Strategy Tester Report |
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AdmiralMarkets-Live (Build 2815) |
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Settings |
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| Expert: | Stock Trader Hedge | |||||||||||
| Symbol: | PBA | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=PBA | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100032 | ||||||||||||
| Balance_Type=0 | ||||||||||||
| MM_Type=0 | ||||||||||||
| AutoRisk=5 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| TakeProfit=5 | ||||||||||||
| RSI_Period=18 | ||||||||||||
| RSI_Level=70 | ||||||||||||
| Stochastic_Period=15 | ||||||||||||
| Stochastic_Level=80 | ||||||||||||
| CCI_Period=36 | ||||||||||||
| CCI_Level=250 | ||||||||||||
| Slow_CCI_TF=16387 | ||||||||||||
| 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 |
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| History Quality: | 30% | |||||||||||
| Bars: | 6705 | Ticks: | 25390 | Symbols: | 1 | |||||||
| Total Net Profit: | 4 114.19 | Balance Drawdown Absolute: | 3.78 | Equity Drawdown Absolute: | 417.69 | |||||||
| Gross Profit: | 4 263.63 | Balance Drawdown Maximal: | 89.50 (0.09%) | Equity Drawdown Maximal: | 3 194.12 (3.10%) | |||||||
| Gross Loss: | -149.44 | Balance Drawdown Relative: | 0.09% (89.50) | Equity Drawdown Relative: | 3.10% (3 194.12) | |||||||
| Profit Factor: | 28.53 | Expected Payoff: | 228.57 | Margin Level: | 1942.98% | |||||||
| Recovery Factor: | 1.29 | Sharpe Ratio: | 3.03 | Z-Score: | -1.24 (78.50%) | |||||||
| AHPR: | 1.0022 (0.22%) | LR Correlation: | 1.00 | OnTester result: | 0 | |||||||
| GHPR: | 1.0022 (0.22%) | LR Standard Error: | 71.46 | |||||||||
| Total Trades: | 18 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 18 (94.44%) | |||||||
| Total Deals: | 36 | Profit Trades (% of total): | 17 (94.44%) | Loss Trades (% of total): | 1 (5.56%) | |||||||
| Largest profit trade: | 254.88 | Largest loss trade: | -85.92 | |||||||||
| Average profit trade: | 250.80 | Average loss trade: | -149.44 | |||||||||
| Maximum consecutive wins ($): | 17 (4 263.63) | Maximum consecutive losses ($): | 1 (-85.92) | |||||||||
| Maximal consecutive profit (count): | 4 263.63 (17) | Maximal consecutive loss (count): | -85.92 (1) | |||||||||
| Average consecutive wins: | 17 | Average consecutive losses: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.51 | Correlation (Profits,MAE): | -0.06 | Correlation (MFE,MAE): | 0.1775 | |||||||
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| Minimal position holding time: | 0:59:57 | Maximal position holding time: | 2376:00:00 | Average position holding time: | 630:43:18 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.06.01 00:00:00 | 2 | PBA | buy | 189 / 189 | 26.34 | 27.66 | 2012.06.01 00:00:00 | filled | PBA | |||
| 2012.08.17 00:59:57 | 3 | PBA | sell | 189 / 189 | 27.66 | 2012.08.17 00:59:57 | filled | tp 27.66 | ||||
| 2013.02.26 00:00:00 | 4 | PBA | buy | 177 / 177 | 28.27 | 29.68 | 2013.02.26 00:00:00 | filled | PBA | |||
| 2013.03.05 00:59:57 | 5 | PBA | sell | 177 / 177 | 29.68 | 2013.03.05 00:59:57 | filled | tp 29.68 | ||||
| 2014.12.01 00:00:00 | 6 | PBA | buy | 153 / 153 | 32.82 | 34.46 | 2014.12.01 00:00:00 | filled | PBA | |||
| 2014.12.03 00:59:57 | 7 | PBA | sell | 153 / 153 | 34.46 | 2014.12.03 00:59:57 | filled | tp 34.46 | ||||
| 2015.08.24 00:00:00 | 8 | PBA | buy | 218 / 218 | 23.08 | 24.23 | 2015.08.24 00:00:00 | filled | PBA | |||
| 2015.08.24 00:59:57 | 9 | PBA | sell | 218 / 218 | 24.23 | 2015.08.24 00:59:57 | filled | tp 24.23 | ||||
| 2018.02.06 00:00:00 | 10 | PBA | buy | 159 / 159 | 31.67 | 33.25 | 2018.02.06 00:00:00 | filled | PBA | |||
| 2018.02.23 00:00:00 | 11 | PBA | sell | 159 / 159 | 33.25 | 2018.02.23 00:00:00 | filled | tp 33.25 | ||||
| 2018.07.17 17:00:00 | 12 | PBA | buy | 146 / 146 | 34.48 | 36.20 | 2018.07.17 17:00:00 | filled | PBA | |||
| 2018.08.03 16:00:00 | 13 | PBA | sell | 146 / 146 | 36.20 | 2018.08.03 16:00:00 | filled | tp 36.20 | ||||
| 2018.10.10 19:00:00 | 14 | PBA | buy | 147 / 147 | 34.36 | 36.08 | 2018.10.10 19:00:00 | filled | PBA | |||
| 2019.02.01 18:59:58 | 15 | PBA | sell | 147 / 147 | 36.08 | 2019.02.01 18:59:58 | filled | tp 36.08 | ||||
| 2019.02.22 16:00:00 | 16 | PBA | buy | 143 / 143 | 35.54 | 37.32 | 2019.02.22 16:00:00 | filled | PBA | |||
| 2019.03.15 16:59:58 | 17 | PBA | sell | 143 / 143 | 37.32 | 2019.03.15 16:59:58 | filled | tp 37.32 | ||||
| 2019.05.23 16:00:00 | 18 | PBA | buy | 143 / 143 | 35.59 | 37.37 | 2019.05.23 16:00:00 | filled | PBA | |||
| 2019.06.20 16:00:00 | 19 | PBA | sell | 143 / 143 | 37.37 | 2019.06.20 16:00:00 | filled | tp 37.37 | ||||
| 2019.08.23 16:00:00 | 20 | PBA | buy | 141 / 141 | 36.17 | 37.98 | 2019.08.23 16:00:00 | filled | PBA | |||
| 2020.01.09 16:00:00 | 21 | PBA | sell | 141 / 141 | 37.98 | 2020.01.09 16:00:00 | filled | tp 37.98 | ||||
| 2020.01.27 16:00:00 | 22 | PBA | buy | 134 / 134 | 38.07 | 39.97 | 2020.01.27 16:00:00 | filled | PBA | |||
| 2020.02.19 16:59:58 | 23 | PBA | sell | 134 / 134 | 39.97 | 2020.02.19 16:59:58 | filled | tp 39.97 | ||||
| 2020.03.09 16:00:00 | 24 | PBA | buy | 207 / 207 | 24.77 | 26.01 | 2020.03.09 16:00:00 | filled | PBA | |||
| 2020.03.09 16:59:57 | 25 | PBA | sell | 207 / 207 | 26.01 | 2020.03.09 16:59:57 | filled | tp 26.01 | ||||
| 2020.03.09 17:00:00 | 26 | PBA | buy | 188 / 188 | 27.32 | 28.69 | 2020.03.09 17:00:00 | filled | PBA | |||
| 2020.06.08 19:59:57 | 27 | PBA | sell | 188 / 188 | 28.69 | 2020.06.08 19:59:57 | filled | tp 28.69 | ||||
| 2020.06.24 16:00:00 | 28 | PBA | buy | 208 / 208 | 24.80 | 26.04 | 2020.06.24 16:00:00 | filled | PBA | |||
| 2020.08.05 16:59:58 | 29 | PBA | sell | 208 / 208 | 26.04 | 2020.08.05 16:59:58 | filled | tp 26.04 | ||||
| 2020.09.21 16:00:00 | 30 | PBA | buy | 229 / 229 | 22.53 | 23.66 | 2020.09.21 16:00:00 | filled | PBA | |||
| 2020.11.11 16:00:00 | 31 | PBA | sell | 229 / 229 | 23.66 | 2020.11.11 16:00:00 | filled | tp 23.66 | ||||
| 2020.12.21 16:00:00 | 32 | PBA | buy | 216 / 216 | 23.99 | 25.19 | 2020.12.21 16:00:00 | filled | PBA | |||
| 2021.01.05 18:59:59 | 33 | PBA | sell | 216 / 216 | 25.19 | 2021.01.05 18:59:59 | filled | tp 25.19 | ||||
| 2021.02.26 17:00:00 | 34 | PBA | buy | 199 / 199 | 26.02 | 27.32 | 2021.02.26 17:00:00 | filled | PBA | |||
| 2021.03.03 20:59:58 | 35 | PBA | sell | 199 / 199 | 27.32 | 2021.03.03 20:59:58 | filled | tp 27.32 | ||||
| 2021.03.23 15:00:00 | 36 | PBA | buy | 179 / 179 | 28.98 | 30.43 | 2021.03.23 15:00:00 | filled | PBA | |||
| 2021.03.30 22:59:59 | 37 | PBA | sell | 179 / 179 | 28.52 | 2021.03.30 22:59:59 | filled | end of test | ||||
Deals |
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| 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 | ||||||
| 2012.06.01 00:00:00 | 2 | PBA | buy | in | 189 | 26.34 | 2 | -3.78 | 0.00 | 0.00 | 99 996.22 | PBA |
| 2012.08.17 00:59:57 | 3 | PBA | sell | out | 189 | 27.66 | 3 | -3.78 | 0.00 | 249.48 | 100 241.92 | tp 27.66 |
| 2013.02.26 00:00:00 | 4 | PBA | buy | in | 177 | 28.27 | 4 | -3.54 | 0.00 | 0.00 | 100 238.38 | PBA |
| 2013.03.05 00:59:57 | 5 | PBA | sell | out | 177 | 29.68 | 5 | -3.54 | 0.00 | 249.57 | 100 484.41 | tp 29.68 |
| 2014.12.01 00:00:00 | 6 | PBA | buy | in | 153 | 32.82 | 6 | -3.06 | 0.00 | 0.00 | 100 481.35 | PBA |
| 2014.12.03 00:59:57 | 7 | PBA | sell | out | 153 | 34.46 | 7 | -3.06 | 0.00 | 250.92 | 100 729.21 | tp 34.46 |
| 2015.08.24 00:00:00 | 8 | PBA | buy | in | 218 | 23.08 | 8 | -4.36 | 0.00 | 0.00 | 100 724.85 | PBA |
| 2015.08.24 00:59:57 | 9 | PBA | sell | out | 218 | 24.23 | 9 | -4.36 | 0.00 | 250.70 | 100 971.19 | tp 24.23 |
| 2018.02.06 00:00:00 | 10 | PBA | buy | in | 159 | 31.67 | 10 | -3.18 | 0.00 | 0.00 | 100 968.01 | PBA |
| 2018.02.23 00:00:00 | 11 | PBA | sell | out | 159 | 33.25 | 11 | -3.18 | 0.00 | 251.22 | 101 216.05 | tp 33.25 |
| 2018.07.17 17:00:00 | 12 | PBA | buy | in | 146 | 34.48 | 12 | -2.92 | 0.00 | 0.00 | 101 213.13 | PBA |
| 2018.08.03 16:00:00 | 13 | PBA | sell | out | 146 | 36.20 | 13 | -2.92 | 0.00 | 251.12 | 101 461.33 | tp 36.20 |
| 2018.10.10 19:00:00 | 14 | PBA | buy | in | 147 | 34.36 | 14 | -2.94 | 0.00 | 0.00 | 101 458.39 | PBA |
| 2019.02.01 18:59:58 | 15 | PBA | sell | out | 147 | 36.08 | 15 | -2.94 | 0.00 | 252.84 | 101 708.29 | tp 36.08 |
| 2019.02.22 16:00:00 | 16 | PBA | buy | in | 143 | 35.54 | 16 | -2.86 | 0.00 | 0.00 | 101 705.43 | PBA |
| 2019.03.15 16:59:58 | 17 | PBA | sell | out | 143 | 37.32 | 17 | -2.86 | 0.00 | 254.54 | 101 957.11 | tp 37.32 |
| 2019.05.23 16:00:00 | 18 | PBA | buy | in | 143 | 35.59 | 18 | -2.86 | 0.00 | 0.00 | 101 954.25 | PBA |
| 2019.06.20 16:00:00 | 19 | PBA | sell | out | 143 | 37.37 | 19 | -2.86 | 0.00 | 254.54 | 102 205.93 | tp 37.37 |
| 2019.08.23 16:00:00 | 20 | PBA | buy | in | 141 | 36.17 | 20 | -2.82 | 0.00 | 0.00 | 102 203.11 | PBA |
| 2020.01.09 16:00:00 | 21 | PBA | sell | out | 141 | 37.98 | 21 | -2.82 | 0.00 | 255.21 | 102 455.50 | tp 37.98 |
| 2020.01.27 16:00:00 | 22 | PBA | buy | in | 134 | 38.07 | 22 | -2.68 | 0.00 | 0.00 | 102 452.82 | PBA |
| 2020.02.19 16:59:58 | 23 | PBA | sell | out | 134 | 39.97 | 23 | -2.68 | 0.00 | 254.60 | 102 704.74 | tp 39.97 |
| 2020.03.09 16:00:00 | 24 | PBA | buy | in | 207 | 24.77 | 24 | -4.14 | 0.00 | 0.00 | 102 700.60 | PBA |
| 2020.03.09 16:59:57 | 25 | PBA | sell | out | 207 | 26.01 | 25 | -4.14 | 0.00 | 256.68 | 102 953.14 | tp 26.01 |
| 2020.03.09 17:00:00 | 26 | PBA | buy | in | 188 | 27.32 | 26 | -3.76 | 0.00 | 0.00 | 102 949.38 | PBA |
| 2020.06.08 19:59:57 | 27 | PBA | sell | out | 188 | 28.69 | 27 | -3.76 | 0.00 | 257.56 | 103 203.18 | tp 28.69 |
| 2020.06.24 16:00:00 | 28 | PBA | buy | in | 208 | 24.80 | 28 | -4.16 | 0.00 | 0.00 | 103 199.02 | PBA |
| 2020.08.05 16:59:58 | 29 | PBA | sell | out | 208 | 26.04 | 29 | -4.16 | 0.00 | 257.92 | 103 452.78 | tp 26.04 |
| 2020.09.21 16:00:00 | 30 | PBA | buy | in | 229 | 22.53 | 30 | -4.58 | 0.00 | 0.00 | 103 448.20 | PBA |
| 2020.11.11 16:00:00 | 31 | PBA | sell | out | 229 | 23.66 | 31 | -4.58 | 0.00 | 258.77 | 103 702.39 | tp 23.66 |
| 2020.12.21 16:00:00 | 32 | PBA | buy | in | 216 | 23.99 | 32 | -4.32 | 0.00 | 0.00 | 103 698.07 | PBA |
| 2021.01.05 18:59:59 | 33 | PBA | sell | out | 216 | 25.19 | 33 | -4.32 | 0.00 | 259.20 | 103 952.95 | tp 25.19 |
| 2021.02.26 17:00:00 | 34 | PBA | buy | in | 199 | 26.02 | 34 | -3.98 | 0.00 | 0.00 | 103 948.97 | PBA |
| 2021.03.03 20:59:58 | 35 | PBA | sell | out | 199 | 27.32 | 35 | -3.98 | 0.00 | 258.70 | 104 203.69 | tp 27.32 |
| 2021.03.23 15:00:00 | 36 | PBA | buy | in | 179 | 28.98 | 36 | -3.58 | 0.00 | 0.00 | 104 200.11 | PBA |
| 2021.03.30 22:59:59 | 37 | PBA | sell | out | 179 | 28.52 | 37 | -3.58 | 0.00 | -82.34 | 104 114.19 | end of test |
| -127.04 | 0.00 | 4 241.23 | 104 114.19 | |||||||||