Strategy Tester Report
Darwinex-Demo (Build 2715)
Settings
Expert: Stock Trader Hedge
Symbol: INTC
Period: H1 (2010.01.01 - 2020.12.31)
Inputs: T_0=General Settings
Comment=INTC
Slippage=5
MagicNumber=111512
MM_Type=0
AutoRisk=4
BalanceSettings=0
Balance=0
TakeProfit=5
RSI_Period=21
RSI_Level=70
Stochastic_Period=18
Stochastic_Level=80
CCI_Period=36
CCI_Level=250
Slow_CCI_TF=16390
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: 2%
Bars: 19324 Ticks: 4264428 Symbols: 1
Total Net Profit: 6 165.27 Balance Drawdown Absolute: 4.02 Equity Drawdown Absolute: 181.14
Gross Profit: 6 248.63 Balance Drawdown Maximal: 4.02 (0.00%) Equity Drawdown Maximal: 1 285.91 (1.22%)
Gross Loss: -83.36 Balance Drawdown Relative: 0.00% (4.02) Equity Drawdown Relative: 1.22% (1 285.91)
Profit Factor: 74.96 Expected Payoff: 201.57 Margin Level: 12402.89%
Recovery Factor: 4.79 Sharpe Ratio: 126.20 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: 22.93
Total Trades: 31 Short Trades (won %): 0 (0.00%) Long Trades (won %): 31 (100.00%)
Total Deals: 62 Profit Trades (% of total): 31 (100.00%) Loss Trades (% of total): 0 (0.00%)
Largest profit trade: 209.21 Largest loss trade: 0.00
Average profit trade: 201.57 Average loss trade: 0.00
Maximum consecutive wins ($): 31 (6 248.63) Maximum consecutive losses ($): 0 (0.00)
Maximal consecutive profit (count): 6 248.63 (31) Maximal consecutive loss (count): 0.00 (0)
Average consecutive wins: 31 Average consecutive losses: 0
Graph
Graph
Correlation (Profits,MFE): 0.55 Correlation (Profits,MAE): -0.14 Correlation (MFE,MAE): -0.2153
Graph
Minimal position holding time: 23:20:00 Maximal position holding time: 9267:54:40 Average position holding time: 1449:59:38
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2010.01.22 22:48:202INTCbuy201 / 2010.0020.822010.01.22 22:48:20filledINTC
2010.02.16 18:42:403INTCsell201 / 2010.002010.02.16 18:42:40filledtp 20.82
2010.05.05 16:31:004INTCbuy182 / 1820.0023.042010.05.05 16:31:00filledINTC
2010.05.12 19:44:205INTCsell182 / 1820.002010.05.12 19:44:20filledtp 23.04
2010.05.21 16:31:206INTCbuy198 / 1980.0021.282010.05.21 16:31:20filledINTC
2010.05.26 16:35:407INTCsell198 / 1980.002010.05.26 16:35:40filledtp 21.28
2010.06.07 17:57:408INTCbuy195 / 1950.0021.652010.06.07 17:57:40filledINTC
2010.06.16 19:12:209INTCsell195 / 1950.002010.06.16 19:12:20filledtp 21.65
2010.08.10 16:31:0010INTCbuy201 / 2010.0021.062010.08.10 16:31:00filledINTC
2010.11.05 16:35:4011INTCsell201 / 2010.002010.11.05 16:35:40filledtp 21.06
2010.12.22 16:31:0012INTCbuy193 / 1930.0021.992010.12.22 16:31:00filledINTC
2011.02.17 17:00:2013INTCsell193 / 1930.002011.02.17 17:00:20filledtp 21.99
2011.03.15 16:31:0014INTCbuy199 / 1990.0021.272011.03.15 16:31:00filledINTC
2011.04.20 16:33:4015INTCsell199 / 1990.002011.04.20 16:33:40filledtp 21.27
2011.06.10 17:40:4016INTCbuy190 / 1900.0022.402011.06.10 17:40:40filledINTC
2011.07.01 17:00:4017INTCsell190 / 1900.002011.07.01 17:00:40filledtp 22.40
2011.08.18 16:31:0018INTCbuy201 / 2010.0021.142011.08.18 16:31:00filledINTC
2011.09.14 20:37:2019INTCsell201 / 2010.002011.09.14 20:37:20filledtp 21.14
2012.03.05 19:54:2020INTCbuy154 / 1540.0027.702012.03.05 19:54:20filledINTC
2012.03.14 17:04:4021INTCsell154 / 1540.002012.03.14 17:04:40filledtp 27.70
2012.04.18 16:34:4022INTCbuy148 / 1480.0028.852012.04.18 16:34:40filledINTC
2012.05.01 17:18:4023INTCsell148 / 1480.002012.05.01 17:18:40filledtp 28.85
2012.05.23 16:32:4024INTCbuy162 / 1620.0026.462012.05.23 16:32:40filledINTC
2012.06.08 22:47:2025INTCsell162 / 1620.002012.06.08 22:47:20filledtp 26.46
2012.08.23 16:32:4026INTCbuy161 / 1610.0026.642012.08.23 16:32:40filledINTC
2014.01.15 16:31:0027INTCsell161 / 1610.002014.01.15 16:31:00filledtp 26.64
2014.01.31 16:31:0028INTCbuy167 / 1670.0025.782014.01.31 16:31:00filledINTC
2014.03.28 17:03:4029INTCsell167 / 1670.002014.03.28 17:03:40filledtp 25.78
2014.05.05 16:41:4030INTCbuy158 / 1580.0027.312014.05.05 16:41:40filledINTC
2014.05.30 16:54:2031INTCsell158 / 1580.002014.05.30 16:54:20filledtp 27.31
2014.09.23 16:43:4032INTCbuy119 / 1190.0036.212014.09.23 16:43:40filledINTC
2014.11.21 16:31:0033INTCsell119 / 1190.002014.11.21 16:31:00filledtp 36.21
2015.01.27 16:31:0034INTCbuy121 / 1210.0035.692015.01.27 16:31:00filledINTC
2016.07.20 20:25:4035INTCsell121 / 1210.002016.07.20 20:25:40filledtp 35.69
2016.10.19 16:31:0036INTCbuy114 / 1140.0037.772016.10.19 16:31:00filledINTC
2017.01.25 16:31:0037INTCsell114 / 1140.002017.01.25 16:31:00filledtp 37.77
2017.02.09 19:44:4038INTCbuy115 / 1150.0037.702017.02.09 19:44:40filledINTC
2017.09.28 17:41:4039INTCsell115 / 1150.002017.09.28 17:41:40filledtp 37.70
2017.12.01 18:31:4040INTCbuy94 / 940.0045.882017.12.01 18:31:40filledINTC
2017.12.18 19:47:4041INTCsell94 / 940.002017.12.18 19:47:40filledtp 45.88
2018.01.04 16:45:4042INTCbuy96 / 960.0045.192018.01.04 16:45:40filledINTC
2018.01.22 16:53:4043INTCsell96 / 960.002018.01.22 16:53:40filledtp 45.19
2018.02.06 17:35:4044INTCbuy96 / 960.0045.332018.02.06 17:35:40filledINTC
2018.02.07 16:55:4045INTCsell96 / 960.002018.02.07 16:55:40filledtp 45.33
2018.06.18 16:31:0046INTCbuy78 / 780.0056.142018.06.18 16:31:00filledINTC
2019.04.04 16:47:2047INTCsell78 / 780.002019.04.04 16:47:20filledtp 56.14
2019.04.26 16:31:0048INTCbuy79 / 790.0055.242019.04.26 16:31:00filledINTC
2019.10.25 16:34:4049INTCsell79 / 790.002019.10.25 16:34:40filledtp 55.24
2019.12.03 16:31:0050INTCbuy74 / 740.0059.382019.12.03 16:31:00filledINTC
2019.12.23 16:39:4051INTCsell74 / 740.002019.12.23 16:39:40filledtp 59.38
2020.02.24 16:31:0052INTCbuy67 / 670.0065.022020.02.24 16:31:00filledINTC
2020.06.05 19:30:4053INTCsell67 / 670.002020.06.05 19:30:40filledtp 65.02
2020.06.12 18:24:4054INTCbuy72 / 720.0061.062020.06.12 18:24:40filledINTC
2020.06.16 16:31:0055INTCsell72 / 720.002020.06.16 16:31:00filledtp 61.06
2020.06.25 16:40:4056INTCbuy72 / 720.0061.162020.06.25 16:40:40filledINTC
2020.07.20 22:37:4057INTCsell72 / 720.002020.07.20 22:37:40filledtp 61.16
2020.07.24 16:31:0058INTCbuy81 / 810.0054.322020.07.24 16:31:00filledINTC
2020.10.14 16:36:4059INTCsell81 / 810.002020.10.14 16:36:40filledtp 54.32
2020.10.23 16:31:0060INTCbuy87 / 870.0050.742020.10.23 16:31:00filledINTC
2020.12.03 19:09:4061INTCsell87 / 870.002020.12.03 19:09:40filledtp 50.74
2020.12.21 17:30:2062INTCbuy93 / 930.0047.612020.12.21 17:30:20filledINTC
2020.12.28 17:18:0063INTCsell93 / 930.002020.12.28 17:18:00filledtp 47.61
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 22:48:202INTCbuyin20119.832-4.020.000.0099 995.98INTC
2010.02.16 18:42:403INTCsellout20120.823-4.02-0.44198.99100 190.51tp 20.82
2010.05.05 16:31:004INTCbuyin18221.944-3.640.000.00100 186.87INTC
2010.05.12 19:44:205INTCsellout18223.045-3.64-0.08200.20100 383.35tp 23.04
2010.05.21 16:31:206INTCbuyin19820.276-3.960.000.00100 379.39INTC
2010.05.26 16:35:407INTCsellout19821.287-3.96-0.09199.98100 575.32tp 21.28
2010.06.07 17:57:408INTCbuyin19520.628-3.900.000.00100 571.42INTC
2010.06.16 19:12:209INTCsellout19521.659-3.90-0.17200.85100 768.20tp 21.65
2010.08.10 16:31:0010INTCbuyin20120.0610-4.020.000.00100 764.18INTC
2010.11.05 16:35:4011INTCsellout20121.0611-4.02-1.61201.00100 959.55tp 21.06
2010.12.22 16:31:0012INTCbuyin19320.9412-3.860.000.00100 955.69INTC
2011.02.17 17:00:2013INTCsellout19321.9913-3.86-1.04202.65101 153.44tp 21.99
2011.03.15 16:31:0014INTCbuyin19920.2614-3.980.000.00101 149.46INTC
2011.04.20 16:33:4015INTCsellout19921.2715-3.98-0.67200.99101 345.80tp 21.27
2011.06.10 17:40:4016INTCbuyin19021.3316-3.800.000.00101 342.00INTC
2011.07.01 17:00:4017INTCsellout19022.4017-3.80-0.39203.30101 541.11tp 22.40
2011.08.18 16:31:0018INTCbuyin20120.1318-4.020.000.00101 537.09INTC
2011.09.14 20:37:2019INTCsellout20121.1419-4.02-0.49203.01101 735.59tp 21.14
2012.03.05 19:54:2020INTCbuyin15426.3820-3.080.000.00101 732.51INTC
2012.03.14 17:04:4021INTCsellout15427.7021-3.08-0.10203.28101 932.61tp 27.70
2012.04.18 16:34:4022INTCbuyin14827.4822-2.960.000.00101 929.65INTC
2012.05.01 17:18:4023INTCsellout14828.8523-2.96-0.15202.76102 129.30tp 28.85
2012.05.23 16:32:4024INTCbuyin16225.2024-3.240.000.00102 126.06INTC
2012.06.08 22:47:2025INTCsellout16226.4625-3.24-0.19204.12102 326.75tp 26.46
2012.08.23 16:32:4026INTCbuyin16125.3726-3.220.000.00102 323.53INTC
2014.01.15 16:31:0027INTCsellout16126.6427-3.22-5.93204.47102 518.85tp 26.64
2014.01.31 16:31:0028INTCbuyin16724.5528-3.340.000.00102 515.51INTC
2014.03.28 17:03:4029INTCsellout16725.7829-3.34-0.65205.41102 716.93tp 25.78
2014.05.05 16:41:4030INTCbuyin15826.0130-3.160.000.00102 713.77INTC
2014.05.30 16:54:2031INTCsellout15827.3131-3.16-0.29205.40102 915.72tp 27.31
2014.09.23 16:43:4032INTCbuyin11934.4932-2.380.000.00102 913.34INTC
2014.11.21 16:31:0033INTCsellout11936.2133-2.38-0.59204.68103 115.05tp 36.21
2015.01.27 16:31:0034INTCbuyin12133.9934-2.420.000.00103 112.63INTC
2016.07.20 20:25:4035INTCsellout12135.6935-2.42-5.40205.70103 310.51tp 35.69
2016.10.19 16:31:0036INTCbuyin11435.9736-2.280.000.00103 308.23INTC
2017.01.25 16:31:0037INTCsellout11437.7737-2.28-0.98205.20103 510.17tp 37.77
2017.02.09 19:44:4038INTCbuyin11535.9138-2.300.000.00103 507.87INTC
2017.09.28 17:41:4039INTCsellout11537.7039-2.30-2.31205.85103 709.11tp 37.70
2017.12.01 18:31:4040INTCbuyin9443.7040-1.880.000.00103 707.23INTC
2017.12.18 19:47:4041INTCsellout9445.8841-1.88-0.14204.92103 910.13tp 45.88
2018.01.04 16:45:4042INTCbuyin9643.0442-1.920.000.00103 908.21INTC
2018.01.22 16:53:4043INTCsellout9645.1943-1.92-0.15206.40104 112.54tp 45.19
2018.02.06 17:35:4044INTCbuyin9643.1744-1.920.000.00104 110.62INTC
2018.02.07 16:55:4045INTCsellout9645.3345-1.92-0.01207.36104 316.05tp 45.33
2018.06.18 16:31:0046INTCbuyin7853.4746-1.560.000.00104 314.49INTC
2019.04.04 16:47:2047INTCsellout7856.1447-1.56-2.41208.26104 518.78tp 56.14
2019.04.26 16:31:0048INTCbuyin7952.6148-1.580.000.00104 517.20INTC
2019.10.25 16:34:4049INTCsellout7955.2449-1.58-1.54207.77104 721.85tp 55.24
2019.12.03 16:31:0050INTCbuyin7456.5550-1.480.000.00104 720.37INTC
2019.12.23 16:39:4051INTCsellout7459.3851-1.48-0.17209.42104 928.14tp 59.38
2020.02.24 16:31:0052INTCbuyin6761.9252-1.340.000.00104 926.80INTC
2020.06.05 19:30:4053INTCsellout6765.0253-1.34-0.86207.70105 132.30tp 65.02
2020.06.12 18:24:4054INTCbuyin7258.1554-1.440.000.00105 130.86INTC
2020.06.16 16:31:0055INTCsellout7261.0655-1.44-0.03209.52105 338.91tp 61.06
2020.06.25 16:40:4056INTCbuyin7258.2556-1.440.000.00105 337.47INTC
2020.07.20 22:37:4057INTCsellout7261.1657-1.44-0.20209.52105 545.35tp 61.16
2020.07.24 16:31:0058INTCbuyin8151.7358-1.620.000.00105 543.73INTC
2020.10.14 16:36:4059INTCsellout8154.3259-1.62-0.69209.79105 751.21tp 54.32
2020.10.23 16:31:0060INTCbuyin8748.3260-1.740.000.00105 749.47INTC
2020.12.03 19:09:4061INTCsellout8750.7461-1.74-0.35210.54105 957.92tp 50.74
2020.12.21 17:30:2062INTCbuyin9345.3462-1.860.000.00105 956.06INTC
2020.12.28 17:18:0063INTCsellout9347.6163-1.86-0.04211.11106 165.27tp 47.61
-166.72 -28.16 6 360.15 106 165.27