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: | SYY | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=SYY | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100039 | ||||||||||||
| Balance_Type=0 | ||||||||||||
| MM_Type=0 | ||||||||||||
| AutoRisk=5 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| TakeProfit=5 | ||||||||||||
| RSI_Period=18 | ||||||||||||
| RSI_Level=60 | ||||||||||||
| Stochastic_Period=18 | ||||||||||||
| Stochastic_Level=80 | ||||||||||||
| CCI_Period=51 | ||||||||||||
| CCI_Level=150 | ||||||||||||
| Slow_CCI_TF=16387 | ||||||||||||
| Slow_CCI_Period=51 | ||||||||||||
| Slow_CCI_Level=100 | ||||||||||||
| InpLoadedPeriod=16385 | ||||||||||||
| Broker: | Darwinex | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 100 000.00 | |||||||||||
| Leverage: | 1:1 | |||||||||||
Results |
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| History Quality: | 8% | |||||||||||
| Bars: | 16230 | Ticks: | 61701 | Symbols: | 1 | |||||||
| Total Net Profit: | 5 790.76 | Balance Drawdown Absolute: | 3.46 | Equity Drawdown Absolute: | 173.63 | |||||||
| Gross Profit: | 6 074.03 | Balance Drawdown Maximal: | 227.49 (0.21%) | Equity Drawdown Maximal: | 3 662.91 (3.45%) | |||||||
| Gross Loss: | -283.27 | Balance Drawdown Relative: | 0.21% (227.49) | Equity Drawdown Relative: | 3.45% (3 662.91) | |||||||
| Profit Factor: | 21.44 | Expected Payoff: | 231.63 | Margin Level: | 9748.24% | |||||||
| Recovery Factor: | 1.58 | Sharpe Ratio: | 2.53 | Z-Score: | -1.55 (87.89%) | |||||||
| AHPR: | 1.0023 (0.23%) | LR Correlation: | 1.00 | OnTester result: | 0 | |||||||
| GHPR: | 1.0023 (0.23%) | LR Standard Error: | 85.30 | |||||||||
| Total Trades: | 25 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 25 (96.00%) | |||||||
| Total Deals: | 50 | Profit Trades (% of total): | 24 (96.00%) | Loss Trades (% of total): | 1 (4.00%) | |||||||
| Largest profit trade: | 261.76 | Largest loss trade: | -226.23 | |||||||||
| Average profit trade: | 253.08 | Average loss trade: | -283.27 | |||||||||
| Maximum consecutive wins ($): | 24 (6 074.03) | Maximum consecutive losses ($): | 1 (-226.23) | |||||||||
| Maximal consecutive profit (count): | 6 074.03 (24) | Maximal consecutive loss (count): | -226.23 (1) | |||||||||
| Average consecutive wins: | 24 | Average consecutive losses: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.25 | Correlation (Profits,MAE): | 0.94 | Correlation (MFE,MAE): | 0.1716 | |||||||
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| Minimal position holding time: | 173:59:58 | Maximal position holding time: | 7566:59:59 | Average position holding time: | 1793:43:10 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.01.05 17:00:00 | 2 | SYY | buy | 173 / 173 | 0.00 | 30.29 | 2012.01.05 17:00:00 | filled | SYY | |||
| 2012.01.20 22:59:57 | 3 | SYY | sell | 173 / 173 | 0.00 | 2012.01.20 22:59:57 | filled | tp 30.29 | ||||
| 2012.02.06 18:00:00 | 4 | SYY | buy | 170 / 170 | 0.00 | 30.94 | 2012.02.06 18:00:00 | filled | SYY | |||
| 2012.09.19 18:59:59 | 5 | SYY | sell | 170 / 170 | 0.00 | 2012.09.19 18:59:59 | filled | tp 30.94 | ||||
| 2012.10.19 20:00:00 | 6 | SYY | buy | 161 / 161 | 0.00 | 32.60 | 2012.10.19 20:00:00 | filled | SYY | |||
| 2013.02.06 18:59:58 | 7 | SYY | sell | 161 / 161 | 0.00 | 2013.02.06 18:59:58 | filled | tp 32.60 | ||||
| 2013.04.08 17:00:00 | 8 | SYY | buy | 149 / 149 | 0.00 | 35.39 | 2013.04.08 17:00:00 | filled | SYY | |||
| 2013.07.11 17:59:57 | 9 | SYY | sell | 149 / 149 | 0.00 | 2013.07.11 17:59:57 | filled | tp 35.39 | ||||
| 2013.08.12 16:00:00 | 10 | SYY | buy | 147 / 147 | 0.00 | 36.00 | 2013.08.12 16:00:00 | filled | SYY | |||
| 2013.12.09 16:00:00 | 11 | SYY | sell | 147 / 147 | 0.00 | 2013.12.09 16:00:00 | filled | tp 36.00 | ||||
| 2014.01.03 16:00:00 | 12 | SYY | buy | 140 / 140 | 0.00 | 37.73 | 2014.01.03 16:00:00 | filled | SYY | |||
| 2014.06.06 17:59:57 | 13 | SYY | sell | 140 / 140 | 0.00 | 2014.06.06 17:59:57 | filled | tp 37.73 | ||||
| 2014.07.11 18:00:00 | 14 | SYY | buy | 138 / 138 | 0.00 | 38.59 | 2014.07.11 18:00:00 | filled | SYY | |||
| 2014.09.03 20:59:58 | 15 | SYY | sell | 138 / 138 | 0.00 | 2014.09.03 20:59:58 | filled | tp 38.59 | ||||
| 2014.09.22 17:00:00 | 16 | SYY | buy | 135 / 135 | 0.00 | 39.54 | 2014.09.22 17:00:00 | filled | SYY | |||
| 2014.11.21 16:00:00 | 17 | SYY | sell | 135 / 135 | 0.00 | 2014.11.21 16:00:00 | filled | tp 39.54 | ||||
| 2014.12.15 19:00:00 | 18 | SYY | buy | 129 / 129 | 0.00 | 41.20 | 2014.12.15 19:00:00 | filled | SYY | |||
| 2015.01.09 17:59:57 | 19 | SYY | sell | 129 / 129 | 0.00 | 2015.01.09 17:59:57 | filled | tp 41.20 | ||||
| 2015.01.20 18:00:00 | 20 | SYY | buy | 128 / 128 | 0.00 | 41.65 | 2015.01.20 18:00:00 | filled | SYY | |||
| 2015.08.14 19:59:58 | 21 | SYY | sell | 128 / 128 | 0.00 | 2015.08.14 19:59:58 | filled | tp 41.65 | ||||
| 2015.09.15 18:00:00 | 22 | SYY | buy | 130 / 130 | 0.00 | 41.25 | 2015.09.15 18:00:00 | filled | SYY | |||
| 2015.10.13 16:59:58 | 23 | SYY | sell | 130 / 130 | 0.00 | 2015.10.13 16:59:58 | filled | tp 41.25 | ||||
| 2015.11.02 17:00:00 | 24 | SYY | buy | 126 / 126 | 0.00 | 42.70 | 2015.11.02 17:00:00 | filled | SYY | |||
| 2016.02.01 18:59:58 | 25 | SYY | sell | 126 / 126 | 0.00 | 2016.02.01 18:59:58 | filled | tp 42.70 | ||||
| 2016.04.21 17:00:00 | 26 | SYY | buy | 111 / 111 | 0.00 | 48.58 | 2016.04.21 17:00:00 | filled | SYY | |||
| 2016.05.02 22:59:58 | 27 | SYY | sell | 111 / 111 | 0.00 | 2016.05.02 22:59:58 | filled | tp 48.58 | ||||
| 2016.05.31 22:00:00 | 28 | SYY | buy | 106 / 106 | 0.00 | 50.66 | 2016.05.31 22:00:00 | filled | SYY | |||
| 2016.06.30 17:59:58 | 29 | SYY | sell | 106 / 106 | 0.00 | 2016.06.30 17:59:58 | filled | tp 50.66 | ||||
| 2016.08.03 20:00:00 | 30 | SYY | buy | 100 / 100 | 0.00 | 53.96 | 2016.08.03 20:00:00 | filled | SYY | |||
| 2016.08.15 16:59:57 | 31 | SYY | sell | 100 / 100 | 0.00 | 2016.08.15 16:59:57 | filled | tp 53.96 | ||||
| 2016.09.09 18:00:00 | 32 | SYY | buy | 101 / 101 | 0.00 | 53.56 | 2016.09.09 18:00:00 | filled | SYY | |||
| 2016.11.08 16:59:58 | 33 | SYY | sell | 101 / 101 | 0.00 | 2016.11.08 16:59:58 | filled | tp 53.56 | ||||
| 2016.12.01 16:00:00 | 34 | SYY | buy | 98 / 98 | 0.00 | 55.66 | 2016.12.01 16:00:00 | filled | SYY | |||
| 2016.12.13 17:59:58 | 35 | SYY | sell | 98 / 98 | 0.00 | 2016.12.13 17:59:58 | filled | tp 55.66 | ||||
| 2017.01.03 17:00:00 | 36 | SYY | buy | 95 / 95 | 0.00 | 57.28 | 2017.01.03 17:00:00 | filled | SYY | |||
| 2017.11.29 16:59:58 | 37 | SYY | sell | 95 / 95 | 0.00 | 2017.11.29 16:59:58 | filled | tp 57.28 | ||||
| 2018.01.03 18:00:00 | 38 | SYY | buy | 86 / 86 | 0.00 | 63.40 | 2018.01.03 18:00:00 | filled | SYY | |||
| 2018.01.22 16:59:57 | 39 | SYY | sell | 86 / 86 | 0.00 | 2018.01.22 16:59:57 | filled | tp 63.40 | ||||
| 2018.02.02 22:00:00 | 40 | SYY | buy | 85 / 85 | 0.00 | 64.31 | 2018.02.02 22:00:00 | filled | SYY | |||
| 2018.05.07 17:59:58 | 41 | SYY | sell | 85 / 85 | 0.00 | 2018.05.07 17:59:58 | filled | tp 64.31 | ||||
| 2018.07.30 18:00:00 | 42 | SYY | buy | 76 / 76 | 0.00 | 72.25 | 2018.07.30 18:00:00 | filled | SYY | |||
| 2018.08.13 16:59:58 | 43 | SYY | sell | 76 / 76 | 0.00 | 2018.08.13 16:59:58 | filled | tp 72.25 | ||||
| 2018.09.12 19:00:00 | 44 | SYY | buy | 71 / 71 | 0.00 | 77.71 | 2018.09.12 19:00:00 | filled | SYY | |||
| 2019.09.12 16:00:00 | 45 | SYY | sell | 71 / 71 | 0.00 | 2019.09.12 16:00:00 | filled | tp 77.71 | ||||
| 2019.10.03 18:00:00 | 46 | SYY | buy | 68 / 68 | 0.00 | 81.36 | 2019.10.03 18:00:00 | filled | SYY | |||
| 2019.11.01 19:59:58 | 47 | SYY | sell | 68 / 68 | 0.00 | 2019.11.01 19:59:58 | filled | tp 81.36 | ||||
| 2019.11.21 18:00:00 | 48 | SYY | buy | 66 / 66 | 0.00 | 83.30 | 2019.11.21 18:00:00 | filled | SYY | |||
| 2019.12.06 16:00:00 | 49 | SYY | sell | 66 / 66 | 0.00 | 2019.12.06 16:00:00 | filled | tp 83.30 | ||||
| 2020.01.14 16:00:00 | 50 | SYY | buy | 63 / 63 | 0.00 | 87.54 | 2020.01.14 16:00:00 | filled | SYY | |||
| 2021.03.30 22:59:59 | 51 | SYY | sell | 63 / 63 | 0.00 | 2021.03.30 22:59:59 | filled | end of test | ||||
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 | ||||||
| 2012.01.05 17:00:00 | 2 | SYY | buy | in | 173 | 28.85 | 2 | -3.46 | 0.00 | 0.00 | 99 996.54 | SYY |
| 2012.01.20 22:59:57 | 3 | SYY | sell | out | 173 | 30.29 | 3 | -3.46 | -0.13 | 249.12 | 100 242.07 | tp 30.29 |
| 2012.02.06 18:00:00 | 4 | SYY | buy | in | 170 | 29.47 | 4 | -3.40 | 0.00 | 0.00 | 100 238.67 | SYY |
| 2012.09.19 18:59:59 | 5 | SYY | sell | out | 170 | 30.94 | 5 | -3.40 | -1.94 | 249.90 | 100 483.23 | tp 30.94 |
| 2012.10.19 20:00:00 | 6 | SYY | buy | in | 161 | 31.05 | 6 | -3.22 | 0.00 | 0.00 | 100 480.01 | SYY |
| 2013.02.06 18:59:58 | 7 | SYY | sell | out | 161 | 32.60 | 7 | -3.22 | -0.90 | 249.55 | 100 725.44 | tp 32.60 |
| 2013.04.08 17:00:00 | 8 | SYY | buy | in | 149 | 33.71 | 8 | -2.98 | 0.00 | 0.00 | 100 722.46 | SYY |
| 2013.07.11 17:59:57 | 9 | SYY | sell | out | 149 | 35.39 | 9 | -2.98 | -0.80 | 250.32 | 100 969.00 | tp 35.39 |
| 2013.08.12 16:00:00 | 10 | SYY | buy | in | 147 | 34.29 | 10 | -2.94 | 0.00 | 0.00 | 100 966.06 | SYY |
| 2013.12.09 16:00:00 | 11 | SYY | sell | out | 147 | 36.00 | 11 | -2.94 | -1.01 | 251.37 | 101 213.48 | tp 36.00 |
| 2014.01.03 16:00:00 | 12 | SYY | buy | in | 140 | 35.93 | 12 | -2.80 | 0.00 | 0.00 | 101 210.68 | SYY |
| 2014.06.06 17:59:57 | 13 | SYY | sell | out | 140 | 37.73 | 13 | -2.80 | -1.29 | 252.00 | 101 458.59 | tp 37.73 |
| 2014.07.11 18:00:00 | 14 | SYY | buy | in | 138 | 36.75 | 14 | -2.76 | 0.00 | 0.00 | 101 455.83 | SYY |
| 2014.09.03 20:59:58 | 15 | SYY | sell | out | 138 | 38.59 | 15 | -2.76 | -0.45 | 253.92 | 101 706.54 | tp 38.59 |
| 2014.09.22 17:00:00 | 16 | SYY | buy | in | 135 | 37.66 | 16 | -2.70 | 0.00 | 0.00 | 101 703.84 | SYY |
| 2014.11.21 16:00:00 | 17 | SYY | sell | out | 135 | 39.54 | 17 | -2.70 | -0.52 | 253.80 | 101 954.42 | tp 39.54 |
| 2014.12.15 19:00:00 | 18 | SYY | buy | in | 129 | 39.24 | 18 | -2.58 | 0.00 | 0.00 | 101 951.84 | SYY |
| 2015.01.09 17:59:57 | 19 | SYY | sell | out | 129 | 41.20 | 19 | -2.58 | -0.20 | 252.84 | 102 201.90 | tp 41.20 |
| 2015.01.20 18:00:00 | 20 | SYY | buy | in | 128 | 39.67 | 20 | -2.56 | 0.00 | 0.00 | 102 199.34 | SYY |
| 2015.08.14 19:59:58 | 21 | SYY | sell | out | 128 | 41.65 | 21 | -2.56 | -1.73 | 253.44 | 102 448.49 | tp 41.65 |
| 2015.09.15 18:00:00 | 22 | SYY | buy | in | 130 | 39.29 | 22 | -2.60 | 0.00 | 0.00 | 102 445.89 | SYY |
| 2015.10.13 16:59:58 | 23 | SYY | sell | out | 130 | 41.25 | 23 | -2.60 | -0.24 | 254.80 | 102 697.85 | tp 41.25 |
| 2015.11.02 17:00:00 | 24 | SYY | buy | in | 126 | 40.67 | 24 | -2.52 | 0.00 | 0.00 | 102 695.33 | SYY |
| 2016.02.01 18:59:58 | 25 | SYY | sell | out | 126 | 42.70 | 25 | -2.52 | -0.74 | 255.78 | 102 947.85 | tp 42.70 |
| 2016.04.21 17:00:00 | 26 | SYY | buy | in | 111 | 46.27 | 26 | -2.22 | 0.00 | 0.00 | 102 945.63 | SYY |
| 2016.05.02 22:59:58 | 27 | SYY | sell | out | 111 | 48.58 | 27 | -2.22 | -0.09 | 256.41 | 103 199.73 | tp 48.58 |
| 2016.05.31 22:00:00 | 28 | SYY | buy | in | 106 | 48.25 | 28 | -2.12 | 0.00 | 0.00 | 103 197.61 | SYY |
| 2016.06.30 17:59:58 | 29 | SYY | sell | out | 106 | 50.66 | 29 | -2.12 | -0.05 | 255.46 | 103 450.90 | tp 50.66 |
| 2016.08.03 20:00:00 | 30 | SYY | buy | in | 100 | 51.39 | 30 | -2.00 | 0.00 | 0.00 | 103 448.90 | SYY |
| 2016.08.15 16:59:57 | 31 | SYY | sell | out | 100 | 53.96 | 31 | -2.00 | -0.02 | 257.00 | 103 703.88 | tp 53.96 |
| 2016.09.09 18:00:00 | 32 | SYY | buy | in | 101 | 51.01 | 32 | -2.02 | 0.00 | 0.00 | 103 701.86 | SYY |
| 2016.11.08 16:59:58 | 33 | SYY | sell | out | 101 | 53.56 | 33 | -2.02 | -0.09 | 257.55 | 103 957.30 | tp 53.56 |
| 2016.12.01 16:00:00 | 34 | SYY | buy | in | 98 | 53.01 | 34 | -1.96 | 0.00 | 0.00 | 103 955.34 | SYY |
| 2016.12.13 17:59:58 | 35 | SYY | sell | out | 98 | 55.66 | 35 | -1.96 | -0.02 | 259.70 | 104 213.06 | tp 55.66 |
| 2017.01.03 17:00:00 | 36 | SYY | buy | in | 95 | 54.55 | 36 | -1.90 | 0.00 | 0.00 | 104 211.16 | SYY |
| 2017.11.29 16:59:58 | 37 | SYY | sell | out | 95 | 57.28 | 37 | -1.90 | -0.55 | 259.35 | 104 468.06 | tp 57.28 |
| 2018.01.03 18:00:00 | 38 | SYY | buy | in | 86 | 60.38 | 38 | -1.72 | 0.00 | 0.00 | 104 466.34 | SYY |
| 2018.01.22 16:59:57 | 39 | SYY | sell | out | 86 | 63.40 | 39 | -1.72 | -0.04 | 259.72 | 104 724.30 | tp 63.40 |
| 2018.02.02 22:00:00 | 40 | SYY | buy | in | 85 | 61.25 | 40 | -1.70 | 0.00 | 0.00 | 104 722.60 | SYY |
| 2018.05.07 17:59:58 | 41 | SYY | sell | out | 85 | 64.31 | 41 | -1.70 | -0.16 | 260.10 | 104 980.84 | tp 64.31 |
| 2018.07.30 18:00:00 | 42 | SYY | buy | in | 76 | 68.81 | 42 | -1.52 | 0.00 | 0.00 | 104 979.32 | SYY |
| 2018.08.13 16:59:58 | 43 | SYY | sell | out | 76 | 72.25 | 43 | -1.52 | -0.02 | 261.44 | 105 239.22 | tp 72.25 |
| 2018.09.12 19:00:00 | 44 | SYY | buy | in | 71 | 74.01 | 44 | -1.42 | 0.00 | 0.00 | 105 237.80 | SYY |
| 2019.09.12 16:00:00 | 45 | SYY | sell | out | 71 | 77.71 | 45 | -1.42 | -0.59 | 262.70 | 105 498.49 | tp 77.71 |
| 2019.10.03 18:00:00 | 46 | SYY | buy | in | 68 | 77.49 | 46 | -1.36 | 0.00 | 0.00 | 105 497.13 | SYY |
| 2019.11.01 19:59:58 | 47 | SYY | sell | out | 68 | 81.36 | 47 | -1.36 | -0.04 | 263.16 | 105 758.89 | tp 81.36 |
| 2019.11.21 18:00:00 | 48 | SYY | buy | in | 66 | 79.33 | 48 | -1.32 | 0.00 | 0.00 | 105 757.57 | SYY |
| 2019.12.06 16:00:00 | 49 | SYY | sell | out | 66 | 83.30 | 49 | -1.32 | -0.02 | 262.02 | 106 018.25 | tp 83.30 |
| 2020.01.14 16:00:00 | 50 | SYY | buy | in | 63 | 83.37 | 50 | -1.26 | 0.00 | 0.00 | 106 016.99 | SYY |
| 2021.03.30 22:59:59 | 51 | SYY | sell | out | 63 | 79.81 | 51 | -1.26 | -0.69 | -224.28 | 105 790.76 | end of test |
| -114.08 | -12.33 | 5 917.17 | 105 790.76 | |||||||||