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: | UVV | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=UVV | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100043 | ||||||||||||
| 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=21 | ||||||||||||
| 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 |
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| History Quality: | 30% | |||||||||||
| Bars: | 6708 | Ticks: | 25181 | Symbols: | 1 | |||||||
| Total Net Profit: | 4 175.19 | Balance Drawdown Absolute: | 2.20 | Equity Drawdown Absolute: | 35.20 | |||||||
| Gross Profit: | 4 797.41 | Balance Drawdown Maximal: | 586.18 (0.56%) | Equity Drawdown Maximal: | 2 320.23 (2.21%) | |||||||
| Gross Loss: | -622.22 | Balance Drawdown Relative: | 0.56% (586.18) | Equity Drawdown Relative: | 2.21% (2 320.23) | |||||||
| Profit Factor: | 7.71 | Expected Payoff: | 208.76 | Margin Level: | 1956.43% | |||||||
| Recovery Factor: | 1.80 | Sharpe Ratio: | 1.18 | Z-Score: | -1.33 (81.65%) | |||||||
| AHPR: | 1.0020 (0.20%) | LR Correlation: | 0.99 | OnTester result: | 0 | |||||||
| GHPR: | 1.0020 (0.20%) | LR Standard Error: | 170.64 | |||||||||
| Total Trades: | 20 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 20 (95.00%) | |||||||
| Total Deals: | 40 | Profit Trades (% of total): | 19 (95.00%) | Loss Trades (% of total): | 1 (5.00%) | |||||||
| Largest profit trade: | 259.50 | Largest loss trade: | -584.60 | |||||||||
| Average profit trade: | 252.50 | Average loss trade: | -622.22 | |||||||||
| Maximum consecutive wins ($): | 19 (4 797.41) | Maximum consecutive losses ($): | 1 (-584.60) | |||||||||
| Maximal consecutive profit (count): | 4 797.41 (19) | Maximal consecutive loss (count): | -584.60 (1) | |||||||||
| Average consecutive wins: | 19 | Average consecutive losses: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.78 | Correlation (Profits,MAE): | 0.67 | Correlation (MFE,MAE): | 0.2302 | |||||||
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| Minimal position holding time: | 0:59:57 | Maximal position holding time: | 14742:59:59 | Average position holding time: | 2111:41:57 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.03.05 00:00:00 | 2 | UVV | buy | 110 / 110 | 45.22 | 47.48 | 2012.03.05 00:00:00 | filled | UVV | |||
| 2012.04.02 00:59:57 | 3 | UVV | sell | 110 / 110 | 47.48 | 2012.04.02 00:59:57 | filled | tp 47.48 | ||||
| 2012.04.09 00:00:00 | 4 | UVV | buy | 111 / 111 | 45.01 | 47.26 | 2012.04.09 00:00:00 | filled | UVV | |||
| 2012.08.16 00:59:57 | 5 | UVV | sell | 111 / 111 | 47.26 | 2012.08.16 00:59:57 | filled | tp 47.26 | ||||
| 2012.10.31 00:00:00 | 6 | UVV | buy | 106 / 106 | 47.39 | 49.76 | 2012.10.31 00:00:00 | filled | UVV | |||
| 2012.10.31 00:59:57 | 7 | UVV | sell | 106 / 106 | 49.76 | 2012.10.31 00:59:57 | filled | tp 49.76 | ||||
| 2012.11.05 00:00:00 | 8 | UVV | buy | 102 / 102 | 49.20 | 51.66 | 2012.11.05 00:00:00 | filled | UVV | |||
| 2012.12.20 00:59:57 | 9 | UVV | sell | 102 / 102 | 51.66 | 2012.12.20 00:59:57 | filled | tp 51.66 | ||||
| 2013.04.04 00:00:00 | 10 | UVV | buy | 91 / 91 | 55.09 | 57.84 | 2013.04.04 00:00:00 | filled | UVV | |||
| 2013.04.12 00:59:57 | 11 | UVV | sell | 91 / 91 | 57.84 | 2013.04.12 00:59:57 | filled | tp 57.84 | ||||
| 2013.04.19 00:00:00 | 12 | UVV | buy | 92 / 92 | 54.52 | 57.25 | 2013.04.19 00:00:00 | filled | UVV | |||
| 2013.04.29 00:59:57 | 13 | UVV | sell | 92 / 92 | 57.25 | 2013.04.29 00:59:57 | filled | tp 57.25 | ||||
| 2013.07.01 00:00:00 | 14 | UVV | buy | 87 / 87 | 58.17 | 61.08 | 2013.07.01 00:00:00 | filled | UVV | |||
| 2013.07.11 00:59:57 | 15 | UVV | sell | 87 / 87 | 61.08 | 2013.07.11 00:59:57 | filled | tp 61.08 | ||||
| 2013.08.12 00:00:00 | 16 | UVV | buy | 89 / 89 | 56.95 | 59.80 | 2013.08.12 00:00:00 | filled | UVV | |||
| 2014.03.04 00:59:57 | 17 | UVV | sell | 89 / 89 | 59.80 | 2014.03.04 00:59:57 | filled | tp 59.80 | ||||
| 2014.04.07 00:00:00 | 18 | UVV | buy | 95 / 95 | 53.60 | 56.28 | 2014.04.07 00:00:00 | filled | UVV | |||
| 2014.05.12 00:59:57 | 19 | UVV | sell | 95 / 95 | 56.28 | 2014.05.12 00:59:57 | filled | tp 56.28 | ||||
| 2014.05.22 00:00:00 | 20 | UVV | buy | 96 / 96 | 53.09 | 55.74 | 2014.05.22 00:00:00 | filled | UVV | |||
| 2014.06.10 00:59:57 | 21 | UVV | sell | 96 / 96 | 55.74 | 2014.06.10 00:59:57 | filled | tp 55.74 | ||||
| 2014.07.25 00:00:00 | 22 | UVV | buy | 95 / 95 | 53.57 | 56.25 | 2014.07.25 00:00:00 | filled | UVV | |||
| 2015.06.18 00:59:57 | 23 | UVV | sell | 95 / 95 | 56.25 | 2015.06.18 00:59:57 | filled | tp 56.25 | ||||
| 2015.08.10 00:00:00 | 24 | UVV | buy | 101 / 101 | 50.52 | 53.05 | 2015.08.10 00:00:00 | filled | UVV | |||
| 2015.10.12 00:59:57 | 25 | UVV | sell | 101 / 101 | 53.05 | 2015.10.12 00:59:57 | filled | tp 53.05 | ||||
| 2015.12.11 00:00:00 | 26 | UVV | buy | 95 / 95 | 54.03 | 56.73 | 2015.12.11 00:00:00 | filled | UVV | |||
| 2015.12.23 00:59:57 | 27 | UVV | sell | 95 / 95 | 56.73 | 2015.12.23 00:59:57 | filled | tp 56.73 | ||||
| 2016.01.08 00:00:00 | 28 | UVV | buy | 97 / 97 | 53.19 | 55.85 | 2016.01.08 00:00:00 | filled | UVV | |||
| 2016.02.22 00:59:57 | 29 | UVV | sell | 97 / 97 | 55.85 | 2016.02.22 00:59:57 | filled | tp 55.85 | ||||
| 2016.04.11 00:00:00 | 30 | UVV | buy | 97 / 97 | 53.05 | 55.70 | 2016.04.11 00:00:00 | filled | UVV | |||
| 2016.05.02 00:59:57 | 31 | UVV | sell | 97 / 97 | 55.70 | 2016.05.02 00:59:57 | filled | tp 55.70 | ||||
| 2016.06.24 00:00:00 | 32 | UVV | buy | 95 / 95 | 54.14 | 56.85 | 2016.06.24 00:00:00 | filled | UVV | |||
| 2016.06.30 00:59:57 | 33 | UVV | sell | 95 / 95 | 56.85 | 2016.06.30 00:59:57 | filled | tp 56.85 | ||||
| 2016.09.12 00:00:00 | 34 | UVV | buy | 90 / 90 | 57.28 | 60.14 | 2016.09.12 00:00:00 | filled | UVV | |||
| 2016.12.08 00:59:57 | 35 | UVV | sell | 90 / 90 | 60.14 | 2016.12.08 00:59:57 | filled | tp 60.14 | ||||
| 2017.03.07 00:00:00 | 36 | UVV | buy | 78 / 78 | 66.22 | 69.53 | 2017.03.07 00:00:00 | filled | UVV | |||
| 2017.03.17 00:59:57 | 37 | UVV | sell | 78 / 78 | 69.53 | 2017.03.17 00:59:57 | filled | tp 69.53 | ||||
| 2017.05.18 00:00:00 | 38 | UVV | buy | 75 / 75 | 69.57 | 73.05 | 2017.05.18 00:00:00 | filled | UVV | |||
| 2018.11.09 16:59:58 | 39 | UVV | sell | 75 / 75 | 73.05 | 2018.11.09 16:59:58 | filled | tp 73.05 | ||||
| 2018.11.21 16:00:00 | 40 | UVV | buy | 79 / 79 | 66.28 | 69.56 | 2018.11.21 16:00:00 | filled | UVV | |||
| 2021.03.30 22:59:59 | 41 | UVV | sell | 79 / 79 | 58.90 | 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 | ||||||
| 2012.03.05 00:00:00 | 2 | UVV | buy | in | 110 | 45.22 | 2 | -2.20 | 0.00 | 0.00 | 99 997.80 | UVV |
| 2012.04.02 00:59:57 | 3 | UVV | sell | out | 110 | 47.48 | 3 | -2.20 | 0.00 | 248.60 | 100 244.20 | tp 47.48 |
| 2012.04.09 00:00:00 | 4 | UVV | buy | in | 111 | 45.01 | 4 | -2.22 | 0.00 | 0.00 | 100 241.98 | UVV |
| 2012.08.16 00:59:57 | 5 | UVV | sell | out | 111 | 47.26 | 5 | -2.22 | 0.00 | 249.75 | 100 489.51 | tp 47.26 |
| 2012.10.31 00:00:00 | 6 | UVV | buy | in | 106 | 47.39 | 6 | -2.12 | 0.00 | 0.00 | 100 487.39 | UVV |
| 2012.10.31 00:59:57 | 7 | UVV | sell | out | 106 | 49.76 | 7 | -2.12 | 0.00 | 251.22 | 100 736.49 | tp 49.76 |
| 2012.11.05 00:00:00 | 8 | UVV | buy | in | 102 | 49.20 | 8 | -2.04 | 0.00 | 0.00 | 100 734.45 | UVV |
| 2012.12.20 00:59:57 | 9 | UVV | sell | out | 102 | 51.66 | 9 | -2.04 | 0.00 | 250.92 | 100 983.33 | tp 51.66 |
| 2013.04.04 00:00:00 | 10 | UVV | buy | in | 91 | 55.09 | 10 | -1.82 | 0.00 | 0.00 | 100 981.51 | UVV |
| 2013.04.12 00:59:57 | 11 | UVV | sell | out | 91 | 57.84 | 11 | -1.82 | 0.00 | 250.25 | 101 229.94 | tp 57.84 |
| 2013.04.19 00:00:00 | 12 | UVV | buy | in | 92 | 54.52 | 12 | -1.84 | 0.00 | 0.00 | 101 228.10 | UVV |
| 2013.04.29 00:59:57 | 13 | UVV | sell | out | 92 | 57.25 | 13 | -1.84 | 0.00 | 251.16 | 101 477.42 | tp 57.25 |
| 2013.07.01 00:00:00 | 14 | UVV | buy | in | 87 | 58.17 | 14 | -1.74 | 0.00 | 0.00 | 101 475.68 | UVV |
| 2013.07.11 00:59:57 | 15 | UVV | sell | out | 87 | 61.08 | 15 | -1.74 | 0.00 | 253.17 | 101 727.11 | tp 61.08 |
| 2013.08.12 00:00:00 | 16 | UVV | buy | in | 89 | 56.95 | 16 | -1.78 | 0.00 | 0.00 | 101 725.33 | UVV |
| 2014.03.04 00:59:57 | 17 | UVV | sell | out | 89 | 59.80 | 17 | -1.78 | 0.00 | 253.65 | 101 977.20 | tp 59.80 |
| 2014.04.07 00:00:00 | 18 | UVV | buy | in | 95 | 53.60 | 18 | -1.90 | 0.00 | 0.00 | 101 975.30 | UVV |
| 2014.05.12 00:59:57 | 19 | UVV | sell | out | 95 | 56.28 | 19 | -1.90 | 0.00 | 254.60 | 102 228.00 | tp 56.28 |
| 2014.05.22 00:00:00 | 20 | UVV | buy | in | 96 | 53.09 | 20 | -1.92 | 0.00 | 0.00 | 102 226.08 | UVV |
| 2014.06.10 00:59:57 | 21 | UVV | sell | out | 96 | 55.74 | 21 | -1.92 | 0.00 | 254.40 | 102 478.56 | tp 55.74 |
| 2014.07.25 00:00:00 | 22 | UVV | buy | in | 95 | 53.57 | 22 | -1.90 | 0.00 | 0.00 | 102 476.66 | UVV |
| 2015.06.18 00:59:57 | 23 | UVV | sell | out | 95 | 56.25 | 23 | -1.90 | 0.00 | 254.60 | 102 729.36 | tp 56.25 |
| 2015.08.10 00:00:00 | 24 | UVV | buy | in | 101 | 50.52 | 24 | -2.02 | 0.00 | 0.00 | 102 727.34 | UVV |
| 2015.10.12 00:59:57 | 25 | UVV | sell | out | 101 | 53.05 | 25 | -2.02 | 0.00 | 255.53 | 102 980.85 | tp 53.05 |
| 2015.12.11 00:00:00 | 26 | UVV | buy | in | 95 | 54.03 | 26 | -1.90 | 0.00 | 0.00 | 102 978.95 | UVV |
| 2015.12.23 00:59:57 | 27 | UVV | sell | out | 95 | 56.73 | 27 | -1.90 | 0.00 | 256.50 | 103 233.55 | tp 56.73 |
| 2016.01.08 00:00:00 | 28 | UVV | buy | in | 97 | 53.19 | 28 | -1.94 | 0.00 | 0.00 | 103 231.61 | UVV |
| 2016.02.22 00:59:57 | 29 | UVV | sell | out | 97 | 55.85 | 29 | -1.94 | 0.00 | 258.02 | 103 487.69 | tp 55.85 |
| 2016.04.11 00:00:00 | 30 | UVV | buy | in | 97 | 53.05 | 30 | -1.94 | 0.00 | 0.00 | 103 485.75 | UVV |
| 2016.05.02 00:59:57 | 31 | UVV | sell | out | 97 | 55.70 | 31 | -1.94 | 0.00 | 257.05 | 103 740.86 | tp 55.70 |
| 2016.06.24 00:00:00 | 32 | UVV | buy | in | 95 | 54.14 | 32 | -1.90 | 0.00 | 0.00 | 103 738.96 | UVV |
| 2016.06.30 00:59:57 | 33 | UVV | sell | out | 95 | 56.85 | 33 | -1.90 | 0.00 | 257.45 | 103 994.51 | tp 56.85 |
| 2016.09.12 00:00:00 | 34 | UVV | buy | in | 90 | 57.28 | 34 | -1.80 | 0.00 | 0.00 | 103 992.71 | UVV |
| 2016.12.08 00:59:57 | 35 | UVV | sell | out | 90 | 60.14 | 35 | -1.80 | 0.00 | 257.40 | 104 248.31 | tp 60.14 |
| 2017.03.07 00:00:00 | 36 | UVV | buy | in | 78 | 66.22 | 36 | -1.56 | 0.00 | 0.00 | 104 246.75 | UVV |
| 2017.03.17 00:59:57 | 37 | UVV | sell | out | 78 | 69.53 | 37 | -1.56 | 0.00 | 258.18 | 104 503.37 | tp 69.53 |
| 2017.05.18 00:00:00 | 38 | UVV | buy | in | 75 | 69.57 | 38 | -1.50 | 0.00 | 0.00 | 104 501.87 | UVV |
| 2018.11.09 16:59:58 | 39 | UVV | sell | out | 75 | 73.05 | 39 | -1.50 | 0.00 | 261.00 | 104 761.37 | tp 73.05 |
| 2018.11.21 16:00:00 | 40 | UVV | buy | in | 79 | 66.28 | 40 | -1.58 | 0.00 | 0.00 | 104 759.79 | UVV |
| 2021.03.30 22:59:59 | 41 | UVV | sell | out | 79 | 58.90 | 41 | -1.58 | 0.00 | -583.02 | 104 175.19 | end of test |
| -75.24 | 0.00 | 4 250.43 | 104 175.19 | |||||||||