Strategy Tester Report |
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Darwinex-Live (Build 2815) |
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Settings |
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| Expert: | Stock Trader Hedge | |||||||||||
| Symbol: | ADM | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=ADM | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100002 | ||||||||||||
| Balance_Type=0 | ||||||||||||
| MM_Type=0 | ||||||||||||
| AutoRisk=5 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| TakeProfit=5 | ||||||||||||
| RSI_Period=9 | ||||||||||||
| RSI_Level=70 | ||||||||||||
| Stochastic_Period=15 | ||||||||||||
| Stochastic_Level=70 | ||||||||||||
| CCI_Period=21 | ||||||||||||
| CCI_Level=200 | ||||||||||||
| Slow_CCI_TF=16386 | ||||||||||||
| Slow_CCI_Period=36 | ||||||||||||
| Slow_CCI_Level=200 | ||||||||||||
| InpLoadedPeriod=16385 | ||||||||||||
| Broker: | Darwinex | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 100 000.00 | |||||||||||
| Leverage: | 1:1 | |||||||||||
Results |
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| History Quality: | 6% | |||||||||||
| Bars: | 16230 | Ticks: | 62036 | Symbols: | 1 | |||||||
| Total Net Profit: | 4 983.37 | Balance Drawdown Absolute: | 3.46 | Equity Drawdown Absolute: | 647.04 | |||||||
| Gross Profit: | 5 032.73 | Balance Drawdown Maximal: | 3.46 (0.00%) | Equity Drawdown Maximal: | 2 412.67 (2.30%) | |||||||
| Gross Loss: | -49.36 | Balance Drawdown Relative: | 0.00% (3.46) | Equity Drawdown Relative: | 2.30% (2 412.67) | |||||||
| Profit Factor: | 101.96 | Expected Payoff: | 251.64 | Margin Level: | 9842.81% | |||||||
| Recovery Factor: | 2.07 | Sharpe Ratio: | 264.61 | Z-Score: | 0.00 (0.00%) | |||||||
| AHPR: | 1.0024 (0.24%) | LR Correlation: | 1.00 | OnTester result: | 0 | |||||||
| GHPR: | 1.0024 (0.24%) | LR Standard Error: | 12.03 | |||||||||
| Total Trades: | 20 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 20 (100.00%) | |||||||
| Total Deals: | 40 | Profit Trades (% of total): | 20 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
| Largest profit trade: | 257.60 | Largest loss trade: | 0.00 | |||||||||
| Average profit trade: | 251.64 | Average loss trade: | 0.00 | |||||||||
| Maximum consecutive wins ($): | 20 (5 032.73) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
| Maximal consecutive profit (count): | 5 032.73 (20) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
| Average consecutive wins: | 20 | Average consecutive losses: | 0 | |||||||||
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| Correlation (Profits,MFE): | 0.38 | Correlation (Profits,MAE): | -0.21 | Correlation (MFE,MAE): | -0.3717 | |||||||
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| Minimal position holding time: | 46:59:57 | Maximal position holding time: | 14660:59:58 | Average position holding time: | 1973:53:57 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.01.31 16:00:00 | 2 | ADM | buy | 173 / 173 | 0.00 | 30.21 | 2012.01.31 16:00:00 | filled | ADM | |||
| 2012.02.08 17:59:58 | 3 | ADM | sell | 173 / 173 | 0.00 | 2012.02.08 17:59:58 | filled | tp 30.21 | ||||
| 2012.03.06 16:00:00 | 4 | ADM | buy | 160 / 160 | 0.00 | 32.75 | 2012.03.06 16:00:00 | filled | ADM | |||
| 2012.05.01 17:59:58 | 5 | ADM | sell | 160 / 160 | 0.00 | 2012.05.01 17:59:58 | filled | tp 32.75 | ||||
| 2012.06.01 16:00:00 | 6 | ADM | buy | 159 / 159 | 0.00 | 33.04 | 2012.06.01 16:00:00 | filled | ADM | |||
| 2013.02.19 22:59:58 | 7 | ADM | sell | 159 / 159 | 0.00 | 2013.02.19 22:59:58 | filled | tp 33.04 | ||||
| 2013.05.29 18:00:00 | 8 | ADM | buy | 151 / 151 | 0.00 | 35.04 | 2013.05.29 18:00:00 | filled | ADM | |||
| 2013.07.02 17:59:58 | 9 | ADM | sell | 151 / 151 | 0.00 | 2013.07.02 17:59:58 | filled | tp 35.04 | ||||
| 2013.10.07 16:00:00 | 10 | ADM | buy | 138 / 138 | 0.00 | 38.17 | 2013.10.07 16:00:00 | filled | ADM | |||
| 2013.10.18 17:59:57 | 11 | ADM | sell | 138 / 138 | 0.00 | 2013.10.18 17:59:57 | filled | tp 38.17 | ||||
| 2014.01.07 18:00:00 | 12 | ADM | buy | 119 / 119 | 0.00 | 44.56 | 2014.01.07 18:00:00 | filled | ADM | |||
| 2014.04.10 16:59:57 | 13 | ADM | sell | 119 / 119 | 0.00 | 2014.04.10 16:59:57 | filled | tp 44.56 | ||||
| 2014.04.29 16:00:00 | 14 | ADM | buy | 116 / 116 | 0.00 | 45.67 | 2014.04.29 16:00:00 | filled | ADM | |||
| 2014.07.03 17:59:57 | 15 | ADM | sell | 116 / 116 | 0.00 | 2014.07.03 17:59:57 | filled | tp 45.67 | ||||
| 2014.07.30 17:00:00 | 16 | ADM | buy | 107 / 107 | 0.00 | 49.53 | 2014.07.30 17:00:00 | filled | ADM | |||
| 2014.08.11 16:59:57 | 17 | ADM | sell | 107 / 107 | 0.00 | 2014.08.11 16:59:57 | filled | tp 49.53 | ||||
| 2014.08.22 18:00:00 | 18 | ADM | buy | 103 / 103 | 0.00 | 51.67 | 2014.08.22 18:00:00 | filled | ADM | |||
| 2014.09.18 17:59:58 | 19 | ADM | sell | 103 / 103 | 0.00 | 2014.09.18 17:59:58 | filled | tp 51.67 | ||||
| 2014.10.08 17:00:00 | 20 | ADM | buy | 104 / 104 | 0.00 | 51.16 | 2014.10.08 17:00:00 | filled | ADM | |||
| 2014.11.11 16:59:58 | 21 | ADM | sell | 104 / 104 | 0.00 | 2014.11.11 16:59:58 | filled | tp 51.16 | ||||
| 2015.08.24 16:00:00 | 22 | ADM | buy | 119 / 119 | 0.00 | 44.92 | 2015.08.24 16:00:00 | filled | ADM | |||
| 2015.08.27 19:59:57 | 23 | ADM | sell | 119 / 119 | 0.00 | 2015.08.27 19:59:57 | filled | tp 44.92 | ||||
| 2015.11.03 16:00:00 | 24 | ADM | buy | 118 / 118 | 0.00 | 45.70 | 2015.11.03 16:00:00 | filled | ADM | |||
| 2016.11.01 16:00:00 | 25 | ADM | sell | 118 / 118 | 0.00 | 2016.11.01 16:00:00 | filled | tp 45.70 | ||||
| 2016.11.11 16:00:00 | 26 | ADM | buy | 118 / 118 | 0.00 | 45.57 | 2016.11.11 16:00:00 | filled | ADM | |||
| 2016.12.08 17:59:58 | 27 | ADM | sell | 118 / 118 | 0.00 | 2016.12.08 17:59:58 | filled | tp 45.57 | ||||
| 2017.01.06 17:00:00 | 28 | ADM | buy | 116 / 116 | 0.00 | 46.39 | 2017.01.06 17:00:00 | filled | ADM | |||
| 2017.02.28 17:59:59 | 29 | ADM | sell | 116 / 116 | 0.00 | 2017.02.28 17:59:59 | filled | tp 46.39 | ||||
| 2017.05.02 16:00:00 | 30 | ADM | buy | 119 / 119 | 0.00 | 45.52 | 2017.05.02 16:00:00 | filled | ADM | |||
| 2018.04.16 16:00:00 | 31 | ADM | sell | 119 / 119 | 0.00 | 2018.04.16 16:00:00 | filled | tp 45.52 | ||||
| 2018.05.03 18:00:00 | 32 | ADM | buy | 119 / 119 | 0.00 | 45.61 | 2018.05.03 18:00:00 | filled | ADM | |||
| 2018.05.21 16:59:58 | 33 | ADM | sell | 119 / 119 | 0.00 | 2018.05.21 16:59:58 | filled | tp 45.61 | ||||
| 2018.05.29 17:00:00 | 34 | ADM | buy | 118 / 118 | 0.00 | 46.21 | 2018.05.29 17:00:00 | filled | ADM | |||
| 2018.06.18 21:59:58 | 35 | ADM | sell | 118 / 118 | 0.00 | 2018.06.18 21:59:58 | filled | tp 46.21 | ||||
| 2018.07.02 16:00:00 | 36 | ADM | buy | 114 / 114 | 0.00 | 47.84 | 2018.07.02 16:00:00 | filled | ADM | |||
| 2018.07.10 16:59:58 | 37 | ADM | sell | 114 / 114 | 0.00 | 2018.07.10 16:59:58 | filled | tp 47.84 | ||||
| 2018.09.04 20:00:00 | 38 | ADM | buy | 104 / 104 | 0.00 | 52.44 | 2018.09.04 20:00:00 | filled | ADM | |||
| 2021.01.06 16:59:58 | 39 | ADM | sell | 104 / 104 | 0.00 | 2021.01.06 16:59:58 | filled | tp 52.44 | ||||
| 2021.03.04 20:00:00 | 40 | ADM | buy | 93 / 93 | 0.00 | 58.57 | 2021.03.04 20:00:00 | filled | ADM | |||
| 2021.03.08 18:59:57 | 41 | ADM | sell | 93 / 93 | 0.00 | 2021.03.08 18:59:57 | filled | tp 58.57 | ||||
Deals |
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| 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 | ||||||
| 2012.01.31 16:00:00 | 2 | ADM | buy | in | 173 | 28.77 | 2 | -3.46 | 0.00 | 0.00 | 99 996.54 | ADM |
| 2012.02.08 17:59:58 | 3 | ADM | sell | out | 173 | 30.21 | 3 | -3.46 | -0.07 | 249.12 | 100 242.13 | tp 30.21 |
| 2012.03.06 16:00:00 | 4 | ADM | buy | in | 160 | 31.19 | 4 | -3.20 | 0.00 | 0.00 | 100 238.93 | ADM |
| 2012.05.01 17:59:58 | 5 | ADM | sell | out | 160 | 32.75 | 5 | -3.20 | -0.48 | 249.60 | 100 484.85 | tp 32.75 |
| 2012.06.01 16:00:00 | 6 | ADM | buy | in | 159 | 31.47 | 6 | -3.18 | 0.00 | 0.00 | 100 481.67 | ADM |
| 2013.02.19 22:59:58 | 7 | ADM | sell | out | 159 | 33.04 | 7 | -3.18 | -2.18 | 249.63 | 100 725.94 | tp 33.04 |
| 2013.05.29 18:00:00 | 8 | ADM | buy | in | 151 | 33.37 | 8 | -3.02 | 0.00 | 0.00 | 100 722.92 | ADM |
| 2013.07.02 17:59:58 | 9 | ADM | sell | out | 151 | 35.04 | 9 | -3.02 | -0.29 | 252.17 | 100 971.78 | tp 35.04 |
| 2013.10.07 16:00:00 | 10 | ADM | buy | in | 138 | 36.35 | 10 | -2.76 | 0.00 | 0.00 | 100 969.02 | ADM |
| 2013.10.18 17:59:57 | 11 | ADM | sell | out | 138 | 38.17 | 11 | -2.76 | -0.10 | 251.16 | 101 217.32 | tp 38.17 |
| 2014.01.07 18:00:00 | 12 | ADM | buy | in | 119 | 42.44 | 12 | -2.38 | 0.00 | 0.00 | 101 214.94 | ADM |
| 2014.04.10 16:59:57 | 13 | ADM | sell | out | 119 | 44.56 | 13 | -2.38 | -0.78 | 252.28 | 101 464.06 | tp 44.56 |
| 2014.04.29 16:00:00 | 14 | ADM | buy | in | 116 | 43.50 | 14 | -2.32 | 0.00 | 0.00 | 101 461.74 | ADM |
| 2014.07.03 17:59:57 | 15 | ADM | sell | out | 116 | 45.67 | 15 | -2.32 | -0.55 | 251.72 | 101 710.59 | tp 45.67 |
| 2014.07.30 17:00:00 | 16 | ADM | buy | in | 107 | 47.17 | 16 | -2.14 | 0.00 | 0.00 | 101 708.45 | ADM |
| 2014.08.11 16:59:57 | 17 | ADM | sell | out | 107 | 49.53 | 17 | -2.14 | -0.02 | 252.52 | 101 958.81 | tp 49.53 |
| 2014.08.22 18:00:00 | 18 | ADM | buy | in | 103 | 49.21 | 18 | -2.06 | 0.00 | 0.00 | 101 956.75 | ADM |
| 2014.09.18 17:59:58 | 19 | ADM | sell | out | 103 | 51.67 | 19 | -2.06 | -0.05 | 253.38 | 102 208.02 | tp 51.67 |
| 2014.10.08 17:00:00 | 20 | ADM | buy | in | 104 | 48.72 | 20 | -2.08 | 0.00 | 0.00 | 102 205.94 | ADM |
| 2014.11.11 16:59:58 | 21 | ADM | sell | out | 104 | 51.16 | 21 | -2.08 | -0.05 | 253.76 | 102 457.57 | tp 51.16 |
| 2015.08.24 16:00:00 | 22 | ADM | buy | in | 119 | 42.78 | 22 | -2.38 | 0.00 | 0.00 | 102 455.19 | ADM |
| 2015.08.27 19:59:57 | 23 | ADM | sell | out | 119 | 44.92 | 23 | -2.38 | -0.03 | 254.66 | 102 707.44 | tp 44.92 |
| 2015.11.03 16:00:00 | 24 | ADM | buy | in | 118 | 43.52 | 24 | -2.36 | 0.00 | 0.00 | 102 705.08 | ADM |
| 2016.11.01 16:00:00 | 25 | ADM | sell | out | 118 | 45.70 | 25 | -2.36 | -3.03 | 257.24 | 102 956.93 | tp 45.70 |
| 2016.11.11 16:00:00 | 26 | ADM | buy | in | 118 | 43.40 | 26 | -2.36 | 0.00 | 0.00 | 102 954.57 | ADM |
| 2016.12.08 17:59:58 | 27 | ADM | sell | out | 118 | 45.57 | 27 | -2.36 | -0.22 | 256.06 | 103 208.05 | tp 45.57 |
| 2017.01.06 17:00:00 | 28 | ADM | buy | in | 116 | 44.18 | 28 | -2.32 | 0.00 | 0.00 | 103 205.73 | ADM |
| 2017.02.28 17:59:59 | 29 | ADM | sell | out | 116 | 46.39 | 29 | -2.32 | -0.43 | 256.36 | 103 459.34 | tp 46.39 |
| 2017.05.02 16:00:00 | 30 | ADM | buy | in | 119 | 43.35 | 30 | -2.38 | 0.00 | 0.00 | 103 456.96 | ADM |
| 2018.04.16 16:00:00 | 31 | ADM | sell | out | 119 | 45.52 | 31 | -2.38 | -2.90 | 258.23 | 103 709.91 | tp 45.52 |
| 2018.05.03 18:00:00 | 32 | ADM | buy | in | 119 | 43.44 | 32 | -2.38 | 0.00 | 0.00 | 103 707.53 | ADM |
| 2018.05.21 16:59:58 | 33 | ADM | sell | out | 119 | 45.61 | 33 | -2.38 | -0.15 | 258.23 | 103 963.23 | tp 45.61 |
| 2018.05.29 17:00:00 | 34 | ADM | buy | in | 118 | 44.01 | 34 | -2.36 | 0.00 | 0.00 | 103 960.87 | ADM |
| 2018.06.18 21:59:58 | 35 | ADM | sell | out | 118 | 46.21 | 35 | -2.36 | -0.17 | 259.60 | 104 217.94 | tp 46.21 |
| 2018.07.02 16:00:00 | 36 | ADM | buy | in | 114 | 45.56 | 36 | -2.28 | 0.00 | 0.00 | 104 215.66 | ADM |
| 2018.07.10 16:59:58 | 37 | ADM | sell | out | 114 | 47.84 | 37 | -2.28 | -0.06 | 259.92 | 104 473.24 | tp 47.84 |
| 2018.09.04 20:00:00 | 38 | ADM | buy | in | 104 | 49.94 | 38 | -2.08 | 0.00 | 0.00 | 104 471.16 | ADM |
| 2021.01.06 16:59:58 | 39 | ADM | sell | out | 104 | 52.44 | 39 | -2.08 | -1.45 | 260.00 | 104 727.63 | tp 52.44 |
| 2021.03.04 20:00:00 | 40 | ADM | buy | in | 93 | 55.78 | 40 | -1.86 | 0.00 | 0.00 | 104 725.77 | ADM |
| 2021.03.08 18:59:57 | 41 | ADM | sell | out | 93 | 58.57 | 41 | -1.86 | -0.01 | 259.47 | 104 983.37 | tp 58.57 |
| -98.72 | -13.02 | 5 095.11 | 104 983.37 | |||||||||