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: | QCOM | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=QCOM | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100062 | ||||||||||||
| Balance_Type=0 | ||||||||||||
| MM_Type=0 | ||||||||||||
| AutoRisk=5 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| TakeProfit=5 | ||||||||||||
| RSI_Period=15 | ||||||||||||
| RSI_Level=80 | ||||||||||||
| Stochastic_Period=9 | ||||||||||||
| Stochastic_Level=70 | ||||||||||||
| CCI_Period=51 | ||||||||||||
| CCI_Level=250 | ||||||||||||
| Slow_CCI_TF=16388 | ||||||||||||
| Slow_CCI_Period=51 | ||||||||||||
| 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: | 6% | |||||||||||
| Bars: | 16220 | Ticks: | 63219 | Symbols: | 1 | |||||||
| Total Net Profit: | 6 310.67 | Balance Drawdown Absolute: | 1.56 | Equity Drawdown Absolute: | 812.91 | |||||||
| Gross Profit: | 6 348.83 | Balance Drawdown Maximal: | 1.82 (0.00%) | Equity Drawdown Maximal: | 1 691.58 (1.60%) | |||||||
| Gross Loss: | -38.16 | Balance Drawdown Relative: | 0.00% (1.82) | Equity Drawdown Relative: | 1.60% (1 648.85) | |||||||
| Profit Factor: | 166.37 | Expected Payoff: | 253.95 | Margin Level: | 9861.36% | |||||||
| Recovery Factor: | 3.73 | Sharpe Ratio: | 213.92 | Z-Score: | 0.00 (0.00%) | |||||||
| AHPR: | 1.0025 (0.25%) | LR Correlation: | 1.00 | OnTester result: | 0 | |||||||
| GHPR: | 1.0025 (0.25%) | LR Standard Error: | 16.71 | |||||||||
| Total Trades: | 25 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 25 (100.00%) | |||||||
| Total Deals: | 50 | Profit Trades (% of total): | 25 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
| Largest profit trade: | 262.56 | Largest loss trade: | 0.00 | |||||||||
| Average profit trade: | 253.95 | Average loss trade: | 0.00 | |||||||||
| Maximum consecutive wins ($): | 25 (6 348.83) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
| Maximal consecutive profit (count): | 6 348.83 (25) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
| Average consecutive wins: | 25 | Average consecutive losses: | 0 | |||||||||
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| Correlation (Profits,MFE): | 0.27 | Correlation (Profits,MAE): | -0.32 | Correlation (MFE,MAE): | 0.0285 | |||||||
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| Minimal position holding time: | 2:59:57 | Maximal position holding time: | 5828:00:00 | Average position holding time: | 1166:59:58 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.04.19 16:00:00 | 2 | QCOM | buy | 78 / 78 | 0.00 | 66.66 | 2012.04.19 16:00:00 | filled | QCOM | |||
| 2013.01.31 16:00:00 | 3 | QCOM | sell | 78 / 78 | 0.00 | 2013.01.31 16:00:00 | filled | tp 66.66 | ||||
| 2013.03.18 16:00:00 | 4 | QCOM | buy | 78 / 78 | 0.00 | 66.83 | 2013.03.18 16:00:00 | filled | QCOM | |||
| 2013.03.28 17:59:58 | 5 | QCOM | sell | 78 / 78 | 0.00 | 2013.03.28 17:59:58 | filled | tp 66.83 | ||||
| 2013.04.05 16:00:00 | 6 | QCOM | buy | 77 / 77 | 0.00 | 67.85 | 2013.04.05 16:00:00 | filled | QCOM | |||
| 2013.09.05 19:59:57 | 7 | QCOM | sell | 77 / 77 | 0.00 | 2013.09.05 19:59:57 | filled | tp 67.85 | ||||
| 2013.10.09 18:00:00 | 8 | QCOM | buy | 76 / 76 | 0.00 | 69.10 | 2013.10.09 18:00:00 | filled | QCOM | |||
| 2013.10.16 18:59:57 | 9 | QCOM | sell | 76 / 76 | 0.00 | 2013.10.16 18:59:57 | filled | tp 69.10 | ||||
| 2014.01.28 16:00:00 | 10 | QCOM | buy | 70 / 70 | 0.00 | 75.55 | 2014.01.28 16:00:00 | filled | QCOM | |||
| 2014.02.11 20:59:58 | 11 | QCOM | sell | 70 / 70 | 0.00 | 2014.02.11 20:59:58 | filled | tp 75.55 | ||||
| 2014.04.24 16:00:00 | 12 | QCOM | buy | 65 / 65 | 0.00 | 80.86 | 2014.04.24 16:00:00 | filled | QCOM | |||
| 2014.05.14 17:59:58 | 13 | QCOM | sell | 65 / 65 | 0.00 | 2014.05.14 17:59:58 | filled | tp 80.86 | ||||
| 2014.10.10 18:00:00 | 14 | QCOM | buy | 70 / 70 | 0.00 | 75.40 | 2014.10.10 18:00:00 | filled | QCOM | |||
| 2014.10.24 16:59:57 | 15 | QCOM | sell | 70 / 70 | 0.00 | 2014.10.24 16:59:57 | filled | tp 75.40 | ||||
| 2014.11.06 16:00:00 | 16 | QCOM | buy | 72 / 72 | 0.00 | 73.82 | 2014.11.06 16:00:00 | filled | QCOM | |||
| 2014.12.03 16:59:58 | 17 | QCOM | sell | 72 / 72 | 0.00 | 2014.12.03 16:59:58 | filled | tp 73.82 | ||||
| 2015.01.29 16:00:00 | 18 | QCOM | buy | 78 / 78 | 0.00 | 68.18 | 2015.01.29 16:00:00 | filled | QCOM | |||
| 2015.02.09 16:00:00 | 19 | QCOM | sell | 78 / 78 | 0.00 | 2015.02.09 16:00:00 | filled | tp 68.18 | ||||
| 2015.03.25 17:00:00 | 20 | QCOM | buy | 74 / 74 | 0.00 | 71.78 | 2015.03.25 17:00:00 | filled | QCOM | |||
| 2015.04.13 16:00:00 | 21 | QCOM | sell | 74 / 74 | 0.00 | 2015.04.13 16:00:00 | filled | tp 71.78 | ||||
| 2015.07.23 20:00:00 | 22 | QCOM | buy | 83 / 83 | 0.00 | 64.08 | 2015.07.23 20:00:00 | filled | QCOM | |||
| 2015.07.30 17:59:58 | 23 | QCOM | sell | 83 / 83 | 0.00 | 2015.07.30 17:59:58 | filled | tp 64.08 | ||||
| 2015.08.21 20:00:00 | 24 | QCOM | buy | 87 / 87 | 0.00 | 61.72 | 2015.08.21 20:00:00 | filled | QCOM | |||
| 2016.07.27 16:00:00 | 25 | QCOM | sell | 87 / 87 | 0.00 | 2016.07.27 16:00:00 | filled | tp 61.72 | ||||
| 2016.09.09 19:00:00 | 26 | QCOM | buy | 84 / 84 | 0.00 | 64.08 | 2016.09.09 19:00:00 | filled | QCOM | |||
| 2016.09.29 20:59:58 | 27 | QCOM | sell | 84 / 84 | 0.00 | 2016.09.29 20:59:58 | filled | tp 64.08 | ||||
| 2016.11.10 18:00:00 | 28 | QCOM | buy | 80 / 80 | 0.00 | 67.75 | 2016.11.10 18:00:00 | filled | QCOM | |||
| 2016.11.22 16:59:58 | 29 | QCOM | sell | 80 / 80 | 0.00 | 2016.11.22 16:59:58 | filled | tp 67.75 | ||||
| 2016.12.01 18:00:00 | 30 | QCOM | buy | 79 / 79 | 0.00 | 68.42 | 2016.12.01 18:00:00 | filled | QCOM | |||
| 2016.12.08 16:00:00 | 31 | QCOM | sell | 79 / 79 | 0.00 | 2016.12.08 16:00:00 | filled | tp 68.42 | ||||
| 2017.01.17 21:00:00 | 32 | QCOM | buy | 80 / 80 | 0.00 | 67.40 | 2017.01.17 21:00:00 | filled | QCOM | |||
| 2017.11.22 22:59:58 | 33 | QCOM | sell | 80 / 80 | 0.00 | 2017.11.22 22:59:58 | filled | tp 67.40 | ||||
| 2018.02.05 21:00:00 | 34 | QCOM | buy | 81 / 81 | 0.00 | 66.65 | 2018.02.05 21:00:00 | filled | QCOM | |||
| 2018.02.14 19:59:58 | 35 | QCOM | sell | 81 / 81 | 0.00 | 2018.02.14 19:59:58 | filled | tp 66.65 | ||||
| 2018.03.13 16:00:00 | 36 | QCOM | buy | 88 / 88 | 0.00 | 62.17 | 2018.03.13 16:00:00 | filled | QCOM | |||
| 2018.06.07 16:59:57 | 37 | QCOM | sell | 88 / 88 | 0.00 | 2018.06.07 16:59:57 | filled | tp 62.17 | ||||
| 2018.06.25 19:00:00 | 38 | QCOM | buy | 91 / 91 | 0.00 | 59.89 | 2018.06.25 19:00:00 | filled | QCOM | |||
| 2018.07.26 16:00:00 | 39 | QCOM | sell | 91 / 91 | 0.00 | 2018.07.26 16:00:00 | filled | tp 59.89 | ||||
| 2018.11.08 16:00:00 | 40 | QCOM | buy | 88 / 88 | 0.00 | 62.20 | 2018.11.08 16:00:00 | filled | QCOM | |||
| 2019.04.16 21:59:58 | 41 | QCOM | sell | 88 / 88 | 0.00 | 2019.04.16 21:59:58 | filled | tp 62.20 | ||||
| 2019.05.22 16:00:00 | 42 | QCOM | buy | 75 / 75 | 0.00 | 73.48 | 2019.05.22 16:00:00 | filled | QCOM | |||
| 2019.06.25 16:59:58 | 43 | QCOM | sell | 75 / 75 | 0.00 | 2019.06.25 16:59:58 | filled | tp 73.48 | ||||
| 2019.08.01 16:00:00 | 44 | QCOM | buy | 76 / 76 | 0.00 | 72.16 | 2019.08.01 16:00:00 | filled | QCOM | |||
| 2019.08.01 18:59:57 | 45 | QCOM | sell | 76 / 76 | 0.00 | 2019.08.01 18:59:57 | filled | tp 72.16 | ||||
| 2019.08.02 16:00:00 | 46 | QCOM | buy | 74 / 74 | 0.00 | 74.01 | 2019.08.02 16:00:00 | filled | QCOM | |||
| 2019.08.19 16:00:00 | 47 | QCOM | sell | 74 / 74 | 0.00 | 2019.08.19 16:00:00 | filled | tp 74.01 | ||||
| 2020.02.24 16:00:00 | 48 | QCOM | buy | 63 / 63 | 0.00 | 88.02 | 2020.02.24 16:00:00 | filled | QCOM | |||
| 2020.06.05 16:00:00 | 49 | QCOM | sell | 63 / 63 | 0.00 | 2020.06.05 16:00:00 | filled | tp 88.02 | ||||
| 2021.03.04 21:00:00 | 50 | QCOM | buy | 41 / 41 | 0.00 | 132.99 | 2021.03.04 21:00:00 | filled | QCOM | |||
| 2021.03.11 20:59:57 | 51 | QCOM | sell | 41 / 41 | 0.00 | 2021.03.11 20:59:57 | filled | tp 132.99 | ||||
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 | ||||||
| 2012.04.19 16:00:00 | 2 | QCOM | buy | in | 78 | 63.49 | 2 | -1.56 | 0.00 | 0.00 | 99 998.44 | QCOM |
| 2013.01.31 16:00:00 | 3 | QCOM | sell | out | 78 | 66.66 | 3 | -1.56 | -0.48 | 247.26 | 100 243.66 | tp 66.66 |
| 2013.03.18 16:00:00 | 4 | QCOM | buy | in | 78 | 63.65 | 4 | -1.56 | 0.00 | 0.00 | 100 242.10 | QCOM |
| 2013.03.28 17:59:58 | 5 | QCOM | sell | out | 78 | 66.83 | 5 | -1.56 | -0.01 | 248.04 | 100 488.57 | tp 66.83 |
| 2013.04.05 16:00:00 | 6 | QCOM | buy | in | 77 | 64.62 | 6 | -1.54 | 0.00 | 0.00 | 100 487.03 | QCOM |
| 2013.09.05 19:59:57 | 7 | QCOM | sell | out | 77 | 67.85 | 7 | -1.54 | -0.24 | 248.71 | 100 733.96 | tp 67.85 |
| 2013.10.09 18:00:00 | 8 | QCOM | buy | in | 76 | 65.81 | 8 | -1.52 | 0.00 | 0.00 | 100 732.44 | QCOM |
| 2013.10.16 18:59:57 | 9 | QCOM | sell | out | 76 | 69.10 | 9 | -1.52 | -0.01 | 250.04 | 100 980.95 | tp 69.10 |
| 2014.01.28 16:00:00 | 10 | QCOM | buy | in | 70 | 71.95 | 10 | -1.40 | 0.00 | 0.00 | 100 979.55 | QCOM |
| 2014.02.11 20:59:58 | 11 | QCOM | sell | out | 70 | 75.55 | 11 | -1.40 | -0.02 | 252.00 | 101 230.13 | tp 75.55 |
| 2014.04.24 16:00:00 | 12 | QCOM | buy | in | 65 | 77.01 | 12 | -1.30 | 0.00 | 0.00 | 101 228.83 | QCOM |
| 2014.05.14 17:59:58 | 13 | QCOM | sell | out | 65 | 80.86 | 13 | -1.30 | -0.03 | 250.25 | 101 477.75 | tp 80.86 |
| 2014.10.10 18:00:00 | 14 | QCOM | buy | in | 70 | 71.81 | 14 | -1.40 | 0.00 | 0.00 | 101 476.35 | QCOM |
| 2014.10.24 16:59:57 | 15 | QCOM | sell | out | 70 | 75.40 | 15 | -1.40 | -0.02 | 251.30 | 101 726.23 | tp 75.40 |
| 2014.11.06 16:00:00 | 16 | QCOM | buy | in | 72 | 70.31 | 16 | -1.44 | 0.00 | 0.00 | 101 724.79 | QCOM |
| 2014.12.03 16:59:58 | 17 | QCOM | sell | out | 72 | 73.82 | 17 | -1.44 | -0.04 | 252.72 | 101 976.03 | tp 73.82 |
| 2015.01.29 16:00:00 | 18 | QCOM | buy | in | 78 | 64.93 | 18 | -1.56 | 0.00 | 0.00 | 101 974.47 | QCOM |
| 2015.02.09 16:00:00 | 19 | QCOM | sell | out | 78 | 68.18 | 19 | -1.56 | -0.02 | 253.50 | 102 226.39 | tp 68.18 |
| 2015.03.25 17:00:00 | 20 | QCOM | buy | in | 74 | 68.36 | 20 | -1.48 | 0.00 | 0.00 | 102 224.91 | QCOM |
| 2015.04.13 16:00:00 | 21 | QCOM | sell | out | 74 | 71.78 | 21 | -1.48 | -0.03 | 253.08 | 102 476.48 | tp 71.78 |
| 2015.07.23 20:00:00 | 22 | QCOM | buy | in | 83 | 61.03 | 22 | -1.66 | 0.00 | 0.00 | 102 474.82 | QCOM |
| 2015.07.30 17:59:58 | 23 | QCOM | sell | out | 83 | 64.08 | 23 | -1.66 | -0.01 | 253.15 | 102 726.30 | tp 64.08 |
| 2015.08.21 20:00:00 | 24 | QCOM | buy | in | 87 | 58.78 | 24 | -1.74 | 0.00 | 0.00 | 102 724.56 | QCOM |
| 2016.07.27 16:00:00 | 25 | QCOM | sell | out | 87 | 61.72 | 25 | -1.74 | -0.58 | 255.78 | 102 978.02 | tp 61.72 |
| 2016.09.09 19:00:00 | 26 | QCOM | buy | in | 84 | 61.03 | 26 | -1.68 | 0.00 | 0.00 | 102 976.34 | QCOM |
| 2016.09.29 20:59:58 | 27 | QCOM | sell | out | 84 | 64.08 | 27 | -1.68 | -0.03 | 256.20 | 103 230.83 | tp 64.08 |
| 2016.11.10 18:00:00 | 28 | QCOM | buy | in | 80 | 64.52 | 28 | -1.60 | 0.00 | 0.00 | 103 229.23 | QCOM |
| 2016.11.22 16:59:58 | 29 | QCOM | sell | out | 80 | 67.75 | 29 | -1.60 | -0.02 | 258.40 | 103 486.01 | tp 67.75 |
| 2016.12.01 18:00:00 | 30 | QCOM | buy | in | 79 | 65.16 | 30 | -1.58 | 0.00 | 0.00 | 103 484.43 | QCOM |
| 2016.12.08 16:00:00 | 31 | QCOM | sell | out | 79 | 68.42 | 31 | -1.58 | -0.01 | 257.54 | 103 740.38 | tp 68.42 |
| 2017.01.17 21:00:00 | 32 | QCOM | buy | in | 80 | 64.19 | 32 | -1.60 | 0.00 | 0.00 | 103 738.78 | QCOM |
| 2017.11.22 22:59:58 | 33 | QCOM | sell | out | 80 | 67.40 | 33 | -1.60 | -0.49 | 256.80 | 103 993.49 | tp 67.40 |
| 2018.02.05 21:00:00 | 34 | QCOM | buy | in | 81 | 63.48 | 34 | -1.62 | 0.00 | 0.00 | 103 991.87 | QCOM |
| 2018.02.14 19:59:58 | 35 | QCOM | sell | out | 81 | 66.65 | 35 | -1.62 | -0.01 | 256.77 | 104 247.01 | tp 66.65 |
| 2018.03.13 16:00:00 | 36 | QCOM | buy | in | 88 | 59.21 | 36 | -1.76 | 0.00 | 0.00 | 104 245.25 | QCOM |
| 2018.06.07 16:59:57 | 37 | QCOM | sell | out | 88 | 62.17 | 37 | -1.76 | -0.14 | 260.48 | 104 503.83 | tp 62.17 |
| 2018.06.25 19:00:00 | 38 | QCOM | buy | in | 91 | 57.04 | 38 | -1.82 | 0.00 | 0.00 | 104 502.01 | QCOM |
| 2018.07.26 16:00:00 | 39 | QCOM | sell | out | 91 | 59.89 | 39 | -1.82 | -0.05 | 259.35 | 104 759.49 | tp 59.89 |
| 2018.11.08 16:00:00 | 40 | QCOM | buy | in | 88 | 59.24 | 40 | -1.76 | 0.00 | 0.00 | 104 757.73 | QCOM |
| 2019.04.16 21:59:58 | 41 | QCOM | sell | out | 88 | 62.20 | 41 | -1.76 | -0.29 | 260.48 | 105 016.16 | tp 62.20 |
| 2019.05.22 16:00:00 | 42 | QCOM | buy | in | 75 | 69.98 | 42 | -1.50 | 0.00 | 0.00 | 105 014.66 | QCOM |
| 2019.06.25 16:59:58 | 43 | QCOM | sell | out | 75 | 73.48 | 43 | -1.50 | -0.06 | 262.50 | 105 275.60 | tp 73.48 |
| 2019.08.01 16:00:00 | 44 | QCOM | buy | in | 76 | 68.72 | 44 | -1.52 | 0.00 | 0.00 | 105 274.08 | QCOM |
| 2019.08.01 18:59:57 | 45 | QCOM | sell | out | 76 | 72.16 | 45 | -1.52 | 0.00 | 261.44 | 105 534.00 | tp 72.16 |
| 2019.08.02 16:00:00 | 46 | QCOM | buy | in | 74 | 70.49 | 46 | -1.48 | 0.00 | 0.00 | 105 532.52 | QCOM |
| 2019.08.19 16:00:00 | 47 | QCOM | sell | out | 74 | 74.01 | 47 | -1.48 | -0.03 | 260.48 | 105 791.49 | tp 74.01 |
| 2020.02.24 16:00:00 | 48 | QCOM | buy | in | 63 | 83.83 | 48 | -1.26 | 0.00 | 0.00 | 105 790.23 | QCOM |
| 2020.06.05 16:00:00 | 49 | QCOM | sell | out | 63 | 88.02 | 49 | -1.26 | -0.15 | 263.97 | 106 052.79 | tp 88.02 |
| 2021.03.04 21:00:00 | 50 | QCOM | buy | in | 41 | 126.66 | 50 | -0.82 | 0.00 | 0.00 | 106 051.97 | QCOM |
| 2021.03.11 20:59:57 | 51 | QCOM | sell | out | 41 | 132.99 | 51 | -0.82 | -0.01 | 259.53 | 106 310.67 | tp 132.99 |
| -76.32 | -2.78 | 6 389.77 | 106 310.67 | |||||||||