Strategy Tester Report
AdmiralMarkets-Live (Build 2815)
Settings
Expert:			Stock Trader Hedge
Symbol:			O
Period:			H1 (2012.01.01 - 2021.12.31)
Inputs:			T_0=General Settings
			Comment=O
			Slippage=5
			MagicNumber=100027
			Balance_Type=0
			MM_Type=0
			AutoRisk=5
			TimeFrame=16385
			TakeProfit=5
			RSI_Period=12
			RSI_Level=60
			Stochastic_Period=15
			Stochastic_Level=80
			CCI_Period=21
			CCI_Level=150
			Slow_CCI_TF=16392
			Slow_CCI_Period=51
			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:			25772	Symbols:			1
Total Net Profit:			4 390.79	Balance Drawdown Absolute:			2.44	Equity Drawdown Absolute:			428.22
Gross Profit:			4 540.22	Balance Drawdown Maximal:			116.13 (0.11%)	Equity Drawdown Maximal:			2 175.66 (2.08%)
Gross Loss:			-149.43	Balance Drawdown Relative:			0.11% (116.13)	Equity Drawdown Relative:			2.08% (2 175.66)
Profit Factor:			30.38	Expected Payoff:			231.09	Margin Level:			1977.00%
Recovery Factor:			2.02	Sharpe Ratio:			2.87	Z-Score:			-1.29 (80.29%)
AHPR:			1.0023 (0.23%)	LR Correlation:			1.00	OnTester result:			0
GHPR:			1.0023 (0.23%)	LR Standard Error:			75.12
Total Trades:			19	Short Trades (won %):			0 (0.00%)	Long Trades (won %):			19 (94.74%)
Total Deals:			38	Profit Trades (% of total):			18 (94.74%)	Loss Trades (% of total):			1 (5.26%)
				Largest profit trade:			257.04	Largest loss trade:			-114.55
				Average profit trade:			252.23	Average loss trade:			-149.43
				Maximum consecutive wins ($):			18 (4 540.22)	Maximum consecutive losses ($):			1 (-114.55)
				Maximal consecutive profit (count):			4 540.22 (18)	Maximal consecutive loss (count):			-114.55 (1)
				Average consecutive wins:			18	Average consecutive losses:			1
Correlation (Profits,MFE):			0.73	Correlation (Profits,MAE):			0.88	Correlation (MFE,MAE):			0.6811
Minimal position holding time:			0:59:57	Maximal position holding time:			9261:59:58	Average position holding time:			1475:37:51

Orders
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2012.09.26 00:00:00	2	O	buy	122 / 122		40.82		42.86	2012.09.26 00:00:00		filled	O
2013.01.11 00:59:57	3	O	sell	122 / 122		42.86			2013.01.11 00:59:57		filled	tp 42.86
2013.06.24 00:00:00	4	O	buy	123 / 123		40.68		42.71	2013.06.24 00:00:00		filled	O
2013.06.27 00:59:57	5	O	sell	123 / 123		42.71			2013.06.27 00:59:57		filled	tp 42.71
2013.08.19 00:00:00	6	O	buy	125 / 125		40.12		42.13	2013.08.19 00:00:00		filled	O
2013.10.17 00:59:57	7	O	sell	125 / 125		42.13			2013.10.17 00:59:57		filled	tp 42.13
2014.08.01 00:00:00	8	O	buy	117 / 117		43.00		45.15	2014.08.01 00:00:00		filled	O
2014.08.19 00:00:00	9	O	sell	117 / 117		45.15			2014.08.19 00:00:00		filled	tp 45.15
2014.09.12 00:00:00	10	O	buy	115 / 115		43.72		45.91	2014.09.12 00:00:00		filled	O
2014.10.29 00:59:57	11	O	sell	115 / 115		45.91			2014.10.29 00:59:57		filled	tp 45.91
2015.03.09 00:00:00	12	O	buy	103 / 103		49.11		51.56	2015.03.09 00:00:00		filled	O
2015.03.18 00:59:57	13	O	sell	103 / 103		51.56			2015.03.18 00:59:57		filled	tp 51.56
2015.04.30 00:00:00	14	O	buy	106 / 106		47.84		50.23	2015.04.30 00:00:00		filled	O
2015.10.22 00:59:57	15	O	sell	106 / 106		50.23			2015.10.22 00:59:57		filled	tp 50.23
2016.09.12 00:00:00	16	O	buy	79 / 79		64.15		67.36	2016.09.12 00:00:00		filled	O
2016.09.22 00:59:57	17	O	sell	79 / 79		67.36			2016.09.22 00:59:57		filled	tp 67.36
2016.10.28 00:00:00	18	O	buy	86 / 86		58.72		61.66	2016.10.28 00:00:00		filled	O
2017.02.13 00:59:57	19	O	sell	86 / 86		61.66			2017.02.13 00:59:57		filled	tp 61.66
2017.03.09 00:00:00	20	O	buy	88 / 88		57.73		60.62	2017.03.09 00:00:00		filled	O
2017.04.07 00:59:57	21	O	sell	88 / 88		60.62			2017.04.07 00:59:57		filled	tp 60.62
2017.05.04 00:00:00	22	O	buy	89 / 89		57.56		60.44	2017.05.04 00:00:00		filled	O
2018.10.25 21:59:58	23	O	sell	89 / 89		60.44			2018.10.25 21:59:58		filled	tp 60.44
2019.04.16 20:00:00	24	O	buy	73 / 73		69.69		73.17	2019.04.16 20:00:00		filled	O
2019.06.07 17:59:58	25	O	sell	73 / 73		73.17			2019.06.07 17:59:58		filled	tp 73.17
2019.07.01 18:00:00	26	O	buy	75 / 75		67.86		71.25	2019.07.01 18:00:00		filled	O
2019.07.10 20:59:57	27	O	sell	75 / 75		71.25			2019.07.10 20:59:57		filled	tp 71.25
2019.08.06 16:00:00	28	O	buy	75 / 75		68.77		72.20	2019.08.06 16:00:00		filled	O
2019.08.09 16:59:57	29	O	sell	75 / 75		72.20			2019.08.09 16:59:57		filled	tp 72.20
2019.11.22 17:00:00	30	O	buy	68 / 68		75.99		79.79	2019.11.22 17:00:00		filled	O
2020.02.10 16:59:59	31	O	sell	68 / 68		79.79			2020.02.10 16:59:59		filled	tp 79.79
2020.03.09 15:00:00	32	O	buy	74 / 74		69.52		73.00	2020.03.09 15:00:00		filled	O
2020.03.09 15:59:57	33	O	sell	74 / 74		73.00			2020.03.09 15:59:57		filled	tp 73.00
2020.03.09 16:00:00	34	O	buy	71 / 71		72.92		76.56	2020.03.09 16:00:00		filled	O
2020.03.10 21:59:59	35	O	sell	71 / 71		76.56			2020.03.10 21:59:59		filled	tp 76.56
2020.03.12 15:00:00	36	O	buy	76 / 76		67.92		71.31	2020.03.12 15:00:00		filled	O
2020.03.12 19:59:57	37	O	sell	76 / 76		71.31			2020.03.12 19:59:57		filled	tp 71.31
2020.03.16 15:00:00	38	O	buy	79 / 79		65.52		68.80	2020.03.16 15:00:00		filled	O
2021.03.30 22:59:59	39	O	sell	79 / 79		64.09			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
2012.09.26 00:00:00	2	O	buy	in	122	40.82	2	-2.44	0.00	0.00	99 997.56	O
2013.01.11 00:59:57	3	O	sell	out	122	42.86	3	-2.44	0.00	248.88	100 244.00	tp 42.86
2013.06.24 00:00:00	4	O	buy	in	123	40.68	4	-2.46	0.00	0.00	100 241.54	O
2013.06.27 00:59:57	5	O	sell	out	123	42.71	5	-2.46	0.00	249.69	100 488.77	tp 42.71
2013.08.19 00:00:00	6	O	buy	in	125	40.12	6	-2.50	0.00	0.00	100 486.27	O
2013.10.17 00:59:57	7	O	sell	out	125	42.13	7	-2.50	0.00	251.25	100 735.02	tp 42.13
2014.08.01 00:00:00	8	O	buy	in	117	43.00	8	-2.34	0.00	0.00	100 732.68	O
2014.08.19 00:00:00	9	O	sell	out	117	45.15	9	-2.34	0.00	251.55	100 981.89	tp 45.15
2014.09.12 00:00:00	10	O	buy	in	115	43.72	10	-2.30	0.00	0.00	100 979.59	O
2014.10.29 00:59:57	11	O	sell	out	115	45.91	11	-2.30	0.00	251.85	101 229.14	tp 45.91
2015.03.09 00:00:00	12	O	buy	in	103	49.11	12	-2.06	0.00	0.00	101 227.08	O
2015.03.18 00:59:57	13	O	sell	out	103	51.56	13	-2.06	0.00	252.35	101 477.37	tp 51.56
2015.04.30 00:00:00	14	O	buy	in	106	47.84	14	-2.12	0.00	0.00	101 475.25	O
2015.10.22 00:59:57	15	O	sell	out	106	50.23	15	-2.12	0.00	253.34	101 726.47	tp 50.23
2016.09.12 00:00:00	16	O	buy	in	79	64.15	16	-1.58	0.00	0.00	101 724.89	O
2016.09.22 00:59:57	17	O	sell	out	79	67.36	17	-1.58	0.00	253.59	101 976.90	tp 67.36
2016.10.28 00:00:00	18	O	buy	in	86	58.72	18	-1.72	0.00	0.00	101 975.18	O
2017.02.13 00:59:57	19	O	sell	out	86	61.66	19	-1.72	0.00	252.84	102 226.30	tp 61.66
2017.03.09 00:00:00	20	O	buy	in	88	57.73	20	-1.76	0.00	0.00	102 224.54	O
2017.04.07 00:59:57	21	O	sell	out	88	60.62	21	-1.76	0.00	254.32	102 477.10	tp 60.62
2017.05.04 00:00:00	22	O	buy	in	89	57.56	22	-1.78	0.00	0.00	102 475.32	O
2018.10.25 21:59:58	23	O	sell	out	89	60.44	23	-1.78	0.00	256.32	102 729.86	tp 60.44
2019.04.16 20:00:00	24	O	buy	in	73	69.69	24	-1.46	0.00	0.00	102 728.40	O
2019.06.07 17:59:58	25	O	sell	out	73	73.17	25	-1.46	0.00	254.04	102 980.98	tp 73.17
2019.07.01 18:00:00	26	O	buy	in	75	67.86	26	-1.50	0.00	0.00	102 979.48	O
2019.07.10 20:59:57	27	O	sell	out	75	71.25	27	-1.50	0.00	254.25	103 232.23	tp 71.25
2019.08.06 16:00:00	28	O	buy	in	75	68.77	28	-1.50	0.00	0.00	103 230.73	O
2019.08.09 16:59:57	29	O	sell	out	75	72.20	29	-1.50	0.00	257.25	103 486.48	tp 72.20
2019.11.22 17:00:00	30	O	buy	in	68	75.99	30	-1.36	0.00	0.00	103 485.12	O
2020.02.10 16:59:59	31	O	sell	out	68	79.79	31	-1.36	0.00	258.40	103 742.16	tp 79.79
2020.03.09 15:00:00	32	O	buy	in	74	69.52	32	-1.48	0.00	0.00	103 740.68	O
2020.03.09 15:59:57	33	O	sell	out	74	73.00	33	-1.48	0.00	257.52	103 996.72	tp 73.00
2020.03.09 16:00:00	34	O	buy	in	71	72.92	34	-1.42	0.00	0.00	103 995.30	O
2020.03.10 21:59:59	35	O	sell	out	71	76.56	35	-1.42	0.00	258.44	104 252.32	tp 76.56
2020.03.12 15:00:00	36	O	buy	in	76	67.92	36	-1.52	0.00	0.00	104 250.80	O
2020.03.12 19:59:57	37	O	sell	out	76	71.31	37	-1.52	0.00	257.64	104 506.92	tp 71.31
2020.03.16 15:00:00	38	O	buy	in	79	65.52	38	-1.58	0.00	0.00	104 505.34	O
2021.03.30 22:59:59	39	O	sell	out	79	64.09	39	-1.58	0.00	-112.97	104 390.79	end of test
								-69.76	0.00	4 460.55	104 390.79