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: | SJI | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=SJI | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100036 | ||||||||||||
| Balance_Type=0 | ||||||||||||
| MM_Type=0 | ||||||||||||
| AutoRisk=5 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| TakeProfit=5 | ||||||||||||
| RSI_Period=18 | ||||||||||||
| RSI_Level=60 | ||||||||||||
| Stochastic_Period=9 | ||||||||||||
| Stochastic_Level=80 | ||||||||||||
| CCI_Period=21 | ||||||||||||
| CCI_Level=150 | ||||||||||||
| Slow_CCI_TF=16392 | ||||||||||||
| Slow_CCI_Period=51 | ||||||||||||
| Slow_CCI_Level=150 | ||||||||||||
| 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: | 6709 | Ticks: | 25310 | Symbols: | 1 | |||||||
| Total Net Profit: | 4 446.88 | Balance Drawdown Absolute: | 3.88 | Equity Drawdown Absolute: | 558.72 | |||||||
| Gross Profit: | 4 513.16 | Balance Drawdown Maximal: | 4.72 (0.00%) | Equity Drawdown Maximal: | 1 657.53 (1.60%) | |||||||
| Gross Loss: | -66.28 | Balance Drawdown Relative: | 0.00% (4.72) | Equity Drawdown Relative: | 1.60% (1 657.53) | |||||||
| Profit Factor: | 68.09 | Expected Payoff: | 250.73 | Margin Level: | 1942.43% | |||||||
| Recovery Factor: | 2.68 | Sharpe Ratio: | 312.47 | 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: | 8.64 | |||||||||
| Total Trades: | 18 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 18 (100.00%) | |||||||
| Total Deals: | 36 | Profit Trades (% of total): | 18 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
| Largest profit trade: | 255.15 | Largest loss trade: | 0.00 | |||||||||
| Average profit trade: | 250.73 | Average loss trade: | 0.00 | |||||||||
| Maximum consecutive wins ($): | 18 (4 513.16) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
| Maximal consecutive profit (count): | 4 513.16 (18) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
| Average consecutive wins: | 18 | Average consecutive losses: | 0 | |||||||||
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| Correlation (Profits,MFE): | 0.01 | Correlation (Profits,MAE): | -0.29 | Correlation (MFE,MAE): | 0.2362 | |||||||
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| Minimal position holding time: | 0:59:57 | Maximal position holding time: | 6696:59:57 | Average position holding time: | 1132:26:37 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.03.01 00:00:00 | 2 | SJI | buy | 194 / 194 | 25.77 | 27.06 | 2012.03.01 00:00:00 | filled | SJI | |||
| 2013.01.28 00:59:57 | 3 | SJI | sell | 194 / 194 | 27.06 | 2013.01.28 00:59:57 | filled | tp 27.06 | ||||
| 2013.06.21 00:00:00 | 4 | SJI | buy | 178 / 178 | 28.07 | 29.47 | 2013.06.21 00:00:00 | filled | SJI | |||
| 2013.07.11 00:00:00 | 5 | SJI | sell | 178 / 178 | 29.47 | 2013.07.11 00:00:00 | filled | tp 29.47 | ||||
| 2014.01.31 00:00:00 | 6 | SJI | buy | 188 / 188 | 26.64 | 27.97 | 2014.01.31 00:00:00 | filled | SJI | |||
| 2014.02.19 00:59:57 | 7 | SJI | sell | 188 / 188 | 27.97 | 2014.02.19 00:59:57 | filled | tp 27.97 | ||||
| 2014.07.28 00:00:00 | 8 | SJI | buy | 183 / 183 | 27.44 | 28.81 | 2014.07.28 00:00:00 | filled | SJI | |||
| 2014.08.18 00:59:57 | 9 | SJI | sell | 183 / 183 | 28.81 | 2014.08.18 00:59:57 | filled | tp 28.81 | ||||
| 2015.03.05 00:00:00 | 10 | SJI | buy | 183 / 183 | 27.46 | 28.83 | 2015.03.05 00:00:00 | filled | SJI | |||
| 2016.03.30 00:59:57 | 11 | SJI | sell | 183 / 183 | 28.83 | 2016.03.30 00:59:57 | filled | tp 28.83 | ||||
| 2016.09.12 00:00:00 | 12 | SJI | buy | 176 / 176 | 28.69 | 30.12 | 2016.09.12 00:00:00 | filled | SJI | |||
| 2016.09.22 00:00:00 | 13 | SJI | sell | 176 / 176 | 30.12 | 2016.09.22 00:00:00 | filled | tp 30.12 | ||||
| 2017.10.17 00:00:00 | 14 | SJI | buy | 157 / 157 | 32.31 | 33.92 | 2017.10.17 00:00:00 | filled | SJI | |||
| 2017.10.20 00:59:57 | 15 | SJI | sell | 157 / 157 | 33.92 | 2017.10.20 00:59:57 | filled | tp 33.92 | ||||
| 2017.12.20 00:00:00 | 16 | SJI | buy | 164 / 164 | 31.02 | 32.57 | 2017.12.20 00:00:00 | filled | SJI | |||
| 2018.05.10 20:59:58 | 17 | SJI | sell | 164 / 164 | 32.57 | 2018.05.10 20:59:58 | filled | tp 32.57 | ||||
| 2018.10.22 19:00:00 | 18 | SJI | buy | 202 / 202 | 25.22 | 26.48 | 2018.10.22 19:00:00 | filled | SJI | |||
| 2018.10.22 19:59:57 | 19 | SJI | sell | 202 / 202 | 26.48 | 2018.10.22 19:59:57 | filled | tp 26.48 | ||||
| 2018.10.23 18:00:00 | 20 | SJI | buy | 164 / 164 | 31.15 | 32.71 | 2018.10.23 18:00:00 | filled | SJI | |||
| 2018.11.08 21:59:57 | 21 | SJI | sell | 164 / 164 | 32.71 | 2018.11.08 21:59:57 | filled | tp 32.71 | ||||
| 2018.12.24 16:00:00 | 22 | SJI | buy | 182 / 182 | 28.41 | 29.82 | 2018.12.24 16:00:00 | filled | SJI | |||
| 2019.01.16 16:00:00 | 23 | SJI | sell | 182 / 182 | 29.82 | 2019.01.16 16:00:00 | filled | tp 29.82 | ||||
| 2019.08.08 16:00:00 | 24 | SJI | buy | 167 / 167 | 31.57 | 33.10 | 2019.08.08 16:00:00 | filled | SJI | |||
| 2019.09.05 17:59:58 | 25 | SJI | sell | 167 / 167 | 33.10 | 2019.09.05 17:59:58 | filled | tp 33.10 | ||||
| 2019.11.04 20:00:00 | 26 | SJI | buy | 163 / 163 | 31.50 | 33.07 | 2019.11.04 20:00:00 | filled | SJI | |||
| 2019.12.19 22:59:57 | 27 | SJI | sell | 163 / 163 | 33.07 | 2019.12.19 22:59:57 | filled | tp 33.07 | ||||
| 2020.02.27 16:00:00 | 28 | SJI | buy | 172 / 172 | 30.06 | 31.55 | 2020.02.27 16:00:00 | filled | SJI | |||
| 2020.02.27 20:59:57 | 29 | SJI | sell | 172 / 172 | 31.55 | 2020.02.27 20:59:57 | filled | tp 31.55 | ||||
| 2020.02.28 16:00:00 | 30 | SJI | buy | 183 / 183 | 28.37 | 29.78 | 2020.02.28 16:00:00 | filled | SJI | |||
| 2020.03.04 20:59:58 | 31 | SJI | sell | 183 / 183 | 29.78 | 2020.03.04 20:59:58 | filled | tp 29.78 | ||||
| 2020.03.06 16:00:00 | 32 | SJI | buy | 189 / 189 | 27.49 | 28.86 | 2020.03.06 16:00:00 | filled | SJI | |||
| 2020.04.27 19:59:58 | 33 | SJI | sell | 189 / 189 | 28.86 | 2020.04.27 19:59:58 | filled | tp 28.86 | ||||
| 2020.07.09 18:00:00 | 34 | SJI | buy | 233 / 233 | 22.26 | 23.37 | 2020.07.09 18:00:00 | filled | SJI | |||
| 2020.07.10 19:59:58 | 35 | SJI | sell | 233 / 233 | 23.37 | 2020.07.10 19:59:58 | filled | tp 23.37 | ||||
| 2020.08.25 18:00:00 | 36 | SJI | buy | 236 / 236 | 22.05 | 23.15 | 2020.08.25 18:00:00 | filled | SJI | |||
| 2020.11.10 21:59:59 | 37 | SJI | sell | 236 / 236 | 23.15 | 2020.11.10 21:59:59 | filled | tp 23.15 | ||||
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 | ||||||
| 2012.03.01 00:00:00 | 2 | SJI | buy | in | 194 | 25.77 | 2 | -3.88 | 0.00 | 0.00 | 99 996.12 | SJI |
| 2013.01.28 00:59:57 | 3 | SJI | sell | out | 194 | 27.06 | 3 | -3.88 | 0.00 | 250.26 | 100 242.50 | tp 27.06 |
| 2013.06.21 00:00:00 | 4 | SJI | buy | in | 178 | 28.07 | 4 | -3.56 | 0.00 | 0.00 | 100 238.94 | SJI |
| 2013.07.11 00:00:00 | 5 | SJI | sell | out | 178 | 29.47 | 5 | -3.56 | 0.00 | 249.20 | 100 484.58 | tp 29.47 |
| 2014.01.31 00:00:00 | 6 | SJI | buy | in | 188 | 26.64 | 6 | -3.76 | 0.00 | 0.00 | 100 480.82 | SJI |
| 2014.02.19 00:59:57 | 7 | SJI | sell | out | 188 | 27.97 | 7 | -3.76 | 0.00 | 250.04 | 100 727.10 | tp 27.97 |
| 2014.07.28 00:00:00 | 8 | SJI | buy | in | 183 | 27.44 | 8 | -3.66 | 0.00 | 0.00 | 100 723.44 | SJI |
| 2014.08.18 00:59:57 | 9 | SJI | sell | out | 183 | 28.81 | 9 | -3.66 | 0.00 | 250.71 | 100 970.49 | tp 28.81 |
| 2015.03.05 00:00:00 | 10 | SJI | buy | in | 183 | 27.46 | 10 | -3.66 | 0.00 | 0.00 | 100 966.83 | SJI |
| 2016.03.30 00:59:57 | 11 | SJI | sell | out | 183 | 28.83 | 11 | -3.66 | 0.00 | 250.71 | 101 213.88 | tp 28.83 |
| 2016.09.12 00:00:00 | 12 | SJI | buy | in | 176 | 28.69 | 12 | -3.52 | 0.00 | 0.00 | 101 210.36 | SJI |
| 2016.09.22 00:00:00 | 13 | SJI | sell | out | 176 | 30.12 | 13 | -3.52 | 0.00 | 251.68 | 101 458.52 | tp 30.12 |
| 2017.10.17 00:00:00 | 14 | SJI | buy | in | 157 | 32.31 | 14 | -3.14 | 0.00 | 0.00 | 101 455.38 | SJI |
| 2017.10.20 00:59:57 | 15 | SJI | sell | out | 157 | 33.92 | 15 | -3.14 | 0.00 | 252.77 | 101 705.01 | tp 33.92 |
| 2017.12.20 00:00:00 | 16 | SJI | buy | in | 164 | 31.02 | 16 | -3.28 | 0.00 | 0.00 | 101 701.73 | SJI |
| 2018.05.10 20:59:58 | 17 | SJI | sell | out | 164 | 32.57 | 17 | -3.28 | 0.00 | 254.20 | 101 952.65 | tp 32.57 |
| 2018.10.22 19:00:00 | 18 | SJI | buy | in | 202 | 25.22 | 18 | -4.04 | 0.00 | 0.00 | 101 948.61 | SJI |
| 2018.10.22 19:59:57 | 19 | SJI | sell | out | 202 | 26.48 | 19 | -4.04 | 0.00 | 254.52 | 102 199.09 | tp 26.48 |
| 2018.10.23 18:00:00 | 20 | SJI | buy | in | 164 | 31.15 | 20 | -3.28 | 0.00 | 0.00 | 102 195.81 | SJI |
| 2018.11.08 21:59:57 | 21 | SJI | sell | out | 164 | 32.71 | 21 | -3.28 | 0.00 | 255.84 | 102 448.37 | tp 32.71 |
| 2018.12.24 16:00:00 | 22 | SJI | buy | in | 182 | 28.41 | 22 | -3.64 | 0.00 | 0.00 | 102 444.73 | SJI |
| 2019.01.16 16:00:00 | 23 | SJI | sell | out | 182 | 29.82 | 23 | -3.64 | 0.00 | 256.62 | 102 697.71 | tp 29.82 |
| 2019.08.08 16:00:00 | 24 | SJI | buy | in | 167 | 31.57 | 24 | -3.34 | 0.00 | 0.00 | 102 694.37 | SJI |
| 2019.09.05 17:59:58 | 25 | SJI | sell | out | 167 | 33.10 | 25 | -3.34 | 0.00 | 255.51 | 102 946.54 | tp 33.10 |
| 2019.11.04 20:00:00 | 26 | SJI | buy | in | 163 | 31.50 | 26 | -3.26 | 0.00 | 0.00 | 102 943.28 | SJI |
| 2019.12.19 22:59:57 | 27 | SJI | sell | out | 163 | 33.07 | 27 | -3.26 | 0.00 | 255.91 | 103 195.93 | tp 33.07 |
| 2020.02.27 16:00:00 | 28 | SJI | buy | in | 172 | 30.06 | 28 | -3.44 | 0.00 | 0.00 | 103 192.49 | SJI |
| 2020.02.27 20:59:57 | 29 | SJI | sell | out | 172 | 31.55 | 29 | -3.44 | 0.00 | 256.28 | 103 445.33 | tp 31.55 |
| 2020.02.28 16:00:00 | 30 | SJI | buy | in | 183 | 28.37 | 30 | -3.66 | 0.00 | 0.00 | 103 441.67 | SJI |
| 2020.03.04 20:59:58 | 31 | SJI | sell | out | 183 | 29.78 | 31 | -3.66 | 0.00 | 258.03 | 103 696.04 | tp 29.78 |
| 2020.03.06 16:00:00 | 32 | SJI | buy | in | 189 | 27.49 | 32 | -3.78 | 0.00 | 0.00 | 103 692.26 | SJI |
| 2020.04.27 19:59:58 | 33 | SJI | sell | out | 189 | 28.86 | 33 | -3.78 | 0.00 | 258.93 | 103 947.41 | tp 28.86 |
| 2020.07.09 18:00:00 | 34 | SJI | buy | in | 233 | 22.26 | 34 | -4.66 | 0.00 | 0.00 | 103 942.75 | SJI |
| 2020.07.10 19:59:58 | 35 | SJI | sell | out | 233 | 23.37 | 35 | -4.66 | 0.00 | 258.63 | 104 196.72 | tp 23.37 |
| 2020.08.25 18:00:00 | 36 | SJI | buy | in | 236 | 22.05 | 36 | -4.72 | 0.00 | 0.00 | 104 192.00 | SJI |
| 2020.11.10 21:59:59 | 37 | SJI | sell | out | 236 | 23.15 | 37 | -4.72 | 0.00 | 259.60 | 104 446.88 | tp 23.15 |
| -132.56 | 0.00 | 4 579.44 | 104 446.88 | |||||||||