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: | KO | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=KO | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100019 | ||||||||||||
| Balance_Type=0 | ||||||||||||
| MM_Type=0 | ||||||||||||
| AutoRisk=5 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| TakeProfit=5 | ||||||||||||
| RSI_Period=9 | ||||||||||||
| RSI_Level=70 | ||||||||||||
| Stochastic_Period=12 | ||||||||||||
| Stochastic_Level=80 | ||||||||||||
| CCI_Period=36 | ||||||||||||
| CCI_Level=250 | ||||||||||||
| Slow_CCI_TF=16386 | ||||||||||||
| Slow_CCI_Period=21 | ||||||||||||
| Slow_CCI_Level=100 | ||||||||||||
| InpLoadedPeriod=16385 | ||||||||||||
| Broker: | Darwinex | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 100 000.00 | |||||||||||
| Leverage: | 1:1 | |||||||||||
Results |
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| History Quality: | 5% | |||||||||||
| Bars: | 16229 | Ticks: | 62360 | Symbols: | 1 | |||||||
| Total Net Profit: | 4 986.43 | Balance Drawdown Absolute: | 2.90 | Equity Drawdown Absolute: | 155.21 | |||||||
| Gross Profit: | 5 031.27 | Balance Drawdown Maximal: | 2.90 (0.00%) | Equity Drawdown Maximal: | 874.19 (0.86%) | |||||||
| Gross Loss: | -44.84 | Balance Drawdown Relative: | 0.00% (2.90) | Equity Drawdown Relative: | 0.86% (874.19) | |||||||
| Profit Factor: | 112.20 | Expected Payoff: | 251.56 | Margin Level: | 9939.09% | |||||||
| Recovery Factor: | 5.70 | Sharpe Ratio: | 172.75 | 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: | 13.80 | |||||||||
| Total Trades: | 20 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 20 (100.00%) | |||||||
| Total Deals: | 40 | Profit Trades (% of total): | 20 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
| Largest profit trade: | 259.33 | Largest loss trade: | 0.00 | |||||||||
| Average profit trade: | 251.56 | Average loss trade: | 0.00 | |||||||||
| Maximum consecutive wins ($): | 20 (5 031.27) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
| Maximal consecutive profit (count): | 5 031.27 (20) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
| Average consecutive wins: | 20 | Average consecutive losses: | 0 | |||||||||
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| Correlation (Profits,MFE): | 0.57 | Correlation (Profits,MAE): | 0.42 | Correlation (MFE,MAE): | 0.2365 | |||||||
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| Minimal position holding time: | 1:59:58 | Maximal position holding time: | 9822:59:58 | Average position holding time: | 2248:59:58 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.01.06 17:00:00 | 2 | KO | buy | 145 / 145 | 0.00 | 36.06 | 2012.01.06 17:00:00 | filled | KO | |||
| 2012.03.28 17:59:58 | 3 | KO | sell | 145 / 145 | 0.00 | 2012.03.28 17:59:58 | filled | tp 36.06 | ||||
| 2012.05.09 16:00:00 | 4 | KO | buy | 131 / 131 | 0.00 | 40.18 | 2012.05.09 16:00:00 | filled | KO | |||
| 2012.07.30 16:59:58 | 5 | KO | sell | 131 / 131 | 0.00 | 2012.07.30 16:59:58 | filled | tp 40.18 | ||||
| 2012.08.22 17:00:00 | 6 | KO | buy | 129 / 129 | 0.00 | 40.92 | 2012.08.22 17:00:00 | filled | KO | |||
| 2013.04.09 18:59:59 | 7 | KO | sell | 129 / 129 | 0.00 | 2013.04.09 18:59:59 | filled | tp 40.92 | ||||
| 2013.05.02 16:00:00 | 8 | KO | buy | 120 / 120 | 0.00 | 43.81 | 2013.05.02 16:00:00 | filled | KO | |||
| 2014.10.07 17:59:58 | 9 | KO | sell | 120 / 120 | 0.00 | 2014.10.07 17:59:58 | filled | tp 43.81 | ||||
| 2014.10.21 16:00:00 | 10 | KO | buy | 123 / 123 | 0.00 | 42.85 | 2014.10.21 16:00:00 | filled | KO | |||
| 2014.11.12 20:59:57 | 11 | KO | sell | 123 / 123 | 0.00 | 2014.11.12 20:59:57 | filled | tp 42.85 | ||||
| 2014.12.09 17:00:00 | 12 | KO | buy | 120 / 120 | 0.00 | 44.26 | 2014.12.09 17:00:00 | filled | KO | |||
| 2016.03.08 18:59:57 | 13 | KO | sell | 120 / 120 | 0.00 | 2016.03.08 18:59:57 | filled | tp 44.26 | ||||
| 2016.04.20 16:00:00 | 14 | KO | buy | 112 / 112 | 0.00 | 47.45 | 2016.04.20 16:00:00 | filled | KO | |||
| 2017.11.14 22:59:58 | 15 | KO | sell | 112 / 112 | 0.00 | 2017.11.14 22:59:58 | filled | tp 47.45 | ||||
| 2017.11.17 17:00:00 | 16 | KO | buy | 110 / 110 | 0.00 | 48.14 | 2017.11.17 17:00:00 | filled | KO | |||
| 2018.01.26 17:59:58 | 17 | KO | sell | 110 / 110 | 0.00 | 2018.01.26 17:59:58 | filled | tp 48.14 | ||||
| 2018.02.06 16:00:00 | 18 | KO | buy | 116 / 116 | 0.00 | 45.93 | 2018.02.06 16:00:00 | filled | KO | |||
| 2018.07.25 16:00:00 | 19 | KO | sell | 116 / 116 | 0.00 | 2018.07.25 16:00:00 | filled | tp 45.93 | ||||
| 2018.12.17 21:00:00 | 20 | KO | buy | 105 / 105 | 0.00 | 51.05 | 2018.12.17 21:00:00 | filled | KO | |||
| 2019.06.05 19:59:58 | 21 | KO | sell | 105 / 105 | 0.00 | 2019.06.05 19:59:58 | filled | tp 51.05 | ||||
| 2019.07.22 17:00:00 | 22 | KO | buy | 100 / 100 | 0.00 | 53.78 | 2019.07.22 17:00:00 | filled | KO | |||
| 2019.07.23 16:59:58 | 23 | KO | sell | 100 / 100 | 0.00 | 2019.07.23 16:59:58 | filled | tp 53.78 | ||||
| 2019.10.02 18:00:00 | 24 | KO | buy | 95 / 95 | 0.00 | 56.21 | 2019.10.02 18:00:00 | filled | KO | |||
| 2020.01.13 17:59:58 | 25 | KO | sell | 95 / 95 | 0.00 | 2020.01.13 17:59:58 | filled | tp 56.21 | ||||
| 2020.01.29 17:00:00 | 26 | KO | buy | 90 / 90 | 0.00 | 59.60 | 2020.01.29 17:00:00 | filled | KO | |||
| 2020.02.10 17:59:58 | 27 | KO | sell | 90 / 90 | 0.00 | 2020.02.10 17:59:58 | filled | tp 59.60 | ||||
| 2020.02.28 16:00:00 | 28 | KO | buy | 95 / 95 | 0.00 | 56.48 | 2020.02.28 16:00:00 | filled | KO | |||
| 2020.03.03 16:59:57 | 29 | KO | sell | 95 / 95 | 0.00 | 2020.03.03 16:59:57 | filled | tp 56.48 | ||||
| 2020.04.21 16:00:00 | 30 | KO | buy | 115 / 115 | 0.00 | 46.85 | 2020.04.21 16:00:00 | filled | KO | |||
| 2020.04.21 17:59:58 | 31 | KO | sell | 115 / 115 | 0.00 | 2020.04.21 17:59:58 | filled | tp 46.85 | ||||
| 2020.07.09 18:00:00 | 32 | KO | buy | 117 / 117 | 0.00 | 46.40 | 2020.07.09 18:00:00 | filled | KO | |||
| 2020.07.15 16:59:58 | 33 | KO | sell | 117 / 117 | 0.00 | 2020.07.15 16:59:58 | filled | tp 46.40 | ||||
| 2020.07.30 16:00:00 | 34 | KO | buy | 109 / 109 | 0.00 | 49.86 | 2020.07.30 16:00:00 | filled | KO | |||
| 2020.08.31 16:59:58 | 35 | KO | sell | 109 / 109 | 0.00 | 2020.08.31 16:59:58 | filled | tp 49.86 | ||||
| 2020.09.21 17:00:00 | 36 | KO | buy | 105 / 105 | 0.00 | 51.89 | 2020.09.21 17:00:00 | filled | KO | |||
| 2020.11.09 16:00:00 | 37 | KO | sell | 105 / 105 | 0.00 | 2020.11.09 16:00:00 | filled | tp 51.89 | ||||
| 2020.11.30 16:00:00 | 38 | KO | buy | 100 / 100 | 0.00 | 54.48 | 2020.11.30 16:00:00 | filled | KO | |||
| 2020.12.30 16:59:58 | 39 | KO | sell | 100 / 100 | 0.00 | 2020.12.30 16:59:58 | filled | tp 54.48 | ||||
| 2021.02.22 16:00:00 | 40 | KO | buy | 105 / 105 | 0.00 | 52.28 | 2021.02.22 16:00:00 | filled | KO | |||
| 2021.03.08 19:59:58 | 41 | KO | sell | 105 / 105 | 0.00 | 2021.03.08 19:59:58 | filled | tp 52.28 | ||||
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 | ||||||
| 2012.01.06 17:00:00 | 2 | KO | buy | in | 145 | 34.34 | 2 | -2.90 | 0.00 | 0.00 | 99 997.10 | KO |
| 2012.03.28 17:59:58 | 3 | KO | sell | out | 145 | 36.06 | 3 | -2.90 | -0.68 | 249.40 | 100 242.92 | tp 36.06 |
| 2012.05.09 16:00:00 | 4 | KO | buy | in | 131 | 38.27 | 4 | -2.62 | 0.00 | 0.00 | 100 240.30 | KO |
| 2012.07.30 16:59:58 | 5 | KO | sell | out | 131 | 40.18 | 5 | -2.62 | -0.68 | 250.21 | 100 487.21 | tp 40.18 |
| 2012.08.22 17:00:00 | 6 | KO | buy | in | 129 | 38.97 | 6 | -2.58 | 0.00 | 0.00 | 100 484.63 | KO |
| 2013.04.09 18:59:59 | 7 | KO | sell | out | 129 | 40.92 | 7 | -2.58 | -1.89 | 251.55 | 100 731.71 | tp 40.92 |
| 2013.05.02 16:00:00 | 8 | KO | buy | in | 120 | 41.72 | 8 | -2.40 | 0.00 | 0.00 | 100 729.31 | KO |
| 2014.10.07 17:59:58 | 9 | KO | sell | out | 120 | 43.81 | 9 | -2.40 | -4.36 | 250.80 | 100 973.35 | tp 43.81 |
| 2014.10.21 16:00:00 | 10 | KO | buy | in | 123 | 40.81 | 10 | -2.46 | 0.00 | 0.00 | 100 970.89 | KO |
| 2014.11.12 20:59:57 | 11 | KO | sell | out | 123 | 42.85 | 11 | -2.46 | -0.19 | 250.92 | 101 219.16 | tp 42.85 |
| 2014.12.09 17:00:00 | 12 | KO | buy | in | 120 | 42.15 | 12 | -2.40 | 0.00 | 0.00 | 101 216.76 | KO |
| 2016.03.08 18:59:57 | 13 | KO | sell | out | 120 | 44.26 | 13 | -2.40 | -3.77 | 253.20 | 101 463.79 | tp 44.26 |
| 2016.04.20 16:00:00 | 14 | KO | buy | in | 112 | 45.19 | 14 | -2.24 | 0.00 | 0.00 | 101 461.55 | KO |
| 2017.11.14 22:59:58 | 15 | KO | sell | out | 112 | 47.45 | 15 | -2.24 | -4.79 | 253.12 | 101 707.64 | tp 47.45 |
| 2017.11.17 17:00:00 | 16 | KO | buy | in | 110 | 45.85 | 16 | -2.20 | 0.00 | 0.00 | 101 705.44 | KO |
| 2018.01.26 17:59:58 | 17 | KO | sell | out | 110 | 48.14 | 17 | -2.20 | -0.56 | 251.90 | 101 954.58 | tp 48.14 |
| 2018.02.06 16:00:00 | 18 | KO | buy | in | 116 | 43.74 | 18 | -2.32 | 0.00 | 0.00 | 101 952.26 | KO |
| 2018.07.25 16:00:00 | 19 | KO | sell | out | 116 | 45.93 | 19 | -2.32 | -1.41 | 254.04 | 102 202.57 | tp 45.93 |
| 2018.12.17 21:00:00 | 20 | KO | buy | in | 105 | 48.62 | 20 | -2.10 | 0.00 | 0.00 | 102 200.47 | KO |
| 2019.06.05 19:59:58 | 21 | KO | sell | out | 105 | 51.05 | 21 | -2.10 | -0.30 | 255.15 | 102 453.22 | tp 51.05 |
| 2019.07.22 17:00:00 | 22 | KO | buy | in | 100 | 51.22 | 22 | -2.00 | 0.00 | 0.00 | 102 451.22 | KO |
| 2019.07.23 16:59:58 | 23 | KO | sell | out | 100 | 53.78 | 23 | -2.00 | 0.00 | 256.00 | 102 705.22 | tp 53.78 |
| 2019.10.02 18:00:00 | 24 | KO | buy | in | 95 | 53.53 | 24 | -1.90 | 0.00 | 0.00 | 102 703.32 | KO |
| 2020.01.13 17:59:58 | 25 | KO | sell | out | 95 | 56.21 | 25 | -1.90 | -0.18 | 254.60 | 102 955.84 | tp 56.21 |
| 2020.01.29 17:00:00 | 26 | KO | buy | in | 90 | 56.76 | 26 | -1.80 | 0.00 | 0.00 | 102 954.04 | KO |
| 2020.02.10 17:59:58 | 27 | KO | sell | out | 90 | 59.60 | 27 | -1.80 | -0.02 | 255.60 | 103 207.82 | tp 59.60 |
| 2020.02.28 16:00:00 | 28 | KO | buy | in | 95 | 53.79 | 28 | -1.90 | 0.00 | 0.00 | 103 205.92 | KO |
| 2020.03.03 16:59:57 | 29 | KO | sell | out | 95 | 56.48 | 29 | -1.90 | -0.01 | 255.55 | 103 459.56 | tp 56.48 |
| 2020.04.21 16:00:00 | 30 | KO | buy | in | 115 | 44.62 | 30 | -2.30 | 0.00 | 0.00 | 103 457.26 | KO |
| 2020.04.21 17:59:58 | 31 | KO | sell | out | 115 | 46.85 | 31 | -2.30 | 0.00 | 256.45 | 103 711.41 | tp 46.85 |
| 2020.07.09 18:00:00 | 32 | KO | buy | in | 117 | 44.19 | 32 | -2.34 | 0.00 | 0.00 | 103 709.07 | KO |
| 2020.07.15 16:59:58 | 33 | KO | sell | out | 117 | 46.40 | 33 | -2.34 | -0.05 | 258.57 | 103 965.25 | tp 46.40 |
| 2020.07.30 16:00:00 | 34 | KO | buy | in | 109 | 47.49 | 34 | -2.18 | 0.00 | 0.00 | 103 963.07 | KO |
| 2020.08.31 16:59:58 | 35 | KO | sell | out | 109 | 49.86 | 35 | -2.18 | -0.05 | 258.33 | 104 219.17 | tp 49.86 |
| 2020.09.21 17:00:00 | 36 | KO | buy | in | 105 | 49.42 | 36 | -2.10 | 0.00 | 0.00 | 104 217.07 | KO |
| 2020.11.09 16:00:00 | 37 | KO | sell | out | 105 | 51.89 | 37 | -2.10 | -0.07 | 259.35 | 104 474.25 | tp 51.89 |
| 2020.11.30 16:00:00 | 38 | KO | buy | in | 100 | 51.89 | 38 | -2.00 | 0.00 | 0.00 | 104 472.25 | KO |
| 2020.12.30 16:59:58 | 39 | KO | sell | out | 100 | 54.48 | 39 | -2.00 | -0.05 | 259.00 | 104 729.20 | tp 54.48 |
| 2021.02.22 16:00:00 | 40 | KO | buy | in | 105 | 49.79 | 40 | -2.10 | 0.00 | 0.00 | 104 727.10 | KO |
| 2021.03.08 19:59:58 | 41 | KO | sell | out | 105 | 52.28 | 41 | -2.10 | -0.02 | 261.45 | 104 986.43 | tp 52.28 |
| -89.68 | -19.08 | 5 095.19 | 104 986.43 | |||||||||