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: | PBCT | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=PBCT | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100033 | ||||||||||||
| Balance_Type=0 | ||||||||||||
| MM_Type=0 | ||||||||||||
| AutoRisk=5 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| TakeProfit=5 | ||||||||||||
| RSI_Period=9 | ||||||||||||
| RSI_Level=50 | ||||||||||||
| Stochastic_Period=9 | ||||||||||||
| Stochastic_Level=70 | ||||||||||||
| CCI_Period=36 | ||||||||||||
| CCI_Level=150 | ||||||||||||
| Slow_CCI_TF=16388 | ||||||||||||
| Slow_CCI_Period=36 | ||||||||||||
| 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: | 6708 | Ticks: | 24537 | Symbols: | 1 | |||||||
| Total Net Profit: | 3 960.97 | Balance Drawdown Absolute: | 8.80 | Equity Drawdown Absolute: | 66.00 | |||||||
| Gross Profit: | 4 075.43 | Balance Drawdown Maximal: | 8.80 (0.01%) | Equity Drawdown Maximal: | 2 777.60 (2.68%) | |||||||
| Gross Loss: | -114.46 | Balance Drawdown Relative: | 0.01% (8.80) | Equity Drawdown Relative: | 2.68% (2 777.60) | |||||||
| Profit Factor: | 35.61 | Expected Payoff: | 239.73 | Margin Level: | 1950.65% | |||||||
| Recovery Factor: | 1.43 | Sharpe Ratio: | 7.44 | 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: | 27.65 | |||||||||
| Total Trades: | 17 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 17 (100.00%) | |||||||
| Total Deals: | 34 | Profit Trades (% of total): | 17 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
| Largest profit trade: | 254.04 | Largest loss trade: | 0.00 | |||||||||
| Average profit trade: | 239.73 | Average loss trade: | 0.00 | |||||||||
| Maximum consecutive wins ($): | 17 (4 075.43) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
| Maximal consecutive profit (count): | 4 075.43 (17) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
| Average consecutive wins: | 17 | Average consecutive losses: | 0 | |||||||||
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| Correlation (Profits,MFE): | 0.32 | Correlation (Profits,MAE): | -0.11 | Correlation (MFE,MAE): | -0.1395 | |||||||
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| Minimal position holding time: | 48:59:58 | Maximal position holding time: | 16847:59:58 | Average position holding time: | 2125:28:11 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.06.04 00:00:00 | 2 | PBCT | buy | 440 / 440 | 11.38 | 11.95 | 2012.06.04 00:00:00 | filled | PBCT | |||
| 2012.07.13 00:59:57 | 3 | PBCT | sell | 440 / 440 | 11.95 | 2012.07.13 00:59:57 | filled | tp 11.95 | ||||
| 2012.11.09 00:00:00 | 4 | PBCT | buy | 427 / 427 | 11.75 | 12.34 | 2012.11.09 00:00:00 | filled | PBCT | |||
| 2012.12.12 00:59:57 | 5 | PBCT | sell | 427 / 427 | 12.34 | 2012.12.12 00:59:57 | filled | tp 12.34 | ||||
| 2013.04.18 00:00:00 | 6 | PBCT | buy | 395 / 395 | 12.73 | 13.37 | 2013.04.18 00:00:00 | filled | PBCT | |||
| 2013.05.01 00:59:57 | 7 | PBCT | sell | 395 / 395 | 13.37 | 2013.05.01 00:59:57 | filled | tp 13.37 | ||||
| 2013.08.28 00:00:00 | 8 | PBCT | buy | 352 / 352 | 14.31 | 15.02 | 2013.08.28 00:00:00 | filled | PBCT | |||
| 2013.10.17 00:59:57 | 9 | PBCT | sell | 352 / 352 | 15.02 | 2013.10.17 00:59:57 | filled | tp 15.02 | ||||
| 2014.02.04 00:00:00 | 10 | PBCT | buy | 364 / 364 | 13.87 | 14.56 | 2014.02.04 00:00:00 | filled | PBCT | |||
| 2014.03.06 00:59:57 | 11 | PBCT | sell | 364 / 364 | 14.56 | 2014.03.06 00:59:57 | filled | tp 14.56 | ||||
| 2014.04.29 00:00:00 | 12 | PBCT | buy | 359 / 359 | 14.11 | 14.81 | 2014.04.29 00:00:00 | filled | PBCT | |||
| 2014.06.06 00:59:57 | 13 | PBCT | sell | 359 / 359 | 14.81 | 2014.06.06 00:59:57 | filled | tp 14.81 | ||||
| 2014.07.31 00:00:00 | 14 | PBCT | buy | 346 / 346 | 14.66 | 15.39 | 2014.07.31 00:00:00 | filled | PBCT | |||
| 2014.12.29 00:59:57 | 15 | PBCT | sell | 346 / 346 | 15.39 | 2014.12.29 00:59:57 | filled | tp 15.39 | ||||
| 2015.01.16 00:00:00 | 16 | PBCT | buy | 360 / 360 | 14.13 | 14.84 | 2015.01.16 00:00:00 | filled | PBCT | |||
| 2015.02.06 00:59:57 | 17 | PBCT | sell | 360 / 360 | 14.84 | 2015.02.06 00:59:57 | filled | tp 14.84 | ||||
| 2015.07.29 00:00:00 | 18 | PBCT | buy | 324 / 324 | 15.72 | 16.51 | 2015.07.29 00:00:00 | filled | PBCT | |||
| 2015.08.05 00:59:57 | 19 | PBCT | sell | 324 / 324 | 16.51 | 2015.08.05 00:59:57 | filled | tp 16.51 | ||||
| 2015.08.21 00:00:00 | 20 | PBCT | buy | 321 / 321 | 15.91 | 16.70 | 2015.08.21 00:00:00 | filled | PBCT | |||
| 2015.10.28 00:59:59 | 21 | PBCT | sell | 321 / 321 | 16.70 | 2015.10.28 00:59:59 | filled | tp 16.70 | ||||
| 2015.12.11 00:00:00 | 22 | PBCT | buy | 319 / 319 | 16.06 | 16.86 | 2015.12.11 00:00:00 | filled | PBCT | |||
| 2016.11.09 00:59:57 | 23 | PBCT | sell | 319 / 319 | 16.86 | 2016.11.09 00:59:57 | filled | tp 16.86 | ||||
| 2017.01.23 00:00:00 | 24 | PBCT | buy | 275 / 275 | 18.65 | 19.58 | 2017.01.23 00:00:00 | filled | PBCT | |||
| 2017.03.01 00:59:57 | 25 | PBCT | sell | 275 / 275 | 19.58 | 2017.03.01 00:59:57 | filled | tp 19.58 | ||||
| 2017.03.22 00:00:00 | 26 | PBCT | buy | 290 / 290 | 17.75 | 18.64 | 2017.03.22 00:00:00 | filled | PBCT | |||
| 2017.10.20 00:00:00 | 27 | PBCT | sell | 290 / 290 | 18.64 | 2017.10.20 00:00:00 | filled | tp 18.64 | ||||
| 2018.03.26 00:00:00 | 28 | PBCT | buy | 281 / 281 | 18.36 | 19.28 | 2018.03.26 00:00:00 | filled | PBCT | |||
| 2018.06.11 16:59:57 | 29 | PBCT | sell | 281 / 281 | 19.28 | 2018.06.11 16:59:57 | filled | tp 19.28 | ||||
| 2018.06.19 17:00:00 | 30 | PBCT | buy | 280 / 280 | 18.44 | 19.36 | 2018.06.19 17:00:00 | filled | PBCT | |||
| 2021.02.25 16:59:58 | 31 | PBCT | sell | 280 / 280 | 19.36 | 2021.02.25 16:59:58 | filled | tp 19.36 | ||||
| 2021.03.16 17:00:00 | 32 | PBCT | buy | 292 / 292 | 17.71 | 18.60 | 2021.03.16 17:00:00 | filled | PBCT | |||
| 2021.03.18 17:59:58 | 33 | PBCT | sell | 292 / 292 | 18.60 | 2021.03.18 17:59:58 | filled | tp 18.60 | ||||
| 2021.03.22 16:00:00 | 34 | PBCT | buy | 298 / 298 | 17.42 | 18.29 | 2021.03.22 16:00:00 | filled | PBCT | |||
| 2021.03.30 22:59:59 | 35 | PBCT | sell | 298 / 298 | 17.82 | 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 | ||||||
| 2012.06.04 00:00:00 | 2 | PBCT | buy | in | 440 | 11.38 | 2 | -8.80 | 0.00 | 0.00 | 99 991.20 | PBCT |
| 2012.07.13 00:59:57 | 3 | PBCT | sell | out | 440 | 11.95 | 3 | -8.80 | 0.00 | 250.80 | 100 233.20 | tp 11.95 |
| 2012.11.09 00:00:00 | 4 | PBCT | buy | in | 427 | 11.75 | 4 | -8.54 | 0.00 | 0.00 | 100 224.66 | PBCT |
| 2012.12.12 00:59:57 | 5 | PBCT | sell | out | 427 | 12.34 | 5 | -8.54 | 0.00 | 251.93 | 100 468.05 | tp 12.34 |
| 2013.04.18 00:00:00 | 6 | PBCT | buy | in | 395 | 12.73 | 6 | -7.90 | 0.00 | 0.00 | 100 460.15 | PBCT |
| 2013.05.01 00:59:57 | 7 | PBCT | sell | out | 395 | 13.37 | 7 | -7.90 | 0.00 | 252.80 | 100 705.05 | tp 13.37 |
| 2013.08.28 00:00:00 | 8 | PBCT | buy | in | 352 | 14.31 | 8 | -7.04 | 0.00 | 0.00 | 100 698.01 | PBCT |
| 2013.10.17 00:59:57 | 9 | PBCT | sell | out | 352 | 15.02 | 9 | -7.04 | 0.00 | 249.92 | 100 940.89 | tp 15.02 |
| 2014.02.04 00:00:00 | 10 | PBCT | buy | in | 364 | 13.87 | 10 | -7.28 | 0.00 | 0.00 | 100 933.61 | PBCT |
| 2014.03.06 00:59:57 | 11 | PBCT | sell | out | 364 | 14.56 | 11 | -7.28 | 0.00 | 251.16 | 101 177.49 | tp 14.56 |
| 2014.04.29 00:00:00 | 12 | PBCT | buy | in | 359 | 14.11 | 12 | -7.18 | 0.00 | 0.00 | 101 170.31 | PBCT |
| 2014.06.06 00:59:57 | 13 | PBCT | sell | out | 359 | 14.81 | 13 | -7.18 | 0.00 | 251.30 | 101 414.43 | tp 14.81 |
| 2014.07.31 00:00:00 | 14 | PBCT | buy | in | 346 | 14.66 | 14 | -6.92 | 0.00 | 0.00 | 101 407.51 | PBCT |
| 2014.12.29 00:59:57 | 15 | PBCT | sell | out | 346 | 15.39 | 15 | -6.92 | 0.00 | 252.58 | 101 653.17 | tp 15.39 |
| 2015.01.16 00:00:00 | 16 | PBCT | buy | in | 360 | 14.13 | 16 | -7.20 | 0.00 | 0.00 | 101 645.97 | PBCT |
| 2015.02.06 00:59:57 | 17 | PBCT | sell | out | 360 | 14.84 | 17 | -7.20 | 0.00 | 255.60 | 101 894.37 | tp 14.84 |
| 2015.07.29 00:00:00 | 18 | PBCT | buy | in | 324 | 15.72 | 18 | -6.48 | 0.00 | 0.00 | 101 887.89 | PBCT |
| 2015.08.05 00:59:57 | 19 | PBCT | sell | out | 324 | 16.51 | 19 | -6.48 | 0.00 | 255.96 | 102 137.37 | tp 16.51 |
| 2015.08.21 00:00:00 | 20 | PBCT | buy | in | 321 | 15.91 | 20 | -6.42 | 0.00 | 0.00 | 102 130.95 | PBCT |
| 2015.10.28 00:59:59 | 21 | PBCT | sell | out | 321 | 16.70 | 21 | -6.42 | 0.00 | 253.59 | 102 378.12 | tp 16.70 |
| 2015.12.11 00:00:00 | 22 | PBCT | buy | in | 319 | 16.06 | 22 | -6.38 | 0.00 | 0.00 | 102 371.74 | PBCT |
| 2016.11.09 00:59:57 | 23 | PBCT | sell | out | 319 | 16.86 | 23 | -6.38 | 0.00 | 255.20 | 102 620.56 | tp 16.86 |
| 2017.01.23 00:00:00 | 24 | PBCT | buy | in | 275 | 18.65 | 24 | -5.50 | 0.00 | 0.00 | 102 615.06 | PBCT |
| 2017.03.01 00:59:57 | 25 | PBCT | sell | out | 275 | 19.58 | 25 | -5.50 | 0.00 | 255.75 | 102 865.31 | tp 19.58 |
| 2017.03.22 00:00:00 | 26 | PBCT | buy | in | 290 | 17.75 | 26 | -5.80 | 0.00 | 0.00 | 102 859.51 | PBCT |
| 2017.10.20 00:00:00 | 27 | PBCT | sell | out | 290 | 18.64 | 27 | -5.80 | 0.00 | 258.10 | 103 111.81 | tp 18.64 |
| 2018.03.26 00:00:00 | 28 | PBCT | buy | in | 281 | 18.36 | 28 | -5.62 | 0.00 | 0.00 | 103 106.19 | PBCT |
| 2018.06.11 16:59:57 | 29 | PBCT | sell | out | 281 | 19.28 | 29 | -5.62 | 0.00 | 258.52 | 103 359.09 | tp 19.28 |
| 2018.06.19 17:00:00 | 30 | PBCT | buy | in | 280 | 18.44 | 30 | -5.60 | 0.00 | 0.00 | 103 353.49 | PBCT |
| 2021.02.25 16:59:58 | 31 | PBCT | sell | out | 280 | 19.36 | 31 | -5.60 | 0.00 | 257.60 | 103 605.49 | tp 19.36 |
| 2021.03.16 17:00:00 | 32 | PBCT | buy | in | 292 | 17.71 | 32 | -5.84 | 0.00 | 0.00 | 103 599.65 | PBCT |
| 2021.03.18 17:59:58 | 33 | PBCT | sell | out | 292 | 18.60 | 33 | -5.84 | 0.00 | 259.88 | 103 853.69 | tp 18.60 |
| 2021.03.22 16:00:00 | 34 | PBCT | buy | in | 298 | 17.42 | 34 | -5.96 | 0.00 | 0.00 | 103 847.73 | PBCT |
| 2021.03.30 22:59:59 | 35 | PBCT | sell | out | 298 | 17.82 | 35 | -5.96 | 0.00 | 119.20 | 103 960.97 | end of test |
| -228.92 | 0.00 | 4 189.89 | 103 960.97 | |||||||||