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: | MRK | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=MRK | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100025 | ||||||||||||
| Balance_Type=0 | ||||||||||||
| MM_Type=0 | ||||||||||||
| AutoRisk=5 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| TakeProfit=5 | ||||||||||||
| RSI_Period=15 | ||||||||||||
| RSI_Level=70 | ||||||||||||
| Stochastic_Period=21 | ||||||||||||
| Stochastic_Level=70 | ||||||||||||
| CCI_Period=51 | ||||||||||||
| CCI_Level=200 | ||||||||||||
| 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: | 6% | |||||||||||
| Bars: | 16230 | Ticks: | 62881 | Symbols: | 1 | |||||||
| Total Net Profit: | 5 567.85 | Balance Drawdown Absolute: | 2.60 | Equity Drawdown Absolute: | 169.28 | |||||||
| Gross Profit: | 6 358.44 | Balance Drawdown Maximal: | 745.87 (0.70%) | Equity Drawdown Maximal: | 1 583.09 (1.49%) | |||||||
| Gross Loss: | -790.59 | Balance Drawdown Relative: | 0.70% (745.87) | Equity Drawdown Relative: | 1.49% (1 583.09) | |||||||
| Profit Factor: | 8.04 | Expected Payoff: | 214.15 | Margin Level: | 9934.38% | |||||||
| Recovery Factor: | 3.52 | Sharpe Ratio: | 1.16 | Z-Score: | -1.59 (88.82%) | |||||||
| AHPR: | 1.0021 (0.21%) | LR Correlation: | 1.00 | OnTester result: | 0 | |||||||
| GHPR: | 1.0021 (0.21%) | LR Standard Error: | 179.11 | |||||||||
| Total Trades: | 26 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 26 (96.15%) | |||||||
| Total Deals: | 52 | Profit Trades (% of total): | 25 (96.15%) | Loss Trades (% of total): | 1 (3.85%) | |||||||
| Largest profit trade: | 263.85 | Largest loss trade: | -744.69 | |||||||||
| Average profit trade: | 254.34 | Average loss trade: | -790.59 | |||||||||
| Maximum consecutive wins ($): | 25 (6 358.44) | Maximum consecutive losses ($): | 1 (-744.69) | |||||||||
| Maximal consecutive profit (count): | 6 358.44 (25) | Maximal consecutive loss (count): | -744.69 (1) | |||||||||
| Average consecutive wins: | 25 | Average consecutive losses: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.67 | Correlation (Profits,MAE): | 0.60 | Correlation (MFE,MAE): | 0.4486 | |||||||
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| Minimal position holding time: | 2:59:58 | Maximal position holding time: | 10608:00:00 | Average position holding time: | 1761:09:11 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.02.02 17:00:00 | 2 | MRK | buy | 130 / 130 | 0.00 | 40.10 | 2012.02.02 17:00:00 | filled | MRK | |||
| 2012.06.22 17:59:58 | 3 | MRK | sell | 130 / 130 | 0.00 | 2012.06.22 17:59:58 | filled | tp 40.10 | ||||
| 2012.07.24 20:00:00 | 4 | MRK | buy | 118 / 118 | 0.00 | 44.59 | 2012.07.24 20:00:00 | filled | MRK | |||
| 2012.07.27 16:59:58 | 5 | MRK | sell | 118 / 118 | 0.00 | 2012.07.27 16:59:58 | filled | tp 44.59 | ||||
| 2012.08.17 17:00:00 | 6 | MRK | buy | 115 / 115 | 0.00 | 45.83 | 2012.08.17 17:00:00 | filled | MRK | |||
| 2012.10.03 18:59:58 | 7 | MRK | sell | 115 / 115 | 0.00 | 2012.10.03 18:59:58 | filled | tp 45.83 | ||||
| 2012.11.07 18:00:00 | 8 | MRK | buy | 112 / 112 | 0.00 | 46.99 | 2012.11.07 18:00:00 | filled | MRK | |||
| 2013.04.11 17:59:58 | 9 | MRK | sell | 112 / 112 | 0.00 | 2013.04.11 17:59:58 | filled | tp 46.99 | ||||
| 2013.05.01 16:00:00 | 10 | MRK | buy | 112 / 112 | 0.00 | 47.02 | 2013.05.01 16:00:00 | filled | MRK | |||
| 2013.05.15 19:59:58 | 11 | MRK | sell | 112 / 112 | 0.00 | 2013.05.15 19:59:58 | filled | tp 47.02 | ||||
| 2013.06.13 16:00:00 | 12 | MRK | buy | 108 / 108 | 0.00 | 49.22 | 2013.06.13 16:00:00 | filled | MRK | |||
| 2013.10.01 16:59:57 | 13 | MRK | sell | 108 / 108 | 0.00 | 2013.10.01 16:59:57 | filled | tp 49.22 | ||||
| 2013.10.28 16:00:00 | 14 | MRK | buy | 111 / 111 | 0.00 | 47.87 | 2013.10.28 16:00:00 | filled | MRK | |||
| 2013.11.15 16:59:58 | 15 | MRK | sell | 111 / 111 | 0.00 | 2013.11.15 16:59:58 | filled | tp 47.87 | ||||
| 2013.12.12 19:00:00 | 16 | MRK | buy | 105 / 105 | 0.00 | 50.71 | 2013.12.12 19:00:00 | filled | MRK | |||
| 2014.01.13 16:00:00 | 17 | MRK | sell | 105 / 105 | 0.00 | 2014.01.13 16:00:00 | filled | tp 50.71 | ||||
| 2014.03.14 16:00:00 | 18 | MRK | buy | 92 / 92 | 0.00 | 58.19 | 2014.03.14 16:00:00 | filled | MRK | |||
| 2014.04.22 19:59:58 | 19 | MRK | sell | 92 / 92 | 0.00 | 2014.04.22 19:59:58 | filled | tp 58.19 | ||||
| 2014.05.07 17:00:00 | 20 | MRK | buy | 91 / 91 | 0.00 | 58.95 | 2014.05.07 17:00:00 | filled | MRK | |||
| 2014.06.11 18:59:57 | 21 | MRK | sell | 91 / 91 | 0.00 | 2014.06.11 18:59:57 | filled | tp 58.95 | ||||
| 2014.07.31 19:00:00 | 22 | MRK | buy | 89 / 89 | 0.00 | 60.08 | 2014.07.31 19:00:00 | filled | MRK | |||
| 2014.08.26 17:59:58 | 23 | MRK | sell | 89 / 89 | 0.00 | 2014.08.26 17:59:58 | filled | tp 60.08 | ||||
| 2014.09.12 19:00:00 | 24 | MRK | buy | 86 / 86 | 0.00 | 62.43 | 2014.09.12 19:00:00 | filled | MRK | |||
| 2015.01.08 16:59:57 | 25 | MRK | sell | 86 / 86 | 0.00 | 2015.01.08 16:59:57 | filled | tp 62.43 | ||||
| 2015.01.29 16:00:00 | 26 | MRK | buy | 83 / 83 | 0.00 | 64.49 | 2015.01.29 16:00:00 | filled | MRK | |||
| 2016.10.10 16:00:00 | 27 | MRK | sell | 83 / 83 | 0.00 | 2016.10.10 16:00:00 | filled | tp 64.49 | ||||
| 2016.10.28 17:00:00 | 28 | MRK | buy | 86 / 86 | 0.00 | 62.58 | 2016.10.28 17:00:00 | filled | MRK | |||
| 2016.11.09 16:00:00 | 29 | MRK | sell | 86 / 86 | 0.00 | 2016.11.09 16:00:00 | filled | tp 62.58 | ||||
| 2016.11.23 16:00:00 | 30 | MRK | buy | 85 / 85 | 0.00 | 63.44 | 2016.11.23 16:00:00 | filled | MRK | |||
| 2017.02.02 16:59:58 | 31 | MRK | sell | 85 / 85 | 0.00 | 2017.02.02 16:59:58 | filled | tp 63.44 | ||||
| 2017.03.13 16:00:00 | 32 | MRK | buy | 79 / 79 | 0.00 | 68.49 | 2017.03.13 16:00:00 | filled | MRK | |||
| 2018.08.16 19:59:58 | 33 | MRK | sell | 79 / 79 | 0.00 | 2018.08.16 19:59:58 | filled | tp 68.49 | ||||
| 2018.08.31 16:00:00 | 34 | MRK | buy | 76 / 76 | 0.00 | 71.65 | 2018.08.31 16:00:00 | filled | MRK | |||
| 2018.10.01 17:59:58 | 35 | MRK | sell | 76 / 76 | 0.00 | 2018.10.01 17:59:58 | filled | tp 71.65 | ||||
| 2018.10.11 18:00:00 | 36 | MRK | buy | 74 / 74 | 0.00 | 73.16 | 2018.10.11 18:00:00 | filled | MRK | |||
| 2018.10.22 16:59:57 | 37 | MRK | sell | 74 / 74 | 0.00 | 2018.10.22 16:59:57 | filled | tp 73.16 | ||||
| 2018.10.25 16:00:00 | 38 | MRK | buy | 78 / 78 | 0.00 | 70.32 | 2018.10.25 16:00:00 | filled | MRK | |||
| 2018.10.25 18:59:58 | 39 | MRK | sell | 78 / 78 | 0.00 | 2018.10.25 18:59:58 | filled | tp 70.32 | ||||
| 2018.10.26 18:00:00 | 40 | MRK | buy | 76 / 76 | 0.00 | 72.38 | 2018.10.26 18:00:00 | filled | MRK | |||
| 2018.10.29 17:59:57 | 41 | MRK | sell | 76 / 76 | 0.00 | 2018.10.29 17:59:57 | filled | tp 72.38 | ||||
| 2019.01.10 18:00:00 | 42 | MRK | buy | 71 / 71 | 0.00 | 77.56 | 2019.01.10 18:00:00 | filled | MRK | |||
| 2019.02.05 16:00:00 | 43 | MRK | sell | 71 / 71 | 0.00 | 2019.02.05 16:00:00 | filled | tp 77.56 | ||||
| 2019.03.08 17:00:00 | 44 | MRK | buy | 65 / 65 | 0.00 | 83.77 | 2019.03.08 17:00:00 | filled | MRK | |||
| 2019.04.01 16:59:57 | 45 | MRK | sell | 65 / 65 | 0.00 | 2019.04.01 16:59:57 | filled | tp 83.77 | ||||
| 2019.04.15 17:00:00 | 46 | MRK | buy | 67 / 67 | 0.00 | 82.67 | 2019.04.15 17:00:00 | filled | MRK | |||
| 2019.06.07 17:59:58 | 47 | MRK | sell | 67 / 67 | 0.00 | 2019.06.07 17:59:58 | filled | tp 82.67 | ||||
| 2019.07.11 18:00:00 | 48 | MRK | buy | 64 / 64 | 0.00 | 86.28 | 2019.07.11 18:00:00 | filled | MRK | |||
| 2019.08.13 16:59:58 | 49 | MRK | sell | 64 / 64 | 0.00 | 2019.08.13 16:59:58 | filled | tp 86.28 | ||||
| 2019.09.09 17:00:00 | 50 | MRK | buy | 63 / 63 | 0.00 | 88.40 | 2019.09.09 17:00:00 | filled | MRK | |||
| 2019.12.04 20:59:58 | 51 | MRK | sell | 63 / 63 | 0.00 | 2019.12.04 20:59:58 | filled | tp 88.40 | ||||
| 2020.01.07 17:00:00 | 52 | MRK | buy | 59 / 59 | 0.00 | 93.94 | 2020.01.07 17:00:00 | filled | MRK | |||
| 2021.03.30 22:59:59 | 53 | MRK | sell | 59 / 59 | 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 | ||||||
| 2012.02.02 17:00:00 | 2 | MRK | buy | in | 130 | 38.19 | 2 | -2.60 | 0.00 | 0.00 | 99 997.40 | MRK |
| 2012.06.22 17:59:58 | 3 | MRK | sell | out | 130 | 40.10 | 3 | -2.60 | -1.18 | 248.30 | 100 241.92 | tp 40.10 |
| 2012.07.24 20:00:00 | 4 | MRK | buy | in | 118 | 42.47 | 4 | -2.36 | 0.00 | 0.00 | 100 239.56 | MRK |
| 2012.07.27 16:59:58 | 5 | MRK | sell | out | 118 | 44.59 | 5 | -2.36 | -0.03 | 250.16 | 100 487.33 | tp 44.59 |
| 2012.08.17 17:00:00 | 6 | MRK | buy | in | 115 | 43.65 | 6 | -2.30 | 0.00 | 0.00 | 100 485.03 | MRK |
| 2012.10.03 18:59:58 | 7 | MRK | sell | out | 115 | 45.83 | 7 | -2.30 | -0.39 | 250.70 | 100 733.04 | tp 45.83 |
| 2012.11.07 18:00:00 | 8 | MRK | buy | in | 112 | 44.75 | 8 | -2.24 | 0.00 | 0.00 | 100 730.80 | MRK |
| 2013.04.11 17:59:58 | 9 | MRK | sell | out | 112 | 46.99 | 9 | -2.24 | -1.27 | 250.88 | 100 978.17 | tp 46.99 |
| 2013.05.01 16:00:00 | 10 | MRK | buy | in | 112 | 44.78 | 10 | -2.24 | 0.00 | 0.00 | 100 975.93 | MRK |
| 2013.05.15 19:59:58 | 11 | MRK | sell | out | 112 | 47.02 | 11 | -2.24 | -0.12 | 250.88 | 101 224.45 | tp 47.02 |
| 2013.06.13 16:00:00 | 12 | MRK | buy | in | 108 | 46.88 | 12 | -2.16 | 0.00 | 0.00 | 101 222.29 | MRK |
| 2013.10.01 16:59:57 | 13 | MRK | sell | out | 108 | 49.22 | 13 | -2.16 | -0.18 | 252.72 | 101 472.67 | tp 49.22 |
| 2013.10.28 16:00:00 | 14 | MRK | buy | in | 111 | 45.59 | 14 | -2.22 | 0.00 | 0.00 | 101 470.45 | MRK |
| 2013.11.15 16:59:58 | 15 | MRK | sell | out | 111 | 47.87 | 15 | -2.22 | -0.16 | 253.08 | 101 721.15 | tp 47.87 |
| 2013.12.12 19:00:00 | 16 | MRK | buy | in | 105 | 48.30 | 16 | -2.10 | 0.00 | 0.00 | 101 719.05 | MRK |
| 2014.01.13 16:00:00 | 17 | MRK | sell | out | 105 | 50.71 | 17 | -2.10 | -0.07 | 253.05 | 101 969.93 | tp 50.71 |
| 2014.03.14 16:00:00 | 18 | MRK | buy | in | 92 | 55.42 | 18 | -1.84 | 0.00 | 0.00 | 101 968.09 | MRK |
| 2014.04.22 19:59:58 | 19 | MRK | sell | out | 92 | 58.19 | 19 | -1.84 | -0.07 | 254.84 | 102 221.02 | tp 58.19 |
| 2014.05.07 17:00:00 | 20 | MRK | buy | in | 91 | 56.14 | 20 | -1.82 | 0.00 | 0.00 | 102 219.20 | MRK |
| 2014.06.11 18:59:57 | 21 | MRK | sell | out | 91 | 58.95 | 21 | -1.82 | -0.06 | 255.71 | 102 473.03 | tp 58.95 |
| 2014.07.31 19:00:00 | 22 | MRK | buy | in | 89 | 57.22 | 22 | -1.78 | 0.00 | 0.00 | 102 471.25 | MRK |
| 2014.08.26 17:59:58 | 23 | MRK | sell | out | 89 | 60.08 | 23 | -1.78 | -0.04 | 254.54 | 102 723.97 | tp 60.08 |
| 2014.09.12 19:00:00 | 24 | MRK | buy | in | 86 | 59.46 | 24 | -1.72 | 0.00 | 0.00 | 102 722.25 | MRK |
| 2015.01.08 16:59:57 | 25 | MRK | sell | out | 86 | 62.43 | 25 | -1.72 | -0.20 | 255.42 | 102 975.75 | tp 62.43 |
| 2015.01.29 16:00:00 | 26 | MRK | buy | in | 83 | 61.42 | 26 | -1.66 | 0.00 | 0.00 | 102 974.09 | MRK |
| 2016.10.10 16:00:00 | 27 | MRK | sell | out | 83 | 64.49 | 27 | -1.66 | -1.03 | 254.81 | 103 226.21 | tp 64.49 |
| 2016.10.28 17:00:00 | 28 | MRK | buy | in | 86 | 59.60 | 28 | -1.72 | 0.00 | 0.00 | 103 224.49 | MRK |
| 2016.11.09 16:00:00 | 29 | MRK | sell | out | 86 | 62.58 | 29 | -1.72 | -0.02 | 256.28 | 103 479.03 | tp 62.58 |
| 2016.11.23 16:00:00 | 30 | MRK | buy | in | 85 | 60.42 | 30 | -1.70 | 0.00 | 0.00 | 103 477.33 | MRK |
| 2017.02.02 16:59:58 | 31 | MRK | sell | out | 85 | 63.44 | 31 | -1.70 | -0.14 | 256.70 | 103 732.19 | tp 63.44 |
| 2017.03.13 16:00:00 | 32 | MRK | buy | in | 79 | 65.23 | 32 | -1.58 | 0.00 | 0.00 | 103 730.61 | MRK |
| 2018.08.16 19:59:58 | 33 | MRK | sell | out | 79 | 68.49 | 33 | -1.58 | -0.83 | 257.54 | 103 985.74 | tp 68.49 |
| 2018.08.31 16:00:00 | 34 | MRK | buy | in | 76 | 68.24 | 34 | -1.52 | 0.00 | 0.00 | 103 984.22 | MRK |
| 2018.10.01 17:59:58 | 35 | MRK | sell | out | 76 | 71.65 | 35 | -1.52 | -0.06 | 259.16 | 104 241.80 | tp 71.65 |
| 2018.10.11 18:00:00 | 36 | MRK | buy | in | 74 | 69.68 | 36 | -1.48 | 0.00 | 0.00 | 104 240.32 | MRK |
| 2018.10.22 16:59:57 | 37 | MRK | sell | out | 74 | 73.16 | 37 | -1.48 | -0.02 | 257.52 | 104 496.34 | tp 73.16 |
| 2018.10.25 16:00:00 | 38 | MRK | buy | in | 78 | 66.97 | 38 | -1.56 | 0.00 | 0.00 | 104 494.78 | MRK |
| 2018.10.25 18:59:58 | 39 | MRK | sell | out | 78 | 70.32 | 39 | -1.56 | 0.00 | 261.30 | 104 754.52 | tp 70.32 |
| 2018.10.26 18:00:00 | 40 | MRK | buy | in | 76 | 68.93 | 40 | -1.52 | 0.00 | 0.00 | 104 753.00 | MRK |
| 2018.10.29 17:59:57 | 41 | MRK | sell | out | 76 | 72.38 | 41 | -1.52 | -0.01 | 262.20 | 105 013.67 | tp 72.38 |
| 2019.01.10 18:00:00 | 42 | MRK | buy | in | 71 | 73.87 | 42 | -1.42 | 0.00 | 0.00 | 105 012.25 | MRK |
| 2019.02.05 16:00:00 | 43 | MRK | sell | out | 71 | 77.56 | 43 | -1.42 | -0.05 | 261.99 | 105 272.77 | tp 77.56 |
| 2019.03.08 17:00:00 | 44 | MRK | buy | in | 65 | 79.78 | 44 | -1.30 | 0.00 | 0.00 | 105 271.47 | MRK |
| 2019.04.01 16:59:57 | 45 | MRK | sell | out | 65 | 83.77 | 45 | -1.30 | -0.04 | 259.35 | 105 529.48 | tp 83.77 |
| 2019.04.15 17:00:00 | 46 | MRK | buy | in | 67 | 78.73 | 46 | -1.34 | 0.00 | 0.00 | 105 528.14 | MRK |
| 2019.06.07 17:59:58 | 47 | MRK | sell | out | 67 | 82.67 | 47 | -1.34 | -0.08 | 263.98 | 105 790.70 | tp 82.67 |
| 2019.07.11 18:00:00 | 48 | MRK | buy | in | 64 | 82.17 | 48 | -1.28 | 0.00 | 0.00 | 105 789.42 | MRK |
| 2019.08.13 16:59:58 | 49 | MRK | sell | out | 64 | 86.28 | 49 | -1.28 | -0.05 | 263.04 | 106 051.13 | tp 86.28 |
| 2019.09.09 17:00:00 | 50 | MRK | buy | in | 63 | 84.19 | 50 | -1.26 | 0.00 | 0.00 | 106 049.87 | MRK |
| 2019.12.04 20:59:58 | 51 | MRK | sell | out | 63 | 88.40 | 51 | -1.26 | -0.12 | 265.23 | 106 313.72 | tp 88.40 |
| 2020.01.07 17:00:00 | 52 | MRK | buy | in | 59 | 89.47 | 52 | -1.18 | 0.00 | 0.00 | 106 312.54 | MRK |
| 2021.03.30 22:59:59 | 53 | MRK | sell | out | 59 | 76.88 | 53 | -1.18 | -0.70 | -742.81 | 105 567.85 | end of test |
| -91.80 | -6.92 | 5 666.57 | 105 567.85 | |||||||||