Strategy Tester Report
Darwinex-Demo (Build 2715)
Settings
Expert: Stock Trader Hedge
Symbol: WMT
Period: H1 (2010.01.01 - 2020.12.31)
Inputs: T_0=General Settings
Comment=WMT
Slippage=5
MagicNumber=111528
Balance_Type=0
MM_Type=0
AutoRisk=4
TakeProfit=5
RSI_Period=9
RSI_Level=50
Stochastic_Period=15
Stochastic_Level=80
CCI_Period=36
CCI_Level=250
Slow_CCI_TF=16387
Slow_CCI_Period=21
Slow_CCI_Level=200
InpLoadedPeriod=16385
Broker: Tradeslide Trading Tech Limited
Currency: USD
Initial Deposit: 100 000.00
Leverage: 1:1
Results
History Quality: 3%
Bars: 19328 Ticks: 4275396 Symbols: 1
Total Net Profit: 5 451.61 Balance Drawdown Absolute: 1.50 Equity Drawdown Absolute: 329.19
Gross Profit: 5 478.99 Balance Drawdown Maximal: 1.50 (0.00%) Equity Drawdown Maximal: 1 522.05 (1.48%)
Gross Loss: -27.38 Balance Drawdown Relative: 0.00% (1.50) Equity Drawdown Relative: 1.48% (1 522.05)
Profit Factor: 200.11 Expected Payoff: 195.68 Margin Level: 12475.87%
Recovery Factor: 3.58 Sharpe Ratio: 6.29 Z-Score: 0.00 (0.00%)
AHPR: 1.0019 (0.19%) LR Correlation: 1.00 OnTester result: 0
GHPR: 1.0019 (0.19%) LR Standard Error: 27.48
Total Trades: 28 Short Trades (won %): 0 (0.00%) Long Trades (won %): 28 (100.00%)
Total Deals: 56 Profit Trades (% of total): 28 (100.00%) Loss Trades (% of total): 0 (0.00%)
Largest profit trade: 209.68 Largest loss trade: 0.00
Average profit trade: 195.68 Average loss trade: 0.00
Maximum consecutive wins ($): 28 (5 478.99) Maximum consecutive losses ($): 0 (0.00)
Maximal consecutive profit (count): 5 478.99 (28) Maximal consecutive loss (count): 0.00 (0)
Average consecutive wins: 28 Average consecutive losses: 0
Graph
Graph
Correlation (Profits,MFE): 0.90 Correlation (Profits,MAE): -0.11 Correlation (MFE,MAE): -0.0688
Graph
Minimal position holding time: 93:23:40 Maximal position holding time: 17040:16:00 Average position holding time: 1944:19:22
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2010.03.03 16:42:202WMTbuy75 / 750.0055.832010.03.03 16:42:20filledWMT
2010.03.16 16:31:003WMTsell75 / 750.002010.03.16 16:31:00filledtp 55.83
2010.04.09 16:42:404WMTbuy72 / 720.0057.792010.04.09 16:42:40filledWMT
2011.01.27 16:44:405WMTsell72 / 720.002011.01.27 16:44:40filledtp 57.79
2011.02.22 16:31:006WMTbuy74 / 740.0056.642011.02.22 16:31:00filledWMT
2011.10.20 16:45:407WMTsell74 / 740.002011.10.20 16:45:40filledtp 56.64
2011.11.01 16:31:008WMTbuy71 / 710.0058.882011.11.01 16:31:00filledWMT
2011.11.08 19:42:209WMTsell71 / 710.002011.11.08 19:42:20filledtp 58.88
2011.12.09 17:46:4010WMTbuy70 / 700.0060.432011.12.09 17:46:40filledWMT
2012.01.03 16:41:4011WMTsell70 / 700.002012.01.03 16:41:40filledtp 60.43
2012.01.05 16:38:4012WMTbuy68 / 680.0061.682012.01.05 16:38:40filledWMT
2012.01.26 16:31:0013WMTsell68 / 680.002012.01.26 16:31:00filledtp 61.68
2012.02.21 16:31:0014WMTbuy67 / 670.0063.412012.02.21 16:31:00filledWMT
2012.05.22 17:17:4015WMTsell67 / 670.002012.05.22 17:17:40filledtp 63.41
2012.07.19 20:23:4016WMTbuy56 / 560.0074.752012.07.19 20:23:40filledWMT
2012.07.27 18:33:4017WMTsell56 / 560.002012.07.27 18:33:40filledtp 74.75
2012.08.16 16:31:0018WMTbuy56 / 560.0076.162012.08.16 16:31:00filledWMT
2012.10.10 17:15:4019WMTsell56 / 560.002012.10.10 17:15:40filledtp 76.16
2012.11.01 17:38:4020WMTbuy54 / 540.0077.922012.11.01 17:38:40filledWMT
2013.04.09 18:07:2021WMTsell54 / 540.002013.04.09 18:07:20filledtp 77.92
2013.04.18 18:25:4022WMTbuy53 / 530.0080.692013.04.18 18:25:40filledWMT
2013.11.27 16:51:4023WMTsell53 / 530.002013.11.27 16:51:40filledtp 80.69
2013.12.05 16:32:2024WMTbuy51 / 510.0083.542013.12.05 16:32:20filledWMT
2014.11.17 18:18:4025WMTsell51 / 510.002014.11.17 18:18:40filledtp 83.54
2015.01.02 19:48:4026WMTbuy47 / 470.0090.072015.01.02 19:48:40filledWMT
2015.01.08 17:12:2027WMTsell47 / 470.002015.01.08 17:12:20filledtp 90.07
2015.02.02 16:45:4028WMTbuy48 / 480.0088.152015.02.02 16:45:40filledWMT
2017.10.23 17:01:4029WMTsell48 / 480.002017.10.23 17:01:40filledtp 88.15
2017.12.08 16:32:4030WMTbuy42 / 420.00101.062017.12.08 16:32:40filledWMT
2018.01.08 17:51:4031WMTsell42 / 420.002018.01.08 17:51:40filledtp 101.06
2018.02.05 22:15:0032WMTbuy40 / 400.00105.872018.02.05 22:15:00filledWMT
2018.11.09 18:39:4033WMTsell40 / 400.002018.11.09 18:39:40filledtp 105.87
2018.12.20 16:41:4034WMTbuy46 / 460.0092.532018.12.20 16:41:40filledWMT
2018.12.28 16:32:4035WMTsell46 / 460.002018.12.28 16:32:40filledtp 92.53
2019.01.30 17:18:4036WMTbuy43 / 430.0099.072019.01.30 17:18:40filledWMT
2019.02.14 20:31:2037WMTsell43 / 430.002019.02.14 20:31:20filledtp 99.07
2019.04.26 16:31:0038WMTbuy41 / 410.00104.712019.04.26 16:31:00filledWMT
2019.06.05 22:19:4039WMTsell41 / 410.002019.06.05 22:19:40filledtp 104.71
2019.07.22 21:28:4040WMTbuy36 / 360.00118.402019.07.22 21:28:40filledWMT
2019.09.23 20:36:2041WMTsell36 / 360.002019.09.23 20:36:20filledtp 118.40
2019.10.02 16:33:4042WMTbuy35 / 350.00123.052019.10.02 16:33:40filledWMT
2019.11.14 16:31:0043WMTsell35 / 350.002019.11.14 16:31:00filledtp 123.05
2019.12.02 17:56:4044WMTbuy35 / 350.00123.752019.12.02 17:56:40filledWMT
2020.03.18 17:03:4045WMTsell35 / 350.002020.03.18 17:03:40filledtp 123.75
2020.04.29 16:31:0046WMTbuy33 / 330.00131.182020.04.29 16:31:00filledWMT
2020.05.19 16:31:2047WMTsell33 / 330.002020.05.19 16:31:20filledtp 131.18
2020.05.27 17:38:2048WMTbuy34 / 340.00128.202020.05.27 17:38:20filledWMT
2020.07.10 16:32:0049WMTsell34 / 340.002020.07.10 16:32:00filledtp 128.20
2020.07.30 16:32:2050WMTbuy32 / 320.00135.892020.07.30 16:32:20filledWMT
2020.08.17 20:33:2051WMTsell32 / 320.002020.08.17 20:33:20filledtp 135.89
2020.09.18 20:31:4052WMTbuy31 / 310.00141.492020.09.18 20:31:40filledWMT
2020.09.30 20:43:2053WMTsell31 / 310.002020.09.30 20:43:20filledtp 141.49
2020.10.28 17:56:4054WMTbuy30 / 300.00147.172020.10.28 17:56:40filledWMT
2020.11.09 16:31:0055WMTsell30 / 300.002020.11.09 16:31:00filledtp 147.17
2020.12.22 20:31:4056WMTbuy29 / 290.00150.242020.12.22 20:31:40filledWMT
2020.12.30 22:58:5957WMTsell29 / 290.002020.12.30 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
2010.03.03 16:42:202WMTbuyin7553.172-1.500.000.0099 998.50WMT
2010.03.16 16:31:003WMTsellout7555.833-1.50-0.11199.50100 196.39tp 55.83
2010.04.09 16:42:404WMTbuyin7255.044-1.440.000.00100 194.95WMT
2011.01.27 16:44:405WMTsellout7257.795-1.44-2.45198.00100 389.06tp 57.79
2011.02.22 16:31:006WMTbuyin7453.946-1.480.000.00100 387.58WMT
2011.10.20 16:45:407WMTsellout7456.647-1.48-2.02199.80100 583.88tp 56.64
2011.11.01 16:31:008WMTbuyin7156.088-1.420.000.00100 582.46WMT
2011.11.08 19:42:209WMTsellout7158.889-1.42-0.06198.80100 779.78tp 58.88
2011.12.09 17:46:4010WMTbuyin7057.5510-1.400.000.00100 778.38WMT
2012.01.03 16:41:4011WMTsellout7060.4311-1.40-0.19201.60100 978.39tp 60.43
2012.01.05 16:38:4012WMTbuyin6858.7412-1.360.000.00100 977.03WMT
2012.01.26 16:31:0013WMTsellout6861.6813-1.36-0.17199.92101 175.42tp 61.68
2012.02.21 16:31:0014WMTbuyin6760.3914-1.340.000.00101 174.08WMT
2012.05.22 17:17:4015WMTsellout6763.4115-1.34-0.77202.34101 374.31tp 63.41
2012.07.19 20:23:4016WMTbuyin5671.1916-1.120.000.00101 373.19WMT
2012.07.27 18:33:4017WMTsellout5674.7517-1.12-0.01199.36101 571.42tp 74.75
2012.08.16 16:31:0018WMTbuyin5672.5318-1.120.000.00101 570.30WMT
2012.10.10 17:15:4019WMTsellout5676.1619-1.12-0.09203.28101 772.37tp 76.16
2012.11.01 17:38:4020WMTbuyin5474.2120-1.080.000.00101 771.29WMT
2013.04.09 18:07:2021WMTsellout5477.9221-1.08-0.29200.34101 970.26tp 77.92
2013.04.18 18:25:4022WMTbuyin5376.8522-1.060.000.00101 969.20WMT
2013.11.27 16:51:4023WMTsellout5380.6923-1.06-0.35203.52102 171.31tp 80.69
2013.12.05 16:32:2024WMTbuyin5179.5624-1.020.000.00102 170.29WMT
2014.11.17 18:18:4025WMTsellout5183.5425-1.02-0.58202.98102 371.67tp 83.54
2015.01.02 19:48:4026WMTbuyin4785.7826-0.940.000.00102 370.73WMT
2015.01.08 17:12:2027WMTsellout4790.0727-0.94-0.02201.63102 571.40tp 90.07
2015.02.02 16:45:4028WMTbuyin4883.9528-0.960.000.00102 570.44WMT
2017.10.23 17:01:4029WMTsellout4888.1529-0.96-1.65201.60102 769.43tp 88.15
2017.12.08 16:32:4030WMTbuyin4296.2530-0.840.000.00102 768.59WMT
2018.01.08 17:51:4031WMTsellout42101.0631-0.84-0.07202.02102 969.70tp 101.06
2018.02.05 22:15:0032WMTbuyin40100.8332-0.800.000.00102 968.90WMT
2018.11.09 18:39:4033WMTsellout40105.8733-0.80-0.43201.60103 169.27tp 105.87
2018.12.20 16:41:4034WMTbuyin4688.1234-0.920.000.00103 168.35WMT
2018.12.28 16:32:4035WMTsellout4692.5335-0.92-0.02202.86103 370.27tp 92.53
2019.01.30 17:18:4036WMTbuyin4394.3536-0.860.000.00103 369.41WMT
2019.02.14 20:31:2037WMTsellout4399.0737-0.86-0.02202.96103 571.49tp 99.07
2019.04.26 16:31:0038WMTbuyin4199.7238-0.820.000.00103 570.67WMT
2019.06.05 22:19:4039WMTsellout41104.7139-0.82-0.07204.59103 774.37tp 104.71
2019.07.22 21:28:4040WMTbuyin36112.7640-0.720.000.00103 773.65WMT
2019.09.23 20:36:2041WMTsellout36118.4041-0.72-0.10203.04103 975.87tp 118.40
2019.10.02 16:33:4042WMTbuyin35117.1942-0.700.000.00103 975.17WMT
2019.11.14 16:31:0043WMTsellout35123.0543-0.70-0.06205.10104 179.51tp 123.05
2019.12.02 17:56:4044WMTbuyin35117.8644-0.700.000.00104 178.81WMT
2020.03.18 17:03:4045WMTsellout35123.7545-0.70-0.19206.15104 384.07tp 123.75
2020.04.29 16:31:0046WMTbuyin33124.9446-0.660.000.00104 383.41WMT
2020.05.19 16:31:2047WMTsellout33131.1847-0.66-0.03205.92104 588.64tp 131.18
2020.05.27 17:38:2048WMTbuyin34122.1048-0.680.000.00104 587.96WMT
2020.07.10 16:32:0049WMTsellout34128.2049-0.68-0.06207.40104 794.62tp 128.20
2020.07.30 16:32:2050WMTbuyin32129.4250-0.640.000.00104 793.98WMT
2020.08.17 20:33:2051WMTsellout32135.8951-0.64-0.03207.04105 000.35tp 135.89
2020.09.18 20:31:4052WMTbuyin31134.7552-0.620.000.00104 999.73WMT
2020.09.30 20:43:2053WMTsellout31141.4953-0.62-0.02208.94105 208.03tp 141.49
2020.10.28 17:56:4054WMTbuyin30140.1654-0.600.000.00105 207.43WMT
2020.11.09 16:31:0055WMTsellout30147.1755-0.60-0.02210.30105 417.11tp 147.17
2020.12.22 20:31:4056WMTbuyin29143.0956-0.580.000.00105 416.53WMT
2020.12.30 22:58:5957WMTsellout29144.3257-0.58-0.0135.67105 451.61end of test
-54.76 -9.89 5 516.26 105 451.61