Strategy Tester Report
Darwinex-Demo (Build 2715)
Settings
Expert: Stock Trader Hedge
Symbol: CAT
Period: H1 (2010.01.01 - 2020.12.31)
Inputs: T_0=General Settings
Comment=CAT
Slippage=5
MagicNumber=111506
MM_Type=0
AutoRisk=4
BalanceSettings=0
Balance=0
TakeProfit=3
RSI_Period=21
RSI_Level=60
Stochastic_Period=21
Stochastic_Level=80
CCI_Period=36
CCI_Level=200
Slow_CCI_TF=16390
Slow_CCI_Period=36
Slow_CCI_Level=150
InpLoadedPeriod=16385
Broker: Tradeslide Trading Tech Limited
Currency: USD
Initial Deposit: 100 000.00
Leverage: 1:1
Results
History Quality: 5%
Bars: 19328 Ticks: 4273600 Symbols: 1
Total Net Profit: 5 896.56 Balance Drawdown Absolute: 1.42 Equity Drawdown Absolute: 9.23
Gross Profit: 5 939.84 Balance Drawdown Maximal: 1.52 (0.00%) Equity Drawdown Maximal: 2 028.84 (1.96%)
Gross Loss: -43.28 Balance Drawdown Relative: 0.00% (1.52) Equity Drawdown Relative: 1.96% (2 028.84)
Profit Factor: 137.24 Expected Payoff: 121.22 Margin Level: 12350.80%
Recovery Factor: 2.91 Sharpe Ratio: 139.51 Z-Score: 0.00 (0.00%)
AHPR: 1.0012 (0.12%) LR Correlation: 1.00 OnTester result: 0
GHPR: 1.0012 (0.12%) LR Standard Error: 14.64
Total Trades: 49 Short Trades (won %): 0 (0.00%) Long Trades (won %): 49 (100.00%)
Total Deals: 98 Profit Trades (% of total): 49 (100.00%) Loss Trades (% of total): 0 (0.00%)
Largest profit trade: 126.00 Largest loss trade: 0.00
Average profit trade: 121.22 Average loss trade: 0.00
Maximum consecutive wins ($): 49 (5 939.84) Maximum consecutive losses ($): 0 (0.00)
Maximal consecutive profit (count): 5 939.84 (49) Maximal consecutive loss (count): 0.00 (0)
Average consecutive wins: 49 Average consecutive losses: 0
Graph
Graph
Correlation (Profits,MFE): 0.26 Correlation (Profits,MAE): -0.30 Correlation (MFE,MAE): -0.4749
Graph
Minimal position holding time: 0:22:00 Maximal position holding time: 18815:50:20 Average position holding time: 927:24:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2010.01.22 17:16:202CATbuy71 / 710.0057.512010.01.22 17:16:20filledCAT
2010.01.22 18:35:403CATsell71 / 710.002010.01.22 18:35:40filledtp 57.51
2010.01.22 22:52:204CATbuy74 / 740.0055.662010.01.22 22:52:20filledCAT
2010.01.25 16:42:405CATsell74 / 740.002010.01.25 16:42:40filledtp 55.66
2010.01.27 16:31:006CATbuy76 / 760.0053.892010.01.27 16:31:00filledCAT
2010.02.03 16:36:407CATsell76 / 760.002010.02.03 16:36:40filledtp 53.89
2010.05.05 16:33:408CATbuy62 / 620.0066.632010.05.05 16:33:40filledCAT
2010.05.05 17:45:409CATsell62 / 620.002010.05.05 17:45:40filledtp 66.63
2010.05.06 21:20:4010CATbuy64 / 640.0063.982010.05.06 21:20:40filledCAT
2010.05.06 22:08:4011CATsell64 / 640.002010.05.06 22:08:40filledtp 63.98
2010.05.06 22:26:4012CATbuy65 / 650.0063.502010.05.06 22:26:40filledCAT
2010.05.06 22:48:4013CATsell65 / 650.002010.05.06 22:48:40filledtp 63.50
2010.05.07 17:26:4014CATbuy65 / 650.0063.282010.05.07 17:26:40filledCAT
2010.05.07 18:17:4015CATsell65 / 650.002010.05.07 18:17:40filledtp 63.28
2010.05.17 20:40:4016CATbuy65 / 650.0063.872010.05.17 20:40:40filledCAT
2010.05.17 22:53:4017CATsell65 / 650.002010.05.17 22:53:40filledtp 63.87
2010.05.19 18:40:4018CATbuy67 / 670.0061.502010.05.19 18:40:40filledCAT
2010.05.19 20:03:4019CATsell67 / 670.002010.05.19 20:03:40filledtp 61.50
2010.05.20 16:47:4020CATbuy69 / 690.0060.302010.05.20 16:47:40filledCAT
2010.05.20 21:48:4021CATsell69 / 690.002010.05.20 21:48:40filledtp 60.30
2010.05.25 16:31:2022CATbuy72 / 720.0057.502010.05.25 16:31:20filledCAT
2010.05.25 18:08:4023CATsell72 / 720.002010.05.25 18:08:40filledtp 57.50
2010.06.07 17:52:4024CATbuy72 / 720.0057.502010.06.07 17:52:40filledCAT
2010.06.09 16:31:4025CATsell72 / 720.002010.06.09 16:31:40filledtp 57.50
2010.08.24 16:31:0026CATbuy62 / 620.0067.362010.08.24 16:31:00filledCAT
2010.09.01 16:32:4027CATsell62 / 620.002010.09.01 16:32:40filledtp 67.36
2010.10.19 22:31:2028CATbuy52 / 520.0080.212010.10.19 22:31:20filledCAT
2010.10.20 18:27:2029CATsell52 / 520.002010.10.20 18:27:20filledtp 80.21
2010.10.21 20:58:4030CATbuy52 / 520.0080.162010.10.21 20:58:40filledCAT
2010.11.01 17:30:2031CATsell52 / 520.002010.11.01 17:30:20filledtp 80.16
2011.03.10 16:31:0032CATbuy40 / 400.00103.272011.03.10 16:31:00filledCAT
2011.03.17 22:46:4033CATsell40 / 400.002011.03.17 22:46:40filledtp 103.27
2011.04.18 16:31:4034CATbuy39 / 390.00107.422011.04.18 16:31:40filledCAT
2011.04.20 16:31:0035CATsell39 / 390.002011.04.20 16:31:00filledtp 107.42
2011.05.17 18:27:4036CATbuy39 / 390.00105.432011.05.17 18:27:40filledCAT
2011.05.18 22:20:4037CATsell39 / 390.002011.05.18 22:20:40filledtp 105.43
2011.05.23 16:31:0038CATbuy40 / 400.00103.522011.05.23 16:31:00filledCAT
2011.05.25 18:45:4039CATsell40 / 400.002011.05.25 18:45:40filledtp 103.52
2011.06.03 16:33:4040CATbuy41 / 410.00102.142011.06.03 16:33:40filledCAT
2011.06.03 17:32:4041CATsell41 / 410.002011.06.03 17:32:40filledtp 102.14
2011.06.10 18:15:0042CATbuy42 / 420.0099.522011.06.10 18:15:00filledCAT
2011.06.21 16:31:2043CATsell42 / 420.002011.06.21 16:31:20filledtp 99.52
2011.07.22 16:40:4044CATbuy39 / 390.00106.322011.07.22 16:40:40filledCAT
2011.07.22 18:33:2045CATsell39 / 390.002011.07.22 18:33:20filledtp 106.32
2011.07.29 16:36:4046CATbuy42 / 420.00100.542011.07.29 16:36:40filledCAT
2011.08.01 16:31:0047CATsell42 / 420.002011.08.01 16:31:00filledtp 100.54
2011.08.03 16:49:4048CATbuy42 / 420.0099.152011.08.03 16:49:40filledCAT
2012.01.10 16:32:4049CATsell42 / 420.002012.01.10 16:32:40filledtp 99.15
2012.03.05 16:35:4050CATbuy37 / 370.00113.682012.03.05 16:35:40filledCAT
2012.03.16 16:31:0051CATsell37 / 370.002012.03.16 16:31:00filledtp 113.68
2012.03.22 17:47:4052CATbuy38 / 380.00109.572012.03.22 17:47:40filledCAT
2012.03.26 16:34:4053CATsell38 / 380.002012.03.26 16:34:40filledtp 109.57
2012.03.28 17:54:4054CATbuy39 / 390.00107.962012.03.28 17:54:40filledCAT
2012.04.03 16:42:2055CATsell39 / 390.002012.04.03 16:42:20filledtp 107.96
2012.04.10 18:51:4056CATbuy40 / 400.00103.842012.04.10 18:51:40filledCAT
2012.04.12 16:48:4057CATsell40 / 400.002012.04.12 16:48:40filledtp 103.84
2012.04.25 21:15:4058CATbuy40 / 400.00105.392012.04.25 21:15:40filledCAT
2014.04.24 16:31:0059CATsell40 / 400.002014.04.24 16:31:00filledtp 105.39
2014.05.20 16:44:4060CATbuy40 / 400.00106.542014.05.20 16:44:40filledCAT
2014.06.05 19:44:2061CATsell40 / 400.002014.06.05 19:44:20filledtp 106.54
2014.07.23 16:40:4062CATbuy38 / 380.00111.482014.07.23 16:40:40filledCAT
2017.07.25 16:31:0063CATsell38 / 380.002017.07.25 16:31:00filledtp 111.48
2018.02.02 17:15:0064CATbuy26 / 260.00164.142018.02.02 17:15:00filledCAT
2018.02.27 16:36:4065CATsell26 / 260.002018.02.27 16:36:40filledtp 164.14
2018.03.02 16:39:4066CATbuy28 / 280.00151.192018.03.02 16:39:40filledCAT
2018.03.05 19:46:4067CATsell28 / 280.002018.03.05 19:46:40filledtp 151.19
2018.03.22 22:38:4068CATbuy28 / 280.00152.162018.03.22 22:38:40filledCAT
2018.04.13 16:31:0069CATsell28 / 280.002018.04.13 16:31:00filledtp 152.16
2018.05.03 17:15:2070CATbuy29 / 290.00143.732018.05.03 17:15:20filledCAT
2018.05.03 21:33:4071CATsell29 / 290.002018.05.03 21:33:40filledtp 143.73
2018.06.15 16:31:0072CATbuy27 / 270.00155.492018.06.15 16:31:00filledCAT
2018.09.20 16:31:0073CATsell27 / 270.002018.09.20 16:31:00filledtp 155.49
2018.10.18 16:34:4074CATbuy30 / 300.00141.352018.10.18 16:34:40filledCAT
2018.12.03 16:31:0075CATsell30 / 300.002018.12.03 16:31:00filledtp 141.35
2018.12.24 16:57:4076CATbuy35 / 350.00120.282018.12.24 16:57:40filledCAT
2018.12.26 19:37:4077CATsell35 / 350.002018.12.26 19:37:40filledtp 120.28
2019.01.28 16:42:2078CATbuy33 / 330.00127.922019.01.28 16:42:20filledCAT
2019.01.29 18:58:4079CATsell33 / 330.002019.01.29 18:58:40filledtp 127.92
2019.03.08 16:31:0080CATbuy32 / 320.00134.282019.03.08 16:31:00filledCAT
2019.03.15 16:38:4081CATsell32 / 320.002019.03.15 16:38:40filledtp 134.28
2019.03.22 18:52:4082CATbuy32 / 320.00133.692019.03.22 18:52:40filledCAT
2019.03.29 16:31:0083CATsell32 / 320.002019.03.29 16:31:00filledtp 133.69
2019.04.25 16:31:4084CATbuy30 / 300.00140.312019.04.25 16:31:40filledCAT
2019.04.29 16:45:4085CATsell30 / 300.002019.04.29 16:45:40filledtp 140.31
2019.05.02 18:45:4086CATbuy31 / 310.00138.732019.05.02 18:45:40filledCAT
2019.05.03 21:14:4087CATsell31 / 310.002019.05.03 21:14:40filledtp 138.73
2019.05.09 16:31:0088CATbuy32 / 320.00133.342019.05.09 16:31:00filledCAT
2019.06.20 16:31:0089CATsell32 / 320.002019.06.20 16:31:00filledtp 133.34
2019.07.24 16:31:0090CATbuy32 / 320.00134.772019.07.24 16:31:00filledCAT
2019.07.25 22:29:4091CATsell32 / 320.002019.07.25 22:29:40filledtp 134.77
2019.08.01 20:33:4092CATbuy32 / 320.00134.462019.08.01 20:33:40filledCAT
2019.10.23 16:32:4093CATsell32 / 320.002019.10.23 16:32:40filledtp 134.46
2019.12.03 16:31:0094CATbuy30 / 300.00143.322019.12.03 16:31:00filledCAT
2019.12.06 17:04:4095CATsell30 / 300.002019.12.06 17:04:40filledtp 143.32
2020.01.22 17:51:4096CATbuy29 / 290.00148.972020.01.22 17:51:40filledCAT
2020.09.02 16:37:4097CATsell29 / 290.002020.09.02 16:37:40filledtp 148.97
2020.12.29 19:52:4098CATbuy24 / 240.00181.072020.12.29 19:52:40filledCAT
2020.12.30 16:39:4099CATsell24 / 240.002020.12.30 16:39:40filledtp 181.07
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
2010.01.22 17:16:202CATbuyin7155.842-1.420.000.0099 998.58CAT
2010.01.22 18:35:403CATsellout7157.513-1.420.00118.57100 115.73tp 57.51
2010.01.22 22:52:204CATbuyin7454.044-1.480.000.00100 114.25CAT
2010.01.25 16:42:405CATsellout7455.665-1.48-0.02119.88100 232.63tp 55.66
2010.01.27 16:31:006CATbuyin7652.326-1.520.000.00100 231.11CAT
2010.02.03 16:36:407CATsellout7653.897-1.52-0.06119.32100 348.85tp 53.89
2010.05.05 16:33:408CATbuyin6264.698-1.240.000.00100 347.61CAT
2010.05.05 17:45:409CATsellout6266.639-1.240.00120.28100 466.65tp 66.63
2010.05.06 21:20:4010CATbuyin6462.1210-1.280.000.00100 465.37CAT
2010.05.06 22:08:4011CATsellout6463.9811-1.280.00119.04100 583.13tp 63.98
2010.05.06 22:26:4012CATbuyin6561.6512-1.300.000.00100 581.83CAT
2010.05.06 22:48:4013CATsellout6563.5013-1.300.00120.25100 700.78tp 63.50
2010.05.07 17:26:4014CATbuyin6561.4414-1.300.000.00100 699.48CAT
2010.05.07 18:17:4015CATsellout6563.2815-1.300.00119.60100 817.78tp 63.28
2010.05.17 20:40:4016CATbuyin6562.0116-1.300.000.00100 816.48CAT
2010.05.17 22:53:4017CATsellout6563.8717-1.300.00120.90100 936.08tp 63.87
2010.05.19 18:40:4018CATbuyin6759.7118-1.340.000.00100 934.74CAT
2010.05.19 20:03:4019CATsellout6761.5019-1.340.00119.93101 053.33tp 61.50
2010.05.20 16:47:4020CATbuyin6958.5420-1.380.000.00101 051.95CAT
2010.05.20 21:48:4021CATsellout6960.3021-1.380.00121.44101 172.01tp 60.30
2010.05.25 16:31:2022CATbuyin7255.8322-1.440.000.00101 170.57CAT
2010.05.25 18:08:4023CATsellout7257.5023-1.440.00120.24101 289.37tp 57.50
2010.06.07 17:52:4024CATbuyin7255.8324-1.440.000.00101 287.93CAT
2010.06.09 16:31:4025CATsellout7257.5025-1.44-0.02120.24101 406.71tp 57.50
2010.08.24 16:31:0026CATbuyin6265.4026-1.240.000.00101 405.47CAT
2010.09.01 16:32:4027CATsellout6267.3627-1.24-0.01121.52101 525.74tp 67.36
2010.10.19 22:31:2028CATbuyin5277.8728-1.040.000.00101 524.70CAT
2010.10.20 18:27:2029CATsellout5280.2129-1.040.00121.68101 645.34tp 80.21
2010.10.21 20:58:4030CATbuyin5277.8330-1.040.000.00101 644.30CAT
2010.11.01 17:30:2031CATsellout5280.1631-1.04-0.02121.16101 764.40tp 80.16
2011.03.10 16:31:0032CATbuyin40100.2632-0.800.000.00101 763.60CAT
2011.03.17 22:46:4033CATsellout40103.2733-0.80-0.01120.40101 883.19tp 103.27
2011.04.18 16:31:4034CATbuyin39104.2934-0.780.000.00101 882.41CAT
2011.04.20 16:31:0035CATsellout39107.4235-0.780.00122.07102 003.70tp 107.42
2011.05.17 18:27:4036CATbuyin39102.3636-0.780.000.00102 002.92CAT
2011.05.18 22:20:4037CATsellout39105.4337-0.780.00119.73102 121.87tp 105.43
2011.05.23 16:31:0038CATbuyin40100.5138-0.800.000.00102 121.07CAT
2011.05.25 18:45:4039CATsellout40103.5239-0.800.00120.40102 240.67tp 103.52
2011.06.03 16:33:4040CATbuyin4199.1740-0.820.000.00102 239.85CAT
2011.06.03 17:32:4041CATsellout41102.1441-0.820.00121.77102 360.80tp 102.14
2011.06.10 18:15:0042CATbuyin4296.6242-0.840.000.00102 359.96CAT
2011.06.21 16:31:2043CATsellout4299.5243-0.84-0.02121.80102 480.90tp 99.52
2011.07.22 16:40:4044CATbuyin39103.2244-0.780.000.00102 480.12CAT
2011.07.22 18:33:2045CATsellout39106.3245-0.780.00120.90102 600.24tp 106.32
2011.07.29 16:36:4046CATbuyin4297.6146-0.840.000.00102 599.40CAT
2011.08.01 16:31:0047CATsellout42100.5447-0.84-0.01123.06102 721.61tp 100.54
2011.08.03 16:49:4048CATbuyin4296.2648-0.840.000.00102 720.77CAT
2012.01.10 16:32:4049CATsellout4299.1549-0.84-0.26121.38102 841.05tp 99.15
2012.03.05 16:35:4050CATbuyin37110.3750-0.740.000.00102 840.31CAT
2012.03.16 16:31:0051CATsellout37113.6851-0.74-0.01122.47102 962.03tp 113.68
2012.03.22 17:47:4052CATbuyin38106.3852-0.760.000.00102 961.27CAT
2012.03.26 16:34:4053CATsellout38109.5753-0.76-0.01121.22103 081.72tp 109.57
2012.03.28 17:54:4054CATbuyin39104.8254-0.780.000.00103 080.94CAT
2012.04.03 16:42:2055CATsellout39107.9655-0.78-0.01122.46103 202.61tp 107.96
2012.04.10 18:51:4056CATbuyin40100.8256-0.800.000.00103 201.81CAT
2012.04.12 16:48:4057CATsellout40103.8457-0.800.00120.80103 321.81tp 103.84
2012.04.25 21:15:4058CATbuyin40102.3258-0.800.000.00103 321.01CAT
2014.04.24 16:31:0059CATsellout40105.3959-0.80-1.18122.80103 441.83tp 105.39
2014.05.20 16:44:4060CATbuyin40103.4460-0.800.000.00103 441.03CAT
2014.06.05 19:44:2061CATsellout40106.5461-0.80-0.03124.00103 564.20tp 106.54
2014.07.23 16:40:4062CATbuyin38108.2362-0.760.000.00103 563.44CAT
2017.07.25 16:31:0063CATsellout38111.4863-0.76-1.73123.50103 684.45tp 111.48
2018.02.02 17:15:0064CATbuyin26159.3664-0.520.000.00103 683.93CAT
2018.02.27 16:36:4065CATsellout26164.1465-0.52-0.04124.28103 807.65tp 164.14
2018.03.02 16:39:4066CATbuyin28146.7966-0.560.000.00103 807.09CAT
2018.03.05 19:46:4067CATsellout28151.1967-0.56-0.01123.20103 929.72tp 151.19
2018.03.22 22:38:4068CATbuyin28147.7368-0.560.000.00103 929.16CAT
2018.04.13 16:31:0069CATsellout28152.1669-0.56-0.03124.04104 052.61tp 152.16
2018.05.03 17:15:2070CATbuyin29139.5470-0.580.000.00104 052.03CAT
2018.05.03 21:33:4071CATsellout29143.7371-0.580.00121.51104 172.96tp 143.73
2018.06.15 16:31:0072CATbuyin27150.9672-0.540.000.00104 172.42CAT
2018.09.20 16:31:0073CATsellout27155.4973-0.54-0.14122.31104 294.05tp 155.49
2018.10.18 16:34:4074CATbuyin30137.2374-0.600.000.00104 293.45CAT
2018.12.03 16:31:0075CATsellout30141.3575-0.60-0.07123.60104 416.38tp 141.35
2018.12.24 16:57:4076CATbuyin35116.7876-0.700.000.00104 415.68CAT
2018.12.26 19:37:4077CATsellout35120.2877-0.700.00122.50104 537.48tp 120.28
2019.01.28 16:42:2078CATbuyin33124.1978-0.660.000.00104 536.82CAT
2019.01.29 18:58:4079CATsellout33127.9279-0.660.00123.09104 659.25tp 127.92
2019.03.08 16:31:0080CATbuyin32130.3780-0.640.000.00104 658.61CAT
2019.03.15 16:38:4081CATsellout32134.2881-0.64-0.01125.12104 783.08tp 134.28
2019.03.22 18:52:4082CATbuyin32129.8082-0.640.000.00104 782.44CAT
2019.03.29 16:31:0083CATsellout32133.6983-0.64-0.01124.48104 906.27tp 133.69
2019.04.25 16:31:4084CATbuyin30136.2284-0.600.000.00104 905.67CAT
2019.04.29 16:45:4085CATsellout30140.3185-0.60-0.01122.70105 027.76tp 140.31
2019.05.02 18:45:4086CATbuyin31134.6986-0.620.000.00105 027.14CAT
2019.05.03 21:14:4087CATsellout31138.7387-0.620.00125.24105 151.76tp 138.73
2019.05.09 16:31:0088CATbuyin32129.4688-0.640.000.00105 151.12CAT
2019.06.20 16:31:0089CATsellout32133.3489-0.64-0.07124.16105 274.57tp 133.34
2019.07.24 16:31:0090CATbuyin32130.8590-0.640.000.00105 273.93CAT
2019.07.25 22:29:4091CATsellout32134.7791-0.640.00125.44105 398.73tp 134.77
2019.08.01 20:33:4092CATbuyin32130.5492-0.640.000.00105 398.09CAT
2019.10.23 16:32:4093CATsellout32134.4693-0.64-0.13125.44105 522.76tp 134.46
2019.12.03 16:31:0094CATbuyin30139.1594-0.600.000.00105 522.16CAT
2019.12.06 17:04:4095CATsellout30143.3295-0.600.00125.10105 646.66tp 143.32
2020.01.22 17:51:4096CATbuyin29144.6396-0.580.000.00105 646.08CAT
2020.09.02 16:37:4097CATsellout29148.9797-0.58-0.32125.86105 771.04tp 148.97
2020.12.29 19:52:4098CATbuyin24175.8098-0.480.000.00105 770.56CAT
2020.12.30 16:39:4099CATsellout24181.0799-0.480.00126.48105 896.56tp 181.07
-86.56 -4.24 5 987.36 105 896.56