Strategy Tester Report
Darwinex-Demo (Build 2715)
Settings
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
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
Graph
Graph
Correlation (Profits,MFE): 0.68 Correlation (Profits,MAE): -0.02 Correlation (MFE,MAE): -0.3025
Graph
Minimal position holding time: 72:08:00 Maximal position holding time: 12622:34:00 Average position holding time: 2247:01:05
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2010.01.05 16:51:402JNJbuy62 / 620.0067.552010.01.05 16:51:40filledJNJ
2011.07.05 18:47:203JNJsell62 / 620.002011.07.05 18:47:20filledtp 67.55
2011.07.27 16:38:404JNJbuy61 / 610.0068.832011.07.27 16:38:40filledJNJ
2012.07.17 20:25:405JNJsell61 / 610.002012.07.17 20:25:40filledtp 68.83
2012.08.17 16:45:406JNJbuy59 / 590.0071.222012.08.17 16:45:40filledJNJ
2012.10.18 16:36:407JNJsell59 / 590.002012.10.18 16:36:40filledtp 71.22
2012.12.21 16:31:208JNJbuy57 / 570.0073.582012.12.21 16:31:20filledJNJ
2013.01.25 16:52:409JNJsell57 / 570.002013.01.25 16:52:40filledtp 73.58
2013.04.08 16:37:4010JNJbuy50 / 500.0084.662013.04.08 16:37:40filledJNJ
2013.04.22 16:32:4011JNJsell50 / 500.002013.04.22 16:32:40filledtp 84.66
2013.05.01 22:44:4012JNJbuy48 / 480.0088.162013.05.01 22:44:40filledJNJ
2013.05.20 16:34:4013JNJsell48 / 480.002013.05.20 16:34:40filledtp 88.16
2013.08.08 17:21:4014JNJbuy43 / 430.0097.882013.08.08 17:21:40filledJNJ
2014.03.26 16:56:4015JNJsell43 / 430.002014.03.26 16:56:40filledtp 97.88
2014.04.10 22:21:4016JNJbuy42 / 420.00101.402014.04.10 22:21:40filledJNJ
2014.04.28 22:40:4017JNJsell42 / 420.002014.04.28 22:40:40filledtp 101.40
2014.07.15 16:31:4018JNJbuy39 / 390.00109.362014.07.15 16:31:40filledJNJ
2014.11.11 18:24:4019JNJsell39 / 390.002014.11.11 18:24:40filledtp 109.36
2014.12.08 16:33:4020JNJbuy38 / 380.00111.302014.12.08 16:33:40filledJNJ
2016.04.19 16:32:0021JNJsell38 / 380.002016.04.19 16:32:00filledtp 111.30
2016.04.28 16:31:0022JNJbuy36 / 360.00117.592016.04.28 16:31:00filledJNJ
2016.06.13 16:34:2023JNJsell36 / 360.002016.06.13 16:34:20filledtp 117.59
2016.06.17 16:58:4024JNJbuy35 / 350.00120.982016.06.17 16:58:40filledJNJ
2016.06.30 19:54:2025JNJsell35 / 350.002016.06.30 19:54:20filledtp 120.98
2016.08.15 16:36:4026JNJbuy33 / 330.00128.802016.08.15 16:36:40filledJNJ
2017.03.15 22:33:4027JNJsell33 / 330.002017.03.15 22:33:40filledtp 128.80
2017.04.18 16:31:0028JNJbuy33 / 330.00127.892017.04.18 16:31:00filledJNJ
2017.05.16 16:47:4029JNJsell33 / 330.002017.05.16 16:47:40filledtp 127.89
2017.09.05 19:19:4030JNJbuy31 / 310.00136.552017.09.05 19:19:40filledJNJ
2017.10.11 17:19:4031JNJsell31 / 310.002017.10.11 17:19:40filledtp 136.55
2017.11.22 19:43:4032JNJbuy30 / 300.00143.462017.11.22 19:43:40filledJNJ
2017.12.12 19:01:4033JNJsell30 / 300.002017.12.12 19:01:40filledtp 143.46
2018.01.02 16:31:2034JNJbuy29 / 290.00146.092018.01.02 16:31:20filledJNJ
2018.01.12 16:46:4035JNJsell29 / 290.002018.01.12 16:46:40filledtp 146.09
2018.01.23 18:52:4036JNJbuy28 / 280.00150.912018.01.23 18:52:40filledJNJ
2020.01.29 17:26:4037JNJsell28 / 280.002020.01.29 17:26:40filledtp 150.91
2020.02.24 18:18:4038JNJbuy28 / 280.00153.492020.02.24 18:18:40filledJNJ
2020.04.22 16:39:4039JNJsell28 / 280.002020.04.22 16:39:40filledtp 153.49
2020.05.13 16:34:4040JNJbuy28 / 280.00153.512020.05.13 16:34:40filledJNJ
2020.05.18 16:42:4041JNJsell28 / 280.002020.05.18 16:42:40filledtp 153.51
2020.06.11 19:23:4042JNJbuy29 / 290.00150.242020.06.11 19:23:40filledJNJ
2020.07.17 16:49:4043JNJsell29 / 290.002020.07.17 16:49:40filledtp 150.24
2020.07.31 19:53:4044JNJbuy28 / 280.00151.472020.07.31 19:53:40filledJNJ
2020.08.19 18:11:2045JNJsell28 / 280.002020.08.19 18:11:20filledtp 151.47
2020.09.21 17:20:4046JNJbuy28 / 280.00152.182020.09.21 17:20:40filledJNJ
2020.10.12 16:48:4047JNJsell28 / 280.002020.10.12 16:48:40filledtp 152.18
2020.10.28 16:31:0048JNJbuy29 / 290.00147.732020.10.28 16:31:00filledJNJ
2020.11.09 16:31:0049JNJsell29 / 290.002020.11.09 16:31:00filledtp 147.73
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
2010.01.05 16:51:402JNJbuyin6264.332-1.240.000.0099 998.76JNJ
2011.07.05 18:47:203JNJsellout6267.553-1.24-0.90199.64100 196.26tp 67.55
2011.07.27 16:38:404JNJbuyin6165.554-1.220.000.00100 195.04JNJ
2012.07.17 20:25:405JNJsellout6168.835-1.22-0.60200.08100 393.30tp 68.83
2012.08.17 16:45:406JNJbuyin5967.836-1.180.000.00100 392.12JNJ
2012.10.18 16:36:407JNJsellout5971.227-1.18-0.10200.01100 590.85tp 71.22
2012.12.21 16:31:208JNJbuyin5770.088-1.140.000.00100 589.71JNJ
2013.01.25 16:52:409JNJsellout5773.589-1.14-0.08199.50100 787.99tp 73.58
2013.04.08 16:37:4010JNJbuyin5080.6310-1.000.000.00100 786.99JNJ
2013.04.22 16:32:4011JNJsellout5084.6611-1.00-0.02201.50100 987.47tp 84.66
2013.05.01 22:44:4012JNJbuyin4883.9612-0.960.000.00100 986.51JNJ
2013.05.20 16:34:4013JNJsellout4888.1613-0.96-0.03201.60101 187.12tp 88.16
2013.08.08 17:21:4014JNJbuyin4393.2214-0.860.000.00101 186.26JNJ
2014.03.26 16:56:4015JNJsellout4397.8815-0.86-0.38200.38101 385.40tp 97.88
2014.04.10 22:21:4016JNJbuyin4296.5716-0.840.000.00101 384.56JNJ
2014.04.28 22:40:4017JNJsellout42101.4017-0.84-0.03202.86101 586.55tp 101.40
2014.07.15 16:31:4018JNJbuyin39104.1518-0.780.000.00101 585.77JNJ
2014.11.11 18:24:4019JNJsellout39109.3619-0.78-0.18203.19101 788.00tp 109.36
2014.12.08 16:33:4020JNJbuyin38106.0020-0.760.000.00101 787.24JNJ
2016.04.19 16:32:0021JNJsellout38111.3021-0.76-0.77201.40101 987.11tp 111.30
2016.04.28 16:31:0022JNJbuyin36111.9922-0.720.000.00101 986.39JNJ
2016.06.13 16:34:2023JNJsellout36117.5923-0.72-0.08201.60102 187.19tp 117.59
2016.06.17 16:58:4024JNJbuyin35115.2224-0.700.000.00102 186.49JNJ
2016.06.30 19:54:2025JNJsellout35120.9825-0.70-0.02201.60102 387.37tp 120.98
2016.08.15 16:36:4026JNJbuyin33122.6726-0.660.000.00102 386.71JNJ
2017.03.15 22:33:4027JNJsellout33128.8027-0.66-0.35202.29102 587.99tp 128.80
2017.04.18 16:31:0028JNJbuyin33121.8028-0.660.000.00102 587.33JNJ
2017.05.16 16:47:4029JNJsellout33127.8929-0.66-0.04200.97102 787.60tp 127.89
2017.09.05 19:19:4030JNJbuyin31130.0530-0.620.000.00102 786.98JNJ
2017.10.11 17:19:4031JNJsellout31136.5531-0.62-0.05201.50102 987.81tp 136.55
2017.11.22 19:43:4032JNJbuyin30136.6332-0.600.000.00102 987.21JNJ
2017.12.12 19:01:4033JNJsellout30143.4633-0.60-0.03204.90103 191.48tp 143.46
2018.01.02 16:31:2034JNJbuyin29139.1334-0.580.000.00103 190.90JNJ
2018.01.12 16:46:4035JNJsellout29146.0935-0.58-0.01201.84103 392.15tp 146.09
2018.01.23 18:52:4036JNJbuyin28143.7236-0.560.000.00103 391.59JNJ
2020.01.29 17:26:4037JNJsellout28150.9137-0.56-1.05201.32103 591.30tp 150.91
2020.02.24 18:18:4038JNJbuyin28146.1838-0.560.000.00103 590.74JNJ
2020.04.22 16:39:4039JNJsellout28153.4939-0.56-0.08204.68103 794.78tp 153.49
2020.05.13 16:34:4040JNJbuyin28146.2040-0.560.000.00103 794.22JNJ
2020.05.18 16:42:4041JNJsellout28153.5141-0.56-0.01204.68103 998.33tp 153.51
2020.06.11 19:23:4042JNJbuyin29143.0942-0.580.000.00103 997.75JNJ
2020.07.17 16:49:4043JNJsellout29150.2443-0.58-0.05207.35104 204.47tp 150.24
2020.07.31 19:53:4044JNJbuyin28144.2644-0.560.000.00104 203.91JNJ
2020.08.19 18:11:2045JNJsellout28151.4745-0.56-0.03201.88104 405.20tp 151.47
2020.09.21 17:20:4046JNJbuyin28144.9346-0.560.000.00104 404.64JNJ
2020.10.12 16:48:4047JNJsellout28152.1847-0.56-0.03203.00104 607.05tp 152.18
2020.10.28 16:31:0048JNJbuyin29140.7048-0.580.000.00104 606.47JNJ
2020.11.09 16:31:0049JNJsellout29147.7349-0.58-0.02203.87104 809.74tp 147.73
-36.96 -4.94 4 851.64 104 809.74