Strategy Tester Report
Darwinex-Demo (Build 2715)
Settings
Expert: Stock Trader Hedge
Symbol: BA
Period: H1 (2010.01.01 - 2020.12.31)
Inputs: T_0=General Settings
Comment=BA
Slippage=5
MagicNumber=111505
MM_Type=0
AutoRisk=4
BalanceSettings=0
Balance=0
TakeProfit=5
RSI_Period=21
RSI_Level=70
Stochastic_Period=18
Stochastic_Level=70
CCI_Period=21
CCI_Level=250
Slow_CCI_TF=16385
Slow_CCI_Period=36
Slow_CCI_Level=150
InpLoadedPeriod=16385
Broker: Tradeslide Trading Tech Limited
Currency: USD
Initial Deposit: 100 000.00
Leverage: 1:1
Results
History Quality: 5%
Bars: 19328 Ticks: 4272874 Symbols: 1
Total Net Profit: 5 707.99 Balance Drawdown Absolute: 1.34 Equity Drawdown Absolute: 155.49
Gross Profit: 7 482.71 Balance Drawdown Maximal: 1 749.10 (1.63%) Equity Drawdown Maximal: 3 136.90 (2.92%)
Gross Loss: -1 774.72 Balance Drawdown Relative: 1.63% (1 749.10) Equity Drawdown Relative: 2.92% (3 136.90)
Profit Factor: 4.22 Expected Payoff: 150.21 Margin Level: 12417.02%
Recovery Factor: 1.82 Sharpe Ratio: 0.50 Z-Score: -2.00 (95.45%)
AHPR: 1.0015 (0.15%) LR Correlation: 0.99 OnTester result: 0
GHPR: 1.0015 (0.15%) LR Standard Error: 301.64
Total Trades: 38 Short Trades (won %): 0 (0.00%) Long Trades (won %): 38 (97.37%)
Total Deals: 76 Profit Trades (% of total): 37 (97.37%) Loss Trades (% of total): 1 (2.63%)
Largest profit trade: 210.60 Largest loss trade: -1 748.90
Average profit trade: 202.24 Average loss trade: -1 774.72
Maximum consecutive wins ($): 37 (7 482.71) Maximum consecutive losses ($): 1 (-1 748.90)
Maximal consecutive profit (count): 7 482.71 (37) Maximal consecutive loss (count): -1 748.90 (1)
Average consecutive wins: 37 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.69 Correlation (Profits,MAE): 0.82 Correlation (MFE,MAE): 0.6335
Graph
Minimal position holding time: 0:22:40 Maximal position holding time: 11564:14:00 Average position holding time: 1493:58:24
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2010.01.20 16:45:402BAbuy67 / 670.0062.512010.01.20 16:45:40filledBA
2010.01.28 17:01:403BAsell67 / 670.002010.01.28 17:01:40filledtp 62.51
2010.02.04 16:40:404BAbuy66 / 660.0063.462010.02.04 16:40:40filledBA
2010.02.19 17:34:405BAsell66 / 660.002010.02.19 17:34:40filledtp 63.46
2010.04.05 20:30:406BAbuy56 / 560.0074.632010.04.05 20:30:40filledBA
2010.04.21 20:55:407BAsell56 / 560.002010.04.21 20:55:40filledtp 74.63
2010.05.06 21:35:408BAbuy60 / 600.0070.062010.05.06 21:35:40filledBA
2010.05.10 16:31:009BAsell60 / 600.002010.05.10 16:31:00filledtp 70.06
2010.05.19 17:22:2010BAbuy61 / 610.0068.922010.05.19 17:22:20filledBA
2010.06.21 16:31:2011BAsell61 / 610.002010.06.21 16:31:20filledtp 68.92
2010.06.29 16:31:0012BAbuy61 / 610.0069.432010.06.29 16:31:00filledBA
2010.07.27 16:31:2013BAsell61 / 610.002010.07.27 16:31:20filledtp 69.43
2010.08.11 16:38:4014BAbuy60 / 600.0069.782010.08.11 16:38:40filledBA
2010.10.11 16:56:4015BAsell60 / 600.002010.10.11 16:56:40filledtp 69.78
2010.10.19 16:35:4016BAbuy59 / 590.0071.792010.10.19 16:35:40filledBA
2010.10.20 21:50:2017BAsell59 / 590.002010.10.20 21:50:20filledtp 71.79
2010.10.27 17:27:4018BAbuy57 / 570.0073.672010.10.27 17:27:40filledBA
2011.02.25 16:31:4019BAsell57 / 570.002011.02.25 16:31:40filledtp 73.67
2011.03.15 16:31:0020BAbuy59 / 590.0072.052011.03.15 16:31:00filledBA
2011.03.22 21:05:4021BAsell59 / 590.002011.03.22 21:05:40filledtp 72.05
2011.04.05 22:53:4022BAbuy56 / 560.0076.372011.04.05 22:53:40filledBA
2011.04.27 16:36:4023BAsell56 / 560.002011.04.27 16:36:40filledtp 76.37
2011.05.05 22:23:4024BAbuy52 / 520.0082.142011.05.05 22:23:40filledBA
2013.03.11 18:37:4025BAsell52 / 520.002013.03.11 18:37:40filledtp 82.14
2013.03.21 20:32:0026BAbuy48 / 480.0088.762013.03.21 20:32:00filledBA
2013.04.11 16:52:4027BAsell48 / 480.002013.04.11 16:52:40filledtp 88.76
2013.06.20 16:34:4028BAbuy40 / 400.00106.092013.06.20 16:34:40filledBA
2013.07.11 16:31:0029BAsell40 / 400.002013.07.11 16:31:00filledtp 106.09
2013.07.12 19:25:4030BAbuy40 / 400.00106.302013.07.12 19:25:40filledBA
2013.07.18 18:03:4031BAsell40 / 400.002013.07.18 18:03:40filledtp 106.30
2013.08.12 16:31:2032BAbuy39 / 390.00109.542013.08.12 16:31:20filledBA
2013.09.12 16:45:2033BAsell39 / 390.002013.09.12 16:45:20filledtp 109.54
2013.09.30 16:31:0034BAbuy35 / 350.00122.222013.09.30 16:31:00filledBA
2013.10.17 22:46:4035BAsell35 / 350.002013.10.17 22:46:40filledtp 122.22
2013.11.13 16:56:4036BAbuy31 / 310.00137.682013.11.13 16:56:40filledBA
2013.11.18 16:31:0037BAsell31 / 310.002013.11.18 16:31:00filledtp 137.68
2013.12.03 18:46:4038BAbuy31 / 310.00139.042013.12.03 18:46:40filledBA
2014.01.06 16:31:0039BAsell31 / 310.002014.01.06 16:31:00filledtp 139.04
2014.01.14 18:15:0040BAbuy29 / 290.00145.972014.01.14 18:15:00filledBA
2015.01.29 18:57:2041BAsell29 / 290.002015.01.29 18:57:20filledtp 145.97
2015.02.26 16:34:4042BAbuy27 / 270.00159.132015.02.26 16:34:40filledBA
2016.12.13 16:31:0043BAsell27 / 270.002016.12.13 16:31:00filledtp 159.13
2016.12.15 16:31:2044BAbuy27 / 270.00160.732016.12.15 16:31:20filledBA
2017.01.24 22:57:4045BAsell27 / 270.002017.01.24 22:57:40filledtp 160.73
2017.02.02 16:58:4046BAbuy25 / 250.00169.072017.02.02 16:58:40filledBA
2017.02.13 20:38:4047BAsell25 / 250.002017.02.13 20:38:40filledtp 169.07
2017.03.09 21:15:4048BAbuy23 / 230.00189.222017.03.09 21:15:40filledBA
2017.06.02 17:11:4049BAsell23 / 230.002017.06.02 17:11:40filledtp 189.22
2017.09.05 17:55:4050BAbuy17 / 170.00248.242017.09.05 17:55:40filledBA
2017.09.15 17:40:4051BAsell17 / 170.002017.09.15 17:40:40filledtp 248.24
2017.09.28 16:36:4052BAbuy16 / 160.00263.752017.09.28 16:36:40filledBA
2017.10.13 16:34:4053BAsell16 / 160.002017.10.13 16:34:40filledtp 263.75
2017.10.17 16:31:0054BAbuy16 / 160.00269.142017.10.17 16:31:00filledBA
2017.11.29 16:31:0055BAsell16 / 160.002017.11.29 16:31:00filledtp 269.14
2017.12.22 16:46:4056BAbuy14 / 140.00307.952017.12.22 16:46:40filledBA
2018.01.05 22:32:4057BAsell14 / 140.002018.01.05 22:32:40filledtp 307.95
2018.02.06 16:31:0058BAbuy13 / 130.00335.312018.02.06 16:31:00filledBA
2018.02.06 16:53:4059BAsell13 / 130.002018.02.06 16:53:40filledtp 335.31
2018.03.14 18:41:2060BAbuy13 / 130.00339.242018.03.14 18:41:20filledBA
2018.03.20 17:22:4061BAsell13 / 130.002018.03.20 17:22:40filledtp 339.24
2018.03.28 16:40:4062BAbuy13 / 130.00326.752018.03.28 16:40:40filledBA
2018.03.29 18:09:4063BAsell13 / 130.002018.03.29 18:09:40filledtp 326.75
2018.04.04 16:31:0064BAbuy13 / 130.00327.892018.04.04 16:31:00filledBA
2018.04.05 16:31:0065BAsell13 / 130.002018.04.05 16:31:00filledtp 327.89
2018.04.24 19:15:4066BAbuy12 / 120.00349.002018.04.24 19:15:40filledBA
2018.05.18 16:57:4067BAsell12 / 120.002018.05.18 16:57:40filledtp 349.00
2018.05.29 21:49:4068BAbuy12 / 120.00369.042018.05.29 21:49:40filledBA
2018.06.06 19:00:4069BAsell12 / 120.002018.06.06 19:00:40filledtp 369.04
2018.06.13 19:54:4070BAbuy11 / 110.00383.992018.06.13 19:54:40filledBA
2018.10.02 17:29:4071BAsell11 / 110.002018.10.02 17:29:40filledtp 383.99
2018.10.10 16:57:4072BAbuy11 / 110.00396.312018.10.10 16:57:40filledBA
2019.02.04 22:57:2073BAsell11 / 110.002019.02.04 22:57:20filledtp 396.31
2019.03.11 16:31:0074BAbuy11 / 110.00387.342019.03.11 16:31:00filledBA
2019.03.11 17:04:2075BAsell11 / 110.002019.03.11 17:04:20filledtp 387.34
2019.03.11 17:15:0076BAbuy10 / 100.00411.062019.03.11 17:15:00filledBA
2020.12.30 22:58:5977BAsell10 / 100.002020.12.30 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
2010.01.20 16:45:402BAbuyin6759.532-1.340.000.0099 998.66BA
2010.01.28 17:01:403BAsellout6762.513-1.34-0.07199.66100 196.91tp 62.51
2010.02.04 16:40:404BAbuyin6660.444-1.320.000.00100 195.59BA
2010.02.19 17:34:405BAsellout6663.465-1.32-0.12199.32100 393.47tp 63.46
2010.04.05 20:30:406BAbuyin5671.086-1.120.000.00100 392.35BA
2010.04.21 20:55:407BAsellout5674.637-1.12-0.04198.80100 589.99tp 74.63
2010.05.06 21:35:408BAbuyin6066.728-1.200.000.00100 588.79BA
2010.05.10 16:31:009BAsellout6070.069-1.20-0.01200.40100 787.98tp 70.06
2010.05.19 17:22:2010BAbuyin6165.6410-1.220.000.00100 786.76BA
2010.06.21 16:31:2011BAsellout6168.9211-1.22-0.06200.08100 985.56tp 68.92
2010.06.29 16:31:0012BAbuyin6166.1212-1.220.000.00100 984.34BA
2010.07.27 16:31:2013BAsellout6169.4313-1.22-0.05201.91101 184.98tp 69.43
2010.08.11 16:38:4014BAbuyin6066.4614-1.200.000.00101 183.78BA
2010.10.11 16:56:4015BAsellout6069.7815-1.20-0.10199.20101 381.68tp 69.78
2010.10.19 16:35:4016BAbuyin5968.3716-1.180.000.00101 380.50BA
2010.10.20 21:50:2017BAsellout5971.7917-1.180.00201.78101 581.10tp 71.79
2010.10.27 17:27:4018BAbuyin5770.1618-1.140.000.00101 579.96BA
2011.02.25 16:31:4019BAsellout5773.6719-1.14-0.21200.07101 778.68tp 73.67
2011.03.15 16:31:0020BAbuyin5968.6220-1.180.000.00101 777.50BA
2011.03.22 21:05:4021BAsellout5972.0521-1.18-0.01202.37101 978.68tp 72.05
2011.04.05 22:53:4022BAbuyin5672.7322-1.120.000.00101 977.56BA
2011.04.27 16:36:4023BAsellout5676.3723-1.12-0.04203.84102 180.24tp 76.37
2011.05.05 22:23:4024BAbuyin5278.2324-1.040.000.00102 179.20BA
2013.03.11 18:37:4025BAsellout5282.1425-1.04-1.15203.32102 380.33tp 82.14
2013.03.21 20:32:0026BAbuyin4884.5326-0.960.000.00102 379.37BA
2013.04.11 16:52:4027BAsellout4888.7627-0.96-0.04203.04102 581.41tp 88.76
2013.06.20 16:34:4028BAbuyin40101.0428-0.800.000.00102 580.61BA
2013.07.11 16:31:0029BAsellout40106.0929-0.80-0.03202.00102 781.78tp 106.09
2013.07.12 19:25:4030BAbuyin40101.2430-0.800.000.00102 780.98BA
2013.07.18 18:03:4031BAsellout40106.3031-0.80-0.01202.40102 982.57tp 106.30
2013.08.12 16:31:2032BAbuyin39104.3232-0.780.000.00102 981.79BA
2013.09.12 16:45:2033BAsellout39109.5433-0.78-0.05203.58103 184.54tp 109.54
2013.09.30 16:31:0034BAbuyin35116.4034-0.700.000.00103 183.84BA
2013.10.17 22:46:4035BAsellout35122.2235-0.70-0.02203.70103 386.82tp 122.22
2013.11.13 16:56:4036BAbuyin31131.1236-0.620.000.00103 386.20BA
2013.11.18 16:31:0037BAsellout31137.6837-0.62-0.01203.36103 588.93tp 137.68
2013.12.03 18:46:4038BAbuyin31132.4238-0.620.000.00103 588.31BA
2014.01.06 16:31:0039BAsellout31139.0439-0.62-0.05205.22103 792.86tp 139.04
2014.01.14 18:15:0040BAbuyin29139.0240-0.580.000.00103 792.28BA
2015.01.29 18:57:2041BAsellout29145.9741-0.58-0.54201.55103 992.71tp 145.97
2015.02.26 16:34:4042BAbuyin27151.5542-0.540.000.00103 992.17BA
2016.12.13 16:31:0043BAsellout27159.1343-0.54-0.94204.66104 195.35tp 159.13
2016.12.15 16:31:2044BAbuyin27153.0844-0.540.000.00104 194.81BA
2017.01.24 22:57:4045BAsellout27160.7345-0.54-0.06206.55104 400.76tp 160.73
2017.02.02 16:58:4046BAbuyin25161.0246-0.500.000.00104 400.26BA
2017.02.13 20:38:4047BAsellout25169.0747-0.50-0.02201.25104 600.99tp 169.07
2017.03.09 21:15:4048BAbuyin23180.2148-0.460.000.00104 600.53BA
2017.06.02 17:11:4049BAsellout23189.2249-0.46-0.12207.23104 807.18tp 189.22
2017.09.05 17:55:4050BAbuyin17236.4250-0.340.000.00104 806.84BA
2017.09.15 17:40:4051BAsellout17248.2451-0.340.00200.94105 007.44tp 248.24
2017.09.28 16:36:4052BAbuyin16251.1952-0.320.000.00105 007.12BA
2017.10.13 16:34:4053BAsellout16263.7553-0.320.00200.96105 207.76tp 263.75
2017.10.17 16:31:0054BAbuyin16256.3254-0.320.000.00105 207.44BA
2017.11.29 16:31:0055BAsellout16269.1455-0.32-0.01205.12105 412.23tp 269.14
2017.12.22 16:46:4056BAbuyin14293.2956-0.280.000.00105 411.95BA
2018.01.05 22:32:4057BAsellout14307.9557-0.280.00205.24105 616.91tp 307.95
2018.02.06 16:31:0058BAbuyin13319.3458-0.260.000.00105 616.65BA
2018.02.06 16:53:4059BAsellout13335.3159-0.260.00207.61105 824.00tp 335.31
2018.03.14 18:41:2060BAbuyin13323.0960-0.260.000.00105 823.74BA
2018.03.20 17:22:4061BAsellout13339.2461-0.260.00209.95106 033.43tp 339.24
2018.03.28 16:40:4062BAbuyin13311.1962-0.260.000.00106 033.17BA
2018.03.29 18:09:4063BAsellout13326.7563-0.260.00202.28106 235.19tp 326.75
2018.04.04 16:31:0064BAbuyin13312.2864-0.260.000.00106 234.93BA
2018.04.05 16:31:0065BAsellout13327.8965-0.260.00202.93106 437.60tp 327.89
2018.04.24 19:15:4066BAbuyin12332.3866-0.240.000.00106 437.36BA
2018.05.18 16:57:4067BAsellout12349.0067-0.240.00199.44106 636.56tp 349.00
2018.05.29 21:49:4068BAbuyin12351.4768-0.240.000.00106 636.32BA
2018.06.06 19:00:4069BAsellout12369.0469-0.240.00210.84106 846.92tp 369.04
2018.06.13 19:54:4070BAbuyin11365.7170-0.220.000.00106 846.70BA
2018.10.02 17:29:4071BAsellout11383.9971-0.220.00201.08107 047.56tp 383.99
2018.10.10 16:57:4072BAbuyin11377.4472-0.220.000.00107 047.34BA
2019.02.04 22:57:2073BAsellout11396.3173-0.220.00207.57107 254.69tp 396.31
2019.03.11 16:31:0074BAbuyin11368.9074-0.220.000.00107 254.47BA
2019.03.11 17:04:2075BAsellout11387.3475-0.220.00202.84107 457.09tp 387.34
2019.03.11 17:15:0076BAbuyin10391.4976-0.200.000.00107 456.89BA
2020.12.30 22:58:5977BAsellout10216.6277-0.200.00-1 748.70105 707.99end of test
-51.64 -3.76 5 763.39 105 707.99