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: | 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 |
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| 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 | |||||||||
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| Correlation (Profits,MFE): | 0.50 | Correlation (Profits,MAE): | -0.27 | Correlation (MFE,MAE): | -0.1815 | |||||||
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| Minimal position holding time: | 48:59:58 | Maximal position holding time: | 22414:59:58 | Average position holding time: | 2271:45:40 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.03.06 16:00:00 | 2 | EMR | buy | 102 / 102 | 0.00 | 51.47 | 2012.03.06 16:00:00 | filled | EMR | |||
| 2012.03.13 21:59:58 | 3 | EMR | sell | 102 / 102 | 0.00 | 2012.03.13 21:59:58 | filled | tp 51.47 | ||||
| 2012.04.09 16:00:00 | 4 | EMR | buy | 99 / 99 | 0.00 | 52.85 | 2012.04.09 16:00:00 | filled | EMR | |||
| 2012.04.27 22:59:57 | 5 | EMR | sell | 99 / 99 | 0.00 | 2012.04.27 22:59:57 | filled | tp 52.85 | ||||
| 2012.05.01 17:00:00 | 6 | EMR | buy | 103 / 103 | 0.00 | 51.24 | 2012.05.01 17:00:00 | filled | EMR | |||
| 2012.08.10 22:59:58 | 7 | EMR | sell | 103 / 103 | 0.00 | 2012.08.10 22:59:58 | filled | tp 51.24 | ||||
| 2012.08.30 16:00:00 | 8 | EMR | buy | 98 / 98 | 0.00 | 53.61 | 2012.08.30 16:00:00 | filled | EMR | |||
| 2012.12.19 19:59:58 | 9 | EMR | sell | 98 / 98 | 0.00 | 2012.12.19 19:59:58 | filled | tp 53.61 | ||||
| 2012.12.31 16:00:00 | 10 | EMR | buy | 97 / 97 | 0.00 | 54.26 | 2012.12.31 16:00:00 | filled | EMR | |||
| 2013.01.02 16:59:58 | 11 | EMR | sell | 97 / 97 | 0.00 | 2013.01.02 16:59:58 | filled | tp 54.26 | ||||
| 2013.02.05 18:00:00 | 12 | EMR | buy | 89 / 89 | 0.00 | 59.14 | 2013.02.05 18:00:00 | filled | EMR | |||
| 2013.05.17 18:59:59 | 13 | EMR | sell | 89 / 89 | 0.00 | 2013.05.17 18:59:59 | filled | tp 59.14 | ||||
| 2013.05.23 16:00:00 | 14 | EMR | buy | 88 / 88 | 0.00 | 59.98 | 2013.05.23 16:00:00 | filled | EMR | |||
| 2013.07.22 16:59:58 | 15 | EMR | sell | 88 / 88 | 0.00 | 2013.07.22 16:59:58 | filled | tp 59.98 | ||||
| 2013.08.15 16:00:00 | 16 | EMR | buy | 82 / 82 | 0.00 | 64.49 | 2013.08.15 16:00:00 | filled | EMR | |||
| 2013.09.16 16:00:00 | 17 | EMR | sell | 82 / 82 | 0.00 | 2013.09.16 16:00:00 | filled | tp 64.49 | ||||
| 2013.09.30 16:00:00 | 18 | EMR | buy | 79 / 79 | 0.00 | 67.40 | 2013.09.30 16:00:00 | filled | EMR | |||
| 2013.10.30 16:59:57 | 19 | EMR | sell | 79 / 79 | 0.00 | 2013.10.30 16:59:57 | filled | tp 67.40 | ||||
| 2013.11.13 16:00:00 | 20 | EMR | buy | 77 / 77 | 0.00 | 68.92 | 2013.11.13 16:00:00 | filled | EMR | |||
| 2013.12.20 16:59:58 | 21 | EMR | sell | 77 / 77 | 0.00 | 2013.12.20 16:59:58 | filled | tp 68.92 | ||||
| 2014.02.04 16:00:00 | 22 | EMR | buy | 81 / 81 | 0.00 | 65.99 | 2014.02.04 16:00:00 | filled | EMR | |||
| 2014.03.21 16:59:57 | 23 | EMR | sell | 81 / 81 | 0.00 | 2014.03.21 16:59:57 | filled | tp 65.99 | ||||
| 2014.04.11 16:00:00 | 24 | EMR | buy | 78 / 78 | 0.00 | 69.11 | 2014.04.11 16:00:00 | filled | EMR | |||
| 2014.04.23 16:59:58 | 25 | EMR | sell | 78 / 78 | 0.00 | 2014.04.23 16:59:58 | filled | tp 69.11 | ||||
| 2014.05.20 20:00:00 | 26 | EMR | buy | 78 / 78 | 0.00 | 68.83 | 2014.05.20 20:00:00 | filled | EMR | |||
| 2017.12.18 18:59:58 | 27 | EMR | sell | 78 / 78 | 0.00 | 2017.12.18 18:59:58 | filled | tp 68.83 | ||||
| 2018.01.25 17:00:00 | 28 | EMR | buy | 71 / 71 | 0.00 | 75.49 | 2018.01.25 17:00:00 | filled | EMR | |||
| 2018.08.20 16:59:59 | 29 | EMR | sell | 71 / 71 | 0.00 | 2018.08.20 16:59:59 | filled | tp 75.49 | ||||
| 2018.10.23 16:00:00 | 30 | EMR | buy | 74 / 74 | 0.00 | 72.62 | 2018.10.23 16:00:00 | filled | EMR | |||
| 2019.04.17 16:59:57 | 31 | EMR | sell | 74 / 74 | 0.00 | 2019.04.17 16:59:57 | filled | tp 72.62 | ||||
| 2019.04.30 16:00:00 | 32 | EMR | buy | 73 / 73 | 0.00 | 74.02 | 2019.04.30 16:00:00 | filled | EMR | |||
| 2019.11.04 21:59:57 | 33 | EMR | sell | 73 / 73 | 0.00 | 2019.11.04 21:59:57 | filled | tp 74.02 | ||||
| 2019.12.03 16:00:00 | 34 | EMR | buy | 71 / 71 | 0.00 | 76.08 | 2019.12.03 16:00:00 | filled | EMR | |||
| 2019.12.12 16:59:58 | 35 | EMR | sell | 71 / 71 | 0.00 | 2019.12.12 16:59:58 | filled | tp 76.08 | ||||
| 2020.01.27 16:00:00 | 36 | EMR | buy | 69 / 69 | 0.00 | 78.71 | 2020.01.27 16:00:00 | filled | EMR | |||
| 2020.11.24 16:59:59 | 37 | EMR | sell | 69 / 69 | 0.00 | 2020.11.24 16:59:59 | filled | tp 78.71 | ||||
| 2020.12.02 16:00:00 | 38 | EMR | buy | 70 / 70 | 0.00 | 78.30 | 2020.12.02 16:00:00 | filled | EMR | |||
| 2020.12.04 18:59:58 | 39 | EMR | sell | 70 / 70 | 0.00 | 2020.12.04 18:59:58 | filled | tp 78.30 | ||||
| 2020.12.21 16:00:00 | 40 | EMR | buy | 66 / 66 | 0.00 | 83.29 | 2020.12.21 16:00:00 | filled | EMR | |||
| 2021.01.12 16:59:58 | 41 | EMR | sell | 66 / 66 | 0.00 | 2021.01.12 16:59:58 | filled | tp 83.29 | ||||
| 2021.01.27 16:00:00 | 42 | EMR | buy | 65 / 65 | 0.00 | 83.90 | 2021.01.27 16:00:00 | filled | EMR | |||
| 2021.02.02 16:59:58 | 43 | EMR | sell | 65 / 65 | 0.00 | 2021.02.02 16:59:58 | filled | tp 83.90 | ||||
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 | ||||||
| 2012.03.06 16:00:00 | 2 | EMR | buy | in | 102 | 49.02 | 2 | -2.04 | 0.00 | 0.00 | 99 997.96 | EMR |
| 2012.03.13 21:59:58 | 3 | EMR | sell | out | 102 | 51.47 | 3 | -2.04 | -0.01 | 249.90 | 100 245.81 | tp 51.47 |
| 2012.04.09 16:00:00 | 4 | EMR | buy | in | 99 | 50.33 | 4 | -1.98 | 0.00 | 0.00 | 100 243.83 | EMR |
| 2012.04.27 22:59:57 | 5 | EMR | sell | out | 99 | 52.85 | 5 | -1.98 | -0.04 | 249.48 | 100 491.29 | tp 52.85 |
| 2012.05.01 17:00:00 | 6 | EMR | buy | in | 103 | 48.80 | 6 | -2.06 | 0.00 | 0.00 | 100 489.23 | EMR |
| 2012.08.10 22:59:58 | 7 | EMR | sell | out | 103 | 51.24 | 7 | -2.06 | -0.16 | 251.32 | 100 738.33 | tp 51.24 |
| 2012.08.30 16:00:00 | 8 | EMR | buy | in | 98 | 51.06 | 8 | -1.96 | 0.00 | 0.00 | 100 736.37 | EMR |
| 2012.12.19 19:59:58 | 9 | EMR | sell | out | 98 | 53.61 | 9 | -1.96 | -0.19 | 249.90 | 100 984.12 | tp 53.61 |
| 2012.12.31 16:00:00 | 10 | EMR | buy | in | 97 | 51.68 | 10 | -1.94 | 0.00 | 0.00 | 100 982.18 | EMR |
| 2013.01.02 16:59:58 | 11 | EMR | sell | out | 97 | 54.26 | 11 | -1.94 | 0.00 | 250.26 | 101 230.50 | tp 54.26 |
| 2013.02.05 18:00:00 | 12 | EMR | buy | in | 89 | 56.32 | 12 | -1.78 | 0.00 | 0.00 | 101 228.72 | EMR |
| 2013.05.17 18:59:59 | 13 | EMR | sell | out | 89 | 59.14 | 13 | -1.78 | -0.16 | 250.98 | 101 477.76 | tp 59.14 |
| 2013.05.23 16:00:00 | 14 | EMR | buy | in | 88 | 57.12 | 14 | -1.76 | 0.00 | 0.00 | 101 476.00 | EMR |
| 2013.07.22 16:59:58 | 15 | EMR | sell | out | 88 | 59.98 | 15 | -1.76 | -0.11 | 251.68 | 101 725.81 | tp 59.98 |
| 2013.08.15 16:00:00 | 16 | EMR | buy | in | 82 | 61.42 | 16 | -1.64 | 0.00 | 0.00 | 101 724.17 | EMR |
| 2013.09.16 16:00:00 | 17 | EMR | sell | out | 82 | 64.49 | 17 | -1.64 | -0.06 | 251.74 | 101 974.21 | tp 64.49 |
| 2013.09.30 16:00:00 | 18 | EMR | buy | in | 79 | 64.19 | 18 | -1.58 | 0.00 | 0.00 | 101 972.63 | EMR |
| 2013.10.30 16:59:57 | 19 | EMR | sell | out | 79 | 67.40 | 19 | -1.58 | -0.04 | 253.59 | 102 224.60 | tp 67.40 |
| 2013.11.13 16:00:00 | 20 | EMR | buy | in | 77 | 65.64 | 20 | -1.54 | 0.00 | 0.00 | 102 223.06 | EMR |
| 2013.12.20 16:59:58 | 21 | EMR | sell | out | 77 | 68.92 | 21 | -1.54 | -0.05 | 252.56 | 102 474.03 | tp 68.92 |
| 2014.02.04 16:00:00 | 22 | EMR | buy | in | 81 | 62.85 | 22 | -1.62 | 0.00 | 0.00 | 102 472.41 | EMR |
| 2014.03.21 16:59:57 | 23 | EMR | sell | out | 81 | 65.99 | 23 | -1.62 | -0.07 | 254.34 | 102 725.06 | tp 65.99 |
| 2014.04.11 16:00:00 | 24 | EMR | buy | in | 78 | 65.82 | 24 | -1.56 | 0.00 | 0.00 | 102 723.50 | EMR |
| 2014.04.23 16:59:58 | 25 | EMR | sell | out | 78 | 69.11 | 25 | -1.56 | -0.02 | 256.62 | 102 978.54 | tp 69.11 |
| 2014.05.20 20:00:00 | 26 | EMR | buy | in | 78 | 65.55 | 26 | -1.56 | 0.00 | 0.00 | 102 976.98 | EMR |
| 2017.12.18 18:59:58 | 27 | EMR | sell | out | 78 | 68.83 | 27 | -1.56 | -2.05 | 255.84 | 103 229.21 | tp 68.83 |
| 2018.01.25 17:00:00 | 28 | EMR | buy | in | 71 | 71.90 | 28 | -1.42 | 0.00 | 0.00 | 103 227.79 | EMR |
| 2018.08.20 16:59:59 | 29 | EMR | sell | out | 71 | 75.49 | 29 | -1.42 | -0.33 | 254.89 | 103 480.93 | tp 75.49 |
| 2018.10.23 16:00:00 | 30 | EMR | buy | in | 74 | 69.16 | 30 | -1.48 | 0.00 | 0.00 | 103 479.45 | EMR |
| 2019.04.17 16:59:57 | 31 | EMR | sell | out | 74 | 72.62 | 31 | -1.48 | -0.30 | 256.04 | 103 733.71 | tp 72.62 |
| 2019.04.30 16:00:00 | 32 | EMR | buy | in | 73 | 70.50 | 32 | -1.46 | 0.00 | 0.00 | 103 732.25 | EMR |
| 2019.11.04 21:59:57 | 33 | EMR | sell | out | 73 | 74.02 | 33 | -1.46 | -0.29 | 256.96 | 103 987.46 | tp 74.02 |
| 2019.12.03 16:00:00 | 34 | EMR | buy | in | 71 | 72.46 | 34 | -1.42 | 0.00 | 0.00 | 103 986.04 | EMR |
| 2019.12.12 16:59:58 | 35 | EMR | sell | out | 71 | 76.08 | 35 | -1.42 | -0.01 | 257.02 | 104 241.63 | tp 76.08 |
| 2020.01.27 16:00:00 | 36 | EMR | buy | in | 69 | 74.96 | 36 | -1.38 | 0.00 | 0.00 | 104 240.25 | EMR |
| 2020.11.24 16:59:59 | 37 | EMR | sell | out | 69 | 78.71 | 37 | -1.38 | -0.46 | 258.75 | 104 497.16 | tp 78.71 |
| 2020.12.02 16:00:00 | 38 | EMR | buy | in | 70 | 74.57 | 38 | -1.40 | 0.00 | 0.00 | 104 495.76 | EMR |
| 2020.12.04 18:59:58 | 39 | EMR | sell | out | 70 | 78.30 | 39 | -1.40 | 0.00 | 261.10 | 104 755.46 | tp 78.30 |
| 2020.12.21 16:00:00 | 40 | EMR | buy | in | 66 | 79.34 | 40 | -1.32 | 0.00 | 0.00 | 104 754.14 | EMR |
| 2021.01.12 16:59:58 | 41 | EMR | sell | out | 66 | 83.29 | 41 | -1.32 | -0.03 | 260.70 | 105 013.49 | tp 83.29 |
| 2021.01.27 16:00:00 | 42 | EMR | buy | in | 65 | 79.91 | 42 | -1.30 | 0.00 | 0.00 | 105 012.19 | EMR |
| 2021.02.02 16:59:58 | 43 | EMR | sell | out | 65 | 83.90 | 43 | -1.30 | -0.01 | 259.35 | 105 270.23 | tp 83.90 |
| -68.40 | -4.39 | 5 343.02 | 105 270.23 | |||||||||