Strategy Tester Report
Darwinex-Live (Build 2815)
Settings
Expert:			Stock Trader Hedge
Symbol:			PG
Period:			H1 (2012.01.01 - 2021.12.31)
Inputs:			T_0=General Settings
			Comment=PG
			Slippage=5
			MagicNumber=100058
			Balance_Type=0
			MM_Type=0
			AutoRisk=5
			TimeFrame=16385
			TakeProfit=5
			RSI_Period=9
			RSI_Level=50
			Stochastic_Period=9
			Stochastic_Level=80
			CCI_Period=51
			CCI_Level=200
			Slow_CCI_TF=16385
			Slow_CCI_Period=36
			Slow_CCI_Level=200
			InpLoadedPeriod=16385
Broker:			Darwinex
Currency:			USD
Initial Deposit:			100 000.00
Leverage:			1:1
Results
History Quality:			6%
Bars:			16230	Ticks:			62973	Symbols:			1
Total Net Profit:			5 642.38	Balance Drawdown Absolute:			1.50	Equity Drawdown Absolute:			522.28
Gross Profit:			5 667.56	Balance Drawdown Maximal:			1.50 (0.00%)	Equity Drawdown Maximal:			1 499.46 (1.47%)
Gross Loss:			-25.18	Balance Drawdown Relative:			0.00% (1.50)	Equity Drawdown Relative:			1.47% (1 499.46)
Profit Factor:			225.08	Expected Payoff:			246.42	Margin Level:			9916.98%
Recovery Factor:			3.76	Sharpe Ratio:			8.25	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:			27.08
Total Trades:			23	Short Trades (won %):			0 (0.00%)	Long Trades (won %):			23 (100.00%)
Total Deals:			46	Profit Trades (% of total):			23 (100.00%)	Loss Trades (% of total):			0 (0.00%)
				Largest profit trade:			259.59	Largest loss trade:			0.00
				Average profit trade:			246.42	Average loss trade:			0.00
				Maximum consecutive wins ($):			23 (5 667.56)	Maximum consecutive losses ($):			0 (0.00)
				Maximal consecutive profit (count):			5 667.56 (23)	Maximal consecutive loss (count):			0.00 (0)
				Average consecutive wins:			23	Average consecutive losses:			0
Correlation (Profits,MFE):			0.43	Correlation (Profits,MAE):			0.18	Correlation (MFE,MAE):			-0.0011
Minimal position holding time:			3:59:58	Maximal position holding time:			24696:59:58	Average position holding time:			1874:05:11

Orders
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2012.01.06 18:00:00	2	PG	buy	75 / 75		0.00		69.31	2012.01.06 18:00:00		filled	PG
2012.09.18 16:59:58	3	PG	sell	75 / 75		0.00			2012.09.18 16:59:58		filled	tp 69.31
2012.09.28 17:00:00	4	PG	buy	72 / 72		0.00		72.19	2012.09.28 17:00:00		filled	PG
2013.01.25 16:59:58	5	PG	sell	72 / 72		0.00			2013.01.25 16:59:58		filled	tp 72.19
2013.02.26 16:00:00	6	PG	buy	65 / 65		0.00		79.98	2013.02.26 16:00:00		filled	PG
2013.04.11 20:59:57	7	PG	sell	65 / 65		0.00			2013.04.11 20:59:57		filled	tp 79.98
2013.06.20 18:00:00	8	PG	buy	65 / 65		0.00		80.36	2013.06.20 18:00:00		filled	PG
2013.07.11 16:00:00	9	PG	sell	65 / 65		0.00			2013.07.11 16:00:00		filled	tp 80.36
2013.08.15 16:00:00	10	PG	buy	62 / 62		0.00		84.94	2013.08.15 16:00:00		filled	PG
2013.11.18 16:59:58	11	PG	sell	62 / 62		0.00			2013.11.18 16:59:58		filled	tp 84.94
2014.01.23 17:00:00	12	PG	buy	64 / 64		0.00		82.20	2014.01.23 17:00:00		filled	PG
2014.04.09 16:59:58	13	PG	sell	64 / 64		0.00			2014.04.09 16:59:58		filled	tp 82.20
2014.04.23 17:00:00	14	PG	buy	63 / 63		0.00		83.88	2014.04.23 17:00:00		filled	PG
2014.09.10 20:59:58	15	PG	sell	63 / 63		0.00			2014.09.10 20:59:58		filled	tp 83.88
2014.10.16 16:00:00	16	PG	buy	62 / 62		0.00		85.82	2014.10.16 16:00:00		filled	PG
2014.10.24 17:59:57	17	PG	sell	62 / 62		0.00			2014.10.24 17:59:57		filled	tp 85.82
2014.12.15 19:00:00	18	PG	buy	57 / 57		0.00		93.63	2014.12.15 19:00:00		filled	PG
2014.12.24 16:59:58	19	PG	sell	57 / 57		0.00			2014.12.24 16:59:58		filled	tp 93.63
2015.01.02 16:00:00	20	PG	buy	56 / 56		0.00		95.28	2015.01.02 16:00:00		filled	PG
2018.12.13 16:59:58	21	PG	sell	56 / 56		0.00			2018.12.13 16:59:58		filled	tp 95.28
2018.12.24 19:00:00	22	PG	buy	58 / 58		0.00		91.56	2018.12.24 19:00:00		filled	PG
2018.12.27 22:59:58	23	PG	sell	58 / 58		0.00			2018.12.27 22:59:58		filled	tp 91.56
2019.01.22 19:00:00	24	PG	buy	57 / 57		0.00		94.34	2019.01.22 19:00:00		filled	PG
2019.01.23 16:59:58	25	PG	sell	57 / 57		0.00			2019.01.23 16:59:58		filled	tp 94.34
2019.02.28 17:00:00	26	PG	buy	52 / 52		0.00		103.32	2019.02.28 17:00:00		filled	PG
2019.03.26 16:59:57	27	PG	sell	52 / 52		0.00			2019.03.26 16:59:57		filled	tp 103.32
2019.04.23 17:00:00	28	PG	buy	50 / 50		0.00		107.75	2019.04.23 17:00:00		filled	PG
2019.05.16 16:59:57	29	PG	sell	50 / 50		0.00			2019.05.16 16:59:57		filled	tp 107.75
2019.05.29 16:00:00	30	PG	buy	49 / 49		0.00		109.49	2019.05.29 16:00:00		filled	PG
2019.06.11 20:59:58	31	PG	sell	49 / 49		0.00			2019.06.11 20:59:58		filled	tp 109.49
2019.07.24 16:00:00	32	PG	buy	45 / 45		0.00		119.34	2019.07.24 16:00:00		filled	PG
2019.07.30 16:00:00	33	PG	sell	45 / 45		0.00			2019.07.30 16:00:00		filled	tp 119.34
2019.10.02 18:00:00	34	PG	buy	42 / 42		0.00		127.70	2019.10.02 18:00:00		filled	PG
2020.02.06 17:59:58	35	PG	sell	42 / 42		0.00			2020.02.06 17:59:58		filled	tp 127.70
2020.02.28 16:00:00	36	PG	buy	47 / 47		0.00		115.67	2020.02.28 16:00:00		filled	PG
2020.03.02 17:59:58	37	PG	sell	47 / 47		0.00			2020.03.02 17:59:58		filled	tp 115.67
2020.03.12 16:00:00	38	PG	buy	51 / 51		0.00		107.61	2020.03.12 16:00:00		filled	PG
2020.03.12 19:59:58	39	PG	sell	51 / 51		0.00			2020.03.12 19:59:58		filled	tp 107.61
2020.05.14 18:00:00	40	PG	buy	46 / 46		0.00		117.13	2020.05.14 18:00:00		filled	PG
2020.06.01 18:59:58	41	PG	sell	46 / 46		0.00			2020.06.01 18:59:58		filled	tp 117.13
2020.06.12 21:00:00	42	PG	buy	45 / 45		0.00		121.13	2020.06.12 21:00:00		filled	PG
2020.06.19 16:59:58	43	PG	sell	45 / 45		0.00			2020.06.19 16:59:58		filled	tp 121.13
2020.10.28 18:00:00	44	PG	buy	37 / 37		0.00		145.97	2020.10.28 18:00:00		filled	PG
2020.11.09 16:59:57	45	PG	sell	37 / 37		0.00			2020.11.09 16:59:57		filled	tp 145.97
2021.01.20 16:00:00	46	PG	buy	39 / 39		0.00		138.99	2021.01.20 16:00:00		filled	PG
2021.03.30 22:59:59	47	PG	sell	39 / 39		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
2012.01.06 18:00:00	2	PG	buy	in	75	66.01	2	-1.50	0.00	0.00	99 998.50	PG
2012.09.18 16:59:58	3	PG	sell	out	75	69.31	3	-1.50	-0.42	247.50	100 244.08	tp 69.31
2012.09.28 17:00:00	4	PG	buy	in	72	68.75	4	-1.44	0.00	0.00	100 242.64	PG
2013.01.25 16:59:58	5	PG	sell	out	72	72.19	5	-1.44	-0.21	247.68	100 488.67	tp 72.19
2013.02.26 16:00:00	6	PG	buy	in	65	76.17	6	-1.30	0.00	0.00	100 487.37	PG
2013.04.11 20:59:57	7	PG	sell	out	65	79.98	7	-1.30	-0.06	247.65	100 733.66	tp 79.98
2013.06.20 18:00:00	8	PG	buy	in	65	76.53	8	-1.30	0.00	0.00	100 732.36	PG
2013.07.11 16:00:00	9	PG	sell	out	65	80.36	9	-1.30	-0.03	248.95	100 979.98	tp 80.36
2013.08.15 16:00:00	10	PG	buy	in	62	80.90	10	-1.24	0.00	0.00	100 978.74	PG
2013.11.18 16:59:58	11	PG	sell	out	62	84.94	11	-1.24	-0.15	250.48	101 227.83	tp 84.94
2014.01.23 17:00:00	12	PG	buy	in	64	78.29	12	-1.28	0.00	0.00	101 226.55	PG
2014.04.09 16:59:58	13	PG	sell	out	64	82.20	13	-1.28	-0.12	250.24	101 475.39	tp 82.20
2014.04.23 17:00:00	14	PG	buy	in	63	79.89	14	-1.26	0.00	0.00	101 474.13	PG
2014.09.10 20:59:58	15	PG	sell	out	63	83.88	15	-1.26	-0.22	251.37	101 724.02	tp 83.88
2014.10.16 16:00:00	16	PG	buy	in	62	81.73	16	-1.24	0.00	0.00	101 722.78	PG
2014.10.24 17:59:57	17	PG	sell	out	62	85.82	17	-1.24	-0.01	253.58	101 975.11	tp 85.82
2014.12.15 19:00:00	18	PG	buy	in	57	89.17	18	-1.14	0.00	0.00	101 973.97	PG
2014.12.24 16:59:58	19	PG	sell	out	57	93.63	19	-1.14	-0.01	254.22	102 227.04	tp 93.63
2015.01.02 16:00:00	20	PG	buy	in	56	90.74	20	-1.12	0.00	0.00	102 225.92	PG
2018.12.13 16:59:58	21	PG	sell	out	56	95.28	21	-1.12	-2.30	254.24	102 476.74	tp 95.28
2018.12.24 19:00:00	22	PG	buy	in	58	87.20	22	-1.16	0.00	0.00	102 475.58	PG
2018.12.27 22:59:58	23	PG	sell	out	58	91.56	23	-1.16	-0.01	252.88	102 727.29	tp 91.56
2019.01.22 19:00:00	24	PG	buy	in	57	89.85	24	-1.14	0.00	0.00	102 726.15	PG
2019.01.23 16:59:58	25	PG	sell	out	57	94.34	25	-1.14	-0.01	255.93	102 980.93	tp 94.34
2019.02.28 17:00:00	26	PG	buy	in	52	98.40	26	-1.04	0.00	0.00	102 979.89	PG
2019.03.26 16:59:57	27	PG	sell	out	52	103.32	27	-1.04	-0.04	255.84	103 234.65	tp 103.32
2019.04.23 17:00:00	28	PG	buy	in	50	102.62	28	-1.00	0.00	0.00	103 233.65	PG
2019.05.16 16:59:57	29	PG	sell	out	50	107.75	29	-1.00	-0.03	256.50	103 489.12	tp 107.75
2019.05.29 16:00:00	30	PG	buy	in	49	104.28	30	-0.98	0.00	0.00	103 488.14	PG
2019.06.11 20:59:58	31	PG	sell	out	49	109.49	31	-0.98	-0.02	255.29	103 742.43	tp 109.49
2019.07.24 16:00:00	32	PG	buy	in	45	113.66	32	-0.90	0.00	0.00	103 741.53	PG
2019.07.30 16:00:00	33	PG	sell	out	45	119.34	33	-0.90	-0.01	255.60	103 996.22	tp 119.34
2019.10.02 18:00:00	34	PG	buy	in	42	121.62	34	-0.84	0.00	0.00	103 995.38	PG
2020.02.06 17:59:58	35	PG	sell	out	42	127.70	35	-0.84	-0.18	255.36	104 249.72	tp 127.70
2020.02.28 16:00:00	36	PG	buy	in	47	110.16	36	-0.94	0.00	0.00	104 248.78	PG
2020.03.02 17:59:58	37	PG	sell	out	47	115.67	37	-0.94	-0.01	258.97	104 506.80	tp 115.67
2020.03.12 16:00:00	38	PG	buy	in	51	102.50	38	-1.02	0.00	0.00	104 505.78	PG
2020.03.12 19:59:58	39	PG	sell	out	51	107.61	39	-1.02	0.00	260.61	104 765.37	tp 107.61
2020.05.14 18:00:00	40	PG	buy	in	46	111.55	40	-0.92	0.00	0.00	104 764.45	PG
2020.06.01 18:59:58	41	PG	sell	out	46	117.13	41	-0.92	-0.03	256.68	105 020.18	tp 117.13
2020.06.12 21:00:00	42	PG	buy	in	45	115.36	42	-0.90	0.00	0.00	105 019.28	PG
2020.06.19 16:59:58	43	PG	sell	out	45	121.13	43	-0.90	-0.01	259.65	105 278.02	tp 121.13
2020.10.28 18:00:00	44	PG	buy	in	37	139.02	44	-0.74	0.00	0.00	105 277.28	PG
2020.11.09 16:59:57	45	PG	sell	out	37	145.97	45	-0.74	-0.02	257.15	105 533.67	tp 145.97
2021.01.20 16:00:00	46	PG	buy	in	39	132.37	46	-0.78	0.00	0.00	105 532.89	PG
2021.03.30 22:59:59	47	PG	sell	out	39	135.20	47	-0.78	-0.10	110.37	105 642.38	end of test
								-50.36	-4.00	5 696.74	105 642.38