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: | MMM | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=MMM | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100023 | ||||||||||||
| Balance_Type=0 | ||||||||||||
| MM_Type=0 | ||||||||||||
| AutoRisk=5 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| TakeProfit=5 | ||||||||||||
| RSI_Period=12 | ||||||||||||
| RSI_Level=70 | ||||||||||||
| Stochastic_Period=9 | ||||||||||||
| Stochastic_Level=70 | ||||||||||||
| CCI_Period=36 | ||||||||||||
| CCI_Level=250 | ||||||||||||
| Slow_CCI_TF=16387 | ||||||||||||
| Slow_CCI_Period=21 | ||||||||||||
| Slow_CCI_Level=150 | ||||||||||||
| 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: | 63131 | Symbols: | 1 | |||||||
| Total Net Profit: | 4 425.78 | Balance Drawdown Absolute: | 1.16 | Equity Drawdown Absolute: | 91.65 | |||||||
| Gross Profit: | 4 525.18 | Balance Drawdown Maximal: | 86.58 (0.08%) | Equity Drawdown Maximal: | 2 209.74 (2.11%) | |||||||
| Gross Loss: | -99.40 | Balance Drawdown Relative: | 0.08% (86.58) | Equity Drawdown Relative: | 2.11% (2 209.74) | |||||||
| Profit Factor: | 45.52 | Expected Payoff: | 232.94 | Margin Level: | 9969.23% | |||||||
| Recovery Factor: | 2.00 | Sharpe Ratio: | 3.12 | 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: | 69.09 | |||||||||
| 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: | 258.25 | Largest loss trade: | -86.06 | |||||||||
| Average profit trade: | 251.40 | Average loss trade: | -99.40 | |||||||||
| Maximum consecutive wins ($): | 18 (4 525.18) | Maximum consecutive losses ($): | 1 (-86.06) | |||||||||
| Maximal consecutive profit (count): | 4 525.18 (18) | Maximal consecutive loss (count): | -86.06 (1) | |||||||||
| Average consecutive wins: | 18 | Average consecutive losses: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.99 | Correlation (Profits,MAE): | 0.88 | Correlation (MFE,MAE): | 0.8860 | |||||||
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| Minimal position holding time: | 163:59:57 | Maximal position holding time: | 12078:59:59 | Average position holding time: | 2125:06:17 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.03.06 17:00:00 | 2 | MMM | buy | 58 / 58 | 0.00 | 89.86 | 2012.03.06 17:00:00 | filled | MMM | |||
| 2012.03.15 22:59:59 | 3 | MMM | sell | 58 / 58 | 0.00 | 2012.03.15 22:59:59 | filled | tp 89.86 | ||||
| 2012.03.22 18:00:00 | 4 | MMM | buy | 57 / 57 | 0.00 | 92.27 | 2012.03.22 18:00:00 | filled | MMM | |||
| 2012.08.06 17:59:57 | 5 | MMM | sell | 57 / 57 | 0.00 | 2012.08.06 17:59:57 | filled | tp 92.27 | ||||
| 2012.10.23 16:00:00 | 6 | MMM | buy | 55 / 55 | 0.00 | 94.33 | 2012.10.23 16:00:00 | filled | MMM | |||
| 2013.01.02 16:59:57 | 7 | MMM | sell | 55 / 55 | 0.00 | 2013.01.02 16:59:57 | filled | tp 94.33 | ||||
| 2013.04.05 16:00:00 | 8 | MMM | buy | 48 / 48 | 0.00 | 109.69 | 2013.04.05 16:00:00 | filled | MMM | |||
| 2013.05.09 19:59:58 | 9 | MMM | sell | 48 / 48 | 0.00 | 2013.05.09 19:59:58 | filled | tp 109.69 | ||||
| 2013.05.23 16:00:00 | 10 | MMM | buy | 45 / 45 | 0.00 | 115.56 | 2013.05.23 16:00:00 | filled | MMM | |||
| 2013.07.18 17:59:58 | 11 | MMM | sell | 45 / 45 | 0.00 | 2013.07.18 17:59:58 | filled | tp 115.56 | ||||
| 2013.08.15 16:00:00 | 12 | MMM | buy | 43 / 43 | 0.00 | 122.64 | 2013.08.15 16:00:00 | filled | MMM | |||
| 2013.10.17 19:59:58 | 13 | MMM | sell | 43 / 43 | 0.00 | 2013.10.17 19:59:58 | filled | tp 122.64 | ||||
| 2013.12.03 16:00:00 | 14 | MMM | buy | 40 / 40 | 0.00 | 132.14 | 2013.12.03 16:00:00 | filled | MMM | |||
| 2013.12.18 16:59:58 | 15 | MMM | sell | 40 / 40 | 0.00 | 2013.12.18 16:59:58 | filled | tp 132.14 | ||||
| 2014.07.10 16:00:00 | 16 | MMM | buy | 35 / 35 | 0.00 | 150.60 | 2014.07.10 16:00:00 | filled | MMM | |||
| 2014.10.28 16:59:58 | 17 | MMM | sell | 35 / 35 | 0.00 | 2014.10.28 16:59:58 | filled | tp 150.60 | ||||
| 2015.03.26 16:00:00 | 18 | MMM | buy | 31 / 31 | 0.00 | 169.60 | 2015.03.26 16:00:00 | filled | MMM | |||
| 2016.04.18 17:59:58 | 19 | MMM | sell | 31 / 31 | 0.00 | 2016.04.18 17:59:58 | filled | tp 169.60 | ||||
| 2016.05.18 16:00:00 | 20 | MMM | buy | 30 / 30 | 0.00 | 174.85 | 2016.05.18 16:00:00 | filled | MMM | |||
| 2016.06.30 21:59:57 | 21 | MMM | sell | 30 / 30 | 0.00 | 2016.06.30 21:59:57 | filled | tp 174.85 | ||||
| 2016.07.26 18:00:00 | 22 | MMM | buy | 29 / 29 | 0.00 | 185.22 | 2016.07.26 18:00:00 | filled | MMM | |||
| 2017.02.22 18:59:58 | 23 | MMM | sell | 29 / 29 | 0.00 | 2017.02.22 18:59:58 | filled | tp 185.22 | ||||
| 2017.03.27 17:00:00 | 24 | MMM | buy | 27 / 27 | 0.00 | 199.53 | 2017.03.27 17:00:00 | filled | MMM | |||
| 2017.05.05 16:00:00 | 25 | MMM | sell | 27 / 27 | 0.00 | 2017.05.05 16:00:00 | filled | tp 199.53 | ||||
| 2017.06.27 17:00:00 | 26 | MMM | buy | 24 / 24 | 0.00 | 221.76 | 2017.06.27 17:00:00 | filled | MMM | |||
| 2017.10.23 16:00:00 | 27 | MMM | sell | 24 / 24 | 0.00 | 2017.10.23 16:00:00 | filled | tp 221.76 | ||||
| 2018.01.02 18:00:00 | 28 | MMM | buy | 22 / 22 | 0.00 | 244.99 | 2018.01.02 18:00:00 | filled | MMM | |||
| 2018.01.12 17:59:58 | 29 | MMM | sell | 22 / 22 | 0.00 | 2018.01.12 17:59:58 | filled | tp 244.99 | ||||
| 2018.02.06 16:00:00 | 30 | MMM | buy | 22 / 22 | 0.00 | 238.67 | 2018.02.06 16:00:00 | filled | MMM | |||
| 2018.02.26 16:00:00 | 31 | MMM | sell | 22 / 22 | 0.00 | 2018.02.26 16:00:00 | filled | tp 238.67 | ||||
| 2018.04.24 16:00:00 | 32 | MMM | buy | 25 / 25 | 0.00 | 212.99 | 2018.04.24 16:00:00 | filled | MMM | |||
| 2018.09.06 21:59:58 | 33 | MMM | sell | 25 / 25 | 0.00 | 2018.09.06 21:59:58 | filled | tp 212.99 | ||||
| 2018.09.12 21:00:00 | 34 | MMM | buy | 25 / 25 | 0.00 | 217.40 | 2018.09.12 21:00:00 | filled | MMM | |||
| 2018.09.21 16:59:57 | 35 | MMM | sell | 25 / 25 | 0.00 | 2018.09.21 16:59:57 | filled | tp 217.40 | ||||
| 2018.10.10 18:00:00 | 36 | MMM | buy | 25 / 25 | 0.00 | 215.54 | 2018.10.10 18:00:00 | filled | MMM | |||
| 2019.04.05 16:00:00 | 37 | MMM | sell | 25 / 25 | 0.00 | 2019.04.05 16:00:00 | filled | tp 215.54 | ||||
| 2019.04.25 16:00:00 | 38 | MMM | buy | 26 / 26 | 0.00 | 207.29 | 2019.04.25 16:00:00 | filled | MMM | |||
| 2021.03.30 22:59:59 | 39 | MMM | sell | 26 / 26 | 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 | ||||||
| 2012.03.06 17:00:00 | 2 | MMM | buy | in | 58 | 85.58 | 2 | -1.16 | 0.00 | 0.00 | 99 998.84 | MMM |
| 2012.03.15 22:59:59 | 3 | MMM | sell | out | 58 | 89.86 | 3 | -1.16 | -0.01 | 248.24 | 100 245.91 | tp 89.86 |
| 2012.03.22 18:00:00 | 4 | MMM | buy | in | 57 | 87.88 | 4 | -1.14 | 0.00 | 0.00 | 100 244.77 | MMM |
| 2012.08.06 17:59:57 | 5 | MMM | sell | out | 57 | 92.27 | 5 | -1.14 | -0.22 | 250.23 | 100 493.64 | tp 92.27 |
| 2012.10.23 16:00:00 | 6 | MMM | buy | in | 55 | 89.84 | 6 | -1.10 | 0.00 | 0.00 | 100 492.54 | MMM |
| 2013.01.02 16:59:57 | 7 | MMM | sell | out | 55 | 94.33 | 7 | -1.10 | -0.12 | 246.95 | 100 738.27 | tp 94.33 |
| 2013.04.05 16:00:00 | 8 | MMM | buy | in | 48 | 104.47 | 8 | -0.96 | 0.00 | 0.00 | 100 737.31 | MMM |
| 2013.05.09 19:59:58 | 9 | MMM | sell | out | 48 | 109.69 | 9 | -0.96 | -0.05 | 250.56 | 100 986.86 | tp 109.69 |
| 2013.05.23 16:00:00 | 10 | MMM | buy | in | 45 | 110.06 | 10 | -0.90 | 0.00 | 0.00 | 100 985.96 | MMM |
| 2013.07.18 17:59:58 | 11 | MMM | sell | out | 45 | 115.56 | 11 | -0.90 | -0.08 | 247.50 | 101 232.48 | tp 115.56 |
| 2013.08.15 16:00:00 | 12 | MMM | buy | in | 43 | 116.80 | 12 | -0.86 | 0.00 | 0.00 | 101 231.62 | MMM |
| 2013.10.17 19:59:58 | 13 | MMM | sell | out | 43 | 122.64 | 13 | -0.86 | -0.09 | 251.12 | 101 481.79 | tp 122.64 |
| 2013.12.03 16:00:00 | 14 | MMM | buy | in | 40 | 125.85 | 14 | -0.80 | 0.00 | 0.00 | 101 480.99 | MMM |
| 2013.12.18 16:59:58 | 15 | MMM | sell | out | 40 | 132.14 | 15 | -0.80 | -0.02 | 251.60 | 101 731.77 | tp 132.14 |
| 2014.07.10 16:00:00 | 16 | MMM | buy | in | 35 | 143.43 | 16 | -0.70 | 0.00 | 0.00 | 101 731.07 | MMM |
| 2014.10.28 16:59:58 | 17 | MMM | sell | out | 35 | 150.60 | 17 | -0.70 | 0.00 | 250.95 | 101 981.32 | tp 150.60 |
| 2015.03.26 16:00:00 | 18 | MMM | buy | in | 31 | 161.52 | 18 | -0.62 | 0.00 | 0.00 | 101 980.70 | MMM |
| 2016.04.18 17:59:58 | 19 | MMM | sell | out | 31 | 169.60 | 19 | -0.62 | -0.06 | 250.48 | 102 230.50 | tp 169.60 |
| 2016.05.18 16:00:00 | 20 | MMM | buy | in | 30 | 166.52 | 20 | -0.60 | 0.00 | 0.00 | 102 229.90 | MMM |
| 2016.06.30 21:59:57 | 21 | MMM | sell | out | 30 | 174.85 | 21 | -0.60 | 0.00 | 249.90 | 102 479.20 | tp 174.85 |
| 2016.07.26 18:00:00 | 22 | MMM | buy | in | 29 | 176.40 | 22 | -0.58 | 0.00 | 0.00 | 102 478.62 | MMM |
| 2017.02.22 18:59:58 | 23 | MMM | sell | out | 29 | 185.22 | 23 | -0.58 | -0.01 | 255.78 | 102 733.81 | tp 185.22 |
| 2017.03.27 17:00:00 | 24 | MMM | buy | in | 27 | 190.03 | 24 | -0.54 | 0.00 | 0.00 | 102 733.27 | MMM |
| 2017.05.05 16:00:00 | 25 | MMM | sell | out | 27 | 199.53 | 25 | -0.54 | 0.00 | 256.50 | 102 989.23 | tp 199.53 |
| 2017.06.27 17:00:00 | 26 | MMM | buy | in | 24 | 211.20 | 26 | -0.48 | 0.00 | 0.00 | 102 988.75 | MMM |
| 2017.10.23 16:00:00 | 27 | MMM | sell | out | 24 | 221.76 | 27 | -0.48 | 0.00 | 253.44 | 103 241.71 | tp 221.76 |
| 2018.01.02 18:00:00 | 28 | MMM | buy | in | 22 | 233.32 | 28 | -0.44 | 0.00 | 0.00 | 103 241.27 | MMM |
| 2018.01.12 17:59:58 | 29 | MMM | sell | out | 22 | 244.99 | 29 | -0.44 | 0.00 | 256.74 | 103 497.57 | tp 244.99 |
| 2018.02.06 16:00:00 | 30 | MMM | buy | in | 22 | 227.31 | 30 | -0.44 | 0.00 | 0.00 | 103 497.13 | MMM |
| 2018.02.26 16:00:00 | 31 | MMM | sell | out | 22 | 238.67 | 31 | -0.44 | 0.00 | 249.92 | 103 746.61 | tp 238.67 |
| 2018.04.24 16:00:00 | 32 | MMM | buy | in | 25 | 202.85 | 32 | -0.50 | 0.00 | 0.00 | 103 746.11 | MMM |
| 2018.09.06 21:59:58 | 33 | MMM | sell | out | 25 | 212.99 | 33 | -0.50 | 0.00 | 253.50 | 103 999.11 | tp 212.99 |
| 2018.09.12 21:00:00 | 34 | MMM | buy | in | 25 | 207.05 | 34 | -0.50 | 0.00 | 0.00 | 103 998.61 | MMM |
| 2018.09.21 16:59:57 | 35 | MMM | sell | out | 25 | 217.40 | 35 | -0.50 | 0.00 | 258.75 | 104 256.86 | tp 217.40 |
| 2018.10.10 18:00:00 | 36 | MMM | buy | in | 25 | 205.28 | 36 | -0.50 | 0.00 | 0.00 | 104 256.36 | MMM |
| 2019.04.05 16:00:00 | 37 | MMM | sell | out | 25 | 215.54 | 37 | -0.50 | 0.00 | 256.50 | 104 512.36 | tp 215.54 |
| 2019.04.25 16:00:00 | 38 | MMM | buy | in | 26 | 197.42 | 38 | -0.52 | 0.00 | 0.00 | 104 511.84 | MMM |
| 2021.03.30 22:59:59 | 39 | MMM | sell | out | 26 | 194.13 | 39 | -0.52 | 0.00 | -85.54 | 104 425.78 | end of test |
| -26.68 | -0.66 | 4 453.12 | 104 425.78 | |||||||||