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: | JNJ | |||||||||||
Period: | H1 (2010.01.01 - 2020.12.31) | |||||||||||
Inputs: | T_0=General Settings | |||||||||||
Comment=JNJ | ||||||||||||
Slippage=5 | ||||||||||||
MagicNumber=111513 | ||||||||||||
MM_Type=0 | ||||||||||||
AutoRisk=4 | ||||||||||||
BalanceSettings=0 | ||||||||||||
Balance=0 | ||||||||||||
TakeProfit=5 | ||||||||||||
RSI_Period=15 | ||||||||||||
RSI_Level=60 | ||||||||||||
Stochastic_Period=18 | ||||||||||||
Stochastic_Level=70 | ||||||||||||
CCI_Period=36 | ||||||||||||
CCI_Level=250 | ||||||||||||
Slow_CCI_TF=16385 | ||||||||||||
Slow_CCI_Period=51 | ||||||||||||
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: | 4% | |||||||||||
Bars: | 19328 | Ticks: | 4275661 | Symbols: | 1 | |||||||
Total Net Profit: | 4 809.74 | Balance Drawdown Absolute: | 1.24 | Equity Drawdown Absolute: | 464.71 | |||||||
Gross Profit: | 4 828.22 | Balance Drawdown Maximal: | 1.24 (0.00%) | Equity Drawdown Maximal: | 1 059.00 (1.02%) | |||||||
Gross Loss: | -18.48 | Balance Drawdown Relative: | 0.00% (1.24) | Equity Drawdown Relative: | 1.02% (1 059.00) | |||||||
Profit Factor: | 261.27 | Expected Payoff: | 201.18 | Margin Level: | 12461.40% | |||||||
Recovery Factor: | 4.54 | Sharpe Ratio: | 109.68 | Z-Score: | 0.00 (0.00%) | |||||||
AHPR: | 1.0020 (0.20%) | LR Correlation: | 1.00 | OnTester result: | 0 | |||||||
GHPR: | 1.0020 (0.20%) | LR Standard Error: | 6.22 | |||||||||
Total Trades: | 24 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 24 (100.00%) | |||||||
Total Deals: | 48 | Profit Trades (% of total): | 24 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
Largest profit trade: | 206.72 | Largest loss trade: | 0.00 | |||||||||
Average profit trade: | 201.18 | Average loss trade: | 0.00 | |||||||||
Maximum consecutive wins ($): | 24 (4 828.22) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
Maximal consecutive profit (count): | 4 828.22 (24) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
Average consecutive wins: | 24 | Average consecutive losses: | 0 | |||||||||
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Correlation (Profits,MFE): | 0.68 | Correlation (Profits,MAE): | -0.02 | Correlation (MFE,MAE): | -0.3025 | |||||||
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Minimal position holding time: | 72:08:00 | Maximal position holding time: | 12622:34:00 | Average position holding time: | 2247:01:05 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2010.01.05 16:51:40 | 2 | JNJ | buy | 62 / 62 | 0.00 | 67.55 | 2010.01.05 16:51:40 | filled | JNJ | |||
2011.07.05 18:47:20 | 3 | JNJ | sell | 62 / 62 | 0.00 | 2011.07.05 18:47:20 | filled | tp 67.55 | ||||
2011.07.27 16:38:40 | 4 | JNJ | buy | 61 / 61 | 0.00 | 68.83 | 2011.07.27 16:38:40 | filled | JNJ | |||
2012.07.17 20:25:40 | 5 | JNJ | sell | 61 / 61 | 0.00 | 2012.07.17 20:25:40 | filled | tp 68.83 | ||||
2012.08.17 16:45:40 | 6 | JNJ | buy | 59 / 59 | 0.00 | 71.22 | 2012.08.17 16:45:40 | filled | JNJ | |||
2012.10.18 16:36:40 | 7 | JNJ | sell | 59 / 59 | 0.00 | 2012.10.18 16:36:40 | filled | tp 71.22 | ||||
2012.12.21 16:31:20 | 8 | JNJ | buy | 57 / 57 | 0.00 | 73.58 | 2012.12.21 16:31:20 | filled | JNJ | |||
2013.01.25 16:52:40 | 9 | JNJ | sell | 57 / 57 | 0.00 | 2013.01.25 16:52:40 | filled | tp 73.58 | ||||
2013.04.08 16:37:40 | 10 | JNJ | buy | 50 / 50 | 0.00 | 84.66 | 2013.04.08 16:37:40 | filled | JNJ | |||
2013.04.22 16:32:40 | 11 | JNJ | sell | 50 / 50 | 0.00 | 2013.04.22 16:32:40 | filled | tp 84.66 | ||||
2013.05.01 22:44:40 | 12 | JNJ | buy | 48 / 48 | 0.00 | 88.16 | 2013.05.01 22:44:40 | filled | JNJ | |||
2013.05.20 16:34:40 | 13 | JNJ | sell | 48 / 48 | 0.00 | 2013.05.20 16:34:40 | filled | tp 88.16 | ||||
2013.08.08 17:21:40 | 14 | JNJ | buy | 43 / 43 | 0.00 | 97.88 | 2013.08.08 17:21:40 | filled | JNJ | |||
2014.03.26 16:56:40 | 15 | JNJ | sell | 43 / 43 | 0.00 | 2014.03.26 16:56:40 | filled | tp 97.88 | ||||
2014.04.10 22:21:40 | 16 | JNJ | buy | 42 / 42 | 0.00 | 101.40 | 2014.04.10 22:21:40 | filled | JNJ | |||
2014.04.28 22:40:40 | 17 | JNJ | sell | 42 / 42 | 0.00 | 2014.04.28 22:40:40 | filled | tp 101.40 | ||||
2014.07.15 16:31:40 | 18 | JNJ | buy | 39 / 39 | 0.00 | 109.36 | 2014.07.15 16:31:40 | filled | JNJ | |||
2014.11.11 18:24:40 | 19 | JNJ | sell | 39 / 39 | 0.00 | 2014.11.11 18:24:40 | filled | tp 109.36 | ||||
2014.12.08 16:33:40 | 20 | JNJ | buy | 38 / 38 | 0.00 | 111.30 | 2014.12.08 16:33:40 | filled | JNJ | |||
2016.04.19 16:32:00 | 21 | JNJ | sell | 38 / 38 | 0.00 | 2016.04.19 16:32:00 | filled | tp 111.30 | ||||
2016.04.28 16:31:00 | 22 | JNJ | buy | 36 / 36 | 0.00 | 117.59 | 2016.04.28 16:31:00 | filled | JNJ | |||
2016.06.13 16:34:20 | 23 | JNJ | sell | 36 / 36 | 0.00 | 2016.06.13 16:34:20 | filled | tp 117.59 | ||||
2016.06.17 16:58:40 | 24 | JNJ | buy | 35 / 35 | 0.00 | 120.98 | 2016.06.17 16:58:40 | filled | JNJ | |||
2016.06.30 19:54:20 | 25 | JNJ | sell | 35 / 35 | 0.00 | 2016.06.30 19:54:20 | filled | tp 120.98 | ||||
2016.08.15 16:36:40 | 26 | JNJ | buy | 33 / 33 | 0.00 | 128.80 | 2016.08.15 16:36:40 | filled | JNJ | |||
2017.03.15 22:33:40 | 27 | JNJ | sell | 33 / 33 | 0.00 | 2017.03.15 22:33:40 | filled | tp 128.80 | ||||
2017.04.18 16:31:00 | 28 | JNJ | buy | 33 / 33 | 0.00 | 127.89 | 2017.04.18 16:31:00 | filled | JNJ | |||
2017.05.16 16:47:40 | 29 | JNJ | sell | 33 / 33 | 0.00 | 2017.05.16 16:47:40 | filled | tp 127.89 | ||||
2017.09.05 19:19:40 | 30 | JNJ | buy | 31 / 31 | 0.00 | 136.55 | 2017.09.05 19:19:40 | filled | JNJ | |||
2017.10.11 17:19:40 | 31 | JNJ | sell | 31 / 31 | 0.00 | 2017.10.11 17:19:40 | filled | tp 136.55 | ||||
2017.11.22 19:43:40 | 32 | JNJ | buy | 30 / 30 | 0.00 | 143.46 | 2017.11.22 19:43:40 | filled | JNJ | |||
2017.12.12 19:01:40 | 33 | JNJ | sell | 30 / 30 | 0.00 | 2017.12.12 19:01:40 | filled | tp 143.46 | ||||
2018.01.02 16:31:20 | 34 | JNJ | buy | 29 / 29 | 0.00 | 146.09 | 2018.01.02 16:31:20 | filled | JNJ | |||
2018.01.12 16:46:40 | 35 | JNJ | sell | 29 / 29 | 0.00 | 2018.01.12 16:46:40 | filled | tp 146.09 | ||||
2018.01.23 18:52:40 | 36 | JNJ | buy | 28 / 28 | 0.00 | 150.91 | 2018.01.23 18:52:40 | filled | JNJ | |||
2020.01.29 17:26:40 | 37 | JNJ | sell | 28 / 28 | 0.00 | 2020.01.29 17:26:40 | filled | tp 150.91 | ||||
2020.02.24 18:18:40 | 38 | JNJ | buy | 28 / 28 | 0.00 | 153.49 | 2020.02.24 18:18:40 | filled | JNJ | |||
2020.04.22 16:39:40 | 39 | JNJ | sell | 28 / 28 | 0.00 | 2020.04.22 16:39:40 | filled | tp 153.49 | ||||
2020.05.13 16:34:40 | 40 | JNJ | buy | 28 / 28 | 0.00 | 153.51 | 2020.05.13 16:34:40 | filled | JNJ | |||
2020.05.18 16:42:40 | 41 | JNJ | sell | 28 / 28 | 0.00 | 2020.05.18 16:42:40 | filled | tp 153.51 | ||||
2020.06.11 19:23:40 | 42 | JNJ | buy | 29 / 29 | 0.00 | 150.24 | 2020.06.11 19:23:40 | filled | JNJ | |||
2020.07.17 16:49:40 | 43 | JNJ | sell | 29 / 29 | 0.00 | 2020.07.17 16:49:40 | filled | tp 150.24 | ||||
2020.07.31 19:53:40 | 44 | JNJ | buy | 28 / 28 | 0.00 | 151.47 | 2020.07.31 19:53:40 | filled | JNJ | |||
2020.08.19 18:11:20 | 45 | JNJ | sell | 28 / 28 | 0.00 | 2020.08.19 18:11:20 | filled | tp 151.47 | ||||
2020.09.21 17:20:40 | 46 | JNJ | buy | 28 / 28 | 0.00 | 152.18 | 2020.09.21 17:20:40 | filled | JNJ | |||
2020.10.12 16:48:40 | 47 | JNJ | sell | 28 / 28 | 0.00 | 2020.10.12 16:48:40 | filled | tp 152.18 | ||||
2020.10.28 16:31:00 | 48 | JNJ | buy | 29 / 29 | 0.00 | 147.73 | 2020.10.28 16:31:00 | filled | JNJ | |||
2020.11.09 16:31:00 | 49 | JNJ | sell | 29 / 29 | 0.00 | 2020.11.09 16:31:00 | filled | tp 147.73 | ||||
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 | ||||||
2010.01.05 16:51:40 | 2 | JNJ | buy | in | 62 | 64.33 | 2 | -1.24 | 0.00 | 0.00 | 99 998.76 | JNJ |
2011.07.05 18:47:20 | 3 | JNJ | sell | out | 62 | 67.55 | 3 | -1.24 | -0.90 | 199.64 | 100 196.26 | tp 67.55 |
2011.07.27 16:38:40 | 4 | JNJ | buy | in | 61 | 65.55 | 4 | -1.22 | 0.00 | 0.00 | 100 195.04 | JNJ |
2012.07.17 20:25:40 | 5 | JNJ | sell | out | 61 | 68.83 | 5 | -1.22 | -0.60 | 200.08 | 100 393.30 | tp 68.83 |
2012.08.17 16:45:40 | 6 | JNJ | buy | in | 59 | 67.83 | 6 | -1.18 | 0.00 | 0.00 | 100 392.12 | JNJ |
2012.10.18 16:36:40 | 7 | JNJ | sell | out | 59 | 71.22 | 7 | -1.18 | -0.10 | 200.01 | 100 590.85 | tp 71.22 |
2012.12.21 16:31:20 | 8 | JNJ | buy | in | 57 | 70.08 | 8 | -1.14 | 0.00 | 0.00 | 100 589.71 | JNJ |
2013.01.25 16:52:40 | 9 | JNJ | sell | out | 57 | 73.58 | 9 | -1.14 | -0.08 | 199.50 | 100 787.99 | tp 73.58 |
2013.04.08 16:37:40 | 10 | JNJ | buy | in | 50 | 80.63 | 10 | -1.00 | 0.00 | 0.00 | 100 786.99 | JNJ |
2013.04.22 16:32:40 | 11 | JNJ | sell | out | 50 | 84.66 | 11 | -1.00 | -0.02 | 201.50 | 100 987.47 | tp 84.66 |
2013.05.01 22:44:40 | 12 | JNJ | buy | in | 48 | 83.96 | 12 | -0.96 | 0.00 | 0.00 | 100 986.51 | JNJ |
2013.05.20 16:34:40 | 13 | JNJ | sell | out | 48 | 88.16 | 13 | -0.96 | -0.03 | 201.60 | 101 187.12 | tp 88.16 |
2013.08.08 17:21:40 | 14 | JNJ | buy | in | 43 | 93.22 | 14 | -0.86 | 0.00 | 0.00 | 101 186.26 | JNJ |
2014.03.26 16:56:40 | 15 | JNJ | sell | out | 43 | 97.88 | 15 | -0.86 | -0.38 | 200.38 | 101 385.40 | tp 97.88 |
2014.04.10 22:21:40 | 16 | JNJ | buy | in | 42 | 96.57 | 16 | -0.84 | 0.00 | 0.00 | 101 384.56 | JNJ |
2014.04.28 22:40:40 | 17 | JNJ | sell | out | 42 | 101.40 | 17 | -0.84 | -0.03 | 202.86 | 101 586.55 | tp 101.40 |
2014.07.15 16:31:40 | 18 | JNJ | buy | in | 39 | 104.15 | 18 | -0.78 | 0.00 | 0.00 | 101 585.77 | JNJ |
2014.11.11 18:24:40 | 19 | JNJ | sell | out | 39 | 109.36 | 19 | -0.78 | -0.18 | 203.19 | 101 788.00 | tp 109.36 |
2014.12.08 16:33:40 | 20 | JNJ | buy | in | 38 | 106.00 | 20 | -0.76 | 0.00 | 0.00 | 101 787.24 | JNJ |
2016.04.19 16:32:00 | 21 | JNJ | sell | out | 38 | 111.30 | 21 | -0.76 | -0.77 | 201.40 | 101 987.11 | tp 111.30 |
2016.04.28 16:31:00 | 22 | JNJ | buy | in | 36 | 111.99 | 22 | -0.72 | 0.00 | 0.00 | 101 986.39 | JNJ |
2016.06.13 16:34:20 | 23 | JNJ | sell | out | 36 | 117.59 | 23 | -0.72 | -0.08 | 201.60 | 102 187.19 | tp 117.59 |
2016.06.17 16:58:40 | 24 | JNJ | buy | in | 35 | 115.22 | 24 | -0.70 | 0.00 | 0.00 | 102 186.49 | JNJ |
2016.06.30 19:54:20 | 25 | JNJ | sell | out | 35 | 120.98 | 25 | -0.70 | -0.02 | 201.60 | 102 387.37 | tp 120.98 |
2016.08.15 16:36:40 | 26 | JNJ | buy | in | 33 | 122.67 | 26 | -0.66 | 0.00 | 0.00 | 102 386.71 | JNJ |
2017.03.15 22:33:40 | 27 | JNJ | sell | out | 33 | 128.80 | 27 | -0.66 | -0.35 | 202.29 | 102 587.99 | tp 128.80 |
2017.04.18 16:31:00 | 28 | JNJ | buy | in | 33 | 121.80 | 28 | -0.66 | 0.00 | 0.00 | 102 587.33 | JNJ |
2017.05.16 16:47:40 | 29 | JNJ | sell | out | 33 | 127.89 | 29 | -0.66 | -0.04 | 200.97 | 102 787.60 | tp 127.89 |
2017.09.05 19:19:40 | 30 | JNJ | buy | in | 31 | 130.05 | 30 | -0.62 | 0.00 | 0.00 | 102 786.98 | JNJ |
2017.10.11 17:19:40 | 31 | JNJ | sell | out | 31 | 136.55 | 31 | -0.62 | -0.05 | 201.50 | 102 987.81 | tp 136.55 |
2017.11.22 19:43:40 | 32 | JNJ | buy | in | 30 | 136.63 | 32 | -0.60 | 0.00 | 0.00 | 102 987.21 | JNJ |
2017.12.12 19:01:40 | 33 | JNJ | sell | out | 30 | 143.46 | 33 | -0.60 | -0.03 | 204.90 | 103 191.48 | tp 143.46 |
2018.01.02 16:31:20 | 34 | JNJ | buy | in | 29 | 139.13 | 34 | -0.58 | 0.00 | 0.00 | 103 190.90 | JNJ |
2018.01.12 16:46:40 | 35 | JNJ | sell | out | 29 | 146.09 | 35 | -0.58 | -0.01 | 201.84 | 103 392.15 | tp 146.09 |
2018.01.23 18:52:40 | 36 | JNJ | buy | in | 28 | 143.72 | 36 | -0.56 | 0.00 | 0.00 | 103 391.59 | JNJ |
2020.01.29 17:26:40 | 37 | JNJ | sell | out | 28 | 150.91 | 37 | -0.56 | -1.05 | 201.32 | 103 591.30 | tp 150.91 |
2020.02.24 18:18:40 | 38 | JNJ | buy | in | 28 | 146.18 | 38 | -0.56 | 0.00 | 0.00 | 103 590.74 | JNJ |
2020.04.22 16:39:40 | 39 | JNJ | sell | out | 28 | 153.49 | 39 | -0.56 | -0.08 | 204.68 | 103 794.78 | tp 153.49 |
2020.05.13 16:34:40 | 40 | JNJ | buy | in | 28 | 146.20 | 40 | -0.56 | 0.00 | 0.00 | 103 794.22 | JNJ |
2020.05.18 16:42:40 | 41 | JNJ | sell | out | 28 | 153.51 | 41 | -0.56 | -0.01 | 204.68 | 103 998.33 | tp 153.51 |
2020.06.11 19:23:40 | 42 | JNJ | buy | in | 29 | 143.09 | 42 | -0.58 | 0.00 | 0.00 | 103 997.75 | JNJ |
2020.07.17 16:49:40 | 43 | JNJ | sell | out | 29 | 150.24 | 43 | -0.58 | -0.05 | 207.35 | 104 204.47 | tp 150.24 |
2020.07.31 19:53:40 | 44 | JNJ | buy | in | 28 | 144.26 | 44 | -0.56 | 0.00 | 0.00 | 104 203.91 | JNJ |
2020.08.19 18:11:20 | 45 | JNJ | sell | out | 28 | 151.47 | 45 | -0.56 | -0.03 | 201.88 | 104 405.20 | tp 151.47 |
2020.09.21 17:20:40 | 46 | JNJ | buy | in | 28 | 144.93 | 46 | -0.56 | 0.00 | 0.00 | 104 404.64 | JNJ |
2020.10.12 16:48:40 | 47 | JNJ | sell | out | 28 | 152.18 | 47 | -0.56 | -0.03 | 203.00 | 104 607.05 | tp 152.18 |
2020.10.28 16:31:00 | 48 | JNJ | buy | in | 29 | 140.70 | 48 | -0.58 | 0.00 | 0.00 | 104 606.47 | JNJ |
2020.11.09 16:31:00 | 49 | JNJ | sell | out | 29 | 147.73 | 49 | -0.58 | -0.02 | 203.87 | 104 809.74 | tp 147.73 |
-36.96 | -4.94 | 4 851.64 | 104 809.74 | |||||||||