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: | MCD | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=MCD | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100022 | ||||||||||||
| Balance_Type=0 | ||||||||||||
| MM_Type=0 | ||||||||||||
| AutoRisk=5 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| TakeProfit=5 | ||||||||||||
| RSI_Period=9 | ||||||||||||
| RSI_Level=70 | ||||||||||||
| Stochastic_Period=21 | ||||||||||||
| Stochastic_Level=70 | ||||||||||||
| CCI_Period=21 | ||||||||||||
| CCI_Level=150 | ||||||||||||
| 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 |
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| History Quality: | 9% | |||||||||||
| Bars: | 16229 | Ticks: | 63170 | Symbols: | 1 | |||||||
| Total Net Profit: | 4 474.89 | Balance Drawdown Absolute: | 1.00 | Equity Drawdown Absolute: | 780.43 | |||||||
| Gross Profit: | 4 527.24 | Balance Drawdown Maximal: | 39.79 (0.04%) | Equity Drawdown Maximal: | 2 352.72 (2.26%) | |||||||
| Gross Loss: | -52.35 | Balance Drawdown Relative: | 0.04% (39.79) | Equity Drawdown Relative: | 2.26% (2 352.72) | |||||||
| Profit Factor: | 86.48 | Expected Payoff: | 235.52 | Margin Level: | 9969.56% | |||||||
| Recovery Factor: | 1.90 | Sharpe Ratio: | 3.65 | Z-Score: | -1.29 (80.29%) | |||||||
| AHPR: | 1.0023 (0.23%) | LR Correlation: | 1.00 | OnTester result: | 0 | |||||||
| GHPR: | 1.0023 (0.23%) | LR Standard Error: | 59.57 | |||||||||
| Total Trades: | 19 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 19 (94.74%) | |||||||
| Total Deals: | 38 | Profit Trades (% of total): | 18 (94.74%) | Loss Trades (% of total): | 1 (5.26%) | |||||||
| Largest profit trade: | 258.00 | Largest loss trade: | -39.33 | |||||||||
| Average profit trade: | 251.51 | Average loss trade: | -52.35 | |||||||||
| Maximum consecutive wins ($): | 18 (4 527.24) | Maximum consecutive losses ($): | 1 (-39.33) | |||||||||
| Maximal consecutive profit (count): | 4 527.24 (18) | Maximal consecutive loss (count): | -39.33 (1) | |||||||||
| Average consecutive wins: | 18 | Average consecutive losses: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.87 | Correlation (Profits,MAE): | 0.11 | Correlation (MFE,MAE): | 0.1619 | |||||||
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| Minimal position holding time: | 19:00:00 | Maximal position holding time: | 23303:00:00 | Average position holding time: | 2678:47:20 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.01.24 17:00:00 | 2 | MCD | buy | 50 / 50 | 0.00 | 103.83 | 2012.01.24 17:00:00 | filled | MCD | |||
| 2015.10.14 16:00:00 | 3 | MCD | sell | 50 / 50 | 0.00 | 2015.10.14 16:00:00 | filled | tp 103.83 | ||||
| 2015.10.21 21:00:00 | 4 | MCD | buy | 48 / 48 | 0.00 | 107.68 | 2015.10.21 21:00:00 | filled | MCD | |||
| 2015.10.22 16:00:00 | 5 | MCD | sell | 48 / 48 | 0.00 | 2015.10.22 16:00:00 | filled | tp 107.68 | ||||
| 2015.11.10 20:00:00 | 6 | MCD | buy | 45 / 45 | 0.00 | 116.41 | 2015.11.10 20:00:00 | filled | MCD | |||
| 2015.12.07 16:59:58 | 7 | MCD | sell | 45 / 45 | 0.00 | 2015.12.07 16:59:58 | filled | tp 116.41 | ||||
| 2016.01.04 17:00:00 | 8 | MCD | buy | 43 / 43 | 0.00 | 122.33 | 2016.01.04 17:00:00 | filled | MCD | |||
| 2016.01.28 21:59:57 | 9 | MCD | sell | 43 / 43 | 0.00 | 2016.01.28 21:59:57 | filled | tp 122.33 | ||||
| 2016.02.05 18:00:00 | 10 | MCD | buy | 43 / 43 | 0.00 | 123.09 | 2016.02.05 18:00:00 | filled | MCD | |||
| 2016.03.14 16:59:58 | 11 | MCD | sell | 43 / 43 | 0.00 | 2016.03.14 16:59:58 | filled | tp 123.09 | ||||
| 2016.03.24 20:00:00 | 12 | MCD | buy | 41 / 41 | 0.00 | 128.86 | 2016.03.24 20:00:00 | filled | MCD | |||
| 2016.04.18 22:59:58 | 13 | MCD | sell | 41 / 41 | 0.00 | 2016.04.18 22:59:58 | filled | tp 128.86 | ||||
| 2016.04.21 21:00:00 | 14 | MCD | buy | 40 / 40 | 0.00 | 132.64 | 2016.04.21 21:00:00 | filled | MCD | |||
| 2017.04.18 16:59:57 | 15 | MCD | sell | 40 / 40 | 0.00 | 2017.04.18 16:59:57 | filled | tp 132.64 | ||||
| 2017.06.12 17:00:00 | 16 | MCD | buy | 34 / 34 | 0.00 | 156.28 | 2017.06.12 17:00:00 | filled | MCD | |||
| 2017.07.07 19:59:58 | 17 | MCD | sell | 34 / 34 | 0.00 | 2017.07.07 19:59:58 | filled | tp 156.28 | ||||
| 2017.07.18 20:00:00 | 18 | MCD | buy | 33 / 33 | 0.00 | 161.55 | 2017.07.18 20:00:00 | filled | MCD | |||
| 2017.09.11 19:59:57 | 19 | MCD | sell | 33 / 33 | 0.00 | 2017.09.11 19:59:57 | filled | tp 161.55 | ||||
| 2017.09.12 17:00:00 | 20 | MCD | buy | 32 / 32 | 0.00 | 165.36 | 2017.09.12 17:00:00 | filled | MCD | |||
| 2017.10.13 22:59:58 | 21 | MCD | sell | 32 / 32 | 0.00 | 2017.10.13 22:59:58 | filled | tp 165.36 | ||||
| 2017.11.10 17:00:00 | 22 | MCD | buy | 31 / 31 | 0.00 | 172.26 | 2017.11.10 17:00:00 | filled | MCD | |||
| 2017.11.30 19:59:58 | 23 | MCD | sell | 31 / 31 | 0.00 | 2017.11.30 19:59:58 | filled | tp 172.26 | ||||
| 2017.12.20 18:00:00 | 24 | MCD | buy | 29 / 29 | 0.00 | 180.84 | 2017.12.20 18:00:00 | filled | MCD | |||
| 2018.11.05 18:59:58 | 25 | MCD | sell | 29 / 29 | 0.00 | 2018.11.05 18:59:58 | filled | tp 180.84 | ||||
| 2018.11.23 17:00:00 | 26 | MCD | buy | 28 / 28 | 0.00 | 190.84 | 2018.11.23 17:00:00 | filled | MCD | |||
| 2018.11.29 16:59:57 | 27 | MCD | sell | 28 / 28 | 0.00 | 2018.11.29 16:59:57 | filled | tp 190.84 | ||||
| 2018.12.20 17:00:00 | 28 | MCD | buy | 29 / 29 | 0.00 | 185.69 | 2018.12.20 17:00:00 | filled | MCD | |||
| 2019.01.23 16:59:57 | 29 | MCD | sell | 29 / 29 | 0.00 | 2019.01.23 16:59:57 | filled | tp 185.69 | ||||
| 2019.01.31 16:00:00 | 30 | MCD | buy | 28 / 28 | 0.00 | 188.60 | 2019.01.31 16:00:00 | filled | MCD | |||
| 2019.03.22 18:59:58 | 31 | MCD | sell | 28 / 28 | 0.00 | 2019.03.22 18:59:58 | filled | tp 188.60 | ||||
| 2019.05.29 16:00:00 | 32 | MCD | buy | 26 / 26 | 0.00 | 205.55 | 2019.05.29 16:00:00 | filled | MCD | |||
| 2019.06.07 17:59:58 | 33 | MCD | sell | 26 / 26 | 0.00 | 2019.06.07 17:59:58 | filled | tp 205.55 | ||||
| 2019.07.30 20:00:00 | 34 | MCD | buy | 24 / 24 | 0.00 | 223.51 | 2019.07.30 20:00:00 | filled | MCD | |||
| 2020.09.15 17:59:57 | 35 | MCD | sell | 24 / 24 | 0.00 | 2020.09.15 17:59:57 | filled | tp 223.51 | ||||
| 2020.09.21 17:00:00 | 36 | MCD | buy | 24 / 24 | 0.00 | 226.15 | 2020.09.21 17:00:00 | filled | MCD | |||
| 2020.10.05 16:59:57 | 37 | MCD | sell | 24 / 24 | 0.00 | 2020.10.05 16:59:57 | filled | tp 226.15 | ||||
| 2020.10.26 16:00:00 | 38 | MCD | buy | 23 / 23 | 0.00 | 237.59 | 2020.10.26 16:00:00 | filled | MCD | |||
| 2021.03.30 22:59:59 | 39 | MCD | sell | 23 / 23 | 0.00 | 2021.03.30 22:59:59 | filled | end of test | ||||
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 | ||||||
| 2012.01.24 17:00:00 | 2 | MCD | buy | in | 50 | 98.89 | 2 | -1.00 | 0.00 | 0.00 | 99 999.00 | MCD |
| 2015.10.14 16:00:00 | 3 | MCD | sell | out | 50 | 103.83 | 3 | -1.00 | -1.95 | 247.00 | 100 243.05 | tp 103.83 |
| 2015.10.21 21:00:00 | 4 | MCD | buy | in | 48 | 102.55 | 4 | -0.96 | 0.00 | 0.00 | 100 242.09 | MCD |
| 2015.10.22 16:00:00 | 5 | MCD | sell | out | 48 | 107.68 | 5 | -0.96 | 0.00 | 246.24 | 100 487.37 | tp 107.68 |
| 2015.11.10 20:00:00 | 6 | MCD | buy | in | 45 | 110.87 | 6 | -0.90 | 0.00 | 0.00 | 100 486.47 | MCD |
| 2015.12.07 16:59:58 | 7 | MCD | sell | out | 45 | 116.41 | 7 | -0.90 | -0.04 | 249.30 | 100 734.83 | tp 116.41 |
| 2016.01.04 17:00:00 | 8 | MCD | buy | in | 43 | 116.51 | 8 | -0.86 | 0.00 | 0.00 | 100 733.97 | MCD |
| 2016.01.28 21:59:57 | 9 | MCD | sell | out | 43 | 122.33 | 9 | -0.86 | -0.04 | 250.26 | 100 983.33 | tp 122.33 |
| 2016.02.05 18:00:00 | 10 | MCD | buy | in | 43 | 117.23 | 10 | -0.86 | 0.00 | 0.00 | 100 982.47 | MCD |
| 2016.03.14 16:59:58 | 11 | MCD | sell | out | 43 | 123.09 | 11 | -0.86 | -0.06 | 251.98 | 101 233.53 | tp 123.09 |
| 2016.03.24 20:00:00 | 12 | MCD | buy | in | 41 | 122.72 | 12 | -0.82 | 0.00 | 0.00 | 101 232.71 | MCD |
| 2016.04.18 22:59:58 | 13 | MCD | sell | out | 41 | 128.86 | 13 | -0.82 | -0.04 | 251.74 | 101 483.59 | tp 128.86 |
| 2016.04.21 21:00:00 | 14 | MCD | buy | in | 40 | 126.32 | 14 | -0.80 | 0.00 | 0.00 | 101 482.79 | MCD |
| 2017.04.18 16:59:57 | 15 | MCD | sell | out | 40 | 132.64 | 15 | -0.80 | -0.52 | 252.80 | 101 734.27 | tp 132.64 |
| 2017.06.12 17:00:00 | 16 | MCD | buy | in | 34 | 148.84 | 16 | -0.68 | 0.00 | 0.00 | 101 733.59 | MCD |
| 2017.07.07 19:59:58 | 17 | MCD | sell | out | 34 | 156.28 | 17 | -0.68 | 0.00 | 252.96 | 101 985.87 | tp 156.28 |
| 2017.07.18 20:00:00 | 18 | MCD | buy | in | 33 | 153.86 | 18 | -0.66 | 0.00 | 0.00 | 101 985.21 | MCD |
| 2017.09.11 19:59:57 | 19 | MCD | sell | out | 33 | 161.55 | 19 | -0.66 | 0.00 | 253.77 | 102 238.32 | tp 161.55 |
| 2017.09.12 17:00:00 | 20 | MCD | buy | in | 32 | 157.49 | 20 | -0.64 | 0.00 | 0.00 | 102 237.68 | MCD |
| 2017.10.13 22:59:58 | 21 | MCD | sell | out | 32 | 165.36 | 21 | -0.64 | 0.00 | 251.84 | 102 488.88 | tp 165.36 |
| 2017.11.10 17:00:00 | 22 | MCD | buy | in | 31 | 164.06 | 22 | -0.62 | 0.00 | 0.00 | 102 488.26 | MCD |
| 2017.11.30 19:59:58 | 23 | MCD | sell | out | 31 | 172.26 | 23 | -0.62 | -0.01 | 254.20 | 102 741.83 | tp 172.26 |
| 2017.12.20 18:00:00 | 24 | MCD | buy | in | 29 | 172.23 | 24 | -0.58 | 0.00 | 0.00 | 102 741.25 | MCD |
| 2018.11.05 18:59:58 | 25 | MCD | sell | out | 29 | 180.84 | 25 | -0.58 | -0.01 | 249.69 | 102 990.35 | tp 180.84 |
| 2018.11.23 17:00:00 | 26 | MCD | buy | in | 28 | 181.75 | 26 | -0.56 | 0.00 | 0.00 | 102 989.79 | MCD |
| 2018.11.29 16:59:57 | 27 | MCD | sell | out | 28 | 190.84 | 27 | -0.56 | -0.01 | 254.52 | 103 243.74 | tp 190.84 |
| 2018.12.20 17:00:00 | 28 | MCD | buy | in | 29 | 176.85 | 28 | -0.58 | 0.00 | 0.00 | 103 243.16 | MCD |
| 2019.01.23 16:59:57 | 29 | MCD | sell | out | 29 | 185.69 | 29 | -0.58 | 0.00 | 256.36 | 103 498.94 | tp 185.69 |
| 2019.01.31 16:00:00 | 30 | MCD | buy | in | 28 | 179.62 | 30 | -0.56 | 0.00 | 0.00 | 103 498.38 | MCD |
| 2019.03.22 18:59:58 | 31 | MCD | sell | out | 28 | 188.60 | 31 | -0.56 | 0.00 | 251.44 | 103 749.26 | tp 188.60 |
| 2019.05.29 16:00:00 | 32 | MCD | buy | in | 26 | 195.76 | 32 | -0.52 | 0.00 | 0.00 | 103 748.74 | MCD |
| 2019.06.07 17:59:58 | 33 | MCD | sell | out | 26 | 205.55 | 33 | -0.52 | 0.00 | 254.54 | 104 002.76 | tp 205.55 |
| 2019.07.30 20:00:00 | 34 | MCD | buy | in | 24 | 212.87 | 34 | -0.48 | 0.00 | 0.00 | 104 002.28 | MCD |
| 2020.09.15 17:59:57 | 35 | MCD | sell | out | 24 | 223.51 | 35 | -0.48 | 0.00 | 255.36 | 104 257.16 | tp 223.51 |
| 2020.09.21 17:00:00 | 36 | MCD | buy | in | 24 | 215.38 | 36 | -0.48 | 0.00 | 0.00 | 104 256.68 | MCD |
| 2020.10.05 16:59:57 | 37 | MCD | sell | out | 24 | 226.15 | 37 | -0.48 | 0.00 | 258.48 | 104 514.68 | tp 226.15 |
| 2020.10.26 16:00:00 | 38 | MCD | buy | in | 23 | 226.28 | 38 | -0.46 | 0.00 | 0.00 | 104 514.22 | MCD |
| 2021.03.30 22:59:59 | 39 | MCD | sell | out | 23 | 224.59 | 39 | -0.46 | 0.00 | -38.87 | 104 474.89 | end of test |
| -26.04 | -2.68 | 4 503.61 | 104 474.89 | |||||||||