000.00106 800.67MSFT
2017.10.09 17:59:5757MSFTsellout7376.3257-1.460.00264.99107 064.20tp 76.32
2017.11.08 16:00:0058MSFTbuyin6485.2058-1.280.000.00107 062.92MSFT
2018.01.12 18:59:5859MSFTsellout6489.3559-1.280.00265.60107 327.24tp 89.35
2018.02.05 16:00:0060MSFTbuyin5990.7060-1.180.000.00107 326.06MSFT
2018.02.26 18:59:5861MSFTsellout5995.2361-1.180.00267.27107 592.15tp 95.23
2018.03.19 17:00:0062MSFTbuyin5793.0862-1.140.000.00107 591.01MSFT
2018.05.10 17:59:5863MSFTsellout5797.7363-1.140.00265.05107 854.92tp 97.73
2018.06.15 17:00:0064MSFTbuyin53100.6964-1.060.000.00107 853.86MSFT
2018.07.17 19:59:5865MSFTsellout53105.7265-1.060.00266.59108 119.39tp 105.72
2018.08.21 21:00:0066MSFTbuyin50106.5666-1.000.000.00108 118.39MSFT
2018.08.29 18:59:5867MSFTsellout50111.8967-1.000.00266.50108 383.89tp 111.89
2018.10.04 18:00:0068MSFTbuyin47113.2968-1.000.000.00108 382.89MSFT
2019.03.21 19:59:5769MSFTsellout47118.9569-1.000.00266.02108 647.91tp 118.95
2019.03.27 18:00:0070MSFTbuyin46115.7470-1.000.000.00108 646.91MSFT
2019.04.15 16:59:5871MSFTsellout46121.5371-1.000.00266.34108 912.25tp 121.53
2019.05.09 18:00:0072MSFTbuyin44123.6072-1.000.000.00108 911.25MSFT
2019.05.17 17:59:5873MSFTsellout44129.7873-1.000.00271.92109 182.17tp 129.78
2019.05.29 19:00:0074MSFTbuyin43124.3274-1.000.000.00109 181.17MSFT
2019.06.07 16:59:5875MSFTsellout43130.5475-1.000.00267.46109 447.63tp 130.54
2019.07.18 16:00:0076MSFTbuyin40135.3976-1.000.000.00109 446.63MSFT
2019.09.19 17:59:5777MSFTsellout40142.1677-1.000.00270.80109 716.43tp 142.16
2019.10.02 16:00:0078MSFTbuyin40135.8278-1.000.000.00109 715.43MSFT
2019.10.28 15:00:0079MSFTsellout40142.6179-1.000.00271.60109 986.03tp 142.61
2019.12.03 16:00:0080MSFTbuyin37147.6380-1.000.000.00109 985.03MSFT
2019.12.16 16:00:0081MSFTsellout37155.0181-1.000.00273.06110 257.09tp 155.01
2020.01.27 16:00:0082MSFTbuyin34161.4882-1.000.000.00110 256.09MSFT
2020.01.30 16:00:0083MSFTsellout34169.5583-1.000.00274.38110 529.47tp 169.55
2020.02.21 16:00:0084MSFTbuyin30182.3884-1.000.000.00110 528.47MSFT
2020.06.10 16:59:5885MSFTsellout30191.5085-1.000.00273.60110 801.07tp 191.50
2020.07.23 22:00:0086MSFTbuyin27203.1586-1.000.000.00110 800.07MSFT
2020.08.03 16:00:0087MSFTsellout27213.3187-1.000.00274.32111 073.39tp 213.31
2020.09.04 18:00:0088MSFTbuyin26208.1688-1.000.000.00111 072.39MSFT
2020.10.12 16:00:0089MSFTsellout26218.5789-1.000.00270.66111 342.05tp 218.57
2020.10.26 18:00:0090MSFTbuyin26210.7790-1.000.000.00111 341.05MSFT
2020.11.05 16:00:0091MSFTsellout26221.3191-1.000.00274.04111 614.09tp 221.31
2020.11.18 18:00:0092MSFTbuyin26212.6692-1.000.000.00111 613.09MSFT
2020.12.21 20:59:5893MSFTsellout26223.2993-1.000.00276.38111 888.47tp 223.29
2021.01.04 19:00:0094MSFTbuyin25216.2694-1.000.000.00111 887.47MSFT
2021.01.22 16:00:0095MSFTsellout25227.0795-1.000.00270.25112 156.72tp 227.07
2021.02.22 16:00:0096MSFTbuyin23237.6696-1.000.000.00112 155.72MSFT
2021.03.30 22:59:5997MSFTsellout23232.0997-1.000.00-128.11112 026.61end of test
-178.68 0.00 12 205.29 112 026.61