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: | KMI | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=KMI | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100018 | ||||||||||||
| 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=36 | ||||||||||||
| CCI_Level=200 | ||||||||||||
| Slow_CCI_TF=16387 | ||||||||||||
| Slow_CCI_Period=51 | ||||||||||||
| Slow_CCI_Level=200 | ||||||||||||
| InpLoadedPeriod=16385 | ||||||||||||
| Broker: | Darwinex | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 100 000.00 | |||||||||||
| Leverage: | 1:1 | |||||||||||
Results |
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| History Quality: | 4% | |||||||||||
| Bars: | 16230 | Ticks: | 62066 | Symbols: | 1 | |||||||
| Total Net Profit: | 4 651.62 | Balance Drawdown Absolute: | 3.10 | Equity Drawdown Absolute: | 491.17 | |||||||
| Gross Profit: | 4 741.32 | Balance Drawdown Maximal: | 7.78 (0.01%) | Equity Drawdown Maximal: | 2 496.10 (2.45%) | |||||||
| Gross Loss: | -89.70 | Balance Drawdown Relative: | 0.01% (7.78) | Equity Drawdown Relative: | 2.45% (2 496.10) | |||||||
| Profit Factor: | 52.86 | Expected Payoff: | 249.54 | Margin Level: | 9761.13% | |||||||
| Recovery Factor: | 1.86 | Sharpe Ratio: | 163.80 | 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: | 2.35 | |||||||||
| Total Trades: | 19 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 19 (100.00%) | |||||||
| Total Deals: | 38 | Profit Trades (% of total): | 19 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
| Largest profit trade: | 253.75 | Largest loss trade: | 0.00 | |||||||||
| Average profit trade: | 249.54 | Average loss trade: | 0.00 | |||||||||
| Maximum consecutive wins ($): | 19 (4 741.32) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
| Maximal consecutive profit (count): | 4 741.32 (19) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
| Average consecutive wins: | 19 | Average consecutive losses: | 0 | |||||||||
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| Correlation (Profits,MFE): | -0.14 | Correlation (Profits,MAE): | -0.31 | Correlation (MFE,MAE): | -0.0490 | |||||||
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| Minimal position holding time: | 1:59:57 | Maximal position holding time: | 6096:00:00 | Average position holding time: | 1475:06:17 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.01.30 16:00:00 | 2 | KMI | buy | 155 / 155 | 0.00 | 33.69 | 2012.01.30 16:00:00 | filled | KMI | |||
| 2012.02.27 16:00:00 | 3 | KMI | sell | 155 / 155 | 0.00 | 2012.02.27 16:00:00 | filled | tp 33.69 | ||||
| 2012.04.23 16:00:00 | 4 | KMI | buy | 140 / 140 | 0.00 | 37.51 | 2012.04.23 16:00:00 | filled | KMI | |||
| 2013.01.17 16:59:58 | 5 | KMI | sell | 140 / 140 | 0.00 | 2013.01.17 16:59:58 | filled | tp 37.51 | ||||
| 2013.02.21 17:00:00 | 6 | KMI | buy | 137 / 137 | 0.00 | 38.50 | 2013.02.21 17:00:00 | filled | KMI | |||
| 2013.03.28 17:59:58 | 7 | KMI | sell | 137 / 137 | 0.00 | 2013.03.28 17:59:58 | filled | tp 38.50 | ||||
| 2013.06.20 19:00:00 | 8 | KMI | buy | 138 / 138 | 0.00 | 38.32 | 2013.06.20 19:00:00 | filled | KMI | |||
| 2013.06.27 17:59:58 | 9 | KMI | sell | 138 / 138 | 0.00 | 2013.06.27 17:59:58 | filled | tp 38.32 | ||||
| 2013.08.20 16:00:00 | 10 | KMI | buy | 138 / 138 | 0.00 | 38.36 | 2013.08.20 16:00:00 | filled | KMI | |||
| 2014.08.11 16:00:00 | 11 | KMI | sell | 138 / 138 | 0.00 | 2014.08.11 16:00:00 | filled | tp 38.36 | ||||
| 2014.12.15 22:00:00 | 12 | KMI | buy | 132 / 132 | 0.00 | 40.11 | 2014.12.15 22:00:00 | filled | KMI | |||
| 2014.12.18 16:00:00 | 13 | KMI | sell | 132 / 132 | 0.00 | 2014.12.18 16:00:00 | filled | tp 40.11 | ||||
| 2015.08.24 16:00:00 | 14 | KMI | buy | 172 / 172 | 0.00 | 30.92 | 2015.08.24 16:00:00 | filled | KMI | |||
| 2015.08.24 17:59:57 | 15 | KMI | sell | 172 / 172 | 0.00 | 2015.08.24 17:59:57 | filled | tp 30.92 | ||||
| 2015.09.23 22:00:00 | 16 | KMI | buy | 174 / 174 | 0.00 | 30.61 | 2015.09.23 22:00:00 | filled | KMI | |||
| 2015.10.05 16:59:58 | 17 | KMI | sell | 174 / 174 | 0.00 | 2015.10.05 16:59:58 | filled | tp 30.61 | ||||
| 2015.12.02 17:00:00 | 18 | KMI | buy | 243 / 243 | 0.00 | 22.04 | 2015.12.02 17:00:00 | filled | KMI | |||
| 2016.07.20 20:59:58 | 19 | KMI | sell | 243 / 243 | 0.00 | 2016.07.20 20:59:58 | filled | tp 22.04 | ||||
| 2017.05.30 16:00:00 | 20 | KMI | buy | 271 / 271 | 0.00 | 19.80 | 2017.05.30 16:00:00 | filled | KMI | |||
| 2017.07.20 16:00:00 | 21 | KMI | sell | 271 / 271 | 0.00 | 2017.07.20 16:00:00 | filled | tp 19.80 | ||||
| 2017.10.23 19:00:00 | 22 | KMI | buy | 281 / 281 | 0.00 | 19.10 | 2017.10.23 19:00:00 | filled | KMI | |||
| 2018.01.04 17:59:58 | 23 | KMI | sell | 281 / 281 | 0.00 | 2018.01.04 17:59:58 | filled | tp 19.10 | ||||
| 2018.02.28 22:00:00 | 24 | KMI | buy | 313 / 313 | 0.00 | 17.21 | 2018.02.28 22:00:00 | filled | KMI | |||
| 2018.06.11 22:59:57 | 25 | KMI | sell | 313 / 313 | 0.00 | 2018.06.11 22:59:57 | filled | tp 17.21 | ||||
| 2018.09.05 17:00:00 | 26 | KMI | buy | 295 / 295 | 0.00 | 18.28 | 2018.09.05 17:00:00 | filled | KMI | |||
| 2018.09.12 22:59:57 | 27 | KMI | sell | 295 / 295 | 0.00 | 2018.09.12 22:59:57 | filled | tp 18.28 | ||||
| 2018.10.23 16:00:00 | 28 | KMI | buy | 300 / 300 | 0.00 | 18.03 | 2018.10.23 16:00:00 | filled | KMI | |||
| 2019.01.18 19:59:57 | 29 | KMI | sell | 300 / 300 | 0.00 | 2019.01.18 19:59:57 | filled | tp 18.03 | ||||
| 2019.04.18 17:00:00 | 30 | KMI | buy | 265 / 265 | 0.00 | 20.47 | 2019.04.18 17:00:00 | filled | KMI | |||
| 2019.05.16 22:59:57 | 31 | KMI | sell | 265 / 265 | 0.00 | 2019.05.16 22:59:57 | filled | tp 20.47 | ||||
| 2019.07.18 16:00:00 | 32 | KMI | buy | 257 / 257 | 0.00 | 21.18 | 2019.07.18 16:00:00 | filled | KMI | |||
| 2019.12.23 19:59:58 | 33 | KMI | sell | 257 / 257 | 0.00 | 2019.12.23 19:59:58 | filled | tp 21.18 | ||||
| 2020.03.09 16:00:00 | 34 | KMI | buy | 307 / 307 | 0.00 | 17.77 | 2020.03.09 16:00:00 | filled | KMI | |||
| 2020.06.08 18:59:58 | 35 | KMI | sell | 307 / 307 | 0.00 | 2020.06.08 18:59:58 | filled | tp 17.77 | ||||
| 2020.09.04 19:00:00 | 36 | KMI | buy | 389 / 389 | 0.00 | 14.05 | 2020.09.04 19:00:00 | filled | KMI | |||
| 2020.11.18 16:59:59 | 37 | KMI | sell | 389 / 389 | 0.00 | 2020.11.18 16:59:59 | filled | tp 14.05 | ||||
| 2020.12.21 16:00:00 | 38 | KMI | buy | 378 / 378 | 0.00 | 14.49 | 2020.12.21 16:00:00 | filled | KMI | |||
| 2021.01.07 17:59:58 | 39 | KMI | sell | 378 / 378 | 0.00 | 2021.01.07 17:59:58 | filled | tp 14.49 | ||||
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 | ||||||
| 2012.01.30 16:00:00 | 2 | KMI | buy | in | 155 | 32.09 | 2 | -3.10 | 0.00 | 0.00 | 99 996.90 | KMI |
| 2012.02.27 16:00:00 | 3 | KMI | sell | out | 155 | 33.69 | 3 | -3.10 | -0.23 | 248.00 | 100 241.57 | tp 33.69 |
| 2012.04.23 16:00:00 | 4 | KMI | buy | in | 140 | 35.72 | 4 | -2.80 | 0.00 | 0.00 | 100 238.77 | KMI |
| 2013.01.17 16:59:58 | 5 | KMI | sell | out | 140 | 37.51 | 5 | -2.80 | -2.25 | 250.60 | 100 484.32 | tp 37.51 |
| 2013.02.21 17:00:00 | 6 | KMI | buy | in | 137 | 36.67 | 6 | -2.74 | 0.00 | 0.00 | 100 481.58 | KMI |
| 2013.03.28 17:59:58 | 7 | KMI | sell | out | 137 | 38.50 | 7 | -2.74 | -0.30 | 250.71 | 100 729.25 | tp 38.50 |
| 2013.06.20 19:00:00 | 8 | KMI | buy | in | 138 | 36.50 | 8 | -2.76 | 0.00 | 0.00 | 100 726.49 | KMI |
| 2013.06.27 17:59:58 | 9 | KMI | sell | out | 138 | 38.32 | 9 | -2.76 | -0.06 | 251.16 | 100 974.83 | tp 38.32 |
| 2013.08.20 16:00:00 | 10 | KMI | buy | in | 138 | 36.53 | 10 | -2.76 | 0.00 | 0.00 | 100 972.07 | KMI |
| 2014.08.11 16:00:00 | 11 | KMI | sell | out | 138 | 38.36 | 11 | -2.76 | -2.99 | 252.54 | 101 218.86 | tp 38.36 |
| 2014.12.15 22:00:00 | 12 | KMI | buy | in | 132 | 38.20 | 12 | -2.64 | 0.00 | 0.00 | 101 216.22 | KMI |
| 2014.12.18 16:00:00 | 13 | KMI | sell | out | 132 | 40.11 | 13 | -2.64 | -0.03 | 252.12 | 101 465.67 | tp 40.11 |
| 2015.08.24 16:00:00 | 14 | KMI | buy | in | 172 | 29.45 | 14 | -3.44 | 0.00 | 0.00 | 101 462.23 | KMI |
| 2015.08.24 17:59:57 | 15 | KMI | sell | out | 172 | 30.92 | 15 | -3.44 | 0.00 | 252.84 | 101 711.63 | tp 30.92 |
| 2015.09.23 22:00:00 | 16 | KMI | buy | in | 174 | 29.15 | 16 | -3.48 | 0.00 | 0.00 | 101 708.15 | KMI |
| 2015.10.05 16:59:58 | 17 | KMI | sell | out | 174 | 30.61 | 17 | -3.48 | -0.10 | 254.04 | 101 958.61 | tp 30.61 |
| 2015.12.02 17:00:00 | 18 | KMI | buy | in | 243 | 20.99 | 18 | -4.86 | 0.00 | 0.00 | 101 953.75 | KMI |
| 2016.07.20 20:59:58 | 19 | KMI | sell | out | 243 | 22.04 | 19 | -4.86 | -2.31 | 255.15 | 102 201.73 | tp 22.04 |
| 2017.05.30 16:00:00 | 20 | KMI | buy | in | 271 | 18.86 | 20 | -5.42 | 0.00 | 0.00 | 102 196.31 | KMI |
| 2017.07.20 16:00:00 | 21 | KMI | sell | out | 271 | 19.80 | 21 | -5.42 | -0.59 | 254.74 | 102 445.04 | tp 19.80 |
| 2017.10.23 19:00:00 | 22 | KMI | buy | in | 281 | 18.19 | 22 | -5.62 | 0.00 | 0.00 | 102 439.42 | KMI |
| 2018.01.04 17:59:58 | 23 | KMI | sell | out | 281 | 19.10 | 23 | -5.62 | -0.85 | 255.71 | 102 688.66 | tp 19.10 |
| 2018.02.28 22:00:00 | 24 | KMI | buy | in | 313 | 16.39 | 24 | -6.26 | 0.00 | 0.00 | 102 682.40 | KMI |
| 2018.06.11 22:59:57 | 25 | KMI | sell | out | 313 | 17.21 | 25 | -6.26 | -1.20 | 256.66 | 102 931.60 | tp 17.21 |
| 2018.09.05 17:00:00 | 26 | KMI | buy | in | 295 | 17.41 | 26 | -5.90 | 0.00 | 0.00 | 102 925.70 | KMI |
| 2018.09.12 22:59:57 | 27 | KMI | sell | out | 295 | 18.28 | 27 | -5.90 | -0.08 | 256.65 | 103 176.37 | tp 18.28 |
| 2018.10.23 16:00:00 | 28 | KMI | buy | in | 300 | 17.17 | 28 | -6.00 | 0.00 | 0.00 | 103 170.37 | KMI |
| 2019.01.18 19:59:57 | 29 | KMI | sell | out | 300 | 18.03 | 29 | -6.00 | -1.03 | 258.00 | 103 421.34 | tp 18.03 |
| 2019.04.18 17:00:00 | 30 | KMI | buy | in | 265 | 19.50 | 30 | -5.30 | 0.00 | 0.00 | 103 416.04 | KMI |
| 2019.05.16 22:59:57 | 31 | KMI | sell | out | 265 | 20.47 | 31 | -5.30 | -0.32 | 257.05 | 103 667.47 | tp 20.47 |
| 2019.07.18 16:00:00 | 32 | KMI | buy | in | 257 | 20.17 | 32 | -5.14 | 0.00 | 0.00 | 103 662.33 | KMI |
| 2019.12.23 19:59:58 | 33 | KMI | sell | out | 257 | 21.18 | 33 | -5.14 | -1.81 | 259.57 | 103 914.95 | tp 21.18 |
| 2020.03.09 16:00:00 | 34 | KMI | buy | in | 307 | 16.92 | 34 | -6.14 | 0.00 | 0.00 | 103 908.81 | KMI |
| 2020.06.08 18:59:58 | 35 | KMI | sell | out | 307 | 17.77 | 35 | -6.14 | -1.06 | 260.95 | 104 162.56 | tp 17.77 |
| 2020.09.04 19:00:00 | 36 | KMI | buy | in | 389 | 13.38 | 36 | -7.78 | 0.00 | 0.00 | 104 154.78 | KMI |
| 2020.11.18 16:59:59 | 37 | KMI | sell | out | 389 | 14.05 | 37 | -7.78 | -1.39 | 260.63 | 104 406.24 | tp 14.05 |
| 2020.12.21 16:00:00 | 38 | KMI | buy | in | 378 | 13.80 | 38 | -7.56 | 0.00 | 0.00 | 104 398.68 | KMI |
| 2021.01.07 17:59:58 | 39 | KMI | sell | out | 378 | 14.49 | 39 | -7.56 | -0.32 | 260.82 | 104 651.62 | tp 14.49 |
| -179.40 | -16.92 | 4 847.94 | 104 651.62 | |||||||||