Strategy Tester Report
Darwinex-Demo (Build 2715)
Settings
Expert: Stock Trader Hedge
Symbol: DAL
Period: H1 (2010.01.01 - 2020.12.31)
Inputs: T_0=General Settings
Comment=DAL
Slippage=5
MagicNumber=111508
MM_Type=0
AutoRisk=4
BalanceSettings=0
Balance=0
TakeProfit=5
RSI_Period=12
RSI_Level=80
Stochastic_Period=9
Stochastic_Level=70
CCI_Period=21
CCI_Level=150
Slow_CCI_TF=16390
Slow_CCI_Period=51
Slow_CCI_Level=150
InpLoadedPeriod=16385
Broker: Tradeslide Trading Tech Limited
Currency: USD
Initial Deposit: 100 000.00
Leverage: 1:1
Results
History Quality: 2%
Bars: 19328 Ticks: 4270489 Symbols: 1
Total Net Profit: 8 561.07 Balance Drawdown Absolute: 7.06 Equity Drawdown Absolute: 1 123.82
Gross Profit: 9 843.38 Balance Drawdown Maximal: 1 148.93 (1.05%) Equity Drawdown Maximal: 2 986.89 (2.72%)
Gross Loss: -1 282.31 Balance Drawdown Relative: 1.05% (1 148.93) Equity Drawdown Relative: 2.72% (2 986.89)
Profit Factor: 7.68 Expected Payoff: 174.72 Margin Level: 12258.09%
Recovery Factor: 2.87 Sharpe Ratio: 0.97 Z-Score: -2.32 (97.91%)
AHPR: 1.0017 (0.17%) LR Correlation: 1.00 OnTester result: 0
GHPR: 1.0017 (0.17%) LR Standard Error: 182.28
Total Trades: 49 Short Trades (won %): 0 (0.00%) Long Trades (won %): 49 (97.96%)
Total Deals: 98 Profit Trades (% of total): 48 (97.96%) Loss Trades (% of total): 1 (2.04%)
Largest profit trade: 215.81 Largest loss trade: -1 147.35
Average profit trade: 205.07 Average loss trade: -1 282.31
Maximum consecutive wins ($): 48 (9 843.38) Maximum consecutive losses ($): 1 (-1 147.35)
Maximal consecutive profit (count): 9 843.38 (48) Maximal consecutive loss (count): -1 147.35 (1)
Average consecutive wins: 48 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.78 Correlation (Profits,MAE): 0.71 Correlation (MFE,MAE): 0.5591
Graph
Minimal position holding time: 0:00:19 Maximal position holding time: 13225:12:20 Average position holding time: 814:02:06
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2010.02.04 16:44:202DALbuy353 / 3530.0011.912010.02.04 16:44:20filledDAL
2010.02.04 18:12:403DALsell353 / 3530.002010.02.04 18:12:40filledtp 11.91
2010.03.22 16:32:404DALbuy325 / 3250.0012.972010.03.22 16:32:40filledDAL
2010.03.22 20:53:405DALsell325 / 3250.002010.03.22 20:53:40filledtp 12.97
2010.04.22 16:43:406DALbuy325 / 3250.0012.962010.04.22 16:43:40filledDAL
2010.04.23 20:00:207DALsell325 / 3250.002010.04.23 20:00:20filledtp 12.96
2010.04.27 22:40:408DALbuy327 / 3270.0012.942010.04.27 22:40:40filledDAL
2010.05.12 16:42:409DALsell327 / 3270.002010.05.12 16:42:40filledtp 12.94
2010.06.22 17:23:4010DALbuy312 / 3120.0013.552010.06.22 17:23:40filledDAL
2010.10.25 18:20:4011DALsell312 / 3120.002010.10.25 18:20:40filledtp 13.55
2010.12.07 17:15:2012DALbuy306 / 3060.0013.842010.12.07 17:15:20filledDAL
2013.01.16 18:27:4013DALsell306 / 3060.002013.01.16 18:27:40filledtp 13.84
2013.02.21 19:16:4014DALbuy304 / 3040.0013.992013.02.21 19:16:40filledDAL
2013.02.25 16:31:4015DALsell304 / 3040.002013.02.25 16:31:40filledtp 13.99
2013.04.05 16:31:0016DALbuy289 / 2890.0014.722013.04.05 16:31:00filledDAL
2013.04.08 16:31:0017DALsell289 / 2890.002013.04.08 16:31:00filledtp 14.72
2013.06.06 19:24:4018DALbuy237 / 2370.0018.002013.06.06 19:24:40filledDAL
2013.06.07 17:20:4019DALsell237 / 2370.002013.06.07 17:20:40filledtp 18.00
2013.06.24 18:52:4020DALbuy231 / 2310.0018.472013.06.24 18:52:40filledDAL
2013.06.27 16:31:0021DALsell231 / 2310.002013.06.27 16:31:00filledtp 18.47
2013.08.13 17:23:2022DALbuy219 / 2190.0019.482013.08.13 17:23:20filledDAL
2013.08.13 17:26:4023DALsell219 / 2190.002013.08.13 17:26:40filledtp 19.48
2013.12.17 17:50:4024DALbuy150 / 1500.0028.592013.12.17 17:50:40filledDAL
2014.01.03 16:35:4025DALsell150 / 1500.002014.01.03 16:35:40filledtp 28.59
2014.04.08 17:24:4026DALbuy124 / 1240.0034.602014.04.08 17:24:40filledDAL
2014.04.09 21:18:4027DALsell124 / 1240.002014.04.09 21:18:40filledtp 34.60
2014.04.11 16:31:0028DALbuy125 / 1250.0034.302014.04.11 16:31:00filledDAL
2014.04.22 16:31:0029DALsell125 / 1250.002014.04.22 16:31:00filledtp 34.30
2014.07.07 19:54:4030DALbuy110 / 1100.0038.962014.07.07 19:54:40filledDAL
2014.07.23 16:59:2031DALsell110 / 1100.002014.07.23 16:59:20filledtp 38.96
2014.08.05 21:16:4032DALbuy113 / 1130.0038.022014.08.05 21:16:40filledDAL
2014.08.14 17:34:2033DALsell113 / 1130.002014.08.14 17:34:20filledtp 38.02
2014.09.22 16:38:4034DALbuy107 / 1070.0040.412014.09.22 16:38:40filledDAL
2014.11.03 16:32:0035DALsell107 / 1070.002014.11.03 16:32:00filledtp 40.41
2015.01.14 16:31:4036DALbuy91 / 910.0047.652015.01.14 16:31:40filledDAL
2015.01.20 16:32:4037DALsell91 / 910.002015.01.20 16:32:40filledtp 47.65
2015.02.02 16:49:4038DALbuy91 / 910.0047.482015.02.02 16:49:40filledDAL
2015.02.20 22:57:4039DALsell91 / 910.002015.02.20 22:57:40filledtp 47.48
2015.03.10 17:29:4040DALbuy95 / 950.0045.622015.03.10 17:29:40filledDAL
2015.03.13 16:31:4041DALsell95 / 950.002015.03.13 16:31:40filledtp 45.62
2015.03.26 16:31:0042DALbuy96 / 960.0045.292015.03.26 16:31:00filledDAL
2015.03.30 16:31:0043DALsell96 / 960.002015.03.30 16:31:00filledtp 45.29
2015.04.01 16:35:4044DALbuy95 / 950.0045.622015.04.01 16:35:40filledDAL
2015.04.20 22:08:4045DALsell95 / 950.002015.04.20 22:08:40filledtp 45.62
2015.05.20 16:51:4046DALbuy95 / 950.0045.992015.05.20 16:51:40filledDAL
2015.07.23 16:31:0047DALsell95 / 950.002015.07.23 16:31:00filledtp 45.99
2015.08.24 16:31:0048DALbuy106 / 1060.0041.062015.08.24 16:31:00filledDAL
2015.08.24 16:40:4049DALsell106 / 1060.002015.08.24 16:40:40filledtp 41.06
2015.08.24 16:40:4050DALbuy101 / 1010.0043.242015.08.24 16:40:40filledDAL
2015.08.24 17:04:4051DALsell101 / 1010.002015.08.24 17:04:40filledtp 43.24
2015.08.25 22:47:4052DALbuy101 / 1010.0043.632015.08.25 22:47:40filledDAL
2015.08.26 22:42:4053DALsell101 / 1010.002015.08.26 22:42:40filledtp 43.63
2015.08.27 16:39:4054DALbuy102 / 1020.0043.182015.08.27 16:39:40filledDAL
2015.08.27 16:39:5955DALsell102 / 1020.002015.08.27 16:39:59filledtp 43.18
2015.11.16 16:31:0056DALbuy88 / 880.0050.032015.11.16 16:31:00filledDAL
2015.12.07 16:31:0057DALsell88 / 880.002015.12.07 16:31:00filledtp 50.03
2016.01.05 17:23:0058DALbuy89 / 890.0049.422016.01.05 17:23:00filledDAL
2016.02.23 19:44:4059DALsell89 / 890.002016.02.23 19:44:40filledtp 49.42
2016.04.07 19:45:4060DALbuy91 / 910.0048.472016.04.07 19:45:40filledDAL
2016.04.14 16:31:0061DALsell91 / 910.002016.04.14 16:31:00filledtp 48.47
2016.04.21 16:40:4062DALbuy92 / 920.0047.882016.04.21 16:40:40filledDAL
2016.11.15 16:31:0063DALsell92 / 920.002016.11.15 16:31:00filledtp 47.88
2017.01.23 18:47:4064DALbuy86 / 860.0051.492017.01.23 18:47:40filledDAL
2017.01.26 16:35:4065DALsell86 / 860.002017.01.26 16:35:40filledtp 51.49
2017.01.30 16:31:0066DALbuy87 / 870.0051.262017.01.30 16:31:00filledDAL
2017.02.15 16:39:2067DALsell87 / 870.002017.02.15 16:39:20filledtp 51.26
2017.03.14 16:32:4068DALbuy91 / 910.0048.942017.03.14 16:32:40filledDAL
2017.05.05 16:36:4069DALsell91 / 910.002017.05.05 16:36:40filledtp 48.94
2017.07.26 16:34:4070DALbuy83 / 830.0053.412017.07.26 16:34:40filledDAL
2017.10.10 16:39:4071DALsell83 / 830.002017.10.10 16:39:40filledtp 53.41
2017.11.13 16:50:4072DALbuy88 / 880.0050.842017.11.13 16:50:40filledDAL
2017.11.29 16:31:0073DALsell88 / 880.002017.11.29 16:31:00filledtp 50.84
2018.02.05 22:15:0074DALbuy81 / 810.0055.482018.02.05 22:15:00filledDAL
2018.03.09 19:14:4075DALsell81 / 810.002018.03.09 19:14:40filledtp 55.48
2018.04.02 18:37:4076DALbuy82 / 820.0054.922018.04.02 18:37:40filledDAL
2018.04.17 16:31:0077DALsell82 / 820.002018.04.17 16:31:00filledtp 54.92
2018.05.03 17:15:4078DALbuy83 / 830.0054.042018.05.03 17:15:40filledDAL
2018.05.21 17:29:4079DALsell83 / 830.002018.05.21 17:29:40filledtp 54.04
2018.06.22 17:41:4080DALbuy81 / 810.0055.462018.06.22 17:41:40filledDAL
2018.08.08 18:16:4081DALsell81 / 810.002018.08.08 18:16:40filledtp 55.46
2018.10.01 22:15:0082DALbuy76 / 760.0059.442018.10.01 22:15:00filledDAL
2018.11.30 16:31:0083DALsell76 / 760.002018.11.30 16:31:00filledtp 59.44
2018.12.13 16:55:2084DALbuy79 / 790.0057.432018.12.13 16:55:20filledDAL
2019.04.03 20:09:4085DALsell79 / 790.002019.04.03 20:09:40filledtp 57.43
2019.05.09 17:22:4086DALbuy77 / 770.0058.802019.05.09 17:22:40filledDAL
2019.07.02 16:36:4087DALsell77 / 770.002019.07.02 16:36:40filledtp 58.80
2019.08.05 20:52:4088DALbuy76 / 760.0060.002019.08.05 20:52:40filledDAL
2019.08.08 16:32:4089DALsell76 / 760.002019.08.08 16:32:40filledtp 60.00
2019.08.14 16:31:2090DALbuy75 / 750.0060.492019.08.14 16:31:20filledDAL
2019.09.13 19:25:4091DALsell75 / 750.002019.09.13 19:25:40filledtp 60.49
2019.10.02 16:31:0092DALbuy78 / 780.0058.242019.10.02 16:31:00filledDAL
2019.11.07 16:36:4093DALsell78 / 780.002019.11.07 16:36:40filledtp 58.24
2019.12.03 16:36:4094DALbuy79 / 790.0057.442019.12.03 16:36:40filledDAL
2019.12.12 17:05:4095DALsell79 / 790.002019.12.12 17:05:40filledtp 57.44
2020.01.27 16:31:0096DALbuy77 / 770.0059.032020.01.27 16:31:00filledDAL
2020.02.05 16:31:2097DALsell77 / 770.002020.02.05 16:31:20filledtp 59.03
2020.02.24 16:31:0098DALbuy79 / 790.0057.782020.02.24 16:31:00filledDAL
2020.12.30 22:58:5999DALsell79 / 790.002020.12.30 22:58:59filledend of test
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2010.01.01 00:00:001balance0.000.00100 000.00100 000.00
2010.02.04 16:44:202DALbuyin35311.342-7.060.000.0099 992.94DAL
2010.02.04 18:12:403DALsellout35311.913-7.060.00201.21100 187.09tp 11.91
2010.03.22 16:32:404DALbuyin32512.354-6.500.000.00100 180.59DAL
2010.03.22 20:53:405DALsellout32512.975-6.500.00201.50100 375.59tp 12.97
2010.04.22 16:43:406DALbuyin32512.346-6.500.000.00100 369.09DAL
2010.04.23 20:00:207DALsellout32512.967-6.50-0.03201.50100 564.06tp 12.96
2010.04.27 22:40:408DALbuyin32712.328-6.540.000.00100 557.52DAL
2010.05.12 16:42:409DALsellout32712.949-6.54-0.43202.74100 753.29tp 12.94
2010.06.22 17:23:4010DALbuyin31212.9110-6.240.000.00100 747.05DAL
2010.10.25 18:20:4011DALsellout31213.5511-6.24-2.70199.68100 937.79tp 13.55
2010.12.07 17:15:2012DALbuyin30613.1812-6.120.000.00100 931.67DAL
2013.01.16 18:27:4013DALsellout30613.8413-6.12-16.72201.96101 110.79tp 13.84
2013.02.21 19:16:4014DALbuyin30413.3214-6.080.000.00101 104.71DAL
2013.02.25 16:31:4015DALsellout30413.9915-6.08-0.09203.68101 302.22tp 13.99
2013.04.05 16:31:0016DALbuyin28914.0216-5.780.000.00101 296.44DAL
2013.04.08 16:31:0017DALsellout28914.7217-5.78-0.07202.30101 492.89tp 14.72
2013.06.06 19:24:4018DALbuyin23717.1418-4.740.000.00101 488.15DAL
2013.06.07 17:20:4019DALsellout23718.0019-4.74-0.02203.82101 687.21tp 18.00
2013.06.24 18:52:4020DALbuyin23117.5920-4.620.000.00101 682.59DAL
2013.06.27 16:31:0021DALsellout23118.4721-4.62-0.06203.28101 881.19tp 18.47
2013.08.13 17:23:2022DALbuyin21918.5522-4.380.000.00101 876.81DAL
2013.08.13 17:26:4023DALsellout21919.4823-4.380.00203.67102 076.10tp 19.48
2013.12.17 17:50:4024DALbuyin15027.2324-3.000.000.00102 073.10DAL
2014.01.03 16:35:4025DALsellout15028.5925-3.00-0.19204.00102 273.91tp 28.59
2014.04.08 17:24:4026DALbuyin12432.9526-2.480.000.00102 271.43DAL
2014.04.09 21:18:4027DALsellout12434.6027-2.48-0.01204.60102 473.54tp 34.60
2014.04.11 16:31:0028DALbuyin12532.6728-2.500.000.00102 471.04DAL
2014.04.22 16:31:0029DALsellout12534.3029-2.50-0.11203.75102 672.18tp 34.30
2014.07.07 19:54:4030DALbuyin11037.1130-2.200.000.00102 669.98DAL
2014.07.23 16:59:2031DALsellout11038.9631-2.20-0.19203.50102 871.09tp 38.96
2014.08.05 21:16:4032DALbuyin11336.2132-2.260.000.00102 868.83DAL
2014.08.14 17:34:2033DALsellout11338.0233-2.26-0.09204.53103 071.01tp 38.02
2014.09.22 16:38:4034DALbuyin10738.4934-2.140.000.00103 068.87DAL
2014.11.03 16:32:0035DALsellout10740.4135-2.14-0.42205.44103 271.75tp 40.41
2015.01.14 16:31:4036DALbuyin9145.3836-1.820.000.00103 269.93DAL
2015.01.20 16:32:4037DALsellout9147.6537-1.82-0.04206.57103 474.64tp 47.65
2015.02.02 16:49:4038DALbuyin9145.2238-1.820.000.00103 472.82DAL
2015.02.20 22:57:4039DALsellout9147.4839-1.82-0.15205.66103 676.51tp 47.48
2015.03.10 17:29:4040DALbuyin9543.4540-1.900.000.00103 674.61DAL
2015.03.13 16:31:4041DALsellout9545.6241-1.90-0.03206.15103 878.83tp 45.62
2015.03.26 16:31:0042DALbuyin9643.1342-1.920.000.00103 876.91DAL
2015.03.30 16:31:0043DALsellout9645.2943-1.92-0.03207.36104 082.32tp 45.29
2015.04.01 16:35:4044DALbuyin9543.4544-1.900.000.00104 080.42DAL
2015.04.20 22:08:4045DALsellout9545.6245-1.90-0.16206.15104 284.51tp 45.62
2015.05.20 16:51:4046DALbuyin9543.8046-1.900.000.00104 282.61DAL
2015.07.23 16:31:0047DALsellout9545.9947-1.90-0.55208.05104 488.21tp 45.99
2015.08.24 16:31:0048DALbuyin10639.1148-2.120.000.00104 486.09DAL
2015.08.24 16:40:4049DALsellout10641.0649-2.120.00206.70104 690.67tp 41.06
2015.08.24 16:40:4050DALbuyin10141.1850-2.020.000.00104 688.65DAL
2015.08.24 17:04:4051DALsellout10143.2451-2.020.00208.06104 894.69tp 43.24
2015.08.25 22:47:4052DALbuyin10141.5552-2.020.000.00104 892.67DAL
2015.08.26 22:42:4053DALsellout10143.6353-2.02-0.01210.08105 100.72tp 43.63
2015.08.27 16:39:4054DALbuyin10241.1254-2.040.000.00105 098.68DAL
2015.08.27 16:39:5955DALsellout10243.1855-2.040.00210.12105 306.76tp 43.18
2015.11.16 16:31:0056DALbuyin8847.6556-1.760.000.00105 305.00DAL
2015.12.07 16:31:0057DALsellout8850.0357-1.76-0.18209.44105 512.50tp 50.03
2016.01.05 17:23:0058DALbuyin8947.0758-1.780.000.00105 510.72DAL
2016.02.23 19:44:4059DALsellout8949.4259-1.78-0.40209.15105 717.69tp 49.42
2016.04.07 19:45:4060DALbuyin9146.1660-1.820.000.00105 715.87DAL
2016.04.14 16:31:0061DALsellout9148.4761-1.82-0.06210.21105 924.20tp 48.47
2016.04.21 16:40:4062DALbuyin9245.6062-1.840.000.00105 922.36DAL
2016.11.15 16:31:0063DALsellout9247.8863-1.84-1.75209.76106 128.53tp 47.88
2017.01.23 18:47:4064DALbuyin8649.0464-1.720.000.00106 126.81DAL
2017.01.26 16:35:4065DALsellout8651.4965-1.72-0.03210.70106 335.76tp 51.49
2017.01.30 16:31:0066DALbuyin8748.8266-1.740.000.00106 334.02DAL
2017.02.15 16:39:2067DALsellout8751.2667-1.74-0.14212.28106 544.42tp 51.26
2017.03.14 16:32:4068DALbuyin9146.6168-1.820.000.00106 542.60DAL
2017.05.05 16:36:4069DALsellout9148.9469-1.82-0.45212.03106 752.36tp 48.94
2017.07.26 16:34:4070DALbuyin8350.8770-1.660.000.00106 750.70DAL
2017.10.10 16:39:4071DALsellout8353.4171-1.66-0.64210.82106 959.22tp 53.41
2017.11.13 16:50:4072DALbuyin8848.4272-1.760.000.00106 957.46DAL
2017.11.29 16:31:0073DALsellout8850.8473-1.76-0.14212.96107 168.52tp 50.84
2018.02.05 22:15:0074DALbuyin8152.8474-1.620.000.00107 166.90DAL
2018.03.09 19:14:4075DALsellout8155.4875-1.62-0.27213.84107 378.85tp 55.48
2018.04.02 18:37:4076DALbuyin8252.3176-1.640.000.00107 377.21DAL
2018.04.17 16:31:0077DALsellout8254.9277-1.64-0.15214.02107 589.44tp 54.92
2018.05.03 17:15:4078DALbuyin8351.4778-1.660.000.00107 587.78DAL
2018.05.21 17:29:4079DALsellout8354.0479-1.66-0.15213.31107 799.28tp 54.04
2018.06.22 17:41:4080DALbuyin8152.8280-1.620.000.00107 797.66DAL
2018.08.08 18:16:4081DALsellout8155.4681-1.62-0.39213.84108 009.49tp 55.46
2018.10.01 22:15:0082DALbuyin7656.6182-1.520.000.00108 007.97DAL
2018.11.30 16:31:0083DALsellout7659.4483-1.52-0.51215.08108 221.02tp 59.44
2018.12.13 16:55:2084DALbuyin7954.7084-1.580.000.00108 219.44DAL
2019.04.03 20:09:4085DALsellout7957.4385-1.58-0.91215.67108 432.62tp 57.43
2019.05.09 17:22:4086DALbuyin7756.0086-1.540.000.00108 431.08DAL
2019.07.02 16:36:4087DALsellout7758.8087-1.54-0.45215.60108 644.69tp 58.80
2019.08.05 20:52:4088DALbuyin7657.1488-1.520.000.00108 643.17DAL
2019.08.08 16:32:4089DALsellout7660.0089-1.52-0.03217.36108 858.98tp 60.00
2019.08.14 16:31:2090DALbuyin7557.6190-1.500.000.00108 857.48DAL
2019.09.13 19:25:4091DALsellout7560.4991-1.50-0.25216.00109 071.73tp 60.49
2019.10.02 16:31:0092DALbuyin7855.4792-1.560.000.00109 070.17DAL
2019.11.07 16:36:4093DALsellout7858.2493-1.56-0.31216.06109 284.36tp 58.24
2019.12.03 16:36:4094DALbuyin7954.7194-1.580.000.00109 282.78DAL
2019.12.12 17:05:4095DALsellout7957.4495-1.58-0.08215.67109 496.79tp 57.44
2020.01.27 16:31:0096DALbuyin7756.2296-1.540.000.00109 495.25DAL
2020.02.05 16:31:2097DALsellout7759.0397-1.54-0.08216.37109 710.00tp 59.03
2020.02.24 16:31:0098DALbuyin7955.0398-1.580.000.00109 708.42DAL
2020.12.30 22:58:5999DALsellout7940.5699-1.58-2.64-1 143.13108 561.07end of test
-269.92 -32.11 8 863.10 108 561.07