Strategy Tester Report
Darwinex-Demo (Build 2715)
Settings
Expert: Stock Trader Hedge
Symbol: AXP
Period: H1 (2010.01.01 - 2020.12.31)
Inputs: T_0=General Settings
Comment=AXP
Slippage=5
MagicNumber=111504
MM_Type=0
AutoRisk=4
BalanceSettings=0
Balance=0
TakeProfit=5
RSI_Period=18
RSI_Level=70
Stochastic_Period=12
Stochastic_Level=70
CCI_Period=36
CCI_Level=250
Slow_CCI_TF=16386
Slow_CCI_Period=51
Slow_CCI_Level=100
InpLoadedPeriod=16385
Broker: Tradeslide Trading Tech Limited
Currency: USD
Initial Deposit: 100 000.00
Leverage: 1:1
Results
History Quality: 4%
Bars: 19328 Ticks: 4271826 Symbols: 1
Total Net Profit: 6 979.86 Balance Drawdown Absolute: 1.94 Equity Drawdown Absolute: 440.50
Gross Profit: 7 342.11 Balance Drawdown Maximal: 312.31 (0.29%) Equity Drawdown Maximal: 2 111.04 (1.97%)
Gross Loss: -362.25 Balance Drawdown Relative: 0.29% (312.31) Equity Drawdown Relative: 1.97% (2 111.04)
Profit Factor: 20.27 Expected Payoff: 188.64 Margin Level: 12270.06%
Recovery Factor: 3.31 Sharpe Ratio: 2.33 Z-Score: -1.97 (95.12%)
AHPR: 1.0018 (0.18%) LR Correlation: 1.00 OnTester result: 0
GHPR: 1.0018 (0.18%) LR Standard Error: 77.64
Total Trades: 37 Short Trades (won %): 0 (0.00%) Long Trades (won %): 37 (97.30%)
Total Deals: 74 Profit Trades (% of total): 36 (97.30%) Loss Trades (% of total): 1 (2.70%)
Largest profit trade: 210.85 Largest loss trade: -311.65
Average profit trade: 203.95 Average loss trade: -362.25
Maximum consecutive wins ($): 36 (7 342.11) Maximum consecutive losses ($): 1 (-311.65)
Maximal consecutive profit (count): 7 342.11 (36) Maximal consecutive loss (count): -311.65 (1)
Average consecutive wins: 36 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.78 Correlation (Profits,MAE): 0.66 Correlation (MFE,MAE): 0.5164
Graph
Minimal position holding time: 1:52:40 Maximal position holding time: 21482:51:00 Average position holding time: 1213:10:02
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2010.01.22 16:32:402AXPbuy97 / 970.0043.182010.01.22 16:32:40filledAXP
2010.04.07 16:40:403AXPsell97 / 970.002010.04.07 16:40:40filledtp 43.18
2010.05.06 21:42:404AXPbuy96 / 960.0043.842010.05.06 21:42:40filledAXP
2010.05.11 19:08:405AXPsell96 / 960.002010.05.11 19:08:40filledtp 43.84
2010.05.21 16:31:006AXPbuy106 / 1060.0039.632010.05.21 16:31:00filledAXP
2010.05.21 18:23:407AXPsell106 / 1060.002010.05.21 18:23:40filledtp 39.63
2010.05.25 16:37:208AXPbuy106 / 1060.0039.712010.05.25 16:37:20filledAXP
2010.05.27 17:32:409AXPsell106 / 1060.002010.05.27 17:32:40filledtp 39.71
2010.08.20 18:49:4010AXPbuy100 / 1000.0042.192010.08.20 18:49:40filledAXP
2010.09.20 17:08:4011AXPsell100 / 1000.002010.09.20 17:08:40filledtp 42.19
2010.10.05 16:41:4012AXPbuy106 / 1060.0039.942010.10.05 16:41:40filledAXP
2010.10.19 17:17:4013AXPsell106 / 1060.002010.10.19 17:17:40filledtp 39.94
2010.12.17 16:35:4014AXPbuy91 / 910.0046.362010.12.17 16:35:40filledAXP
2011.01.14 21:01:4015AXPsell91 / 910.002011.01.14 21:01:40filledtp 46.36
2011.03.02 16:34:4016AXPbuy94 / 940.0044.992011.03.02 16:34:40filledAXP
2011.03.08 18:21:4017AXPsell94 / 940.002011.03.08 18:21:40filledtp 44.99
2011.04.18 16:31:4018AXPbuy89 / 890.0047.612011.04.18 16:31:40filledAXP
2011.04.27 22:39:4019AXPsell89 / 890.002011.04.27 22:39:40filledtp 47.61
2011.06.10 16:53:4020AXPbuy85 / 850.0050.082011.06.10 16:53:40filledAXP
2011.06.22 19:45:4021AXPsell85 / 850.002011.06.22 19:45:40filledtp 50.08
2011.08.08 21:23:4022AXPbuy94 / 940.0045.312011.08.08 21:23:40filledAXP
2011.08.09 22:48:4023AXPsell94 / 940.002011.08.09 22:48:40filledtp 45.31
2011.09.22 16:31:2024AXPbuy86 / 860.0049.582011.09.22 16:31:20filledAXP
2011.10.24 16:48:4025AXPsell86 / 860.002011.10.24 16:48:40filledtp 49.58
2011.11.09 22:55:2026AXPbuy83 / 830.0051.522011.11.09 22:55:20filledAXP
2012.02.03 16:31:0027AXPsell83 / 830.002012.02.03 16:31:00filledtp 51.52
2012.03.06 16:51:4028AXPbuy79 / 790.0054.322012.03.06 16:51:40filledAXP
2012.03.14 16:31:0029AXPsell79 / 790.002012.03.14 16:31:00filledtp 54.32
2012.04.09 16:51:4030AXPbuy72 / 720.0059.702012.04.09 16:51:40filledAXP
2012.04.26 22:15:4031AXPsell72 / 720.002012.04.26 22:15:40filledtp 59.70
2012.06.01 16:40:4032AXPbuy75 / 750.0057.392012.06.01 16:40:40filledAXP
2012.06.20 16:33:2033AXPsell75 / 750.002012.06.20 16:33:20filledtp 57.39
2012.07.19 16:34:4034AXPbuy74 / 740.0058.102012.07.19 16:34:40filledAXP
2012.07.27 19:20:2035AXPsell74 / 740.002012.07.27 19:20:20filledtp 58.10
2012.09.26 17:40:4036AXPbuy73 / 730.0059.262012.09.26 17:40:40filledAXP
2012.10.17 19:18:4037AXPsell73 / 730.002012.10.17 19:18:40filledtp 59.26
2012.11.14 16:40:4038AXPbuy76 / 760.0057.252012.11.14 16:40:40filledAXP
2012.12.11 17:15:4039AXPsell76 / 760.002012.12.11 17:15:40filledtp 57.25
2012.12.27 17:23:4040AXPbuy73 / 730.0059.202012.12.27 17:23:40filledAXP
2013.01.03 20:39:4041AXPsell73 / 730.002013.01.03 20:39:40filledtp 59.20
2013.04.05 16:44:4042AXPbuy63 / 630.0068.752013.04.05 16:44:40filledAXP
2013.04.25 19:23:4043AXPsell63 / 630.002013.04.25 19:23:40filledtp 68.75
2013.07.31 18:59:4044AXPbuy56 / 560.0077.672013.07.31 18:59:40filledAXP
2013.09.18 21:50:4045AXPsell56 / 560.002013.09.18 21:50:40filledtp 77.67
2013.09.30 16:31:0046AXPbuy55 / 550.0078.642013.09.30 16:31:00filledAXP
2013.10.17 16:32:4047AXPsell55 / 550.002013.10.17 16:32:40filledtp 78.64
2013.11.07 22:49:4048AXPbuy51 / 510.0085.032013.11.07 22:49:40filledAXP
2013.11.26 16:31:4049AXPsell51 / 510.002013.11.26 16:31:40filledtp 85.03
2014.01.14 16:32:4050AXPbuy48 / 480.0090.872014.01.14 16:32:40filledAXP
2014.01.17 16:31:0051AXPsell48 / 480.002014.01.17 16:31:00filledtp 90.87
2014.02.03 17:18:4052AXPbuy50 / 500.0088.232014.02.03 17:18:40filledAXP
2014.02.10 16:33:4053AXPsell50 / 500.002014.02.10 16:33:40filledtp 88.23
2014.04.04 20:43:2054AXPbuy46 / 460.0094.092014.04.04 20:43:20filledAXP
2014.06.06 18:51:4055AXPsell46 / 460.002014.06.06 18:51:40filledtp 94.09
2014.06.26 16:55:4056AXPbuy45 / 450.0098.372014.06.26 16:55:40filledAXP
2017.11.30 19:46:4057AXPsell45 / 450.002017.11.30 19:46:40filledtp 98.37
2018.01.19 16:31:0058AXPbuy43 / 430.00102.062018.01.19 16:31:00filledAXP
2018.02.27 16:37:4059AXPsell43 / 430.002018.02.27 16:37:40filledtp 102.06
2018.03.22 16:31:4060AXPbuy45 / 450.0097.782018.03.22 16:31:40filledAXP
2018.04.19 16:31:0061AXPsell45 / 450.002018.04.19 16:31:00filledtp 97.78
2018.05.03 17:34:4062AXPbuy44 / 440.00100.532018.05.03 17:34:40filledAXP
2018.05.09 19:27:4063AXPsell44 / 440.002018.05.09 19:27:40filledtp 100.53
2018.05.29 16:32:4064AXPbuy42 / 420.00104.242018.05.29 16:32:40filledAXP
2018.07.27 18:30:4065AXPsell42 / 420.002018.07.27 18:30:40filledtp 104.24
2018.09.06 18:21:4066AXPbuy40 / 400.00109.832018.09.06 18:21:40filledAXP
2018.09.14 17:56:4067AXPsell40 / 400.002018.09.14 17:56:40filledtp 109.83
2018.10.08 18:46:4068AXPbuy40 / 400.00110.872018.10.08 18:46:40filledAXP
2018.11.28 16:35:2069AXPsell40 / 400.002018.11.28 16:35:20filledtp 110.87
2018.12.06 16:31:0070AXPbuy40 / 400.00110.852018.12.06 16:31:00filledAXP
2019.03.12 17:42:4071AXPsell40 / 400.002019.03.12 17:42:40filledtp 110.85
2019.07.19 16:47:4072AXPbuy34 / 340.00130.882019.07.19 16:47:40filledAXP
2020.01.16 16:33:4073AXPsell34 / 340.002020.01.16 16:33:40filledtp 130.88
2020.02.24 16:31:0074AXPbuy33 / 330.00135.552020.02.24 16:31:00filledAXP
2020.12.30 22:58:5975AXPsell33 / 330.002020.12.30 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
2010.01.22 16:32:402AXPbuyin9741.122-1.940.000.0099 998.06AXP
2010.04.07 16:40:403AXPsellout9743.183-1.94-0.64199.82100 195.30tp 43.18
2010.05.06 21:42:404AXPbuyin9641.754-1.920.000.00100 193.38AXP
2010.05.11 19:08:405AXPsellout9643.845-1.92-0.04200.64100 392.06tp 43.84
2010.05.21 16:31:006AXPbuyin10637.746-2.120.000.00100 389.94AXP
2010.05.21 18:23:407AXPsellout10639.637-2.120.00200.34100 588.16tp 39.63
2010.05.25 16:37:208AXPbuyin10637.828-2.120.000.00100 586.04AXP
2010.05.27 17:32:409AXPsellout10639.719-2.12-0.02200.34100 784.24tp 39.71
2010.08.20 18:49:4010AXPbuyin10040.1810-2.000.000.00100 782.24AXP
2010.09.20 17:08:4011AXPsellout10042.1911-2.00-0.26201.00100 980.98tp 42.19
2010.10.05 16:41:4012AXPbuyin10638.0412-2.120.000.00100 978.86AXP
2010.10.19 17:17:4013AXPsellout10639.9413-2.12-0.14201.40101 178.00tp 39.94
2010.12.17 16:35:4014AXPbuyin9144.1514-1.820.000.00101 176.18AXP
2011.01.14 21:01:4015AXPsellout9146.3615-1.82-0.24201.11101 375.23tp 46.36
2011.03.02 16:34:4016AXPbuyin9442.8516-1.880.000.00101 373.35AXP
2011.03.08 18:21:4017AXPsellout9444.9917-1.88-0.05201.16101 572.58tp 44.99
2011.04.18 16:31:4018AXPbuyin8945.3418-1.780.000.00101 570.80AXP
2011.04.27 22:39:4019AXPsellout8947.6119-1.78-0.08202.03101 770.97tp 47.61
2011.06.10 16:53:4020AXPbuyin8547.7020-1.700.000.00101 769.27AXP
2011.06.22 19:45:4021AXPsellout8550.0821-1.70-0.10202.30101 969.77tp 50.08
2011.08.08 21:23:4022AXPbuyin9443.1522-1.880.000.00101 967.89AXP
2011.08.09 22:48:4023AXPsellout9445.3123-1.88-0.01203.04102 169.04tp 45.31
2011.09.22 16:31:2024AXPbuyin8647.2224-1.720.000.00102 167.32AXP
2011.10.24 16:48:4025AXPsellout8649.5825-1.72-0.27202.96102 368.29tp 49.58
2011.11.09 22:55:2026AXPbuyin8349.0726-1.660.000.00102 366.63AXP
2012.02.03 16:31:0027AXPsellout8351.5227-1.66-0.71203.35102 567.61tp 51.52
2012.03.06 16:51:4028AXPbuyin7951.7328-1.580.000.00102 566.03AXP
2012.03.14 16:31:0029AXPsellout7954.3229-1.58-0.07204.61102 768.99tp 54.32
2012.04.09 16:51:4030AXPbuyin7256.8630-1.440.000.00102 767.55AXP
2012.04.26 22:15:4031AXPsellout7259.7031-1.44-0.16204.48102 970.43tp 59.70
2012.06.01 16:40:4032AXPbuyin7554.6632-1.500.000.00102 968.93AXP
2012.06.20 16:33:2033AXPsellout7557.3933-1.50-0.16204.75103 172.02tp 57.39
2012.07.19 16:34:4034AXPbuyin7455.3334-1.480.000.00103 170.54AXP
2012.07.27 19:20:2035AXPsellout7458.1035-1.48-0.07204.98103 373.97tp 58.10
2012.09.26 17:40:4036AXPbuyin7356.4436-1.460.000.00103 372.51AXP
2012.10.17 19:18:4037AXPsellout7359.2637-1.46-0.18205.86103 576.73tp 59.26
2012.11.14 16:40:4038AXPbuyin7654.5238-1.520.000.00103 575.21AXP
2012.12.11 17:15:4039AXPsellout7657.2539-1.52-0.22207.48103 780.95tp 57.25
2012.12.27 17:23:4040AXPbuyin7356.3840-1.460.000.00103 779.49AXP
2013.01.03 20:39:4041AXPsellout7359.2041-1.46-0.05205.86103 983.84tp 59.20
2013.04.05 16:44:4042AXPbuyin6365.4842-1.260.000.00103 982.58AXP
2013.04.25 19:23:4043AXPsellout6368.7543-1.26-0.17206.01104 187.16tp 68.75
2013.07.31 18:59:4044AXPbuyin5673.9744-1.120.000.00104 186.04AXP
2013.09.18 21:50:4045AXPsellout5677.6745-1.12-0.08207.20104 392.04tp 77.67
2013.09.30 16:31:0046AXPbuyin5574.9046-1.100.000.00104 390.94AXP
2013.10.17 16:32:4047AXPsellout5578.6447-1.10-0.02205.70104 595.52tp 78.64
2013.11.07 22:49:4048AXPbuyin5180.9848-1.020.000.00104 594.50AXP
2013.11.26 16:31:4049AXPsellout5185.0349-1.02-0.03206.55104 800.00tp 85.03
2014.01.14 16:32:4050AXPbuyin4886.5450-0.960.000.00104 799.04AXP
2014.01.17 16:31:0051AXPsellout4890.8751-0.960.00207.84105 005.92tp 90.87
2014.02.03 17:18:4052AXPbuyin5084.0352-1.000.000.00105 004.92AXP
2014.02.10 16:33:4053AXPsellout5088.2353-1.00-0.01210.00105 213.91tp 88.23
2014.04.04 20:43:2054AXPbuyin4689.6154-0.920.000.00105 212.99AXP
2014.06.06 18:51:4055AXPsellout4694.0955-0.92-0.10206.08105 418.05tp 94.09
2014.06.26 16:55:4056AXPbuyin4593.6956-0.900.000.00105 417.15AXP
2017.11.30 19:46:4057AXPsellout4598.3757-0.90-1.96210.60105 624.89tp 98.37
2018.01.19 16:31:0058AXPbuyin4397.2058-0.860.000.00105 624.03AXP
2018.02.27 16:37:4059AXPsellout43102.0659-0.86-0.07208.98105 832.08tp 102.06
2018.03.22 16:31:4060AXPbuyin4593.1260-0.900.000.00105 831.18AXP
2018.04.19 16:31:0061AXPsellout4597.7861-0.90-0.04209.70106 039.94tp 97.78
2018.05.03 17:34:4062AXPbuyin4495.7462-0.880.000.00106 039.06AXP
2018.05.09 19:27:4063AXPsellout44100.5363-0.88-0.01210.76106 248.93tp 100.53
2018.05.29 16:32:4064AXPbuyin4299.2864-0.840.000.00106 248.09AXP
2018.07.27 18:30:4065AXPsellout42104.2465-0.84-0.10208.32106 455.47tp 104.24
2018.09.06 18:21:4066AXPbuyin40104.6066-0.800.000.00106 454.67AXP
2018.09.14 17:56:4067AXPsellout40109.8367-0.80-0.01209.20106 663.06tp 109.83
2018.10.08 18:46:4068AXPbuyin40105.5968-0.800.000.00106 662.26AXP
2018.11.28 16:35:2069AXPsellout40110.8769-0.80-0.07211.20106 872.59tp 110.87
2018.12.06 16:31:0070AXPbuyin40105.5770-0.800.000.00106 871.79AXP
2019.03.12 17:42:4071AXPsellout40110.8571-0.80-0.19211.20107 082.00tp 110.85
2019.07.19 16:47:4072AXPbuyin34124.6572-0.680.000.00107 081.32AXP
2020.01.16 16:33:4073AXPsellout34130.8873-0.68-0.29211.82107 292.17tp 130.88
2020.02.24 16:31:0074AXPbuyin33129.1074-0.660.000.00107 291.51AXP
2020.12.30 22:58:5975AXPsellout33119.6975-0.66-0.46-310.53106 979.86end of test
-101.20 -7.08 7 088.14 106 979.86