Strategy Tester Report
Darwinex-Demo (Build 2715)
Settings
Expert: Stock Trader Hedge
Symbol: JPM
Period: H1 (2010.01.01 - 2020.12.31)
Inputs: T_0=General Settings
Comment=JPM
Slippage=5
MagicNumber=111514
MM_Type=0
AutoRisk=4
BalanceSettings=0
Balance=0
TakeProfit=5
RSI_Period=9
RSI_Level=70
Stochastic_Period=21
Stochastic_Level=80
CCI_Period=51
CCI_Level=250
Slow_CCI_TF=16388
Slow_CCI_Period=21
Slow_CCI_Level=100
InpLoadedPeriod=16385
Broker: Tradeslide Trading Tech Limited
Currency: USD
Initial Deposit: 100 000.00
Leverage: 1:1
Results
History Quality: 2%
Bars: 19328 Ticks: 4275944 Symbols: 1
Total Net Profit: 6 116.51 Balance Drawdown Absolute: 1.92 Equity Drawdown Absolute: 447.49
Gross Profit: 6 494.24 Balance Drawdown Maximal: 333.45 (0.31%) Equity Drawdown Maximal: 1 970.14 (1.85%)
Gross Loss: -377.73 Balance Drawdown Relative: 0.31% (333.45) Equity Drawdown Relative: 1.85% (1 970.14)
Profit Factor: 17.19 Expected Payoff: 185.35 Margin Level: 12316.62%
Recovery Factor: 3.10 Sharpe Ratio: 2.08 Z-Score: -1.84 (93.42%)
AHPR: 1.0018 (0.18%) LR Correlation: 1.00 OnTester result: 0
GHPR: 1.0018 (0.18%) LR Standard Error: 85.15
Total Trades: 33 Short Trades (won %): 0 (0.00%) Long Trades (won %): 33 (96.97%)
Total Deals: 66 Profit Trades (% of total): 32 (96.97%) Loss Trades (% of total): 1 (3.03%)
Largest profit trade: 211.86 Largest loss trade: -332.83
Average profit trade: 202.94 Average loss trade: -377.73
Maximum consecutive wins ($): 32 (6 494.24) Maximum consecutive losses ($): 1 (-332.83)
Maximal consecutive profit (count): 6 494.24 (32) Maximal consecutive loss (count): -332.83 (1)
Average consecutive wins: 32 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.73 Correlation (Profits,MAE): 0.63 Correlation (MFE,MAE): 0.3784
Graph
Minimal position holding time: 24:00:40 Maximal position holding time: 11306:00:00 Average position holding time: 1562:43:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2010.01.21 17:27:402JPMbuy96 / 960.0043.742010.01.21 17:27:40filledJPM
2010.03.17 17:43:403JPMsell96 / 960.002010.03.17 17:43:40filledtp 43.74
2010.05.06 20:56:404JPMbuy97 / 970.0043.282010.05.06 20:56:40filledJPM
2010.05.10 16:41:405JPMsell97 / 970.002010.05.10 16:41:40filledtp 43.28
2010.05.25 16:31:006JPMbuy107 / 1070.0039.382010.05.25 16:31:00filledJPM
2010.05.26 16:31:407JPMsell107 / 1070.002010.05.26 16:31:40filledtp 39.38
2010.06.04 22:53:408JPMbuy107 / 1070.0039.402010.06.04 22:53:40filledJPM
2010.06.21 16:31:009JPMsell107 / 1070.002010.06.21 16:31:00filledtp 39.40
2010.06.29 17:26:4010JPMbuy108 / 1080.0039.032010.06.29 17:26:40filledJPM
2010.07.12 16:35:4011JPMsell108 / 1080.002010.07.12 16:35:40filledtp 39.03
2010.08.20 16:49:2012JPMbuy109 / 1090.0038.672010.08.20 16:49:20filledJPM
2010.09.03 16:31:0013JPMsell109 / 1090.002010.09.03 16:31:00filledtp 38.67
2010.09.23 16:31:0014JPMbuy102 / 1020.0041.392010.09.23 16:31:00filledJPM
2010.12.10 22:23:4015JPMsell102 / 1020.002010.12.10 22:23:40filledtp 41.39
2011.04.14 16:32:4016JPMbuy89 / 890.0047.802011.04.14 16:32:40filledJPM
2013.02.01 18:32:4017JPMsell89 / 890.002013.02.01 18:32:40filledtp 47.80
2013.02.21 16:53:4018JPMbuy84 / 840.0050.332013.02.21 16:53:40filledJPM
2013.03.07 16:34:4019JPMsell84 / 840.002013.03.07 16:34:40filledtp 50.33
2013.03.18 16:31:0020JPMbuy83 / 830.0051.482013.03.18 16:31:00filledJPM
2013.05.16 16:51:4021JPMsell83 / 830.002013.05.16 16:51:40filledtp 51.48
2013.06.20 18:29:4022JPMbuy77 / 770.0055.062013.06.20 18:29:40filledJPM
2013.07.09 16:31:4023JPMsell77 / 770.002013.07.09 16:31:40filledtp 55.06
2013.08.27 21:26:4024JPMbuy80 / 800.0053.312013.08.27 21:26:40filledJPM
2013.09.10 16:31:0025JPMsell80 / 800.002013.09.10 16:31:00filledtp 53.31
2013.09.23 16:54:4026JPMbuy78 / 780.0054.462013.09.23 16:54:40filledJPM
2013.10.18 22:46:4027JPMsell78 / 780.002013.10.18 22:46:40filledtp 54.46
2013.11.01 16:31:0028JPMbuy79 / 790.0054.042013.11.01 16:31:00filledJPM
2013.11.11 16:49:4029JPMsell79 / 790.002013.11.11 16:49:40filledtp 54.04
2013.12.04 16:31:2030JPMbuy73 / 730.0059.072013.12.04 16:31:20filledJPM
2014.01.06 16:31:0031JPMsell73 / 730.002014.01.06 16:31:00filledtp 59.07
2014.01.13 22:43:4032JPMbuy71 / 710.0060.432014.01.13 22:43:40filledJPM
2014.03.20 20:16:4033JPMsell71 / 710.002014.03.20 20:16:40filledtp 60.43
2014.04.08 16:51:4034JPMbuy70 / 700.0061.452014.04.08 16:51:40filledJPM
2014.09.19 16:31:0035JPMsell70 / 700.002014.09.19 16:31:00filledtp 61.45
2014.09.29 16:31:0036JPMbuy69 / 690.0062.812014.09.29 16:31:00filledJPM
2014.12.05 17:08:4037JPMsell69 / 690.002014.12.05 17:08:40filledtp 62.81
2015.01.05 16:55:4038JPMbuy67 / 670.0064.542015.01.05 16:55:40filledJPM
2015.05.04 20:12:4039JPMsell67 / 670.002015.05.04 20:12:40filledtp 64.54
2015.07.07 18:24:4040JPMbuy63 / 630.0068.652015.07.07 18:24:40filledJPM
2015.07.14 16:34:4041JPMsell63 / 630.002015.07.14 16:34:40filledtp 68.65
2015.07.27 16:31:0042JPMbuy61 / 610.0071.592015.07.27 16:31:00filledJPM
2016.11.09 16:31:0043JPMsell61 / 610.002016.11.09 16:31:00filledtp 71.59
2017.01.17 16:31:0044JPMbuy49 / 490.0089.062017.01.17 16:31:00filledJPM
2017.02.14 17:14:2045JPMsell49 / 490.002017.02.14 17:14:20filledtp 89.06
2017.03.20 16:31:4046JPMbuy46 / 460.0094.572017.03.20 16:31:40filledJPM
2017.08.08 17:43:4047JPMsell46 / 460.002017.08.08 17:43:40filledtp 94.57
2017.09.05 17:29:4048JPMbuy46 / 460.0094.382017.09.05 17:29:40filledJPM
2017.09.20 17:59:4049JPMsell46 / 460.002017.09.20 17:59:40filledtp 94.38
2017.10.13 16:32:4050JPMbuy44 / 440.00100.052017.10.13 16:32:40filledJPM
2017.10.24 16:31:4051JPMsell44 / 440.002017.10.24 16:31:40filledtp 100.05
2017.11.07 17:45:4052JPMbuy42 / 420.00104.962017.11.07 17:45:40filledJPM
2017.11.30 16:33:4053JPMsell42 / 420.002017.11.30 16:33:40filledtp 104.96
2018.02.05 16:31:0054JPMbuy37 / 370.00118.062018.02.05 16:31:00filledJPM
2018.02.26 16:40:4055JPMsell37 / 370.002018.02.26 16:40:40filledtp 118.06
2018.03.02 16:37:4056JPMbuy37 / 370.00117.142018.03.02 16:37:40filledJPM
2018.03.09 17:50:4057JPMsell37 / 370.002018.03.09 17:50:40filledtp 117.14
2018.03.22 17:45:4058JPMbuy37 / 370.00118.112018.03.22 17:45:40filledJPM
2018.08.07 17:00:4059JPMsell37 / 370.002018.08.07 17:00:40filledtp 118.11
2018.10.10 22:41:4060JPMbuy37 / 370.00117.632018.10.10 22:41:40filledJPM
2019.09.12 18:59:4061JPMsell37 / 370.002019.09.12 18:59:40filledtp 117.63
2019.10.01 22:37:4062JPMbuy36 / 360.00121.462019.10.01 22:37:40filledJPM
2019.10.15 19:27:4063JPMsell36 / 360.002019.10.15 19:27:40filledtp 121.46
2019.12.03 16:50:2064JPMbuy33 / 330.00135.172019.12.03 16:50:20filledJPM
2019.12.06 16:31:4065JPMsell33 / 330.002019.12.06 16:31:40filledtp 135.17
2020.01.07 18:56:4066JPMbuy31 / 310.00143.042020.01.07 18:56:40filledJPM
2020.12.30 22:58:5967JPMsell31 / 310.002020.12.30 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
2010.01.21 17:27:402JPMbuyin9641.662-1.920.000.0099 998.08JPM
2010.03.17 17:43:403JPMsellout9643.743-1.92-0.47199.68100 195.37tp 43.74
2010.05.06 20:56:404JPMbuyin9741.224-1.940.000.00100 193.43JPM
2010.05.10 16:41:405JPMsellout9743.285-1.94-0.03199.82100 391.28tp 43.28
2010.05.25 16:31:006JPMbuyin10737.516-2.140.000.00100 389.14JPM
2010.05.26 16:31:407JPMsellout10739.387-2.14-0.01200.09100 587.08tp 39.38
2010.06.04 22:53:408JPMbuyin10737.528-2.140.000.00100 584.94JPM
2010.06.21 16:31:009JPMsellout10739.409-2.14-0.17201.16100 783.79tp 39.40
2010.06.29 17:26:4010JPMbuyin10837.1710-2.160.000.00100 781.63JPM
2010.07.12 16:35:4011JPMsellout10839.0311-2.16-0.13200.88100 980.22tp 39.03
2010.08.20 16:49:2012JPMbuyin10936.8312-2.180.000.00100 978.04JPM
2010.09.03 16:31:0013JPMsellout10938.6713-2.18-0.14200.56101 176.28tp 38.67
2010.09.23 16:31:0014JPMbuyin10239.4214-2.040.000.00101 174.24JPM
2010.12.10 22:23:4015JPMsellout10241.3915-2.04-0.67200.94101 372.47tp 41.39
2011.04.14 16:32:4016JPMbuyin8945.5216-1.780.000.00101 370.69JPM
2013.02.01 18:32:4017JPMsellout8947.8017-1.78-5.51202.92101 566.32tp 47.80
2013.02.21 16:53:4018JPMbuyin8447.9318-1.680.000.00101 564.64JPM
2013.03.07 16:34:4019JPMsellout8450.3319-1.68-0.12201.60101 764.44tp 50.33
2013.03.18 16:31:0020JPMbuyin8349.0320-1.660.000.00101 762.78JPM
2013.05.16 16:51:4021JPMsellout8351.4821-1.66-0.51203.35101 963.96tp 51.48
2013.06.20 18:29:4022JPMbuyin7752.4422-1.540.000.00101 962.42JPM
2013.07.09 16:31:4023JPMsellout7755.0623-1.54-0.15201.74102 162.47tp 55.06
2013.08.27 21:26:4024JPMbuyin8050.7724-1.600.000.00102 160.87JPM
2013.09.10 16:31:0025JPMsellout8053.3125-1.60-0.11203.20102 362.36tp 53.31
2013.09.23 16:54:4026JPMbuyin7851.8726-1.560.000.00102 360.80JPM
2013.10.18 22:46:4027JPMsellout7854.4627-1.56-0.22202.02102 561.04tp 54.46
2013.11.01 16:31:0028JPMbuyin7951.4728-1.580.000.00102 559.46JPM
2013.11.11 16:49:4029JPMsellout7954.0429-1.58-0.08203.03102 760.83tp 54.04
2013.12.04 16:31:2030JPMbuyin7356.2630-1.460.000.00102 759.37JPM
2014.01.06 16:31:0031JPMsellout7359.0731-1.46-0.26205.13102 962.78tp 59.07
2014.01.13 22:43:4032JPMbuyin7157.5532-1.420.000.00102 961.36JPM
2014.03.20 20:16:4033JPMsellout7160.4333-1.42-0.55204.48103 163.87tp 60.43
2014.04.08 16:51:4034JPMbuyin7058.5234-1.400.000.00103 162.47JPM
2014.09.19 16:31:0035JPMsellout7061.4535-1.40-1.37205.10103 364.80tp 61.45
2014.09.29 16:31:0036JPMbuyin6959.8236-1.380.000.00103 363.42JPM
2014.12.05 17:08:4037JPMsellout6962.8137-1.38-0.57206.31103 567.78tp 62.81
2015.01.05 16:55:4038JPMbuyin6761.4738-1.340.000.00103 566.44JPM
2015.05.04 20:12:4039JPMsellout6764.5439-1.34-0.99205.69103 769.80tp 64.54
2015.07.07 18:24:4040JPMbuyin6365.3840-1.260.000.00103 768.54JPM
2015.07.14 16:34:4041JPMsellout6368.6541-1.26-0.06206.01103 973.23tp 68.65
2015.07.27 16:31:0042JPMbuyin6168.1842-1.220.000.00103 972.01JPM
2016.11.09 16:31:0043JPMsellout6171.5943-1.22-0.77208.01104 178.03tp 71.59
2017.01.17 16:31:0044JPMbuyin4984.8244-0.980.000.00104 177.05JPM
2017.02.14 17:14:2045JPMsellout4989.0645-0.98-0.05207.76104 383.78tp 89.06
2017.03.20 16:31:4046JPMbuyin4690.0746-0.920.000.00104 382.86JPM
2017.08.08 17:43:4047JPMsellout4694.5747-0.92-0.22207.00104 588.72tp 94.57
2017.09.05 17:29:4048JPMbuyin4689.8948-0.920.000.00104 587.80JPM
2017.09.20 17:59:4049JPMsellout4694.3849-0.92-0.03206.54104 793.39tp 94.38
2017.10.13 16:32:4050JPMbuyin4495.2950-0.880.000.00104 792.51JPM
2017.10.24 16:31:4051JPMsellout44100.0551-0.88-0.02209.44105 001.05tp 100.05
2017.11.07 17:45:4052JPMbuyin4299.9652-0.840.000.00105 000.21JPM
2017.11.30 16:33:4053JPMsellout42104.9653-0.84-0.03210.00105 209.34tp 104.96
2018.02.05 16:31:0054JPMbuyin37112.4454-0.740.000.00105 208.60JPM
2018.02.26 16:40:4055JPMsellout37118.0655-0.74-0.04207.94105 415.76tp 118.06
2018.03.02 16:37:4056JPMbuyin37111.5656-0.740.000.00105 415.02JPM
2018.03.09 17:50:4057JPMsellout37117.1457-0.74-0.01206.46105 620.73tp 117.14
2018.03.22 17:45:4058JPMbuyin37112.4958-0.740.000.00105 619.99JPM
2018.08.07 17:00:4059JPMsellout37118.1159-0.74-0.22207.94105 826.97tp 118.11
2018.10.10 22:41:4060JPMbuyin37112.0360-0.740.000.00105 826.23JPM
2019.09.12 18:59:4061JPMsellout37117.6361-0.74-0.55207.20106 032.14tp 117.63
2019.10.01 22:37:4062JPMbuyin36115.6862-0.720.000.00106 031.42JPM
2019.10.15 19:27:4063JPMsellout36121.4663-0.72-0.02208.08106 238.76tp 121.46
2019.12.03 16:50:2064JPMbuyin33128.7364-0.660.000.00106 238.10JPM
2019.12.06 16:31:4065JPMsellout33135.1765-0.660.00212.52106 449.96tp 135.17
2020.01.07 18:56:4066JPMbuyin31136.2366-0.620.000.00106 449.34JPM
2020.12.30 22:58:5967JPMsellout31125.5367-0.62-0.51-331.70106 116.51end of test
-89.80 -14.59 6 220.90 106 116.51