Strategy Tester Report
Darwinex-Live (Build 2815)
Settings
Expert: Stock Trader Hedge
Symbol: LMT
Period: H1 (2012.01.01 - 2021.12.31)
Inputs: T_0=General Settings
Comment=LMT
Slippage=5
MagicNumber=100021
Balance_Type=0
MM_Type=0
AutoRisk=5
TimeFrame=16385
TakeProfit=5
RSI_Period=21
RSI_Level=50
Stochastic_Period=9
Stochastic_Level=70
CCI_Period=51
CCI_Level=100
Slow_CCI_TF=16386
Slow_CCI_Period=36
Slow_CCI_Level=100
InpLoadedPeriod=16385
Broker: Darwinex
Currency: USD
Initial Deposit: 100 000.00
Leverage: 1:1
Results
History Quality: 10%
Bars: 16230 Ticks: 62809 Symbols: 1
Total Net Profit: 8 501.59 Balance Drawdown Absolute: 1.24 Equity Drawdown Absolute: 194.89
Gross Profit: 9 181.81 Balance Drawdown Maximal: 659.52 (0.60%) Equity Drawdown Maximal: 2 118.36 (1.94%)
Gross Loss: -680.22 Balance Drawdown Relative: 0.60% (659.52) Equity Drawdown Relative: 1.94% (2 118.36)
Profit Factor: 13.50 Expected Payoff: 229.77 Margin Level: 9984.20%
Recovery Factor: 4.01 Sharpe Ratio: 1.61 Z-Score: -1.97 (95.12%)
AHPR: 1.0022 (0.22%) LR Correlation: 1.00 OnTester result: 0
GHPR: 1.0022 (0.22%) LR Standard Error: 137.40
Total Trades: 37 Short Trades (won %): 0 (0.00%) Long Trades (won %): 37 (97.30%)
Total Deals: 74 Profit Trades (% of total): 36 (97.30%) Loss Trades (% of total): 1 (2.70%)
Largest profit trade: 270.48 Largest loss trade: -659.28
Average profit trade: 255.05 Average loss trade: -680.22
Maximum consecutive wins ($): 36 (9 181.81) Maximum consecutive losses ($): 1 (-659.28)
Maximal consecutive profit (count): 9 181.81 (36) Maximal consecutive loss (count): -659.28 (1)
Average consecutive wins: 36 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.38 Correlation (Profits,MAE): 0.68 Correlation (MFE,MAE): 0.1735
Graph
Minimal position holding time: 24:59:58 Maximal position holding time: 8514:59:58 Average position holding time: 1310:09:41
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2012.01.05 17:00:002LMTbuy62 / 620.0083.782012.01.05 17:00:00filledLMT
2012.02.03 16:59:573LMTsell62 / 620.002012.02.03 16:59:57filledtp 83.78
2012.03.06 20:00:004LMTbuy56 / 560.0092.372012.03.06 20:00:00filledLMT
2012.08.17 16:59:575LMTsell56 / 560.002012.08.17 16:59:57filledtp 92.37
2012.08.28 16:00:006LMTbuy54 / 540.0096.032012.08.28 16:00:00filledLMT
2013.01.23 22:59:587LMTsell54 / 540.002013.01.23 22:59:58filledtp 96.03
2013.01.25 17:00:008LMTbuy54 / 540.0097.422013.01.25 17:00:00filledLMT
2013.04.11 19:59:599LMTsell54 / 540.002013.04.11 19:59:59filledtp 97.42
2013.04.18 22:00:0010LMTbuy53 / 530.0099.432013.04.18 22:00:00filledLMT
2013.04.23 16:59:5711LMTsell53 / 530.002013.04.23 16:59:57filledtp 99.43
2013.06.03 16:00:0012LMTbuy47 / 470.00111.182013.06.03 16:00:00filledLMT
2013.07.10 18:59:5813LMTsell47 / 470.002013.07.10 18:59:58filledtp 111.18
2013.08.15 16:00:0014LMTbuy41 / 410.00128.912013.08.15 16:00:00filledLMT
2013.09.16 16:59:5815LMTsell41 / 410.002013.09.16 16:59:58filledtp 128.91
2013.10.02 16:00:0016LMTbuy40 / 400.00133.062013.10.02 16:00:00filledLMT
2013.10.25 18:59:5717LMTsell40 / 400.002013.10.25 18:59:57filledtp 133.06
2013.12.04 17:00:0018LMTbuy37 / 370.00143.652013.12.04 17:00:00filledLMT
2013.12.18 22:59:5919LMTsell37 / 370.002013.12.18 22:59:59filledtp 143.65
2014.01.24 16:00:0020LMTbuy34 / 340.00157.702014.01.24 16:00:00filledLMT
2014.02.11 20:59:5821LMTsell34 / 340.002014.02.11 20:59:58filledtp 157.70
2014.02.27 16:00:0022LMTbuy31 / 310.00168.242014.02.27 16:00:00filledLMT
2014.06.09 18:59:5823LMTsell31 / 310.002014.06.09 18:59:58filledtp 168.24
2014.06.12 21:00:0024LMTbuy31 / 310.00170.652014.06.12 21:00:00filledLMT
2014.07.25 17:59:5825LMTsell31 / 310.002014.07.25 17:59:58filledtp 170.65
2014.08.05 22:00:0026LMTbuy30 / 300.00175.432014.08.05 22:00:00filledLMT
2014.08.20 22:59:5727LMTsell30 / 300.002014.08.20 22:59:57filledtp 175.43
2014.09.02 19:00:0028LMTbuy29 / 290.00182.202014.09.02 19:00:00filledLMT
2014.09.26 22:59:5729LMTsell29 / 290.002014.09.26 22:59:57filledtp 182.20
2014.10.07 17:00:0030LMTbuy29 / 290.00184.442014.10.07 17:00:00filledLMT
2014.10.28 16:59:5731LMTsell29 / 290.002014.10.28 16:59:57filledtp 184.44
2014.11.17 22:00:0032LMTbuy27 / 270.00194.772014.11.17 22:00:00filledLMT
2014.12.22 16:59:5833LMTsell27 / 270.002014.12.22 16:59:58filledtp 194.77
2015.01.02 19:00:0034LMTbuy27 / 270.00201.142015.01.02 19:00:00filledLMT
2015.02.19 18:59:5835LMTsell27 / 270.002015.02.19 18:59:58filledtp 201.14
2015.03.03 19:00:0036LMTbuy26 / 260.00209.762015.03.03 19:00:00filledLMT
2015.07.29 18:59:5737LMTsell26 / 260.002015.07.29 18:59:57filledtp 209.76
2015.08.12 19:00:0038LMTbuy25 / 250.00217.372015.08.12 19:00:00filledLMT
2015.10.23 16:00:0039LMTsell25 / 250.002015.10.23 16:00:00filledtp 217.37
2015.11.06 17:00:0040LMTbuy24 / 240.00227.682015.11.06 17:00:00filledLMT
2015.11.23 16:59:5841LMTsell24 / 240.002015.11.23 16:59:58filledtp 227.68
2015.11.30 17:00:0042LMTbuy23 / 230.00231.422015.11.30 17:00:00filledLMT
2016.04.26 20:59:5843LMTsell23 / 230.002016.04.26 20:59:58filledtp 231.42
2016.05.19 16:00:0044LMTbuy21 / 210.00251.832016.05.19 16:00:00filledLMT
2016.07.08 21:59:5845LMTsell21 / 210.002016.07.08 21:59:58filledtp 251.83
2016.07.21 19:00:0046LMTbuy20 / 200.00266.532016.07.21 19:00:00filledLMT
2016.08.15 17:59:5847LMTsell20 / 200.002016.08.15 17:59:58filledtp 266.53
2016.08.16 21:00:0048LMTbuy20 / 200.00270.302016.08.16 21:00:00filledLMT
2017.03.17 20:59:5849LMTsell20 / 200.002017.03.17 20:59:58filledtp 270.30
2017.03.24 22:00:0050LMTbuy19 / 190.00280.572017.03.24 22:00:00filledLMT
2017.05.25 16:00:0051LMTsell19 / 190.002017.05.25 16:00:00filledtp 280.57
2017.06.06 16:00:0052LMTbuy19 / 190.00292.752017.06.06 16:00:00filledLMT
2017.07.18 16:59:5753LMTsell19 / 190.002017.07.18 16:59:57filledtp 292.75
2017.07.27 18:00:0054LMTbuy18 / 180.00302.422017.07.27 18:00:00filledLMT
2017.08.09 16:59:5855LMTsell18 / 180.002017.08.09 16:59:58filledtp 302.42
2017.08.18 17:00:0056LMTbuy17 / 170.00314.782017.08.18 17:00:00filledLMT
2017.10.05 18:59:5857LMTsell17 / 170.002017.10.05 18:59:58filledtp 314.78
2017.10.18 17:00:0058LMTbuy16 / 160.00331.472017.10.18 17:00:00filledLMT
2018.01.09 17:59:5759LMTsell16 / 160.002018.01.09 17:59:57filledtp 331.47
2018.01.23 19:00:0060LMTbuy16 / 160.00346.142018.01.23 19:00:00filledLMT
2018.01.29 16:00:0061LMTsell16 / 160.002018.01.29 16:00:00filledtp 346.14
2018.02.06 16:00:0062LMTbuy16 / 160.00344.352018.02.06 16:00:00filledLMT
2018.02.07 16:59:5863LMTsell16 / 160.002018.02.07 16:59:58filledtp 344.35
2018.02.09 19:00:0064LMTbuy16 / 160.00352.542018.02.09 19:00:00filledLMT
2018.02.14 16:59:5865LMTsell16 / 160.002018.02.14 16:59:58filledtp 352.54
2018.02.28 22:00:0066LMTbuy15 / 150.00372.972018.02.28 22:00:00filledLMT
2019.07.10 16:59:5867LMTsell15 / 150.002019.07.10 16:59:58filledtp 372.97
2019.07.16 18:00:0068LMTbuy14 / 140.00385.062019.07.16 18:00:00filledLMT
2019.08.22 20:59:5769LMTsell14 / 140.002019.08.22 20:59:57filledtp 385.06
2019.09.10 16:00:0070LMTbuy14 / 140.00396.172019.09.10 16:00:00filledLMT
2019.09.17 19:59:5871LMTsell14 / 140.002019.09.17 19:59:58filledtp 396.17
2019.09.27 22:00:0072LMTbuy14 / 140.00406.192019.09.27 22:00:00filledLMT
2020.01.03 16:59:5873LMTsell14 / 140.002020.01.03 16:59:58filledtp 406.19
2020.02.03 19:00:0074LMTbuy12 / 120.00446.352020.02.03 19:00:00filledLMT
2021.03.30 22:59:5975LMTsell12 / 120.002021.03.30 22:59:59filledend of test
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
2012.01.05 17:00:002LMTbuyin6279.792-1.240.000.0099 998.76LMT
2012.02.03 16:59:573LMTsellout6283.783-1.24-0.05247.38100 244.85tp 83.78
2012.03.06 20:00:004LMTbuyin5687.974-1.120.000.00100 243.73LMT
2012.08.17 16:59:575LMTsellout5692.375-1.12-0.25246.40100 488.76tp 92.37
2012.08.28 16:00:006LMTbuyin5491.466-1.080.000.00100 487.68LMT
2013.01.23 22:59:587LMTsellout5496.037-1.08-0.22246.78100 733.16tp 96.03
2013.01.25 17:00:008LMTbuyin5492.788-1.080.000.00100 732.08LMT
2013.04.11 19:59:599LMTsellout5497.429-1.08-0.11250.56100 981.45tp 97.42
2013.04.18 22:00:0010LMTbuyin5394.7010-1.060.000.00100 980.39LMT
2013.04.23 16:59:5711LMTsellout5399.4311-1.06-0.01250.69101 230.01tp 99.43
2013.06.03 16:00:0012LMTbuyin47105.8912-0.940.000.00101 229.07LMT
2013.07.10 18:59:5813LMTsellout47111.1813-0.94-0.05248.63101 476.71tp 111.18
2013.08.15 16:00:0014LMTbuyin41122.7714-0.820.000.00101 475.89LMT
2013.09.16 16:59:5815LMTsellout41128.9115-0.82-0.05251.74101 726.76tp 128.91
2013.10.02 16:00:0016LMTbuyin40126.7216-0.800.000.00101 725.96LMT
2013.10.25 18:59:5717LMTsellout40133.0617-0.80-0.03253.60101 978.73tp 133.06
2013.12.04 17:00:0018LMTbuyin37136.8118-0.740.000.00101 977.99LMT
2013.12.18 22:59:5919LMTsellout37143.6519-0.74-0.02253.08102 230.31tp 143.65
2014.01.24 16:00:0020LMTbuyin34150.1920-0.680.000.00102 229.63LMT
2014.02.11 20:59:5821LMTsellout34157.7021-0.680.00255.34102 484.29tp 157.70
2014.02.27 16:00:0022LMTbuyin31160.2322-0.620.000.00102 483.67LMT
2014.06.09 18:59:5823LMTsellout31168.2423-0.62-0.01248.31102 731.35tp 168.24
2014.06.12 21:00:0024LMTbuyin31162.5224-0.620.000.00102 730.73LMT
2014.07.25 17:59:5825LMTsellout31170.6525-0.62-0.01252.03102 982.13tp 170.65
2014.08.05 22:00:0026LMTbuyin30167.0826-0.600.000.00102 981.53LMT
2014.08.20 22:59:5727LMTsellout30175.4327-0.600.00250.50103 231.43tp 175.43
2014.09.02 19:00:0028LMTbuyin29173.5228-0.580.000.00103 230.85LMT
2014.09.26 22:59:5729LMTsellout29182.2029-0.580.00251.72103 481.99tp 182.20
2014.10.07 17:00:0030LMTbuyin29175.6630-0.580.000.00103 481.41LMT
2014.10.28 16:59:5731LMTsellout29184.4431-0.580.00254.62103 735.45tp 184.44
2014.11.17 22:00:0032LMTbuyin27185.5032-0.540.000.00103 734.91LMT
2014.12.22 16:59:5833LMTsellout27194.7733-0.540.00250.29103 984.66tp 194.77
2015.01.02 19:00:0034LMTbuyin27191.5634-0.540.000.00103 984.12LMT
2015.02.19 18:59:5835LMTsellout27201.1435-0.540.00258.66104 242.24tp 201.14
2015.03.03 19:00:0036LMTbuyin26199.7736-0.520.000.00104 241.72LMT
2015.07.29 18:59:5737LMTsellout26209.7637-0.520.00259.74104 500.94tp 209.76
2015.08.12 19:00:0038LMTbuyin25207.0238-0.500.000.00104 500.44LMT
2015.10.23 16:00:0039LMTsellout25217.3739-0.500.00258.75104 758.69tp 217.37
2015.11.06 17:00:0040LMTbuyin24216.8440-0.480.000.00104 758.21LMT
2015.11.23 16:59:5841LMTsellout24227.6841-0.480.00260.16105 017.89tp 227.68
2015.11.30 17:00:0042LMTbuyin23220.4042-0.460.000.00105 017.43LMT
2016.04.26 20:59:5843LMTsellout23231.4243-0.460.00253.46105 270.43tp 231.42
2016.05.19 16:00:0044LMTbuyin21239.8444-0.420.000.00105 270.01LMT
2016.07.08 21:59:5845LMTsellout21251.8345-0.420.00251.79105 521.38tp 251.83
2016.07.21 19:00:0046LMTbuyin20253.8446-0.400.000.00105 520.98LMT
2016.08.15 17:59:5847LMTsellout20266.5347-0.400.00253.80105 774.38tp 266.53
2016.08.16 21:00:0048LMTbuyin20257.4348-0.400.000.00105 773.98LMT
2017.03.17 20:59:5849LMTsellout20270.3049-0.400.00257.40106 030.98tp 270.30
2017.03.24 22:00:0050LMTbuyin19267.2150-0.380.000.00106 030.60LMT
2017.05.25 16:00:0051LMTsellout19280.5751-0.380.00253.84106 284.06tp 280.57
2017.06.06 16:00:0052LMTbuyin19278.8152-0.380.000.00106 283.68LMT
2017.07.18 16:59:5753LMTsellout19292.7553-0.380.00264.86106 548.16tp 292.75
2017.07.27 18:00:0054LMTbuyin18288.0254-0.360.000.00106 547.80LMT
2017.08.09 16:59:5855LMTsellout18302.4255-0.360.00259.20106 806.64tp 302.42
2017.08.18 17:00:0056LMTbuyin17299.7956-0.340.000.00106 806.30LMT
2017.10.05 18:59:5857LMTsellout17314.7857-0.340.00254.83107 060.79tp 314.78
2017.10.18 17:00:0058LMTbuyin16315.6958-0.320.000.00107 060.47LMT
2018.01.09 17:59:5759LMTsellout16331.4759-0.320.00252.48107 312.63tp 331.47
2018.01.23 19:00:0060LMTbuyin16329.6660-0.320.000.00107 312.31LMT
2018.01.29 16:00:0061LMTsellout16346.1461-0.320.00263.68107 575.67tp 346.14
2018.02.06 16:00:0062LMTbuyin16327.9562-0.320.000.00107 575.35LMT
2018.02.07 16:59:5863LMTsellout16344.3563-0.320.00262.40107 837.43tp 344.35
2018.02.09 19:00:0064LMTbuyin16335.7564-0.320.000.00107 837.11LMT
2018.02.14 16:59:5865LMTsellout16352.5465-0.320.00268.64108 105.43tp 352.54
2018.02.28 22:00:0066LMTbuyin15355.2166-0.300.000.00108 105.13LMT
2019.07.10 16:59:5867LMTsellout15372.9767-0.300.00266.40108 371.23tp 372.97
2019.07.16 18:00:0068LMTbuyin14366.7268-0.280.000.00108 370.95LMT
2019.08.22 20:59:5769LMTsellout14385.0669-0.280.00256.76108 627.43tp 385.06
2019.09.10 16:00:0070LMTbuyin14377.3170-0.280.000.00108 627.15LMT
2019.09.17 19:59:5871LMTsellout14396.1771-0.280.00264.04108 890.91tp 396.17
2019.09.27 22:00:0072LMTbuyin14386.8572-0.280.000.00108 890.63LMT
2020.01.03 16:59:5873LMTsellout14406.1973-0.280.00270.76109 161.11tp 406.19
2020.02.03 19:00:0074LMTbuyin12425.1074-0.240.000.00109 160.87LMT
2021.03.30 22:59:5975LMTsellout12370.1875-0.240.00-659.04108 501.59end of test
-41.88 -0.81 8 544.28 108 501.59