Strategy Tester Report
Darwinex-Live (Build 2815)
Settings
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
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
Graph
Graph
Correlation (Profits,MFE): 0.57 Correlation (Profits,MAE): 0.42 Correlation (MFE,MAE): 0.2365
Graph
Minimal position holding time: 1:59:58 Maximal position holding time: 9822:59:58 Average position holding time: 2248:59:58
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2012.01.06 17:00:002KObuy145 / 1450.0036.062012.01.06 17:00:00filledKO
2012.03.28 17:59:583KOsell145 / 1450.002012.03.28 17:59:58filledtp 36.06
2012.05.09 16:00:004KObuy131 / 1310.0040.182012.05.09 16:00:00filledKO
2012.07.30 16:59:585KOsell131 / 1310.002012.07.30 16:59:58filledtp 40.18
2012.08.22 17:00:006KObuy129 / 1290.0040.922012.08.22 17:00:00filledKO
2013.04.09 18:59:597KOsell129 / 1290.002013.04.09 18:59:59filledtp 40.92
2013.05.02 16:00:008KObuy120 / 1200.0043.812013.05.02 16:00:00filledKO
2014.10.07 17:59:589KOsell120 / 1200.002014.10.07 17:59:58filledtp 43.81
2014.10.21 16:00:0010KObuy123 / 1230.0042.852014.10.21 16:00:00filledKO
2014.11.12 20:59:5711KOsell123 / 1230.002014.11.12 20:59:57filledtp 42.85
2014.12.09 17:00:0012KObuy120 / 1200.0044.262014.12.09 17:00:00filledKO
2016.03.08 18:59:5713KOsell120 / 1200.002016.03.08 18:59:57filledtp 44.26
2016.04.20 16:00:0014KObuy112 / 1120.0047.452016.04.20 16:00:00filledKO
2017.11.14 22:59:5815KOsell112 / 1120.002017.11.14 22:59:58filledtp 47.45
2017.11.17 17:00:0016KObuy110 / 1100.0048.142017.11.17 17:00:00filledKO
2018.01.26 17:59:5817KOsell110 / 1100.002018.01.26 17:59:58filledtp 48.14
2018.02.06 16:00:0018KObuy116 / 1160.0045.932018.02.06 16:00:00filledKO
2018.07.25 16:00:0019KOsell116 / 1160.002018.07.25 16:00:00filledtp 45.93
2018.12.17 21:00:0020KObuy105 / 1050.0051.052018.12.17 21:00:00filledKO
2019.06.05 19:59:5821KOsell105 / 1050.002019.06.05 19:59:58filledtp 51.05
2019.07.22 17:00:0022KObuy100 / 1000.0053.782019.07.22 17:00:00filledKO
2019.07.23 16:59:5823KOsell100 / 1000.002019.07.23 16:59:58filledtp 53.78
2019.10.02 18:00:0024KObuy95 / 950.0056.212019.10.02 18:00:00filledKO
2020.01.13 17:59:5825KOsell95 / 950.002020.01.13 17:59:58filledtp 56.21
2020.01.29 17:00:0026KObuy90 / 900.0059.602020.01.29 17:00:00filledKO
2020.02.10 17:59:5827KOsell90 / 900.002020.02.10 17:59:58filledtp 59.60
2020.02.28 16:00:0028KObuy95 / 950.0056.482020.02.28 16:00:00filledKO
2020.03.03 16:59:5729KOsell95 / 950.002020.03.03 16:59:57filledtp 56.48
2020.04.21 16:00:0030KObuy115 / 1150.0046.852020.04.21 16:00:00filledKO
2020.04.21 17:59:5831KOsell115 / 1150.002020.04.21 17:59:58filledtp 46.85
2020.07.09 18:00:0032KObuy117 / 1170.0046.402020.07.09 18:00:00filledKO
2020.07.15 16:59:5833KOsell117 / 1170.002020.07.15 16:59:58filledtp 46.40
2020.07.30 16:00:0034KObuy109 / 1090.0049.862020.07.30 16:00:00filledKO
2020.08.31 16:59:5835KOsell109 / 1090.002020.08.31 16:59:58filledtp 49.86
2020.09.21 17:00:0036KObuy105 / 1050.0051.892020.09.21 17:00:00filledKO
2020.11.09 16:00:0037KOsell105 / 1050.002020.11.09 16:00:00filledtp 51.89
2020.11.30 16:00:0038KObuy100 / 1000.0054.482020.11.30 16:00:00filledKO
2020.12.30 16:59:5839KOsell100 / 1000.002020.12.30 16:59:58filledtp 54.48
2021.02.22 16:00:0040KObuy105 / 1050.0052.282021.02.22 16:00:00filledKO
2021.03.08 19:59:5841KOsell105 / 1050.002021.03.08 19:59:58filledtp 52.28
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2012.01.01 00:00:001balance0.000.00100 000.00100 000.00
2012.01.06 17:00:002KObuyin14534.342-2.900.000.0099 997.10KO
2012.03.28 17:59:583KOsellout14536.063-2.90-0.68249.40100 242.92tp 36.06
2012.05.09 16:00:004KObuyin13138.274-2.620.000.00100 240.30KO
2012.07.30 16:59:585KOsellout13140.185-2.62-0.68250.21100 487.21tp 40.18
2012.08.22 17:00:006KObuyin12938.976-2.580.000.00100 484.63KO
2013.04.09 18:59:597KOsellout12940.927-2.58-1.89251.55100 731.71tp 40.92
2013.05.02 16:00:008KObuyin12041.728-2.400.000.00100 729.31KO
2014.10.07 17:59:589KOsellout12043.819-2.40-4.36250.80100 973.35tp 43.81
2014.10.21 16:00:0010KObuyin12340.8110-2.460.000.00100 970.89KO
2014.11.12 20:59:5711KOsellout12342.8511-2.46-0.19250.92101 219.16tp 42.85
2014.12.09 17:00:0012KObuyin12042.1512-2.400.000.00101 216.76KO
2016.03.08 18:59:5713KOsellout12044.2613-2.40-3.77253.20101 463.79tp 44.26
2016.04.20 16:00:0014KObuyin11245.1914-2.240.000.00101 461.55KO
2017.11.14 22:59:5815KOsellout11247.4515-2.24-4.79253.12101 707.64tp 47.45
2017.11.17 17:00:0016KObuyin11045.8516-2.200.000.00101 705.44KO
2018.01.26 17:59:5817KOsellout11048.1417-2.20-0.56251.90101 954.58tp 48.14
2018.02.06 16:00:0018KObuyin11643.7418-2.320.000.00101 952.26KO
2018.07.25 16:00:0019KOsellout11645.9319-2.32-1.41254.04102 202.57tp 45.93
2018.12.17 21:00:0020KObuyin10548.6220-2.100.000.00102 200.47KO
2019.06.05 19:59:5821KOsellout10551.0521-2.10-0.30255.15102 453.22tp 51.05
2019.07.22 17:00:0022KObuyin10051.2222-2.000.000.00102 451.22KO
2019.07.23 16:59:5823KOsellout10053.7823-2.000.00256.00102 705.22tp 53.78
2019.10.02 18:00:0024KObuyin9553.5324-1.900.000.00102 703.32KO
2020.01.13 17:59:5825KOsellout9556.2125-1.90-0.18254.60102 955.84tp 56.21
2020.01.29 17:00:0026KObuyin9056.7626-1.800.000.00102 954.04KO
2020.02.10 17:59:5827KOsellout9059.6027-1.80-0.02255.60103 207.82tp 59.60
2020.02.28 16:00:0028KObuyin9553.7928-1.900.000.00103 205.92KO
2020.03.03 16:59:5729KOsellout9556.4829-1.90-0.01255.55103 459.56tp 56.48
2020.04.21 16:00:0030KObuyin11544.6230-2.300.000.00103 457.26KO
2020.04.21 17:59:5831KOsellout11546.8531-2.300.00256.45103 711.41tp 46.85
2020.07.09 18:00:0032KObuyin11744.1932-2.340.000.00103 709.07KO
2020.07.15 16:59:5833KOsellout11746.4033-2.34-0.05258.57103 965.25tp 46.40
2020.07.30 16:00:0034KObuyin10947.4934-2.180.000.00103 963.07KO
2020.08.31 16:59:5835KOsellout10949.8635-2.18-0.05258.33104 219.17tp 49.86
2020.09.21 17:00:0036KObuyin10549.4236-2.100.000.00104 217.07KO
2020.11.09 16:00:0037KOsellout10551.8937-2.10-0.07259.35104 474.25tp 51.89
2020.11.30 16:00:0038KObuyin10051.8938-2.000.000.00104 472.25KO
2020.12.30 16:59:5839KOsellout10054.4839-2.00-0.05259.00104 729.20tp 54.48
2021.02.22 16:00:0040KObuyin10549.7940-2.100.000.00104 727.10KO
2021.03.08 19:59:5841KOsellout10552.2841-2.10-0.02261.45104 986.43tp 52.28
-89.68 -19.08 5 095.19 104 986.43