Strategy Tester Report
Darwinex-Live (Build 2815)
Settings
Expert:			Stock Trader Hedge
Symbol:			GILD
Period:			H1 (2012.01.01 - 2021.12.31)
Inputs:			T_0=General Settings
			Comment=GILD
			Slippage=5
			MagicNumber=100013
			Balance_Type=0
			MM_Type=0
			AutoRisk=5
			TimeFrame=16385
			TakeProfit=5
			RSI_Period=18
			RSI_Level=70
			Stochastic_Period=21
			Stochastic_Level=80
			CCI_Period=21
			CCI_Level=100
			Slow_CCI_TF=16385
			Slow_CCI_Period=21
			Slow_CCI_Level=100
			InpLoadedPeriod=16385
Broker:			Darwinex
Currency:			USD
Initial Deposit:			100 000.00
Leverage:			1:1
Results
History Quality:			6%
Bars:			16226	Ticks:			63296	Symbols:			1
Total Net Profit:			4 618.72	Balance Drawdown Absolute:			3.68	Equity Drawdown Absolute:			975.34
Gross Profit:			7 127.81	Balance Drawdown Maximal:			2 455.13 (2.29%)	Equity Drawdown Maximal:			2 877.40 (2.69%)
Gross Loss:			-2 509.09	Balance Drawdown Relative:			2.29% (2 455.13)	Equity Drawdown Relative:			2.69% (2 877.40)
Profit Factor:			2.84	Expected Payoff:			159.27	Margin Level:			9778.13%
Recovery Factor:			1.61	Sharpe Ratio:			0.34	Z-Score:			-1.70 (91.09%)
AHPR:			1.0016 (0.16%)	LR Correlation:			0.98	OnTester result:			0
GHPR:			1.0016 (0.16%)	LR Standard Error:			471.39
Total Trades:			29	Short Trades (won %):			0 (0.00%)	Long Trades (won %):			29 (96.55%)
Total Deals:			58	Profit Trades (% of total):			28 (96.55%)	Loss Trades (% of total):			1 (3.45%)
				Largest profit trade:			263.05	Largest loss trade:			-2 454.25
				Average profit trade:			254.56	Average loss trade:			-2 509.09
				Maximum consecutive wins ($):			28 (7 127.81)	Maximum consecutive losses ($):			1 (-2 454.25)
				Maximal consecutive profit (count):			7 127.81 (28)	Maximal consecutive loss (count):			-2 454.25 (1)
				Average consecutive wins:			28	Average consecutive losses:			1
Correlation (Profits,MFE):			0.75	Correlation (Profits,MAE):			0.81	Correlation (MFE,MAE):			0.6085
Minimal position holding time:			23:00:00	Maximal position holding time:			36077:59:59	Average position holding time:			1864:08:14

Orders
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2012.02.08 18:00:00	2	GILD	buy	184 / 184		0.00		28.55	2012.02.08 18:00:00		filled	GILD
2012.08.02 16:00:00	3	GILD	sell	184 / 184		0.00			2012.08.02 16:00:00		filled	tp 28.55
2012.08.08 16:00:00	4	GILD	buy	175 / 175		0.00		29.93	2012.08.08 16:00:00		filled	GILD
2012.09.10 21:59:58	5	GILD	sell	175 / 175		0.00			2012.09.10 21:59:58		filled	tp 29.93
2012.09.26 17:00:00	6	GILD	buy	151 / 151		0.00		34.91	2012.09.26 17:00:00		filled	GILD
2012.10.03 16:59:58	7	GILD	sell	151 / 151		0.00			2012.10.03 16:59:58		filled	tp 34.91
2012.10.09 16:00:00	8	GILD	buy	145 / 145		0.00		36.42	2012.10.09 16:00:00		filled	GILD
2012.11.12 16:59:57	9	GILD	sell	145 / 145		0.00			2012.11.12 16:59:57		filled	tp 36.42
2012.11.15 16:00:00	10	GILD	buy	140 / 140		0.00		37.70	2012.11.15 16:00:00		filled	GILD
2012.11.20 16:59:59	11	GILD	sell	140 / 140		0.00			2012.11.20 16:59:59		filled	tp 37.70
2012.11.26 17:00:00	12	GILD	buy	134 / 134		0.00		39.43	2012.11.26 17:00:00		filled	GILD
2013.01.25 16:00:00	13	GILD	sell	134 / 134		0.00			2013.01.25 16:00:00		filled	tp 39.43
2013.01.31 18:00:00	14	GILD	buy	128 / 128		0.00		41.42	2013.01.31 18:00:00		filled	GILD
2013.02.08 17:59:57	15	GILD	sell	128 / 128		0.00			2013.02.08 17:59:57		filled	tp 41.42
2013.02.21 17:00:00	16	GILD	buy	122 / 122		0.00		43.62	2013.02.21 17:00:00		filled	GILD
2013.02.27 18:59:58	17	GILD	sell	122 / 122		0.00			2013.02.27 18:59:58		filled	tp 43.62
2013.03.15 17:00:00	18	GILD	buy	113 / 113		0.00		47.29	2013.03.15 17:00:00		filled	GILD
2013.03.27 21:59:59	19	GILD	sell	113 / 113		0.00			2013.03.27 21:59:59		filled	tp 47.29
2013.04.03 18:00:00	20	GILD	buy	106 / 106		0.00		50.27	2013.04.03 18:00:00		filled	GILD
2013.04.11 16:00:00	21	GILD	sell	106 / 106		0.00			2013.04.11 16:00:00		filled	tp 50.27
2013.04.15 22:00:00	22	GILD	buy	100 / 100		0.00		53.66	2013.04.15 22:00:00		filled	GILD
2013.04.19 19:59:58	23	GILD	sell	100 / 100		0.00			2013.04.19 19:59:58		filled	tp 53.66
2013.04.24 17:00:00	24	GILD	buy	100 / 100		0.00		53.72	2013.04.24 17:00:00		filled	GILD
2013.05.03 16:00:00	25	GILD	sell	100 / 100		0.00			2013.05.03 16:00:00		filled	tp 53.72
2013.05.07 21:00:00	26	GILD	buy	97 / 97		0.00		55.72	2013.05.07 21:00:00		filled	GILD
2013.05.14 18:59:58	27	GILD	sell	97 / 97		0.00			2013.05.14 18:59:58		filled	tp 55.72
2013.05.16 19:00:00	28	GILD	buy	94 / 94		0.00		57.38	2013.05.16 19:00:00		filled	GILD
2013.05.22 16:59:58	29	GILD	sell	94 / 94		0.00			2013.05.22 16:59:58		filled	tp 57.38
2013.05.23 16:00:00	30	GILD	buy	94 / 94		0.00		57.74	2013.05.23 16:00:00		filled	GILD
2013.07.16 17:59:57	31	GILD	sell	94 / 94		0.00			2013.07.16 17:59:57		filled	tp 57.74
2013.07.30 21:00:00	32	GILD	buy	84 / 84		0.00		64.63	2013.07.30 21:00:00		filled	GILD
2013.09.19 16:59:57	33	GILD	sell	84 / 84		0.00			2013.09.19 16:59:57		filled	tp 64.63
2013.09.23 16:00:00	34	GILD	buy	81 / 81		0.00		66.68	2013.09.23 16:00:00		filled	GILD
2013.10.17 19:59:58	35	GILD	sell	81 / 81		0.00			2013.10.17 19:59:58		filled	tp 66.68
2013.10.29 17:00:00	36	GILD	buy	76 / 76		0.00		71.72	2013.10.29 17:00:00		filled	GILD
2013.10.30 16:00:00	37	GILD	sell	76 / 76		0.00			2013.10.30 16:00:00		filled	tp 71.72
2013.11.04 17:00:00	38	GILD	buy	74 / 74		0.00		73.85	2013.11.04 17:00:00		filled	GILD
2013.11.22 16:59:58	39	GILD	sell	74 / 74		0.00			2013.11.22 16:59:58		filled	tp 73.85
2013.11.27 16:00:00	40	GILD	buy	70 / 70		0.00		77.93	2013.11.27 16:00:00		filled	GILD
2014.01.16 17:59:58	41	GILD	sell	70 / 70		0.00			2014.01.16 17:59:58		filled	tp 77.93
2014.01.24 21:00:00	42	GILD	buy	64 / 64		0.00		84.95	2014.01.24 21:00:00		filled	GILD
2014.07.01 18:59:58	43	GILD	sell	64 / 64		0.00			2014.07.01 18:59:58		filled	tp 84.95
2014.07.08 17:00:00	44	GILD	buy	60 / 60		0.00		90.74	2014.07.08 17:00:00		filled	GILD
2014.07.15 16:59:58	45	GILD	sell	60 / 60		0.00			2014.07.15 16:59:58		filled	tp 90.74
2014.07.15 19:00:00	46	GILD	buy	59 / 59		0.00		92.85	2014.07.15 19:00:00		filled	GILD
2014.07.24 16:59:57	47	GILD	sell	59 / 59		0.00			2014.07.24 16:59:57		filled	tp 92.85
2014.07.31 19:00:00	48	GILD	buy	57 / 57		0.00		96.27	2014.07.31 19:00:00		filled	GILD
2014.08.14 22:59:58	49	GILD	sell	57 / 57		0.00			2014.08.14 22:59:58		filled	tp 96.27
2014.09.04 22:00:00	50	GILD	buy	49 / 49		0.00		113.19	2014.09.04 22:00:00		filled	GILD
2014.10.28 16:59:57	51	GILD	sell	49 / 49		0.00			2014.10.28 16:59:57		filled	tp 113.19
2014.10.29 16:00:00	52	GILD	buy	48 / 48		0.00		114.59	2014.10.29 16:00:00		filled	GILD
2014.10.31 16:00:00	53	GILD	sell	48 / 48		0.00			2014.10.31 16:00:00		filled	tp 114.59
2014.11.03 18:00:00	54	GILD	buy	48 / 48		0.00		115.27	2014.11.03 18:00:00		filled	GILD
2015.06.09 21:59:58	55	GILD	sell	48 / 48		0.00			2015.06.09 21:59:58		filled	tp 115.27
2015.06.15 16:00:00	56	GILD	buy	45 / 45		0.00		122.35	2015.06.15 16:00:00		filled	GILD
2015.06.23 16:59:57	57	GILD	sell	45 / 45		0.00			2015.06.23 16:59:57		filled	tp 122.35
2015.06.25 17:00:00	58	GILD	buy	44 / 44		0.00		127.19	2015.06.25 17:00:00		filled	GILD
2021.03.30 22:59:59	59	GILD	sell	44 / 44		0.00			2021.03.30 22:59:59		filled	end of test
Deals
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
2012.02.08 18:00:00	2	GILD	buy	in	184	27.19	2	-3.68	0.00	0.00	99 996.32	GILD
2012.08.02 16:00:00	3	GILD	sell	out	184	28.55	3	-3.68	-1.75	250.24	100 241.13	tp 28.55
2012.08.08 16:00:00	4	GILD	buy	in	175	28.51	4	-3.50	0.00	0.00	100 237.63	GILD
2012.09.10 21:59:58	5	GILD	sell	out	175	29.93	5	-3.50	-0.28	248.50	100 482.35	tp 29.93
2012.09.26 17:00:00	6	GILD	buy	in	151	33.25	6	-3.02	0.00	0.00	100 479.33	GILD
2012.10.03 16:59:58	7	GILD	sell	out	151	34.91	7	-3.02	-0.06	250.66	100 726.91	tp 34.91
2012.10.09 16:00:00	8	GILD	buy	in	145	34.69	8	-2.90	0.00	0.00	100 724.01	GILD
2012.11.12 16:59:57	9	GILD	sell	out	145	36.42	9	-2.90	-0.28	250.85	100 971.68	tp 36.42
2012.11.15 16:00:00	10	GILD	buy	in	140	35.91	10	-2.80	0.00	0.00	100 968.88	GILD
2012.11.20 16:59:59	11	GILD	sell	out	140	37.70	11	-2.80	-0.04	250.60	101 216.64	tp 37.70
2012.11.26 17:00:00	12	GILD	buy	in	134	37.55	12	-2.68	0.00	0.00	101 213.96	GILD
2013.01.25 16:00:00	13	GILD	sell	out	134	39.43	13	-2.68	-0.49	251.92	101 462.71	tp 39.43
2013.01.31 18:00:00	14	GILD	buy	in	128	39.45	14	-2.56	0.00	0.00	101 460.15	GILD
2013.02.08 17:59:57	15	GILD	sell	out	128	41.42	15	-2.56	-0.07	252.16	101 709.68	tp 41.42
2013.02.21 17:00:00	16	GILD	buy	in	122	41.54	16	-2.44	0.00	0.00	101 707.24	GILD
2013.02.27 18:59:58	17	GILD	sell	out	122	43.62	17	-2.44	-0.05	253.76	101 958.51	tp 43.62
2013.03.15 17:00:00	18	GILD	buy	in	113	45.04	18	-2.26	0.00	0.00	101 956.25	GILD
2013.03.27 21:59:59	19	GILD	sell	out	113	47.29	19	-2.26	-0.10	254.25	102 208.14	tp 47.29
2013.04.03 18:00:00	20	GILD	buy	in	106	47.88	20	-2.12	0.00	0.00	102 206.02	GILD
2013.04.11 16:00:00	21	GILD	sell	out	106	50.27	21	-2.12	-0.01	253.34	102 457.23	tp 50.27
2013.04.15 22:00:00	22	GILD	buy	in	100	51.11	22	-2.00	0.00	0.00	102 455.23	GILD
2013.04.19 19:59:58	23	GILD	sell	out	100	53.66	23	-2.00	0.00	255.00	102 708.23	tp 53.66
2013.04.24 17:00:00	24	GILD	buy	in	100	51.16	24	-2.00	0.00	0.00	102 706.23	GILD
2013.05.03 16:00:00	25	GILD	sell	out	100	53.72	25	-2.00	-0.01	256.00	102 960.22	tp 53.72
2013.05.07 21:00:00	26	GILD	buy	in	97	53.07	26	-1.94	0.00	0.00	102 958.28	GILD
2013.05.14 18:59:58	27	GILD	sell	out	97	55.72	27	-1.94	-0.01	257.05	103 213.38	tp 55.72
2013.05.16 19:00:00	28	GILD	buy	in	94	54.65	28	-1.88	0.00	0.00	103 211.50	GILD
2013.05.22 16:59:58	29	GILD	sell	out	94	57.38	29	-1.88	-0.01	256.62	103 466.23	tp 57.38
2013.05.23 16:00:00	30	GILD	buy	in	94	54.99	30	-1.88	0.00	0.00	103 464.35	GILD
2013.07.16 17:59:57	31	GILD	sell	out	94	57.74	31	-1.88	-0.10	258.50	103 720.87	tp 57.74
2013.07.30 21:00:00	32	GILD	buy	in	84	61.55	32	-1.68	0.00	0.00	103 719.19	GILD
2013.09.19 16:59:57	33	GILD	sell	out	84	64.63	33	-1.68	-0.08	258.72	103 976.15	tp 64.63
2013.09.23 16:00:00	34	GILD	buy	in	81	63.51	34	-1.62	0.00	0.00	103 974.53	GILD
2013.10.17 19:59:58	35	GILD	sell	out	81	66.68	35	-1.62	-0.03	256.77	104 229.65	tp 66.68
2013.10.29 17:00:00	36	GILD	buy	in	76	68.31	36	-1.52	0.00	0.00	104 228.13	GILD
2013.10.30 16:00:00	37	GILD	sell	out	76	71.72	37	-1.52	0.00	259.16	104 485.77	tp 71.72
2013.11.04 17:00:00	38	GILD	buy	in	74	70.33	38	-1.48	0.00	0.00	104 484.29	GILD
2013.11.22 16:59:58	39	GILD	sell	out	74	73.85	39	-1.48	-0.02	260.48	104 743.27	tp 73.85
2013.11.27 16:00:00	40	GILD	buy	in	70	74.22	40	-1.40	0.00	0.00	104 741.87	GILD
2014.01.16 17:59:58	41	GILD	sell	out	70	77.93	41	-1.40	-0.09	259.70	105 000.08	tp 77.93
2014.01.24 21:00:00	42	GILD	buy	in	64	80.91	42	-1.28	0.00	0.00	104 998.80	GILD
2014.07.01 18:59:58	43	GILD	sell	out	64	84.95	43	-1.28	-0.25	258.56	105 255.83	tp 84.95
2014.07.08 17:00:00	44	GILD	buy	in	60	86.42	44	-1.20	0.00	0.00	105 254.63	GILD
2014.07.15 16:59:58	45	GILD	sell	out	60	90.74	45	-1.20	-0.01	259.20	105 512.62	tp 90.74
2014.07.15 19:00:00	46	GILD	buy	in	59	88.43	46	-1.18	0.00	0.00	105 511.44	GILD
2014.07.24 16:59:57	47	GILD	sell	out	59	92.85	47	-1.18	-0.01	260.78	105 771.03	tp 92.85
2014.07.31 19:00:00	48	GILD	buy	in	57	91.69	48	-1.14	0.00	0.00	105 769.89	GILD
2014.08.14 22:59:58	49	GILD	sell	out	57	96.27	49	-1.14	-0.02	261.06	106 029.79	tp 96.27
2014.09.04 22:00:00	50	GILD	buy	in	49	107.80	50	-0.98	0.00	0.00	106 028.81	GILD
2014.10.28 16:59:57	51	GILD	sell	out	49	113.19	51	-0.98	-0.08	264.11	106 291.86	tp 113.19
2014.10.29 16:00:00	52	GILD	buy	in	48	109.13	52	-0.96	0.00	0.00	106 290.90	GILD
2014.10.31 16:00:00	53	GILD	sell	out	48	114.59	53	-0.96	0.00	262.08	106 552.02	tp 114.59
2014.11.03 18:00:00	54	GILD	buy	in	48	109.78	54	-0.96	0.00	0.00	106 551.06	GILD
2015.06.09 21:59:58	55	GILD	sell	out	48	115.27	55	-0.96	-0.31	263.52	106 813.31	tp 115.27
2015.06.15 16:00:00	56	GILD	buy	in	45	116.52	56	-0.90	0.00	0.00	106 812.41	GILD
2015.06.23 16:59:57	57	GILD	sell	out	45	122.35	57	-0.90	-0.01	262.35	107 073.85	tp 122.35
2015.06.25 17:00:00	58	GILD	buy	in	44	121.13	58	-0.88	0.00	0.00	107 072.97	GILD
2021.03.30 22:59:59	59	GILD	sell	out	44	65.44	59	-0.88	-3.01	-2 450.36	104 618.72	end of test
								-109.68	-7.18	4 735.58	104 618.72