Strategy Tester Report
Darwinex-Demo (Build 2715)
Settings
Expert: Stock Trader Hedge
Symbol: PFE
Period: H1 (2010.01.01 - 2020.12.31)
Inputs: T_0=General Settings
Comment=PFE
Slippage=5
MagicNumber=111523
MM_Type=0
AutoRisk=4
BalanceSettings=0
Balance=0
TakeProfit=5
RSI_Period=21
RSI_Level=70
Stochastic_Period=21
Stochastic_Level=70
CCI_Period=36
CCI_Level=100
Slow_CCI_TF=16388
Slow_CCI_Period=36
Slow_CCI_Level=200
InpLoadedPeriod=16385
Broker: Tradeslide Trading Tech Limited
Currency: USD
Initial Deposit: 100 000.00
Leverage: 1:1
Results
History Quality: 2%
Bars: 19320 Ticks: 4251475 Symbols: 1
Total Net Profit: 5 180.74 Balance Drawdown Absolute: 4.42 Equity Drawdown Absolute: 908.83
Gross Profit: 5 827.85 Balance Drawdown Maximal: 568.91 (0.54%) Equity Drawdown Maximal: 1 521.74 (1.44%)
Gross Loss: -647.11 Balance Drawdown Relative: 0.54% (568.91) Equity Drawdown Relative: 1.44% (1 521.74)
Profit Factor: 9.01 Expected Payoff: 172.69 Margin Level: 12399.73%
Recovery Factor: 3.40 Sharpe Ratio: 1.30 Z-Score: -1.74 (91.81%)
AHPR: 1.0017 (0.17%) LR Correlation: 1.00 OnTester result: 0
GHPR: 1.0017 (0.17%) LR Standard Error: 128.86
Total Trades: 30 Short Trades (won %): 0 (0.00%) Long Trades (won %): 30 (96.67%)
Total Deals: 60 Profit Trades (% of total): 29 (96.67%) Loss Trades (% of total): 1 (3.33%)
Largest profit trade: 207.63 Largest loss trade: -566.93
Average profit trade: 200.96 Average loss trade: -647.11
Maximum consecutive wins ($): 29 (5 827.85) Maximum consecutive losses ($): 1 (-566.93)
Maximal consecutive profit (count): 5 827.85 (29) Maximal consecutive loss (count): -566.93 (1)
Average consecutive wins: 29 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.94 Correlation (Profits,MAE): 0.69 Correlation (MFE,MAE): 0.7200
Graph
Minimal position holding time: 71:49:20 Maximal position holding time: 9288:13:40 Average position holding time: 1555:44:27
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2010.02.04 17:15:202PFEbuy221 / 2210.0018.982010.02.04 17:15:20filledPFE
2011.02.01 17:25:203PFEsell221 / 2210.002011.02.01 17:25:20filledtp 18.98
2011.04.21 17:50:404PFEbuy199 / 1990.0021.152011.04.21 17:50:40filledPFE
2011.05.02 16:31:005PFEsell199 / 1990.002011.05.02 16:31:00filledtp 21.15
2011.06.10 17:46:206PFEbuy197 / 1970.0021.342011.06.10 17:46:20filledPFE
2011.12.16 16:36:407PFEsell197 / 1970.002011.12.16 16:36:40filledtp 21.34
2012.01.30 16:31:008PFEbuy188 / 1880.0022.422012.01.30 16:31:00filledPFE
2012.03.27 16:34:409PFEsell188 / 1880.002012.03.27 16:34:40filledtp 22.42
2012.05.23 17:39:4010PFEbuy182 / 1820.0023.162012.05.23 17:39:40filledPFE
2012.07.16 21:13:2011PFEsell182 / 1820.002012.07.16 21:13:20filledtp 23.16
2012.11.01 16:31:4012PFEbuy163 / 1630.0025.892012.11.01 16:31:40filledPFE
2013.01.02 22:55:4013PFEsell163 / 1630.002013.01.02 22:55:40filledtp 25.89
2013.05.29 19:33:4014PFEbuy143 / 1430.0029.622013.05.29 19:33:40filledPFE
2013.06.19 19:10:4015PFEsell143 / 1430.002013.06.19 19:10:40filledtp 29.62
2013.08.15 16:57:4016PFEbuy140 / 1400.0030.302013.08.15 16:57:40filledPFE
2013.10.18 18:39:4017PFEsell140 / 1400.002013.10.18 18:39:40filledtp 30.30
2013.12.11 17:36:4018PFEbuy131 / 1310.0032.392013.12.11 17:36:40filledPFE
2014.02.28 18:53:4019PFEsell131 / 1310.002014.02.28 18:53:40filledtp 32.39
2014.03.13 22:19:4020PFEbuy131 / 1310.0032.562014.03.13 22:19:40filledPFE
2014.04.04 16:32:4021PFEsell131 / 1310.002014.04.04 16:32:40filledtp 32.56
2014.04.09 16:54:4022PFEbuy132 / 1320.0032.232014.04.09 16:54:40filledPFE
2014.04.28 17:47:4023PFEsell132 / 1320.002014.04.28 17:47:40filledtp 32.23
2014.07.30 16:31:0024PFEbuy138 / 1380.0030.972014.07.30 16:31:00filledPFE
2014.11.26 21:24:4025PFEsell138 / 1380.002014.11.26 21:24:40filledtp 30.97
2015.02.02 16:41:4026PFEbuy131 / 1310.0032.742015.02.02 16:41:40filledPFE
2015.02.05 16:31:0027PFEsell131 / 1310.002015.02.05 16:31:00filledtp 32.74
2015.03.06 22:43:4028PFEbuy121 / 1210.0035.522015.03.06 22:43:40filledPFE
2015.04.13 16:40:4029PFEsell121 / 1210.002015.04.13 16:40:40filledtp 35.52
2015.04.29 16:31:0030PFEbuy120 / 1200.0035.842015.04.29 16:31:00filledPFE
2015.07.29 16:50:4031PFEsell120 / 1200.002015.07.29 16:50:40filledtp 35.84
2015.08.21 16:31:0032PFEbuy120 / 1200.0035.952015.08.21 16:31:00filledPFE
2015.10.28 16:59:4033PFEsell120 / 1200.002015.10.28 16:59:40filledtp 35.95
2015.11.19 17:46:4034PFEbuy128 / 1280.0033.692015.11.19 17:46:40filledPFE
2015.12.01 22:55:4035PFEsell128 / 1280.002015.12.01 22:55:40filledtp 33.69
2016.01.04 17:22:4036PFEbuy130 / 1300.0033.362016.01.04 17:22:40filledPFE
2016.04.20 21:59:4037PFEsell130 / 1300.002016.04.20 21:59:40filledtp 33.36
2016.06.24 16:31:0038PFEbuy122 / 1220.0035.512016.06.24 16:31:00filledPFE
2016.07.01 19:41:4039PFEsell122 / 1220.002016.07.01 19:41:40filledtp 35.51
2016.08.03 16:31:0040PFEbuy115 / 1150.0037.702016.08.03 16:31:00filledPFE
2018.01.26 16:44:4041PFEsell115 / 1150.002018.01.26 16:44:40filledtp 37.70
2018.02.05 20:26:4042PFEbuy117 / 1170.0037.182018.02.05 20:26:40filledPFE
2018.02.26 22:09:4043PFEsell117 / 1170.002018.02.26 22:09:40filledtp 37.18
2018.03.23 16:41:4044PFEbuy118 / 1180.0037.042018.03.23 16:41:40filledPFE
2018.04.24 16:37:4045PFEsell118 / 1180.002018.04.24 16:37:40filledtp 37.04
2018.05.01 17:31:4046PFEbuy119 / 1190.0036.832018.05.01 17:31:40filledPFE
2018.07.05 19:03:4047PFEsell119 / 1190.002018.07.05 19:03:40filledtp 36.83
2018.10.11 21:45:4048PFEbuy98 / 980.0044.592018.10.11 21:45:40filledPFE
2018.10.17 18:58:4049PFEsell98 / 980.002018.10.17 18:58:40filledtp 44.59
2018.10.24 22:50:2050PFEbuy98 / 980.0044.702018.10.24 22:50:20filledPFE
2018.11.28 19:09:4051PFEsell98 / 980.002018.11.28 19:09:40filledtp 44.70
2018.12.24 18:49:4052PFEbuy102 / 1020.0042.832018.12.24 18:49:40filledPFE
2018.12.28 16:31:0053PFEsell102 / 1020.002018.12.28 16:31:00filledtp 42.83
2019.01.24 16:39:4054PFEbuy101 / 1010.0043.362019.01.24 16:39:40filledPFE
2019.02.25 18:12:4055PFEsell101 / 1010.002019.02.25 18:12:40filledtp 43.36
2019.03.08 17:57:4056PFEbuy103 / 1030.0042.612019.03.08 17:57:40filledPFE
2019.03.21 18:56:4057PFEsell103 / 1030.002019.03.21 18:56:40filledtp 42.61
2019.04.16 21:48:4058PFEbuy102 / 1020.0043.222019.04.16 21:48:40filledPFE
2019.06.07 17:46:4059PFEsell102 / 1020.002019.06.07 17:46:40filledtp 43.22
2019.07.11 17:42:4060PFEbuy99 / 990.0044.572019.07.11 17:42:40filledPFE
2020.12.30 22:58:5961PFEsell99 / 990.002020.12.30 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 17:15:202PFEbuyin22118.082-4.420.000.0099 995.58PFE
2011.02.01 17:25:203PFEsellout22118.983-4.42-6.72198.90100 183.34tp 18.98
2011.04.21 17:50:404PFEbuyin19920.144-3.980.000.00100 179.36PFE
2011.05.02 16:31:005PFEsellout19921.155-3.98-0.19200.99100 376.18tp 21.15
2011.06.10 17:46:206PFEbuyin19720.326-3.940.000.00100 372.24PFE
2011.12.16 16:36:407PFEsellout19721.347-3.94-3.48200.94100 565.76tp 21.34
2012.01.30 16:31:008PFEbuyin18821.358-3.760.000.00100 562.00PFE
2012.03.27 16:34:409PFEsellout18822.429-3.76-1.05201.16100 758.35tp 22.42
2012.05.23 17:39:4010PFEbuyin18222.0610-3.640.000.00100 754.71PFE
2012.07.16 21:13:2011PFEsellout18223.1611-3.64-0.64200.20100 950.63tp 23.16
2012.11.01 16:31:4012PFEbuyin16324.6612-3.260.000.00100 947.37PFE
2013.01.02 22:55:4013PFEsellout16325.8913-3.26-0.71200.49101 143.89tp 25.89
2013.05.29 19:33:4014PFEbuyin14328.2114-2.860.000.00101 141.03PFE
2013.06.19 19:10:4015PFEsellout14329.6215-2.86-0.21201.63101 339.59tp 29.62
2013.08.15 16:57:4016PFEbuyin14028.8616-2.800.000.00101 336.79PFE
2013.10.18 18:39:4017PFEsellout14030.3017-2.80-0.64201.60101 534.95tp 30.30
2013.12.11 17:36:4018PFEbuyin13130.8518-2.620.000.00101 532.33PFE
2014.02.28 18:53:4019PFEsellout13132.3919-2.62-0.79201.74101 730.66tp 32.39
2014.03.13 22:19:4020PFEbuyin13131.0120-2.620.000.00101 728.04PFE
2014.04.04 16:32:4021PFEsellout13132.5621-2.62-0.22203.05101 928.25tp 32.56
2014.04.09 16:54:4022PFEbuyin13230.7022-2.640.000.00101 925.61PFE
2014.04.28 17:47:4023PFEsellout13232.2323-2.64-0.19201.96102 124.74tp 32.23
2014.07.30 16:31:0024PFEbuyin13829.5024-2.760.000.00102 121.98PFE
2014.11.26 21:24:4025PFEsellout13830.9725-2.76-1.19202.86102 320.89tp 30.97
2015.02.02 16:41:4026PFEbuyin13131.1826-2.620.000.00102 318.27PFE
2015.02.05 16:31:0027PFEsellout13132.7427-2.62-0.03204.36102 519.98tp 32.74
2015.03.06 22:43:4028PFEbuyin12133.8328-2.420.000.00102 517.56PFE
2015.04.13 16:40:4029PFEsellout12135.5229-2.42-0.38204.49102 719.25tp 35.52
2015.04.29 16:31:0030PFEbuyin12034.1330-2.400.000.00102 716.85PFE
2015.07.29 16:50:4031PFEsellout12035.8431-2.40-0.91205.20102 918.74tp 35.84
2015.08.21 16:31:0032PFEbuyin12034.2432-2.400.000.00102 916.34PFE
2015.10.28 16:59:4033PFEsellout12035.9533-2.40-0.68205.20103 118.46tp 35.95
2015.11.19 17:46:4034PFEbuyin12832.0934-2.560.000.00103 115.90PFE
2015.12.01 22:55:4035PFEsellout12833.6935-2.56-0.12204.80103 318.02tp 33.69
2016.01.04 17:22:4036PFEbuyin13031.7736-2.600.000.00103 315.42PFE
2016.04.20 21:59:4037PFEsellout13033.3637-2.60-1.10206.70103 518.42tp 33.36
2016.06.24 16:31:0038PFEbuyin12233.8238-2.440.000.00103 515.98PFE
2016.07.01 19:41:4039PFEsellout12235.5139-2.44-0.07206.18103 719.65tp 35.51
2016.08.03 16:31:0040PFEbuyin11535.9140-2.300.000.00103 717.35PFE
2018.01.26 16:44:4041PFEsellout11537.7041-2.30-5.41205.85103 915.49tp 37.70
2018.02.05 20:26:4042PFEbuyin11735.4142-2.340.000.00103 913.15PFE
2018.02.26 22:09:4043PFEsellout11737.1843-2.34-0.21207.09104 117.69tp 37.18
2018.03.23 16:41:4044PFEbuyin11835.2844-2.360.000.00104 115.33PFE
2018.04.24 16:37:4045PFEsellout11837.0445-2.36-0.32207.68104 320.33tp 37.04
2018.05.01 17:31:4046PFEbuyin11935.0846-2.380.000.00104 317.95PFE
2018.07.05 19:03:4047PFEsellout11936.8347-2.38-0.64208.25104 523.18tp 36.83
2018.10.11 21:45:4048PFEbuyin9842.4748-1.960.000.00104 521.22PFE
2018.10.17 18:58:4049PFEsellout9844.5949-1.96-0.05207.76104 726.97tp 44.59
2018.10.24 22:50:2050PFEbuyin9842.5750-1.960.000.00104 725.01PFE
2018.11.28 19:09:4051PFEsellout9844.7051-1.96-0.30208.74104 931.49tp 44.70
2018.12.24 18:49:4052PFEbuyin10240.7952-2.040.000.00104 929.45PFE
2018.12.28 16:31:0053PFEsellout10242.8353-2.04-0.04208.08105 135.45tp 42.83
2019.01.24 16:39:4054PFEbuyin10141.3054-2.020.000.00105 133.43PFE
2019.02.25 18:12:4055PFEsellout10143.3655-2.02-0.27208.06105 339.20tp 43.36
2019.03.08 17:57:4056PFEbuyin10340.5856-2.060.000.00105 337.14PFE
2019.03.21 18:56:4057PFEsellout10342.6157-2.06-0.11209.09105 544.06tp 42.61
2019.04.16 21:48:4058PFEbuyin10241.1658-2.040.000.00105 542.02PFE
2019.06.07 17:46:4059PFEsellout10243.2259-2.04-0.45210.12105 749.65tp 43.22
2019.07.11 17:42:4060PFEbuyin9942.4560-1.980.000.00105 747.67PFE
2020.12.30 22:58:5961PFEsellout9936.7961-1.98-4.61-560.34105 180.74end of test
-160.36 -31.73 5 372.83 105 180.74