Strategy Tester Report
AdmiralMarkets-Live (Build 2815)
Settings
Expert:			Stock Trader Hedge
Symbol:			OHI
Period:			H1 (2012.01.01 - 2021.12.31)
Inputs:			T_0=General Settings
			Comment=OHI
			Slippage=5
			MagicNumber=100028
			Balance_Type=0
			MM_Type=0
			AutoRisk=5
			TimeFrame=16385
			TakeProfit=5
			RSI_Period=18
			RSI_Level=50
			Stochastic_Period=15
			Stochastic_Level=70
			CCI_Period=51
			CCI_Level=100
			Slow_CCI_TF=16392
			Slow_CCI_Period=21
			Slow_CCI_Level=200
			InpLoadedPeriod=16385
Broker:			Admiral Markets Group AS
Currency:			USD
Initial Deposit:			100 000.00
Leverage:			1:1
Results
History Quality:			30%
Bars:			6708	Ticks:			25514	Symbols:			1
Total Net Profit:			4 975.75	Balance Drawdown Absolute:			4.88	Equity Drawdown Absolute:			68.32
Gross Profit:			5 039.79	Balance Drawdown Maximal:			4.90 (0.00%)	Equity Drawdown Maximal:			894.01 (0.87%)
Gross Loss:			-64.04	Balance Drawdown Relative:			0.00% (4.90)	Equity Drawdown Relative:			0.87% (894.01)
Profit Factor:			78.70	Expected Payoff:			251.99	Margin Level:			1991.82%
Recovery Factor:			5.57	Sharpe Ratio:			259.42	Z-Score:			0.00 (0.00%)
AHPR:			1.0024 (0.24%)	LR Correlation:			1.00	OnTester result:			0
GHPR:			1.0024 (0.24%)	LR Standard Error:			12.15
Total Trades:			20	Short Trades (won %):			0 (0.00%)	Long Trades (won %):			20 (100.00%)
Total Deals:			40	Profit Trades (% of total):			20 (100.00%)	Loss Trades (% of total):			0 (0.00%)
				Largest profit trade:			258.72	Largest loss trade:			0.00
				Average profit trade:			251.99	Average loss trade:			0.00
				Maximum consecutive wins ($):			20 (5 039.79)	Maximum consecutive losses ($):			0 (0.00)
				Maximal consecutive profit (count):			5 039.79 (20)	Maximal consecutive loss (count):			0.00 (0)
				Average consecutive wins:			20	Average consecutive losses:			0
Correlation (Profits,MFE):			0.08	Correlation (Profits,MAE):			0.01	Correlation (MFE,MAE):			0.2920
Minimal position holding time:			0:59:57	Maximal position holding time:			4025:59:58	Average position holding time:			608:50:57

Orders
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2012.04.11 00:00:00	2	OHI	buy	244 / 244		20.50		21.52	2012.04.11 00:00:00		filled	OHI
2012.04.20 00:59:57	3	OHI	sell	244 / 244		21.52			2012.04.20 00:59:57		filled	tp 21.52
2012.05.18 00:00:00	4	OHI	buy	245 / 245		20.45		21.47	2012.05.18 00:00:00		filled	OHI
2012.06.07 00:00:00	5	OHI	sell	245 / 245		21.47			2012.06.07 00:00:00		filled	tp 21.47
2013.06.21 00:00:00	6	OHI	buy	170 / 170		29.49		30.96	2013.06.21 00:00:00		filled	OHI
2013.06.26 00:59:57	7	OHI	sell	170 / 170		30.96			2013.06.26 00:59:57		filled	tp 30.96
2014.09.15 00:00:00	8	OHI	buy	145 / 145		34.72		36.46	2014.09.15 00:00:00		filled	OHI
2014.10.10 00:59:57	9	OHI	sell	145 / 145		36.46			2014.10.10 00:59:57		filled	tp 36.46
2015.03.09 00:00:00	10	OHI	buy	131 / 131		38.40		40.32	2015.03.09 00:00:00		filled	OHI
2015.03.19 00:59:57	11	OHI	sell	131 / 131		40.32			2015.03.19 00:59:57		filled	tp 40.32
2015.06.08 00:00:00	12	OHI	buy	148 / 148		34.21		35.92	2015.06.08 00:00:00		filled	OHI
2015.06.10 00:59:57	13	OHI	sell	148 / 148		35.92			2015.06.10 00:59:57		filled	tp 35.92
2015.08.24 00:00:00	14	OHI	buy	145 / 145		34.91		36.65	2015.08.24 00:00:00		filled	OHI
2015.10.20 00:59:57	15	OHI	sell	145 / 145		36.65			2015.10.20 00:59:57		filled	tp 36.65
2016.01.15 00:00:00	16	OHI	buy	157 / 157		32.36		33.98	2016.01.15 00:00:00		filled	OHI
2016.01.19 00:59:57	17	OHI	sell	157 / 157		33.98			2016.01.19 00:59:57		filled	tp 33.98
2016.02.10 00:00:00	18	OHI	buy	183 / 183		27.74		29.13	2016.02.10 00:00:00		filled	OHI
2016.02.12 00:59:57	19	OHI	sell	183 / 183		29.13			2016.02.12 00:59:57		filled	tp 29.13
2016.10.28 00:00:00	20	OHI	buy	164 / 164		31.10		32.65	2016.10.28 00:00:00		filled	OHI
2017.01.04 00:59:57	21	OHI	sell	164 / 164		32.65			2017.01.04 00:59:57		filled	tp 32.65
2017.10.31 00:00:00	22	OHI	buy	169 / 169		30.17		31.68	2017.10.31 00:00:00		filled	OHI
2018.06.21 17:59:58	23	OHI	sell	169 / 169		31.68			2018.06.21 17:59:58		filled	tp 31.68
2018.07.18 18:00:00	24	OHI	buy	169 / 169		30.39		31.91	2018.07.18 18:00:00		filled	OHI
2018.08.14 18:59:58	25	OHI	sell	169 / 169		31.91			2018.08.14 18:59:58		filled	tp 31.91
2018.09.24 19:00:00	26	OHI	buy	160 / 160		32.07		33.67	2018.09.24 19:00:00		filled	OHI
2018.10.25 19:59:57	27	OHI	sell	160 / 160		33.67			2018.10.25 19:59:57		filled	tp 33.67
2019.02.13 22:00:00	28	OHI	buy	143 / 143		35.96		37.76	2019.02.13 22:00:00		filled	OHI
2019.03.27 15:59:58	29	OHI	sell	143 / 143		37.76			2019.03.27 15:59:58		filled	tp 37.76
2019.04.17 17:00:00	30	OHI	buy	146 / 146		35.37		37.14	2019.04.17 17:00:00		filled	OHI
2019.05.13 18:59:57	31	OHI	sell	146 / 146		37.14			2019.05.13 18:59:57		filled	tp 37.14
2019.11.05 16:00:00	32	OHI	buy	121 / 121		42.74		44.88	2019.11.05 16:00:00		filled	OHI
2020.02.24 17:59:58	33	OHI	sell	121 / 121		44.88			2020.02.24 17:59:58		filled	tp 44.88
2020.02.28 17:00:00	34	OHI	buy	134 / 134		38.65		40.58	2020.02.28 17:00:00		filled	OHI
2020.02.28 19:59:58	35	OHI	sell	134 / 134		40.58			2020.02.28 19:59:58		filled	tp 40.58
2020.02.28 21:00:00	36	OHI	buy	130 / 130		39.87		41.86	2020.02.28 21:00:00		filled	OHI
2020.03.04 20:59:57	37	OHI	sell	130 / 130		41.86			2020.03.04 20:59:57		filled	tp 41.86
2020.03.09 15:00:00	38	OHI	buy	151 / 151		34.67		36.40	2020.03.09 15:00:00		filled	OHI
2020.03.09 15:59:57	39	OHI	sell	151 / 151		36.40			2020.03.09 15:59:57		filled	tp 36.40
2021.01.04 17:00:00	40	OHI	buy	147 / 147		35.58		37.36	2021.01.04 17:00:00		filled	OHI
2021.02.02 18:59:57	41	OHI	sell	147 / 147		37.36			2021.02.02 18:59:57		filled	tp 37.36
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
2012.04.11 00:00:00	2	OHI	buy	in	244	20.50	2	-4.88	0.00	0.00	99 995.12	OHI
2012.04.20 00:59:57	3	OHI	sell	out	244	21.52	3	-4.88	0.00	248.88	100 239.12	tp 21.52
2012.05.18 00:00:00	4	OHI	buy	in	245	20.45	4	-4.90	0.00	0.00	100 234.22	OHI
2012.06.07 00:00:00	5	OHI	sell	out	245	21.47	5	-4.90	0.00	249.90	100 479.22	tp 21.47
2013.06.21 00:00:00	6	OHI	buy	in	170	29.49	6	-3.40	0.00	0.00	100 475.82	OHI
2013.06.26 00:59:57	7	OHI	sell	out	170	30.96	7	-3.40	0.00	249.90	100 722.32	tp 30.96
2014.09.15 00:00:00	8	OHI	buy	in	145	34.72	8	-2.90	0.00	0.00	100 719.42	OHI
2014.10.10 00:59:57	9	OHI	sell	out	145	36.46	9	-2.90	0.00	252.30	100 968.82	tp 36.46
2015.03.09 00:00:00	10	OHI	buy	in	131	38.40	10	-2.62	0.00	0.00	100 966.20	OHI
2015.03.19 00:59:57	11	OHI	sell	out	131	40.32	11	-2.62	0.00	251.52	101 215.10	tp 40.32
2015.06.08 00:00:00	12	OHI	buy	in	148	34.21	12	-2.96	0.00	0.00	101 212.14	OHI
2015.06.10 00:59:57	13	OHI	sell	out	148	35.92	13	-2.96	0.00	253.08	101 462.26	tp 35.92
2015.08.24 00:00:00	14	OHI	buy	in	145	34.91	14	-2.90	0.00	0.00	101 459.36	OHI
2015.10.20 00:59:57	15	OHI	sell	out	145	36.65	15	-2.90	0.00	252.30	101 708.76	tp 36.65
2016.01.15 00:00:00	16	OHI	buy	in	157	32.36	16	-3.14	0.00	0.00	101 705.62	OHI
2016.01.19 00:59:57	17	OHI	sell	out	157	33.98	17	-3.14	0.00	254.34	101 956.82	tp 33.98
2016.02.10 00:00:00	18	OHI	buy	in	183	27.74	18	-3.66	0.00	0.00	101 953.16	OHI
2016.02.12 00:59:57	19	OHI	sell	out	183	29.13	19	-3.66	0.00	254.37	102 203.87	tp 29.13
2016.10.28 00:00:00	20	OHI	buy	in	164	31.10	20	-3.28	0.00	0.00	102 200.59	OHI
2017.01.04 00:59:57	21	OHI	sell	out	164	32.65	21	-3.28	0.00	254.20	102 451.51	tp 32.65
2017.10.31 00:00:00	22	OHI	buy	in	169	30.17	22	-3.38	0.00	0.00	102 448.13	OHI
2018.06.21 17:59:58	23	OHI	sell	out	169	31.68	23	-3.38	0.00	255.19	102 699.94	tp 31.68
2018.07.18 18:00:00	24	OHI	buy	in	169	30.39	24	-3.38	0.00	0.00	102 696.56	OHI
2018.08.14 18:59:58	25	OHI	sell	out	169	31.91	25	-3.38	0.00	256.88	102 950.06	tp 31.91
2018.09.24 19:00:00	26	OHI	buy	in	160	32.07	26	-3.20	0.00	0.00	102 946.86	OHI
2018.10.25 19:59:57	27	OHI	sell	out	160	33.67	27	-3.20	0.00	256.00	103 199.66	tp 33.67
2019.02.13 22:00:00	28	OHI	buy	in	143	35.96	28	-2.86	0.00	0.00	103 196.80	OHI
2019.03.27 15:59:58	29	OHI	sell	out	143	37.76	29	-2.86	0.00	257.40	103 451.34	tp 37.76
2019.04.17 17:00:00	30	OHI	buy	in	146	35.37	30	-2.92	0.00	0.00	103 448.42	OHI
2019.05.13 18:59:57	31	OHI	sell	out	146	37.14	31	-2.92	0.00	258.42	103 703.92	tp 37.14
2019.11.05 16:00:00	32	OHI	buy	in	121	42.74	32	-2.42	0.00	0.00	103 701.50	OHI
2020.02.24 17:59:58	33	OHI	sell	out	121	44.88	33	-2.42	0.00	258.94	103 958.02	tp 44.88
2020.02.28 17:00:00	34	OHI	buy	in	134	38.65	34	-2.68	0.00	0.00	103 955.34	OHI
2020.02.28 19:59:58	35	OHI	sell	out	134	40.58	35	-2.68	0.00	258.62	104 211.28	tp 40.58
2020.02.28 21:00:00	36	OHI	buy	in	130	39.87	36	-2.60	0.00	0.00	104 208.68	OHI
2020.03.04 20:59:57	37	OHI	sell	out	130	41.86	37	-2.60	0.00	258.70	104 464.78	tp 41.86
2020.03.09 15:00:00	38	OHI	buy	in	151	34.67	38	-3.02	0.00	0.00	104 461.76	OHI
2020.03.09 15:59:57	39	OHI	sell	out	151	36.40	39	-3.02	0.00	261.23	104 719.97	tp 36.40
2021.01.04 17:00:00	40	OHI	buy	in	147	35.58	40	-2.94	0.00	0.00	104 717.03	OHI
2021.02.02 18:59:57	41	OHI	sell	out	147	37.36	41	-2.94	0.00	261.66	104 975.75	tp 37.36
								-128.08	0.00	5 103.83	104 975.75