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: | IBM | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=KMI | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100017 | ||||||||||||
| Balance_Type=0 | ||||||||||||
| MM_Type=0 | ||||||||||||
| AutoRisk=5 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| TakeProfit=5 | ||||||||||||
| RSI_Period=12 | ||||||||||||
| RSI_Level=50 | ||||||||||||
| Stochastic_Period=18 | ||||||||||||
| Stochastic_Level=70 | ||||||||||||
| CCI_Period=36 | ||||||||||||
| CCI_Level=250 | ||||||||||||
| 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: | 8% | |||||||||||
| Bars: | 16230 | Ticks: | 63485 | Symbols: | 1 | |||||||
| Total Net Profit: | 3 232.34 | Balance Drawdown Absolute: | 0.52 | Equity Drawdown Absolute: | 235.04 | |||||||
| Gross Profit: | 3 240.82 | Balance Drawdown Maximal: | 0.86 (0.00%) | Equity Drawdown Maximal: | 1 646.29 (1.60%) | |||||||
| Gross Loss: | -8.48 | Balance Drawdown Relative: | 0.00% (0.86) | Equity Drawdown Relative: | 1.60% (1 646.29) | |||||||
| Profit Factor: | 382.17 | Expected Payoff: | 249.29 | Margin Level: | 9994.64% | |||||||
| Recovery Factor: | 1.96 | Sharpe Ratio: | 131.34 | Z-Score: | 0.00 (0.00%) | |||||||
| AHPR: | 1.0025 (0.25%) | LR Correlation: | 1.00 | OnTester result: | 0 | |||||||
| GHPR: | 1.0025 (0.25%) | LR Standard Error: | 4.97 | |||||||||
| Total Trades: | 13 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 13 (100.00%) | |||||||
| Total Deals: | 26 | Profit Trades (% of total): | 13 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
| Largest profit trade: | 253.98 | Largest loss trade: | 0.00 | |||||||||
| Average profit trade: | 249.29 | Average loss trade: | 0.00 | |||||||||
| Maximum consecutive wins ($): | 13 (3 240.82) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
| Maximal consecutive profit (count): | 3 240.82 (13) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
| Average consecutive wins: | 13 | Average consecutive losses: | 0 | |||||||||
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| Correlation (Profits,MFE): | 0.36 | Correlation (Profits,MAE): | -0.35 | Correlation (MFE,MAE): | -0.2946 | |||||||
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| Minimal position holding time: | 193:59:58 | Maximal position holding time: | 11279:59:58 | Average position holding time: | 1876:55:21 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.06.01 16:00:00 | 2 | IBM | buy | 26 / 26 | 0.00 | 200.41 | 2012.06.01 16:00:00 | filled | KMI | |||
| 2012.08.07 19:59:58 | 3 | IBM | sell | 26 / 26 | 0.00 | 2012.08.07 19:59:58 | filled | tp 200.41 | ||||
| 2013.04.19 16:00:00 | 4 | IBM | buy | 25 / 25 | 0.00 | 204.82 | 2013.04.19 16:00:00 | filled | KMI | |||
| 2013.05.03 16:59:59 | 5 | IBM | sell | 25 / 25 | 0.00 | 2013.05.03 16:59:59 | filled | tp 204.82 | ||||
| 2013.06.28 17:00:00 | 6 | IBM | buy | 26 / 26 | 0.00 | 198.83 | 2013.06.28 17:00:00 | filled | KMI | |||
| 2013.07.18 16:59:58 | 7 | IBM | sell | 26 / 26 | 0.00 | 2013.07.18 16:59:58 | filled | tp 198.83 | ||||
| 2013.08.27 20:00:00 | 8 | IBM | buy | 27 / 27 | 0.00 | 191.95 | 2013.08.27 20:00:00 | filled | KMI | |||
| 2013.09.13 16:59:58 | 9 | IBM | sell | 27 / 27 | 0.00 | 2013.09.13 16:59:58 | filled | tp 191.95 | ||||
| 2013.10.17 16:00:00 | 10 | IBM | buy | 29 / 29 | 0.00 | 181.87 | 2013.10.17 16:00:00 | filled | KMI | |||
| 2013.10.29 19:59:57 | 11 | IBM | sell | 29 / 29 | 0.00 | 2013.10.29 19:59:57 | filled | tp 181.87 | ||||
| 2014.10.20 16:00:00 | 12 | IBM | buy | 30 / 30 | 0.00 | 175.37 | 2014.10.20 16:00:00 | filled | KMI | |||
| 2015.05.04 16:59:58 | 13 | IBM | sell | 30 / 30 | 0.00 | 2015.05.04 16:59:58 | filled | tp 175.37 | ||||
| 2015.08.24 16:00:00 | 14 | IBM | buy | 35 / 35 | 0.00 | 150.97 | 2015.08.24 16:00:00 | filled | KMI | |||
| 2015.10.08 18:59:58 | 15 | IBM | sell | 35 / 35 | 0.00 | 2015.10.08 18:59:58 | filled | tp 150.97 | ||||
| 2016.01.20 16:00:00 | 16 | IBM | buy | 42 / 42 | 0.00 | 125.23 | 2016.01.20 16:00:00 | filled | KMI | |||
| 2016.02.01 17:59:58 | 17 | IBM | sell | 42 / 42 | 0.00 | 2016.02.01 17:59:58 | filled | tp 125.23 | ||||
| 2016.10.18 16:00:00 | 18 | IBM | buy | 34 / 34 | 0.00 | 157.38 | 2016.10.18 16:00:00 | filled | KMI | |||
| 2016.11.10 16:00:00 | 19 | IBM | sell | 34 / 34 | 0.00 | 2016.11.10 16:00:00 | filled | tp 157.38 | ||||
| 2017.04.19 16:00:00 | 20 | IBM | buy | 31 / 31 | 0.00 | 169.37 | 2017.04.19 16:00:00 | filled | KMI | |||
| 2018.01.18 16:59:57 | 21 | IBM | sell | 31 / 31 | 0.00 | 2018.01.18 16:59:57 | filled | tp 169.37 | ||||
| 2018.04.18 19:00:00 | 22 | IBM | buy | 34 / 34 | 0.00 | 156.08 | 2018.04.18 19:00:00 | filled | KMI | |||
| 2020.02.05 18:59:58 | 23 | IBM | sell | 34 / 34 | 0.00 | 2020.02.05 18:59:58 | filled | tp 156.08 | ||||
| 2020.03.09 16:00:00 | 24 | IBM | buy | 42 / 42 | 0.00 | 125.74 | 2020.03.09 16:00:00 | filled | KMI | |||
| 2020.04.27 16:59:57 | 25 | IBM | sell | 42 / 42 | 0.00 | 2020.04.27 16:59:57 | filled | tp 125.74 | ||||
| 2020.10.20 17:00:00 | 26 | IBM | buy | 43 / 43 | 0.00 | 123.37 | 2020.10.20 17:00:00 | filled | KMI | |||
| 2020.11.24 18:59:57 | 27 | IBM | sell | 43 / 43 | 0.00 | 2020.11.24 18:59:57 | filled | tp 123.37 | ||||
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 | ||||||
| 2012.06.01 16:00:00 | 2 | IBM | buy | in | 26 | 190.87 | 2 | -0.52 | 0.00 | 0.00 | 99 999.48 | KMI |
| 2012.08.07 19:59:58 | 3 | IBM | sell | out | 26 | 200.41 | 3 | -0.52 | 0.00 | 248.04 | 100 247.00 | tp 200.41 |
| 2013.04.19 16:00:00 | 4 | IBM | buy | in | 25 | 195.07 | 4 | -0.50 | 0.00 | 0.00 | 100 246.50 | KMI |
| 2013.05.03 16:59:59 | 5 | IBM | sell | out | 25 | 204.82 | 5 | -0.50 | 0.00 | 243.75 | 100 489.75 | tp 204.82 |
| 2013.06.28 17:00:00 | 6 | IBM | buy | in | 26 | 189.36 | 6 | -0.52 | 0.00 | 0.00 | 100 489.23 | KMI |
| 2013.07.18 16:59:58 | 7 | IBM | sell | out | 26 | 198.83 | 7 | -0.52 | 0.00 | 246.22 | 100 734.93 | tp 198.83 |
| 2013.08.27 20:00:00 | 8 | IBM | buy | in | 27 | 182.81 | 8 | -0.54 | 0.00 | 0.00 | 100 734.39 | KMI |
| 2013.09.13 16:59:58 | 9 | IBM | sell | out | 27 | 191.95 | 9 | -0.54 | 0.00 | 246.78 | 100 980.63 | tp 191.95 |
| 2013.10.17 16:00:00 | 10 | IBM | buy | in | 29 | 173.21 | 10 | -0.58 | 0.00 | 0.00 | 100 980.05 | KMI |
| 2013.10.29 19:59:57 | 11 | IBM | sell | out | 29 | 181.87 | 11 | -0.58 | 0.00 | 251.14 | 101 230.61 | tp 181.87 |
| 2014.10.20 16:00:00 | 12 | IBM | buy | in | 30 | 167.02 | 12 | -0.60 | 0.00 | 0.00 | 101 230.01 | KMI |
| 2015.05.04 16:59:58 | 13 | IBM | sell | out | 30 | 175.37 | 13 | -0.60 | -0.04 | 250.50 | 101 479.87 | tp 175.37 |
| 2015.08.24 16:00:00 | 14 | IBM | buy | in | 35 | 143.78 | 14 | -0.70 | 0.00 | 0.00 | 101 479.17 | KMI |
| 2015.10.08 18:59:58 | 15 | IBM | sell | out | 35 | 150.97 | 15 | -0.70 | 0.00 | 251.65 | 101 730.12 | tp 150.97 |
| 2016.01.20 16:00:00 | 16 | IBM | buy | in | 42 | 119.27 | 16 | -0.84 | 0.00 | 0.00 | 101 729.28 | KMI |
| 2016.02.01 17:59:58 | 17 | IBM | sell | out | 42 | 125.23 | 17 | -0.84 | -0.02 | 250.32 | 101 978.74 | tp 125.23 |
| 2016.10.18 16:00:00 | 18 | IBM | buy | in | 34 | 149.89 | 18 | -0.68 | 0.00 | 0.00 | 101 978.06 | KMI |
| 2016.11.10 16:00:00 | 19 | IBM | sell | out | 34 | 157.38 | 19 | -0.68 | 0.00 | 254.66 | 102 232.04 | tp 157.38 |
| 2017.04.19 16:00:00 | 20 | IBM | buy | in | 31 | 161.31 | 20 | -0.62 | 0.00 | 0.00 | 102 231.42 | KMI |
| 2018.01.18 16:59:57 | 21 | IBM | sell | out | 31 | 169.37 | 21 | -0.62 | -0.01 | 249.86 | 102 480.65 | tp 169.37 |
| 2018.04.18 19:00:00 | 22 | IBM | buy | in | 34 | 148.65 | 22 | -0.68 | 0.00 | 0.00 | 102 479.97 | KMI |
| 2020.02.05 18:59:58 | 23 | IBM | sell | out | 34 | 156.08 | 23 | -0.68 | -0.04 | 252.62 | 102 731.87 | tp 156.08 |
| 2020.03.09 16:00:00 | 24 | IBM | buy | in | 42 | 119.75 | 24 | -0.84 | 0.00 | 0.00 | 102 731.03 | KMI |
| 2020.04.27 16:59:57 | 25 | IBM | sell | out | 42 | 125.74 | 25 | -0.84 | -0.07 | 251.58 | 102 981.70 | tp 125.74 |
| 2020.10.20 17:00:00 | 26 | IBM | buy | in | 43 | 117.50 | 26 | -0.86 | 0.00 | 0.00 | 102 980.84 | KMI |
| 2020.11.24 18:59:57 | 27 | IBM | sell | out | 43 | 123.37 | 27 | -0.86 | -0.05 | 252.41 | 103 232.34 | tp 123.37 |
| -16.96 | -0.23 | 3 249.53 | 103 232.34 | |||||||||