Strategy Tester Report
Darwinex-Demo (Build 2715)
Settings
Expert: Stock Trader Hedge
Symbol: KMB
Period: H1 (2010.01.01 - 2020.12.31)
Inputs: T_0=General Settings
Comment=KMB
Slippage=5
MagicNumber=111515
MM_Type=0
AutoRisk=4
BalanceSettings=0
Balance=0
TakeProfit=3
RSI_Period=21
RSI_Level=60
Stochastic_Period=9
Stochastic_Level=70
CCI_Period=51
CCI_Level=150
Slow_CCI_TF=16396
Slow_CCI_Period=36
Slow_CCI_Level=100
InpLoadedPeriod=16385
Broker: Tradeslide Trading Tech Limited
Currency: USD
Initial Deposit: 100 000.00
Leverage: 1:1
Results
History Quality: 6%
Bars: 19328 Ticks: 4231865 Symbols: 1
Total Net Profit: 4 870.35 Balance Drawdown Absolute: 1.24 Equity Drawdown Absolute: 346.63
Gross Profit: 4 928.51 Balance Drawdown Maximal: 24.50 (0.02%) Equity Drawdown Maximal: 1 153.63 (1.12%)
Gross Loss: -58.16 Balance Drawdown Relative: 0.02% (24.50) Equity Drawdown Relative: 1.12% (1 153.63)
Profit Factor: 84.74 Expected Payoff: 115.96 Margin Level: 12321.02%
Recovery Factor: 4.22 Sharpe Ratio: 5.33 Z-Score: -2.12 (96.60%)
AHPR: 1.0011 (0.11%) LR Correlation: 1.00 OnTester result: 0
GHPR: 1.0011 (0.11%) LR Standard Error: 20.41
Total Trades: 42 Short Trades (won %): 0 (0.00%) Long Trades (won %): 42 (97.62%)
Total Deals: 84 Profit Trades (% of total): 41 (97.62%) Loss Trades (% of total): 1 (2.38%)
Largest profit trade: 125.06 Largest loss trade: -23.88
Average profit trade: 120.21 Average loss trade: -58.16
Maximum consecutive wins ($): 41 (4 928.51) Maximum consecutive losses ($): 1 (-23.88)
Maximal consecutive profit (count): 4 928.51 (41) Maximal consecutive loss (count): -23.88 (1)
Average consecutive wins: 41 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.95 Correlation (Profits,MAE): -0.09 Correlation (MFE,MAE): -0.0518
Graph
Minimal position holding time: 1:38:00 Maximal position holding time: 13342:42:00 Average position holding time: 918:23:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2010.01.04 16:31:402KMBbuy62 / 620.0065.732010.01.04 16:31:40filledKMB
2010.08.09 17:07:403KMBsell62 / 620.002010.08.09 17:07:40filledtp 65.73
2010.10.26 16:31:004KMBbuy62 / 620.0066.222010.10.26 16:31:00filledKMB
2011.01.25 16:31:005KMBsell62 / 620.002011.01.25 16:31:00filledtp 66.22
2011.03.14 17:31:206KMBbuy62 / 620.0066.022011.03.14 17:31:20filledKMB
2011.04.06 19:29:207KMBsell62 / 620.002011.04.06 19:29:20filledtp 66.02
2011.04.25 16:32:408KMBbuy62 / 620.0066.122011.04.25 16:32:40filledKMB
2011.04.29 16:34:409KMBsell62 / 620.002011.04.29 16:34:40filledtp 66.12
2011.06.10 22:38:4010KMBbuy62 / 620.0066.752011.06.10 22:38:40filledKMB
2011.06.20 18:33:0111KMBsell62 / 620.002011.06.20 18:33:01filledtp 66.75
2011.07.29 16:31:0012KMBbuy61 / 610.0067.162011.07.29 16:31:00filledKMB
2011.08.23 22:09:4013KMBsell61 / 610.002011.08.23 22:09:40filledtp 67.16
2011.11.01 16:31:2014KMBbuy58 / 580.0070.722011.11.01 16:31:20filledKMB
2011.11.08 20:57:4015KMBsell58 / 580.002011.11.08 20:57:40filledtp 70.72
2011.11.17 20:53:2016KMBbuy57 / 570.0071.672011.11.17 20:53:20filledKMB
2011.12.02 16:31:0017KMBsell57 / 570.002011.12.02 16:31:00filledtp 71.67
2012.01.30 16:31:4018KMBbuy57 / 570.0072.642012.01.30 16:31:40filledKMB
2012.02.03 16:31:2019KMBsell57 / 570.002012.02.03 16:31:20filledtp 72.64
2012.02.10 16:35:4020KMBbuy56 / 560.0073.562012.02.10 16:35:40filledKMB
2012.03.21 16:51:4021KMBsell56 / 560.002012.03.21 16:51:40filledtp 73.56
2012.08.07 17:37:4022KMBbuy49 / 490.0084.332012.08.07 17:37:40filledKMB
2012.08.21 16:31:2023KMBsell49 / 490.002012.08.21 16:31:20filledtp 84.33
2012.09.10 16:46:4024KMBbuy49 / 490.0084.872012.09.10 16:46:40filledKMB
2012.09.20 16:32:4025KMBsell49 / 490.002012.09.20 16:32:40filledtp 84.87
2012.10.25 17:50:4026KMBbuy48 / 480.0085.572012.10.25 17:50:40filledKMB
2012.11.19 16:31:0027KMBsell48 / 480.002012.11.19 16:31:00filledtp 85.57
2012.12.26 18:29:4028KMBbuy48 / 480.0085.982012.12.26 18:29:40filledKMB
2013.01.02 22:45:2029KMBsell48 / 480.002013.01.02 22:45:20filledtp 85.98
2013.05.29 19:15:0030KMBbuy40 / 400.00103.952013.05.29 19:15:00filledKMB
2013.10.23 17:23:4031KMBsell40 / 400.002013.10.23 17:23:40filledtp 103.95
2013.12.13 16:54:4032KMBbuy39 / 390.00106.572013.12.13 16:54:40filledKMB
2014.01.21 16:43:4033KMBsell39 / 390.002014.01.21 16:43:40filledtp 106.57
2014.04.22 17:41:4034KMBbuy37 / 370.00112.192014.04.22 17:41:40filledKMB
2014.04.30 17:01:2035KMBsell37 / 370.002014.04.30 17:01:20filledtp 112.19
2014.05.19 16:34:4036KMBbuy37 / 370.00112.522014.05.19 16:34:40filledKMB
2014.06.19 16:41:2037KMBsell37 / 370.002014.06.19 16:41:20filledtp 112.52
2014.07.22 16:32:4038KMBbuy36 / 360.00114.012014.07.22 16:32:40filledKMB
2014.10.29 16:36:4039KMBsell36 / 360.002014.10.29 16:36:40filledtp 114.01
2014.12.15 18:15:0040KMBbuy36 / 360.00115.982014.12.15 18:15:00filledKMB
2014.12.19 16:35:4041KMBsell36 / 360.002014.12.19 16:35:40filledtp 115.98
2015.01.23 16:36:4042KMBbuy36 / 360.00116.672015.01.23 16:36:40filledKMB
2015.08.05 16:35:4043KMBsell36 / 360.002015.08.05 16:35:40filledtp 116.67
2015.08.24 16:31:0044KMBbuy39 / 390.00108.222015.08.24 16:31:00filledKMB
2015.08.24 18:52:4045KMBsell39 / 390.002015.08.24 18:52:40filledtp 108.22
2015.08.24 18:52:4046KMBbuy37 / 370.00111.552015.08.24 18:52:40filledKMB
2015.10.05 20:04:4047KMBsell37 / 370.002015.10.05 20:04:40filledtp 111.55
2015.12.11 16:51:4048KMBbuy34 / 340.00122.152015.12.11 16:51:40filledKMB
2015.12.14 16:49:4049KMBsell34 / 340.002015.12.14 16:49:40filledtp 122.15
2016.04.21 21:40:4050KMBbuy31 / 310.00136.352016.04.21 21:40:40filledKMB
2016.06.30 19:14:4051KMBsell31 / 310.002016.06.30 19:14:40filledtp 136.35
2016.07.27 16:42:4052KMBbuy31 / 310.00134.562016.07.27 16:42:40filledKMB
2017.02.21 22:13:4053KMBsell31 / 310.002017.02.21 22:13:40filledtp 134.56
2017.04.20 18:51:4054KMBbuy31 / 310.00135.662017.04.20 18:51:40filledKMB
2019.06.07 17:33:4055KMBsell31 / 310.002019.06.07 17:33:40filledtp 135.66
2019.07.23 17:20:4056KMBbuy30 / 300.00137.302019.07.23 17:20:40filledKMB
2019.07.26 20:23:4057KMBsell30 / 300.002019.07.26 20:23:40filledtp 137.30
2019.08.05 21:38:2058KMBbuy30 / 300.00138.062019.08.05 21:38:20filledKMB
2019.08.08 18:28:4059KMBsell30 / 300.002019.08.08 18:28:40filledtp 138.06
2019.09.09 17:49:0060KMBbuy30 / 300.00138.912019.09.09 17:49:00filledKMB
2019.09.26 17:05:2061KMBsell30 / 300.002019.09.26 17:05:20filledtp 138.91
2019.10.22 17:16:4062KMBbuy31 / 310.00134.952019.10.22 17:16:40filledKMB
2019.10.24 16:32:4063KMBsell31 / 310.002019.10.24 16:32:40filledtp 134.95
2019.11.04 18:15:0064KMBbuy31 / 310.00134.512019.11.04 18:15:00filledKMB
2019.11.20 18:19:4065KMBsell31 / 310.002019.11.20 18:19:40filledtp 134.51
2020.02.25 21:30:4066KMBbuy29 / 290.00143.132020.02.25 21:30:40filledKMB
2020.03.03 17:00:4067KMBsell29 / 290.002020.03.03 17:00:40filledtp 143.13
2020.03.11 18:21:4068KMBbuy30 / 300.00143.882020.03.11 18:21:40filledKMB
2020.03.17 18:12:4069KMBsell30 / 300.002020.03.17 18:12:40filledtp 143.88
2020.03.19 19:41:4070KMBbuy33 / 330.00128.102020.03.19 19:41:40filledKMB
2020.03.19 21:19:4071KMBsell33 / 330.002020.03.19 21:19:40filledtp 128.10
2020.03.20 22:35:4072KMBbuy34 / 340.00122.962020.03.20 22:35:40filledKMB
2020.03.26 21:58:4073KMBsell34 / 340.002020.03.26 21:58:40filledtp 122.96
2020.06.05 16:31:4074KMBbuy30 / 300.00139.942020.06.05 16:31:40filledKMB
2020.06.05 18:23:4075KMBsell30 / 300.002020.06.05 18:23:40filledtp 139.94
2020.06.12 20:38:4076KMBbuy30 / 300.00140.032020.06.12 20:38:40filledKMB
2020.06.16 16:32:0077KMBsell30 / 300.002020.06.16 16:32:00filledtp 140.03
2020.06.26 22:25:4078KMBbuy30 / 300.00140.112020.06.26 22:25:40filledKMB
2020.06.30 16:32:4079KMBsell30 / 300.002020.06.30 16:32:40filledtp 140.11
2020.09.11 16:37:4080KMBbuy28 / 280.00151.892020.09.11 16:37:40filledKMB
2020.10.09 18:47:2081KMBsell28 / 280.002020.10.09 18:47:20filledtp 151.89
2020.10.22 16:31:0082KMBbuy30 / 300.00144.092020.10.22 16:31:00filledKMB
2020.11.17 18:04:4083KMBsell30 / 300.002020.11.17 18:04:40filledtp 144.09
2020.12.21 16:31:4084KMBbuy31 / 310.00137.902020.12.21 16:31:40filledKMB
2020.12.30 22:58:5985KMBsell31 / 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
2010.01.04 16:31:402KMBbuyin6263.822-1.240.000.0099 998.76KMB
2010.08.09 17:07:403KMBsellout6265.733-1.24-0.36118.42100 115.58tp 65.73
2010.10.26 16:31:004KMBbuyin6264.294-1.240.000.00100 114.34KMB
2011.01.25 16:31:005KMBsellout6266.225-1.24-0.16119.66100 232.60tp 66.22
2011.03.14 17:31:206KMBbuyin6264.106-1.240.000.00100 231.36KMB
2011.04.06 19:29:207KMBsellout6266.027-1.24-0.03119.04100 349.13tp 66.02
2011.04.25 16:32:408KMBbuyin6264.198-1.240.000.00100 347.89KMB
2011.04.29 16:34:409KMBsellout6266.129-1.24-0.02119.66100 466.29tp 66.12
2011.06.10 22:38:4010KMBbuyin6264.8110-1.240.000.00100 465.05KMB
2011.06.20 18:33:0111KMBsellout6266.7511-1.24-0.02120.28100 584.07tp 66.75
2011.07.29 16:31:0012KMBbuyin6165.2012-1.220.000.00100 582.85KMB
2011.08.23 22:09:4013KMBsellout6167.1613-1.22-0.04119.56100 701.15tp 67.16
2011.11.01 16:31:2014KMBbuyin5868.6614-1.160.000.00100 699.99KMB
2011.11.08 20:57:4015KMBsellout5870.7215-1.16-0.01119.48100 818.30tp 70.72
2011.11.17 20:53:2016KMBbuyin5769.5816-1.140.000.00100 817.16KMB
2011.12.02 16:31:0017KMBsellout5771.6717-1.14-0.03119.13100 935.12tp 71.67
2012.01.30 16:31:4018KMBbuyin5770.5218-1.140.000.00100 933.98KMB
2012.02.03 16:31:2019KMBsellout5772.6419-1.140.00120.84101 053.68tp 72.64
2012.02.10 16:35:4020KMBbuyin5671.4220-1.120.000.00101 052.56KMB
2012.03.21 16:51:4021KMBsellout5673.5621-1.12-0.07119.84101 171.21tp 73.56
2012.08.07 17:37:4022KMBbuyin4981.8722-0.980.000.00101 170.23KMB
2012.08.21 16:31:2023KMBsellout4984.3323-0.98-0.02120.54101 289.77tp 84.33
2012.09.10 16:46:4024KMBbuyin4982.4024-0.980.000.00101 288.79KMB
2012.09.20 16:32:4025KMBsellout4984.8725-0.98-0.01121.03101 408.83tp 84.87
2012.10.25 17:50:4026KMBbuyin4883.0826-0.960.000.00101 407.87KMB
2012.11.19 16:31:0027KMBsellout4885.5727-0.96-0.05119.52101 526.38tp 85.57
2012.12.26 18:29:4028KMBbuyin4883.4828-0.960.000.00101 525.42KMB
2013.01.02 22:45:2029KMBsellout4885.9829-0.96-0.02120.00101 644.44tp 85.98
2013.05.29 19:15:0030KMBbuyin40100.9230-0.800.000.00101 643.64KMB
2013.10.23 17:23:4031KMBsellout40103.9531-0.80-0.22121.20101 763.82tp 103.95
2013.12.13 16:54:4032KMBbuyin39103.4732-0.780.000.00101 763.04KMB
2014.01.21 16:43:4033KMBsellout39106.5733-0.78-0.08120.90101 883.08tp 106.57
2014.04.22 17:41:4034KMBbuyin37108.9234-0.740.000.00101 882.34KMB
2014.04.30 17:01:2035KMBsellout37112.1935-0.74-0.01120.99102 002.58tp 112.19
2014.05.19 16:34:4036KMBbuyin37109.2436-0.740.000.00102 001.84KMB
2014.06.19 16:41:2037KMBsellout37112.5237-0.74-0.05121.36102 122.41tp 112.52
2014.07.22 16:32:4038KMBbuyin36110.6938-0.720.000.00102 121.69KMB
2014.10.29 16:36:4039KMBsellout36114.0139-0.72-0.15119.52102 240.34tp 114.01
2014.12.15 18:15:0040KMBbuyin36112.6040-0.720.000.00102 239.62KMB
2014.12.19 16:35:4041KMBsellout36115.9841-0.720.00121.68102 360.58tp 115.98
2015.01.23 16:36:4042KMBbuyin36113.2742-0.720.000.00102 359.86KMB
2015.08.05 16:35:4043KMBsellout36116.6743-0.72-0.30122.40102 481.24tp 116.67
2015.08.24 16:31:0044KMBbuyin39105.0744-0.780.000.00102 480.46KMB
2015.08.24 18:52:4045KMBsellout39108.2245-0.780.00122.85102 602.53tp 108.22
2015.08.24 18:52:4046KMBbuyin37108.3046-0.740.000.00102 601.79KMB
2015.10.05 20:04:4047KMBsellout37111.5547-0.74-0.07120.25102 721.23tp 111.55
2015.12.11 16:51:4048KMBbuyin34118.5948-0.680.000.00102 720.55KMB
2015.12.14 16:49:4049KMBsellout34122.1549-0.68-0.01121.04102 840.90tp 122.15
2016.04.21 21:40:4050KMBbuyin31132.3850-0.620.000.00102 840.28KMB
2016.06.30 19:14:4051KMBsellout31136.3551-0.62-0.10123.07102 962.63tp 136.35
2016.07.27 16:42:4052KMBbuyin31130.6452-0.620.000.00102 962.01KMB
2017.02.21 22:13:4053KMBsellout31134.5653-0.62-0.30121.52103 082.61tp 134.56
2017.04.20 18:51:4054KMBbuyin31131.7154-0.620.000.00103 081.99KMB
2019.06.07 17:33:4055KMBsellout31135.6655-0.62-1.11122.45103 202.71tp 135.66
2019.07.23 17:20:4056KMBbuyin30133.3056-0.600.000.00103 202.11KMB
2019.07.26 20:23:4057KMBsellout30137.3057-0.600.00120.00103 321.51tp 137.30
2019.08.05 21:38:2058KMBbuyin30134.0458-0.600.000.00103 320.91KMB
2019.08.08 18:28:4059KMBsellout30138.0659-0.600.00120.60103 440.91tp 138.06
2019.09.09 17:49:0060KMBbuyin30134.8660-0.600.000.00103 440.31KMB
2019.09.26 17:05:2061KMBsellout30138.9161-0.60-0.02121.50103 561.19tp 138.91
2019.10.22 17:16:4062KMBbuyin31131.0262-0.620.000.00103 560.57KMB
2019.10.24 16:32:4063KMBsellout31134.9563-0.620.00121.83103 681.78tp 134.95
2019.11.04 18:15:0064KMBbuyin31130.5964-0.620.000.00103 681.16KMB
2019.11.20 18:19:4065KMBsellout31134.5165-0.62-0.02121.52103 802.04tp 134.51
2020.02.25 21:30:4066KMBbuyin29138.9666-0.580.000.00103 801.46KMB
2020.03.03 17:00:4067KMBsellout29143.1367-0.58-0.01120.93103 921.80tp 143.13
2020.03.11 18:21:4068KMBbuyin30139.8268-0.600.000.00103 921.20KMB
2020.03.17 18:12:4069KMBsellout30143.8869-0.60-0.01121.80104 042.39tp 143.88
2020.03.19 19:41:4070KMBbuyin33124.3770-0.660.000.00104 041.73KMB
2020.03.19 21:19:4071KMBsellout33128.1071-0.660.00123.09104 164.16tp 128.10
2020.03.20 22:35:4072KMBbuyin34119.3872-0.680.000.00104 163.48KMB
2020.03.26 21:58:4073KMBsellout34122.9673-0.68-0.01121.72104 284.51tp 122.96
2020.06.05 16:31:4074KMBbuyin30135.8774-0.600.000.00104 283.91KMB
2020.06.05 18:23:4075KMBsellout30139.9475-0.600.00122.10104 405.41tp 139.94
2020.06.12 20:38:4076KMBbuyin30135.9576-0.600.000.00104 404.81KMB
2020.06.16 16:32:0077KMBsellout30140.0377-0.60-0.01122.40104 526.60tp 140.03
2020.06.26 22:25:4078KMBbuyin30136.0378-0.600.000.00104 526.00KMB
2020.06.30 16:32:4079KMBsellout30140.1179-0.60-0.01122.40104 647.79tp 140.11
2020.09.11 16:37:4080KMBbuyin28147.4780-0.560.000.00104 647.23KMB
2020.10.09 18:47:2081KMBsellout28151.8981-0.56-0.04123.76104 770.39tp 151.89
2020.10.22 16:31:0082KMBbuyin30139.9082-0.600.000.00104 769.79KMB
2020.11.17 18:04:4083KMBsellout30144.0983-0.60-0.04125.70104 894.85tp 144.09
2020.12.21 16:31:4084KMBbuyin31133.8984-0.620.000.00104 894.23KMB
2020.12.30 22:58:5985KMBsellout31133.1485-0.62-0.01-23.25104 870.35end of test
-68.56 -3.42 4 942.33 104 870.35