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: | CVX | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=CVX | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100009 | ||||||||||||
| Balance_Type=0 | ||||||||||||
| MM_Type=0 | ||||||||||||
| AutoRisk=5 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| TakeProfit=5 | ||||||||||||
| RSI_Period=9 | ||||||||||||
| RSI_Level=50 | ||||||||||||
| Stochastic_Period=18 | ||||||||||||
| Stochastic_Level=70 | ||||||||||||
| CCI_Period=51 | ||||||||||||
| 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 |
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| History Quality: | 7% | |||||||||||
| Bars: | 16229 | Ticks: | 63412 | Symbols: | 1 | |||||||
| Total Net Profit: | 3 363.40 | Balance Drawdown Absolute: | 0.96 | Equity Drawdown Absolute: | 979.84 | |||||||
| Gross Profit: | 3 761.68 | Balance Drawdown Maximal: | 384.92 (0.37%) | Equity Drawdown Maximal: | 2 839.13 (2.74%) | |||||||
| Gross Loss: | -398.28 | Balance Drawdown Relative: | 0.37% (384.92) | Equity Drawdown Relative: | 2.74% (2 839.13) | |||||||
| Profit Factor: | 9.44 | Expected Payoff: | 210.21 | Margin Level: | 9782.57% | |||||||
| Recovery Factor: | 1.18 | Sharpe Ratio: | 1.39 | Z-Score: | -1.13 (73.73%) | |||||||
| AHPR: | 1.0021 (0.21%) | LR Correlation: | 0.99 | OnTester result: | 0 | |||||||
| GHPR: | 1.0021 (0.21%) | LR Standard Error: | 142.33 | |||||||||
| Total Trades: | 16 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 16 (93.75%) | |||||||
| Total Deals: | 32 | Profit Trades (% of total): | 15 (93.75%) | Loss Trades (% of total): | 1 (6.25%) | |||||||
| Largest profit trade: | 256.48 | Largest loss trade: | -384.02 | |||||||||
| Average profit trade: | 250.78 | Average loss trade: | -398.28 | |||||||||
| Maximum consecutive wins ($): | 15 (3 761.68) | Maximum consecutive losses ($): | 1 (-384.02) | |||||||||
| Maximal consecutive profit (count): | 3 761.68 (15) | Maximal consecutive loss (count): | -384.02 (1) | |||||||||
| Average consecutive wins: | 15 | Average consecutive losses: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.96 | Correlation (Profits,MAE): | 0.77 | Correlation (MFE,MAE): | 0.7506 | |||||||
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| Minimal position holding time: | 6:59:58 | Maximal position holding time: | 20903:59:58 | Average position holding time: | 2301:59:57 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.04.09 16:00:00 | 2 | CVX | buy | 48 / 48 | 0.00 | 108.23 | 2012.04.09 16:00:00 | filled | CVX | |||
| 2012.05.01 18:59:58 | 3 | CVX | sell | 48 / 48 | 0.00 | 2012.05.01 18:59:58 | filled | tp 108.23 | ||||
| 2012.05.18 22:00:00 | 4 | CVX | buy | 50 / 50 | 0.00 | 103.66 | 2012.05.18 22:00:00 | filled | CVX | |||
| 2012.06.15 21:59:58 | 5 | CVX | sell | 50 / 50 | 0.00 | 2012.06.15 21:59:58 | filled | tp 103.66 | ||||
| 2012.10.23 18:00:00 | 6 | CVX | buy | 45 / 45 | 0.00 | 114.81 | 2012.10.23 18:00:00 | filled | CVX | |||
| 2013.01.17 16:59:58 | 7 | CVX | sell | 45 / 45 | 0.00 | 2013.01.17 16:59:58 | filled | tp 114.81 | ||||
| 2013.10.09 16:00:00 | 8 | CVX | buy | 43 / 43 | 0.00 | 122.20 | 2013.10.09 16:00:00 | filled | CVX | |||
| 2013.11.19 21:59:58 | 9 | CVX | sell | 43 / 43 | 0.00 | 2013.11.19 21:59:58 | filled | tp 122.20 | ||||
| 2014.01.23 21:00:00 | 10 | CVX | buy | 42 / 42 | 0.00 | 124.25 | 2014.01.23 21:00:00 | filled | CVX | |||
| 2014.04.21 17:59:58 | 11 | CVX | sell | 42 / 42 | 0.00 | 2014.04.21 17:59:58 | filled | tp 124.25 | ||||
| 2014.09.10 17:00:00 | 12 | CVX | buy | 41 / 41 | 0.00 | 129.61 | 2014.09.10 17:00:00 | filled | CVX | |||
| 2018.01.11 16:59:58 | 13 | CVX | sell | 41 / 41 | 0.00 | 2018.01.11 16:59:58 | filled | tp 129.61 | ||||
| 2018.02.06 16:00:00 | 14 | CVX | buy | 45 / 45 | 0.00 | 116.95 | 2018.02.06 16:00:00 | filled | CVX | |||
| 2018.02.06 22:59:58 | 15 | CVX | sell | 45 / 45 | 0.00 | 2018.02.06 22:59:58 | filled | tp 116.95 | ||||
| 2018.02.09 18:00:00 | 16 | CVX | buy | 45 / 45 | 0.00 | 117.74 | 2018.02.09 18:00:00 | filled | CVX | |||
| 2018.03.12 16:59:58 | 17 | CVX | sell | 45 / 45 | 0.00 | 2018.03.12 16:59:58 | filled | tp 117.74 | ||||
| 2018.07.18 17:00:00 | 18 | CVX | buy | 42 / 42 | 0.00 | 125.82 | 2018.07.18 17:00:00 | filled | CVX | |||
| 2018.07.27 18:59:58 | 19 | CVX | sell | 42 / 42 | 0.00 | 2018.07.27 18:59:58 | filled | tp 125.82 | ||||
| 2018.08.15 17:00:00 | 20 | CVX | buy | 42 / 42 | 0.00 | 125.86 | 2018.08.15 17:00:00 | filled | CVX | |||
| 2018.10.05 17:59:57 | 21 | CVX | sell | 42 / 42 | 0.00 | 2018.10.05 17:59:57 | filled | tp 125.86 | ||||
| 2018.10.23 19:00:00 | 22 | CVX | buy | 45 / 45 | 0.00 | 117.98 | 2018.10.23 19:00:00 | filled | CVX | |||
| 2018.11.05 16:59:58 | 23 | CVX | sell | 45 / 45 | 0.00 | 2018.11.05 16:59:58 | filled | tp 117.98 | ||||
| 2018.12.18 22:00:00 | 24 | CVX | buy | 47 / 47 | 0.00 | 114.61 | 2018.12.18 22:00:00 | filled | CVX | |||
| 2019.01.18 21:59:57 | 25 | CVX | sell | 47 / 47 | 0.00 | 2019.01.18 21:59:57 | filled | tp 114.61 | ||||
| 2019.04.26 18:00:00 | 26 | CVX | buy | 44 / 44 | 0.00 | 122.65 | 2019.04.26 18:00:00 | filled | CVX | |||
| 2019.06.10 16:59:57 | 27 | CVX | sell | 44 / 44 | 0.00 | 2019.06.10 16:59:57 | filled | tp 122.65 | ||||
| 2019.08.15 16:00:00 | 28 | CVX | buy | 44 / 44 | 0.00 | 122.92 | 2019.08.15 16:00:00 | filled | CVX | |||
| 2019.09.10 17:59:57 | 29 | CVX | sell | 44 / 44 | 0.00 | 2019.09.10 17:59:57 | filled | tp 122.92 | ||||
| 2019.10.02 19:00:00 | 30 | CVX | buy | 45 / 45 | 0.00 | 119.00 | 2019.10.02 19:00:00 | filled | CVX | |||
| 2019.10.28 16:00:00 | 31 | CVX | sell | 45 / 45 | 0.00 | 2019.10.28 16:00:00 | filled | tp 119.00 | ||||
| 2020.01.21 17:00:00 | 32 | CVX | buy | 45 / 45 | 0.00 | 119.98 | 2020.01.21 17:00:00 | filled | CVX | |||
| 2021.03.30 22:59:59 | 33 | CVX | sell | 45 / 45 | 0.00 | 2021.03.30 22:59:59 | filled | end of test | ||||
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 | ||||||
| 2012.04.09 16:00:00 | 2 | CVX | buy | in | 48 | 103.08 | 2 | -0.96 | 0.00 | 0.00 | 99 999.04 | CVX |
| 2012.05.01 18:59:58 | 3 | CVX | sell | out | 48 | 108.23 | 3 | -0.96 | -0.04 | 247.20 | 100 245.24 | tp 108.23 |
| 2012.05.18 22:00:00 | 4 | CVX | buy | in | 50 | 98.72 | 4 | -1.00 | 0.00 | 0.00 | 100 244.24 | CVX |
| 2012.06.15 21:59:58 | 5 | CVX | sell | out | 50 | 103.66 | 5 | -1.00 | -0.04 | 247.00 | 100 490.20 | tp 103.66 |
| 2012.10.23 18:00:00 | 6 | CVX | buy | in | 45 | 109.34 | 6 | -0.90 | 0.00 | 0.00 | 100 489.30 | CVX |
| 2013.01.17 16:59:58 | 7 | CVX | sell | out | 45 | 114.81 | 7 | -0.90 | -0.13 | 246.15 | 100 734.42 | tp 114.81 |
| 2013.10.09 16:00:00 | 8 | CVX | buy | in | 43 | 116.38 | 8 | -0.86 | 0.00 | 0.00 | 100 733.56 | CVX |
| 2013.11.19 21:59:58 | 9 | CVX | sell | out | 43 | 122.20 | 9 | -0.86 | -0.06 | 250.26 | 100 982.90 | tp 122.20 |
| 2014.01.23 21:00:00 | 10 | CVX | buy | in | 42 | 118.33 | 10 | -0.84 | 0.00 | 0.00 | 100 982.06 | CVX |
| 2014.04.21 17:59:58 | 11 | CVX | sell | out | 42 | 124.25 | 11 | -0.84 | -0.12 | 248.64 | 101 229.74 | tp 124.25 |
| 2014.09.10 17:00:00 | 12 | CVX | buy | in | 41 | 123.44 | 12 | -0.82 | 0.00 | 0.00 | 101 228.92 | CVX |
| 2018.01.11 16:59:58 | 13 | CVX | sell | out | 41 | 129.61 | 13 | -0.82 | -1.74 | 252.97 | 101 479.33 | tp 129.61 |
| 2018.02.06 16:00:00 | 14 | CVX | buy | in | 45 | 111.38 | 14 | -0.90 | 0.00 | 0.00 | 101 478.43 | CVX |
| 2018.02.06 22:59:58 | 15 | CVX | sell | out | 45 | 116.95 | 15 | -0.90 | 0.00 | 250.65 | 101 728.18 | tp 116.95 |
| 2018.02.09 18:00:00 | 16 | CVX | buy | in | 45 | 112.13 | 16 | -0.90 | 0.00 | 0.00 | 101 727.28 | CVX |
| 2018.03.12 16:59:58 | 17 | CVX | sell | out | 45 | 117.74 | 17 | -0.90 | -0.05 | 252.45 | 101 978.78 | tp 117.74 |
| 2018.07.18 17:00:00 | 18 | CVX | buy | in | 42 | 119.83 | 18 | -0.84 | 0.00 | 0.00 | 101 977.94 | CVX |
| 2018.07.27 18:59:58 | 19 | CVX | sell | out | 42 | 125.82 | 19 | -0.84 | -0.01 | 251.58 | 102 228.67 | tp 125.82 |
| 2018.08.15 17:00:00 | 20 | CVX | buy | in | 42 | 119.87 | 20 | -0.84 | 0.00 | 0.00 | 102 227.83 | CVX |
| 2018.10.05 17:59:57 | 21 | CVX | sell | out | 42 | 125.86 | 21 | -0.84 | -0.07 | 251.58 | 102 478.50 | tp 125.86 |
| 2018.10.23 19:00:00 | 22 | CVX | buy | in | 45 | 112.36 | 22 | -0.90 | 0.00 | 0.00 | 102 477.60 | CVX |
| 2018.11.05 16:59:58 | 23 | CVX | sell | out | 45 | 117.98 | 23 | -0.90 | -0.02 | 252.90 | 102 729.58 | tp 117.98 |
| 2018.12.18 22:00:00 | 24 | CVX | buy | in | 47 | 109.15 | 24 | -0.94 | 0.00 | 0.00 | 102 728.64 | CVX |
| 2019.01.18 21:59:57 | 25 | CVX | sell | out | 47 | 114.61 | 25 | -0.94 | -0.04 | 256.62 | 102 984.28 | tp 114.61 |
| 2019.04.26 18:00:00 | 26 | CVX | buy | in | 44 | 116.81 | 26 | -0.88 | 0.00 | 0.00 | 102 983.40 | CVX |
| 2019.06.10 16:59:57 | 27 | CVX | sell | out | 44 | 122.65 | 27 | -0.88 | -0.07 | 256.96 | 103 239.41 | tp 122.65 |
| 2019.08.15 16:00:00 | 28 | CVX | buy | in | 44 | 117.07 | 28 | -0.88 | 0.00 | 0.00 | 103 238.53 | CVX |
| 2019.09.10 17:59:57 | 29 | CVX | sell | out | 44 | 122.92 | 29 | -0.88 | -0.04 | 257.40 | 103 495.01 | tp 122.92 |
| 2019.10.02 19:00:00 | 30 | CVX | buy | in | 45 | 113.33 | 30 | -0.90 | 0.00 | 0.00 | 103 494.11 | CVX |
| 2019.10.28 16:00:00 | 31 | CVX | sell | out | 45 | 119.00 | 31 | -0.90 | -0.04 | 255.15 | 103 748.32 | tp 119.00 |
| 2020.01.21 17:00:00 | 32 | CVX | buy | in | 45 | 114.27 | 32 | -0.90 | 0.00 | 0.00 | 103 747.42 | CVX |
| 2021.03.30 22:59:59 | 33 | CVX | sell | out | 45 | 105.77 | 33 | -0.90 | -0.62 | -382.50 | 103 363.40 | end of test |
| -28.52 | -3.09 | 3 395.01 | 103 363.40 | |||||||||