Strategy Tester Report
Darwinex-Demo (Build 2715)
Settings
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
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
Graph
Graph
Correlation (Profits,MFE): 0.69 Correlation (Profits,MAE): 0.11 Correlation (MFE,MAE): -0.0837
Graph
Minimal position holding time: 23:55:00 Maximal position holding time: 8995:00:40 Average position holding time: 2014:31:53
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2010.01.15 20:26:402CLbuy100 / 1000.0042.702010.01.15 20:26:40filledCL
2010.03.22 17:32:203CLsell100 / 1000.002010.03.22 17:32:20filledtp 42.70
2010.05.04 17:58:404CLbuy96 / 960.0044.492010.05.04 17:58:40filledCL
2011.06.20 22:34:405CLsell96 / 960.002011.06.20 22:34:40filledtp 44.49
2011.07.28 22:45:206CLbuy94 / 940.0045.362011.07.28 22:45:20filledCL
2011.08.30 21:00:407CLsell94 / 940.002011.08.30 21:00:40filledtp 45.36
2011.10.27 16:33:408CLbuy93 / 930.0046.372011.10.27 16:33:40filledCL
2011.12.21 20:13:409CLsell93 / 930.002011.12.21 20:13:40filledtp 46.37
2012.06.01 17:21:2010CLbuy83 / 830.0051.842012.06.01 17:21:20filledCL
2012.06.29 17:22:4011CLsell83 / 830.002012.06.29 17:22:40filledtp 51.84
2012.09.10 17:18:4012CLbuy78 / 780.0055.472012.09.10 17:18:40filledCL
2012.10.17 18:13:4013CLsell78 / 780.002012.10.17 18:13:40filledtp 55.47
2012.10.25 16:41:4014CLbuy77 / 770.0055.822012.10.25 16:41:40filledCL
2013.02.19 20:09:4015CLsell77 / 770.002013.02.19 20:09:40filledtp 55.82
2013.06.06 19:15:0016CLbuy71 / 710.0061.342013.06.06 19:15:00filledCL
2013.08.08 16:31:0017CLsell71 / 710.002013.08.08 16:31:00filledtp 61.34
2014.01.08 16:31:4018CLbuy64 / 640.0068.192014.01.08 16:31:40filledCL
2014.05.30 20:24:2019CLsell64 / 640.002014.05.30 20:24:20filledtp 68.19
2014.07.29 16:31:0020CLbuy61 / 610.0071.162014.07.29 16:31:00filledCL
2014.12.23 20:42:4021CLsell61 / 610.002014.12.23 20:42:40filledtp 71.16
2015.01.21 16:31:4022CLbuy60 / 600.0072.522015.01.21 16:31:40filledCL
2016.05.12 16:45:4023CLsell60 / 600.002016.05.12 16:45:40filledtp 72.52
2016.06.27 16:54:4024CLbuy59 / 590.0074.612016.06.27 16:54:40filledCL
2016.07.14 16:35:4025CLsell59 / 590.002016.07.14 16:35:40filledtp 74.61
2016.09.16 16:45:4026CLbuy57 / 570.0076.572016.09.16 16:45:40filledCL
2017.05.17 19:05:4027CLsell57 / 570.002017.05.17 19:05:40filledtp 76.57
2017.07.21 16:31:0028CLbuy59 / 590.0075.052017.07.21 16:31:00filledCL
2017.10.11 17:40:4029CLsell59 / 590.002017.10.11 17:40:40filledtp 75.05
2017.10.25 19:16:4030CLbuy58 / 580.0075.872017.10.25 19:16:40filledCL
2018.01.02 16:34:2031CLsell58 / 580.002018.01.02 16:34:20filledtp 75.87
2018.02.05 22:47:4032CLbuy59 / 590.0074.972018.02.05 22:47:40filledCL
2019.07.15 17:48:2033CLsell59 / 590.002019.07.15 17:48:20filledtp 74.97
2019.08.05 17:47:4034CLbuy59 / 590.0074.612019.08.05 17:47:40filledCL
2019.09.04 16:31:0035CLsell59 / 590.002019.09.04 16:31:00filledtp 74.61
2019.09.13 17:33:4036CLbuy59 / 590.0075.962019.09.13 17:33:40filledCL
2020.02.04 17:07:4037CLsell59 / 590.002020.02.04 17:07:40filledtp 75.96
2020.02.28 17:15:0038CLbuy62 / 620.0071.722020.02.28 17:15:00filledCL
2020.03.02 22:40:4039CLsell62 / 620.002020.03.02 22:40:40filledtp 71.72
2020.03.12 16:31:0040CLbuy65 / 650.0069.362020.03.12 16:31:00filledCL
2020.03.17 21:19:4041CLsell65 / 650.002020.03.17 21:19:40filledtp 69.36
2020.03.20 22:50:4042CLbuy68 / 680.0065.782020.03.20 22:50:40filledCL
2020.03.27 19:35:4043CLsell68 / 680.002020.03.27 19:35:40filledtp 65.78
2020.04.01 16:34:4044CLbuy65 / 650.0069.092020.04.01 16:34:40filledCL
2020.04.06 16:31:4045CLsell65 / 650.002020.04.06 16:31:40filledtp 69.09
2020.10.29 16:40:4046CLbuy56 / 560.0080.912020.10.29 16:40:40filledCL
2020.10.30 16:35:4047CLsell56 / 560.002020.10.30 16:35:40filledtp 80.91
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
2010.01.15 20:26:402CLbuyin10039.912-2.000.000.0099 998.00CL
2010.03.22 17:32:203CLsellout10042.703-2.00-0.56279.00100 274.44tp 42.70
2010.05.04 17:58:404CLbuyin9641.584-1.920.000.00100 272.52CL
2011.06.20 22:34:405CLsellout9644.495-1.92-3.53279.36100 546.43tp 44.49
2011.07.28 22:45:206CLbuyin9442.396-1.880.000.00100 544.55CL
2011.08.30 21:00:407CLsellout9445.367-1.88-0.28279.18100 821.57tp 45.36
2011.10.27 16:33:408CLbuyin9343.348-1.860.000.00100 819.71CL
2011.12.21 20:13:409CLsellout9346.379-1.86-0.47281.79101 099.17tp 46.37
2012.06.01 17:21:2010CLbuyin8348.4510-1.660.000.00101 097.51CL
2012.06.29 17:22:4011CLsellout8351.8411-1.66-0.24281.37101 376.98tp 51.84
2012.09.10 17:18:4012CLbuyin7851.8412-1.560.000.00101 375.42CL
2012.10.17 18:13:4013CLsellout7855.4713-1.56-0.32283.14101 656.68tp 55.47
2012.10.25 16:41:4014CLbuyin7752.1714-1.540.000.00101 655.14CL
2013.02.19 20:09:4015CLsellout7755.8215-1.54-0.94281.05101 933.71tp 55.82
2013.06.06 19:15:0016CLbuyin7157.3316-1.420.000.00101 932.29CL
2013.08.08 16:31:0017CLsellout7161.3417-1.42-0.53284.71102 215.05tp 61.34
2014.01.08 16:31:4018CLbuyin6463.7318-1.280.000.00102 213.77CL
2014.05.30 20:24:2019CLsellout6468.1919-1.28-1.18285.44102 496.75tp 68.19
2014.07.29 16:31:0020CLbuyin6166.5120-1.220.000.00102 495.53CL
2014.12.23 20:42:4021CLsellout6171.1621-1.22-0.23283.65102 777.73tp 71.16
2015.01.21 16:31:4022CLbuyin6067.7822-1.200.000.00102 776.53CL
2016.05.12 16:45:4023CLsellout6072.5223-1.20-0.79284.40103 058.94tp 72.52
2016.06.27 16:54:4024CLbuyin5969.7324-1.180.000.00103 057.76CL
2016.07.14 16:35:4025CLsellout5974.6125-1.18-0.03287.92103 344.47tp 74.61
2016.09.16 16:45:4026CLbuyin5771.5626-1.140.000.00103 343.33CL
2017.05.17 19:05:4027CLsellout5776.5727-1.14-0.41285.57103 627.35tp 76.57
2017.07.21 16:31:0028CLbuyin5970.1428-1.180.000.00103 626.17CL
2017.10.11 17:40:4029CLsellout5975.0529-1.18-0.13289.69103 914.55tp 75.05
2017.10.25 19:16:4030CLbuyin5870.9130-1.160.000.00103 913.39CL
2018.01.02 16:34:2031CLsellout5875.8731-1.16-0.12287.68104 199.79tp 75.87
2018.02.05 22:47:4032CLbuyin5970.0732-1.180.000.00104 198.61CL
2019.07.15 17:48:2033CLsellout5974.9733-1.18-0.89289.10104 485.64tp 74.97
2019.08.05 17:47:4034CLbuyin5969.7334-1.180.000.00104 484.46CL
2019.09.04 16:31:0035CLsellout5974.6135-1.18-0.05287.92104 771.15tp 74.61
2019.09.13 17:33:4036CLbuyin5970.9936-1.180.000.00104 769.97CL
2020.02.04 17:07:4037CLsellout5975.9637-1.18-0.25293.23105 061.77tp 75.96
2020.02.28 17:15:0038CLbuyin6267.0338-1.240.000.00105 060.53CL
2020.03.02 22:40:4039CLsellout6271.7239-1.24-0.01290.78105 350.06tp 71.72
2020.03.12 16:31:0040CLbuyin6564.8340-1.300.000.00105 348.76CL
2020.03.17 21:19:4041CLsellout6569.3641-1.30-0.04294.45105 641.87tp 69.36
2020.03.20 22:50:4042CLbuyin6861.4842-1.360.000.00105 640.51CL
2020.03.27 19:35:4043CLsellout6865.7843-1.36-0.06292.40105 931.49tp 65.78
2020.04.01 16:34:4044CLbuyin6564.5844-1.300.000.00105 930.19CL
2020.04.06 16:31:4045CLsellout6569.0945-1.30-0.04293.15106 222.00tp 69.09
2020.10.29 16:40:4046CLbuyin5675.6246-1.120.000.00106 220.88CL
2020.10.30 16:35:4047CLsellout5680.9147-1.120.00296.24106 516.00tp 80.91
-64.12 -11.10 6 591.22 106 516.00