Strategy Tester Report
Darwinex-Demo (Build 2715)
Settings
Expert: Stock Trader Hedge
Symbol: PEP
Period: H1 (2010.01.01 - 2020.12.31)
Inputs: T_0=General Settings
Comment=PEP
Slippage=5
MagicNumber=111522
MM_Type=0
AutoRisk=4
BalanceSettings=0
Balance=0
TakeProfit=5
RSI_Period=9
RSI_Level=60
Stochastic_Period=9
Stochastic_Level=80
CCI_Period=51
CCI_Level=150
Slow_CCI_TF=16396
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: 4%
Bars: 19326 Ticks: 4274007 Symbols: 1
Total Net Profit: 5 838.09 Balance Drawdown Absolute: 1.32 Equity Drawdown Absolute: 105.19
Gross Profit: 5 863.67 Balance Drawdown Maximal: 1.32 (0.00%) Equity Drawdown Maximal: 1 060.81 (1.01%)
Gross Loss: -25.58 Balance Drawdown Relative: 0.00% (1.32) Equity Drawdown Relative: 1.01% (1 060.81)
Profit Factor: 229.23 Expected Payoff: 202.20 Margin Level: 12435.79%
Recovery Factor: 5.50 Sharpe Ratio: 122.31 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: 13.42
Total Trades: 29 Short Trades (won %): 0 (0.00%) Long Trades (won %): 29 (100.00%)
Total Deals: 58 Profit Trades (% of total): 29 (100.00%) Loss Trades (% of total): 0 (0.00%)
Largest profit trade: 208.27 Largest loss trade: 0.00
Average profit trade: 202.20 Average loss trade: 0.00
Maximum consecutive wins ($): 29 (5 863.67) Maximum consecutive losses ($): 0 (0.00)
Maximal consecutive profit (count): 5 863.67 (29) Maximal consecutive loss (count): 0.00 (0)
Average consecutive wins: 29 Average consecutive losses: 0
Graph
Graph
Correlation (Profits,MFE): 0.50 Correlation (Profits,MAE): -0.18 Correlation (MFE,MAE): -0.1021
Graph
Minimal position holding time: 48:32:40 Maximal position holding time: 7122:33:20 Average position holding time: 1408:48:47
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2010.01.08 17:26:402PEPbuy66 / 660.0063.342010.01.08 17:26:40filledPEP
2010.02.22 17:50:203PEPsell66 / 660.002010.02.22 17:50:20filledtp 63.34
2010.05.06 21:43:404PEPbuy62 / 620.0067.002010.05.06 21:43:40filledPEP
2010.05.11 20:46:205PEPsell62 / 620.002010.05.11 20:46:20filledtp 67.00
2010.05.20 16:31:006PEPbuy62 / 620.0067.752010.05.20 16:31:00filledPEP
2010.10.05 21:07:407PEPsell62 / 620.002010.10.05 21:07:40filledtp 67.75
2010.10.27 16:31:408PEPbuy62 / 620.0067.412010.10.27 16:31:40filledPEP
2011.01.13 17:39:409PEPsell62 / 620.002011.01.13 17:39:40filledtp 67.41
2011.01.28 19:53:4010PEPbuy62 / 620.0067.622011.01.28 19:53:40filledPEP
2011.04.26 18:01:2011PEPsell62 / 620.002011.04.26 18:01:20filledtp 67.62
2011.06.23 22:31:4012PEPbuy59 / 590.0070.852011.06.23 22:31:40filledPEP
2012.07.03 18:21:0013PEPsell59 / 590.002012.07.03 18:21:00filledtp 70.85
2012.09.12 22:36:4014PEPbuy57 / 570.0073.512012.09.12 22:36:40filledPEP
2013.02.15 20:43:4015PEPsell57 / 570.002013.02.15 20:43:40filledtp 73.51
2013.06.20 16:31:4016PEPbuy50 / 500.0084.702013.06.20 16:31:40filledPEP
2013.07.15 16:41:4017PEPsell50 / 500.002013.07.15 16:41:40filledtp 84.70
2013.08.16 16:31:4018PEPbuy50 / 500.0084.662013.08.16 16:31:40filledPEP
2013.10.28 21:27:4019PEPsell50 / 500.002013.10.28 21:27:40filledtp 84.66
2014.01.29 16:36:4020PEPbuy50 / 500.0085.412014.01.29 16:36:40filledPEP
2014.04.17 16:31:4021PEPsell50 / 500.002014.04.17 16:31:40filledtp 85.41
2014.10.15 20:25:4022PEPbuy44 / 440.0095.352014.10.15 20:25:40filledPEP
2014.10.29 16:36:4023PEPsell44 / 440.002014.10.29 16:36:40filledtp 95.35
2014.12.16 16:34:4024PEPbuy44 / 440.0097.442014.12.16 16:34:40filledPEP
2014.12.23 17:07:4025PEPsell44 / 440.002014.12.23 17:07:40filledtp 97.44
2015.01.02 16:32:4026PEPbuy43 / 430.0099.182015.01.02 16:32:40filledPEP
2015.02.11 16:31:0027PEPsell43 / 430.002015.02.11 16:31:00filledtp 99.18
2015.03.10 16:45:4028PEPbuy43 / 430.0099.792015.03.10 16:45:40filledPEP
2015.08.06 16:32:4029PEPsell43 / 430.002015.08.06 16:32:40filledtp 99.79
2015.08.24 16:31:0030PEPbuy45 / 450.0095.642015.08.24 16:31:00filledPEP
2015.10.05 16:54:4031PEPsell45 / 450.002015.10.05 16:54:40filledtp 95.64
2015.12.11 22:22:2032PEPbuy42 / 420.00102.452015.12.11 22:22:20filledPEP
2016.03.30 18:01:4033PEPsell42 / 420.002016.03.30 18:01:40filledtp 102.45
2016.05.18 21:15:0034PEPbuy41 / 410.00105.672016.05.18 21:15:00filledPEP
2016.06.30 20:16:4035PEPsell41 / 410.002016.06.30 20:16:40filledtp 105.67
2016.09.09 16:31:0036PEPbuy38 / 380.00111.392016.09.09 16:31:00filledPEP
2017.03.17 16:31:0037PEPsell38 / 380.002017.03.17 16:31:00filledtp 111.39
2017.07.11 16:37:4038PEPbuy36 / 360.00117.882017.07.11 16:37:40filledPEP
2017.07.27 16:41:4039PEPsell36 / 360.002017.07.27 16:41:40filledtp 117.88
2017.09.08 21:15:0040PEPbuy36 / 360.00120.522017.09.08 21:15:00filledPEP
2017.12.29 17:28:4041PEPsell36 / 360.002017.12.29 17:28:40filledtp 120.52
2018.02.05 21:57:4042PEPbuy35 / 350.00122.262018.02.05 21:57:40filledPEP
2019.03.27 16:31:0043PEPsell35 / 350.002019.03.27 16:31:00filledtp 122.26
2019.07.24 20:15:4044PEPbuy32 / 320.00135.212019.07.24 20:15:40filledPEP
2019.08.27 20:43:2045PEPsell32 / 320.002019.08.27 20:43:20filledtp 135.21
2019.11.05 16:31:0046PEPbuy31 / 310.00140.532019.11.05 16:31:00filledPEP
2020.01.17 16:38:4047PEPsell31 / 310.002020.01.17 16:38:40filledtp 140.53
2020.02.28 16:31:0048PEPbuy31 / 310.00139.302020.02.28 16:31:00filledPEP
2020.03.03 17:03:4049PEPsell31 / 310.002020.03.03 17:03:40filledtp 139.30
2020.03.09 16:31:4050PEPbuy32 / 320.00137.052020.03.09 16:31:40filledPEP
2020.04.14 20:49:4051PEPsell32 / 320.002020.04.14 20:49:40filledtp 137.05
2020.06.11 22:27:4052PEPbuy32 / 320.00134.612020.06.11 22:27:40filledPEP
2020.06.19 17:18:4053PEPsell32 / 320.002020.06.19 17:18:40filledtp 134.61
2020.06.24 18:22:4054PEPbuy32 / 320.00135.862020.06.24 18:22:40filledPEP
2020.07.13 16:31:0055PEPsell32 / 320.002020.07.13 16:31:00filledtp 135.86
2020.09.17 16:31:0056PEPbuy31 / 310.00139.152020.09.17 16:31:00filledPEP
2020.09.29 16:46:4057PEPsell31 / 310.002020.09.29 16:46:40filledtp 139.15
2020.10.29 16:31:0058PEPbuy31 / 310.00139.852020.10.29 16:31:00filledPEP
2020.11.04 16:44:0059PEPsell31 / 310.002020.11.04 16:44:00filledtp 139.85
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
2010.01.08 17:26:402PEPbuyin6660.322-1.320.000.0099 998.68PEP
2010.02.22 17:50:203PEPsellout6663.343-1.32-0.36199.32100 196.32tp 63.34
2010.05.06 21:43:404PEPbuyin6263.814-1.240.000.00100 195.08PEP
2010.05.11 20:46:205PEPsellout6267.005-1.24-0.01197.78100 391.61tp 67.00
2010.05.20 16:31:006PEPbuyin6264.526-1.240.000.00100 390.37PEP
2010.10.05 21:07:407PEPsellout6267.757-1.24-0.23200.26100 589.16tp 67.75
2010.10.27 16:31:408PEPbuyin6264.208-1.240.000.00100 587.92PEP
2011.01.13 17:39:409PEPsellout6267.419-1.24-0.13199.02100 785.57tp 67.41
2011.01.28 19:53:4010PEPbuyin6264.4010-1.240.000.00100 784.33PEP
2011.04.26 18:01:2011PEPsellout6267.6211-1.24-0.15199.64100 982.58tp 67.62
2011.06.23 22:31:4012PEPbuyin5967.4812-1.180.000.00100 981.40PEP
2012.07.03 18:21:0013PEPsellout5970.8513-1.18-0.63198.83101 178.42tp 70.85
2012.09.12 22:36:4014PEPbuyin5770.0114-1.140.000.00101 177.28PEP
2013.02.15 20:43:4015PEPsellout5773.5115-1.14-0.27199.50101 375.37tp 73.51
2013.06.20 16:31:4016PEPbuyin5080.6716-1.000.000.00101 374.37PEP
2013.07.15 16:41:4017PEPsellout5084.7017-1.00-0.05201.50101 574.82tp 84.70
2013.08.16 16:31:4018PEPbuyin5080.6318-1.000.000.00101 573.82PEP
2013.10.28 21:27:4019PEPsellout5084.6619-1.00-0.12201.50101 774.20tp 84.66
2014.01.29 16:36:4020PEPbuyin5081.3420-1.000.000.00101 773.20PEP
2014.04.17 16:31:4021PEPsellout5085.4121-1.00-0.12203.50101 975.58tp 85.41
2014.10.15 20:25:4022PEPbuyin4490.8122-0.880.000.00101 974.70PEP
2014.10.29 16:36:4023PEPsellout4495.3523-0.88-0.02199.76102 173.56tp 95.35
2014.12.16 16:34:4024PEPbuyin4492.8024-0.880.000.00102 172.68PEP
2014.12.23 17:07:4025PEPsellout4497.4425-0.88-0.01204.16102 375.95tp 97.44
2015.01.02 16:32:4026PEPbuyin4394.4626-0.860.000.00102 375.09PEP
2015.02.11 16:31:0027PEPsellout4399.1827-0.86-0.07202.96102 577.12tp 99.18
2015.03.10 16:45:4028PEPbuyin4395.0428-0.860.000.00102 576.26PEP
2015.08.06 16:32:4029PEPsellout4399.7929-0.86-0.22204.25102 779.43tp 99.79
2015.08.24 16:31:0030PEPbuyin4591.0930-0.900.000.00102 778.53PEP
2015.10.05 16:54:4031PEPsellout4595.6431-0.90-0.07204.75102 982.31tp 95.64
2015.12.11 22:22:2032PEPbuyin4297.5732-0.840.000.00102 981.47PEP
2016.03.30 18:01:4033PEPsellout42102.4533-0.84-0.18204.96103 185.41tp 102.45
2016.05.18 21:15:0034PEPbuyin41100.6434-0.820.000.00103 184.59PEP
2016.06.30 20:16:4035PEPsellout41105.6735-0.82-0.07206.23103 389.93tp 105.67
2016.09.09 16:31:0036PEPbuyin38106.0936-0.760.000.00103 389.17PEP
2017.03.17 16:31:0037PEPsellout38111.3937-0.76-0.31201.40103 589.50tp 111.39
2017.07.11 16:37:4038PEPbuyin36112.2738-0.720.000.00103 588.78PEP
2017.07.27 16:41:4039PEPsellout36117.8839-0.72-0.02201.96103 790.00tp 117.88
2017.09.08 21:15:0040PEPbuyin36114.7840-0.720.000.00103 789.28PEP
2017.12.29 17:28:4041PEPsellout36120.5241-0.72-0.17206.64103 995.03tp 120.52
2018.02.05 21:57:4042PEPbuyin35116.4442-0.700.000.00103 994.33PEP
2019.03.27 16:31:0043PEPsellout35122.2643-0.70-0.68203.70104 196.65tp 122.26
2019.07.24 20:15:4044PEPbuyin32128.7744-0.640.000.00104 196.01PEP
2019.08.27 20:43:2045PEPsellout32135.2145-0.64-0.05206.08104 401.40tp 135.21
2019.11.05 16:31:0046PEPbuyin31133.8446-0.620.000.00104 400.78PEP
2020.01.17 16:38:4047PEPsellout31140.5347-0.62-0.10207.39104 607.45tp 140.53
2020.02.28 16:31:0048PEPbuyin31132.6748-0.620.000.00104 606.83PEP
2020.03.03 17:03:4049PEPsellout31139.3049-0.62-0.01205.53104 811.73tp 139.30
2020.03.09 16:31:4050PEPbuyin32130.5250-0.640.000.00104 811.09PEP
2020.04.14 20:49:4051PEPsellout32137.0551-0.64-0.05208.96105 019.36tp 137.05
2020.06.11 22:27:4052PEPbuyin32128.2052-0.640.000.00105 018.72PEP
2020.06.19 17:18:4053PEPsellout32134.6153-0.64-0.01205.12105 223.19tp 134.61
2020.06.24 18:22:4054PEPbuyin32129.3954-0.640.000.00105 222.55PEP
2020.07.13 16:31:0055PEPsellout32135.8655-0.64-0.03207.04105 428.92tp 135.86
2020.09.17 16:31:0056PEPbuyin31132.5356-0.620.000.00105 428.30PEP
2020.09.29 16:46:4057PEPsellout31139.1557-0.62-0.02205.22105 632.88tp 139.15
2020.10.29 16:31:0058PEPbuyin31133.1958-0.620.000.00105 632.26PEP
2020.11.04 16:44:0059PEPsellout31139.8559-0.62-0.01206.46105 838.09tp 139.85
-51.16 -4.17 5 893.42 105 838.09