Strategy Tester Report
Darwinex-Live (Build 2815)
Settings
Expert: Stock Trader Hedge
Symbol: CAH
Period: H1 (2012.01.01 - 2021.12.31)
Inputs: T_0=General Settings
Comment=CAH
Slippage=5
MagicNumber=100007
Balance_Type=0
MM_Type=0
AutoRisk=5
TimeFrame=16385
TakeProfit=5
RSI_Period=12
RSI_Level=50
Stochastic_Period=12
Stochastic_Level=80
CCI_Period=36
CCI_Level=100
Slow_CCI_TF=16392
Slow_CCI_Period=51
Slow_CCI_Level=150
InpLoadedPeriod=16385
Broker: Darwinex
Currency: USD
Initial Deposit: 100 000.00
Leverage: 1:1
Results
History Quality: 8%
Bars: 16223 Ticks: 62334 Symbols: 1
Total Net Profit: 7 345.38 Balance Drawdown Absolute: 2.44 Equity Drawdown Absolute: 19.52
Gross Profit: 7 404.02 Balance Drawdown Maximal: 2.50 (0.00%) Equity Drawdown Maximal: 1 257.58 (1.21%)
Gross Loss: -58.64 Balance Drawdown Relative: 0.00% (2.50) Equity Drawdown Relative: 1.21% (1 257.58)
Profit Factor: 126.26 Expected Payoff: 255.31 Margin Level: 9937.51%
Recovery Factor: 5.84 Sharpe Ratio: 290.85 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: 20.39
Total Trades: 29 Short Trades (won %): 0 (0.00%) Long Trades (won %): 29 (100.00%)
Total Deals: 58 Profit Trades (% of total): 29 (100.00%) Loss Trades (% of total): 0 (0.00%)
Largest profit trade: 264.29 Largest loss trade: 0.00
Average profit trade: 255.31 Average loss trade: 0.00
Maximum consecutive wins ($): 29 (7 404.02) Maximum consecutive losses ($): 0 (0.00)
Maximal consecutive profit (count): 7 404.02 (29) Maximal consecutive loss (count): 0.00 (0)
Average consecutive wins: 29 Average consecutive losses: 0
Graph
Graph
Correlation (Profits,MFE): 0.48 Correlation (Profits,MAE): 0.02 Correlation (MFE,MAE): -0.2329
Graph
Minimal position holding time: 0:59:57 Maximal position holding time: 3264:59:57 Average position holding time: 852:55:49
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2012.03.21 16:00:002CAHbuy122 / 1220.0042.722012.03.21 16:00:00filledCAH
2012.03.26 16:59:583CAHsell122 / 1220.002012.03.26 16:59:58filledtp 42.72
2012.04.13 18:00:004CAHbuy123 / 1230.0042.682012.04.13 18:00:00filledCAH
2012.05.03 16:00:005CAHsell123 / 1230.002012.05.03 16:00:00filledtp 42.68
2012.06.01 21:00:006CAHbuy124 / 1240.0042.432012.06.01 21:00:00filledCAH
2012.06.15 17:59:587CAHsell124 / 1240.002012.06.15 17:59:58filledtp 42.43
2012.06.27 19:00:008CAHbuy124 / 1240.0042.532012.06.27 19:00:00filledCAH
2012.07.02 21:59:589CAHsell124 / 1240.002012.07.02 21:59:58filledtp 42.53
2012.08.03 18:00:0010CAHbuy125 / 1250.0042.382012.08.03 18:00:00filledCAH
2012.12.12 20:59:5711CAHsell125 / 1250.002012.12.12 20:59:57filledtp 42.38
2013.03.20 16:00:0012CAHbuy120 / 1200.0044.162013.03.20 16:00:00filledCAH
2013.04.24 16:59:5813CAHsell120 / 1200.002013.04.24 16:59:58filledtp 44.16
2014.04.11 21:00:0014CAHbuy76 / 760.0069.462014.04.11 21:00:00filledCAH
2014.04.24 17:59:5815CAHsell76 / 760.002014.04.24 17:59:58filledtp 69.46
2014.05.01 17:00:0016CAHbuy78 / 780.0068.442014.05.01 17:00:00filledCAH
2014.05.23 17:59:5817CAHsell78 / 780.002014.05.23 17:59:58filledtp 68.44
2015.04.30 19:00:0018CAHbuy59 / 590.0090.592015.04.30 19:00:00filledCAH
2015.06.18 16:59:5819CAHsell59 / 590.002015.06.18 16:59:58filledtp 90.59
2015.06.29 18:00:0020CAHbuy60 / 600.0089.122015.06.29 18:00:00filledCAH
2015.12.17 16:59:5821CAHsell60 / 600.002015.12.17 16:59:58filledtp 89.12
2016.01.11 16:00:0022CAHbuy62 / 620.0086.512016.01.11 16:00:00filledCAH
2016.04.20 16:59:5823CAHsell62 / 620.002016.04.20 16:59:58filledtp 86.51
2016.04.28 21:00:0024CAHbuy64 / 640.0083.362016.04.28 21:00:00filledCAH
2016.07.14 18:59:5825CAHsell64 / 640.002016.07.14 18:59:58filledtp 83.36
2016.09.13 18:00:0026CAHbuy65 / 650.0082.122016.09.13 18:00:00filledCAH
2017.02.24 22:59:5827CAHsell65 / 650.002017.02.24 22:59:58filledtp 82.12
2017.04.18 16:00:0028CAHbuy70 / 700.0076.942017.04.18 16:00:00filledCAH
2017.06.20 18:59:5729CAHsell70 / 700.002017.06.20 18:59:57filledtp 76.94
2017.08.02 16:00:0030CAHbuy71 / 710.0075.622017.08.02 16:00:00filledCAH
2018.01.29 18:59:5831CAHsell71 / 710.002018.01.29 18:59:58filledtp 75.62
2018.03.23 19:00:0032CAHbuy82 / 820.0066.242018.03.23 19:00:00filledCAH
2018.05.02 21:59:5833CAHsell82 / 820.002018.05.02 21:59:58filledtp 66.24
2018.05.03 16:00:0034CAHbuy96 / 960.0056.462018.05.03 16:00:00filledCAH
2018.11.09 16:59:5735CAHsell96 / 960.002018.11.09 16:59:57filledtp 56.46
2018.12.17 16:00:0036CAHbuy106 / 1060.0051.592018.12.17 16:00:00filledCAH
2019.02.07 16:00:0037CAHsell106 / 1060.002019.02.07 16:00:00filledtp 51.59
2019.05.17 16:00:0038CAHbuy116 / 1160.0047.122019.05.17 16:00:00filledCAH
2019.05.21 17:59:5739CAHsell116 / 1160.002019.05.21 17:59:57filledtp 47.12
2019.05.29 18:00:0040CAHbuy117 / 1170.0046.862019.05.29 18:00:00filledCAH
2019.06.28 20:59:5841CAHsell117 / 1170.002019.06.28 20:59:58filledtp 46.86
2019.08.07 16:00:0042CAHbuy124 / 1240.0044.452019.08.07 16:00:00filledCAH
2019.08.09 19:59:5843CAHsell124 / 1240.002019.08.09 19:59:58filledtp 44.45
2019.08.15 17:00:0044CAHbuy124 / 1240.0044.392019.08.15 17:00:00filledCAH
2019.08.20 17:59:5845CAHsell124 / 1240.002019.08.20 17:59:58filledtp 44.39
2019.08.27 20:00:0046CAHbuy125 / 1250.0044.022019.08.27 20:00:00filledCAH
2019.09.04 20:59:5947CAHsell125 / 1250.002019.09.04 20:59:59filledtp 44.02
2020.03.12 16:00:0048CAHbuy116 / 1160.0047.902020.03.12 16:00:00filledCAH
2020.03.17 21:59:5849CAHsell116 / 1160.002020.03.17 21:59:58filledtp 47.90
2020.03.19 20:00:0050CAHbuy124 / 1240.0044.692020.03.19 20:00:00filledCAH
2020.03.19 20:59:5751CAHsell124 / 1240.002020.03.19 20:59:57filledtp 44.69
2020.03.20 22:00:0052CAHbuy124 / 1240.0044.842020.03.20 22:00:00filledCAH
2020.03.25 19:59:5853CAHsell124 / 1240.002020.03.25 19:59:58filledtp 44.84
2020.09.17 16:00:0054CAHbuy115 / 1150.0048.582020.09.17 16:00:00filledCAH
2020.10.08 21:59:5855CAHsell115 / 1150.002020.10.08 21:59:58filledtp 48.58
2020.10.29 17:00:0056CAHbuy118 / 1180.0047.502020.10.29 17:00:00filledCAH
2020.11.02 21:59:5857CAHsell118 / 1180.002020.11.02 21:59:58filledtp 47.50
2021.02.08 18:00:0058CAHbuy102 / 1020.0054.632021.02.08 18:00:00filledCAH
2021.03.08 17:59:5759CAHsell102 / 1020.002021.03.08 17:59:57filledtp 54.63
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2012.01.01 00:00:001balance0.000.00100 000.00100 000.00
2012.03.21 16:00:002CAHbuyin12240.692-2.440.000.0099 997.56CAH
2012.03.26 16:59:583CAHsellout12242.723-2.44-0.04247.66100 242.74tp 42.72
2012.04.13 18:00:004CAHbuyin12340.654-2.460.000.00100 240.28CAH
2012.05.03 16:00:005CAHsellout12342.685-2.46-0.17249.69100 487.34tp 42.68
2012.06.01 21:00:006CAHbuyin12440.416-2.480.000.00100 484.86CAH
2012.06.15 17:59:587CAHsellout12442.437-2.48-0.12250.48100 732.74tp 42.43
2012.06.27 19:00:008CAHbuyin12440.518-2.480.000.00100 730.26CAH
2012.07.02 21:59:589CAHsellout12442.539-2.48-0.04250.48100 978.22tp 42.53
2012.08.03 18:00:0010CAHbuyin12540.3610-2.500.000.00100 975.72CAH
2012.12.12 20:59:5711CAHsellout12542.3811-2.50-1.09252.50101 224.63tp 42.38
2013.03.20 16:00:0012CAHbuyin12042.0612-2.400.000.00101 222.23CAH
2013.04.24 16:59:5813CAHsellout12044.1613-2.40-0.29252.00101 471.54tp 44.16
2014.04.11 21:00:0014CAHbuyin7666.1514-1.520.000.00101 470.02CAH
2014.04.24 17:59:5815CAHsellout7669.4615-1.52-0.02251.56101 720.04tp 69.46
2014.05.01 17:00:0016CAHbuyin7865.1816-1.560.000.00101 718.48CAH
2014.05.23 17:59:5817CAHsellout7868.4417-1.56-0.03254.28101 971.17tp 68.44
2015.04.30 19:00:0018CAHbuyin5986.2818-1.180.000.00101 969.99CAH
2015.06.18 16:59:5819CAHsellout5990.5919-1.18-0.08254.29102 223.02tp 90.59
2015.06.29 18:00:0020CAHbuyin6084.8820-1.200.000.00102 221.82CAH
2015.12.17 16:59:5821CAHsellout6089.1221-1.20-0.25254.40102 474.77tp 89.12
2016.01.11 16:00:0022CAHbuyin6282.3922-1.240.000.00102 473.53CAH
2016.04.20 16:59:5823CAHsellout6286.5123-1.24-0.16255.44102 727.57tp 86.51
2016.04.28 21:00:0024CAHbuyin6479.3924-1.280.000.00102 726.29CAH
2016.07.14 18:59:5825CAHsellout6483.3625-1.28-0.13254.08102 978.96tp 83.36
2016.09.13 18:00:0026CAHbuyin6578.2126-1.300.000.00102 977.66CAH
2017.02.24 22:59:5827CAHsellout6582.1227-1.30-0.27254.15103 230.24tp 82.12
2017.04.18 16:00:0028CAHbuyin7073.2828-1.400.000.00103 228.84CAH
2017.06.20 18:59:5729CAHsellout7076.9429-1.40-0.10256.20103 483.54tp 76.94
2017.08.02 16:00:0030CAHbuyin7172.0230-1.420.000.00103 482.12CAH
2018.01.29 18:59:5831CAHsellout7175.6231-1.42-0.30255.60103 736.00tp 75.62
2018.03.23 19:00:0032CAHbuyin8263.0932-1.640.000.00103 734.36CAH
2018.05.02 21:59:5833CAHsellout8266.2433-1.64-0.07258.30103 990.95tp 66.24
2018.05.03 16:00:0034CAHbuyin9653.7734-1.920.000.00103 989.03CAH
2018.11.09 16:59:5735CAHsellout9656.4635-1.92-0.30258.24104 245.05tp 56.46
2018.12.17 16:00:0036CAHbuyin10649.1336-2.120.000.00104 242.93CAH
2019.02.07 16:00:0037CAHsellout10651.5937-2.12-0.10260.76104 501.47tp 51.59
2019.05.17 16:00:0038CAHbuyin11644.8838-2.320.000.00104 499.15CAH
2019.05.21 17:59:5739CAHsellout11647.1239-2.32-0.03259.84104 756.64tp 47.12
2019.05.29 18:00:0040CAHbuyin11744.6340-2.340.000.00104 754.30CAH
2019.06.28 20:59:5841CAHsellout11746.8641-2.34-0.26260.91105 012.61tp 46.86
2019.08.07 16:00:0042CAHbuyin12442.3342-2.480.000.00105 010.13CAH
2019.08.09 19:59:5843CAHsellout12444.4543-2.48-0.02262.88105 270.51tp 44.45
2019.08.15 17:00:0044CAHbuyin12442.2844-2.480.000.00105 268.03CAH
2019.08.20 17:59:5845CAHsellout12444.3945-2.48-0.04261.64105 527.15tp 44.39
2019.08.27 20:00:0046CAHbuyin12541.9246-2.500.000.00105 524.65CAH
2019.09.04 20:59:5947CAHsellout12544.0247-2.50-0.06262.50105 784.59tp 44.02
2020.03.12 16:00:0048CAHbuyin11645.6348-2.320.000.00105 782.27CAH
2020.03.17 21:59:5849CAHsellout11647.9049-2.32-0.04263.32106 043.23tp 47.90
2020.03.19 20:00:0050CAHbuyin12442.5650-2.480.000.00106 040.75CAH
2020.03.19 20:59:5751CAHsellout12444.6951-2.480.00264.12106 302.39tp 44.69
2020.03.20 22:00:0052CAHbuyin12442.7152-2.480.000.00106 299.91CAH
2020.03.25 19:59:5853CAHsellout12444.8453-2.48-0.04264.12106 561.51tp 44.84
2020.09.17 16:00:0054CAHbuyin11546.2754-2.300.000.00106 559.21CAH
2020.10.08 21:59:5855CAHsellout11548.5855-2.30-0.18265.65106 822.38tp 48.58
2020.10.29 17:00:0056CAHbuyin11845.2456-2.360.000.00106 820.02CAH
2020.11.02 21:59:5857CAHsellout11847.5057-2.36-0.03266.68107 084.31tp 47.50
2021.02.08 18:00:0058CAHbuyin10252.0358-2.040.000.00107 082.27CAH
2021.03.08 17:59:5759CAHsellout10254.6359-2.04-0.05265.20107 345.38tp 54.63
-117.28 -4.31 7 466.97 107 345.38