Strategy Tester Report
Darwinex-Live (Build 2815)
Settings
Expert:			Stock Trader Hedge
Symbol:			ABBV
Period:			H1 (2012.01.01 - 2021.12.31)
Inputs:			T_0=General Settings
			Comment=ABBV
			Slippage=5
			MagicNumber=100001
			Balance_Type=0
			MM_Type=0
			AutoRisk=5
			TimeFrame=16385
			TakeProfit=5
			RSI_Period=18
			RSI_Level=70
			Stochastic_Period=12
			Stochastic_Level=80
			CCI_Period=51
			CCI_Level=150
			Slow_CCI_TF=16386
			Slow_CCI_Period=21
			Slow_CCI_Level=150
			InpLoadedPeriod=16385
Broker:			Darwinex
Currency:			USD
Initial Deposit:			100 000.00
Leverage:			1:1
Results
History Quality:			7%
Bars:			14380	Ticks:			55951	Symbols:			1
Total Net Profit:			6 421.43	Balance Drawdown Absolute:			2.74	Equity Drawdown Absolute:			174.05
Gross Profit:			6 614.00	Balance Drawdown Maximal:			148.89 (0.14%)	Equity Drawdown Maximal:			2 099.61 (1.98%)
Gross Loss:			-192.57	Balance Drawdown Relative:			0.14% (148.89)	Equity Drawdown Relative:			1.98% (2 099.61)
Profit Factor:			34.35	Expected Payoff:			237.83	Margin Level:			9844.09%
Recovery Factor:			3.06	Sharpe Ratio:			3.19	Z-Score:			-1.63 (89.69%)
AHPR:			1.0023 (0.23%)	LR Correlation:			1.00	OnTester result:			0
GHPR:			1.0023 (0.23%)	LR Standard Error:			69.18
Total Trades:			27	Short Trades (won %):			0 (0.00%)	Long Trades (won %):			27 (96.30%)
Total Deals:			54	Profit Trades (% of total):			26 (96.30%)	Loss Trades (% of total):			1 (3.70%)
				Largest profit trade:			264.65	Largest loss trade:			-147.93
				Average profit trade:			254.38	Average loss trade:			-192.57
				Maximum consecutive wins ($):			26 (6 614.00)	Maximum consecutive losses ($):			1 (-147.93)
				Maximal consecutive profit (count):			6 614.00 (26)	Maximal consecutive loss (count):			-147.93 (1)
				Average consecutive wins:			26	Average consecutive losses:			1
Correlation (Profits,MFE):			0.85	Correlation (Profits,MAE):			-0.02	Correlation (MFE,MAE):			-0.1112
Minimal position holding time:			0:59:58	Maximal position holding time:			15936:59:58	Average position holding time:			1599:08:51

Orders
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2013.02.07 18:00:00	2	ABBV	buy	137 / 137		0.00		38.14	2013.02.07 18:00:00		filled	ABBV
2013.02.19 20:59:59	3	ABBV	sell	137 / 137		0.00			2013.02.19 20:59:59		filled	tp 38.14
2013.02.27 16:00:00	4	ABBV	buy	137 / 137		0.00		38.38	2013.02.27 16:00:00		filled	ABBV
2013.03.05 16:00:00	5	ABBV	sell	137 / 137		0.00			2013.03.05 16:00:00		filled	tp 38.38
2013.03.12 22:00:00	6	ABBV	buy	135 / 135		0.00		38.95	2013.03.12 22:00:00		filled	ABBV
2013.03.20 17:59:58	7	ABBV	sell	135 / 135		0.00			2013.03.20 17:59:58		filled	tp 38.95
2013.05.09 16:00:00	8	ABBV	buy	116 / 116		0.00		45.43	2013.05.09 16:00:00		filled	ABBV
2013.05.14 18:59:58	9	ABBV	sell	116 / 116		0.00			2013.05.14 18:59:58		filled	tp 45.43
2013.05.24 18:00:00	10	ABBV	buy	110 / 110		0.00		48.09	2013.05.24 18:00:00		filled	ABBV
2013.09.18 21:59:59	11	ABBV	sell	110 / 110		0.00			2013.09.18 21:59:59		filled	tp 48.09
2013.09.25 17:00:00	12	ABBV	buy	111 / 111		0.00		47.50	2013.09.25 17:00:00		filled	ABBV
2013.10.17 19:59:58	13	ABBV	sell	111 / 111		0.00			2013.10.17 19:59:58		filled	tp 47.50
2013.11.05 21:00:00	14	ABBV	buy	105 / 105		0.00		50.46	2013.11.05 21:00:00		filled	ABBV
2013.12.06 16:59:58	15	ABBV	sell	105 / 105		0.00			2013.12.06 16:59:58		filled	tp 50.46
2014.01.02 16:00:00	16	ABBV	buy	98 / 98		0.00		54.29	2014.01.02 16:00:00		filled	ABBV
2014.03.21 16:59:58	17	ABBV	sell	98 / 98		0.00			2014.03.21 16:59:58		filled	tp 54.29
2014.04.07 21:00:00	18	ABBV	buy	101 / 101		0.00		52.86	2014.04.07 21:00:00		filled	ABBV
2014.05.07 22:59:58	19	ABBV	sell	101 / 101		0.00			2014.05.07 22:59:58		filled	tp 52.86
2014.06.04 17:00:00	20	ABBV	buy	95 / 95		0.00		56.46	2014.06.04 17:00:00		filled	ABBV
2014.06.26 20:59:57	21	ABBV	sell	95 / 95		0.00			2014.06.26 20:59:57		filled	tp 56.46
2014.07.09 17:00:00	22	ABBV	buy	92 / 92		0.00		58.03	2014.07.09 17:00:00		filled	ABBV
2014.09.12 16:59:57	23	ABBV	sell	92 / 92		0.00			2014.09.12 16:59:57		filled	tp 58.03
2014.09.23 16:00:00	24	ABBV	buy	90 / 90		0.00		59.49	2014.09.23 16:00:00		filled	ABBV
2014.09.25 16:59:57	25	ABBV	sell	90 / 90		0.00			2014.09.25 16:59:57		filled	tp 59.49
2014.10.01 21:00:00	26	ABBV	buy	90 / 90		0.00		60.03	2014.10.01 21:00:00		filled	ABBV
2014.10.24 16:59:58	27	ABBV	sell	90 / 90		0.00			2014.10.24 16:59:58		filled	tp 60.03
2014.12.09 16:00:00	28	ABBV	buy	75 / 75		0.00		71.60	2014.12.09 16:00:00		filled	ABBV
2015.07.21 16:59:57	29	ABBV	sell	75 / 75		0.00			2015.07.21 16:59:57		filled	tp 71.60
2015.07.24 16:00:00	30	ABBV	buy	76 / 76		0.00		70.91	2015.07.24 16:00:00		filled	ABBV
2015.07.27 16:59:58	31	ABBV	sell	76 / 76		0.00			2015.07.27 16:59:58		filled	tp 70.91
2015.08.06 19:00:00	32	ABBV	buy	75 / 75		0.00		72.50	2015.08.06 19:00:00		filled	ABBV
2017.06.22 18:59:58	33	ABBV	sell	75 / 75		0.00			2017.06.22 18:59:58		filled	tp 72.50
2017.07.06 17:00:00	34	ABBV	buy	72 / 72		0.00		75.65	2017.07.06 17:00:00		filled	ABBV
2017.09.01 16:59:57	35	ABBV	sell	72 / 72		0.00			2017.09.01 16:59:57		filled	tp 75.65
2017.09.26 20:00:00	36	ABBV	buy	61 / 61		0.00		89.62	2017.09.26 20:00:00		filled	ABBV
2017.09.28 16:59:58	37	ABBV	sell	61 / 61		0.00			2017.09.28 16:59:58		filled	tp 89.62
2017.10.26 17:00:00	38	ABBV	buy	58 / 58		0.00		93.27	2017.10.26 17:00:00		filled	ABBV
2017.10.27 16:59:57	39	ABBV	sell	58 / 58		0.00			2017.10.27 16:59:57		filled	tp 93.27
2017.12.06 18:00:00	40	ABBV	buy	55 / 55		0.00		99.14	2017.12.06 18:00:00		filled	ABBV
2018.01.03 17:59:58	41	ABBV	sell	55 / 55		0.00			2018.01.03 17:59:58		filled	tp 99.14
2018.02.06 16:00:00	42	ABBV	buy	49 / 49		0.00		110.60	2018.02.06 16:00:00		filled	ABBV
2018.02.06 16:59:58	43	ABBV	sell	49 / 49		0.00			2018.02.06 16:59:58		filled	tp 110.60
2018.02.06 17:00:00	44	ABBV	buy	48 / 48		0.00		115.13	2018.02.06 17:00:00		filled	ABBV
2018.02.07 18:59:58	45	ABBV	sell	48 / 48		0.00			2018.02.07 18:59:58		filled	tp 115.13
2018.03.01 16:00:00	46	ABBV	buy	45 / 45		0.00		121.44	2018.03.01 16:00:00		filled	ABBV
2018.03.13 18:59:58	47	ABBV	sell	45 / 45		0.00			2018.03.13 18:59:58		filled	tp 121.44
2018.03.22 16:00:00	48	ABBV	buy	51 / 51		0.00		107.05	2018.03.22 16:00:00		filled	ABBV
2018.05.21 16:59:57	49	ABBV	sell	51 / 51		0.00			2018.05.21 16:59:57		filled	tp 107.05
2018.05.24 17:00:00	50	ABBV	buy	51 / 51		0.00		108.35	2018.05.24 17:00:00		filled	ABBV
2020.12.09 17:59:58	51	ABBV	sell	51 / 51		0.00			2020.12.09 17:59:58		filled	tp 108.35
2020.12.15 17:00:00	52	ABBV	buy	51 / 51		0.00		109.37	2020.12.15 17:00:00		filled	ABBV
2021.01.11 19:59:58	53	ABBV	sell	51 / 51		0.00			2021.01.11 19:59:58		filled	tp 109.37
2021.01.25 17:00:00	54	ABBV	buy	48 / 48		0.00		115.20	2021.01.25 17:00:00		filled	ABBV
2021.03.30 22:59:59	55	ABBV	sell	48 / 48		0.00			2021.03.30 22:59:59		filled	end of test
Deals
Time	Deal	Symbol	Type	Direction	Volume	Price	Order	Commission	Swap	Profit	Balance	Comment
2012.01.01 00:00:00	1		balance					0.00	0.00	100 000.00	100 000.00
2013.02.07 18:00:00	2	ABBV	buy	in	137	36.32	2	-2.74	0.00	0.00	99 997.26	ABBV
2013.02.19 20:59:59	3	ABBV	sell	out	137	38.14	3	-2.74	-0.09	249.34	100 243.77	tp 38.14
2013.02.27 16:00:00	4	ABBV	buy	in	137	36.55	4	-2.74	0.00	0.00	100 241.03	ABBV
2013.03.05 16:00:00	5	ABBV	sell	out	137	38.38	5	-2.74	-0.05	250.71	100 488.95	tp 38.38
2013.03.12 22:00:00	6	ABBV	buy	in	135	37.10	6	-2.70	0.00	0.00	100 486.25	ABBV
2013.03.20 17:59:58	7	ABBV	sell	out	135	38.95	7	-2.70	-0.07	249.75	100 733.23	tp 38.95
2013.05.09 16:00:00	8	ABBV	buy	in	116	43.27	8	-2.32	0.00	0.00	100 730.91	ABBV
2013.05.14 18:59:58	9	ABBV	sell	out	116	45.43	9	-2.32	-0.04	250.56	100 979.11	tp 45.43
2013.05.24 18:00:00	10	ABBV	buy	in	110	45.80	10	-2.20	0.00	0.00	100 976.91	ABBV
2013.09.18 21:59:59	11	ABBV	sell	out	110	48.09	11	-2.20	-0.97	251.90	101 225.64	tp 48.09
2013.09.25 17:00:00	12	ABBV	buy	in	111	45.24	12	-2.22	0.00	0.00	101 223.42	ABBV
2013.10.17 19:59:58	13	ABBV	sell	out	111	47.50	13	-2.22	-0.19	250.86	101 471.87	tp 47.50
2013.11.05 21:00:00	14	ABBV	buy	in	105	48.06	14	-2.10	0.00	0.00	101 469.77	ABBV
2013.12.06 16:59:58	15	ABBV	sell	out	105	50.46	15	-2.10	-0.05	252.00	101 719.62	tp 50.46
2014.01.02 16:00:00	16	ABBV	buy	in	98	51.71	16	-1.96	0.00	0.00	101 717.66	ABBV
2014.03.21 16:59:58	17	ABBV	sell	out	98	54.29	17	-1.96	-0.14	252.84	101 968.40	tp 54.29
2014.04.07 21:00:00	18	ABBV	buy	in	101	50.34	18	-2.02	0.00	0.00	101 966.38	ABBV
2014.05.07 22:59:58	19	ABBV	sell	out	101	52.86	19	-2.02	-0.05	254.52	102 218.83	tp 52.86
2014.06.04 17:00:00	20	ABBV	buy	in	95	53.77	20	-1.90	0.00	0.00	102 216.93	ABBV
2014.06.26 20:59:57	21	ABBV	sell	out	95	56.46	21	-1.90	-0.03	255.55	102 470.55	tp 56.46
2014.07.09 17:00:00	22	ABBV	buy	in	92	55.27	22	-1.84	0.00	0.00	102 468.71	ABBV
2014.09.12 16:59:57	23	ABBV	sell	out	92	58.03	23	-1.84	-0.10	253.92	102 720.69	tp 58.03
2014.09.23 16:00:00	24	ABBV	buy	in	90	56.66	24	-1.80	0.00	0.00	102 718.89	ABBV
2014.09.25 16:59:57	25	ABBV	sell	out	90	59.49	25	-1.80	0.00	254.70	102 971.79	tp 59.49
2014.10.01 21:00:00	26	ABBV	buy	in	90	57.17	26	-1.80	0.00	0.00	102 969.99	ABBV
2014.10.24 16:59:58	27	ABBV	sell	out	90	60.03	27	-1.80	-0.03	257.40	103 225.56	tp 60.03
2014.12.09 16:00:00	28	ABBV	buy	in	75	68.19	28	-1.50	0.00	0.00	103 224.06	ABBV
2015.07.21 16:59:57	29	ABBV	sell	out	75	71.60	29	-1.50	-0.35	255.75	103 477.96	tp 71.60
2015.07.24 16:00:00	30	ABBV	buy	in	76	67.53	30	-1.52	0.00	0.00	103 476.44	ABBV
2015.07.27 16:59:58	31	ABBV	sell	out	76	70.91	31	-1.52	-0.01	256.88	103 731.79	tp 70.91
2015.08.06 19:00:00	32	ABBV	buy	in	75	69.05	32	-1.50	0.00	0.00	103 730.29	ABBV
2017.06.22 18:59:58	33	ABBV	sell	out	75	72.50	33	-1.50	-1.09	258.75	103 986.45	tp 72.50
2017.07.06 17:00:00	34	ABBV	buy	in	72	72.05	34	-1.44	0.00	0.00	103 985.01	ABBV
2017.09.01 16:59:57	35	ABBV	sell	out	72	75.65	35	-1.44	-0.08	259.20	104 242.69	tp 75.65
2017.09.26 20:00:00	36	ABBV	buy	in	61	85.35	36	-1.22	0.00	0.00	104 241.47	ABBV
2017.09.28 16:59:58	37	ABBV	sell	out	61	89.62	37	-1.22	0.00	260.47	104 500.72	tp 89.62
2017.10.26 17:00:00	38	ABBV	buy	in	58	88.83	38	-1.16	0.00	0.00	104 499.56	ABBV
2017.10.27 16:59:57	39	ABBV	sell	out	58	93.27	39	-1.16	0.00	257.52	104 755.92	tp 93.27
2017.12.06 18:00:00	40	ABBV	buy	in	55	94.42	40	-1.10	0.00	0.00	104 754.82	ABBV
2018.01.03 17:59:58	41	ABBV	sell	out	55	99.14	41	-1.10	-0.06	259.60	105 013.26	tp 99.14
2018.02.06 16:00:00	42	ABBV	buy	in	49	105.33	42	-0.98	0.00	0.00	105 012.28	ABBV
2018.02.06 16:59:58	43	ABBV	sell	out	49	110.60	43	-0.98	0.00	258.23	105 269.53	tp 110.60
2018.02.06 17:00:00	44	ABBV	buy	in	48	109.65	44	-0.96	0.00	0.00	105 268.57	ABBV
2018.02.07 18:59:58	45	ABBV	sell	out	48	115.13	45	-0.96	0.00	263.04	105 530.65	tp 115.13
2018.03.01 16:00:00	46	ABBV	buy	in	45	115.66	46	-0.90	0.00	0.00	105 529.75	ABBV
2018.03.13 18:59:58	47	ABBV	sell	out	45	121.44	47	-0.90	-0.02	260.10	105 788.93	tp 121.44
2018.03.22 16:00:00	48	ABBV	buy	in	51	101.95	48	-1.02	0.00	0.00	105 787.91	ABBV
2018.05.21 16:59:57	49	ABBV	sell	out	51	107.05	49	-1.02	-0.09	260.10	106 046.90	tp 107.05
2018.05.24 17:00:00	50	ABBV	buy	in	51	103.19	50	-1.02	0.00	0.00	106 045.88	ABBV
2020.12.09 17:59:58	51	ABBV	sell	out	51	108.35	51	-1.02	-1.33	263.16	106 306.69	tp 108.35
2020.12.15 17:00:00	52	ABBV	buy	in	51	104.16	52	-1.02	0.00	0.00	106 305.67	ABBV
2021.01.11 19:59:58	53	ABBV	sell	out	51	109.37	53	-1.02	-0.04	265.71	106 570.32	tp 109.37
2021.01.25 17:00:00	54	ABBV	buy	in	48	109.71	54	-0.96	0.00	0.00	106 569.36	ABBV
2021.03.30 22:59:59	55	ABBV	sell	out	48	106.65	55	-0.96	-0.09	-146.88	106 421.43	end of test
								-89.28	-4.97	6 515.68	106 421.43