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: | MO | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=MO | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100024 | ||||||||||||
| Balance_Type=0 | ||||||||||||
| MM_Type=0 | ||||||||||||
| AutoRisk=5 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| TakeProfit=5 | ||||||||||||
| RSI_Period=18 | ||||||||||||
| RSI_Level=70 | ||||||||||||
| Stochastic_Period=21 | ||||||||||||
| Stochastic_Level=70 | ||||||||||||
| CCI_Period=51 | ||||||||||||
| CCI_Level=100 | ||||||||||||
| Slow_CCI_TF=16387 | ||||||||||||
| 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: | 6% | |||||||||||
| Bars: | 16230 | Ticks: | 62323 | Symbols: | 1 | |||||||
| Total Net Profit: | 3 332.59 | Balance Drawdown Absolute: | 3.46 | Equity Drawdown Absolute: | 157.66 | |||||||
| Gross Profit: | 5 043.92 | Balance Drawdown Maximal: | 1 664.57 (1.59%) | Equity Drawdown Maximal: | 3 234.98 (3.08%) | |||||||
| Gross Loss: | -1 711.33 | Balance Drawdown Relative: | 1.59% (1 664.57) | Equity Drawdown Relative: | 3.08% (3 234.98) | |||||||
| Profit Factor: | 2.95 | Expected Payoff: | 158.69 | Margin Level: | 9820.24% | |||||||
| Recovery Factor: | 1.03 | Sharpe Ratio: | 0.41 | Z-Score: | -1.38 (83.24%) | |||||||
| AHPR: | 1.0016 (0.16%) | LR Correlation: | 0.97 | OnTester result: | 0 | |||||||
| GHPR: | 1.0016 (0.16%) | LR Standard Error: | 384.89 | |||||||||
| Total Trades: | 21 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 21 (95.24%) | |||||||
| Total Deals: | 42 | Profit Trades (% of total): | 20 (95.24%) | Loss Trades (% of total): | 1 (4.76%) | |||||||
| Largest profit trade: | 259.85 | Largest loss trade: | -1 663.19 | |||||||||
| Average profit trade: | 252.20 | Average loss trade: | -1 711.33 | |||||||||
| Maximum consecutive wins ($): | 20 (5 043.92) | Maximum consecutive losses ($): | 1 (-1 663.19) | |||||||||
| Maximal consecutive profit (count): | 5 043.92 (20) | Maximal consecutive loss (count): | -1 663.19 (1) | |||||||||
| Average consecutive wins: | 20 | Average consecutive losses: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.84 | Correlation (Profits,MAE): | 0.92 | Correlation (MFE,MAE): | 0.7294 | |||||||
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| Minimal position holding time: | 193:59:58 | Maximal position holding time: | 25321:59:59 | Average position holding time: | 2555:11:23 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.01.03 17:00:00 | 2 | MO | buy | 173 / 173 | 0.00 | 30.37 | 2012.01.03 17:00:00 | filled | MO | |||
| 2012.03.08 17:59:59 | 3 | MO | sell | 173 / 173 | 0.00 | 2012.03.08 17:59:59 | filled | tp 30.37 | ||||
| 2012.03.13 18:00:00 | 4 | MO | buy | 168 / 168 | 0.00 | 31.29 | 2012.03.13 18:00:00 | filled | MO | |||
| 2012.04.04 18:59:58 | 5 | MO | sell | 168 / 168 | 0.00 | 2012.04.04 18:59:58 | filled | tp 31.29 | ||||
| 2012.04.25 17:00:00 | 6 | MO | buy | 160 / 160 | 0.00 | 32.96 | 2012.04.25 17:00:00 | filled | MO | |||
| 2012.06.08 16:59:57 | 7 | MO | sell | 160 / 160 | 0.00 | 2012.06.08 16:59:57 | filled | tp 32.96 | ||||
| 2012.06.25 20:00:00 | 8 | MO | buy | 149 / 149 | 0.00 | 35.37 | 2012.06.25 20:00:00 | filled | MO | |||
| 2012.07.10 16:00:00 | 9 | MO | sell | 149 / 149 | 0.00 | 2012.07.10 16:00:00 | filled | tp 35.37 | ||||
| 2012.07.23 22:00:00 | 10 | MO | buy | 142 / 142 | 0.00 | 37.21 | 2012.07.23 22:00:00 | filled | MO | |||
| 2013.05.15 17:59:57 | 11 | MO | sell | 142 / 142 | 0.00 | 2013.05.15 17:59:57 | filled | tp 37.21 | ||||
| 2013.05.23 16:00:00 | 12 | MO | buy | 138 / 138 | 0.00 | 38.47 | 2013.05.23 16:00:00 | filled | MO | |||
| 2013.12.20 18:59:58 | 13 | MO | sell | 138 / 138 | 0.00 | 2013.12.20 18:59:58 | filled | tp 38.47 | ||||
| 2014.01.02 20:00:00 | 14 | MO | buy | 133 / 133 | 0.00 | 39.87 | 2014.01.02 20:00:00 | filled | MO | |||
| 2014.04.28 17:59:58 | 15 | MO | sell | 133 / 133 | 0.00 | 2014.04.28 17:59:58 | filled | tp 39.87 | ||||
| 2014.05.19 18:00:00 | 16 | MO | buy | 127 / 127 | 0.00 | 42.03 | 2014.05.19 18:00:00 | filled | MO | |||
| 2014.06.10 17:59:59 | 17 | MO | sell | 127 / 127 | 0.00 | 2014.06.10 17:59:59 | filled | tp 42.03 | ||||
| 2014.06.26 17:00:00 | 18 | MO | buy | 122 / 122 | 0.00 | 43.69 | 2014.06.26 17:00:00 | filled | MO | |||
| 2014.07.14 16:59:57 | 19 | MO | sell | 122 / 122 | 0.00 | 2014.07.14 16:59:57 | filled | tp 43.69 | ||||
| 2014.07.15 19:00:00 | 20 | MO | buy | 121 / 121 | 0.00 | 44.23 | 2014.07.15 19:00:00 | filled | MO | |||
| 2014.09.15 17:59:57 | 21 | MO | sell | 121 / 121 | 0.00 | 2014.09.15 17:59:57 | filled | tp 44.23 | ||||
| 2014.10.15 16:00:00 | 22 | MO | buy | 112 / 112 | 0.00 | 47.87 | 2014.10.15 16:00:00 | filled | MO | |||
| 2014.10.27 17:59:58 | 23 | MO | sell | 112 / 112 | 0.00 | 2014.10.27 17:59:58 | filled | tp 47.87 | ||||
| 2014.11.12 17:00:00 | 24 | MO | buy | 104 / 104 | 0.00 | 51.46 | 2014.11.12 17:00:00 | filled | MO | |||
| 2014.12.08 18:59:58 | 25 | MO | sell | 104 / 104 | 0.00 | 2014.12.08 18:59:58 | filled | tp 51.46 | ||||
| 2014.12.10 21:00:00 | 26 | MO | buy | 102 / 102 | 0.00 | 52.59 | 2014.12.10 21:00:00 | filled | MO | |||
| 2015.01.15 21:59:58 | 27 | MO | sell | 102 / 102 | 0.00 | 2015.01.15 21:59:58 | filled | tp 52.59 | ||||
| 2015.01.30 16:00:00 | 28 | MO | buy | 95 / 95 | 0.00 | 56.66 | 2015.01.30 16:00:00 | filled | MO | |||
| 2015.03.02 17:59:57 | 29 | MO | sell | 95 / 95 | 0.00 | 2015.03.02 17:59:57 | filled | tp 56.66 | ||||
| 2015.03.05 19:00:00 | 30 | MO | buy | 93 / 93 | 0.00 | 58.41 | 2015.03.05 19:00:00 | filled | MO | |||
| 2015.10.16 16:59:58 | 31 | MO | sell | 93 / 93 | 0.00 | 2015.10.16 16:59:58 | filled | tp 58.41 | ||||
| 2015.11.02 18:00:00 | 32 | MO | buy | 86 / 86 | 0.00 | 63.16 | 2015.11.02 18:00:00 | filled | MO | |||
| 2016.03.10 17:59:57 | 33 | MO | sell | 86 / 86 | 0.00 | 2016.03.10 17:59:57 | filled | tp 63.16 | ||||
| 2016.03.14 21:00:00 | 34 | MO | buy | 84 / 84 | 0.00 | 64.88 | 2016.03.14 21:00:00 | filled | MO | |||
| 2016.05.12 16:59:58 | 35 | MO | sell | 84 / 84 | 0.00 | 2016.05.12 16:59:58 | filled | tp 64.88 | ||||
| 2016.05.18 16:00:00 | 36 | MO | buy | 81 / 81 | 0.00 | 66.82 | 2016.05.18 16:00:00 | filled | MO | |||
| 2016.06.24 16:59:58 | 37 | MO | sell | 81 / 81 | 0.00 | 2016.06.24 16:59:58 | filled | tp 66.82 | ||||
| 2016.07.12 22:00:00 | 38 | MO | buy | 75 / 75 | 0.00 | 72.59 | 2016.07.12 22:00:00 | filled | MO | |||
| 2017.02.08 17:59:57 | 39 | MO | sell | 75 / 75 | 0.00 | 2017.02.08 17:59:57 | filled | tp 72.59 | ||||
| 2017.02.15 16:00:00 | 40 | MO | buy | 73 / 73 | 0.00 | 75.18 | 2017.02.15 16:00:00 | filled | MO | |||
| 2017.03.01 16:59:58 | 41 | MO | sell | 73 / 73 | 0.00 | 2017.03.01 16:59:58 | filled | tp 75.18 | ||||
| 2017.03.14 21:00:00 | 42 | MO | buy | 69 / 69 | 0.00 | 78.98 | 2017.03.14 21:00:00 | filled | MO | |||
| 2021.03.30 22:59:59 | 43 | MO | sell | 69 / 69 | 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 | ||||||
| 2012.01.03 17:00:00 | 2 | MO | buy | in | 173 | 28.92 | 2 | -3.46 | 0.00 | 0.00 | 99 996.54 | MO |
| 2012.03.08 17:59:59 | 3 | MO | sell | out | 173 | 30.37 | 3 | -3.46 | -0.56 | 250.85 | 100 243.37 | tp 30.37 |
| 2012.03.13 18:00:00 | 4 | MO | buy | in | 168 | 29.80 | 4 | -3.36 | 0.00 | 0.00 | 100 240.01 | MO |
| 2012.04.04 18:59:58 | 5 | MO | sell | out | 168 | 31.29 | 5 | -3.36 | -0.19 | 250.32 | 100 486.78 | tp 31.29 |
| 2012.04.25 17:00:00 | 6 | MO | buy | in | 160 | 31.39 | 6 | -3.20 | 0.00 | 0.00 | 100 483.58 | MO |
| 2012.06.08 16:59:57 | 7 | MO | sell | out | 160 | 32.96 | 7 | -3.20 | -0.37 | 251.20 | 100 731.21 | tp 32.96 |
| 2012.06.25 20:00:00 | 8 | MO | buy | in | 149 | 33.69 | 8 | -2.98 | 0.00 | 0.00 | 100 728.23 | MO |
| 2012.07.10 16:00:00 | 9 | MO | sell | out | 149 | 35.37 | 9 | -2.98 | -0.12 | 250.32 | 100 975.45 | tp 35.37 |
| 2012.07.23 22:00:00 | 10 | MO | buy | in | 142 | 35.44 | 10 | -2.84 | 0.00 | 0.00 | 100 972.61 | MO |
| 2013.05.15 17:59:57 | 11 | MO | sell | out | 142 | 37.21 | 11 | -2.84 | -2.48 | 251.34 | 101 218.63 | tp 37.21 |
| 2013.05.23 16:00:00 | 12 | MO | buy | in | 138 | 36.64 | 12 | -2.76 | 0.00 | 0.00 | 101 215.87 | MO |
| 2013.12.20 18:59:58 | 13 | MO | sell | out | 138 | 38.47 | 13 | -2.76 | -1.79 | 252.54 | 101 463.86 | tp 38.47 |
| 2014.01.02 20:00:00 | 14 | MO | buy | in | 133 | 37.97 | 14 | -2.66 | 0.00 | 0.00 | 101 461.20 | MO |
| 2014.04.28 17:59:58 | 15 | MO | sell | out | 133 | 39.87 | 15 | -2.66 | -0.96 | 252.70 | 101 710.28 | tp 39.87 |
| 2014.05.19 18:00:00 | 16 | MO | buy | in | 127 | 40.03 | 16 | -2.54 | 0.00 | 0.00 | 101 707.74 | MO |
| 2014.06.10 17:59:59 | 17 | MO | sell | out | 127 | 42.03 | 17 | -2.54 | -0.18 | 254.00 | 101 959.02 | tp 42.03 |
| 2014.06.26 17:00:00 | 18 | MO | buy | in | 122 | 41.61 | 18 | -2.44 | 0.00 | 0.00 | 101 956.58 | MO |
| 2014.07.14 16:59:57 | 19 | MO | sell | out | 122 | 43.69 | 19 | -2.44 | -0.14 | 253.76 | 102 207.76 | tp 43.69 |
| 2014.07.15 19:00:00 | 20 | MO | buy | in | 121 | 42.12 | 20 | -2.42 | 0.00 | 0.00 | 102 205.34 | MO |
| 2014.09.15 17:59:57 | 21 | MO | sell | out | 121 | 44.23 | 21 | -2.42 | -0.52 | 255.31 | 102 457.71 | tp 44.23 |
| 2014.10.15 16:00:00 | 22 | MO | buy | in | 112 | 45.59 | 22 | -2.24 | 0.00 | 0.00 | 102 455.47 | MO |
| 2014.10.27 17:59:58 | 23 | MO | sell | out | 112 | 47.87 | 23 | -2.24 | -0.10 | 255.36 | 102 708.49 | tp 47.87 |
| 2014.11.12 17:00:00 | 24 | MO | buy | in | 104 | 49.01 | 24 | -2.08 | 0.00 | 0.00 | 102 706.41 | MO |
| 2014.12.08 18:59:58 | 25 | MO | sell | out | 104 | 51.46 | 25 | -2.08 | -0.05 | 254.80 | 102 959.08 | tp 51.46 |
| 2014.12.10 21:00:00 | 26 | MO | buy | in | 102 | 50.09 | 26 | -2.04 | 0.00 | 0.00 | 102 957.04 | MO |
| 2015.01.15 21:59:58 | 27 | MO | sell | out | 102 | 52.59 | 27 | -2.04 | -0.07 | 255.00 | 103 209.93 | tp 52.59 |
| 2015.01.30 16:00:00 | 28 | MO | buy | in | 95 | 53.96 | 28 | -1.90 | 0.00 | 0.00 | 103 208.03 | MO |
| 2015.03.02 17:59:57 | 29 | MO | sell | out | 95 | 56.66 | 29 | -1.90 | -0.06 | 256.50 | 103 462.57 | tp 56.66 |
| 2015.03.05 19:00:00 | 30 | MO | buy | in | 93 | 55.63 | 30 | -1.86 | 0.00 | 0.00 | 103 460.71 | MO |
| 2015.10.16 16:59:58 | 31 | MO | sell | out | 93 | 58.41 | 31 | -1.86 | -0.36 | 258.54 | 103 717.03 | tp 58.41 |
| 2015.11.02 18:00:00 | 32 | MO | buy | in | 86 | 60.15 | 32 | -1.72 | 0.00 | 0.00 | 103 715.31 | MO |
| 2016.03.10 17:59:57 | 33 | MO | sell | out | 86 | 63.16 | 33 | -1.72 | -0.23 | 258.86 | 103 972.22 | tp 63.16 |
| 2016.03.14 21:00:00 | 34 | MO | buy | in | 84 | 61.79 | 34 | -1.68 | 0.00 | 0.00 | 103 970.54 | MO |
| 2016.05.12 16:59:58 | 35 | MO | sell | out | 84 | 64.88 | 35 | -1.68 | -0.09 | 259.56 | 104 228.33 | tp 64.88 |
| 2016.05.18 16:00:00 | 36 | MO | buy | in | 81 | 63.64 | 36 | -1.62 | 0.00 | 0.00 | 104 226.71 | MO |
| 2016.06.24 16:59:58 | 37 | MO | sell | out | 81 | 66.82 | 37 | -1.62 | -0.06 | 257.58 | 104 482.61 | tp 66.82 |
| 2016.07.12 22:00:00 | 38 | MO | buy | in | 75 | 69.13 | 38 | -1.50 | 0.00 | 0.00 | 104 481.11 | MO |
| 2017.02.08 17:59:57 | 39 | MO | sell | out | 75 | 72.59 | 39 | -1.50 | -0.34 | 259.50 | 104 738.77 | tp 72.59 |
| 2017.02.15 16:00:00 | 40 | MO | buy | in | 73 | 71.60 | 40 | -1.46 | 0.00 | 0.00 | 104 737.31 | MO |
| 2017.03.01 16:59:58 | 41 | MO | sell | out | 73 | 75.18 | 41 | -1.46 | -0.03 | 261.34 | 104 997.16 | tp 75.18 |
| 2017.03.14 21:00:00 | 42 | MO | buy | in | 69 | 75.22 | 42 | -1.38 | 0.00 | 0.00 | 104 995.78 | MO |
| 2021.03.30 22:59:59 | 43 | MO | sell | out | 69 | 51.17 | 43 | -1.38 | -2.36 | -1 659.45 | 103 332.59 | end of test |
| -96.28 | -11.06 | 3 439.93 | 103 332.59 | |||||||||