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: | OKE | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=OKE | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100029 | ||||||||||||
| Balance_Type=0 | ||||||||||||
| MM_Type=0 | ||||||||||||
| AutoRisk=5 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| TakeProfit=5 | ||||||||||||
| RSI_Period=12 | ||||||||||||
| RSI_Level=50 | ||||||||||||
| Stochastic_Period=9 | ||||||||||||
| Stochastic_Level=80 | ||||||||||||
| CCI_Period=21 | ||||||||||||
| CCI_Level=250 | ||||||||||||
| Slow_CCI_TF=16386 | ||||||||||||
| Slow_CCI_Period=36 | ||||||||||||
| Slow_CCI_Level=200 | ||||||||||||
| InpLoadedPeriod=16385 | ||||||||||||
| Broker: | Darwinex | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 100 000.00 | |||||||||||
| Leverage: | 1:1 | |||||||||||
Results |
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| History Quality: | 7% | |||||||||||
| Bars: | 16229 | Ticks: | 62266 | Symbols: | 1 | |||||||
| Total Net Profit: | 3 986.40 | Balance Drawdown Absolute: | 2.12 | Equity Drawdown Absolute: | 1 761.73 | |||||||
| Gross Profit: | 4 017.06 | Balance Drawdown Maximal: | 2.22 (0.00%) | Equity Drawdown Maximal: | 3 840.08 (3.71%) | |||||||
| Gross Loss: | -30.66 | Balance Drawdown Relative: | 0.00% (2.22) | Equity Drawdown Relative: | 3.71% (3 840.08) | |||||||
| Profit Factor: | 131.02 | Expected Payoff: | 251.07 | Margin Level: | 9673.21% | |||||||
| Recovery Factor: | 1.04 | Sharpe Ratio: | 265.01 | Z-Score: | 0.00 (0.00%) | |||||||
| AHPR: | 1.0024 (0.24%) | LR Correlation: | 1.00 | OnTester result: | 0 | |||||||
| GHPR: | 1.0024 (0.24%) | LR Standard Error: | 8.37 | |||||||||
| Total Trades: | 16 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 16 (100.00%) | |||||||
| Total Deals: | 32 | Profit Trades (% of total): | 16 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
| Largest profit trade: | 257.38 | Largest loss trade: | 0.00 | |||||||||
| Average profit trade: | 251.07 | Average loss trade: | 0.00 | |||||||||
| Maximum consecutive wins ($): | 16 (4 017.06) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
| Maximal consecutive profit (count): | 4 017.06 (16) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
| Average consecutive wins: | 16 | Average consecutive losses: | 0 | |||||||||
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| Correlation (Profits,MFE): | 0.00 | Correlation (Profits,MAE): | -0.08 | Correlation (MFE,MAE): | 0.0684 | |||||||
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| Minimal position holding time: | 23:59:57 | Maximal position holding time: | 7419:59:58 | Average position holding time: | 1813:37:27 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2013.02.21 17:00:00 | 2 | OKE | buy | 106 / 106 | 0.00 | 49.10 | 2013.02.21 17:00:00 | filled | OKE | |||
| 2013.04.12 21:59:58 | 3 | OKE | sell | 106 / 106 | 0.00 | 2013.04.12 21:59:58 | filled | tp 49.10 | ||||
| 2013.05.01 16:00:00 | 4 | OKE | buy | 103 / 103 | 0.00 | 50.95 | 2013.05.01 16:00:00 | filled | OKE | |||
| 2013.07.25 17:59:58 | 5 | OKE | sell | 103 / 103 | 0.00 | 2013.07.25 17:59:58 | filled | tp 50.95 | ||||
| 2014.02.03 16:00:00 | 6 | OKE | buy | 82 / 82 | 0.00 | 63.62 | 2014.02.03 16:00:00 | filled | OKE | |||
| 2014.05.01 16:00:00 | 7 | OKE | sell | 82 / 82 | 0.00 | 2014.05.01 16:00:00 | filled | tp 63.62 | ||||
| 2014.11.04 18:00:00 | 8 | OKE | buy | 89 / 89 | 0.00 | 58.84 | 2014.11.04 18:00:00 | filled | OKE | |||
| 2014.11.21 17:59:57 | 9 | OKE | sell | 89 / 89 | 0.00 | 2014.11.21 17:59:57 | filled | tp 58.84 | ||||
| 2015.01.05 18:00:00 | 10 | OKE | buy | 105 / 105 | 0.00 | 50.25 | 2015.01.05 18:00:00 | filled | OKE | |||
| 2015.04.15 18:59:58 | 11 | OKE | sell | 105 / 105 | 0.00 | 2015.04.15 18:59:58 | filled | tp 50.25 | ||||
| 2015.05.06 16:00:00 | 12 | OKE | buy | 108 / 108 | 0.00 | 48.81 | 2015.05.06 16:00:00 | filled | OKE | |||
| 2016.07.12 19:59:58 | 13 | OKE | sell | 108 / 108 | 0.00 | 2016.07.12 19:59:58 | filled | tp 48.81 | ||||
| 2016.07.20 17:00:00 | 14 | OKE | buy | 109 / 109 | 0.00 | 48.77 | 2016.07.20 17:00:00 | filled | OKE | |||
| 2016.08.18 18:59:58 | 15 | OKE | sell | 109 / 109 | 0.00 | 2016.08.18 18:59:58 | filled | tp 48.77 | ||||
| 2016.11.02 18:00:00 | 16 | OKE | buy | 111 / 111 | 0.00 | 47.99 | 2016.11.02 18:00:00 | filled | OKE | |||
| 2016.11.07 18:59:58 | 17 | OKE | sell | 111 / 111 | 0.00 | 2016.11.07 18:59:58 | filled | tp 47.99 | ||||
| 2017.01.25 16:00:00 | 18 | OKE | buy | 93 / 93 | 0.00 | 57.09 | 2017.01.25 16:00:00 | filled | OKE | |||
| 2017.02.01 16:00:00 | 19 | OKE | sell | 93 / 93 | 0.00 | 2017.02.01 16:00:00 | filled | tp 57.09 | ||||
| 2017.09.21 18:00:00 | 20 | OKE | buy | 92 / 92 | 0.00 | 58.09 | 2017.09.21 18:00:00 | filled | OKE | |||
| 2018.01.11 16:59:58 | 21 | OKE | sell | 92 / 92 | 0.00 | 2018.01.11 16:59:58 | filled | tp 58.09 | ||||
| 2018.03.15 19:00:00 | 22 | OKE | buy | 93 / 93 | 0.00 | 57.62 | 2018.03.15 19:00:00 | filled | OKE | |||
| 2018.03.16 18:59:57 | 23 | OKE | sell | 93 / 93 | 0.00 | 2018.03.16 18:59:57 | filled | tp 57.62 | ||||
| 2018.05.25 16:00:00 | 24 | OKE | buy | 78 / 78 | 0.00 | 68.55 | 2018.05.25 16:00:00 | filled | OKE | |||
| 2018.05.31 17:59:58 | 25 | OKE | sell | 78 / 78 | 0.00 | 2018.05.31 17:59:58 | filled | tp 68.55 | ||||
| 2018.08.01 17:00:00 | 26 | OKE | buy | 75 / 75 | 0.00 | 71.61 | 2018.08.01 17:00:00 | filled | OKE | |||
| 2019.08.01 17:59:57 | 27 | OKE | sell | 75 / 75 | 0.00 | 2019.08.01 17:59:57 | filled | tp 71.61 | ||||
| 2020.01.27 16:00:00 | 28 | OKE | buy | 70 / 70 | 0.00 | 77.34 | 2020.01.27 16:00:00 | filled | OKE | |||
| 2020.02.20 16:59:57 | 29 | OKE | sell | 70 / 70 | 0.00 | 2020.02.20 16:59:57 | filled | tp 77.34 | ||||
| 2020.03.09 16:00:00 | 30 | OKE | buy | 109 / 109 | 0.00 | 49.61 | 2020.03.09 16:00:00 | filled | OKE | |||
| 2021.03.05 16:59:57 | 31 | OKE | sell | 109 / 109 | 0.00 | 2021.03.05 16:59:57 | filled | tp 49.61 | ||||
| 2021.03.23 16:00:00 | 32 | OKE | buy | 110 / 110 | 0.00 | 49.55 | 2021.03.23 16:00:00 | filled | OKE | |||
| 2021.03.25 22:59:58 | 33 | OKE | sell | 110 / 110 | 0.00 | 2021.03.25 22:59:58 | filled | tp 49.55 | ||||
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 | ||||||
| 2013.02.21 17:00:00 | 2 | OKE | buy | in | 106 | 46.76 | 2 | -2.12 | 0.00 | 0.00 | 99 997.88 | OKE |
| 2013.04.12 21:59:58 | 3 | OKE | sell | out | 106 | 49.10 | 3 | -2.12 | -0.08 | 248.04 | 100 243.72 | tp 49.10 |
| 2013.05.01 16:00:00 | 4 | OKE | buy | in | 103 | 48.52 | 4 | -2.06 | 0.00 | 0.00 | 100 241.66 | OKE |
| 2013.07.25 17:59:58 | 5 | OKE | sell | out | 103 | 50.95 | 5 | -2.06 | -0.14 | 250.29 | 100 489.75 | tp 50.95 |
| 2014.02.03 16:00:00 | 6 | OKE | buy | in | 82 | 60.59 | 6 | -1.64 | 0.00 | 0.00 | 100 488.11 | OKE |
| 2014.05.01 16:00:00 | 7 | OKE | sell | out | 82 | 63.62 | 7 | -1.64 | -0.14 | 248.46 | 100 734.79 | tp 63.62 |
| 2014.11.04 18:00:00 | 8 | OKE | buy | in | 89 | 56.04 | 8 | -1.78 | 0.00 | 0.00 | 100 733.01 | OKE |
| 2014.11.21 17:59:57 | 9 | OKE | sell | out | 89 | 58.84 | 9 | -1.78 | -0.02 | 249.20 | 100 980.41 | tp 58.84 |
| 2015.01.05 18:00:00 | 10 | OKE | buy | in | 105 | 47.86 | 10 | -2.10 | 0.00 | 0.00 | 100 978.31 | OKE |
| 2015.04.15 18:59:58 | 11 | OKE | sell | out | 105 | 50.25 | 11 | -2.10 | -0.17 | 250.95 | 101 226.99 | tp 50.25 |
| 2015.05.06 16:00:00 | 12 | OKE | buy | in | 108 | 46.49 | 12 | -2.16 | 0.00 | 0.00 | 101 224.83 | OKE |
| 2016.07.12 19:59:58 | 13 | OKE | sell | out | 108 | 48.81 | 13 | -2.16 | -0.73 | 250.56 | 101 472.50 | tp 48.81 |
| 2016.07.20 17:00:00 | 14 | OKE | buy | in | 109 | 46.45 | 14 | -2.18 | 0.00 | 0.00 | 101 470.32 | OKE |
| 2016.08.18 18:59:58 | 15 | OKE | sell | out | 109 | 48.77 | 15 | -2.18 | -0.04 | 252.88 | 101 720.98 | tp 48.77 |
| 2016.11.02 18:00:00 | 16 | OKE | buy | in | 111 | 45.71 | 16 | -2.22 | 0.00 | 0.00 | 101 718.76 | OKE |
| 2016.11.07 18:59:58 | 17 | OKE | sell | out | 111 | 47.99 | 17 | -2.22 | -0.04 | 253.08 | 101 969.58 | tp 47.99 |
| 2017.01.25 16:00:00 | 18 | OKE | buy | in | 93 | 54.37 | 18 | -1.86 | 0.00 | 0.00 | 101 967.72 | OKE |
| 2017.02.01 16:00:00 | 19 | OKE | sell | out | 93 | 57.09 | 19 | -1.86 | -0.01 | 252.96 | 102 218.81 | tp 57.09 |
| 2017.09.21 18:00:00 | 20 | OKE | buy | in | 92 | 55.32 | 20 | -1.84 | 0.00 | 0.00 | 102 216.97 | OKE |
| 2018.01.11 16:59:58 | 21 | OKE | sell | out | 92 | 58.09 | 21 | -1.84 | -0.19 | 254.84 | 102 469.78 | tp 58.09 |
| 2018.03.15 19:00:00 | 22 | OKE | buy | in | 93 | 54.88 | 22 | -1.86 | 0.00 | 0.00 | 102 467.92 | OKE |
| 2018.03.16 18:59:57 | 23 | OKE | sell | out | 93 | 57.62 | 23 | -1.86 | 0.00 | 254.82 | 102 720.88 | tp 57.62 |
| 2018.05.25 16:00:00 | 24 | OKE | buy | in | 78 | 65.29 | 24 | -1.56 | 0.00 | 0.00 | 102 719.32 | OKE |
| 2018.05.31 17:59:58 | 25 | OKE | sell | out | 78 | 68.55 | 25 | -1.56 | -0.02 | 254.28 | 102 972.02 | tp 68.55 |
| 2018.08.01 17:00:00 | 26 | OKE | buy | in | 75 | 68.20 | 26 | -1.50 | 0.00 | 0.00 | 102 970.52 | OKE |
| 2019.08.01 17:59:57 | 27 | OKE | sell | out | 75 | 71.61 | 27 | -1.50 | -0.59 | 255.75 | 103 224.18 | tp 71.61 |
| 2020.01.27 16:00:00 | 28 | OKE | buy | in | 70 | 73.66 | 28 | -1.40 | 0.00 | 0.00 | 103 222.78 | OKE |
| 2020.02.20 16:59:57 | 29 | OKE | sell | out | 70 | 77.34 | 29 | -1.40 | -0.04 | 257.60 | 103 478.94 | tp 77.34 |
| 2020.03.09 16:00:00 | 30 | OKE | buy | in | 109 | 47.25 | 30 | -2.18 | 0.00 | 0.00 | 103 476.76 | OKE |
| 2021.03.05 16:59:57 | 31 | OKE | sell | out | 109 | 49.61 | 31 | -2.18 | -0.60 | 257.24 | 103 731.22 | tp 49.61 |
| 2021.03.23 16:00:00 | 32 | OKE | buy | in | 110 | 47.19 | 32 | -2.20 | 0.00 | 0.00 | 103 729.02 | OKE |
| 2021.03.25 22:59:58 | 33 | OKE | sell | out | 110 | 49.55 | 33 | -2.20 | -0.02 | 259.60 | 103 986.40 | tp 49.55 |
| -61.32 | -2.83 | 4 050.55 | 103 986.40 | |||||||||