Strategy Tester Report
AdmiralMarkets-Live (Build 2815)
Settings
Expert:			Stock Trader Hedge
Symbol:			UGI
Period:			H1 (2012.01.01 - 2021.12.31)
Inputs:			T_0=General Settings
			Comment=UGI
			Slippage=5
			MagicNumber=100041
			Balance_Type=0
			MM_Type=0
			AutoRisk=5
			TimeFrame=16385
			TakeProfit=5
			RSI_Period=15
			RSI_Level=50
			Stochastic_Period=18
			Stochastic_Level=70
			CCI_Period=36
			CCI_Level=100
			Slow_CCI_TF=16392
			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
History Quality:			30%
Bars:			6708	Ticks:			25637	Symbols:			1
Total Net Profit:			5 402.55	Balance Drawdown Absolute:			5.44	Equity Drawdown Absolute:			285.60
Gross Profit:			6 597.42	Balance Drawdown Maximal:			1 112.01 (1.04%)	Equity Drawdown Maximal:			3 306.74 (3.10%)
Gross Loss:			-1 194.87	Balance Drawdown Relative:			1.04% (1 112.01)	Equity Drawdown Relative:			3.10% (3 306.74)
Profit Factor:			5.52	Expected Payoff:			200.09	Margin Level:			1950.11%
Recovery Factor:			1.63	Sharpe Ratio:			0.82	Z-Score:			-1.63 (89.69%)
AHPR:			1.0020 (0.20%)	LR Correlation:			0.99	OnTester result:			0
GHPR:			1.0020 (0.20%)	LR Standard Error:			241.81
Total Trades:			27	Short Trades (won %):			0 (0.00%)	Long Trades (won %):			27 (96.30%)
Total Deals:			54	Profit Trades (% of total):			26 (96.30%)	Loss Trades (% of total):			1 (3.70%)
				Largest profit trade:			262.65	Largest loss trade:			-1 109.99
				Average profit trade:			253.75	Average loss trade:			-1 194.87
				Maximum consecutive wins ($):			26 (6 597.42)	Maximum consecutive losses ($):			1 (-1 109.99)
				Maximal consecutive profit (count):			6 597.42 (26)	Maximal consecutive loss (count):			-1 109.99 (1)
				Average consecutive wins:			26	Average consecutive losses:			1
Correlation (Profits,MFE):			0.33	Correlation (Profits,MAE):			0.96	Correlation (MFE,MAE):			0.3167
Minimal position holding time:			48:59:57	Maximal position holding time:			11595:59:59	Average position holding time:			1137:48:50

Orders
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2012.01.20 00:00:00	2	UGI	buy	272 / 272		18.37		19.29	2012.01.20 00:00:00		filled	UGI
2012.02.23 00:59:57	3	UGI	sell	272 / 272		19.29			2012.02.23 00:59:57		filled	tp 19.29
2012.03.22 00:00:00	4	UGI	buy	278 / 278		18.03		18.93	2012.03.22 00:00:00		filled	UGI
2012.04.27 00:00:00	5	UGI	sell	278 / 278		18.93			2012.04.27 00:00:00		filled	tp 18.93
2012.06.25 00:00:00	6	UGI	buy	265 / 265		18.91		19.85	2012.06.25 00:00:00		filled	UGI
2012.07.02 00:59:57	7	UGI	sell	265 / 265		19.85			2012.07.02 00:59:57		filled	tp 19.85
2012.08.24 00:00:00	8	UGI	buy	251 / 251		20.07		21.07	2012.08.24 00:00:00		filled	UGI
2012.09.24 00:59:57	9	UGI	sell	251 / 251		21.07			2012.09.24 00:59:57		filled	tp 21.07
2012.11.13 00:00:00	10	UGI	buy	243 / 243		20.76		21.80	2012.11.13 00:00:00		filled	UGI
2012.11.27 00:59:57	11	UGI	sell	243 / 243		21.80			2012.11.27 00:59:57		filled	tp 21.80
2013.05.29 00:00:00	12	UGI	buy	192 / 192		26.25		27.56	2013.05.29 00:00:00		filled	UGI
2013.07.15 00:59:57	13	UGI	sell	192 / 192		27.56			2013.07.15 00:59:57		filled	tp 27.56
2013.08.27 00:00:00	14	UGI	buy	190 / 190		26.63		27.96	2013.08.27 00:00:00		filled	UGI
2013.10.25 00:59:57	15	UGI	sell	190 / 190		27.96			2013.10.25 00:59:57		filled	tp 27.96
2013.12.06 00:00:00	16	UGI	buy	190 / 190		26.74		28.08	2013.12.06 00:00:00		filled	UGI
2014.01.16 00:59:57	17	UGI	sell	190 / 190		28.08			2014.01.16 00:59:57		filled	tp 28.08
2014.08.01 00:00:00	18	UGI	buy	157 / 157		32.38		34.00	2014.08.01 00:00:00		filled	UGI
2014.08.19 00:59:57	19	UGI	sell	157 / 157		34.00			2014.08.19 00:59:57		filled	tp 34.00
2014.10.02 00:00:00	20	UGI	buy	152 / 152		33.52		35.20	2014.10.02 00:00:00		filled	UGI
2014.10.17 00:59:57	21	UGI	sell	152 / 152		35.20			2014.10.17 00:59:57		filled	tp 35.20
2014.12.15 00:00:00	22	UGI	buy	138 / 138		36.98		38.83	2014.12.15 00:00:00		filled	UGI
2014.12.26 00:59:57	23	UGI	sell	138 / 138		38.83			2014.12.26 00:59:57		filled	tp 38.83
2015.01.07 00:00:00	24	UGI	buy	140 / 140		36.68		38.51	2015.01.07 00:00:00		filled	UGI
2015.01.23 00:59:57	25	UGI	sell	140 / 140		38.51			2015.01.23 00:59:57		filled	tp 38.51
2015.02.09 00:00:00	26	UGI	buy	145 / 145		35.33		37.10	2015.02.09 00:00:00		filled	UGI
2015.05.15 00:59:57	27	UGI	sell	145 / 145		37.10			2015.05.15 00:59:57		filled	tp 37.10
2015.06.26 00:00:00	28	UGI	buy	148 / 148		34.82		36.56	2015.06.26 00:00:00		filled	UGI
2015.07.16 00:59:57	29	UGI	sell	148 / 148		36.56			2015.07.16 00:59:57		filled	tp 36.56
2015.08.21 00:00:00	30	UGI	buy	148 / 148		34.80		36.54	2015.08.21 00:00:00		filled	UGI
2015.10.30 00:59:57	31	UGI	sell	148 / 148		36.54			2015.10.30 00:59:57		filled	tp 36.54
2015.11.10 00:00:00	32	UGI	buy	151 / 151		34.23		35.94	2015.11.10 00:00:00		filled	UGI
2016.02.05 00:59:57	33	UGI	sell	151 / 151		35.94			2016.02.05 00:59:57		filled	tp 35.94
2016.08.17 00:00:00	34	UGI	buy	117 / 117		44.36		46.58	2016.08.17 00:00:00		filled	UGI
2016.09.06 00:59:57	35	UGI	sell	117 / 117		46.58			2016.09.06 00:59:57		filled	tp 46.58
2016.10.05 00:00:00	36	UGI	buy	118 / 118		44.10		46.30	2016.10.05 00:00:00		filled	UGI
2016.10.31 00:59:57	37	UGI	sell	118 / 118		46.30			2016.10.31 00:59:57		filled	tp 46.30
2016.11.11 00:00:00	38	UGI	buy	124 / 124		41.97		44.07	2016.11.11 00:00:00		filled	UGI
2016.11.15 00:59:57	39	UGI	sell	124 / 124		44.07			2016.11.15 00:59:57		filled	tp 44.07
2017.05.03 00:00:00	40	UGI	buy	107 / 107		48.88		51.32	2017.05.03 00:00:00		filled	UGI
2017.05.31 00:59:57	41	UGI	sell	107 / 107		51.32			2017.05.31 00:59:57		filled	tp 51.32
2017.07.06 00:00:00	42	UGI	buy	109 / 109		47.93		50.33	2017.07.06 00:00:00		filled	UGI
2017.07.21 00:59:57	43	UGI	sell	109 / 109		50.33			2017.07.21 00:59:57		filled	tp 50.33
2017.08.04 00:00:00	44	UGI	buy	109 / 109		48.15		50.56	2017.08.04 00:00:00		filled	UGI
2018.05.29 17:59:57	45	UGI	sell	109 / 109		50.56			2018.05.29 17:59:57		filled	tp 50.56
2018.10.11 22:00:00	46	UGI	buy	97 / 97		53.88		56.57	2018.10.11 22:00:00		filled	UGI
2018.11.12 16:59:58	47	UGI	sell	97 / 97		56.57			2018.11.12 16:59:58		filled	tp 56.57
2018.12.24 18:00:00	48	UGI	buy	99 / 99		52.97		55.62	2018.12.24 18:00:00		filled	UGI
2019.01.22 22:59:58	49	UGI	sell	99 / 99		55.62			2019.01.22 22:59:58		filled	tp 55.62
2019.02.06 17:00:00	50	UGI	buy	100 / 100		52.74		55.38	2019.02.06 17:00:00		filled	UGI
2019.03.18 16:59:57	51	UGI	sell	100 / 100		55.38			2019.03.18 16:59:57		filled	tp 55.38
2019.04.02 16:00:00	52	UGI	buy	103 / 103		51.40		53.97	2019.04.02 16:00:00		filled	UGI
2019.04.24 22:59:57	53	UGI	sell	103 / 103		53.97			2019.04.24 22:59:57		filled	tp 53.97
2019.05.23 19:00:00	54	UGI	buy	101 / 101		52.50		55.12	2019.05.23 19:00:00		filled	UGI
2021.03.30 22:59:59	55	UGI	sell	101 / 101		41.53			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	UGI	buy	in	272	18.37	2	-5.44	0.00	0.00	99 994.56	UGI
2012.02.23 00:59:57	3	UGI	sell	out	272	19.29	3	-5.44	0.00	250.24	100 239.36	tp 19.29
2012.03.22 00:00:00	4	UGI	buy	in	278	18.03	4	-5.56	0.00	0.00	100 233.80	UGI
2012.04.27 00:00:00	5	UGI	sell	out	278	18.93	5	-5.56	0.00	250.20	100 478.44	tp 18.93
2012.06.25 00:00:00	6	UGI	buy	in	265	18.91	6	-5.30	0.00	0.00	100 473.14	UGI
2012.07.02 00:59:57	7	UGI	sell	out	265	19.85	7	-5.30	0.00	249.10	100 716.94	tp 19.85
2012.08.24 00:00:00	8	UGI	buy	in	251	20.07	8	-5.02	0.00	0.00	100 711.92	UGI
2012.09.24 00:59:57	9	UGI	sell	out	251	21.07	9	-5.02	0.00	251.00	100 957.90	tp 21.07
2012.11.13 00:00:00	10	UGI	buy	in	243	20.76	10	-4.86	0.00	0.00	100 953.04	UGI
2012.11.27 00:59:57	11	UGI	sell	out	243	21.80	11	-4.86	0.00	252.72	101 200.90	tp 21.80
2013.05.29 00:00:00	12	UGI	buy	in	192	26.25	12	-3.84	0.00	0.00	101 197.06	UGI
2013.07.15 00:59:57	13	UGI	sell	out	192	27.56	13	-3.84	0.00	251.52	101 444.74	tp 27.56
2013.08.27 00:00:00	14	UGI	buy	in	190	26.63	14	-3.80	0.00	0.00	101 440.94	UGI
2013.10.25 00:59:57	15	UGI	sell	out	190	27.96	15	-3.80	0.00	252.70	101 689.84	tp 27.96
2013.12.06 00:00:00	16	UGI	buy	in	190	26.74	16	-3.80	0.00	0.00	101 686.04	UGI
2014.01.16 00:59:57	17	UGI	sell	out	190	28.08	17	-3.80	0.00	254.60	101 936.84	tp 28.08
2014.08.01 00:00:00	18	UGI	buy	in	157	32.38	18	-3.14	0.00	0.00	101 933.70	UGI
2014.08.19 00:59:57	19	UGI	sell	out	157	34.00	19	-3.14	0.00	254.34	102 184.90	tp 34.00
2014.10.02 00:00:00	20	UGI	buy	in	152	33.52	20	-3.04	0.00	0.00	102 181.86	UGI
2014.10.17 00:59:57	21	UGI	sell	out	152	35.20	21	-3.04	0.00	255.36	102 434.18	tp 35.20
2014.12.15 00:00:00	22	UGI	buy	in	138	36.98	22	-2.76	0.00	0.00	102 431.42	UGI
2014.12.26 00:59:57	23	UGI	sell	out	138	38.83	23	-2.76	0.00	255.30	102 683.96	tp 38.83
2015.01.07 00:00:00	24	UGI	buy	in	140	36.68	24	-2.80	0.00	0.00	102 681.16	UGI
2015.01.23 00:59:57	25	UGI	sell	out	140	38.51	25	-2.80	0.00	256.20	102 934.56	tp 38.51
2015.02.09 00:00:00	26	UGI	buy	in	145	35.33	26	-2.90	0.00	0.00	102 931.66	UGI
2015.05.15 00:59:57	27	UGI	sell	out	145	37.10	27	-2.90	0.00	256.65	103 185.41	tp 37.10
2015.06.26 00:00:00	28	UGI	buy	in	148	34.82	28	-2.96	0.00	0.00	103 182.45	UGI
2015.07.16 00:59:57	29	UGI	sell	out	148	36.56	29	-2.96	0.00	257.52	103 437.01	tp 36.56
2015.08.21 00:00:00	30	UGI	buy	in	148	34.80	30	-2.96	0.00	0.00	103 434.05	UGI
2015.10.30 00:59:57	31	UGI	sell	out	148	36.54	31	-2.96	0.00	257.52	103 688.61	tp 36.54
2015.11.10 00:00:00	32	UGI	buy	in	151	34.23	32	-3.02	0.00	0.00	103 685.59	UGI
2016.02.05 00:59:57	33	UGI	sell	out	151	35.94	33	-3.02	0.00	258.21	103 940.78	tp 35.94
2016.08.17 00:00:00	34	UGI	buy	in	117	44.36	34	-2.34	0.00	0.00	103 938.44	UGI
2016.09.06 00:59:57	35	UGI	sell	out	117	46.58	35	-2.34	0.00	259.74	104 195.84	tp 46.58
2016.10.05 00:00:00	36	UGI	buy	in	118	44.10	36	-2.36	0.00	0.00	104 193.48	UGI
2016.10.31 00:59:57	37	UGI	sell	out	118	46.30	37	-2.36	0.00	259.60	104 450.72	tp 46.30
2016.11.11 00:00:00	38	UGI	buy	in	124	41.97	38	-2.48	0.00	0.00	104 448.24	UGI
2016.11.15 00:59:57	39	UGI	sell	out	124	44.07	39	-2.48	0.00	260.40	104 706.16	tp 44.07
2017.05.03 00:00:00	40	UGI	buy	in	107	48.88	40	-2.14	0.00	0.00	104 704.02	UGI
2017.05.31 00:59:57	41	UGI	sell	out	107	51.32	41	-2.14	0.00	261.08	104 962.96	tp 51.32
2017.07.06 00:00:00	42	UGI	buy	in	109	47.93	42	-2.18	0.00	0.00	104 960.78	UGI
2017.07.21 00:59:57	43	UGI	sell	out	109	50.33	43	-2.18	0.00	261.60	105 220.20	tp 50.33
2017.08.04 00:00:00	44	UGI	buy	in	109	48.15	44	-2.18	0.00	0.00	105 218.02	UGI
2018.05.29 17:59:57	45	UGI	sell	out	109	50.56	45	-2.18	0.00	262.69	105 478.53	tp 50.56
2018.10.11 22:00:00	46	UGI	buy	in	97	53.88	46	-1.94	0.00	0.00	105 476.59	UGI
2018.11.12 16:59:58	47	UGI	sell	out	97	56.57	47	-1.94	0.00	260.93	105 735.58	tp 56.57
2018.12.24 18:00:00	48	UGI	buy	in	99	52.97	48	-1.98	0.00	0.00	105 733.60	UGI
2019.01.22 22:59:58	49	UGI	sell	out	99	55.62	49	-1.98	0.00	262.35	105 993.97	tp 55.62
2019.02.06 17:00:00	50	UGI	buy	in	100	52.74	50	-2.00	0.00	0.00	105 991.97	UGI
2019.03.18 16:59:57	51	UGI	sell	out	100	55.38	51	-2.00	0.00	264.00	106 253.97	tp 55.38
2019.04.02 16:00:00	52	UGI	buy	in	103	51.40	52	-2.06	0.00	0.00	106 251.91	UGI
2019.04.24 22:59:57	53	UGI	sell	out	103	53.97	53	-2.06	0.00	264.71	106 514.56	tp 53.97
2019.05.23 19:00:00	54	UGI	buy	in	101	52.50	54	-2.02	0.00	0.00	106 512.54	UGI
2021.03.30 22:59:59	55	UGI	sell	out	101	41.53	55	-2.02	0.00	-1 107.97	105 402.55	end of test
								-169.76	0.00	5 572.31	105 402.55