Strategy Tester Report |
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Darwinex-Demo (Build 2715) |
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Settings |
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Expert: | Stock Trader Hedge | |||||||||||
Symbol: | WMT | |||||||||||
Period: | H1 (2010.01.01 - 2020.12.31) | |||||||||||
Inputs: | T_0=General Settings | |||||||||||
Comment=WMT | ||||||||||||
Slippage=5 | ||||||||||||
MagicNumber=111528 | ||||||||||||
Balance_Type=0 | ||||||||||||
MM_Type=0 | ||||||||||||
AutoRisk=4 | ||||||||||||
TakeProfit=5 | ||||||||||||
RSI_Period=9 | ||||||||||||
RSI_Level=50 | ||||||||||||
Stochastic_Period=15 | ||||||||||||
Stochastic_Level=80 | ||||||||||||
CCI_Period=36 | ||||||||||||
CCI_Level=250 | ||||||||||||
Slow_CCI_TF=16387 | ||||||||||||
Slow_CCI_Period=21 | ||||||||||||
Slow_CCI_Level=200 | ||||||||||||
InpLoadedPeriod=16385 | ||||||||||||
Broker: | Tradeslide Trading Tech Limited | |||||||||||
Currency: | USD | |||||||||||
Initial Deposit: | 100 000.00 | |||||||||||
Leverage: | 1:1 | |||||||||||
Results |
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History Quality: | 3% | |||||||||||
Bars: | 19328 | Ticks: | 4275396 | Symbols: | 1 | |||||||
Total Net Profit: | 5 451.61 | Balance Drawdown Absolute: | 1.50 | Equity Drawdown Absolute: | 329.19 | |||||||
Gross Profit: | 5 478.99 | Balance Drawdown Maximal: | 1.50 (0.00%) | Equity Drawdown Maximal: | 1 522.05 (1.48%) | |||||||
Gross Loss: | -27.38 | Balance Drawdown Relative: | 0.00% (1.50) | Equity Drawdown Relative: | 1.48% (1 522.05) | |||||||
Profit Factor: | 200.11 | Expected Payoff: | 195.68 | Margin Level: | 12475.87% | |||||||
Recovery Factor: | 3.58 | Sharpe Ratio: | 6.29 | Z-Score: | 0.00 (0.00%) | |||||||
AHPR: | 1.0019 (0.19%) | LR Correlation: | 1.00 | OnTester result: | 0 | |||||||
GHPR: | 1.0019 (0.19%) | LR Standard Error: | 27.48 | |||||||||
Total Trades: | 28 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 28 (100.00%) | |||||||
Total Deals: | 56 | Profit Trades (% of total): | 28 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
Largest profit trade: | 209.68 | Largest loss trade: | 0.00 | |||||||||
Average profit trade: | 195.68 | Average loss trade: | 0.00 | |||||||||
Maximum consecutive wins ($): | 28 (5 478.99) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
Maximal consecutive profit (count): | 5 478.99 (28) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
Average consecutive wins: | 28 | Average consecutive losses: | 0 | |||||||||
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Correlation (Profits,MFE): | 0.90 | Correlation (Profits,MAE): | -0.11 | Correlation (MFE,MAE): | -0.0688 | |||||||
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Minimal position holding time: | 93:23:40 | Maximal position holding time: | 17040:16:00 | Average position holding time: | 1944:19:22 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2010.03.03 16:42:20 | 2 | WMT | buy | 75 / 75 | 0.00 | 55.83 | 2010.03.03 16:42:20 | filled | WMT | |||
2010.03.16 16:31:00 | 3 | WMT | sell | 75 / 75 | 0.00 | 2010.03.16 16:31:00 | filled | tp 55.83 | ||||
2010.04.09 16:42:40 | 4 | WMT | buy | 72 / 72 | 0.00 | 57.79 | 2010.04.09 16:42:40 | filled | WMT | |||
2011.01.27 16:44:40 | 5 | WMT | sell | 72 / 72 | 0.00 | 2011.01.27 16:44:40 | filled | tp 57.79 | ||||
2011.02.22 16:31:00 | 6 | WMT | buy | 74 / 74 | 0.00 | 56.64 | 2011.02.22 16:31:00 | filled | WMT | |||
2011.10.20 16:45:40 | 7 | WMT | sell | 74 / 74 | 0.00 | 2011.10.20 16:45:40 | filled | tp 56.64 | ||||
2011.11.01 16:31:00 | 8 | WMT | buy | 71 / 71 | 0.00 | 58.88 | 2011.11.01 16:31:00 | filled | WMT | |||
2011.11.08 19:42:20 | 9 | WMT | sell | 71 / 71 | 0.00 | 2011.11.08 19:42:20 | filled | tp 58.88 | ||||
2011.12.09 17:46:40 | 10 | WMT | buy | 70 / 70 | 0.00 | 60.43 | 2011.12.09 17:46:40 | filled | WMT | |||
2012.01.03 16:41:40 | 11 | WMT | sell | 70 / 70 | 0.00 | 2012.01.03 16:41:40 | filled | tp 60.43 | ||||
2012.01.05 16:38:40 | 12 | WMT | buy | 68 / 68 | 0.00 | 61.68 | 2012.01.05 16:38:40 | filled | WMT | |||
2012.01.26 16:31:00 | 13 | WMT | sell | 68 / 68 | 0.00 | 2012.01.26 16:31:00 | filled | tp 61.68 | ||||
2012.02.21 16:31:00 | 14 | WMT | buy | 67 / 67 | 0.00 | 63.41 | 2012.02.21 16:31:00 | filled | WMT | |||
2012.05.22 17:17:40 | 15 | WMT | sell | 67 / 67 | 0.00 | 2012.05.22 17:17:40 | filled | tp 63.41 | ||||
2012.07.19 20:23:40 | 16 | WMT | buy | 56 / 56 | 0.00 | 74.75 | 2012.07.19 20:23:40 | filled | WMT | |||
2012.07.27 18:33:40 | 17 | WMT | sell | 56 / 56 | 0.00 | 2012.07.27 18:33:40 | filled | tp 74.75 | ||||
2012.08.16 16:31:00 | 18 | WMT | buy | 56 / 56 | 0.00 | 76.16 | 2012.08.16 16:31:00 | filled | WMT | |||
2012.10.10 17:15:40 | 19 | WMT | sell | 56 / 56 | 0.00 | 2012.10.10 17:15:40 | filled | tp 76.16 | ||||
2012.11.01 17:38:40 | 20 | WMT | buy | 54 / 54 | 0.00 | 77.92 | 2012.11.01 17:38:40 | filled | WMT | |||
2013.04.09 18:07:20 | 21 | WMT | sell | 54 / 54 | 0.00 | 2013.04.09 18:07:20 | filled | tp 77.92 | ||||
2013.04.18 18:25:40 | 22 | WMT | buy | 53 / 53 | 0.00 | 80.69 | 2013.04.18 18:25:40 | filled | WMT | |||
2013.11.27 16:51:40 | 23 | WMT | sell | 53 / 53 | 0.00 | 2013.11.27 16:51:40 | filled | tp 80.69 | ||||
2013.12.05 16:32:20 | 24 | WMT | buy | 51 / 51 | 0.00 | 83.54 | 2013.12.05 16:32:20 | filled | WMT | |||
2014.11.17 18:18:40 | 25 | WMT | sell | 51 / 51 | 0.00 | 2014.11.17 18:18:40 | filled | tp 83.54 | ||||
2015.01.02 19:48:40 | 26 | WMT | buy | 47 / 47 | 0.00 | 90.07 | 2015.01.02 19:48:40 | filled | WMT | |||
2015.01.08 17:12:20 | 27 | WMT | sell | 47 / 47 | 0.00 | 2015.01.08 17:12:20 | filled | tp 90.07 | ||||
2015.02.02 16:45:40 | 28 | WMT | buy | 48 / 48 | 0.00 | 88.15 | 2015.02.02 16:45:40 | filled | WMT | |||
2017.10.23 17:01:40 | 29 | WMT | sell | 48 / 48 | 0.00 | 2017.10.23 17:01:40 | filled | tp 88.15 | ||||
2017.12.08 16:32:40 | 30 | WMT | buy | 42 / 42 | 0.00 | 101.06 | 2017.12.08 16:32:40 | filled | WMT | |||
2018.01.08 17:51:40 | 31 | WMT | sell | 42 / 42 | 0.00 | 2018.01.08 17:51:40 | filled | tp 101.06 | ||||
2018.02.05 22:15:00 | 32 | WMT | buy | 40 / 40 | 0.00 | 105.87 | 2018.02.05 22:15:00 | filled | WMT | |||
2018.11.09 18:39:40 | 33 | WMT | sell | 40 / 40 | 0.00 | 2018.11.09 18:39:40 | filled | tp 105.87 | ||||
2018.12.20 16:41:40 | 34 | WMT | buy | 46 / 46 | 0.00 | 92.53 | 2018.12.20 16:41:40 | filled | WMT | |||
2018.12.28 16:32:40 | 35 | WMT | sell | 46 / 46 | 0.00 | 2018.12.28 16:32:40 | filled | tp 92.53 | ||||
2019.01.30 17:18:40 | 36 | WMT | buy | 43 / 43 | 0.00 | 99.07 | 2019.01.30 17:18:40 | filled | WMT | |||
2019.02.14 20:31:20 | 37 | WMT | sell | 43 / 43 | 0.00 | 2019.02.14 20:31:20 | filled | tp 99.07 | ||||
2019.04.26 16:31:00 | 38 | WMT | buy | 41 / 41 | 0.00 | 104.71 | 2019.04.26 16:31:00 | filled | WMT | |||
2019.06.05 22:19:40 | 39 | WMT | sell | 41 / 41 | 0.00 | 2019.06.05 22:19:40 | filled | tp 104.71 | ||||
2019.07.22 21:28:40 | 40 | WMT | buy | 36 / 36 | 0.00 | 118.40 | 2019.07.22 21:28:40 | filled | WMT | |||
2019.09.23 20:36:20 | 41 | WMT | sell | 36 / 36 | 0.00 | 2019.09.23 20:36:20 | filled | tp 118.40 | ||||
2019.10.02 16:33:40 | 42 | WMT | buy | 35 / 35 | 0.00 | 123.05 | 2019.10.02 16:33:40 | filled | WMT | |||
2019.11.14 16:31:00 | 43 | WMT | sell | 35 / 35 | 0.00 | 2019.11.14 16:31:00 | filled | tp 123.05 | ||||
2019.12.02 17:56:40 | 44 | WMT | buy | 35 / 35 | 0.00 | 123.75 | 2019.12.02 17:56:40 | filled | WMT | |||
2020.03.18 17:03:40 | 45 | WMT | sell | 35 / 35 | 0.00 | 2020.03.18 17:03:40 | filled | tp 123.75 | ||||
2020.04.29 16:31:00 | 46 | WMT | buy | 33 / 33 | 0.00 | 131.18 | 2020.04.29 16:31:00 | filled | WMT | |||
2020.05.19 16:31:20 | 47 | WMT | sell | 33 / 33 | 0.00 | 2020.05.19 16:31:20 | filled | tp 131.18 | ||||
2020.05.27 17:38:20 | 48 | WMT | buy | 34 / 34 | 0.00 | 128.20 | 2020.05.27 17:38:20 | filled | WMT | |||
2020.07.10 16:32:00 | 49 | WMT | sell | 34 / 34 | 0.00 | 2020.07.10 16:32:00 | filled | tp 128.20 | ||||
2020.07.30 16:32:20 | 50 | WMT | buy | 32 / 32 | 0.00 | 135.89 | 2020.07.30 16:32:20 | filled | WMT | |||
2020.08.17 20:33:20 | 51 | WMT | sell | 32 / 32 | 0.00 | 2020.08.17 20:33:20 | filled | tp 135.89 | ||||
2020.09.18 20:31:40 | 52 | WMT | buy | 31 / 31 | 0.00 | 141.49 | 2020.09.18 20:31:40 | filled | WMT | |||
2020.09.30 20:43:20 | 53 | WMT | sell | 31 / 31 | 0.00 | 2020.09.30 20:43:20 | filled | tp 141.49 | ||||
2020.10.28 17:56:40 | 54 | WMT | buy | 30 / 30 | 0.00 | 147.17 | 2020.10.28 17:56:40 | filled | WMT | |||
2020.11.09 16:31:00 | 55 | WMT | sell | 30 / 30 | 0.00 | 2020.11.09 16:31:00 | filled | tp 147.17 | ||||
2020.12.22 20:31:40 | 56 | WMT | buy | 29 / 29 | 0.00 | 150.24 | 2020.12.22 20:31:40 | filled | WMT | |||
2020.12.30 22:58:59 | 57 | WMT | sell | 29 / 29 | 0.00 | 2020.12.30 22:58:59 | filled | end of test | ||||
Deals |
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Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2010.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 100 000.00 | 100 000.00 | ||||||
2010.03.03 16:42:20 | 2 | WMT | buy | in | 75 | 53.17 | 2 | -1.50 | 0.00 | 0.00 | 99 998.50 | WMT |
2010.03.16 16:31:00 | 3 | WMT | sell | out | 75 | 55.83 | 3 | -1.50 | -0.11 | 199.50 | 100 196.39 | tp 55.83 |
2010.04.09 16:42:40 | 4 | WMT | buy | in | 72 | 55.04 | 4 | -1.44 | 0.00 | 0.00 | 100 194.95 | WMT |
2011.01.27 16:44:40 | 5 | WMT | sell | out | 72 | 57.79 | 5 | -1.44 | -2.45 | 198.00 | 100 389.06 | tp 57.79 |
2011.02.22 16:31:00 | 6 | WMT | buy | in | 74 | 53.94 | 6 | -1.48 | 0.00 | 0.00 | 100 387.58 | WMT |
2011.10.20 16:45:40 | 7 | WMT | sell | out | 74 | 56.64 | 7 | -1.48 | -2.02 | 199.80 | 100 583.88 | tp 56.64 |
2011.11.01 16:31:00 | 8 | WMT | buy | in | 71 | 56.08 | 8 | -1.42 | 0.00 | 0.00 | 100 582.46 | WMT |
2011.11.08 19:42:20 | 9 | WMT | sell | out | 71 | 58.88 | 9 | -1.42 | -0.06 | 198.80 | 100 779.78 | tp 58.88 |
2011.12.09 17:46:40 | 10 | WMT | buy | in | 70 | 57.55 | 10 | -1.40 | 0.00 | 0.00 | 100 778.38 | WMT |
2012.01.03 16:41:40 | 11 | WMT | sell | out | 70 | 60.43 | 11 | -1.40 | -0.19 | 201.60 | 100 978.39 | tp 60.43 |
2012.01.05 16:38:40 | 12 | WMT | buy | in | 68 | 58.74 | 12 | -1.36 | 0.00 | 0.00 | 100 977.03 | WMT |
2012.01.26 16:31:00 | 13 | WMT | sell | out | 68 | 61.68 | 13 | -1.36 | -0.17 | 199.92 | 101 175.42 | tp 61.68 |
2012.02.21 16:31:00 | 14 | WMT | buy | in | 67 | 60.39 | 14 | -1.34 | 0.00 | 0.00 | 101 174.08 | WMT |
2012.05.22 17:17:40 | 15 | WMT | sell | out | 67 | 63.41 | 15 | -1.34 | -0.77 | 202.34 | 101 374.31 | tp 63.41 |
2012.07.19 20:23:40 | 16 | WMT | buy | in | 56 | 71.19 | 16 | -1.12 | 0.00 | 0.00 | 101 373.19 | WMT |
2012.07.27 18:33:40 | 17 | WMT | sell | out | 56 | 74.75 | 17 | -1.12 | -0.01 | 199.36 | 101 571.42 | tp 74.75 |
2012.08.16 16:31:00 | 18 | WMT | buy | in | 56 | 72.53 | 18 | -1.12 | 0.00 | 0.00 | 101 570.30 | WMT |
2012.10.10 17:15:40 | 19 | WMT | sell | out | 56 | 76.16 | 19 | -1.12 | -0.09 | 203.28 | 101 772.37 | tp 76.16 |
2012.11.01 17:38:40 | 20 | WMT | buy | in | 54 | 74.21 | 20 | -1.08 | 0.00 | 0.00 | 101 771.29 | WMT |
2013.04.09 18:07:20 | 21 | WMT | sell | out | 54 | 77.92 | 21 | -1.08 | -0.29 | 200.34 | 101 970.26 | tp 77.92 |
2013.04.18 18:25:40 | 22 | WMT | buy | in | 53 | 76.85 | 22 | -1.06 | 0.00 | 0.00 | 101 969.20 | WMT |
2013.11.27 16:51:40 | 23 | WMT | sell | out | 53 | 80.69 | 23 | -1.06 | -0.35 | 203.52 | 102 171.31 | tp 80.69 |
2013.12.05 16:32:20 | 24 | WMT | buy | in | 51 | 79.56 | 24 | -1.02 | 0.00 | 0.00 | 102 170.29 | WMT |
2014.11.17 18:18:40 | 25 | WMT | sell | out | 51 | 83.54 | 25 | -1.02 | -0.58 | 202.98 | 102 371.67 | tp 83.54 |
2015.01.02 19:48:40 | 26 | WMT | buy | in | 47 | 85.78 | 26 | -0.94 | 0.00 | 0.00 | 102 370.73 | WMT |
2015.01.08 17:12:20 | 27 | WMT | sell | out | 47 | 90.07 | 27 | -0.94 | -0.02 | 201.63 | 102 571.40 | tp 90.07 |
2015.02.02 16:45:40 | 28 | WMT | buy | in | 48 | 83.95 | 28 | -0.96 | 0.00 | 0.00 | 102 570.44 | WMT |
2017.10.23 17:01:40 | 29 | WMT | sell | out | 48 | 88.15 | 29 | -0.96 | -1.65 | 201.60 | 102 769.43 | tp 88.15 |
2017.12.08 16:32:40 | 30 | WMT | buy | in | 42 | 96.25 | 30 | -0.84 | 0.00 | 0.00 | 102 768.59 | WMT |
2018.01.08 17:51:40 | 31 | WMT | sell | out | 42 | 101.06 | 31 | -0.84 | -0.07 | 202.02 | 102 969.70 | tp 101.06 |
2018.02.05 22:15:00 | 32 | WMT | buy | in | 40 | 100.83 | 32 | -0.80 | 0.00 | 0.00 | 102 968.90 | WMT |
2018.11.09 18:39:40 | 33 | WMT | sell | out | 40 | 105.87 | 33 | -0.80 | -0.43 | 201.60 | 103 169.27 | tp 105.87 |
2018.12.20 16:41:40 | 34 | WMT | buy | in | 46 | 88.12 | 34 | -0.92 | 0.00 | 0.00 | 103 168.35 | WMT |
2018.12.28 16:32:40 | 35 | WMT | sell | out | 46 | 92.53 | 35 | -0.92 | -0.02 | 202.86 | 103 370.27 | tp 92.53 |
2019.01.30 17:18:40 | 36 | WMT | buy | in | 43 | 94.35 | 36 | -0.86 | 0.00 | 0.00 | 103 369.41 | WMT |
2019.02.14 20:31:20 | 37 | WMT | sell | out | 43 | 99.07 | 37 | -0.86 | -0.02 | 202.96 | 103 571.49 | tp 99.07 |
2019.04.26 16:31:00 | 38 | WMT | buy | in | 41 | 99.72 | 38 | -0.82 | 0.00 | 0.00 | 103 570.67 | WMT |
2019.06.05 22:19:40 | 39 | WMT | sell | out | 41 | 104.71 | 39 | -0.82 | -0.07 | 204.59 | 103 774.37 | tp 104.71 |
2019.07.22 21:28:40 | 40 | WMT | buy | in | 36 | 112.76 | 40 | -0.72 | 0.00 | 0.00 | 103 773.65 | WMT |
2019.09.23 20:36:20 | 41 | WMT | sell | out | 36 | 118.40 | 41 | -0.72 | -0.10 | 203.04 | 103 975.87 | tp 118.40 |
2019.10.02 16:33:40 | 42 | WMT | buy | in | 35 | 117.19 | 42 | -0.70 | 0.00 | 0.00 | 103 975.17 | WMT |
2019.11.14 16:31:00 | 43 | WMT | sell | out | 35 | 123.05 | 43 | -0.70 | -0.06 | 205.10 | 104 179.51 | tp 123.05 |
2019.12.02 17:56:40 | 44 | WMT | buy | in | 35 | 117.86 | 44 | -0.70 | 0.00 | 0.00 | 104 178.81 | WMT |
2020.03.18 17:03:40 | 45 | WMT | sell | out | 35 | 123.75 | 45 | -0.70 | -0.19 | 206.15 | 104 384.07 | tp 123.75 |
2020.04.29 16:31:00 | 46 | WMT | buy | in | 33 | 124.94 | 46 | -0.66 | 0.00 | 0.00 | 104 383.41 | WMT |
2020.05.19 16:31:20 | 47 | WMT | sell | out | 33 | 131.18 | 47 | -0.66 | -0.03 | 205.92 | 104 588.64 | tp 131.18 |
2020.05.27 17:38:20 | 48 | WMT | buy | in | 34 | 122.10 | 48 | -0.68 | 0.00 | 0.00 | 104 587.96 | WMT |
2020.07.10 16:32:00 | 49 | WMT | sell | out | 34 | 128.20 | 49 | -0.68 | -0.06 | 207.40 | 104 794.62 | tp 128.20 |
2020.07.30 16:32:20 | 50 | WMT | buy | in | 32 | 129.42 | 50 | -0.64 | 0.00 | 0.00 | 104 793.98 | WMT |
2020.08.17 20:33:20 | 51 | WMT | sell | out | 32 | 135.89 | 51 | -0.64 | -0.03 | 207.04 | 105 000.35 | tp 135.89 |
2020.09.18 20:31:40 | 52 | WMT | buy | in | 31 | 134.75 | 52 | -0.62 | 0.00 | 0.00 | 104 999.73 | WMT |
2020.09.30 20:43:20 | 53 | WMT | sell | out | 31 | 141.49 | 53 | -0.62 | -0.02 | 208.94 | 105 208.03 | tp 141.49 |
2020.10.28 17:56:40 | 54 | WMT | buy | in | 30 | 140.16 | 54 | -0.60 | 0.00 | 0.00 | 105 207.43 | WMT |
2020.11.09 16:31:00 | 55 | WMT | sell | out | 30 | 147.17 | 55 | -0.60 | -0.02 | 210.30 | 105 417.11 | tp 147.17 |
2020.12.22 20:31:40 | 56 | WMT | buy | in | 29 | 143.09 | 56 | -0.58 | 0.00 | 0.00 | 105 416.53 | WMT |
2020.12.30 22:58:59 | 57 | WMT | sell | out | 29 | 144.32 | 57 | -0.58 | -0.01 | 35.67 | 105 451.61 | end of test |
-54.76 | -9.89 | 5 516.26 | 105 451.61 | |||||||||