Strategy Tester Report
Darwinex-Live (Build 2815)
Settings
Expert: Stock Trader Hedge
Symbol: ORCL
Period: H1 (2012.01.01 - 2021.12.31)
Inputs: T_0=General Settings
Comment=ORCL
Slippage=5
MagicNumber=100057
Balance_Type=0
MM_Type=0
AutoRisk=5
TimeFrame=16385
TakeProfit=5
RSI_Period=21
RSI_Level=50
Stochastic_Period=9
Stochastic_Level=70
CCI_Period=21
CCI_Level=150
Slow_CCI_TF=16386
Slow_CCI_Period=51
Slow_CCI_Level=100
InpLoadedPeriod=16385
Broker: Darwinex
Currency: USD
Initial Deposit: 100 000.00
Leverage: 1:1
Results
History Quality: 4%
Bars: 16223 Ticks: 62625 Symbols: 1
Total Net Profit: 8 097.39 Balance Drawdown Absolute: 3.54 Equity Drawdown Absolute: 177.00
Gross Profit: 8 177.01 Balance Drawdown Maximal: 3.54 (0.00%) Equity Drawdown Maximal: 1 731.82 (1.62%)
Gross Loss: -79.62 Balance Drawdown Relative: 0.00% (3.54) Equity Drawdown Relative: 1.62% (1 731.82)
Profit Factor: 102.70 Expected Payoff: 255.53 Margin Level: 9911.78%
Recovery Factor: 4.68 Sharpe Ratio: 193.82 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: 29.18
Total Trades: 32 Short Trades (won %): 0 (0.00%) Long Trades (won %): 32 (100.00%)
Total Deals: 64 Profit Trades (% of total): 32 (100.00%) Loss Trades (% of total): 0 (0.00%)
Largest profit trade: 265.70 Largest loss trade: 0.00
Average profit trade: 255.53 Average loss trade: 0.00
Maximum consecutive wins ($): 32 (8 177.01) Maximum consecutive losses ($): 0 (0.00)
Maximal consecutive profit (count): 8 177.01 (32) Maximal consecutive loss (count): 0.00 (0)
Average consecutive wins: 32 Average consecutive losses: 0
Graph
Graph
Correlation (Profits,MFE): 0.06 Correlation (Profits,MAE): -0.22 Correlation (MFE,MAE): -0.0297
Graph
Minimal position holding time: 48:59:57 Maximal position holding time: 11326:00:00 Average position holding time: 1442:50:35
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2012.02.14 20:00:002ORCLbuy177 / 1770.0029.642012.02.14 20:00:00filledORCL
2012.03.01 16:59:583ORCLsell177 / 1770.002012.03.01 16:59:58filledtp 29.64
2012.03.19 16:00:004ORCLbuy169 / 1690.0031.062012.03.19 16:00:00filledORCL
2012.03.21 16:59:575ORCLsell169 / 1690.002012.03.21 16:59:57filledtp 31.06
2012.03.22 16:00:006ORCLbuy172 / 1720.0030.612012.03.22 16:00:00filledORCL
2012.07.18 18:59:587ORCLsell172 / 1720.002012.07.18 18:59:58filledtp 30.61
2012.08.30 16:00:008ORCLbuy161 / 1610.0032.852012.08.30 16:00:00filledORCL
2012.09.14 17:59:589ORCLsell161 / 1610.002012.09.14 17:59:58filledtp 32.85
2012.09.25 20:00:0010ORCLbuy159 / 1590.0033.182012.09.25 20:00:00filledORCL
2012.12.19 16:00:0011ORCLsell159 / 1590.002012.12.19 16:00:00filledtp 33.18
2013.02.07 18:00:0012ORCLbuy145 / 1450.0036.422013.02.07 18:00:00filledORCL
2013.03.15 21:59:5813ORCLsell145 / 1450.002013.03.15 21:59:58filledtp 36.42
2013.03.21 16:00:0014ORCLbuy155 / 1550.0034.392013.03.21 16:00:00filledORCL
2013.05.16 16:59:5815ORCLsell155 / 1550.002013.05.16 16:59:58filledtp 34.39
2013.06.03 16:00:0016ORCLbuy150 / 1500.0035.622013.06.03 16:00:00filledORCL
2013.12.09 16:59:5817ORCLsell150 / 1500.002013.12.09 16:59:58filledtp 35.62
2013.12.12 16:00:0018ORCLbuy150 / 1500.0035.492013.12.12 16:00:00filledORCL
2013.12.19 16:00:0019ORCLsell150 / 1500.002013.12.19 16:00:00filledtp 35.49
2014.01.24 18:00:0020ORCLbuy136 / 1360.0039.412014.01.24 18:00:00filledORCL
2014.03.04 21:59:5821ORCLsell136 / 1360.002014.03.04 21:59:58filledtp 39.41
2014.03.13 19:00:0022ORCLbuy134 / 1340.0039.962014.03.13 19:00:00filledORCL
2014.03.31 16:59:5823ORCLsell134 / 1340.002014.03.31 16:59:58filledtp 39.96
2014.04.24 17:00:0024ORCLbuy131 / 1310.0041.152014.04.24 17:00:00filledORCL
2014.05.01 17:59:5725ORCLsell131 / 1310.002014.05.01 17:59:57filledtp 41.15
2014.06.20 16:00:0026ORCLbuy127 / 1270.0042.322014.06.20 16:00:00filledORCL
2014.11.28 17:59:5827ORCLsell127 / 1270.002014.11.28 17:59:58filledtp 42.32
2014.12.09 16:00:0028ORCLbuy125 / 1250.0043.112014.12.09 16:00:00filledORCL
2014.12.18 16:00:0029ORCLsell125 / 1250.002014.12.18 16:00:00filledtp 43.11
2015.01.13 22:00:0030ORCLbuy121 / 1210.0044.862015.01.13 22:00:00filledORCL
2015.03.18 16:59:5831ORCLsell121 / 1210.002015.03.18 16:59:58filledtp 44.86
2015.04.06 16:00:0032ORCLbuy122 / 1220.0044.522015.04.06 16:00:00filledORCL
2015.04.28 22:59:5833ORCLsell122 / 1220.002015.04.28 22:59:58filledtp 44.52
2015.05.26 18:00:0034ORCLbuy119 / 1190.0045.592015.05.26 18:00:00filledORCL
2017.03.16 16:00:0035ORCLsell119 / 1190.002017.03.16 16:00:00filledtp 45.59
2017.04.03 21:00:0036ORCLbuy117 / 1170.0046.672017.04.03 21:00:00filledORCL
2017.06.22 16:00:0037ORCLsell117 / 1170.002017.06.22 16:00:00filledtp 46.67
2017.08.02 18:00:0038ORCLbuy104 / 1040.0052.332017.08.02 18:00:00filledORCL
2017.09.11 16:59:5839ORCLsell104 / 1040.002017.09.11 16:59:58filledtp 52.33
2017.09.15 18:00:0040ORCLbuy106 / 1060.0051.632017.09.15 18:00:00filledORCL
2018.01.24 16:59:5941ORCLsell106 / 1060.002018.01.24 16:59:59filledtp 51.63
2018.02.05 16:00:0042ORCLbuy105 / 1050.0052.422018.02.05 16:00:00filledORCL
2018.03.09 16:00:0043ORCLsell105 / 1050.002018.03.09 16:00:00filledtp 52.42
2018.03.20 16:00:0044ORCLbuy112 / 1120.0049.212018.03.20 16:00:00filledORCL
2018.08.23 16:59:5845ORCLsell112 / 1120.002018.08.23 16:59:58filledtp 49.21
2018.09.05 17:00:0046ORCLbuy109 / 1090.0050.472018.09.05 17:00:00filledORCL
2018.09.20 16:59:5747ORCLsell109 / 1090.002018.09.20 16:59:57filledtp 50.47
2018.10.08 20:00:0048ORCLbuy107 / 1070.0051.472018.10.08 20:00:00filledORCL
2018.11.19 17:59:5749ORCLsell107 / 1070.002018.11.19 17:59:57filledtp 51.47
2018.11.20 16:00:0050ORCLbuy109 / 1090.0050.992018.11.20 16:00:00filledORCL
2019.02.01 17:59:5751ORCLsell109 / 1090.002019.02.01 17:59:57filledtp 50.99
2019.03.15 16:00:0052ORCLbuy102 / 1020.0054.242019.03.15 16:00:00filledORCL
2019.03.19 20:59:5853ORCLsell102 / 1020.002019.03.19 20:59:58filledtp 54.24
2019.03.25 17:00:0054ORCLbuy101 / 1010.0055.132019.03.25 17:00:00filledORCL
2019.04.23 17:59:5755ORCLsell101 / 1010.002019.04.23 17:59:57filledtp 55.13
2019.05.06 16:00:0056ORCLbuy98 / 980.0056.792019.05.06 16:00:00filledORCL
2019.06.20 16:59:5857ORCLsell98 / 980.002019.06.20 16:59:58filledtp 56.79
2019.07.18 16:00:0058ORCLbuy92 / 920.0060.682019.07.18 16:00:00filledORCL
2020.09.11 16:00:0059ORCLsell92 / 920.002020.09.11 16:00:00filledtp 60.68
2020.10.02 16:00:0060ORCLbuy91 / 910.0061.792020.10.02 16:00:00filledORCL
2020.10.12 18:59:5861ORCLsell91 / 910.002020.10.12 18:59:58filledtp 61.79
2020.10.22 17:00:0062ORCLbuy90 / 900.0062.152020.10.22 17:00:00filledORCL
2020.12.15 21:59:5763ORCLsell90 / 900.002020.12.15 21:59:57filledtp 62.15
2021.01.05 18:00:0064ORCLbuy85 / 850.0065.902021.01.05 18:00:00filledORCL
2021.02.25 17:59:5865ORCLsell85 / 850.002021.02.25 17:59:58filledtp 65.90
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2012.01.01 00:00:001balance0.000.00100 000.00100 000.00
2012.02.14 20:00:002ORCLbuyin17728.232-3.540.000.0099 996.46ORCL
2012.03.01 16:59:583ORCLsellout17729.643-3.54-0.14249.57100 242.35tp 29.64
2012.03.19 16:00:004ORCLbuyin16929.584-3.380.000.00100 238.97ORCL
2012.03.21 16:59:575ORCLsellout16931.065-3.38-0.02250.12100 485.69tp 31.06
2012.03.22 16:00:006ORCLbuyin17229.156-3.440.000.00100 482.25ORCL
2012.07.18 18:59:587ORCLsellout17230.617-3.44-1.01251.12100 728.92tp 30.61
2012.08.30 16:00:008ORCLbuyin16131.298-3.220.000.00100 725.70ORCL
2012.09.14 17:59:589ORCLsellout16132.859-3.22-0.12251.16100 973.52tp 32.85
2012.09.25 20:00:0010ORCLbuyin15931.6010-3.180.000.00100 970.34ORCL
2012.12.19 16:00:0011ORCLsellout15933.1811-3.18-0.72251.22101 217.66tp 33.18
2013.02.07 18:00:0012ORCLbuyin14534.6912-2.900.000.00101 214.76ORCL
2013.03.15 21:59:5813ORCLsellout14536.4213-2.90-0.30250.85101 462.41tp 36.42
2013.03.21 16:00:0014ORCLbuyin15532.7514-3.100.000.00101 459.31ORCL
2013.05.16 16:59:5815ORCLsellout15534.3915-3.10-0.48254.20101 709.93tp 34.39
2013.06.03 16:00:0016ORCLbuyin15033.9216-3.000.000.00101 706.93ORCL
2013.12.09 16:59:5817ORCLsellout15035.6217-3.00-1.61255.00101 957.32tp 35.62
2013.12.12 16:00:0018ORCLbuyin15033.8018-3.000.000.00101 954.32ORCL
2013.12.19 16:00:0019ORCLsellout15035.4919-3.00-0.06253.50102 204.76tp 35.49
2014.01.24 18:00:0020ORCLbuyin13637.5320-2.720.000.00102 202.04ORCL
2014.03.04 21:59:5821ORCLsellout13639.4121-2.72-0.32255.68102 454.68tp 39.41
2014.03.13 19:00:0022ORCLbuyin13438.0622-2.680.000.00102 452.00ORCL
2014.03.31 16:59:5823ORCLsellout13439.9623-2.68-0.15254.60102 703.77tp 39.96
2014.04.24 17:00:0024ORCLbuyin13139.1924-2.620.000.00102 701.15ORCL
2014.05.01 17:59:5725ORCLsellout13141.1525-2.62-0.06256.76102 955.23tp 41.15
2014.06.20 16:00:0026ORCLbuyin12740.3126-2.540.000.00102 952.69ORCL
2014.11.28 17:59:5827ORCLsellout12742.3227-2.54-1.35255.27103 204.07tp 42.32
2014.12.09 16:00:0028ORCLbuyin12541.0628-2.500.000.00103 201.57ORCL
2014.12.18 16:00:0029ORCLsellout12543.1129-2.50-0.08256.25103 455.24tp 43.11
2015.01.13 22:00:0030ORCLbuyin12142.7230-2.420.000.00103 452.82ORCL
2015.03.18 16:59:5831ORCLsellout12144.8631-2.42-0.53258.94103 708.81tp 44.86
2015.04.06 16:00:0032ORCLbuyin12242.4032-2.440.000.00103 706.37ORCL
2015.04.28 22:59:5833ORCLsellout12244.5233-2.44-0.20258.64103 962.37tp 44.52
2015.05.26 18:00:0034ORCLbuyin11943.4234-2.380.000.00103 959.99ORCL
2017.03.16 16:00:0035ORCLsellout11945.5935-2.38-5.50258.23104 210.34tp 45.59
2017.04.03 21:00:0036ORCLbuyin11744.4536-2.340.000.00104 208.00ORCL
2017.06.22 16:00:0037ORCLsellout11746.6737-2.34-0.67259.74104 464.73tp 46.67
2017.08.02 18:00:0038ORCLbuyin10449.8438-2.080.000.00104 462.65ORCL
2017.09.11 16:59:5839ORCLsellout10452.3339-2.08-0.07258.96104 719.46tp 52.33
2017.09.15 18:00:0040ORCLbuyin10649.1740-2.120.000.00104 717.34ORCL
2018.01.24 16:59:5941ORCLsellout10651.6341-2.12-0.23260.76104 975.75tp 51.63
2018.02.05 16:00:0042ORCLbuyin10549.9242-2.100.000.00104 973.65ORCL
2018.03.09 16:00:0043ORCLsellout10552.4243-2.10-0.05262.50105 234.00tp 52.42
2018.03.20 16:00:0044ORCLbuyin11246.8744-2.240.000.00105 231.76ORCL
2018.08.23 16:59:5845ORCLsellout11249.2145-2.24-1.31262.08105 490.29tp 49.21
2018.09.05 17:00:0046ORCLbuyin10948.0746-2.180.000.00105 488.11ORCL
2018.09.20 16:59:5747ORCLsellout10950.4747-2.18-0.02261.60105 747.51tp 50.47
2018.10.08 20:00:0048ORCLbuyin10749.0248-2.140.000.00105 745.37ORCL
2018.11.19 17:59:5749ORCLsellout10751.4749-2.14-0.06262.15106 005.32tp 51.47
2018.11.20 16:00:0050ORCLbuyin10948.5650-2.180.000.00106 003.14ORCL
2019.02.01 17:59:5751ORCLsellout10950.9951-2.18-0.15264.87106 265.68tp 50.99
2019.03.15 16:00:0052ORCLbuyin10251.6652-2.040.000.00106 263.64ORCL
2019.03.19 20:59:5853ORCLsellout10254.2453-2.04-0.01263.16106 524.75tp 54.24
2019.03.25 17:00:0054ORCLbuyin10152.5154-2.020.000.00106 522.73ORCL
2019.04.23 17:59:5755ORCLsellout10155.1355-2.02-0.05264.62106 785.28tp 55.13
2019.05.06 16:00:0056ORCLbuyin9854.0956-1.960.000.00106 783.32ORCL
2019.06.20 16:59:5857ORCLsellout9856.7957-1.96-0.07264.60107 045.89tp 56.79
2019.07.18 16:00:0058ORCLbuyin9257.7958-1.840.000.00107 044.05ORCL
2020.09.11 16:00:0059ORCLsellout9260.6859-1.84-0.70265.88107 307.39tp 60.68
2020.10.02 16:00:0060ORCLbuyin9158.8560-1.820.000.00107 305.57ORCL
2020.10.12 18:59:5861ORCLsellout9161.7961-1.82-0.02267.54107 571.27tp 61.79
2020.10.22 17:00:0062ORCLbuyin9059.1962-1.800.000.00107 569.47ORCL
2020.12.15 21:59:5763ORCLsellout9062.1563-1.80-0.09266.40107 833.98tp 62.15
2021.01.05 18:00:0064ORCLbuyin8562.7664-1.700.000.00107 832.28ORCL
2021.02.25 17:59:5865ORCLsellout8565.9065-1.70-0.09266.90108 097.39tp 65.90
-159.24 -16.24 8 272.87 108 097.39