Strategy Tester Report
AdmiralMarkets-Live (Build 2815)
Settings
Expert:			Stock Trader Hedge
Symbol:			NHI
Period:			H1 (2012.01.01 - 2021.12.31)
Inputs:			T_0=General Settings
			Comment=NHI
			Slippage=5
			MagicNumber=100026
			Balance_Type=0
			MM_Type=0
			AutoRisk=5
			TimeFrame=16385
			TakeProfit=5
			RSI_Period=15
			RSI_Level=60
			Stochastic_Period=18
			Stochastic_Level=70
			CCI_Period=21
			CCI_Level=200
			Slow_CCI_TF=16386
			Slow_CCI_Period=21
			Slow_CCI_Level=150
			InpLoadedPeriod=16385
Broker:			Admiral Markets Group AS
Currency:			USD
Initial Deposit:			100 000.00
Leverage:			1:1
Results
History Quality:			30%
Bars:			6708	Ticks:			25317	Symbols:			1
Total Net Profit:			6 059.57	Balance Drawdown Absolute:			1.94	Equity Drawdown Absolute:			32.98
Gross Profit:			6 098.87	Balance Drawdown Maximal:			2.66 (0.00%)	Equity Drawdown Maximal:			864.80 (0.85%)
Gross Loss:			-39.30	Balance Drawdown Relative:			0.00% (2.66)	Equity Drawdown Relative:			0.85% (864.80)
Profit Factor:			155.19	Expected Payoff:			254.12	Margin Level:			1961.02%
Recovery Factor:			7.01	Sharpe Ratio:			271.39	Z-Score:			0.00 (0.00%)
AHPR:			1.0025 (0.25%)	LR Correlation:			1.00	OnTester result:			0
GHPR:			1.0025 (0.25%)	LR Standard Error:			14.07
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:			260.10	Largest loss trade:			0.00
				Average profit trade:			254.12	Average loss trade:			0.00
				Maximum consecutive wins ($):			24 (6 098.87)	Maximum consecutive losses ($):			0 (0.00)
				Maximal consecutive profit (count):			6 098.87 (24)	Maximal consecutive loss (count):			0.00 (0)
				Average consecutive wins:			24	Average consecutive losses:			0
Correlation (Profits,MFE):			0.49	Correlation (Profits,MAE):			-0.11	Correlation (MFE,MAE):			0.3233
Minimal position holding time:			0:59:57	Maximal position holding time:			4032:59:57	Average position holding time:			813:04:57

Orders
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2012.09.28 00:00:00	2	NHI	buy	97 / 97		51.32		53.89	2012.09.28 00:00:00		filled	NHI
2012.10.18 00:59:57	3	NHI	sell	97 / 97		53.89			2012.10.18 00:59:57		filled	tp 53.89
2013.04.05 00:00:00	4	NHI	buy	77 / 77		64.74		67.98	2013.04.05 00:00:00		filled	NHI
2013.05.06 00:00:00	5	NHI	sell	77 / 77		67.98			2013.05.06 00:00:00		filled	tp 67.98
2013.08.19 00:00:00	6	NHI	buy	88 / 88		56.87		59.71	2013.08.19 00:00:00		filled	NHI
2013.09.19 00:59:57	7	NHI	sell	88 / 88		59.71			2013.09.19 00:59:57		filled	tp 59.71
2013.11.22 00:00:00	8	NHI	buy	87 / 87		57.72		60.61	2013.11.22 00:00:00		filled	NHI
2014.01.21 00:59:57	9	NHI	sell	87 / 87		60.61			2014.01.21 00:59:57		filled	tp 60.61
2014.07.31 00:00:00	10	NHI	buy	84 / 84		60.00		63.00	2014.07.31 00:00:00		filled	NHI
2014.08.14 00:59:59	11	NHI	sell	84 / 84		63.00			2014.08.14 00:59:59		filled	tp 63.00
2014.09.15 00:00:00	12	NHI	buy	82 / 82		61.11		64.16	2014.09.15 00:00:00		filled	NHI
2014.10.27 00:59:57	13	NHI	sell	82 / 82		64.16			2014.10.27 00:59:57		filled	tp 64.16
2015.03.09 00:00:00	14	NHI	buy	75 / 75		67.65		71.03	2015.03.09 00:00:00		filled	NHI
2015.03.18 00:59:57	15	NHI	sell	75 / 75		71.03			2015.03.18 00:59:57		filled	tp 71.03
2015.08.06 00:00:00	16	NHI	buy	80 / 80		63.24		66.40	2015.08.06 00:00:00		filled	NHI
2016.03.29 00:59:57	17	NHI	sell	80 / 80		66.40			2016.03.29 00:59:57		filled	tp 66.40
2017.03.09 00:00:00	18	NHI	buy	72 / 72		70.60		74.13	2017.03.09 00:00:00		filled	NHI
2017.04.07 00:59:57	19	NHI	sell	72 / 72		74.13			2017.04.07 00:59:57		filled	tp 74.13
2017.08.03 00:00:00	20	NHI	buy	67 / 67		75.75		79.54	2017.08.03 00:00:00		filled	NHI
2017.08.17 00:59:57	21	NHI	sell	67 / 67		79.54			2017.08.17 00:59:57		filled	tp 79.54
2017.09.25 00:00:00	22	NHI	buy	66 / 66		77.04		80.89	2017.09.25 00:00:00		filled	NHI
2017.12.15 00:59:57	23	NHI	sell	66 / 66		80.89			2017.12.15 00:59:57		filled	tp 80.89
2018.02.06 00:00:00	24	NHI	buy	77 / 77		66.02		69.32	2018.02.06 00:00:00		filled	NHI
2018.05.01 21:59:59	25	NHI	sell	77 / 77		69.32			2018.05.01 21:59:59		filled	tp 69.32
2018.07.18 18:00:00	26	NHI	buy	70 / 70		73.77		77.45	2018.07.18 18:00:00		filled	NHI
2018.08.07 21:59:59	27	NHI	sell	70 / 70		77.45			2018.08.07 21:59:59		filled	tp 77.45
2018.09.04 19:00:00	28	NHI	buy	66 / 66		78.05		81.94	2018.09.04 19:00:00		filled	NHI
2019.01.30 20:59:57	29	NHI	sell	66 / 66		81.94			2019.01.30 20:59:57		filled	tp 81.94
2019.02.19 20:00:00	30	NHI	buy	64 / 64		80.18		84.18	2019.02.19 20:00:00		filled	NHI
2019.09.03 18:59:57	31	NHI	sell	64 / 64		84.18			2019.09.03 18:59:57		filled	tp 84.18
2019.09.10 18:00:00	32	NHI	buy	63 / 63		82.26		86.36	2019.09.10 18:00:00		filled	NHI
2019.10.24 22:59:59	33	NHI	sell	63 / 63		86.36			2019.10.24 22:59:59		filled	tp 86.36
2020.01.29 21:00:00	34	NHI	buy	61 / 61		85.28		89.49	2020.01.29 21:00:00		filled	NHI
2020.02.20 17:59:58	35	NHI	sell	61 / 61		89.49			2020.02.20 17:59:58		filled	tp 89.49
2020.02.28 16:00:00	36	NHI	buy	63 / 63		83.15		87.27	2020.02.28 16:00:00		filled	NHI
2020.03.04 20:59:58	37	NHI	sell	63 / 63		87.27			2020.03.04 20:59:58		filled	tp 87.27
2020.03.12 16:00:00	38	NHI	buy	107 / 107		48.94		51.38	2020.03.12 16:00:00		filled	NHI
2020.03.12 16:59:57	39	NHI	sell	107 / 107		51.38			2020.03.12 16:59:57		filled	tp 51.38
2020.03.16 15:00:00	40	NHI	buy	133 / 133		40.13		42.10	2020.03.16 15:00:00		filled	NHI
2020.03.16 15:59:59	41	NHI	sell	133 / 133		42.10			2020.03.16 15:59:59		filled	tp 42.10
2020.04.01 18:00:00	42	NHI	buy	124 / 124		42.32		44.43	2020.04.01 18:00:00		filled	NHI
2020.04.06 20:59:58	43	NHI	sell	124 / 124		44.43			2020.04.06 20:59:58		filled	tp 44.43
2020.06.11 16:00:00	44	NHI	buy	88 / 88		59.67		62.63	2020.06.11 16:00:00		filled	NHI
2020.06.16 16:00:00	45	NHI	sell	88 / 88		62.63			2020.06.16 16:00:00		filled	tp 62.63
2020.08.18 18:00:00	46	NHI	buy	84 / 84		62.27		65.38	2020.08.18 18:00:00		filled	NHI
2020.09.03 17:59:57	47	NHI	sell	84 / 84		65.38			2020.09.03 17:59:57		filled	tp 65.38
2020.10.15 16:00:00	48	NHI	buy	90 / 90		58.46		61.37	2020.10.15 16:00:00		filled	NHI
2020.11.09 16:59:58	49	NHI	sell	90 / 90		61.37			2020.11.09 16:59:58		filled	tp 61.37
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
2012.09.28 00:00:00	2	NHI	buy	in	97	51.32	2	-1.94	0.00	0.00	99 998.06	NHI
2012.10.18 00:59:57	3	NHI	sell	out	97	53.89	3	-1.94	0.00	249.29	100 245.41	tp 53.89
2013.04.05 00:00:00	4	NHI	buy	in	77	64.74	4	-1.54	0.00	0.00	100 243.87	NHI
2013.05.06 00:00:00	5	NHI	sell	out	77	67.98	5	-1.54	0.00	249.48	100 491.81	tp 67.98
2013.08.19 00:00:00	6	NHI	buy	in	88	56.87	6	-1.76	0.00	0.00	100 490.05	NHI
2013.09.19 00:59:57	7	NHI	sell	out	88	59.71	7	-1.76	0.00	249.92	100 738.21	tp 59.71
2013.11.22 00:00:00	8	NHI	buy	in	87	57.72	8	-1.74	0.00	0.00	100 736.47	NHI
2014.01.21 00:59:57	9	NHI	sell	out	87	60.61	9	-1.74	0.00	251.43	100 986.16	tp 60.61
2014.07.31 00:00:00	10	NHI	buy	in	84	60.00	10	-1.68	0.00	0.00	100 984.48	NHI
2014.08.14 00:59:59	11	NHI	sell	out	84	63.00	11	-1.68	0.00	252.00	101 234.80	tp 63.00
2014.09.15 00:00:00	12	NHI	buy	in	82	61.11	12	-1.64	0.00	0.00	101 233.16	NHI
2014.10.27 00:59:57	13	NHI	sell	out	82	64.16	13	-1.64	0.00	250.10	101 481.62	tp 64.16
2015.03.09 00:00:00	14	NHI	buy	in	75	67.65	14	-1.50	0.00	0.00	101 480.12	NHI
2015.03.18 00:59:57	15	NHI	sell	out	75	71.03	15	-1.50	0.00	253.50	101 732.12	tp 71.03
2015.08.06 00:00:00	16	NHI	buy	in	80	63.24	16	-1.60	0.00	0.00	101 730.52	NHI
2016.03.29 00:59:57	17	NHI	sell	out	80	66.40	17	-1.60	0.00	252.80	101 981.72	tp 66.40
2017.03.09 00:00:00	18	NHI	buy	in	72	70.60	18	-1.44	0.00	0.00	101 980.28	NHI
2017.04.07 00:59:57	19	NHI	sell	out	72	74.13	19	-1.44	0.00	254.16	102 233.00	tp 74.13
2017.08.03 00:00:00	20	NHI	buy	in	67	75.75	20	-1.34	0.00	0.00	102 231.66	NHI
2017.08.17 00:59:57	21	NHI	sell	out	67	79.54	21	-1.34	0.00	253.93	102 484.25	tp 79.54
2017.09.25 00:00:00	22	NHI	buy	in	66	77.04	22	-1.32	0.00	0.00	102 482.93	NHI
2017.12.15 00:59:57	23	NHI	sell	out	66	80.89	23	-1.32	0.00	254.10	102 735.71	tp 80.89
2018.02.06 00:00:00	24	NHI	buy	in	77	66.02	24	-1.54	0.00	0.00	102 734.17	NHI
2018.05.01 21:59:59	25	NHI	sell	out	77	69.32	25	-1.54	0.00	254.10	102 986.73	tp 69.32
2018.07.18 18:00:00	26	NHI	buy	in	70	73.77	26	-1.40	0.00	0.00	102 985.33	NHI
2018.08.07 21:59:59	27	NHI	sell	out	70	77.45	27	-1.40	0.00	257.60	103 241.53	tp 77.45
2018.09.04 19:00:00	28	NHI	buy	in	66	78.05	28	-1.32	0.00	0.00	103 240.21	NHI
2019.01.30 20:59:57	29	NHI	sell	out	66	81.94	29	-1.32	0.00	256.74	103 495.63	tp 81.94
2019.02.19 20:00:00	30	NHI	buy	in	64	80.18	30	-1.28	0.00	0.00	103 494.35	NHI
2019.09.03 18:59:57	31	NHI	sell	out	64	84.18	31	-1.28	0.00	256.00	103 749.07	tp 84.18
2019.09.10 18:00:00	32	NHI	buy	in	63	82.26	32	-1.26	0.00	0.00	103 747.81	NHI
2019.10.24 22:59:59	33	NHI	sell	out	63	86.36	33	-1.26	0.00	258.30	104 004.85	tp 86.36
2020.01.29 21:00:00	34	NHI	buy	in	61	85.28	34	-1.22	0.00	0.00	104 003.63	NHI
2020.02.20 17:59:58	35	NHI	sell	out	61	89.49	35	-1.22	0.00	256.81	104 259.22	tp 89.49
2020.02.28 16:00:00	36	NHI	buy	in	63	83.15	36	-1.26	0.00	0.00	104 257.96	NHI
2020.03.04 20:59:58	37	NHI	sell	out	63	87.27	37	-1.26	0.00	259.56	104 516.26	tp 87.27
2020.03.12 16:00:00	38	NHI	buy	in	107	48.94	38	-2.14	0.00	0.00	104 514.12	NHI
2020.03.12 16:59:57	39	NHI	sell	out	107	51.38	39	-2.14	0.00	261.08	104 773.06	tp 51.38
2020.03.16 15:00:00	40	NHI	buy	in	133	40.13	40	-2.66	0.00	0.00	104 770.40	NHI
2020.03.16 15:59:59	41	NHI	sell	out	133	42.10	41	-2.66	0.00	262.01	105 029.75	tp 42.10
2020.04.01 18:00:00	42	NHI	buy	in	124	42.32	42	-2.48	0.00	0.00	105 027.27	NHI
2020.04.06 20:59:58	43	NHI	sell	out	124	44.43	43	-2.48	0.00	261.64	105 286.43	tp 44.43
2020.06.11 16:00:00	44	NHI	buy	in	88	59.67	44	-1.76	0.00	0.00	105 284.67	NHI
2020.06.16 16:00:00	45	NHI	sell	out	88	62.63	45	-1.76	0.00	260.48	105 543.39	tp 62.63
2020.08.18 18:00:00	46	NHI	buy	in	84	62.27	46	-1.68	0.00	0.00	105 541.71	NHI
2020.09.03 17:59:57	47	NHI	sell	out	84	65.38	47	-1.68	0.00	261.24	105 801.27	tp 65.38
2020.10.15 16:00:00	48	NHI	buy	in	90	58.46	48	-1.80	0.00	0.00	105 799.47	NHI
2020.11.09 16:59:58	49	NHI	sell	out	90	61.37	49	-1.80	0.00	261.90	106 059.57	tp 61.37
								-78.60	0.00	6 138.17	106 059.57