Strategy Tester Report
Darwinex-Demo (Build 2715)
Settings
Expert: Stock Trader Hedge
Symbol: PG
Period: H1 (2010.01.01 - 2020.12.31)
Inputs: T_0=General Settings
Comment=PG
Slippage=5
MagicNumber=111524
MM_Type=0
AutoRisk=4
BalanceSettings=0
Balance=0
TakeProfit=3
RSI_Period=18
RSI_Level=60
Stochastic_Period=9
Stochastic_Level=70
CCI_Period=21
CCI_Level=250
Slow_CCI_TF=16385
Slow_CCI_Period=21
Slow_CCI_Level=100
InpLoadedPeriod=16385
Broker: Tradeslide Trading Tech Limited
Currency: USD
Initial Deposit: 100 000.00
Leverage: 1:1
Results
History Quality: 3%
Bars: 19328 Ticks: 4275554 Symbols: 1
Total Net Profit: 5 421.39 Balance Drawdown Absolute: 1.32 Equity Drawdown Absolute: 535.91
Gross Profit: 5 462.45 Balance Drawdown Maximal: 1.32 (0.00%) Equity Drawdown Maximal: 1 178.22 (1.15%)
Gross Loss: -41.06 Balance Drawdown Relative: 0.00% (1.32) Equity Drawdown Relative: 1.15% (1 178.22)
Profit Factor: 133.04 Expected Payoff: 118.75 Margin Level: 12402.32%
Recovery Factor: 4.60 Sharpe Ratio: 8.30 Z-Score: 0.00 (0.00%)
AHPR: 1.0011 (0.11%) LR Correlation: 1.00 OnTester result: 0
GHPR: 1.0011 (0.11%) LR Standard Error: 16.91
Total Trades: 46 Short Trades (won %): 0 (0.00%) Long Trades (won %): 46 (100.00%)
Total Deals: 92 Profit Trades (% of total): 46 (100.00%) Loss Trades (% of total): 0 (0.00%)
Largest profit trade: 124.20 Largest loss trade: 0.00
Average profit trade: 118.75 Average loss trade: 0.00
Maximum consecutive wins ($): 46 (5 462.45) Maximum consecutive losses ($): 0 (0.00)
Maximal consecutive profit (count): 5 462.45 (46) Maximal consecutive loss (count): 0.00 (0)
Average consecutive wins: 46 Average consecutive losses: 0
Graph
Graph
Correlation (Profits,MFE): 0.45 Correlation (Profits,MAE): -0.03 Correlation (MFE,MAE): 0.0799
Graph
Minimal position holding time: 0:25:40 Maximal position holding time: 16867:52:20 Average position holding time: 1217:45:50
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2010.01.06 16:38:402PGbuy66 / 660.0062.382010.01.06 16:38:40filledPG
2010.01.28 16:38:403PGsell66 / 660.002010.01.28 16:38:40filledtp 62.38
2010.03.04 20:47:404PGbuy63 / 630.0064.862010.03.04 20:47:40filledPG
2010.11.04 17:28:405PGsell63 / 630.002010.11.04 17:28:40filledtp 64.86
2010.11.16 19:42:406PGbuy63 / 630.0065.172010.11.16 19:42:40filledPG
2010.12.20 21:11:407PGsell63 / 630.002010.12.20 21:11:40filledtp 65.17
2010.12.22 16:31:008PGbuy62 / 620.0066.432010.12.22 16:31:00filledPG
2011.01.24 18:46:409PGsell62 / 620.002011.01.24 18:46:40filledtp 66.43
2011.01.27 16:31:0010PGbuy62 / 620.0066.062011.01.27 16:31:00filledPG
2011.05.04 17:57:4011PGsell62 / 620.002011.05.04 17:57:40filledtp 66.06
2011.05.23 16:31:4012PGbuy60 / 600.0068.972011.05.23 16:31:40filledPG
2012.09.13 21:25:4013PGsell60 / 600.002012.09.13 21:25:40filledtp 68.97
2012.09.28 16:45:2014PGbuy58 / 580.0070.742012.09.28 16:45:20filledPG
2012.10.25 16:58:4015PGsell58 / 580.002012.10.25 16:58:40filledtp 70.74
2012.11.05 16:41:4016PGbuy58 / 580.0070.872012.11.05 16:41:40filledPG
2012.12.11 17:39:4017PGsell58 / 580.002012.12.11 17:39:40filledtp 70.87
2012.12.19 19:17:4018PGbuy58 / 580.0070.852012.12.19 19:17:40filledPG
2013.01.24 16:49:2019PGsell58 / 580.002013.01.24 16:49:20filledtp 70.85
2013.02.25 20:59:4020PGbuy52 / 520.0078.802013.02.25 20:59:40filledPG
2013.04.02 18:12:2021PGsell52 / 520.002013.04.02 18:12:20filledtp 78.80
2013.04.17 17:56:4022PGbuy51 / 510.0081.622013.04.17 17:56:40filledPG
2013.04.19 22:30:4023PGsell51 / 510.002013.04.19 22:30:40filledtp 81.62
2013.04.24 16:31:0024PGbuy51 / 510.0081.572013.04.24 16:31:00filledPG
2013.05.24 16:31:0025PGsell51 / 510.002013.05.24 16:31:00filledtp 81.57
2013.06.19 21:56:4026PGbuy51 / 510.0080.412013.06.19 21:56:40filledPG
2013.07.11 16:31:0027PGsell51 / 510.002013.07.11 16:31:00filledtp 80.41
2013.07.17 16:33:4028PGbuy50 / 500.0082.802013.07.17 16:33:40filledPG
2013.11.06 20:09:4029PGsell50 / 500.002013.11.06 20:09:40filledtp 82.80
2013.12.05 16:59:4030PGbuy49 / 490.0084.852013.12.05 16:59:40filledPG
2013.12.09 16:58:4031PGsell49 / 490.002013.12.09 16:58:40filledtp 84.85
2014.01.02 16:39:4032PGbuy50 / 500.0083.112014.01.02 16:39:40filledPG
2014.08.21 17:30:4033PGsell50 / 500.002014.08.21 17:30:40filledtp 83.11
2014.08.28 16:38:4034PGbuy49 / 490.0085.382014.08.28 16:38:40filledPG
2014.09.24 19:53:4035PGsell49 / 490.002014.09.24 19:53:40filledtp 85.38
2014.10.23 16:44:4036PGbuy49 / 490.0085.522014.10.23 16:44:40filledPG
2014.10.24 16:44:4037PGsell49 / 490.002014.10.24 16:44:40filledtp 85.52
2014.11.10 16:32:4038PGbuy46 / 460.0091.042014.11.10 16:32:40filledPG
2014.12.02 21:45:4039PGsell46 / 460.002014.12.02 21:45:40filledtp 91.04
2014.12.31 22:51:4040PGbuy44 / 440.0093.872014.12.31 22:51:40filledPG
2017.09.11 18:44:0041PGsell44 / 440.002017.09.11 18:44:00filledtp 93.87
2017.09.15 20:28:0042PGbuy44 / 440.0095.682017.09.15 20:28:00filledPG
2018.12.13 16:33:4043PGsell44 / 440.002018.12.13 16:33:40filledtp 95.68
2018.12.20 16:44:4044PGbuy45 / 450.0093.032018.12.20 16:44:40filledPG
2018.12.21 17:17:4045PGsell45 / 450.002018.12.21 17:17:40filledtp 93.03
2018.12.24 16:35:4046PGbuy46 / 460.0091.612018.12.24 16:35:40filledPG
2018.12.27 22:43:4047PGsell46 / 460.002018.12.27 22:43:40filledtp 91.61
2019.02.07 16:58:0048PGbuy42 / 420.0099.942019.02.07 16:58:00filledPG
2019.02.19 19:37:4049PGsell42 / 420.002019.02.19 19:37:40filledtp 99.94
2019.02.28 16:31:4050PGbuy41 / 410.00101.082019.02.28 16:31:40filledPG
2019.03.13 19:03:4051PGsell41 / 410.002019.03.13 19:03:40filledtp 101.08
2019.04.03 16:36:4052PGbuy40 / 400.00105.992019.04.03 16:36:40filledPG
2019.04.16 16:31:4053PGsell40 / 400.002019.04.16 16:31:40filledtp 105.99
2019.04.23 16:31:0054PGbuy39 / 390.00106.932019.04.23 16:31:00filledPG
2019.05.15 22:23:4055PGsell39 / 390.002019.05.15 22:23:40filledtp 106.93
2019.05.28 22:40:4056PGbuy39 / 390.00107.722019.05.28 22:40:40filledPG
2019.06.07 16:31:0057PGsell39 / 390.002019.06.07 16:31:00filledtp 107.72
2019.06.26 16:41:4058PGbuy37 / 370.00114.072019.06.26 16:41:40filledPG
2019.07.03 19:47:4059PGsell37 / 370.002019.07.03 19:47:40filledtp 114.07
2019.07.23 17:20:4060PGbuy36 / 360.00117.562019.07.23 17:20:40filledPG
2019.07.30 16:31:0061PGsell36 / 360.002019.07.30 16:31:00filledtp 117.56
2019.08.23 20:21:0062PGbuy35 / 350.00121.282019.08.23 20:21:00filledPG
2019.08.28 21:51:4063PGsell35 / 350.002019.08.28 21:51:40filledtp 121.28
2019.09.09 16:46:4064PGbuy34 / 340.00125.532019.09.09 16:46:40filledPG
2019.10.24 18:13:4065PGsell34 / 340.002019.10.24 18:13:40filledtp 125.53
2019.11.04 17:28:4066PGbuy34 / 340.00125.712019.11.04 17:28:40filledPG
2019.12.12 17:19:4067PGsell34 / 340.002019.12.12 17:19:40filledtp 125.71
2020.01.03 16:31:4068PGbuy34 / 340.00125.742020.01.03 16:31:40filledPG
2020.01.15 16:34:4069PGsell34 / 340.002020.01.15 16:34:40filledtp 125.74
2020.01.23 18:40:4070PGbuy33 / 330.00127.562020.01.23 18:40:40filledPG
2020.02.06 17:05:4071PGsell33 / 330.002020.02.06 17:05:40filledtp 127.56
2020.02.28 16:54:4072PGbuy38 / 380.00111.402020.02.28 16:54:40filledPG
2020.02.28 18:40:4073PGsell38 / 380.002020.02.28 18:40:40filledtp 111.40
2020.03.09 16:31:0074PGbuy36 / 360.00118.852020.03.09 16:31:00filledPG
2020.03.09 16:56:4075PGsell36 / 360.002020.03.09 16:56:40filledtp 118.85
2020.03.12 16:31:0076PGbuy40 / 400.00105.572020.03.12 16:31:00filledPG
2020.03.12 16:57:4077PGsell40 / 400.002020.03.12 16:57:40filledtp 105.57
2020.03.12 16:57:4078PGbuy39 / 390.00108.942020.03.12 16:57:40filledPG
2020.03.12 19:58:4079PGsell39 / 390.002020.03.12 19:58:40filledtp 108.94
2020.03.20 16:37:4080PGbuy38 / 380.00110.672020.03.20 16:37:40filledPG
2020.03.27 18:17:4081PGsell38 / 380.002020.03.27 18:17:40filledtp 110.67
2020.04.27 16:56:4082PGbuy35 / 350.00121.472020.04.27 16:56:40filledPG
2020.06.19 17:15:2083PGsell35 / 350.002020.06.19 17:15:20filledtp 121.47
2020.06.26 22:50:4084PGbuy36 / 360.00118.792020.06.26 22:50:40filledPG
2020.06.30 16:46:4085PGsell36 / 360.002020.06.30 16:46:40filledtp 118.79
2020.08.28 16:46:4086PGbuy30 / 300.00141.462020.08.28 16:46:40filledPG
2020.09.03 16:53:4087PGsell30 / 300.002020.09.03 16:53:40filledtp 141.46
2020.09.16 22:55:4088PGbuy30 / 300.00141.882020.09.16 22:55:40filledPG
2020.10.08 20:54:2089PGsell30 / 300.002020.10.08 20:54:20filledtp 141.88
2020.11.09 22:51:4090PGbuy30 / 300.00142.742020.11.09 22:51:40filledPG
2020.11.11 20:14:4091PGsell30 / 300.002020.11.11 20:14:40filledtp 142.74
2020.11.30 16:38:4092PGbuy30 / 300.00141.222020.11.30 16:38:40filledPG
2020.12.30 22:58:5993PGsell30 / 300.002020.12.30 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
2010.01.06 16:38:402PGbuyin6660.562-1.320.000.0099 998.68PG
2010.01.28 16:38:403PGsellout6662.383-1.32-0.18120.12100 117.30tp 62.38
2010.03.04 20:47:404PGbuyin6362.974-1.260.000.00100 116.04PG
2010.11.04 17:28:405PGsellout6364.865-1.26-2.06119.07100 231.79tp 64.86
2010.11.16 19:42:406PGbuyin6363.276-1.260.000.00100 230.53PG
2010.12.20 21:11:407PGsellout6365.177-1.26-0.28119.70100 348.69tp 65.17
2010.12.22 16:31:008PGbuyin6264.508-1.240.000.00100 347.45PG
2011.01.24 18:46:409PGsellout6266.439-1.24-0.07119.66100 465.80tp 66.43
2011.01.27 16:31:0010PGbuyin6264.1410-1.240.000.00100 464.56PG
2011.05.04 17:57:4011PGsellout6266.0611-1.24-0.16119.04100 582.20tp 66.06
2011.05.23 16:31:4012PGbuyin6066.9612-1.200.000.00100 581.00PG
2012.09.13 21:25:4013PGsellout6068.9713-1.20-0.80120.60100 699.60tp 68.97
2012.09.28 16:45:2014PGbuyin5868.6814-1.160.000.00100 698.44PG
2012.10.25 16:58:4015PGsellout5870.7415-1.16-0.04119.48100 816.72tp 70.74
2012.11.05 16:41:4016PGbuyin5868.8116-1.160.000.00100 815.56PG
2012.12.11 17:39:4017PGsellout5870.8717-1.16-0.06119.48100 933.82tp 70.87
2012.12.19 19:17:4018PGbuyin5868.7918-1.160.000.00100 932.66PG
2013.01.24 16:49:2019PGsellout5870.8519-1.16-0.08119.48101 050.90tp 70.85
2013.02.25 20:59:4020PGbuyin5276.5120-1.040.000.00101 049.86PG
2013.04.02 18:12:2021PGsellout5278.8021-1.04-0.06119.08101 167.84tp 78.80
2013.04.17 17:56:4022PGbuyin5179.2422-1.020.000.00101 166.82PG
2013.04.19 22:30:4023PGsellout5181.6223-1.020.00121.38101 287.18tp 81.62
2013.04.24 16:31:0024PGbuyin5179.1924-1.020.000.00101 286.16PG
2013.05.24 16:31:0025PGsellout5181.5725-1.02-0.04121.38101 406.48tp 81.57
2013.06.19 21:56:4026PGbuyin5178.0726-1.020.000.00101 405.46PG
2013.07.11 16:31:0027PGsellout5180.4127-1.02-0.04119.34101 523.74tp 80.41
2013.07.17 16:33:4028PGbuyin5080.3928-1.000.000.00101 522.74PG
2013.11.06 20:09:4029PGsellout5082.8029-1.00-0.17120.50101 642.07tp 82.80
2013.12.05 16:59:4030PGbuyin4982.3830-0.980.000.00101 641.09PG
2013.12.09 16:58:4031PGsellout4984.8531-0.98-0.01121.03101 761.13tp 84.85
2014.01.02 16:39:4032PGbuyin5080.6932-1.000.000.00101 760.13PG
2014.08.21 17:30:4033PGsellout5083.1133-1.00-0.39121.00101 879.74tp 83.11
2014.08.28 16:38:4034PGbuyin4982.8934-0.980.000.00101 878.76PG
2014.09.24 19:53:4035PGsellout4985.3835-0.98-0.05122.01101 999.74tp 85.38
2014.10.23 16:44:4036PGbuyin4983.0336-0.980.000.00101 998.76PG
2014.10.24 16:44:4037PGsellout4985.5237-0.980.00122.01102 119.79tp 85.52
2014.11.10 16:32:4038PGbuyin4688.3938-0.920.000.00102 118.87PG
2014.12.02 21:45:4039PGsellout4691.0439-0.92-0.03121.90102 239.82tp 91.04
2014.12.31 22:51:4040PGbuyin4491.1440-0.880.000.00102 238.94PG
2017.09.11 18:44:0041PGsellout4493.8741-0.88-1.57120.12102 356.61tp 93.87
2017.09.15 20:28:0042PGbuyin4492.8942-0.880.000.00102 355.73PG
2018.12.13 16:33:4043PGsellout4495.6843-0.88-0.73122.76102 476.88tp 95.68
2018.12.20 16:44:4044PGbuyin4590.3244-0.900.000.00102 475.98PG
2018.12.21 17:17:4045PGsellout4593.0345-0.900.00121.95102 597.03tp 93.03
2018.12.24 16:35:4046PGbuyin4688.9446-0.920.000.00102 596.11PG
2018.12.27 22:43:4047PGsellout4691.6147-0.92-0.01122.82102 718.00tp 91.61
2019.02.07 16:58:0048PGbuyin4297.0348-0.840.000.00102 717.16PG
2019.02.19 19:37:4049PGsellout4299.9449-0.84-0.02122.22102 838.52tp 99.94
2019.02.28 16:31:4050PGbuyin4198.1450-0.820.000.00102 837.70PG
2019.03.13 19:03:4051PGsellout41101.0851-0.82-0.02120.54102 957.40tp 101.08
2019.04.03 16:36:4052PGbuyin40102.9052-0.800.000.00102 956.60PG
2019.04.16 16:31:4053PGsellout40105.9953-0.80-0.02123.60103 079.38tp 105.99
2019.04.23 16:31:0054PGbuyin39103.8254-0.780.000.00103 078.60PG
2019.05.15 22:23:4055PGsellout39106.9355-0.78-0.03121.29103 199.08tp 106.93
2019.05.28 22:40:4056PGbuyin39104.5856-0.780.000.00103 198.30PG
2019.06.07 16:31:0057PGsellout39107.7257-0.78-0.02122.46103 319.96tp 107.72
2019.06.26 16:41:4058PGbuyin37110.7558-0.740.000.00103 319.22PG
2019.07.03 19:47:4059PGsellout37114.0759-0.74-0.01122.84103 441.31tp 114.07
2019.07.23 17:20:4060PGbuyin36114.1460-0.720.000.00103 440.59PG
2019.07.30 16:31:0061PGsellout36117.5661-0.72-0.01123.12103 562.98tp 117.56
2019.08.23 20:21:0062PGbuyin35117.7562-0.700.000.00103 562.28PG
2019.08.28 21:51:4063PGsellout35121.2863-0.70-0.01123.55103 685.12tp 121.28
2019.09.09 16:46:4064PGbuyin34121.8764-0.680.000.00103 684.44PG
2019.10.24 18:13:4065PGsellout34125.5365-0.68-0.06124.44103 808.14tp 125.53
2019.11.04 17:28:4066PGbuyin34122.0566-0.680.000.00103 807.46PG
2019.12.12 17:19:4067PGsellout34125.7167-0.68-0.05124.44103 931.17tp 125.71
2020.01.03 16:31:4068PGbuyin34122.0868-0.680.000.00103 930.49PG
2020.01.15 16:34:4069PGsellout34125.7469-0.68-0.02124.44104 054.23tp 125.74
2020.01.23 18:40:4070PGbuyin33123.8570-0.660.000.00104 053.57PG
2020.02.06 17:05:4071PGsellout33127.5671-0.66-0.02122.43104 175.32tp 127.56
2020.02.28 16:54:4072PGbuyin38108.1672-0.760.000.00104 174.56PG
2020.02.28 18:40:4073PGsellout38111.4073-0.760.00123.12104 296.92tp 111.40
2020.03.09 16:31:0074PGbuyin36115.3974-0.720.000.00104 296.20PG
2020.03.09 16:56:4075PGsellout36118.8575-0.720.00124.56104 420.04tp 118.85
2020.03.12 16:31:0076PGbuyin40102.5076-0.800.000.00104 419.24PG
2020.03.12 16:57:4077PGsellout40105.5777-0.800.00122.80104 541.24tp 105.57
2020.03.12 16:57:4078PGbuyin39105.7778-0.780.000.00104 540.46PG
2020.03.12 19:58:4079PGsellout39108.9479-0.780.00123.63104 663.31tp 108.94
2020.03.20 16:37:4080PGbuyin38107.4580-0.760.000.00104 662.55PG
2020.03.27 18:17:4081PGsellout38110.6781-0.76-0.01122.36104 784.14tp 110.67
2020.04.27 16:56:4082PGbuyin35117.9382-0.700.000.00104 783.44PG
2020.06.19 17:15:2083PGsellout35121.4783-0.70-0.08123.90104 906.56tp 121.47
2020.06.26 22:50:4084PGbuyin36115.3384-0.720.000.00104 905.84PG
2020.06.30 16:46:4085PGsellout36118.7985-0.72-0.01124.56105 029.67tp 118.79
2020.08.28 16:46:4086PGbuyin30137.3486-0.600.000.00105 029.07PG
2020.09.03 16:53:4087PGsellout30141.4687-0.60-0.01123.60105 152.06tp 141.46
2020.09.16 22:55:4088PGbuyin30137.7588-0.600.000.00105 151.46PG
2020.10.08 20:54:2089PGsellout30141.8889-0.60-0.03123.90105 274.73tp 141.88
2020.11.09 22:51:4090PGbuyin30138.5890-0.600.000.00105 274.13PG
2020.11.11 20:14:4091PGsellout30142.7491-0.600.00124.80105 398.33tp 142.74
2020.11.30 16:38:4092PGbuyin30137.1192-0.600.000.00105 397.73PG
2020.12.30 22:58:5993PGsellout30137.9293-0.60-0.0424.30105 421.39end of test
-82.12 -7.30 5 510.81 105 421.39