Strategy Tester Report
Darwinex-Live (Build 2815)
Settings
Expert: Stock Trader Hedge
Symbol: EMR
Period: H1 (2012.01.01 - 2021.12.31)
Inputs: T_0=General Settings
Comment=EMR
Slippage=5
MagicNumber=100010
Balance_Type=0
MM_Type=0
AutoRisk=5
TimeFrame=16385
TakeProfit=5
RSI_Period=9
RSI_Level=50
Stochastic_Period=12
Stochastic_Level=70
CCI_Period=21
CCI_Level=200
Slow_CCI_TF=16388
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: 16230 Ticks: 62529 Symbols: 1
Total Net Profit: 5 270.23 Balance Drawdown Absolute: 2.04 Equity Drawdown Absolute: 47.52
Gross Profit: 5 304.43 Balance Drawdown Maximal: 2.06 (0.00%) Equity Drawdown Maximal: 2 669.00 (2.56%)
Gross Loss: -34.20 Balance Drawdown Relative: 0.00% (2.06) Equity Drawdown Relative: 2.56% (2 669.00)
Profit Factor: 155.10 Expected Payoff: 252.59 Margin Level: 9828.47%
Recovery Factor: 1.97 Sharpe Ratio: 245.60 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: 12.28
Total Trades: 21 Short Trades (won %): 0 (0.00%) Long Trades (won %): 21 (100.00%)
Total Deals: 42 Profit Trades (% of total): 21 (100.00%) Loss Trades (% of total): 0 (0.00%)
Largest profit trade: 259.70 Largest loss trade: 0.00
Average profit trade: 252.59 Average loss trade: 0.00
Maximum consecutive wins ($): 21 (5 304.43) Maximum consecutive losses ($): 0 (0.00)
Maximal consecutive profit (count): 5 304.43 (21) Maximal consecutive loss (count): 0.00 (0)
Average consecutive wins: 21 Average consecutive losses: 0
Graph
Graph
Correlation (Profits,MFE): 0.50 Correlation (Profits,MAE): -0.27 Correlation (MFE,MAE): -0.1815
Graph
Minimal position holding time: 48:59:58 Maximal position holding time: 22414:59:58 Average position holding time: 2271:45:40
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2012.03.06 16:00:002EMRbuy102 / 1020.0051.472012.03.06 16:00:00filledEMR
2012.03.13 21:59:583EMRsell102 / 1020.002012.03.13 21:59:58filledtp 51.47
2012.04.09 16:00:004EMRbuy99 / 990.0052.852012.04.09 16:00:00filledEMR
2012.04.27 22:59:575EMRsell99 / 990.002012.04.27 22:59:57filledtp 52.85
2012.05.01 17:00:006EMRbuy103 / 1030.0051.242012.05.01 17:00:00filledEMR
2012.08.10 22:59:587EMRsell103 / 1030.002012.08.10 22:59:58filledtp 51.24
2012.08.30 16:00:008EMRbuy98 / 980.0053.612012.08.30 16:00:00filledEMR
2012.12.19 19:59:589EMRsell98 / 980.002012.12.19 19:59:58filledtp 53.61
2012.12.31 16:00:0010EMRbuy97 / 970.0054.262012.12.31 16:00:00filledEMR
2013.01.02 16:59:5811EMRsell97 / 970.002013.01.02 16:59:58filledtp 54.26
2013.02.05 18:00:0012EMRbuy89 / 890.0059.142013.02.05 18:00:00filledEMR
2013.05.17 18:59:5913EMRsell89 / 890.002013.05.17 18:59:59filledtp 59.14
2013.05.23 16:00:0014EMRbuy88 / 880.0059.982013.05.23 16:00:00filledEMR
2013.07.22 16:59:5815EMRsell88 / 880.002013.07.22 16:59:58filledtp 59.98
2013.08.15 16:00:0016EMRbuy82 / 820.0064.492013.08.15 16:00:00filledEMR
2013.09.16 16:00:0017EMRsell82 / 820.002013.09.16 16:00:00filledtp 64.49
2013.09.30 16:00:0018EMRbuy79 / 790.0067.402013.09.30 16:00:00filledEMR
2013.10.30 16:59:5719EMRsell79 / 790.002013.10.30 16:59:57filledtp 67.40
2013.11.13 16:00:0020EMRbuy77 / 770.0068.922013.11.13 16:00:00filledEMR
2013.12.20 16:59:5821EMRsell77 / 770.002013.12.20 16:59:58filledtp 68.92
2014.02.04 16:00:0022EMRbuy81 / 810.0065.992014.02.04 16:00:00filledEMR
2014.03.21 16:59:5723EMRsell81 / 810.002014.03.21 16:59:57filledtp 65.99
2014.04.11 16:00:0024EMRbuy78 / 780.0069.112014.04.11 16:00:00filledEMR
2014.04.23 16:59:5825EMRsell78 / 780.002014.04.23 16:59:58filledtp 69.11
2014.05.20 20:00:0026EMRbuy78 / 780.0068.832014.05.20 20:00:00filledEMR
2017.12.18 18:59:5827EMRsell78 / 780.002017.12.18 18:59:58filledtp 68.83
2018.01.25 17:00:0028EMRbuy71 / 710.0075.492018.01.25 17:00:00filledEMR
2018.08.20 16:59:5929EMRsell71 / 710.002018.08.20 16:59:59filledtp 75.49
2018.10.23 16:00:0030EMRbuy74 / 740.0072.622018.10.23 16:00:00filledEMR
2019.04.17 16:59:5731EMRsell74 / 740.002019.04.17 16:59:57filledtp 72.62
2019.04.30 16:00:0032EMRbuy73 / 730.0074.022019.04.30 16:00:00filledEMR
2019.11.04 21:59:5733EMRsell73 / 730.002019.11.04 21:59:57filledtp 74.02
2019.12.03 16:00:0034EMRbuy71 / 710.0076.082019.12.03 16:00:00filledEMR
2019.12.12 16:59:5835EMRsell71 / 710.002019.12.12 16:59:58filledtp 76.08
2020.01.27 16:00:0036EMRbuy69 / 690.0078.712020.01.27 16:00:00filledEMR
2020.11.24 16:59:5937EMRsell69 / 690.002020.11.24 16:59:59filledtp 78.71
2020.12.02 16:00:0038EMRbuy70 / 700.0078.302020.12.02 16:00:00filledEMR
2020.12.04 18:59:5839EMRsell70 / 700.002020.12.04 18:59:58filledtp 78.30
2020.12.21 16:00:0040EMRbuy66 / 660.0083.292020.12.21 16:00:00filledEMR
2021.01.12 16:59:5841EMRsell66 / 660.002021.01.12 16:59:58filledtp 83.29
2021.01.27 16:00:0042EMRbuy65 / 650.0083.902021.01.27 16:00:00filledEMR
2021.02.02 16:59:5843EMRsell65 / 650.002021.02.02 16:59:58filledtp 83.90
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
2012.03.06 16:00:002EMRbuyin10249.022-2.040.000.0099 997.96EMR
2012.03.13 21:59:583EMRsellout10251.473-2.04-0.01249.90100 245.81tp 51.47
2012.04.09 16:00:004EMRbuyin9950.334-1.980.000.00100 243.83EMR
2012.04.27 22:59:575EMRsellout9952.855-1.98-0.04249.48100 491.29tp 52.85
2012.05.01 17:00:006EMRbuyin10348.806-2.060.000.00100 489.23EMR
2012.08.10 22:59:587EMRsellout10351.247-2.06-0.16251.32100 738.33tp 51.24
2012.08.30 16:00:008EMRbuyin9851.068-1.960.000.00100 736.37EMR
2012.12.19 19:59:589EMRsellout9853.619-1.96-0.19249.90100 984.12tp 53.61
2012.12.31 16:00:0010EMRbuyin9751.6810-1.940.000.00100 982.18EMR
2013.01.02 16:59:5811EMRsellout9754.2611-1.940.00250.26101 230.50tp 54.26
2013.02.05 18:00:0012EMRbuyin8956.3212-1.780.000.00101 228.72EMR
2013.05.17 18:59:5913EMRsellout8959.1413-1.78-0.16250.98101 477.76tp 59.14
2013.05.23 16:00:0014EMRbuyin8857.1214-1.760.000.00101 476.00EMR
2013.07.22 16:59:5815EMRsellout8859.9815-1.76-0.11251.68101 725.81tp 59.98
2013.08.15 16:00:0016EMRbuyin8261.4216-1.640.000.00101 724.17EMR
2013.09.16 16:00:0017EMRsellout8264.4917-1.64-0.06251.74101 974.21tp 64.49
2013.09.30 16:00:0018EMRbuyin7964.1918-1.580.000.00101 972.63EMR
2013.10.30 16:59:5719EMRsellout7967.4019-1.58-0.04253.59102 224.60tp 67.40
2013.11.13 16:00:0020EMRbuyin7765.6420-1.540.000.00102 223.06EMR
2013.12.20 16:59:5821EMRsellout7768.9221-1.54-0.05252.56102 474.03tp 68.92
2014.02.04 16:00:0022EMRbuyin8162.8522-1.620.000.00102 472.41EMR
2014.03.21 16:59:5723EMRsellout8165.9923-1.62-0.07254.34102 725.06tp 65.99
2014.04.11 16:00:0024EMRbuyin7865.8224-1.560.000.00102 723.50EMR
2014.04.23 16:59:5825EMRsellout7869.1125-1.56-0.02256.62102 978.54tp 69.11
2014.05.20 20:00:0026EMRbuyin7865.5526-1.560.000.00102 976.98EMR
2017.12.18 18:59:5827EMRsellout7868.8327-1.56-2.05255.84103 229.21tp 68.83
2018.01.25 17:00:0028EMRbuyin7171.9028-1.420.000.00103 227.79EMR
2018.08.20 16:59:5929EMRsellout7175.4929-1.42-0.33254.89103 480.93tp 75.49
2018.10.23 16:00:0030EMRbuyin7469.1630-1.480.000.00103 479.45EMR
2019.04.17 16:59:5731EMRsellout7472.6231-1.48-0.30256.04103 733.71tp 72.62
2019.04.30 16:00:0032EMRbuyin7370.5032-1.460.000.00103 732.25EMR
2019.11.04 21:59:5733EMRsellout7374.0233-1.46-0.29256.96103 987.46tp 74.02
2019.12.03 16:00:0034EMRbuyin7172.4634-1.420.000.00103 986.04EMR
2019.12.12 16:59:5835EMRsellout7176.0835-1.42-0.01257.02104 241.63tp 76.08
2020.01.27 16:00:0036EMRbuyin6974.9636-1.380.000.00104 240.25EMR
2020.11.24 16:59:5937EMRsellout6978.7137-1.38-0.46258.75104 497.16tp 78.71
2020.12.02 16:00:0038EMRbuyin7074.5738-1.400.000.00104 495.76EMR
2020.12.04 18:59:5839EMRsellout7078.3039-1.400.00261.10104 755.46tp 78.30
2020.12.21 16:00:0040EMRbuyin6679.3440-1.320.000.00104 754.14EMR
2021.01.12 16:59:5841EMRsellout6683.2941-1.32-0.03260.70105 013.49tp 83.29
2021.01.27 16:00:0042EMRbuyin6579.9142-1.300.000.00105 012.19EMR
2021.02.02 16:59:5843EMRsellout6583.9043-1.30-0.01259.35105 270.23tp 83.90
-68.40 -4.39 5 343.02 105 270.23