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: | CL | |||||||||||
Period: | H1 (2010.01.01 - 2020.12.31) | |||||||||||
Inputs: | T_0=General Settings | |||||||||||
Comment=CL | ||||||||||||
Slippage=5 | ||||||||||||
MagicNumber=111507 | ||||||||||||
MM_Type=0 | ||||||||||||
AutoRisk=4 | ||||||||||||
BalanceSettings=0 | ||||||||||||
Balance=0 | ||||||||||||
TakeProfit=7 | ||||||||||||
RSI_Period=21 | ||||||||||||
RSI_Level=50 | ||||||||||||
Stochastic_Period=21 | ||||||||||||
Stochastic_Level=70 | ||||||||||||
CCI_Period=21 | ||||||||||||
CCI_Level=200 | ||||||||||||
Slow_CCI_TF=16408 | ||||||||||||
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 |
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History Quality: | 3% | |||||||||||
Bars: | 19328 | Ticks: | 4260860 | Symbols: | 1 | |||||||
Total Net Profit: | 6 516.00 | Balance Drawdown Absolute: | 2.00 | Equity Drawdown Absolute: | 210.39 | |||||||
Gross Profit: | 6 548.06 | Balance Drawdown Maximal: | 2.00 (0.00%) | Equity Drawdown Maximal: | 1 243.48 (1.21%) | |||||||
Gross Loss: | -32.06 | Balance Drawdown Relative: | 0.00% (2.00) | Equity Drawdown Relative: | 1.21% (1 243.48) | |||||||
Profit Factor: | 204.24 | Expected Payoff: | 284.70 | Margin Level: | 12463.20% | |||||||
Recovery Factor: | 5.24 | Sharpe Ratio: | 187.91 | Z-Score: | 0.00 (0.00%) | |||||||
AHPR: | 1.0027 (0.27%) | LR Correlation: | 1.00 | OnTester result: | 0 | |||||||
GHPR: | 1.0027 (0.27%) | LR Standard Error: | 18.77 | |||||||||
Total Trades: | 23 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 23 (100.00%) | |||||||
Total Deals: | 46 | Profit Trades (% of total): | 23 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
Largest profit trade: | 295.12 | Largest loss trade: | 0.00 | |||||||||
Average profit trade: | 284.70 | Average loss trade: | 0.00 | |||||||||
Maximum consecutive wins ($): | 23 (6 548.06) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
Maximal consecutive profit (count): | 6 548.06 (23) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
Average consecutive wins: | 23 | Average consecutive losses: | 0 | |||||||||
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Correlation (Profits,MFE): | 0.69 | Correlation (Profits,MAE): | 0.11 | Correlation (MFE,MAE): | -0.0837 | |||||||
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Minimal position holding time: | 23:55:00 | Maximal position holding time: | 8995:00:40 | Average position holding time: | 2014:31:53 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2010.01.15 20:26:40 | 2 | CL | buy | 100 / 100 | 0.00 | 42.70 | 2010.01.15 20:26:40 | filled | CL | |||
2010.03.22 17:32:20 | 3 | CL | sell | 100 / 100 | 0.00 | 2010.03.22 17:32:20 | filled | tp 42.70 | ||||
2010.05.04 17:58:40 | 4 | CL | buy | 96 / 96 | 0.00 | 44.49 | 2010.05.04 17:58:40 | filled | CL | |||
2011.06.20 22:34:40 | 5 | CL | sell | 96 / 96 | 0.00 | 2011.06.20 22:34:40 | filled | tp 44.49 | ||||
2011.07.28 22:45:20 | 6 | CL | buy | 94 / 94 | 0.00 | 45.36 | 2011.07.28 22:45:20 | filled | CL | |||
2011.08.30 21:00:40 | 7 | CL | sell | 94 / 94 | 0.00 | 2011.08.30 21:00:40 | filled | tp 45.36 | ||||
2011.10.27 16:33:40 | 8 | CL | buy | 93 / 93 | 0.00 | 46.37 | 2011.10.27 16:33:40 | filled | CL | |||
2011.12.21 20:13:40 | 9 | CL | sell | 93 / 93 | 0.00 | 2011.12.21 20:13:40 | filled | tp 46.37 | ||||
2012.06.01 17:21:20 | 10 | CL | buy | 83 / 83 | 0.00 | 51.84 | 2012.06.01 17:21:20 | filled | CL | |||
2012.06.29 17:22:40 | 11 | CL | sell | 83 / 83 | 0.00 | 2012.06.29 17:22:40 | filled | tp 51.84 | ||||
2012.09.10 17:18:40 | 12 | CL | buy | 78 / 78 | 0.00 | 55.47 | 2012.09.10 17:18:40 | filled | CL | |||
2012.10.17 18:13:40 | 13 | CL | sell | 78 / 78 | 0.00 | 2012.10.17 18:13:40 | filled | tp 55.47 | ||||
2012.10.25 16:41:40 | 14 | CL | buy | 77 / 77 | 0.00 | 55.82 | 2012.10.25 16:41:40 | filled | CL | |||
2013.02.19 20:09:40 | 15 | CL | sell | 77 / 77 | 0.00 | 2013.02.19 20:09:40 | filled | tp 55.82 | ||||
2013.06.06 19:15:00 | 16 | CL | buy | 71 / 71 | 0.00 | 61.34 | 2013.06.06 19:15:00 | filled | CL | |||
2013.08.08 16:31:00 | 17 | CL | sell | 71 / 71 | 0.00 | 2013.08.08 16:31:00 | filled | tp 61.34 | ||||
2014.01.08 16:31:40 | 18 | CL | buy | 64 / 64 | 0.00 | 68.19 | 2014.01.08 16:31:40 | filled | CL | |||
2014.05.30 20:24:20 | 19 | CL | sell | 64 / 64 | 0.00 | 2014.05.30 20:24:20 | filled | tp 68.19 | ||||
2014.07.29 16:31:00 | 20 | CL | buy | 61 / 61 | 0.00 | 71.16 | 2014.07.29 16:31:00 | filled | CL | |||
2014.12.23 20:42:40 | 21 | CL | sell | 61 / 61 | 0.00 | 2014.12.23 20:42:40 | filled | tp 71.16 | ||||
2015.01.21 16:31:40 | 22 | CL | buy | 60 / 60 | 0.00 | 72.52 | 2015.01.21 16:31:40 | filled | CL | |||
2016.05.12 16:45:40 | 23 | CL | sell | 60 / 60 | 0.00 | 2016.05.12 16:45:40 | filled | tp 72.52 | ||||
2016.06.27 16:54:40 | 24 | CL | buy | 59 / 59 | 0.00 | 74.61 | 2016.06.27 16:54:40 | filled | CL | |||
2016.07.14 16:35:40 | 25 | CL | sell | 59 / 59 | 0.00 | 2016.07.14 16:35:40 | filled | tp 74.61 | ||||
2016.09.16 16:45:40 | 26 | CL | buy | 57 / 57 | 0.00 | 76.57 | 2016.09.16 16:45:40 | filled | CL | |||
2017.05.17 19:05:40 | 27 | CL | sell | 57 / 57 | 0.00 | 2017.05.17 19:05:40 | filled | tp 76.57 | ||||
2017.07.21 16:31:00 | 28 | CL | buy | 59 / 59 | 0.00 | 75.05 | 2017.07.21 16:31:00 | filled | CL | |||
2017.10.11 17:40:40 | 29 | CL | sell | 59 / 59 | 0.00 | 2017.10.11 17:40:40 | filled | tp 75.05 | ||||
2017.10.25 19:16:40 | 30 | CL | buy | 58 / 58 | 0.00 | 75.87 | 2017.10.25 19:16:40 | filled | CL | |||
2018.01.02 16:34:20 | 31 | CL | sell | 58 / 58 | 0.00 | 2018.01.02 16:34:20 | filled | tp 75.87 | ||||
2018.02.05 22:47:40 | 32 | CL | buy | 59 / 59 | 0.00 | 74.97 | 2018.02.05 22:47:40 | filled | CL | |||
2019.07.15 17:48:20 | 33 | CL | sell | 59 / 59 | 0.00 | 2019.07.15 17:48:20 | filled | tp 74.97 | ||||
2019.08.05 17:47:40 | 34 | CL | buy | 59 / 59 | 0.00 | 74.61 | 2019.08.05 17:47:40 | filled | CL | |||
2019.09.04 16:31:00 | 35 | CL | sell | 59 / 59 | 0.00 | 2019.09.04 16:31:00 | filled | tp 74.61 | ||||
2019.09.13 17:33:40 | 36 | CL | buy | 59 / 59 | 0.00 | 75.96 | 2019.09.13 17:33:40 | filled | CL | |||
2020.02.04 17:07:40 | 37 | CL | sell | 59 / 59 | 0.00 | 2020.02.04 17:07:40 | filled | tp 75.96 | ||||
2020.02.28 17:15:00 | 38 | CL | buy | 62 / 62 | 0.00 | 71.72 | 2020.02.28 17:15:00 | filled | CL | |||
2020.03.02 22:40:40 | 39 | CL | sell | 62 / 62 | 0.00 | 2020.03.02 22:40:40 | filled | tp 71.72 | ||||
2020.03.12 16:31:00 | 40 | CL | buy | 65 / 65 | 0.00 | 69.36 | 2020.03.12 16:31:00 | filled | CL | |||
2020.03.17 21:19:40 | 41 | CL | sell | 65 / 65 | 0.00 | 2020.03.17 21:19:40 | filled | tp 69.36 | ||||
2020.03.20 22:50:40 | 42 | CL | buy | 68 / 68 | 0.00 | 65.78 | 2020.03.20 22:50:40 | filled | CL | |||
2020.03.27 19:35:40 | 43 | CL | sell | 68 / 68 | 0.00 | 2020.03.27 19:35:40 | filled | tp 65.78 | ||||
2020.04.01 16:34:40 | 44 | CL | buy | 65 / 65 | 0.00 | 69.09 | 2020.04.01 16:34:40 | filled | CL | |||
2020.04.06 16:31:40 | 45 | CL | sell | 65 / 65 | 0.00 | 2020.04.06 16:31:40 | filled | tp 69.09 | ||||
2020.10.29 16:40:40 | 46 | CL | buy | 56 / 56 | 0.00 | 80.91 | 2020.10.29 16:40:40 | filled | CL | |||
2020.10.30 16:35:40 | 47 | CL | sell | 56 / 56 | 0.00 | 2020.10.30 16:35:40 | filled | tp 80.91 | ||||
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 | ||||||
2010.01.15 20:26:40 | 2 | CL | buy | in | 100 | 39.91 | 2 | -2.00 | 0.00 | 0.00 | 99 998.00 | CL |
2010.03.22 17:32:20 | 3 | CL | sell | out | 100 | 42.70 | 3 | -2.00 | -0.56 | 279.00 | 100 274.44 | tp 42.70 |
2010.05.04 17:58:40 | 4 | CL | buy | in | 96 | 41.58 | 4 | -1.92 | 0.00 | 0.00 | 100 272.52 | CL |
2011.06.20 22:34:40 | 5 | CL | sell | out | 96 | 44.49 | 5 | -1.92 | -3.53 | 279.36 | 100 546.43 | tp 44.49 |
2011.07.28 22:45:20 | 6 | CL | buy | in | 94 | 42.39 | 6 | -1.88 | 0.00 | 0.00 | 100 544.55 | CL |
2011.08.30 21:00:40 | 7 | CL | sell | out | 94 | 45.36 | 7 | -1.88 | -0.28 | 279.18 | 100 821.57 | tp 45.36 |
2011.10.27 16:33:40 | 8 | CL | buy | in | 93 | 43.34 | 8 | -1.86 | 0.00 | 0.00 | 100 819.71 | CL |
2011.12.21 20:13:40 | 9 | CL | sell | out | 93 | 46.37 | 9 | -1.86 | -0.47 | 281.79 | 101 099.17 | tp 46.37 |
2012.06.01 17:21:20 | 10 | CL | buy | in | 83 | 48.45 | 10 | -1.66 | 0.00 | 0.00 | 101 097.51 | CL |
2012.06.29 17:22:40 | 11 | CL | sell | out | 83 | 51.84 | 11 | -1.66 | -0.24 | 281.37 | 101 376.98 | tp 51.84 |
2012.09.10 17:18:40 | 12 | CL | buy | in | 78 | 51.84 | 12 | -1.56 | 0.00 | 0.00 | 101 375.42 | CL |
2012.10.17 18:13:40 | 13 | CL | sell | out | 78 | 55.47 | 13 | -1.56 | -0.32 | 283.14 | 101 656.68 | tp 55.47 |
2012.10.25 16:41:40 | 14 | CL | buy | in | 77 | 52.17 | 14 | -1.54 | 0.00 | 0.00 | 101 655.14 | CL |
2013.02.19 20:09:40 | 15 | CL | sell | out | 77 | 55.82 | 15 | -1.54 | -0.94 | 281.05 | 101 933.71 | tp 55.82 |
2013.06.06 19:15:00 | 16 | CL | buy | in | 71 | 57.33 | 16 | -1.42 | 0.00 | 0.00 | 101 932.29 | CL |
2013.08.08 16:31:00 | 17 | CL | sell | out | 71 | 61.34 | 17 | -1.42 | -0.53 | 284.71 | 102 215.05 | tp 61.34 |
2014.01.08 16:31:40 | 18 | CL | buy | in | 64 | 63.73 | 18 | -1.28 | 0.00 | 0.00 | 102 213.77 | CL |
2014.05.30 20:24:20 | 19 | CL | sell | out | 64 | 68.19 | 19 | -1.28 | -1.18 | 285.44 | 102 496.75 | tp 68.19 |
2014.07.29 16:31:00 | 20 | CL | buy | in | 61 | 66.51 | 20 | -1.22 | 0.00 | 0.00 | 102 495.53 | CL |
2014.12.23 20:42:40 | 21 | CL | sell | out | 61 | 71.16 | 21 | -1.22 | -0.23 | 283.65 | 102 777.73 | tp 71.16 |
2015.01.21 16:31:40 | 22 | CL | buy | in | 60 | 67.78 | 22 | -1.20 | 0.00 | 0.00 | 102 776.53 | CL |
2016.05.12 16:45:40 | 23 | CL | sell | out | 60 | 72.52 | 23 | -1.20 | -0.79 | 284.40 | 103 058.94 | tp 72.52 |
2016.06.27 16:54:40 | 24 | CL | buy | in | 59 | 69.73 | 24 | -1.18 | 0.00 | 0.00 | 103 057.76 | CL |
2016.07.14 16:35:40 | 25 | CL | sell | out | 59 | 74.61 | 25 | -1.18 | -0.03 | 287.92 | 103 344.47 | tp 74.61 |
2016.09.16 16:45:40 | 26 | CL | buy | in | 57 | 71.56 | 26 | -1.14 | 0.00 | 0.00 | 103 343.33 | CL |
2017.05.17 19:05:40 | 27 | CL | sell | out | 57 | 76.57 | 27 | -1.14 | -0.41 | 285.57 | 103 627.35 | tp 76.57 |
2017.07.21 16:31:00 | 28 | CL | buy | in | 59 | 70.14 | 28 | -1.18 | 0.00 | 0.00 | 103 626.17 | CL |
2017.10.11 17:40:40 | 29 | CL | sell | out | 59 | 75.05 | 29 | -1.18 | -0.13 | 289.69 | 103 914.55 | tp 75.05 |
2017.10.25 19:16:40 | 30 | CL | buy | in | 58 | 70.91 | 30 | -1.16 | 0.00 | 0.00 | 103 913.39 | CL |
2018.01.02 16:34:20 | 31 | CL | sell | out | 58 | 75.87 | 31 | -1.16 | -0.12 | 287.68 | 104 199.79 | tp 75.87 |
2018.02.05 22:47:40 | 32 | CL | buy | in | 59 | 70.07 | 32 | -1.18 | 0.00 | 0.00 | 104 198.61 | CL |
2019.07.15 17:48:20 | 33 | CL | sell | out | 59 | 74.97 | 33 | -1.18 | -0.89 | 289.10 | 104 485.64 | tp 74.97 |
2019.08.05 17:47:40 | 34 | CL | buy | in | 59 | 69.73 | 34 | -1.18 | 0.00 | 0.00 | 104 484.46 | CL |
2019.09.04 16:31:00 | 35 | CL | sell | out | 59 | 74.61 | 35 | -1.18 | -0.05 | 287.92 | 104 771.15 | tp 74.61 |
2019.09.13 17:33:40 | 36 | CL | buy | in | 59 | 70.99 | 36 | -1.18 | 0.00 | 0.00 | 104 769.97 | CL |
2020.02.04 17:07:40 | 37 | CL | sell | out | 59 | 75.96 | 37 | -1.18 | -0.25 | 293.23 | 105 061.77 | tp 75.96 |
2020.02.28 17:15:00 | 38 | CL | buy | in | 62 | 67.03 | 38 | -1.24 | 0.00 | 0.00 | 105 060.53 | CL |
2020.03.02 22:40:40 | 39 | CL | sell | out | 62 | 71.72 | 39 | -1.24 | -0.01 | 290.78 | 105 350.06 | tp 71.72 |
2020.03.12 16:31:00 | 40 | CL | buy | in | 65 | 64.83 | 40 | -1.30 | 0.00 | 0.00 | 105 348.76 | CL |
2020.03.17 21:19:40 | 41 | CL | sell | out | 65 | 69.36 | 41 | -1.30 | -0.04 | 294.45 | 105 641.87 | tp 69.36 |
2020.03.20 22:50:40 | 42 | CL | buy | in | 68 | 61.48 | 42 | -1.36 | 0.00 | 0.00 | 105 640.51 | CL |
2020.03.27 19:35:40 | 43 | CL | sell | out | 68 | 65.78 | 43 | -1.36 | -0.06 | 292.40 | 105 931.49 | tp 65.78 |
2020.04.01 16:34:40 | 44 | CL | buy | in | 65 | 64.58 | 44 | -1.30 | 0.00 | 0.00 | 105 930.19 | CL |
2020.04.06 16:31:40 | 45 | CL | sell | out | 65 | 69.09 | 45 | -1.30 | -0.04 | 293.15 | 106 222.00 | tp 69.09 |
2020.10.29 16:40:40 | 46 | CL | buy | in | 56 | 75.62 | 46 | -1.12 | 0.00 | 0.00 | 106 220.88 | CL |
2020.10.30 16:35:40 | 47 | CL | sell | out | 56 | 80.91 | 47 | -1.12 | 0.00 | 296.24 | 106 516.00 | tp 80.91 |
-64.12 | -11.10 | 6 591.22 | 106 516.00 | |||||||||