Strategy Tester Report
AdmiralMarkets-Live (Build 2815)
Settings
Expert:			Stock Trader Hedge
Symbol:			SON
Period:			H1 (2012.01.01 - 2021.12.31)
Inputs:			T_0=General Settings
			Comment=SON
			Slippage=5
			MagicNumber=100037
			Balance_Type=0
			MM_Type=0
			AutoRisk=5
			TimeFrame=16385
			TakeProfit=5
			RSI_Period=9
			RSI_Level=70
			Stochastic_Period=21
			Stochastic_Level=70
			CCI_Period=21
			CCI_Level=100
			Slow_CCI_TF=16386
			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
History Quality:			8%
Bars:			3692	Ticks:			14267	Symbols:			1
Total Net Profit:			5 494.67	Balance Drawdown Absolute:			3.14	Equity Drawdown Absolute:			437.66
Gross Profit:			5 566.27	Balance Drawdown Maximal:			22.14 (0.02%)	Equity Drawdown Maximal:			2 287.80 (2.17%)
Gross Loss:			-71.60	Balance Drawdown Relative:			0.02% (22.14)	Equity Drawdown Relative:			2.17% (2 287.80)
Profit Factor:			77.74	Expected Payoff:			238.90	Margin Level:			1967.24%
Recovery Factor:			2.40	Sharpe Ratio:			4.33	Z-Score:			-1.47 (85.84%)
AHPR:			1.0023 (0.23%)	LR Correlation:			1.00	OnTester result:			0
GHPR:			1.0023 (0.23%)	LR Standard Error:			50.42
Total Trades:			23	Short Trades (won %):			0 (0.00%)	Long Trades (won %):			23 (95.65%)
Total Deals:			46	Profit Trades (% of total):			22 (95.65%)	Loss Trades (% of total):			1 (4.35%)
				Largest profit trade:			259.56	Largest loss trade:			-20.50
				Average profit trade:			253.01	Average loss trade:			-71.60
				Maximum consecutive wins ($):			22 (5 566.27)	Maximum consecutive losses ($):			1 (-20.50)
				Maximal consecutive profit (count):			5 566.27 (22)	Maximal consecutive loss (count):			-20.50 (1)
				Average consecutive wins:			22	Average consecutive losses:			1
Correlation (Profits,MFE):			0.79	Correlation (Profits,MAE):			0.79	Correlation (MFE,MAE):			0.5625
Minimal position holding time:			96:59:57	Maximal position holding time:			10750:59:59	Average position holding time:			1916:39:05

Orders
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2012.01.20 00:00:00	2	SON	buy	157 / 157		31.76		33.35	2012.01.20 00:00:00		filled	SON
2012.02.09 00:59:57	3	SON	sell	157 / 157		33.35			2012.02.09 00:59:57		filled	tp 33.35
2012.03.29 00:00:00	4	SON	buy	151 / 151		33.10		34.75	2012.03.29 00:00:00		filled	SON
2013.03.26 00:59:57	5	SON	sell	151 / 151		34.75			2013.03.26 00:59:57		filled	tp 34.75
2013.05.30 00:00:00	6	SON	buy	143 / 143		34.98		36.73	2013.05.30 00:00:00		filled	SON
2013.07.15 00:59:57	7	SON	sell	143 / 143		36.73			2013.07.15 00:59:57		filled	tp 36.73
2013.08.22 00:00:00	8	SON	buy	133 / 133		37.88		39.77	2013.08.22 00:00:00		filled	SON
2013.09.26 00:59:57	9	SON	sell	133 / 133		39.77			2013.09.26 00:59:57		filled	tp 39.77
2013.10.11 00:00:00	10	SON	buy	132 / 132		38.12		40.03	2013.10.11 00:00:00		filled	SON
2013.10.17 00:59:57	11	SON	sell	132 / 132		40.03			2013.10.17 00:59:57		filled	tp 40.03
2013.11.13 00:00:00	12	SON	buy	128 / 128		39.46		41.43	2013.11.13 00:00:00		filled	SON
2013.12.27 00:00:00	13	SON	sell	128 / 128		41.43			2013.12.27 00:00:00		filled	tp 41.43
2014.02.04 00:00:00	14	SON	buy	126 / 126		40.04		42.04	2014.02.04 00:00:00		filled	SON
2014.02.14 00:59:57	15	SON	sell	126 / 126		42.04			2014.02.14 00:59:57		filled	tp 42.04
2014.03.14 00:00:00	16	SON	buy	124 / 124		40.87		42.91	2014.03.14 00:00:00		filled	SON
2014.06.09 00:59:57	17	SON	sell	124 / 124		42.91			2014.06.09 00:59:57		filled	tp 42.91
2014.07.10 00:00:00	18	SON	buy	121 / 121		41.85		43.94	2014.07.10 00:00:00		filled	SON
2014.12.19 00:59:57	19	SON	sell	121 / 121		43.94			2014.12.19 00:59:57		filled	tp 43.94
2015.03.06 00:00:00	20	SON	buy	111 / 111		45.79		48.08	2015.03.06 00:00:00		filled	SON
2016.03.16 00:59:57	21	SON	sell	111 / 111		48.08			2016.03.16 00:59:57		filled	tp 48.08
2016.04.22 00:00:00	22	SON	buy	109 / 109		46.67		49.00	2016.04.22 00:00:00		filled	SON
2016.06.30 00:59:57	23	SON	sell	109 / 109		49.00			2016.06.30 00:59:57		filled	tp 49.00
2016.08.17 00:00:00	24	SON	buy	101 / 101		50.63		53.16	2016.08.17 00:00:00		filled	SON
2016.09.07 00:59:57	25	SON	sell	101 / 101		53.16			2016.09.07 00:59:57		filled	tp 53.16
2016.09.12 00:00:00	26	SON	buy	101 / 101		50.80		53.34	2016.09.12 00:00:00		filled	SON
2016.09.22 00:00:00	27	SON	sell	101 / 101		53.34			2016.09.22 00:00:00		filled	tp 53.34
2016.10.04 00:00:00	28	SON	buy	101 / 101		50.95		53.50	2016.10.04 00:00:00		filled	SON
2016.11.17 00:59:57	29	SON	sell	101 / 101		53.50			2016.11.17 00:59:57		filled	tp 53.50
2017.02.09 00:00:00	30	SON	buy	97 / 97		53.02		55.67	2017.02.09 00:00:00		filled	SON
2017.12.04 00:59:57	31	SON	sell	97 / 97		55.67			2017.12.04 00:59:57		filled	tp 55.67
2018.02.02 00:00:00	32	SON	buy	97 / 97		53.19		55.85	2018.02.02 00:00:00		filled	SON
2018.07.20 00:59:57	33	SON	sell	97 / 97		55.85			2018.07.20 00:59:57		filled	tp 55.85
2018.08.17 00:00:00	34	SON	buy	94 / 94		55.28		58.04	2018.08.17 00:00:00		filled	SON
2018.09.13 00:59:57	35	SON	sell	94 / 94		58.04			2018.09.13 00:59:57		filled	tp 58.04
2018.09.28 00:00:00	36	SON	buy	94 / 94		55.44		58.21	2018.09.28 00:00:00		filled	SON
2018.12.03 00:59:57	37	SON	sell	94 / 94		58.21			2018.12.03 00:59:57		filled	tp 58.21
2018.12.14 00:00:00	38	SON	buy	93 / 93		55.82		58.61	2018.12.14 00:00:00		filled	SON
2019.02.07 00:59:57	39	SON	sell	93 / 93		58.61			2019.02.07 00:59:57		filled	tp 58.61
2019.03.08 00:00:00	40	SON	buy	90 / 90		57.89		60.78	2019.03.08 00:00:00		filled	SON
2019.03.26 00:59:57	41	SON	sell	90 / 90		60.78			2019.03.26 00:59:57		filled	tp 60.78
2019.04.23 00:00:00	42	SON	buy	86 / 86		60.48		63.50	2019.04.23 00:00:00		filled	SON
2019.05.02 00:59:57	43	SON	sell	86 / 86		63.50			2019.05.02 00:59:57		filled	tp 63.50
2019.05.23 00:00:00	44	SON	buy	84 / 84		62.27		65.38	2019.05.23 00:00:00		filled	SON
2019.06.07 00:59:57	45	SON	sell	84 / 84		65.38			2019.06.07 00:59:57		filled	tp 65.38
2019.07.12 00:00:00	46	SON	buy	82 / 82		64.05		67.25	2019.07.12 00:00:00		filled	SON
2021.03.30 22:59:59	47	SON	sell	82 / 82		63.82			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
2012.01.20 00:00:00	2	SON	buy	in	157	31.76	2	-3.14	0.00	0.00	99 996.86	SON
2012.02.09 00:59:57	3	SON	sell	out	157	33.35	3	-3.14	0.00	249.63	100 243.35	tp 33.35
2012.03.29 00:00:00	4	SON	buy	in	151	33.10	4	-3.02	0.00	0.00	100 240.33	SON
2013.03.26 00:59:57	5	SON	sell	out	151	34.75	5	-3.02	0.00	249.15	100 486.46	tp 34.75
2013.05.30 00:00:00	6	SON	buy	in	143	34.98	6	-2.86	0.00	0.00	100 483.60	SON
2013.07.15 00:59:57	7	SON	sell	out	143	36.73	7	-2.86	0.00	250.25	100 730.99	tp 36.73
2013.08.22 00:00:00	8	SON	buy	in	133	37.88	8	-2.66	0.00	0.00	100 728.33	SON
2013.09.26 00:59:57	9	SON	sell	out	133	39.77	9	-2.66	0.00	251.37	100 977.04	tp 39.77
2013.10.11 00:00:00	10	SON	buy	in	132	38.12	10	-2.64	0.00	0.00	100 974.40	SON
2013.10.17 00:59:57	11	SON	sell	out	132	40.03	11	-2.64	0.00	252.12	101 223.88	tp 40.03
2013.11.13 00:00:00	12	SON	buy	in	128	39.46	12	-2.56	0.00	0.00	101 221.32	SON
2013.12.27 00:00:00	13	SON	sell	out	128	41.43	13	-2.56	0.00	252.16	101 470.92	tp 41.43
2014.02.04 00:00:00	14	SON	buy	in	126	40.04	14	-2.52	0.00	0.00	101 468.40	SON
2014.02.14 00:59:57	15	SON	sell	out	126	42.04	15	-2.52	0.00	252.00	101 717.88	tp 42.04
2014.03.14 00:00:00	16	SON	buy	in	124	40.87	16	-2.48	0.00	0.00	101 715.40	SON
2014.06.09 00:59:57	17	SON	sell	out	124	42.91	17	-2.48	0.00	252.96	101 965.88	tp 42.91
2014.07.10 00:00:00	18	SON	buy	in	121	41.85	18	-2.42	0.00	0.00	101 963.46	SON
2014.12.19 00:59:57	19	SON	sell	out	121	43.94	19	-2.42	0.00	252.89	102 213.93	tp 43.94
2015.03.06 00:00:00	20	SON	buy	in	111	45.79	20	-2.22	0.00	0.00	102 211.71	SON
2016.03.16 00:59:57	21	SON	sell	out	111	48.08	21	-2.22	0.00	254.19	102 463.68	tp 48.08
2016.04.22 00:00:00	22	SON	buy	in	109	46.67	22	-2.18	0.00	0.00	102 461.50	SON
2016.06.30 00:59:57	23	SON	sell	out	109	49.00	23	-2.18	0.00	253.97	102 713.29	tp 49.00
2016.08.17 00:00:00	24	SON	buy	in	101	50.63	24	-2.02	0.00	0.00	102 711.27	SON
2016.09.07 00:59:57	25	SON	sell	out	101	53.16	25	-2.02	0.00	255.53	102 964.78	tp 53.16
2016.09.12 00:00:00	26	SON	buy	in	101	50.80	26	-2.02	0.00	0.00	102 962.76	SON
2016.09.22 00:00:00	27	SON	sell	out	101	53.34	27	-2.02	0.00	256.54	103 217.28	tp 53.34
2016.10.04 00:00:00	28	SON	buy	in	101	50.95	28	-2.02	0.00	0.00	103 215.26	SON
2016.11.17 00:59:57	29	SON	sell	out	101	53.50	29	-2.02	0.00	257.55	103 470.79	tp 53.50
2017.02.09 00:00:00	30	SON	buy	in	97	53.02	30	-1.94	0.00	0.00	103 468.85	SON
2017.12.04 00:59:57	31	SON	sell	out	97	55.67	31	-1.94	0.00	257.05	103 723.96	tp 55.67
2018.02.02 00:00:00	32	SON	buy	in	97	53.19	32	-1.94	0.00	0.00	103 722.02	SON
2018.07.20 00:59:57	33	SON	sell	out	97	55.85	33	-1.94	0.00	258.02	103 978.10	tp 55.85
2018.08.17 00:00:00	34	SON	buy	in	94	55.28	34	-1.88	0.00	0.00	103 976.22	SON
2018.09.13 00:59:57	35	SON	sell	out	94	58.04	35	-1.88	0.00	259.44	104 233.78	tp 58.04
2018.09.28 00:00:00	36	SON	buy	in	94	55.44	36	-1.88	0.00	0.00	104 231.90	SON
2018.12.03 00:59:57	37	SON	sell	out	94	58.21	37	-1.88	0.00	260.38	104 490.40	tp 58.21
2018.12.14 00:00:00	38	SON	buy	in	93	55.82	38	-1.86	0.00	0.00	104 488.54	SON
2019.02.07 00:59:57	39	SON	sell	out	93	58.61	39	-1.86	0.00	259.47	104 746.15	tp 58.61
2019.03.08 00:00:00	40	SON	buy	in	90	57.89	40	-1.80	0.00	0.00	104 744.35	SON
2019.03.26 00:59:57	41	SON	sell	out	90	60.78	41	-1.80	0.00	260.10	105 002.65	tp 60.78
2019.04.23 00:00:00	42	SON	buy	in	86	60.48	42	-1.72	0.00	0.00	105 000.93	SON
2019.05.02 00:59:57	43	SON	sell	out	86	63.50	43	-1.72	0.00	259.72	105 258.93	tp 63.50
2019.05.23 00:00:00	44	SON	buy	in	84	62.27	44	-1.68	0.00	0.00	105 257.25	SON
2019.06.07 00:59:57	45	SON	sell	out	84	65.38	45	-1.68	0.00	261.24	105 516.81	tp 65.38
2019.07.12 00:00:00	46	SON	buy	in	82	64.05	46	-1.64	0.00	0.00	105 515.17	SON
2021.03.30 22:59:59	47	SON	sell	out	82	63.82	47	-1.64	0.00	-18.86	105 494.67	end of test
								-102.20	0.00	5 596.87	105 494.67