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: | PFE | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=PFE | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100035 | ||||||||||||
| Balance_Type=0 | ||||||||||||
| MM_Type=0 | ||||||||||||
| AutoRisk=5 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| TakeProfit=5 | ||||||||||||
| RSI_Period=21 | ||||||||||||
| RSI_Level=60 | ||||||||||||
| Stochastic_Period=9 | ||||||||||||
| Stochastic_Level=80 | ||||||||||||
| CCI_Period=36 | ||||||||||||
| CCI_Level=150 | ||||||||||||
| Slow_CCI_TF=16388 | ||||||||||||
| Slow_CCI_Period=51 | ||||||||||||
| 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: | 5% | |||||||||||
| Bars: | 16215 | Ticks: | 62232 | Symbols: | 1 | |||||||
| Total Net Profit: | 5 983.89 | Balance Drawdown Absolute: | 4.68 | Equity Drawdown Absolute: | 133.46 | |||||||
| Gross Profit: | 6 061.07 | Balance Drawdown Maximal: | 4.68 (0.00%) | Equity Drawdown Maximal: | 1 712.66 (1.62%) | |||||||
| Gross Loss: | -77.18 | Balance Drawdown Relative: | 0.00% (4.68) | Equity Drawdown Relative: | 1.62% (1 712.66) | |||||||
| Profit Factor: | 78.53 | Expected Payoff: | 252.54 | Margin Level: | 9878.42% | |||||||
| Recovery Factor: | 3.49 | Sharpe Ratio: | 247.34 | 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: | 17.98 | |||||||||
| Total Trades: | 24 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 24 (100.00%) | |||||||
| Total Deals: | 48 | Profit Trades (% of total): | 24 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
| Largest profit trade: | 260.98 | Largest loss trade: | 0.00 | |||||||||
| Average profit trade: | 252.54 | Average loss trade: | 0.00 | |||||||||
| Maximum consecutive wins ($): | 24 (6 061.07) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
| Maximal consecutive profit (count): | 6 061.07 (24) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
| Average consecutive wins: | 24 | Average consecutive losses: | 0 | |||||||||
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| Correlation (Profits,MFE): | -0.07 | Correlation (Profits,MAE): | -0.35 | Correlation (MFE,MAE): | -0.0973 | |||||||
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| Minimal position holding time: | 93:00:00 | Maximal position holding time: | 8521:59:58 | Average position holding time: | 1168:54:57 | |||||||
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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 | PFE | buy | 234 / 234 | 0.00 | 22.42 | 2012.01.30 16:00:00 | filled | PFE | |||
| 2012.03.27 16:59:57 | 3 | PFE | sell | 234 / 234 | 0.00 | 2012.03.27 16:59:57 | filled | tp 22.42 | ||||
| 2012.05.23 19:00:00 | 4 | PFE | buy | 228 / 228 | 0.00 | 23.09 | 2012.05.23 19:00:00 | filled | PFE | |||
| 2012.07.02 16:59:58 | 5 | PFE | sell | 228 / 228 | 0.00 | 2012.07.02 16:59:58 | filled | tp 23.09 | ||||
| 2012.11.07 18:00:00 | 6 | PFE | buy | 209 / 209 | 0.00 | 25.22 | 2012.11.07 18:00:00 | filled | PFE | |||
| 2012.12.03 16:59:58 | 7 | PFE | sell | 209 / 209 | 0.00 | 2012.12.03 16:59:58 | filled | tp 25.22 | ||||
| 2013.06.03 16:00:00 | 8 | PFE | buy | 184 / 184 | 0.00 | 28.64 | 2013.06.03 16:00:00 | filled | PFE | |||
| 2013.06.12 16:59:57 | 9 | PFE | sell | 184 / 184 | 0.00 | 2013.06.12 16:59:57 | filled | tp 28.64 | ||||
| 2013.08.16 21:00:00 | 10 | PFE | buy | 177 / 177 | 0.00 | 29.83 | 2013.08.16 21:00:00 | filled | PFE | |||
| 2013.10.17 16:59:57 | 11 | PFE | sell | 177 / 177 | 0.00 | 2013.10.17 16:59:57 | filled | tp 29.83 | ||||
| 2014.01.27 19:00:00 | 12 | PFE | buy | 169 / 169 | 0.00 | 31.34 | 2014.01.27 19:00:00 | filled | PFE | |||
| 2014.02.03 16:59:58 | 13 | PFE | sell | 169 / 169 | 0.00 | 2014.02.03 16:59:58 | filled | tp 31.34 | ||||
| 2014.04.11 17:00:00 | 14 | PFE | buy | 167 / 167 | 0.00 | 31.79 | 2014.04.11 17:00:00 | filled | PFE | |||
| 2014.04.28 16:59:58 | 15 | PFE | sell | 167 / 167 | 0.00 | 2014.04.28 16:59:58 | filled | tp 31.79 | ||||
| 2014.07.30 17:00:00 | 16 | PFE | buy | 175 / 175 | 0.00 | 30.50 | 2014.07.30 17:00:00 | filled | PFE | |||
| 2014.09.18 16:59:58 | 17 | PFE | sell | 175 / 175 | 0.00 | 2014.09.18 16:59:58 | filled | tp 30.50 | ||||
| 2014.10.15 17:00:00 | 18 | PFE | buy | 181 / 181 | 0.00 | 29.47 | 2014.10.15 17:00:00 | filled | PFE | |||
| 2014.10.29 17:59:58 | 19 | PFE | sell | 181 / 181 | 0.00 | 2014.10.29 17:59:58 | filled | tp 29.47 | ||||
| 2015.05.06 17:00:00 | 20 | PFE | buy | 152 / 152 | 0.00 | 35.20 | 2015.05.06 17:00:00 | filled | PFE | |||
| 2015.07.20 16:59:58 | 21 | PFE | sell | 152 / 152 | 0.00 | 2015.07.20 16:59:58 | filled | tp 35.20 | ||||
| 2015.08.21 20:00:00 | 22 | PFE | buy | 150 / 150 | 0.00 | 35.66 | 2015.08.21 20:00:00 | filled | PFE | |||
| 2015.10.28 16:59:58 | 23 | PFE | sell | 150 / 150 | 0.00 | 2015.10.28 16:59:58 | filled | tp 35.66 | ||||
| 2015.11.19 18:00:00 | 24 | PFE | buy | 159 / 159 | 0.00 | 33.80 | 2015.11.19 18:00:00 | filled | PFE | |||
| 2015.12.02 16:59:58 | 25 | PFE | sell | 159 / 159 | 0.00 | 2015.12.02 16:59:58 | filled | tp 33.80 | ||||
| 2016.01.04 18:00:00 | 26 | PFE | buy | 162 / 162 | 0.00 | 33.32 | 2016.01.04 18:00:00 | filled | PFE | |||
| 2016.04.20 21:59:59 | 27 | PFE | sell | 162 / 162 | 0.00 | 2016.04.20 21:59:59 | filled | tp 33.32 | ||||
| 2016.09.09 18:00:00 | 28 | PFE | buy | 150 / 150 | 0.00 | 36.10 | 2016.09.09 18:00:00 | filled | PFE | |||
| 2017.09.20 16:59:57 | 29 | PFE | sell | 150 / 150 | 0.00 | 2017.09.20 16:59:57 | filled | tp 36.10 | ||||
| 2017.10.31 16:00:00 | 30 | PFE | buy | 147 / 147 | 0.00 | 36.73 | 2017.10.31 16:00:00 | filled | PFE | |||
| 2017.12.12 18:59:58 | 31 | PFE | sell | 147 / 147 | 0.00 | 2017.12.12 18:59:58 | filled | tp 36.73 | ||||
| 2018.02.05 22:00:00 | 32 | PFE | buy | 147 / 147 | 0.00 | 36.81 | 2018.02.05 22:00:00 | filled | PFE | |||
| 2018.02.26 16:59:58 | 33 | PFE | sell | 147 / 147 | 0.00 | 2018.02.26 16:59:58 | filled | tp 36.81 | ||||
| 2018.03.23 19:00:00 | 34 | PFE | buy | 148 / 148 | 0.00 | 36.89 | 2018.03.23 19:00:00 | filled | PFE | |||
| 2018.04.23 20:59:58 | 35 | PFE | sell | 148 / 148 | 0.00 | 2018.04.23 20:59:58 | filled | tp 36.89 | ||||
| 2018.10.25 16:00:00 | 36 | PFE | buy | 123 / 123 | 0.00 | 44.48 | 2018.10.25 16:00:00 | filled | PFE | |||
| 2018.11.07 19:59:58 | 37 | PFE | sell | 123 / 123 | 0.00 | 2018.11.07 19:59:58 | filled | tp 44.48 | ||||
| 2018.12.24 19:00:00 | 38 | PFE | buy | 127 / 127 | 0.00 | 42.88 | 2018.12.24 19:00:00 | filled | PFE | |||
| 2018.12.28 16:00:00 | 39 | PFE | sell | 127 / 127 | 0.00 | 2018.12.28 16:00:00 | filled | tp 42.88 | ||||
| 2019.01.25 17:00:00 | 40 | PFE | buy | 128 / 128 | 0.00 | 42.71 | 2019.01.25 17:00:00 | filled | PFE | |||
| 2019.02.01 16:00:00 | 41 | PFE | sell | 128 / 128 | 0.00 | 2019.02.01 16:00:00 | filled | tp 42.71 | ||||
| 2019.03.08 18:00:00 | 42 | PFE | buy | 129 / 129 | 0.00 | 42.55 | 2019.03.08 18:00:00 | filled | PFE | |||
| 2019.03.21 18:59:57 | 43 | PFE | sell | 129 / 129 | 0.00 | 2019.03.21 18:59:57 | filled | tp 42.55 | ||||
| 2019.04.17 17:00:00 | 44 | PFE | buy | 130 / 130 | 0.00 | 42.24 | 2019.04.17 17:00:00 | filled | PFE | |||
| 2019.05.24 16:59:58 | 45 | PFE | sell | 130 / 130 | 0.00 | 2019.05.24 16:59:58 | filled | tp 42.24 | ||||
| 2019.07.30 16:00:00 | 46 | PFE | buy | 131 / 131 | 0.00 | 42.14 | 2019.07.30 16:00:00 | filled | PFE | |||
| 2020.12.08 17:59:58 | 47 | PFE | sell | 131 / 131 | 0.00 | 2020.12.08 17:59:58 | filled | tp 42.14 | ||||
| 2021.02.02 17:00:00 | 48 | PFE | buy | 152 / 152 | 0.00 | 36.48 | 2021.02.02 17:00:00 | filled | PFE | |||
| 2021.03.29 18:59:57 | 49 | PFE | sell | 152 / 152 | 0.00 | 2021.03.29 18:59:57 | filled | tp 36.48 | ||||
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 | PFE | buy | in | 234 | 21.35 | 2 | -4.68 | 0.00 | 0.00 | 99 995.32 | PFE |
| 2012.03.27 16:59:57 | 3 | PFE | sell | out | 234 | 22.42 | 3 | -4.68 | -0.57 | 250.38 | 100 240.45 | tp 22.42 |
| 2012.05.23 19:00:00 | 4 | PFE | buy | in | 228 | 21.99 | 4 | -4.56 | 0.00 | 0.00 | 100 235.89 | PFE |
| 2012.07.02 16:59:58 | 5 | PFE | sell | out | 228 | 23.09 | 5 | -4.56 | -0.40 | 250.80 | 100 481.73 | tp 23.09 |
| 2012.11.07 18:00:00 | 6 | PFE | buy | in | 209 | 24.02 | 6 | -4.18 | 0.00 | 0.00 | 100 477.55 | PFE |
| 2012.12.03 16:59:58 | 7 | PFE | sell | out | 209 | 25.22 | 7 | -4.18 | -0.26 | 250.80 | 100 723.91 | tp 25.22 |
| 2013.06.03 16:00:00 | 8 | PFE | buy | in | 184 | 27.28 | 8 | -3.68 | 0.00 | 0.00 | 100 720.23 | PFE |
| 2013.06.12 16:59:57 | 9 | PFE | sell | out | 184 | 28.64 | 9 | -3.68 | -0.09 | 250.24 | 100 966.70 | tp 28.64 |
| 2013.08.16 21:00:00 | 10 | PFE | buy | in | 177 | 28.41 | 10 | -3.54 | 0.00 | 0.00 | 100 963.16 | PFE |
| 2013.10.17 16:59:57 | 11 | PFE | sell | out | 177 | 29.83 | 11 | -3.54 | -0.53 | 251.34 | 101 210.43 | tp 29.83 |
| 2014.01.27 19:00:00 | 12 | PFE | buy | in | 169 | 29.85 | 12 | -3.38 | 0.00 | 0.00 | 101 207.05 | PFE |
| 2014.02.03 16:59:58 | 13 | PFE | sell | out | 169 | 31.34 | 13 | -3.38 | -0.06 | 251.81 | 101 455.42 | tp 31.34 |
| 2014.04.11 17:00:00 | 14 | PFE | buy | in | 167 | 30.28 | 14 | -3.34 | 0.00 | 0.00 | 101 452.08 | PFE |
| 2014.04.28 16:59:58 | 15 | PFE | sell | out | 167 | 31.79 | 15 | -3.34 | -0.14 | 252.17 | 101 700.77 | tp 31.79 |
| 2014.07.30 17:00:00 | 16 | PFE | buy | in | 175 | 29.05 | 16 | -3.50 | 0.00 | 0.00 | 101 697.27 | PFE |
| 2014.09.18 16:59:58 | 17 | PFE | sell | out | 175 | 30.50 | 17 | -3.50 | -0.43 | 253.75 | 101 947.09 | tp 30.50 |
| 2014.10.15 17:00:00 | 18 | PFE | buy | in | 181 | 28.07 | 18 | -3.62 | 0.00 | 0.00 | 101 943.47 | PFE |
| 2014.10.29 17:59:58 | 19 | PFE | sell | out | 181 | 29.47 | 19 | -3.62 | -0.12 | 253.40 | 102 193.13 | tp 29.47 |
| 2015.05.06 17:00:00 | 20 | PFE | buy | in | 152 | 33.52 | 20 | -3.04 | 0.00 | 0.00 | 102 190.09 | PFE |
| 2015.07.20 16:59:58 | 21 | PFE | sell | out | 152 | 35.20 | 21 | -3.04 | -0.63 | 255.36 | 102 441.78 | tp 35.20 |
| 2015.08.21 20:00:00 | 22 | PFE | buy | in | 150 | 33.96 | 22 | -3.00 | 0.00 | 0.00 | 102 438.78 | PFE |
| 2015.10.28 16:59:58 | 23 | PFE | sell | out | 150 | 35.66 | 23 | -3.00 | -0.57 | 255.00 | 102 690.21 | tp 35.66 |
| 2015.11.19 18:00:00 | 24 | PFE | buy | in | 159 | 32.19 | 24 | -3.18 | 0.00 | 0.00 | 102 687.03 | PFE |
| 2015.12.02 16:59:58 | 25 | PFE | sell | out | 159 | 33.80 | 25 | -3.18 | -0.10 | 255.99 | 102 939.74 | tp 33.80 |
| 2016.01.04 18:00:00 | 26 | PFE | buy | in | 162 | 31.73 | 26 | -3.24 | 0.00 | 0.00 | 102 936.50 | PFE |
| 2016.04.20 21:59:59 | 27 | PFE | sell | out | 162 | 33.32 | 27 | -3.24 | -0.92 | 257.58 | 103 189.92 | tp 33.32 |
| 2016.09.09 18:00:00 | 28 | PFE | buy | in | 150 | 34.38 | 28 | -3.00 | 0.00 | 0.00 | 103 186.92 | PFE |
| 2017.09.20 16:59:57 | 29 | PFE | sell | out | 150 | 36.10 | 29 | -3.00 | -3.15 | 258.00 | 103 438.77 | tp 36.10 |
| 2017.10.31 16:00:00 | 30 | PFE | buy | in | 147 | 34.98 | 30 | -2.94 | 0.00 | 0.00 | 103 435.83 | PFE |
| 2017.12.12 18:59:58 | 31 | PFE | sell | out | 147 | 36.73 | 31 | -2.94 | -0.36 | 257.25 | 103 689.78 | tp 36.73 |
| 2018.02.05 22:00:00 | 32 | PFE | buy | in | 147 | 35.06 | 32 | -2.94 | 0.00 | 0.00 | 103 686.84 | PFE |
| 2018.02.26 16:59:58 | 33 | PFE | sell | out | 147 | 36.81 | 33 | -2.94 | -0.17 | 257.25 | 103 940.98 | tp 36.81 |
| 2018.03.23 19:00:00 | 34 | PFE | buy | in | 148 | 35.13 | 34 | -2.96 | 0.00 | 0.00 | 103 938.02 | PFE |
| 2018.04.23 20:59:58 | 35 | PFE | sell | out | 148 | 36.89 | 35 | -2.96 | -0.26 | 260.48 | 104 195.28 | tp 36.89 |
| 2018.10.25 16:00:00 | 36 | PFE | buy | in | 123 | 42.36 | 36 | -2.46 | 0.00 | 0.00 | 104 192.82 | PFE |
| 2018.11.07 19:59:58 | 37 | PFE | sell | out | 123 | 44.48 | 37 | -2.46 | -0.11 | 260.76 | 104 451.01 | tp 44.48 |
| 2018.12.24 19:00:00 | 38 | PFE | buy | in | 127 | 40.84 | 38 | -2.54 | 0.00 | 0.00 | 104 448.47 | PFE |
| 2018.12.28 16:00:00 | 39 | PFE | sell | out | 127 | 42.88 | 39 | -2.54 | -0.03 | 259.08 | 104 704.98 | tp 42.88 |
| 2019.01.25 17:00:00 | 40 | PFE | buy | in | 128 | 40.68 | 40 | -2.56 | 0.00 | 0.00 | 104 702.42 | PFE |
| 2019.02.01 16:00:00 | 41 | PFE | sell | out | 128 | 42.71 | 41 | -2.56 | -0.06 | 259.84 | 104 959.64 | tp 42.71 |
| 2019.03.08 18:00:00 | 42 | PFE | buy | in | 129 | 40.52 | 42 | -2.58 | 0.00 | 0.00 | 104 957.06 | PFE |
| 2019.03.21 18:59:57 | 43 | PFE | sell | out | 129 | 42.55 | 43 | -2.58 | -0.11 | 261.87 | 105 216.24 | tp 42.55 |
| 2019.04.17 17:00:00 | 44 | PFE | buy | in | 130 | 40.23 | 44 | -2.60 | 0.00 | 0.00 | 105 213.64 | PFE |
| 2019.05.24 16:59:58 | 45 | PFE | sell | out | 130 | 42.24 | 45 | -2.60 | -0.31 | 261.30 | 105 472.03 | tp 42.24 |
| 2019.07.30 16:00:00 | 46 | PFE | buy | in | 131 | 40.13 | 46 | -2.62 | 0.00 | 0.00 | 105 469.41 | PFE |
| 2020.12.08 17:59:58 | 47 | PFE | sell | out | 131 | 42.14 | 47 | -2.62 | -4.15 | 263.31 | 105 725.95 | tp 42.14 |
| 2021.02.02 17:00:00 | 48 | PFE | buy | in | 152 | 34.74 | 48 | -3.04 | 0.00 | 0.00 | 105 722.91 | PFE |
| 2021.03.29 18:59:57 | 49 | PFE | sell | out | 152 | 36.48 | 49 | -3.04 | -0.46 | 264.48 | 105 983.89 | tp 36.48 |
| -154.36 | -13.99 | 6 152.24 | 105 983.89 | |||||||||