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: | OMC | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=OMC | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100030 | ||||||||||||
| Balance_Type=0 | ||||||||||||
| MM_Type=0 | ||||||||||||
| AutoRisk=5 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| TakeProfit=5 | ||||||||||||
| RSI_Period=21 | ||||||||||||
| RSI_Level=50 | ||||||||||||
| Stochastic_Period=18 | ||||||||||||
| Stochastic_Level=80 | ||||||||||||
| CCI_Period=21 | ||||||||||||
| CCI_Level=250 | ||||||||||||
| Slow_CCI_TF=16385 | ||||||||||||
| Slow_CCI_Period=36 | ||||||||||||
| 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: | 8% | |||||||||||
| Bars: | 16230 | Ticks: | 62314 | Symbols: | 1 | |||||||
| Total Net Profit: | 4 601.23 | Balance Drawdown Absolute: | 2.20 | Equity Drawdown Absolute: | 34.10 | |||||||
| Gross Profit: | 5 047.25 | Balance Drawdown Maximal: | 413.78 (0.39%) | Equity Drawdown Maximal: | 2 453.64 (2.33%) | |||||||
| Gross Loss: | -446.02 | Balance Drawdown Relative: | 0.39% (413.78) | Equity Drawdown Relative: | 2.33% (2 453.64) | |||||||
| Profit Factor: | 11.32 | Expected Payoff: | 219.11 | Margin Level: | 9818.55% | |||||||
| Recovery Factor: | 1.88 | Sharpe Ratio: | 1.59 | Z-Score: | -1.38 (83.24%) | |||||||
| AHPR: | 1.0021 (0.21%) | LR Correlation: | 1.00 | OnTester result: | 0 | |||||||
| GHPR: | 1.0021 (0.21%) | LR Standard Error: | 132.13 | |||||||||
| 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: | 257.26 | Largest loss trade: | -412.50 | |||||||||
| Average profit trade: | 252.36 | Average loss trade: | -446.02 | |||||||||
| Maximum consecutive wins ($): | 20 (5 047.25) | Maximum consecutive losses ($): | 1 (-412.50) | |||||||||
| Maximal consecutive profit (count): | 5 047.25 (20) | Maximal consecutive loss (count): | -412.50 (1) | |||||||||
| Average consecutive wins: | 20 | Average consecutive losses: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.94 | Correlation (Profits,MAE): | 0.89 | Correlation (MFE,MAE): | 0.8022 | |||||||
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| Minimal position holding time: | 123:59:58 | Maximal position holding time: | 10897:59:58 | Average position holding time: | 1787:42:49 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.01.30 16:00:00 | 2 | OMC | buy | 110 / 110 | 0.00 | 47.52 | 2012.01.30 16:00:00 | filled | OMC | |||
| 2012.02.06 19:59:58 | 3 | OMC | sell | 110 / 110 | 0.00 | 2012.02.06 19:59:58 | filled | tp 47.52 | ||||
| 2012.04.02 16:00:00 | 4 | OMC | buy | 101 / 101 | 0.00 | 51.71 | 2012.04.02 16:00:00 | filled | OMC | |||
| 2012.04.27 21:59:57 | 5 | OMC | sell | 101 / 101 | 0.00 | 2012.04.27 21:59:57 | filled | tp 51.71 | ||||
| 2012.05.30 17:00:00 | 6 | OMC | buy | 102 / 102 | 0.00 | 51.34 | 2012.05.30 17:00:00 | filled | OMC | |||
| 2012.08.07 18:59:58 | 7 | OMC | sell | 102 / 102 | 0.00 | 2012.08.07 18:59:58 | filled | tp 51.34 | ||||
| 2012.08.30 16:00:00 | 8 | OMC | buy | 99 / 99 | 0.00 | 53.18 | 2012.08.30 16:00:00 | filled | OMC | |||
| 2012.09.07 16:59:58 | 9 | OMC | sell | 99 / 99 | 0.00 | 2012.09.07 16:59:58 | filled | tp 53.18 | ||||
| 2012.11.15 16:00:00 | 10 | OMC | buy | 111 / 111 | 0.00 | 47.76 | 2012.11.15 16:00:00 | filled | OMC | |||
| 2012.11.27 18:59:58 | 11 | OMC | sell | 111 / 111 | 0.00 | 2012.11.27 18:59:58 | filled | tp 47.76 | ||||
| 2013.02.21 17:00:00 | 12 | OMC | buy | 90 / 90 | 0.00 | 58.85 | 2013.02.21 17:00:00 | filled | OMC | |||
| 2013.03.08 22:59:58 | 13 | OMC | sell | 90 / 90 | 0.00 | 2013.03.08 22:59:58 | filled | tp 58.85 | ||||
| 2013.04.05 16:00:00 | 14 | OMC | buy | 86 / 86 | 0.00 | 61.37 | 2013.04.05 16:00:00 | filled | OMC | |||
| 2013.05.07 16:59:58 | 15 | OMC | sell | 86 / 86 | 0.00 | 2013.05.07 16:59:58 | filled | tp 61.37 | ||||
| 2013.08.12 16:00:00 | 16 | OMC | buy | 81 / 81 | 0.00 | 65.55 | 2013.08.12 16:00:00 | filled | OMC | |||
| 2013.09.16 16:00:00 | 17 | OMC | sell | 81 / 81 | 0.00 | 2013.09.16 16:00:00 | filled | tp 65.55 | ||||
| 2013.09.30 16:00:00 | 18 | OMC | buy | 79 / 79 | 0.00 | 66.99 | 2013.09.30 16:00:00 | filled | OMC | |||
| 2013.10.22 16:59:58 | 19 | OMC | sell | 79 / 79 | 0.00 | 2013.10.22 16:59:58 | filled | tp 66.99 | ||||
| 2013.11.13 16:00:00 | 20 | OMC | buy | 74 / 74 | 0.00 | 72.46 | 2013.11.13 16:00:00 | filled | OMC | |||
| 2013.11.29 16:59:58 | 21 | OMC | sell | 74 / 74 | 0.00 | 2013.11.29 16:59:58 | filled | tp 72.46 | ||||
| 2014.01.06 16:00:00 | 22 | OMC | buy | 70 / 70 | 0.00 | 76.51 | 2014.01.06 16:00:00 | filled | OMC | |||
| 2014.02.19 16:59:57 | 23 | OMC | sell | 70 / 70 | 0.00 | 2014.02.19 16:59:57 | filled | tp 76.51 | ||||
| 2014.03.20 16:00:00 | 24 | OMC | buy | 72 / 72 | 0.00 | 74.47 | 2014.03.20 16:00:00 | filled | OMC | |||
| 2014.11.14 18:59:58 | 25 | OMC | sell | 72 / 72 | 0.00 | 2014.11.14 18:59:58 | filled | tp 74.47 | ||||
| 2014.12.12 16:00:00 | 26 | OMC | buy | 67 / 67 | 0.00 | 80.57 | 2014.12.12 16:00:00 | filled | OMC | |||
| 2015.03.02 18:59:58 | 27 | OMC | sell | 67 / 67 | 0.00 | 2015.03.02 18:59:58 | filled | tp 80.57 | ||||
| 2015.07.21 18:00:00 | 28 | OMC | buy | 71 / 71 | 0.00 | 75.53 | 2015.07.21 18:00:00 | filled | OMC | |||
| 2015.10.30 16:59:57 | 29 | OMC | sell | 71 / 71 | 0.00 | 2015.10.30 16:59:57 | filled | tp 75.53 | ||||
| 2015.11.13 17:00:00 | 30 | OMC | buy | 71 / 71 | 0.00 | 75.76 | 2015.11.13 17:00:00 | filled | OMC | |||
| 2015.12.07 18:59:59 | 31 | OMC | sell | 71 / 71 | 0.00 | 2015.12.07 18:59:59 | filled | tp 75.76 | ||||
| 2015.12.31 16:00:00 | 32 | OMC | buy | 69 / 69 | 0.00 | 78.67 | 2015.12.31 16:00:00 | filled | OMC | |||
| 2016.02.29 18:59:57 | 33 | OMC | sell | 69 / 69 | 0.00 | 2016.02.29 18:59:57 | filled | tp 78.67 | ||||
| 2016.06.03 17:00:00 | 34 | OMC | buy | 63 / 63 | 0.00 | 85.90 | 2016.06.03 17:00:00 | filled | OMC | |||
| 2016.08.29 19:59:58 | 35 | OMC | sell | 63 / 63 | 0.00 | 2016.08.29 19:59:58 | filled | tp 85.90 | ||||
| 2016.10.18 16:00:00 | 36 | OMC | buy | 64 / 64 | 0.00 | 84.46 | 2016.10.18 16:00:00 | filled | OMC | |||
| 2016.11.16 17:59:58 | 37 | OMC | sell | 64 / 64 | 0.00 | 2016.11.16 17:59:58 | filled | tp 84.46 | ||||
| 2017.07.20 16:00:00 | 38 | OMC | buy | 65 / 65 | 0.00 | 83.50 | 2017.07.20 16:00:00 | filled | OMC | |||
| 2019.04.17 17:59:58 | 39 | OMC | sell | 65 / 65 | 0.00 | 2019.04.17 17:59:58 | filled | tp 83.50 | ||||
| 2019.05.23 17:00:00 | 40 | OMC | buy | 67 / 67 | 0.00 | 81.05 | 2019.05.23 17:00:00 | filled | OMC | |||
| 2019.06.19 21:59:58 | 41 | OMC | sell | 67 / 67 | 0.00 | 2019.06.19 21:59:58 | filled | tp 81.05 | ||||
| 2019.07.17 17:00:00 | 42 | OMC | buy | 64 / 64 | 0.00 | 85.74 | 2019.07.17 17:00:00 | filled | OMC | |||
| 2021.03.30 22:59:59 | 43 | OMC | sell | 64 / 64 | 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 | ||||||
| 2012.01.30 16:00:00 | 2 | OMC | buy | in | 110 | 45.26 | 2 | -2.20 | 0.00 | 0.00 | 99 997.80 | OMC |
| 2012.02.06 19:59:58 | 3 | OMC | sell | out | 110 | 47.52 | 3 | -2.20 | -0.06 | 248.60 | 100 244.14 | tp 47.52 |
| 2012.04.02 16:00:00 | 4 | OMC | buy | in | 101 | 49.25 | 4 | -2.02 | 0.00 | 0.00 | 100 242.12 | OMC |
| 2012.04.27 21:59:57 | 5 | OMC | sell | out | 101 | 51.71 | 5 | -2.02 | -0.04 | 248.46 | 100 488.52 | tp 51.71 |
| 2012.05.30 17:00:00 | 6 | OMC | buy | in | 102 | 48.90 | 6 | -2.04 | 0.00 | 0.00 | 100 486.48 | OMC |
| 2012.08.07 18:59:58 | 7 | OMC | sell | out | 102 | 51.34 | 7 | -2.04 | -0.11 | 248.88 | 100 733.21 | tp 51.34 |
| 2012.08.30 16:00:00 | 8 | OMC | buy | in | 99 | 50.65 | 8 | -1.98 | 0.00 | 0.00 | 100 731.23 | OMC |
| 2012.09.07 16:59:58 | 9 | OMC | sell | out | 99 | 53.18 | 9 | -1.98 | -0.02 | 250.47 | 100 979.70 | tp 53.18 |
| 2012.11.15 16:00:00 | 10 | OMC | buy | in | 111 | 45.49 | 10 | -2.22 | 0.00 | 0.00 | 100 977.48 | OMC |
| 2012.11.27 18:59:58 | 11 | OMC | sell | out | 111 | 47.76 | 11 | -2.22 | -0.09 | 251.97 | 101 227.14 | tp 47.76 |
| 2013.02.21 17:00:00 | 12 | OMC | buy | in | 90 | 56.05 | 12 | -1.80 | 0.00 | 0.00 | 101 225.34 | OMC |
| 2013.03.08 22:59:58 | 13 | OMC | sell | out | 90 | 58.85 | 13 | -1.80 | -0.02 | 252.00 | 101 475.52 | tp 58.85 |
| 2013.04.05 16:00:00 | 14 | OMC | buy | in | 86 | 58.45 | 14 | -1.72 | 0.00 | 0.00 | 101 473.80 | OMC |
| 2013.05.07 16:59:58 | 15 | OMC | sell | out | 86 | 61.37 | 15 | -1.72 | -0.05 | 251.12 | 101 723.15 | tp 61.37 |
| 2013.08.12 16:00:00 | 16 | OMC | buy | in | 81 | 62.43 | 16 | -1.62 | 0.00 | 0.00 | 101 721.53 | OMC |
| 2013.09.16 16:00:00 | 17 | OMC | sell | out | 81 | 65.55 | 17 | -1.62 | -0.06 | 252.72 | 101 972.57 | tp 65.55 |
| 2013.09.30 16:00:00 | 18 | OMC | buy | in | 79 | 63.80 | 18 | -1.58 | 0.00 | 0.00 | 101 970.99 | OMC |
| 2013.10.22 16:59:58 | 19 | OMC | sell | out | 79 | 66.99 | 19 | -1.58 | -0.03 | 252.01 | 102 221.39 | tp 66.99 |
| 2013.11.13 16:00:00 | 20 | OMC | buy | in | 74 | 69.01 | 20 | -1.48 | 0.00 | 0.00 | 102 219.91 | OMC |
| 2013.11.29 16:59:58 | 21 | OMC | sell | out | 74 | 72.46 | 21 | -1.48 | -0.02 | 255.30 | 102 473.71 | tp 72.46 |
| 2014.01.06 16:00:00 | 22 | OMC | buy | in | 70 | 72.87 | 22 | -1.40 | 0.00 | 0.00 | 102 472.31 | OMC |
| 2014.02.19 16:59:57 | 23 | OMC | sell | out | 70 | 76.51 | 23 | -1.40 | -0.08 | 254.80 | 102 725.63 | tp 76.51 |
| 2014.03.20 16:00:00 | 24 | OMC | buy | in | 72 | 70.92 | 24 | -1.44 | 0.00 | 0.00 | 102 724.19 | OMC |
| 2014.11.14 18:59:58 | 25 | OMC | sell | out | 72 | 74.47 | 25 | -1.44 | -0.36 | 255.60 | 102 977.99 | tp 74.47 |
| 2014.12.12 16:00:00 | 26 | OMC | buy | in | 67 | 76.73 | 26 | -1.34 | 0.00 | 0.00 | 102 976.65 | OMC |
| 2015.03.02 18:59:58 | 27 | OMC | sell | out | 67 | 80.57 | 27 | -1.34 | -0.14 | 257.28 | 103 232.45 | tp 80.57 |
| 2015.07.21 18:00:00 | 28 | OMC | buy | in | 71 | 71.93 | 28 | -1.42 | 0.00 | 0.00 | 103 231.03 | OMC |
| 2015.10.30 16:59:57 | 29 | OMC | sell | out | 71 | 75.53 | 29 | -1.42 | -0.15 | 255.60 | 103 485.06 | tp 75.53 |
| 2015.11.13 17:00:00 | 30 | OMC | buy | in | 71 | 72.15 | 30 | -1.42 | 0.00 | 0.00 | 103 483.64 | OMC |
| 2015.12.07 18:59:59 | 31 | OMC | sell | out | 71 | 75.76 | 31 | -1.42 | -0.04 | 256.31 | 103 738.49 | tp 75.76 |
| 2015.12.31 16:00:00 | 32 | OMC | buy | in | 69 | 74.92 | 32 | -1.38 | 0.00 | 0.00 | 103 737.11 | OMC |
| 2016.02.29 18:59:57 | 33 | OMC | sell | out | 69 | 78.67 | 33 | -1.38 | -0.11 | 258.75 | 103 994.37 | tp 78.67 |
| 2016.06.03 17:00:00 | 34 | OMC | buy | in | 63 | 81.81 | 34 | -1.26 | 0.00 | 0.00 | 103 993.11 | OMC |
| 2016.08.29 19:59:58 | 35 | OMC | sell | out | 63 | 85.90 | 35 | -1.26 | -0.14 | 257.67 | 104 249.38 | tp 85.90 |
| 2016.10.18 16:00:00 | 36 | OMC | buy | in | 64 | 80.44 | 36 | -1.28 | 0.00 | 0.00 | 104 248.10 | OMC |
| 2016.11.16 17:59:58 | 37 | OMC | sell | out | 64 | 84.46 | 37 | -1.28 | -0.04 | 257.28 | 104 504.06 | tp 84.46 |
| 2017.07.20 16:00:00 | 38 | OMC | buy | in | 65 | 79.52 | 38 | -1.30 | 0.00 | 0.00 | 104 502.76 | OMC |
| 2019.04.17 17:59:58 | 39 | OMC | sell | out | 65 | 83.50 | 39 | -1.30 | -1.04 | 258.70 | 104 759.12 | tp 83.50 |
| 2019.05.23 17:00:00 | 40 | OMC | buy | in | 67 | 77.19 | 40 | -1.34 | 0.00 | 0.00 | 104 757.78 | OMC |
| 2019.06.19 21:59:58 | 41 | OMC | sell | out | 67 | 81.05 | 41 | -1.34 | -0.05 | 258.62 | 105 015.01 | tp 81.05 |
| 2019.07.17 17:00:00 | 42 | OMC | buy | in | 64 | 81.66 | 42 | -1.28 | 0.00 | 0.00 | 105 013.73 | OMC |
| 2021.03.30 22:59:59 | 43 | OMC | sell | out | 64 | 75.25 | 43 | -1.28 | -0.98 | -410.24 | 104 601.23 | end of test |
| -67.04 | -3.63 | 4 671.90 | 104 601.23 | |||||||||