Strategy Tester Report
Darwinex-Live (Build 2815)
Settings
Expert: Stock Trader Hedge
Symbol: T
Period: H1 (2012.01.01 - 2021.12.31)
Inputs: T_0=General Settings
Comment=T
Slippage=5
MagicNumber=100040
Balance_Type=0
MM_Type=0
AutoRisk=5
TimeFrame=16385
TakeProfit=5
RSI_Period=15
RSI_Level=60
Stochastic_Period=12
Stochastic_Level=80
CCI_Period=36
CCI_Level=250
Slow_CCI_TF=16392
Slow_CCI_Period=51
Slow_CCI_Level=200
InpLoadedPeriod=16385
Broker: Darwinex
Currency: USD
Initial Deposit: 100 000.00
Leverage: 1:1
Results
History Quality: 4%
Bars: 16230 Ticks: 62140 Symbols: 1
Total Net Profit: 2 452.01 Balance Drawdown Absolute: 2.94 Equity Drawdown Absolute: 194.25
Gross Profit: 2 482.21 Balance Drawdown Maximal: 3.54 (0.00%) Equity Drawdown Maximal: 1 170.39 (1.15%)
Gross Loss: -30.20 Balance Drawdown Relative: 0.00% (3.54) Equity Drawdown Relative: 1.15% (1 170.39)
Profit Factor: 82.19 Expected Payoff: 248.22 Margin Level: 9925.87%
Recovery Factor: 2.10 Sharpe Ratio: 175.64 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: 1.94
Total Trades: 10 Short Trades (won %): 0 (0.00%) Long Trades (won %): 10 (100.00%)
Total Deals: 20 Profit Trades (% of total): 10 (100.00%) Loss Trades (% of total): 0 (0.00%)
Largest profit trade: 250.67 Largest loss trade: 0.00
Average profit trade: 248.22 Average loss trade: 0.00
Maximum consecutive wins ($): 10 (2 482.21) Maximum consecutive losses ($): 0 (0.00)
Maximal consecutive profit (count): 2 482.21 (10) Maximal consecutive loss (count): 0.00 (0)
Average consecutive wins: 10 Average consecutive losses: 0
Graph
Graph
Correlation (Profits,MFE): 0.11 Correlation (Profits,MAE): -0.17 Correlation (MFE,MAE): 0.0545
Graph
Minimal position holding time: 24:59:58 Maximal position holding time: 8208:59:58 Average position holding time: 1563:23:57
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2012.10.24 16:00:002Tbuy147 / 1470.0035.712012.10.24 16:00:00filledT
2013.02.13 16:59:573Tsell147 / 1470.002013.02.13 16:59:57filledtp 35.71
2014.01.29 16:00:004Tbuy155 / 1550.0033.942014.01.29 16:00:00filledT
2014.03.20 17:59:575Tsell155 / 1550.002014.03.20 17:59:57filledtp 33.94
2014.12.09 18:00:006Tbuy152 / 1520.0034.672014.12.09 18:00:00filledT
2015.02.04 18:59:587Tsell152 / 1520.002015.02.04 18:59:58filledtp 34.67
2015.08.24 16:00:008Tbuy157 / 1570.0033.652015.08.24 16:00:00filledT
2015.10.16 16:00:009Tsell157 / 1570.002015.10.16 16:00:00filledtp 33.65
2016.10.21 18:00:0010Tbuy134 / 1340.0039.442016.10.21 18:00:00filledT
2016.11.28 16:59:5811Tsell134 / 1340.002016.11.28 16:59:58filledtp 39.44
2017.10.25 17:00:0012Tbuy149 / 1490.0035.572017.10.25 17:00:00filledT
2017.11.29 16:59:5813Tsell149 / 1490.002017.11.29 16:59:58filledtp 35.57
2018.04.26 16:00:0014Tbuy151 / 1510.0035.182018.04.26 16:00:00filledT
2019.08.19 16:59:5815Tsell151 / 1510.002019.08.19 16:59:58filledtp 35.18
2020.01.30 16:00:0016Tbuy139 / 1390.0038.272020.01.30 16:00:00filledT
2020.02.06 17:59:5817Tsell139 / 1390.002020.02.06 17:59:58filledtp 38.27
2020.02.28 16:00:0018Tbuy149 / 1490.0035.762020.02.28 16:00:00filledT
2020.03.02 16:59:5819Tsell149 / 1490.002020.03.02 16:59:58filledtp 35.76
2020.09.21 16:00:0020Tbuy177 / 1770.0030.212020.09.21 16:00:00filledT
2020.12.08 18:59:5721Tsell177 / 1770.002020.12.08 18:59:57filledtp 30.21
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
2012.10.24 16:00:002Tbuyin14734.012-2.940.000.0099 997.06T
2013.02.13 16:59:573Tsellout14735.713-2.94-0.92249.90100 243.10tp 35.71
2014.01.29 16:00:004Tbuyin15532.324-3.100.000.00100 240.00T
2014.03.20 17:59:575Tsellout15533.945-3.10-0.42251.10100 487.58tp 33.94
2014.12.09 18:00:006Tbuyin15233.026-3.040.000.00100 484.54T
2015.02.04 18:59:587Tsellout15234.677-3.04-0.48250.80100 731.82tp 34.67
2015.08.24 16:00:008Tbuyin15732.058-3.140.000.00100 728.68T
2015.10.16 16:00:009Tsellout15733.659-3.14-0.45251.20100 976.29tp 33.65
2016.10.21 18:00:0010Tbuyin13437.5610-2.680.000.00100 973.61T
2016.11.28 16:59:5811Tsellout13439.4411-2.68-0.31251.92101 222.54tp 39.44
2017.10.25 17:00:0012Tbuyin14933.8812-2.980.000.00101 219.56T
2017.11.29 16:59:5813Tsellout14935.5713-2.98-0.30251.81101 468.09tp 35.57
2018.04.26 16:00:0014Tbuyin15133.5114-3.020.000.00101 465.07T
2019.08.19 16:59:5815Tsellout15135.1815-3.02-4.02252.17101 710.20tp 35.18
2020.01.30 16:00:0016Tbuyin13936.4516-2.780.000.00101 707.42T
2020.02.06 17:59:5817Tsellout13938.2717-2.78-0.06252.98101 957.56tp 38.27
2020.02.28 16:00:0018Tbuyin14934.0618-2.980.000.00101 954.58T
2020.03.02 16:59:5819Tsellout14935.7619-2.98-0.02253.30102 204.88tp 35.76
2020.09.21 16:00:0020Tbuyin17728.7720-3.540.000.00102 201.34T
2020.12.08 18:59:5721Tsellout17730.2121-3.54-0.67254.88102 452.01tp 30.21
-60.40 -7.65 2 520.06 102 452.01