Strategy Tester Report
AdmiralMarkets-Live (Build 2815)
Settings
Expert:			Stock Trader Hedge
Symbol:			ORI
Period:			H1 (2012.01.01 - 2021.12.31)
Inputs:			T_0=General Settings
			Comment=ORI
			Slippage=5
			MagicNumber=100029
			Balance_Type=0
			MM_Type=0
			AutoRisk=5
			TimeFrame=16385
			TakeProfit=5
			RSI_Period=9
			RSI_Level=50
			Stochastic_Period=9
			Stochastic_Level=80
			CCI_Period=51
			CCI_Level=100
			Slow_CCI_TF=16385
			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:			8%
Bars:			3692	Ticks:			13940	Symbols:			1
Total Net Profit:			4 689.24	Balance Drawdown Absolute:			9.68	Equity Drawdown Absolute:			774.40
Gross Profit:			4 805.90	Balance Drawdown Maximal:			10.82 (0.01%)	Equity Drawdown Maximal:			2 406.18 (2.30%)
Gross Loss:			-116.66	Balance Drawdown Relative:			0.01% (10.82)	Equity Drawdown Relative:			2.30% (2 406.18)
Profit Factor:			41.20	Expected Payoff:			240.30	Margin Level:			1959.58%
Recovery Factor:			1.95	Sharpe Ratio:			6.05	Z-Score:			0.00 (0.00%)
AHPR:			1.0023 (0.23%)	LR Correlation:			1.00	OnTester result:			0
GHPR:			1.0023 (0.23%)	LR Standard Error:			35.89
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:			255.06	Largest loss trade:			0.00
				Average profit trade:			240.30	Average loss trade:			0.00
				Maximum consecutive wins ($):			20 (4 805.90)	Maximum consecutive losses ($):			0 (0.00)
				Maximal consecutive profit (count):			4 805.90 (20)	Maximal consecutive loss (count):			0.00 (0)
				Average consecutive wins:			20	Average consecutive losses:			0
Correlation (Profits,MFE):			0.46	Correlation (Profits,MAE):			0.87	Correlation (MFE,MAE):			0.3929
Minimal position holding time:			48:59:57	Maximal position holding time:			8256:59:57	Average position holding time:			1647:17:57

Orders
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2012.04.18 00:00:00	2	ORI	buy	484 / 484		10.34		10.86	2012.04.18 00:00:00		filled	ORI
2012.06.22 00:59:57	3	ORI	sell	484 / 484		10.86			2012.06.22 00:59:57		filled	tp 10.86
2012.06.25 00:00:00	4	ORI	buy	541 / 541		9.28		9.74	2012.06.25 00:00:00		filled	ORI
2012.09.14 00:59:57	5	ORI	sell	541 / 541		9.74			2012.09.14 00:59:57		filled	tp 9.74
2013.06.21 00:00:00	6	ORI	buy	401 / 401		12.53		13.16	2013.06.21 00:00:00		filled	ORI
2013.07.02 00:59:57	7	ORI	sell	401 / 401		13.16			2013.07.02 00:59:57		filled	tp 13.16
2014.01.24 00:00:00	8	ORI	buy	307 / 307		16.38		17.20	2014.01.24 00:00:00		filled	ORI
2014.05.28 00:59:57	9	ORI	sell	307 / 307		17.20			2014.05.28 00:59:57		filled	tp 17.20
2014.06.27 00:00:00	10	ORI	buy	305 / 305		16.53		17.36	2014.06.27 00:00:00		filled	ORI
2015.10.22 00:59:57	11	ORI	sell	305 / 305		17.36			2015.10.22 00:59:57		filled	tp 17.36
2016.01.14 00:00:00	12	ORI	buy	279 / 279		18.11		19.01	2016.01.14 00:00:00		filled	ORI
2016.05.10 00:59:57	13	ORI	sell	279 / 279		19.01			2016.05.10 00:59:57		filled	tp 19.01
2016.06.28 00:00:00	14	ORI	buy	278 / 278		18.25		19.16	2016.06.28 00:00:00		filled	ORI
2016.06.30 00:59:57	15	ORI	sell	278 / 278		19.16			2016.06.30 00:59:57		filled	tp 19.16
2016.09.09 00:00:00	16	ORI	buy	267 / 267		18.99		19.94	2016.09.09 00:00:00		filled	ORI
2017.01.26 00:59:59	17	ORI	sell	267 / 267		19.94			2017.01.26 00:59:59		filled	tp 19.94
2017.04.07 00:00:00	18	ORI	buy	255 / 255		19.98		20.98	2017.04.07 00:00:00		filled	ORI
2017.11.30 00:59:57	19	ORI	sell	255 / 255		20.98			2017.11.30 00:59:57		filled	tp 20.98
2018.01.09 00:00:00	20	ORI	buy	256 / 256		19.93		20.93	2018.01.09 00:00:00		filled	ORI
2018.01.25 00:59:57	21	ORI	sell	256 / 256		20.93			2018.01.25 00:59:57		filled	tp 20.93
2018.02.09 00:00:00	22	ORI	buy	254 / 254		20.12		21.13	2018.02.09 00:00:00		filled	ORI
2018.03.09 00:59:57	23	ORI	sell	254 / 254		21.13			2018.03.09 00:59:57		filled	tp 21.13
2018.05.03 00:00:00	24	ORI	buy	257 / 257		19.92		20.92	2018.05.03 00:00:00		filled	ORI
2018.05.11 00:59:57	25	ORI	sell	257 / 257		20.92			2018.05.11 00:59:57		filled	tp 20.92
2018.06.25 00:00:00	26	ORI	buy	253 / 253		20.29		21.30	2018.06.25 00:00:00		filled	ORI
2018.07.27 00:59:57	27	ORI	sell	253 / 253		21.30			2018.07.27 00:59:57		filled	tp 21.30
2018.10.11 00:00:00	28	ORI	buy	243 / 243		21.19		22.25	2018.10.11 00:00:00		filled	ORI
2018.10.31 00:59:57	29	ORI	sell	243 / 243		22.25			2018.10.31 00:59:57		filled	tp 22.25
2018.12.20 00:00:00	30	ORI	buy	251 / 251		20.56		21.59	2018.12.20 00:00:00		filled	ORI
2019.01.16 00:59:57	31	ORI	sell	251 / 251		21.59			2019.01.16 00:59:57		filled	tp 21.59
2019.01.28 00:00:00	32	ORI	buy	259 / 259		20.02		21.02	2019.01.28 00:00:00		filled	ORI
2019.02.19 00:59:57	33	ORI	sell	259 / 259		21.02			2019.02.19 00:59:57		filled	tp 21.02
2019.08.06 00:00:00	34	ORI	buy	237 / 237		21.86		22.95	2019.08.06 00:00:00		filled	ORI
2019.08.09 00:59:57	35	ORI	sell	237 / 237		22.95			2019.08.09 00:59:57		filled	tp 22.95
2019.08.13 00:00:00	36	ORI	buy	234 / 234		22.25		23.36	2019.08.13 00:00:00		filled	ORI
2019.08.29 00:59:57	37	ORI	sell	234 / 234		23.36			2019.08.29 00:59:57		filled	tp 23.36
2019.10.29 00:00:00	38	ORI	buy	234 / 234		22.24		23.35	2019.10.29 00:00:00		filled	ORI
2020.01.24 00:59:57	39	ORI	sell	234 / 234		23.35			2020.01.24 00:59:57		filled	tp 23.35
2020.02.26 00:00:00	40	ORI	buy	238 / 238		21.92		23.02	2020.02.26 00:00:00		filled	ORI
2021.03.30 22:59:59	41	ORI	sell	238 / 238		22.23			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
2012.04.18 00:00:00	2	ORI	buy	in	484	10.34	2	-9.68	0.00	0.00	99 990.32	ORI
2012.06.22 00:59:57	3	ORI	sell	out	484	10.86	3	-9.68	0.00	251.68	100 232.32	tp 10.86
2012.06.25 00:00:00	4	ORI	buy	in	541	9.28	4	-10.82	0.00	0.00	100 221.50	ORI
2012.09.14 00:59:57	5	ORI	sell	out	541	9.74	5	-10.82	0.00	248.86	100 459.54	tp 9.74
2013.06.21 00:00:00	6	ORI	buy	in	401	12.53	6	-8.02	0.00	0.00	100 451.52	ORI
2013.07.02 00:59:57	7	ORI	sell	out	401	13.16	7	-8.02	0.00	252.63	100 696.13	tp 13.16
2014.01.24 00:00:00	8	ORI	buy	in	307	16.38	8	-6.14	0.00	0.00	100 689.99	ORI
2014.05.28 00:59:57	9	ORI	sell	out	307	17.20	9	-6.14	0.00	251.74	100 935.59	tp 17.20
2014.06.27 00:00:00	10	ORI	buy	in	305	16.53	10	-6.10	0.00	0.00	100 929.49	ORI
2015.10.22 00:59:57	11	ORI	sell	out	305	17.36	11	-6.10	0.00	253.15	101 176.54	tp 17.36
2016.01.14 00:00:00	12	ORI	buy	in	279	18.11	12	-5.58	0.00	0.00	101 170.96	ORI
2016.05.10 00:59:57	13	ORI	sell	out	279	19.01	13	-5.58	0.00	251.10	101 416.48	tp 19.01
2016.06.28 00:00:00	14	ORI	buy	in	278	18.25	14	-5.56	0.00	0.00	101 410.92	ORI
2016.06.30 00:59:57	15	ORI	sell	out	278	19.16	15	-5.56	0.00	252.98	101 658.34	tp 19.16
2016.09.09 00:00:00	16	ORI	buy	in	267	18.99	16	-5.34	0.00	0.00	101 653.00	ORI
2017.01.26 00:59:59	17	ORI	sell	out	267	19.94	17	-5.34	0.00	253.65	101 901.31	tp 19.94
2017.04.07 00:00:00	18	ORI	buy	in	255	19.98	18	-5.10	0.00	0.00	101 896.21	ORI
2017.11.30 00:59:57	19	ORI	sell	out	255	20.98	19	-5.10	0.00	255.00	102 146.11	tp 20.98
2018.01.09 00:00:00	20	ORI	buy	in	256	19.93	20	-5.12	0.00	0.00	102 140.99	ORI
2018.01.25 00:59:57	21	ORI	sell	out	256	20.93	21	-5.12	0.00	256.00	102 391.87	tp 20.93
2018.02.09 00:00:00	22	ORI	buy	in	254	20.12	22	-5.08	0.00	0.00	102 386.79	ORI
2018.03.09 00:59:57	23	ORI	sell	out	254	21.13	23	-5.08	0.00	256.54	102 638.25	tp 21.13
2018.05.03 00:00:00	24	ORI	buy	in	257	19.92	24	-5.14	0.00	0.00	102 633.11	ORI
2018.05.11 00:59:57	25	ORI	sell	out	257	20.92	25	-5.14	0.00	257.00	102 884.97	tp 20.92
2018.06.25 00:00:00	26	ORI	buy	in	253	20.29	26	-5.06	0.00	0.00	102 879.91	ORI
2018.07.27 00:59:57	27	ORI	sell	out	253	21.30	27	-5.06	0.00	255.53	103 130.38	tp 21.30
2018.10.11 00:00:00	28	ORI	buy	in	243	21.19	28	-4.86	0.00	0.00	103 125.52	ORI
2018.10.31 00:59:57	29	ORI	sell	out	243	22.25	29	-4.86	0.00	257.58	103 378.24	tp 22.25
2018.12.20 00:00:00	30	ORI	buy	in	251	20.56	30	-5.02	0.00	0.00	103 373.22	ORI
2019.01.16 00:59:57	31	ORI	sell	out	251	21.59	31	-5.02	0.00	258.53	103 626.73	tp 21.59
2019.01.28 00:00:00	32	ORI	buy	in	259	20.02	32	-5.18	0.00	0.00	103 621.55	ORI
2019.02.19 00:59:57	33	ORI	sell	out	259	21.02	33	-5.18	0.00	259.00	103 875.37	tp 21.02
2019.08.06 00:00:00	34	ORI	buy	in	237	21.86	34	-4.74	0.00	0.00	103 870.63	ORI
2019.08.09 00:59:57	35	ORI	sell	out	237	22.95	35	-4.74	0.00	258.33	104 124.22	tp 22.95
2019.08.13 00:00:00	36	ORI	buy	in	234	22.25	36	-4.68	0.00	0.00	104 119.54	ORI
2019.08.29 00:59:57	37	ORI	sell	out	234	23.36	37	-4.68	0.00	259.74	104 374.60	tp 23.36
2019.10.29 00:00:00	38	ORI	buy	in	234	22.24	38	-4.68	0.00	0.00	104 369.92	ORI
2020.01.24 00:59:57	39	ORI	sell	out	234	23.35	39	-4.68	0.00	259.74	104 624.98	tp 23.35
2020.02.26 00:00:00	40	ORI	buy	in	238	21.92	40	-4.76	0.00	0.00	104 620.22	ORI
2021.03.30 22:59:59	41	ORI	sell	out	238	22.23	41	-4.76	0.00	73.78	104 689.24	end of test
								-233.32	0.00	4 922.56	104 689.24