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: | 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 |
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| 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 | |||||||||
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| Correlation (Profits,MFE): | 0.11 | Correlation (Profits,MAE): | -0.17 | Correlation (MFE,MAE): | 0.0545 | |||||||
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| Minimal position holding time: | 24:59:58 | Maximal position holding time: | 8208:59:58 | Average position holding time: | 1563:23:57 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.10.24 16:00:00 | 2 | T | buy | 147 / 147 | 0.00 | 35.71 | 2012.10.24 16:00:00 | filled | T | |||
| 2013.02.13 16:59:57 | 3 | T | sell | 147 / 147 | 0.00 | 2013.02.13 16:59:57 | filled | tp 35.71 | ||||
| 2014.01.29 16:00:00 | 4 | T | buy | 155 / 155 | 0.00 | 33.94 | 2014.01.29 16:00:00 | filled | T | |||
| 2014.03.20 17:59:57 | 5 | T | sell | 155 / 155 | 0.00 | 2014.03.20 17:59:57 | filled | tp 33.94 | ||||
| 2014.12.09 18:00:00 | 6 | T | buy | 152 / 152 | 0.00 | 34.67 | 2014.12.09 18:00:00 | filled | T | |||
| 2015.02.04 18:59:58 | 7 | T | sell | 152 / 152 | 0.00 | 2015.02.04 18:59:58 | filled | tp 34.67 | ||||
| 2015.08.24 16:00:00 | 8 | T | buy | 157 / 157 | 0.00 | 33.65 | 2015.08.24 16:00:00 | filled | T | |||
| 2015.10.16 16:00:00 | 9 | T | sell | 157 / 157 | 0.00 | 2015.10.16 16:00:00 | filled | tp 33.65 | ||||
| 2016.10.21 18:00:00 | 10 | T | buy | 134 / 134 | 0.00 | 39.44 | 2016.10.21 18:00:00 | filled | T | |||
| 2016.11.28 16:59:58 | 11 | T | sell | 134 / 134 | 0.00 | 2016.11.28 16:59:58 | filled | tp 39.44 | ||||
| 2017.10.25 17:00:00 | 12 | T | buy | 149 / 149 | 0.00 | 35.57 | 2017.10.25 17:00:00 | filled | T | |||
| 2017.11.29 16:59:58 | 13 | T | sell | 149 / 149 | 0.00 | 2017.11.29 16:59:58 | filled | tp 35.57 | ||||
| 2018.04.26 16:00:00 | 14 | T | buy | 151 / 151 | 0.00 | 35.18 | 2018.04.26 16:00:00 | filled | T | |||
| 2019.08.19 16:59:58 | 15 | T | sell | 151 / 151 | 0.00 | 2019.08.19 16:59:58 | filled | tp 35.18 | ||||
| 2020.01.30 16:00:00 | 16 | T | buy | 139 / 139 | 0.00 | 38.27 | 2020.01.30 16:00:00 | filled | T | |||
| 2020.02.06 17:59:58 | 17 | T | sell | 139 / 139 | 0.00 | 2020.02.06 17:59:58 | filled | tp 38.27 | ||||
| 2020.02.28 16:00:00 | 18 | T | buy | 149 / 149 | 0.00 | 35.76 | 2020.02.28 16:00:00 | filled | T | |||
| 2020.03.02 16:59:58 | 19 | T | sell | 149 / 149 | 0.00 | 2020.03.02 16:59:58 | filled | tp 35.76 | ||||
| 2020.09.21 16:00:00 | 20 | T | buy | 177 / 177 | 0.00 | 30.21 | 2020.09.21 16:00:00 | filled | T | |||
| 2020.12.08 18:59:57 | 21 | T | sell | 177 / 177 | 0.00 | 2020.12.08 18:59:57 | filled | tp 30.21 | ||||
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 | ||||||
| 2012.10.24 16:00:00 | 2 | T | buy | in | 147 | 34.01 | 2 | -2.94 | 0.00 | 0.00 | 99 997.06 | T |
| 2013.02.13 16:59:57 | 3 | T | sell | out | 147 | 35.71 | 3 | -2.94 | -0.92 | 249.90 | 100 243.10 | tp 35.71 |
| 2014.01.29 16:00:00 | 4 | T | buy | in | 155 | 32.32 | 4 | -3.10 | 0.00 | 0.00 | 100 240.00 | T |
| 2014.03.20 17:59:57 | 5 | T | sell | out | 155 | 33.94 | 5 | -3.10 | -0.42 | 251.10 | 100 487.58 | tp 33.94 |
| 2014.12.09 18:00:00 | 6 | T | buy | in | 152 | 33.02 | 6 | -3.04 | 0.00 | 0.00 | 100 484.54 | T |
| 2015.02.04 18:59:58 | 7 | T | sell | out | 152 | 34.67 | 7 | -3.04 | -0.48 | 250.80 | 100 731.82 | tp 34.67 |
| 2015.08.24 16:00:00 | 8 | T | buy | in | 157 | 32.05 | 8 | -3.14 | 0.00 | 0.00 | 100 728.68 | T |
| 2015.10.16 16:00:00 | 9 | T | sell | out | 157 | 33.65 | 9 | -3.14 | -0.45 | 251.20 | 100 976.29 | tp 33.65 |
| 2016.10.21 18:00:00 | 10 | T | buy | in | 134 | 37.56 | 10 | -2.68 | 0.00 | 0.00 | 100 973.61 | T |
| 2016.11.28 16:59:58 | 11 | T | sell | out | 134 | 39.44 | 11 | -2.68 | -0.31 | 251.92 | 101 222.54 | tp 39.44 |
| 2017.10.25 17:00:00 | 12 | T | buy | in | 149 | 33.88 | 12 | -2.98 | 0.00 | 0.00 | 101 219.56 | T |
| 2017.11.29 16:59:58 | 13 | T | sell | out | 149 | 35.57 | 13 | -2.98 | -0.30 | 251.81 | 101 468.09 | tp 35.57 |
| 2018.04.26 16:00:00 | 14 | T | buy | in | 151 | 33.51 | 14 | -3.02 | 0.00 | 0.00 | 101 465.07 | T |
| 2019.08.19 16:59:58 | 15 | T | sell | out | 151 | 35.18 | 15 | -3.02 | -4.02 | 252.17 | 101 710.20 | tp 35.18 |
| 2020.01.30 16:00:00 | 16 | T | buy | in | 139 | 36.45 | 16 | -2.78 | 0.00 | 0.00 | 101 707.42 | T |
| 2020.02.06 17:59:58 | 17 | T | sell | out | 139 | 38.27 | 17 | -2.78 | -0.06 | 252.98 | 101 957.56 | tp 38.27 |
| 2020.02.28 16:00:00 | 18 | T | buy | in | 149 | 34.06 | 18 | -2.98 | 0.00 | 0.00 | 101 954.58 | T |
| 2020.03.02 16:59:58 | 19 | T | sell | out | 149 | 35.76 | 19 | -2.98 | -0.02 | 253.30 | 102 204.88 | tp 35.76 |
| 2020.09.21 16:00:00 | 20 | T | buy | in | 177 | 28.77 | 20 | -3.54 | 0.00 | 0.00 | 102 201.34 | T |
| 2020.12.08 18:59:57 | 21 | T | sell | out | 177 | 30.21 | 21 | -3.54 | -0.67 | 254.88 | 102 452.01 | tp 30.21 |
| -60.40 | -7.65 | 2 520.06 | 102 452.01 | |||||||||