Strategy Tester Report
Darwinex-Live (Build 2815)
Settings
Expert: Stock Trader Hedge
Symbol: SBUX
Period: H1 (2012.01.01 - 2021.12.31)
Inputs: T_0=General Settings
Comment=SBUX
Slippage=5
MagicNumber=100059
Balance_Type=0
MM_Type=0
AutoRisk=5
TimeFrame=16385
TakeProfit=5
RSI_Period=18
RSI_Level=50
Stochastic_Period=9
Stochastic_Level=80
CCI_Period=21
CCI_Level=100
Slow_CCI_TF=16385
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: 5%
Bars: 16227 Ticks: 62671 Symbols: 1
Total Net Profit: 8 280.78 Balance Drawdown Absolute: 4.38 Equity Drawdown Absolute: 375.42
Gross Profit: 8 352.70 Balance Drawdown Maximal: 4.38 (0.00%) Equity Drawdown Maximal: 2 692.82 (2.52%)
Gross Loss: -71.92 Balance Drawdown Relative: 0.00% (4.38) Equity Drawdown Relative: 2.52% (2 692.82)
Profit Factor: 116.14 Expected Payoff: 253.11 Margin Level: 9877.41%
Recovery Factor: 3.08 Sharpe Ratio: 14.38 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: 33.70
Total Trades: 33 Short Trades (won %): 0 (0.00%) Long Trades (won %): 33 (100.00%)
Total Deals: 66 Profit Trades (% of total): 33 (100.00%) Loss Trades (% of total): 0 (0.00%)
Largest profit trade: 268.24 Largest loss trade: 0.00
Average profit trade: 253.11 Average loss trade: 0.00
Maximum consecutive wins ($): 33 (8 352.70) Maximum consecutive losses ($): 0 (0.00)
Maximal consecutive profit (count): 8 352.70 (33) Maximal consecutive loss (count): 0.00 (0)
Average consecutive wins: 33 Average consecutive losses: 0
Graph
Graph
Correlation (Profits,MFE): 0.68 Correlation (Profits,MAE): -0.10 Correlation (MFE,MAE): 0.0319
Graph
Minimal position holding time: 42:59:58 Maximal position holding time: 9889:59:58 Average position holding time: 1592:50:52
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2012.01.03 20:00:002SBUXbuy219 / 2190.0023.982012.01.03 20:00:00filledSBUX
2012.01.17 16:59:583SBUXsell219 / 2190.002012.01.17 16:59:58filledtp 23.98
2012.01.23 18:00:004SBUXbuy211 / 2110.0024.962012.01.23 18:00:00filledSBUX
2012.03.08 16:00:005SBUXsell211 / 2110.002012.03.08 16:00:00filledtp 24.96
2012.03.29 19:00:006SBUXbuy183 / 1830.0028.712012.03.29 19:00:00filledSBUX
2012.04.04 16:59:587SBUXsell183 / 1830.002012.04.04 16:59:58filledtp 28.71
2012.04.10 22:00:008SBUXbuy177 / 1770.0029.862012.04.10 22:00:00filledSBUX
2012.04.12 16:59:589SBUXsell177 / 1770.002012.04.12 16:59:58filledtp 29.86
2012.04.17 17:00:0010SBUXbuy172 / 1720.0030.792012.04.17 17:00:00filledSBUX
2013.05.03 17:59:5911SBUXsell172 / 1720.002013.05.03 17:59:59filledtp 30.79
2013.05.23 16:00:0012SBUXbuy159 / 1590.0033.402013.05.23 16:00:00filledSBUX
2013.06.18 18:59:5813SBUXsell159 / 1590.002013.06.18 18:59:58filledtp 33.40
2013.06.20 22:00:0014SBUXbuy155 / 1550.0034.302013.06.20 22:00:00filledSBUX
2013.07.08 17:59:5715SBUXsell155 / 1550.002013.07.08 17:59:57filledtp 34.30
2013.07.17 19:00:0016SBUXbuy147 / 1470.0036.182013.07.17 19:00:00filledSBUX
2013.07.26 16:59:5817SBUXsell147 / 1470.002013.07.26 16:59:58filledtp 36.18
2013.08.06 18:00:0018SBUXbuy139 / 1390.0038.302013.08.06 18:00:00filledSBUX
2013.09.18 21:59:5919SBUXsell139 / 1390.002013.09.18 21:59:59filledtp 38.30
2013.09.23 17:00:0020SBUXbuy135 / 1350.0039.742013.09.23 17:00:00filledSBUX
2013.10.18 16:59:5821SBUXsell135 / 1350.002013.10.18 16:59:58filledtp 39.74
2013.10.24 17:00:0022SBUXbuy130 / 1300.0041.362013.10.24 17:00:00filledSBUX
2014.12.05 16:59:5823SBUXsell130 / 1300.002014.12.05 16:59:58filledtp 41.36
2014.12.15 16:00:0024SBUXbuy124 / 1240.0043.212014.12.15 16:00:00filledSBUX
2015.01.23 16:00:0025SBUXsell124 / 1240.002015.01.23 16:00:00filledtp 43.21
2015.02.02 16:00:0026SBUXbuy117 / 1170.0045.892015.02.02 16:00:00filledSBUX
2015.02.11 16:59:5827SBUXsell117 / 1170.002015.02.11 16:59:58filledtp 45.89
2015.03.04 17:00:0028SBUXbuy111 / 1110.0048.742015.03.04 17:00:00filledSBUX
2015.03.19 16:59:5829SBUXsell111 / 1110.002015.03.19 16:59:58filledtp 48.74
2015.03.25 20:00:0030SBUXbuy107 / 1070.0050.702015.03.25 20:00:00filledSBUX
2015.04.24 16:00:0031SBUXsell107 / 1070.002015.04.24 16:00:00filledtp 50.70
2015.04.30 19:00:0032SBUXbuy103 / 1030.0052.602015.04.30 19:00:00filledSBUX
2015.06.10 19:59:5833SBUXsell103 / 1030.002015.06.10 19:59:58filledtp 52.60
2015.06.15 16:00:0034SBUXbuy99 / 990.0054.742015.06.15 16:00:00filledSBUX
2015.06.26 18:59:5835SBUXsell99 / 990.002015.06.26 18:59:58filledtp 54.74
2015.06.29 22:00:0036SBUXbuy96 / 960.0056.572015.06.29 22:00:00filledSBUX
2015.07.20 18:59:5837SBUXsell96 / 960.002015.07.20 18:59:58filledtp 56.57
2015.08.06 20:00:0038SBUXbuy90 / 900.0060.342015.08.06 20:00:00filledSBUX
2015.10.12 16:00:0039SBUXsell90 / 900.002015.10.12 16:00:00filledtp 60.34
2015.10.14 18:00:0040SBUXbuy88 / 880.0062.362015.10.14 18:00:00filledSBUX
2015.10.23 20:59:5841SBUXsell88 / 880.002015.10.23 20:59:58filledtp 62.36
2015.11.04 21:00:0042SBUXbuy85 / 850.0064.672015.11.04 21:00:00filledSBUX
2017.06.02 22:59:5843SBUXsell85 / 850.002017.06.02 22:59:58filledtp 64.67
2017.06.07 18:00:0044SBUXbuy82 / 820.0066.892017.06.07 18:00:00filledSBUX
2018.11.07 16:59:5845SBUXsell82 / 820.002018.11.07 16:59:58filledtp 66.89
2018.11.13 22:00:0046SBUXbuy78 / 780.0070.632018.11.13 22:00:00filledSBUX
2019.02.14 16:59:5947SBUXsell78 / 780.002019.02.14 16:59:59filledtp 70.63
2019.02.27 17:00:0048SBUXbuy74 / 740.0074.272019.02.27 17:00:00filledSBUX
2019.03.29 19:59:5949SBUXsell74 / 740.002019.03.29 19:59:59filledtp 74.27
2019.04.16 22:00:0050SBUXbuy70 / 700.0079.382019.04.16 22:00:00filledSBUX
2019.05.17 17:59:5851SBUXsell70 / 700.002019.05.17 17:59:58filledtp 79.38
2019.05.20 19:00:0052SBUXbuy69 / 690.0080.622019.05.20 19:00:00filledSBUX
2019.06.06 16:59:5853SBUXsell69 / 690.002019.06.06 16:59:58filledtp 80.62
2019.07.23 18:00:0054SBUXbuy59 / 590.0094.382019.07.23 18:00:00filledSBUX
2019.07.26 16:00:0055SBUXsell59 / 590.002019.07.26 16:00:00filledtp 94.38
2019.07.31 22:00:0056SBUXbuy56 / 560.0098.922019.07.31 22:00:00filledSBUX
2020.11.18 17:59:5857SBUXsell56 / 560.002020.11.18 17:59:58filledtp 98.92
2020.11.30 18:00:0058SBUXbuy55 / 550.00102.102020.11.30 18:00:00filledSBUX
2020.12.04 16:59:5959SBUXsell55 / 550.002020.12.04 16:59:59filledtp 102.10
2020.12.21 16:00:0060SBUXbuy53 / 530.00106.102020.12.21 16:00:00filledSBUX
2020.12.30 16:59:5761SBUXsell53 / 530.002020.12.30 16:59:57filledtp 106.10
2021.01.04 18:00:0062SBUXbuy52 / 520.00108.502021.01.04 18:00:00filledSBUX
2021.02.26 20:59:5863SBUXsell52 / 520.002021.02.26 20:59:58filledtp 108.50
2021.03.04 20:00:0064SBUXbuy51 / 510.00110.822021.03.04 20:00:00filledSBUX
2021.03.16 16:59:5865SBUXsell51 / 510.002021.03.16 16:59:58filledtp 110.82
2021.03.19 17:00:0066SBUXbuy50 / 500.00112.182021.03.19 17:00:00filledSBUX
2021.03.30 22:59:5967SBUXsell50 / 500.002021.03.30 22:59:59filledend of test
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
2012.01.03 20:00:002SBUXbuyin21922.842-4.380.000.0099 995.62SBUX
2012.01.17 16:59:583SBUXsellout21923.983-4.38-0.13249.66100 240.77tp 23.98
2012.01.23 18:00:004SBUXbuyin21123.774-4.220.000.00100 236.55SBUX
2012.03.08 16:00:005SBUXsellout21124.965-4.22-0.45251.09100 482.97tp 24.96
2012.03.29 19:00:006SBUXbuyin18327.346-3.660.000.00100 479.31SBUX
2012.04.04 16:59:587SBUXsellout18328.717-3.66-0.06250.71100 726.30tp 28.71
2012.04.10 22:00:008SBUXbuyin17728.448-3.540.000.00100 722.76SBUX
2012.04.12 16:59:589SBUXsellout17729.869-3.54-0.02251.34100 970.54tp 29.86
2012.04.17 17:00:0010SBUXbuyin17229.3210-3.440.000.00100 967.10SBUX
2013.05.03 17:59:5911SBUXsellout17230.7911-3.44-3.26252.84101 213.24tp 30.79
2013.05.23 16:00:0012SBUXbuyin15931.8112-3.180.000.00101 210.06SBUX
2013.06.18 18:59:5813SBUXsellout15933.4013-3.18-0.21252.81101 459.48tp 33.40
2013.06.20 22:00:0014SBUXbuyin15532.6714-3.100.000.00101 456.38SBUX
2013.07.08 17:59:5715SBUXsellout15534.3015-3.10-0.15252.65101 705.78tp 34.30
2013.07.17 19:00:0016SBUXbuyin14734.4616-2.940.000.00101 702.84SBUX
2013.07.26 16:59:5817SBUXsellout14736.1817-2.94-0.08252.84101 952.66tp 36.18
2013.08.06 18:00:0018SBUXbuyin13936.4818-2.780.000.00101 949.88SBUX
2013.09.18 21:59:5919SBUXsellout13938.3019-2.78-0.36252.98102 199.72tp 38.30
2013.09.23 17:00:0020SBUXbuyin13537.8520-2.700.000.00102 197.02SBUX
2013.10.18 16:59:5821SBUXsellout13539.7421-2.70-0.22255.15102 449.25tp 39.74
2013.10.24 17:00:0022SBUXbuyin13039.3922-2.600.000.00102 446.65SBUX
2014.12.05 16:59:5823SBUXsellout13041.3623-2.60-3.39256.10102 696.76tp 41.36
2014.12.15 16:00:0024SBUXbuyin12441.1524-2.480.000.00102 694.28SBUX
2015.01.23 16:00:0025SBUXsellout12443.2125-2.48-0.31255.44102 946.93tp 43.21
2015.02.02 16:00:0026SBUXbuyin11743.7126-2.340.000.00102 944.59SBUX
2015.02.11 16:59:5827SBUXsellout11745.8927-2.34-0.08255.06103 197.23tp 45.89
2015.03.04 17:00:0028SBUXbuyin11146.4228-2.220.000.00103 195.01SBUX
2015.03.19 16:59:5829SBUXsellout11148.7429-2.22-0.13257.52103 450.18tp 48.74
2015.03.25 20:00:0030SBUXbuyin10748.2930-2.140.000.00103 448.04SBUX
2015.04.24 16:00:0031SBUXsellout10750.7031-2.14-0.05257.87103 703.72tp 50.70
2015.04.30 19:00:0032SBUXbuyin10350.1032-2.060.000.00103 701.66SBUX
2015.06.10 19:59:5833SBUXsellout10352.6033-2.06-0.07257.50103 957.03tp 52.60
2015.06.15 16:00:0034SBUXbuyin9952.1334-1.980.000.00103 955.05SBUX
2015.06.26 18:59:5835SBUXsellout9954.7435-1.98-0.01258.39104 211.45tp 54.74
2015.06.29 22:00:0036SBUXbuyin9653.8836-1.920.000.00104 209.53SBUX
2015.07.20 18:59:5837SBUXsellout9656.5737-1.92-0.04258.24104 465.81tp 56.57
2015.08.06 20:00:0038SBUXbuyin9057.4738-1.800.000.00104 464.01SBUX
2015.10.12 16:00:0039SBUXsellout9060.3439-1.80-0.11258.30104 720.40tp 60.34
2015.10.14 18:00:0040SBUXbuyin8859.3940-1.760.000.00104 718.64SBUX
2015.10.23 20:59:5841SBUXsellout8862.3641-1.76-0.01261.36104 978.23tp 62.36
2015.11.04 21:00:0042SBUXbuyin8561.5942-1.700.000.00104 976.53SBUX
2017.06.02 22:59:5843SBUXsellout8564.6743-1.70-0.98261.80105 235.65tp 64.67
2017.06.07 18:00:0044SBUXbuyin8263.7144-1.640.000.00105 234.01SBUX
2018.11.07 16:59:5845SBUXsellout8266.8945-1.64-0.85260.76105 492.28tp 66.89
2018.11.13 22:00:0046SBUXbuyin7867.2746-1.560.000.00105 490.72SBUX
2019.02.14 16:59:5947SBUXsellout7870.6347-1.56-0.17262.08105 751.07tp 70.63
2019.02.27 17:00:0048SBUXbuyin7470.7348-1.480.000.00105 749.59SBUX
2019.03.29 19:59:5949SBUXsellout7474.2749-1.48-0.04261.96106 010.03tp 74.27
2019.04.16 22:00:0050SBUXbuyin7075.6050-1.400.000.00106 008.63SBUX
2019.05.17 17:59:5851SBUXsellout7079.3851-1.40-0.04264.60106 271.79tp 79.38
2019.05.20 19:00:0052SBUXbuyin6976.7852-1.380.000.00106 270.41SBUX
2019.06.06 16:59:5853SBUXsellout6980.6253-1.38-0.03264.96106 533.96tp 80.62
2019.07.23 18:00:0054SBUXbuyin5989.8954-1.180.000.00106 532.78SBUX
2019.07.26 16:00:0055SBUXsellout5994.3855-1.180.00264.91106 796.51tp 94.38
2019.07.31 22:00:0056SBUXbuyin5694.2156-1.120.000.00106 795.39SBUX
2020.11.18 17:59:5857SBUXsellout5698.9257-1.12-0.75263.76107 057.28tp 98.92
2020.11.30 18:00:0058SBUXbuyin5597.2458-1.100.000.00107 056.18SBUX
2020.12.04 16:59:5959SBUXsellout55102.1059-1.100.00267.30107 322.38tp 102.10
2020.12.21 16:00:0060SBUXbuyin53101.0560-1.060.000.00107 321.32SBUX
2020.12.30 16:59:5761SBUXsellout53106.1061-1.06-0.01267.65107 587.90tp 106.10
2021.01.04 18:00:0062SBUXbuyin52103.3362-1.040.000.00107 586.86SBUX
2021.02.26 20:59:5863SBUXsellout52108.5063-1.04-0.08268.84107 854.58tp 108.50
2021.03.04 20:00:0064SBUXbuyin51105.5464-1.020.000.00107 853.56SBUX
2021.03.16 16:59:5865SBUXsellout51110.8265-1.02-0.02269.28108 121.80tp 110.82
2021.03.19 17:00:0066SBUXbuyin50106.8466-1.000.000.00108 120.80SBUX
2021.03.30 22:59:5967SBUXsellout50110.0667-1.00-0.02161.00108 280.78end of test
-143.84 -12.13 8 436.75 108 280.78