Strategy Tester Report
Darwinex-Live (Build 2815)
Settings
Expert:			Stock Trader Hedge
Symbol:			PEP
Period:			H1 (2012.01.01 - 2021.12.31)
Inputs:			T_0=General Settings
			Comment=PEP
			Slippage=5
			MagicNumber=100034
			Balance_Type=0
			MM_Type=0
			AutoRisk=5
			TimeFrame=16385
			TakeProfit=5
			RSI_Period=12
			RSI_Level=50
			Stochastic_Period=12
			Stochastic_Level=80
			CCI_Period=51
			CCI_Level=200
			Slow_CCI_TF=16392
			Slow_CCI_Period=21
			Slow_CCI_Level=150
			InpLoadedPeriod=16385
Broker:			Darwinex
Currency:			USD
Initial Deposit:			100 000.00
Leverage:			1:1
Results
History Quality:			7%
Bars:			16228	Ticks:			62909	Symbols:			1
Total Net Profit:			6 444.68	Balance Drawdown Absolute:			1.56	Equity Drawdown Absolute:			134.99
Gross Profit:			6 471.32	Balance Drawdown Maximal:			1.56 (0.00%)	Equity Drawdown Maximal:			1 169.23 (1.12%)
Gross Loss:			-26.64	Balance Drawdown Relative:			0.00% (1.56)	Equity Drawdown Relative:			1.12% (1 169.23)
Profit Factor:			242.92	Expected Payoff:			248.90	Margin Level:			9975.20%
Recovery Factor:			5.51	Sharpe Ratio:			9.78	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:			23.58
Total Trades:			26	Short Trades (won %):			0 (0.00%)	Long Trades (won %):			26 (100.00%)
Total Deals:			52	Profit Trades (% of total):			26 (100.00%)	Loss Trades (% of total):			0 (0.00%)
				Largest profit trade:			263.23	Largest loss trade:			0.00
				Average profit trade:			248.90	Average loss trade:			0.00
				Maximum consecutive wins ($):			26 (6 471.32)	Maximum consecutive losses ($):			0 (0.00)
				Maximal consecutive profit (count):			6 471.32 (26)	Maximal consecutive loss (count):			0.00 (0)
				Average consecutive wins:			26	Average consecutive losses:			0
Correlation (Profits,MFE):			0.58	Correlation (Profits,MAE):			0.12	Correlation (MFE,MAE):			0.0944
Minimal position holding time:			48:59:58	Maximal position holding time:			7533:00:00	Average position holding time:			1266:34:34

Orders
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2012.02.09 17:00:00	2	PEP	buy	78 / 78		0.00		67.05	2012.02.09 17:00:00		filled	PEP
2012.05.10 19:59:58	3	PEP	sell	78 / 78		0.00			2012.05.10 19:59:58		filled	tp 67.05
2012.07.24 17:00:00	4	PEP	buy	72 / 72		0.00		72.33	2012.07.24 17:00:00		filled	PEP
2012.07.27 22:59:57	5	PEP	sell	72 / 72		0.00			2012.07.27 22:59:57		filled	tp 72.33
2012.09.12 17:00:00	6	PEP	buy	70 / 70		0.00		74.36	2012.09.12 17:00:00		filled	PEP
2013.02.19 16:59:58	7	PEP	sell	70 / 70		0.00			2013.02.19 16:59:58		filled	tp 74.36
2013.05.23 17:00:00	8	PEP	buy	61 / 61		0.00		85.83	2013.05.23 17:00:00		filled	PEP
2013.07.18 17:59:58	9	PEP	sell	61 / 61		0.00			2013.07.18 17:59:58		filled	tp 85.83
2013.08.15 17:00:00	10	PEP	buy	61 / 61		0.00		85.74	2013.08.15 17:00:00		filled	PEP
2013.11.06 19:59:57	11	PEP	sell	61 / 61		0.00			2013.11.06 19:59:57		filled	tp 85.74
2013.12.12 19:00:00	12	PEP	buy	62 / 62		0.00		85.31	2013.12.12 19:00:00		filled	PEP
2014.04.17 16:59:57	13	PEP	sell	62 / 62		0.00			2014.04.17 16:59:57		filled	tp 85.31
2014.09.12 20:00:00	14	PEP	buy	55 / 55		0.00		95.36	2014.09.12 20:00:00		filled	PEP
2014.10.09 16:00:00	15	PEP	sell	55 / 55		0.00			2014.10.09 16:00:00		filled	tp 95.36
2014.10.16 16:00:00	16	PEP	buy	56 / 56		0.00		94.78	2014.10.16 16:00:00		filled	PEP
2014.10.22 18:59:58	17	PEP	sell	56 / 56		0.00			2014.10.22 18:59:58		filled	tp 94.78
2014.12.15 19:00:00	18	PEP	buy	54 / 54		0.00		98.84	2014.12.15 19:00:00		filled	PEP
2015.01.22 22:59:58	19	PEP	sell	54 / 54		0.00			2015.01.22 22:59:58		filled	tp 98.84
2015.03.18 19:00:00	20	PEP	buy	55 / 55		0.00		97.23	2015.03.18 19:00:00		filled	PEP
2015.04.15 16:59:57	21	PEP	sell	55 / 55		0.00			2015.04.15 16:59:57		filled	tp 97.23
2015.04.24 18:00:00	22	PEP	buy	54 / 54		0.00		99.30	2015.04.24 18:00:00		filled	PEP
2015.08.05 22:59:57	23	PEP	sell	54 / 54		0.00			2015.08.05 22:59:57		filled	tp 99.30
2015.08.24 16:00:00	24	PEP	buy	56 / 56		0.00		95.64	2015.08.24 16:00:00		filled	PEP
2015.10.05 16:59:58	25	PEP	sell	56 / 56		0.00			2015.10.05 16:59:58		filled	tp 95.64
2015.12.11 17:00:00	26	PEP	buy	52 / 52		0.00		102.46	2015.12.11 17:00:00		filled	PEP
2016.03.30 18:59:57	27	PEP	sell	52 / 52		0.00			2016.03.30 18:59:57		filled	tp 102.46
2016.08.30 17:00:00	28	PEP	buy	48 / 48		0.00		112.73	2016.08.30 17:00:00		filled	PEP
2017.03.28 21:59:58	29	PEP	sell	48 / 48		0.00			2017.03.28 21:59:58		filled	tp 112.73
2017.07.11 16:00:00	30	PEP	buy	45 / 45		0.00		119.14	2017.07.11 16:00:00		filled	PEP
2017.08.15 22:59:57	31	PEP	sell	45 / 45		0.00			2017.08.15 22:59:57		filled	tp 119.14
2017.09.20 22:00:00	32	PEP	buy	45 / 45		0.00		118.93	2017.09.20 22:00:00		filled	PEP
2017.12.15 16:59:57	33	PEP	sell	45 / 45		0.00			2017.12.15 16:59:57		filled	tp 118.93
2018.01.11 19:00:00	34	PEP	buy	44 / 44		0.00		122.54	2018.01.11 19:00:00		filled	PEP
2019.03.27 16:00:00	35	PEP	sell	44 / 44		0.00			2019.03.27 16:00:00		filled	tp 122.54
2019.07.19 22:00:00	36	PEP	buy	39 / 39		0.00		137.13	2019.07.19 22:00:00		filled	PEP
2019.09.03 17:59:58	37	PEP	sell	39 / 39		0.00			2019.09.03 17:59:58		filled	tp 137.13
2019.11.04 22:00:00	38	PEP	buy	38 / 38		0.00		142.00	2019.11.04 22:00:00		filled	PEP
2020.01.21 21:59:58	39	PEP	sell	38 / 38		0.00			2020.01.21 21:59:58		filled	tp 142.00
2020.02.28 16:00:00	40	PEP	buy	39 / 39		0.00		139.30	2020.02.28 16:00:00		filled	PEP
2020.03.03 17:59:58	41	PEP	sell	39 / 39		0.00			2020.03.03 17:59:58		filled	tp 139.30
2020.03.12 16:00:00	42	PEP	buy	43 / 43		0.00		126.74	2020.03.12 16:00:00		filled	PEP
2020.03.17 21:59:57	43	PEP	sell	43 / 43		0.00			2020.03.17 21:59:57		filled	tp 126.74
2020.03.20 22:00:00	44	PEP	buy	48 / 48		0.00		113.96	2020.03.20 22:00:00		filled	PEP
2020.03.24 22:59:58	45	PEP	sell	48 / 48		0.00			2020.03.24 22:59:58		filled	tp 113.96
2020.06.11 22:00:00	46	PEP	buy	41 / 41		0.00		135.11	2020.06.11 22:00:00		filled	PEP
2020.07.13 16:00:00	47	PEP	sell	41 / 41		0.00			2020.07.13 16:00:00		filled	tp 135.11
2020.09.08 19:00:00	48	PEP	buy	39 / 39		0.00		141.61	2020.09.08 19:00:00		filled	PEP
2020.10.12 18:59:58	49	PEP	sell	39 / 39		0.00			2020.10.12 18:59:58		filled	tp 141.61
2020.10.28 18:00:00	50	PEP	buy	39 / 39		0.00		142.28	2020.10.28 18:00:00		filled	PEP
2020.11.09 16:00:00	51	PEP	sell	39 / 39		0.00			2020.11.09 16:00:00		filled	tp 142.28
2021.01.21 17:00:00	52	PEP	buy	38 / 38		0.00		145.90	2021.01.21 17:00:00		filled	PEP
2021.03.30 22:59:59	53	PEP	sell	38 / 38		0.00			2021.03.30 22:59:59		filled	end of test
Deals
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
2012.02.09 17:00:00	2	PEP	buy	in	78	63.86	2	-1.56	0.00	0.00	99 998.44	PEP
2012.05.10 19:59:58	3	PEP	sell	out	78	67.05	3	-1.56	-0.14	248.82	100 245.56	tp 67.05
2012.07.24 17:00:00	4	PEP	buy	in	72	68.89	4	-1.44	0.00	0.00	100 244.12	PEP
2012.07.27 22:59:57	5	PEP	sell	out	72	72.33	5	-1.44	0.00	247.68	100 490.36	tp 72.33
2012.09.12 17:00:00	6	PEP	buy	in	70	70.82	6	-1.40	0.00	0.00	100 488.96	PEP
2013.02.19 16:59:58	7	PEP	sell	out	70	74.36	7	-1.40	-0.27	247.80	100 735.09	tp 74.36
2013.05.23 17:00:00	8	PEP	buy	in	61	81.74	8	-1.22	0.00	0.00	100 733.87	PEP
2013.07.18 17:59:58	9	PEP	sell	out	61	85.83	9	-1.22	-0.09	249.49	100 982.05	tp 85.83
2013.08.15 17:00:00	10	PEP	buy	in	61	81.66	10	-1.22	0.00	0.00	100 980.83	PEP
2013.11.06 19:59:57	11	PEP	sell	out	61	85.74	11	-1.22	-0.13	248.88	101 228.36	tp 85.74
2013.12.12 19:00:00	12	PEP	buy	in	62	81.25	12	-1.24	0.00	0.00	101 227.12	PEP
2014.04.17 16:59:57	13	PEP	sell	out	62	85.31	13	-1.24	-0.22	251.72	101 477.38	tp 85.31
2014.09.12 20:00:00	14	PEP	buy	in	55	90.82	14	-1.10	0.00	0.00	101 476.28	PEP
2014.10.09 16:00:00	15	PEP	sell	out	55	95.36	15	-1.10	-0.04	249.70	101 724.84	tp 95.36
2014.10.16 16:00:00	16	PEP	buy	in	56	90.27	16	-1.12	0.00	0.00	101 723.72	PEP
2014.10.22 18:59:58	17	PEP	sell	out	56	94.78	17	-1.12	-0.01	252.56	101 975.15	tp 94.78
2014.12.15 19:00:00	18	PEP	buy	in	54	94.13	18	-1.08	0.00	0.00	101 974.07	PEP
2015.01.22 22:59:58	19	PEP	sell	out	54	98.84	19	-1.08	-0.05	254.34	102 227.28	tp 98.84
2015.03.18 19:00:00	20	PEP	buy	in	55	92.60	20	-1.10	0.00	0.00	102 226.18	PEP
2015.04.15 16:59:57	21	PEP	sell	out	55	97.23	21	-1.10	-0.04	254.65	102 479.69	tp 97.23
2015.04.24 18:00:00	22	PEP	buy	in	54	94.57	22	-1.08	0.00	0.00	102 478.61	PEP
2015.08.05 22:59:57	23	PEP	sell	out	54	99.30	23	-1.08	-0.15	255.42	102 732.80	tp 99.30
2015.08.24 16:00:00	24	PEP	buy	in	56	91.09	24	-1.12	0.00	0.00	102 731.68	PEP
2015.10.05 16:59:58	25	PEP	sell	out	56	95.64	25	-1.12	-0.07	254.80	102 985.29	tp 95.64
2015.12.11 17:00:00	26	PEP	buy	in	52	97.58	26	-1.04	0.00	0.00	102 984.25	PEP
2016.03.30 18:59:57	27	PEP	sell	out	52	102.46	27	-1.04	-0.16	253.76	103 236.81	tp 102.46
2016.08.30 17:00:00	28	PEP	buy	in	48	107.36	28	-0.96	0.00	0.00	103 235.85	PEP
2017.03.28 21:59:58	29	PEP	sell	out	48	112.73	29	-0.96	-0.30	257.76	103 492.35	tp 112.73
2017.07.11 16:00:00	30	PEP	buy	in	45	113.47	30	-0.90	0.00	0.00	103 491.45	PEP
2017.08.15 22:59:57	31	PEP	sell	out	45	119.14	31	-0.90	-0.05	255.15	103 745.65	tp 119.14
2017.09.20 22:00:00	32	PEP	buy	in	45	113.27	32	-0.90	0.00	0.00	103 744.75	PEP
2017.12.15 16:59:57	33	PEP	sell	out	45	118.93	33	-0.90	-0.12	254.70	103 998.43	tp 118.93
2018.01.11 19:00:00	34	PEP	buy	in	44	116.71	34	-0.88	0.00	0.00	103 997.55	PEP
2019.03.27 16:00:00	35	PEP	sell	out	44	122.54	35	-0.88	-0.63	256.52	104 252.56	tp 122.54
2019.07.19 22:00:00	36	PEP	buy	in	39	130.60	36	-0.78	0.00	0.00	104 251.78	PEP
2019.09.03 17:59:58	37	PEP	sell	out	39	137.13	37	-0.78	-0.07	254.67	104 505.60	tp 137.13
2019.11.04 22:00:00	38	PEP	buy	in	38	135.24	38	-0.76	0.00	0.00	104 504.84	PEP
2020.01.21 21:59:58	39	PEP	sell	out	38	142.00	39	-0.76	-0.11	256.88	104 760.85	tp 142.00
2020.02.28 16:00:00	40	PEP	buy	in	39	132.67	40	-0.78	0.00	0.00	104 760.07	PEP
2020.03.03 17:59:58	41	PEP	sell	out	39	139.30	41	-0.78	-0.01	258.57	105 017.85	tp 139.30
2020.03.12 16:00:00	42	PEP	buy	in	43	120.71	42	-0.86	0.00	0.00	105 016.99	PEP
2020.03.17 21:59:57	43	PEP	sell	out	43	126.74	43	-0.86	-0.01	259.29	105 275.41	tp 126.74
2020.03.20 22:00:00	44	PEP	buy	in	48	108.53	44	-0.96	0.00	0.00	105 274.45	PEP
2020.03.24 22:59:58	45	PEP	sell	out	48	113.96	45	-0.96	-0.01	260.64	105 534.12	tp 113.96
2020.06.11 22:00:00	46	PEP	buy	in	41	128.68	46	-0.82	0.00	0.00	105 533.30	PEP
2020.07.13 16:00:00	47	PEP	sell	out	41	135.11	47	-0.82	-0.05	263.63	105 796.06	tp 135.11
2020.09.08 19:00:00	48	PEP	buy	in	39	134.87	48	-0.78	0.00	0.00	105 795.28	PEP
2020.10.12 18:59:58	49	PEP	sell	out	39	141.61	49	-0.78	-0.05	262.86	106 057.31	tp 141.61
2020.10.28 18:00:00	50	PEP	buy	in	39	135.51	50	-0.78	0.00	0.00	106 056.53	PEP
2020.11.09 16:00:00	51	PEP	sell	out	39	142.28	51	-0.78	-0.02	264.03	106 319.76	tp 142.28
2021.01.21 17:00:00	52	PEP	buy	in	38	138.95	52	-0.76	0.00	0.00	106 319.00	PEP
2021.03.30 22:59:59	53	PEP	sell	out	38	142.28	53	-0.76	-0.10	126.54	106 444.68	end of test
								-53.28	-2.90	6 500.86	106 444.68