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: | 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 |
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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 | |||||||||
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Correlation (Profits,MFE): | 0.50 | Correlation (Profits,MAE): | -0.18 | Correlation (MFE,MAE): | -0.1021 | |||||||
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Minimal position holding time: | 48:32:40 | Maximal position holding time: | 7122:33:20 | Average position holding time: | 1408:48:47 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2010.01.08 17:26:40 | 2 | PEP | buy | 66 / 66 | 0.00 | 63.34 | 2010.01.08 17:26:40 | filled | PEP | |||
2010.02.22 17:50:20 | 3 | PEP | sell | 66 / 66 | 0.00 | 2010.02.22 17:50:20 | filled | tp 63.34 | ||||
2010.05.06 21:43:40 | 4 | PEP | buy | 62 / 62 | 0.00 | 67.00 | 2010.05.06 21:43:40 | filled | PEP | |||
2010.05.11 20:46:20 | 5 | PEP | sell | 62 / 62 | 0.00 | 2010.05.11 20:46:20 | filled | tp 67.00 | ||||
2010.05.20 16:31:00 | 6 | PEP | buy | 62 / 62 | 0.00 | 67.75 | 2010.05.20 16:31:00 | filled | PEP | |||
2010.10.05 21:07:40 | 7 | PEP | sell | 62 / 62 | 0.00 | 2010.10.05 21:07:40 | filled | tp 67.75 | ||||
2010.10.27 16:31:40 | 8 | PEP | buy | 62 / 62 | 0.00 | 67.41 | 2010.10.27 16:31:40 | filled | PEP | |||
2011.01.13 17:39:40 | 9 | PEP | sell | 62 / 62 | 0.00 | 2011.01.13 17:39:40 | filled | tp 67.41 | ||||
2011.01.28 19:53:40 | 10 | PEP | buy | 62 / 62 | 0.00 | 67.62 | 2011.01.28 19:53:40 | filled | PEP | |||
2011.04.26 18:01:20 | 11 | PEP | sell | 62 / 62 | 0.00 | 2011.04.26 18:01:20 | filled | tp 67.62 | ||||
2011.06.23 22:31:40 | 12 | PEP | buy | 59 / 59 | 0.00 | 70.85 | 2011.06.23 22:31:40 | filled | PEP | |||
2012.07.03 18:21:00 | 13 | PEP | sell | 59 / 59 | 0.00 | 2012.07.03 18:21:00 | filled | tp 70.85 | ||||
2012.09.12 22:36:40 | 14 | PEP | buy | 57 / 57 | 0.00 | 73.51 | 2012.09.12 22:36:40 | filled | PEP | |||
2013.02.15 20:43:40 | 15 | PEP | sell | 57 / 57 | 0.00 | 2013.02.15 20:43:40 | filled | tp 73.51 | ||||
2013.06.20 16:31:40 | 16 | PEP | buy | 50 / 50 | 0.00 | 84.70 | 2013.06.20 16:31:40 | filled | PEP | |||
2013.07.15 16:41:40 | 17 | PEP | sell | 50 / 50 | 0.00 | 2013.07.15 16:41:40 | filled | tp 84.70 | ||||
2013.08.16 16:31:40 | 18 | PEP | buy | 50 / 50 | 0.00 | 84.66 | 2013.08.16 16:31:40 | filled | PEP | |||
2013.10.28 21:27:40 | 19 | PEP | sell | 50 / 50 | 0.00 | 2013.10.28 21:27:40 | filled | tp 84.66 | ||||
2014.01.29 16:36:40 | 20 | PEP | buy | 50 / 50 | 0.00 | 85.41 | 2014.01.29 16:36:40 | filled | PEP | |||
2014.04.17 16:31:40 | 21 | PEP | sell | 50 / 50 | 0.00 | 2014.04.17 16:31:40 | filled | tp 85.41 | ||||
2014.10.15 20:25:40 | 22 | PEP | buy | 44 / 44 | 0.00 | 95.35 | 2014.10.15 20:25:40 | filled | PEP | |||
2014.10.29 16:36:40 | 23 | PEP | sell | 44 / 44 | 0.00 | 2014.10.29 16:36:40 | filled | tp 95.35 | ||||
2014.12.16 16:34:40 | 24 | PEP | buy | 44 / 44 | 0.00 | 97.44 | 2014.12.16 16:34:40 | filled | PEP | |||
2014.12.23 17:07:40 | 25 | PEP | sell | 44 / 44 | 0.00 | 2014.12.23 17:07:40 | filled | tp 97.44 | ||||
2015.01.02 16:32:40 | 26 | PEP | buy | 43 / 43 | 0.00 | 99.18 | 2015.01.02 16:32:40 | filled | PEP | |||
2015.02.11 16:31:00 | 27 | PEP | sell | 43 / 43 | 0.00 | 2015.02.11 16:31:00 | filled | tp 99.18 | ||||
2015.03.10 16:45:40 | 28 | PEP | buy | 43 / 43 | 0.00 | 99.79 | 2015.03.10 16:45:40 | filled | PEP | |||
2015.08.06 16:32:40 | 29 | PEP | sell | 43 / 43 | 0.00 | 2015.08.06 16:32:40 | filled | tp 99.79 | ||||
2015.08.24 16:31:00 | 30 | PEP | buy | 45 / 45 | 0.00 | 95.64 | 2015.08.24 16:31:00 | filled | PEP | |||
2015.10.05 16:54:40 | 31 | PEP | sell | 45 / 45 | 0.00 | 2015.10.05 16:54:40 | filled | tp 95.64 | ||||
2015.12.11 22:22:20 | 32 | PEP | buy | 42 / 42 | 0.00 | 102.45 | 2015.12.11 22:22:20 | filled | PEP | |||
2016.03.30 18:01:40 | 33 | PEP | sell | 42 / 42 | 0.00 | 2016.03.30 18:01:40 | filled | tp 102.45 | ||||
2016.05.18 21:15:00 | 34 | PEP | buy | 41 / 41 | 0.00 | 105.67 | 2016.05.18 21:15:00 | filled | PEP | |||
2016.06.30 20:16:40 | 35 | PEP | sell | 41 / 41 | 0.00 | 2016.06.30 20:16:40 | filled | tp 105.67 | ||||
2016.09.09 16:31:00 | 36 | PEP | buy | 38 / 38 | 0.00 | 111.39 | 2016.09.09 16:31:00 | filled | PEP | |||
2017.03.17 16:31:00 | 37 | PEP | sell | 38 / 38 | 0.00 | 2017.03.17 16:31:00 | filled | tp 111.39 | ||||
2017.07.11 16:37:40 | 38 | PEP | buy | 36 / 36 | 0.00 | 117.88 | 2017.07.11 16:37:40 | filled | PEP | |||
2017.07.27 16:41:40 | 39 | PEP | sell | 36 / 36 | 0.00 | 2017.07.27 16:41:40 | filled | tp 117.88 | ||||
2017.09.08 21:15:00 | 40 | PEP | buy | 36 / 36 | 0.00 | 120.52 | 2017.09.08 21:15:00 | filled | PEP | |||
2017.12.29 17:28:40 | 41 | PEP | sell | 36 / 36 | 0.00 | 2017.12.29 17:28:40 | filled | tp 120.52 | ||||
2018.02.05 21:57:40 | 42 | PEP | buy | 35 / 35 | 0.00 | 122.26 | 2018.02.05 21:57:40 | filled | PEP | |||
2019.03.27 16:31:00 | 43 | PEP | sell | 35 / 35 | 0.00 | 2019.03.27 16:31:00 | filled | tp 122.26 | ||||
2019.07.24 20:15:40 | 44 | PEP | buy | 32 / 32 | 0.00 | 135.21 | 2019.07.24 20:15:40 | filled | PEP | |||
2019.08.27 20:43:20 | 45 | PEP | sell | 32 / 32 | 0.00 | 2019.08.27 20:43:20 | filled | tp 135.21 | ||||
2019.11.05 16:31:00 | 46 | PEP | buy | 31 / 31 | 0.00 | 140.53 | 2019.11.05 16:31:00 | filled | PEP | |||
2020.01.17 16:38:40 | 47 | PEP | sell | 31 / 31 | 0.00 | 2020.01.17 16:38:40 | filled | tp 140.53 | ||||
2020.02.28 16:31:00 | 48 | PEP | buy | 31 / 31 | 0.00 | 139.30 | 2020.02.28 16:31:00 | filled | PEP | |||
2020.03.03 17:03:40 | 49 | PEP | sell | 31 / 31 | 0.00 | 2020.03.03 17:03:40 | filled | tp 139.30 | ||||
2020.03.09 16:31:40 | 50 | PEP | buy | 32 / 32 | 0.00 | 137.05 | 2020.03.09 16:31:40 | filled | PEP | |||
2020.04.14 20:49:40 | 51 | PEP | sell | 32 / 32 | 0.00 | 2020.04.14 20:49:40 | filled | tp 137.05 | ||||
2020.06.11 22:27:40 | 52 | PEP | buy | 32 / 32 | 0.00 | 134.61 | 2020.06.11 22:27:40 | filled | PEP | |||
2020.06.19 17:18:40 | 53 | PEP | sell | 32 / 32 | 0.00 | 2020.06.19 17:18:40 | filled | tp 134.61 | ||||
2020.06.24 18:22:40 | 54 | PEP | buy | 32 / 32 | 0.00 | 135.86 | 2020.06.24 18:22:40 | filled | PEP | |||
2020.07.13 16:31:00 | 55 | PEP | sell | 32 / 32 | 0.00 | 2020.07.13 16:31:00 | filled | tp 135.86 | ||||
2020.09.17 16:31:00 | 56 | PEP | buy | 31 / 31 | 0.00 | 139.15 | 2020.09.17 16:31:00 | filled | PEP | |||
2020.09.29 16:46:40 | 57 | PEP | sell | 31 / 31 | 0.00 | 2020.09.29 16:46:40 | filled | tp 139.15 | ||||
2020.10.29 16:31:00 | 58 | PEP | buy | 31 / 31 | 0.00 | 139.85 | 2020.10.29 16:31:00 | filled | PEP | |||
2020.11.04 16:44:00 | 59 | PEP | sell | 31 / 31 | 0.00 | 2020.11.04 16:44:00 | filled | tp 139.85 | ||||
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 | ||||||
2010.01.08 17:26:40 | 2 | PEP | buy | in | 66 | 60.32 | 2 | -1.32 | 0.00 | 0.00 | 99 998.68 | PEP |
2010.02.22 17:50:20 | 3 | PEP | sell | out | 66 | 63.34 | 3 | -1.32 | -0.36 | 199.32 | 100 196.32 | tp 63.34 |
2010.05.06 21:43:40 | 4 | PEP | buy | in | 62 | 63.81 | 4 | -1.24 | 0.00 | 0.00 | 100 195.08 | PEP |
2010.05.11 20:46:20 | 5 | PEP | sell | out | 62 | 67.00 | 5 | -1.24 | -0.01 | 197.78 | 100 391.61 | tp 67.00 |
2010.05.20 16:31:00 | 6 | PEP | buy | in | 62 | 64.52 | 6 | -1.24 | 0.00 | 0.00 | 100 390.37 | PEP |
2010.10.05 21:07:40 | 7 | PEP | sell | out | 62 | 67.75 | 7 | -1.24 | -0.23 | 200.26 | 100 589.16 | tp 67.75 |
2010.10.27 16:31:40 | 8 | PEP | buy | in | 62 | 64.20 | 8 | -1.24 | 0.00 | 0.00 | 100 587.92 | PEP |
2011.01.13 17:39:40 | 9 | PEP | sell | out | 62 | 67.41 | 9 | -1.24 | -0.13 | 199.02 | 100 785.57 | tp 67.41 |
2011.01.28 19:53:40 | 10 | PEP | buy | in | 62 | 64.40 | 10 | -1.24 | 0.00 | 0.00 | 100 784.33 | PEP |
2011.04.26 18:01:20 | 11 | PEP | sell | out | 62 | 67.62 | 11 | -1.24 | -0.15 | 199.64 | 100 982.58 | tp 67.62 |
2011.06.23 22:31:40 | 12 | PEP | buy | in | 59 | 67.48 | 12 | -1.18 | 0.00 | 0.00 | 100 981.40 | PEP |
2012.07.03 18:21:00 | 13 | PEP | sell | out | 59 | 70.85 | 13 | -1.18 | -0.63 | 198.83 | 101 178.42 | tp 70.85 |
2012.09.12 22:36:40 | 14 | PEP | buy | in | 57 | 70.01 | 14 | -1.14 | 0.00 | 0.00 | 101 177.28 | PEP |
2013.02.15 20:43:40 | 15 | PEP | sell | out | 57 | 73.51 | 15 | -1.14 | -0.27 | 199.50 | 101 375.37 | tp 73.51 |
2013.06.20 16:31:40 | 16 | PEP | buy | in | 50 | 80.67 | 16 | -1.00 | 0.00 | 0.00 | 101 374.37 | PEP |
2013.07.15 16:41:40 | 17 | PEP | sell | out | 50 | 84.70 | 17 | -1.00 | -0.05 | 201.50 | 101 574.82 | tp 84.70 |
2013.08.16 16:31:40 | 18 | PEP | buy | in | 50 | 80.63 | 18 | -1.00 | 0.00 | 0.00 | 101 573.82 | PEP |
2013.10.28 21:27:40 | 19 | PEP | sell | out | 50 | 84.66 | 19 | -1.00 | -0.12 | 201.50 | 101 774.20 | tp 84.66 |
2014.01.29 16:36:40 | 20 | PEP | buy | in | 50 | 81.34 | 20 | -1.00 | 0.00 | 0.00 | 101 773.20 | PEP |
2014.04.17 16:31:40 | 21 | PEP | sell | out | 50 | 85.41 | 21 | -1.00 | -0.12 | 203.50 | 101 975.58 | tp 85.41 |
2014.10.15 20:25:40 | 22 | PEP | buy | in | 44 | 90.81 | 22 | -0.88 | 0.00 | 0.00 | 101 974.70 | PEP |
2014.10.29 16:36:40 | 23 | PEP | sell | out | 44 | 95.35 | 23 | -0.88 | -0.02 | 199.76 | 102 173.56 | tp 95.35 |
2014.12.16 16:34:40 | 24 | PEP | buy | in | 44 | 92.80 | 24 | -0.88 | 0.00 | 0.00 | 102 172.68 | PEP |
2014.12.23 17:07:40 | 25 | PEP | sell | out | 44 | 97.44 | 25 | -0.88 | -0.01 | 204.16 | 102 375.95 | tp 97.44 |
2015.01.02 16:32:40 | 26 | PEP | buy | in | 43 | 94.46 | 26 | -0.86 | 0.00 | 0.00 | 102 375.09 | PEP |
2015.02.11 16:31:00 | 27 | PEP | sell | out | 43 | 99.18 | 27 | -0.86 | -0.07 | 202.96 | 102 577.12 | tp 99.18 |
2015.03.10 16:45:40 | 28 | PEP | buy | in | 43 | 95.04 | 28 | -0.86 | 0.00 | 0.00 | 102 576.26 | PEP |
2015.08.06 16:32:40 | 29 | PEP | sell | out | 43 | 99.79 | 29 | -0.86 | -0.22 | 204.25 | 102 779.43 | tp 99.79 |
2015.08.24 16:31:00 | 30 | PEP | buy | in | 45 | 91.09 | 30 | -0.90 | 0.00 | 0.00 | 102 778.53 | PEP |
2015.10.05 16:54:40 | 31 | PEP | sell | out | 45 | 95.64 | 31 | -0.90 | -0.07 | 204.75 | 102 982.31 | tp 95.64 |
2015.12.11 22:22:20 | 32 | PEP | buy | in | 42 | 97.57 | 32 | -0.84 | 0.00 | 0.00 | 102 981.47 | PEP |
2016.03.30 18:01:40 | 33 | PEP | sell | out | 42 | 102.45 | 33 | -0.84 | -0.18 | 204.96 | 103 185.41 | tp 102.45 |
2016.05.18 21:15:00 | 34 | PEP | buy | in | 41 | 100.64 | 34 | -0.82 | 0.00 | 0.00 | 103 184.59 | PEP |
2016.06.30 20:16:40 | 35 | PEP | sell | out | 41 | 105.67 | 35 | -0.82 | -0.07 | 206.23 | 103 389.93 | tp 105.67 |
2016.09.09 16:31:00 | 36 | PEP | buy | in | 38 | 106.09 | 36 | -0.76 | 0.00 | 0.00 | 103 389.17 | PEP |
2017.03.17 16:31:00 | 37 | PEP | sell | out | 38 | 111.39 | 37 | -0.76 | -0.31 | 201.40 | 103 589.50 | tp 111.39 |
2017.07.11 16:37:40 | 38 | PEP | buy | in | 36 | 112.27 | 38 | -0.72 | 0.00 | 0.00 | 103 588.78 | PEP |
2017.07.27 16:41:40 | 39 | PEP | sell | out | 36 | 117.88 | 39 | -0.72 | -0.02 | 201.96 | 103 790.00 | tp 117.88 |
2017.09.08 21:15:00 | 40 | PEP | buy | in | 36 | 114.78 | 40 | -0.72 | 0.00 | 0.00 | 103 789.28 | PEP |
2017.12.29 17:28:40 | 41 | PEP | sell | out | 36 | 120.52 | 41 | -0.72 | -0.17 | 206.64 | 103 995.03 | tp 120.52 |
2018.02.05 21:57:40 | 42 | PEP | buy | in | 35 | 116.44 | 42 | -0.70 | 0.00 | 0.00 | 103 994.33 | PEP |
2019.03.27 16:31:00 | 43 | PEP | sell | out | 35 | 122.26 | 43 | -0.70 | -0.68 | 203.70 | 104 196.65 | tp 122.26 |
2019.07.24 20:15:40 | 44 | PEP | buy | in | 32 | 128.77 | 44 | -0.64 | 0.00 | 0.00 | 104 196.01 | PEP |
2019.08.27 20:43:20 | 45 | PEP | sell | out | 32 | 135.21 | 45 | -0.64 | -0.05 | 206.08 | 104 401.40 | tp 135.21 |
2019.11.05 16:31:00 | 46 | PEP | buy | in | 31 | 133.84 | 46 | -0.62 | 0.00 | 0.00 | 104 400.78 | PEP |
2020.01.17 16:38:40 | 47 | PEP | sell | out | 31 | 140.53 | 47 | -0.62 | -0.10 | 207.39 | 104 607.45 | tp 140.53 |
2020.02.28 16:31:00 | 48 | PEP | buy | in | 31 | 132.67 | 48 | -0.62 | 0.00 | 0.00 | 104 606.83 | PEP |
2020.03.03 17:03:40 | 49 | PEP | sell | out | 31 | 139.30 | 49 | -0.62 | -0.01 | 205.53 | 104 811.73 | tp 139.30 |
2020.03.09 16:31:40 | 50 | PEP | buy | in | 32 | 130.52 | 50 | -0.64 | 0.00 | 0.00 | 104 811.09 | PEP |
2020.04.14 20:49:40 | 51 | PEP | sell | out | 32 | 137.05 | 51 | -0.64 | -0.05 | 208.96 | 105 019.36 | tp 137.05 |
2020.06.11 22:27:40 | 52 | PEP | buy | in | 32 | 128.20 | 52 | -0.64 | 0.00 | 0.00 | 105 018.72 | PEP |
2020.06.19 17:18:40 | 53 | PEP | sell | out | 32 | 134.61 | 53 | -0.64 | -0.01 | 205.12 | 105 223.19 | tp 134.61 |
2020.06.24 18:22:40 | 54 | PEP | buy | in | 32 | 129.39 | 54 | -0.64 | 0.00 | 0.00 | 105 222.55 | PEP |
2020.07.13 16:31:00 | 55 | PEP | sell | out | 32 | 135.86 | 55 | -0.64 | -0.03 | 207.04 | 105 428.92 | tp 135.86 |
2020.09.17 16:31:00 | 56 | PEP | buy | in | 31 | 132.53 | 56 | -0.62 | 0.00 | 0.00 | 105 428.30 | PEP |
2020.09.29 16:46:40 | 57 | PEP | sell | out | 31 | 139.15 | 57 | -0.62 | -0.02 | 205.22 | 105 632.88 | tp 139.15 |
2020.10.29 16:31:00 | 58 | PEP | buy | in | 31 | 133.19 | 58 | -0.62 | 0.00 | 0.00 | 105 632.26 | PEP |
2020.11.04 16:44:00 | 59 | PEP | sell | out | 31 | 139.85 | 59 | -0.62 | -0.01 | 206.46 | 105 838.09 | tp 139.85 |
-51.16 | -4.17 | 5 893.42 | 105 838.09 | |||||||||