Strategy Tester Report
Darwinex-Live (Build 2815)
Settings
Expert: Stock Trader Hedge
Symbol: V
Period: H1 (2012.01.01 - 2021.12.31)
Inputs: T_0=General Settings
Comment=V
Slippage=5
MagicNumber=100060
Balance_Type=0
MM_Type=0
AutoRisk=5
TimeFrame=16385
TakeProfit=5
RSI_Period=18
RSI_Level=50
Stochastic_Period=21
Stochastic_Level=70
CCI_Period=51
CCI_Level=150
Slow_CCI_TF=16387
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: 6%
Bars: 16230 Ticks: 63097 Symbols: 1
Total Net Profit: 12 505.91 Balance Drawdown Absolute: 3.98 Equity Drawdown Absolute: 93.59
Gross Profit: 12 789.66 Balance Drawdown Maximal: 199.75 (0.18%) Equity Drawdown Maximal: 1 955.24 (1.75%)
Gross Loss: -283.75 Balance Drawdown Relative: 0.18% (199.75) Equity Drawdown Relative: 1.75% (1 955.24)
Profit Factor: 45.07 Expected Payoff: 250.12 Margin Level: 9946.66%
Recovery Factor: 6.40 Sharpe Ratio: 4.01 Z-Score: -2.35 (98.12%)
AHPR: 1.0024 (0.24%) LR Correlation: 1.00 OnTester result: 0
GHPR: 1.0024 (0.24%) LR Standard Error: 80.21
Total Trades: 50 Short Trades (won %): 0 (0.00%) Long Trades (won %): 50 (98.00%)
Total Deals: 100 Profit Trades (% of total): 49 (98.00%) Loss Trades (% of total): 1 (2.00%)
Largest profit trade: 278.37 Largest loss trade: -199.25
Average profit trade: 261.01 Average loss trade: -283.75
Maximum consecutive wins ($): 49 (12 789.66) Maximum consecutive losses ($): 1 (-199.25)
Maximal consecutive profit (count): 12 789.66 (49) Maximal consecutive loss (count): -199.25 (1)
Average consecutive wins: 49 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.81 Correlation (Profits,MAE): 0.01 Correlation (MFE,MAE): 0.0833
Graph
Minimal position holding time: 44:59:58 Maximal position holding time: 4848:59:58 Average position holding time: 864:33:34
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2012.01.05 17:00:002Vbuy199 / 1990.0026.292012.01.05 17:00:00filledV
2012.02.02 16:59:573Vsell199 / 1990.002012.02.02 16:59:57filledtp 26.29
2012.03.06 16:00:004Vbuy174 / 1740.0030.212012.03.06 16:00:00filledV
2012.04.05 21:59:575Vsell174 / 1740.002012.04.05 21:59:57filledtp 30.21
2012.04.10 20:00:006Vbuy171 / 1710.0030.852012.04.10 20:00:00filledV
2012.04.13 22:59:587Vsell171 / 1710.002012.04.13 22:59:58filledtp 30.85
2012.04.23 17:00:008Vbuy170 / 1700.0031.112012.04.23 17:00:00filledV
2012.05.01 17:59:579Vsell170 / 1700.002012.05.01 17:59:57filledtp 31.11
2012.05.03 17:00:0010Vbuy169 / 1690.0031.212012.05.03 17:00:00filledV
2012.07.02 16:59:5811Vsell169 / 1690.002012.07.02 16:59:58filledtp 31.21
2012.07.11 22:00:0012Vbuy169 / 1690.0031.452012.07.11 22:00:00filledV
2012.07.16 16:00:0013Vsell169 / 1690.002012.07.16 16:00:00filledtp 31.45
2012.07.24 20:00:0014Vbuy165 / 1650.0032.132012.07.24 20:00:00filledV
2012.07.27 18:59:5715Vsell165 / 1650.002012.07.27 18:59:57filledtp 32.13
2012.08.22 16:00:0016Vbuy160 / 1600.0033.312012.08.22 16:00:00filledV
2012.09.12 22:59:5817Vsell160 / 1600.002012.09.12 22:59:58filledtp 33.31
2012.10.23 17:00:0018Vbuy148 / 1480.0036.082012.10.23 17:00:00filledV
2012.11.01 22:59:5819Vsell148 / 1480.002012.11.01 22:59:58filledtp 36.08
2012.11.14 18:00:0020Vbuy144 / 1440.0037.032012.11.14 18:00:00filledV
2012.11.23 20:00:0021Vsell144 / 1440.002012.11.23 20:00:00filledtp 37.03
2012.12.14 17:00:0022Vbuy139 / 1390.0038.512012.12.14 17:00:00filledV
2013.01.02 16:00:0023Vsell139 / 1390.002013.01.02 16:00:00filledtp 38.51
2013.01.18 16:00:0024Vbuy129 / 1290.0041.552013.01.18 16:00:00filledV
2013.03.26 16:59:5825Vsell129 / 1290.002013.03.26 16:59:58filledtp 41.55
2013.04.05 16:00:0026Vbuy125 / 1250.0043.072013.04.05 16:00:00filledV
2013.05.02 16:59:5827Vsell125 / 1250.002013.05.02 16:59:58filledtp 43.07
2013.05.23 16:00:0028Vbuy116 / 1160.0046.652013.05.23 16:00:00filledV
2013.07.01 16:59:5729Vsell116 / 1160.002013.07.01 16:59:57filledtp 46.65
2013.07.24 18:00:0030Vbuy110 / 1100.0049.362013.07.24 18:00:00filledV
2013.09.19 16:59:5731Vsell110 / 1100.002013.09.19 16:59:57filledtp 49.36
2013.09.30 17:00:0032Vbuy108 / 1080.0050.022013.09.30 17:00:00filledV
2013.10.18 19:59:5833Vsell108 / 1080.002013.10.18 19:59:58filledtp 50.02
2013.10.31 16:00:0034Vbuy105 / 1050.0051.752013.10.31 16:00:00filledV
2013.12.11 21:59:5835Vsell105 / 1050.002013.12.11 21:59:58filledtp 51.75
2014.01.14 16:00:0036Vbuy95 / 950.0057.512014.01.14 16:00:00filledV
2014.01.17 21:59:5837Vsell95 / 950.002014.01.17 21:59:58filledtp 57.51
2014.01.27 20:00:0038Vbuy96 / 960.0056.632014.01.27 20:00:00filledV
2014.02.18 16:00:0039Vsell96 / 960.002014.02.18 16:00:00filledtp 56.63
2014.03.03 19:00:0040Vbuy94 / 940.0058.032014.03.03 19:00:00filledV
2014.03.21 17:59:5841Vsell94 / 940.002014.03.21 17:59:58filledtp 58.03
2014.03.27 16:00:0042Vbuy97 / 970.0056.462014.03.27 16:00:00filledV
2014.10.30 16:00:0043Vsell97 / 970.002014.10.30 16:00:00filledtp 56.46
2014.11.19 17:00:0044Vbuy84 / 840.0065.192014.11.19 17:00:00filledV
2014.12.03 18:59:5845Vsell84 / 840.002014.12.03 18:59:58filledtp 65.19
2014.12.12 20:00:0046Vbuy81 / 810.0068.092014.12.12 20:00:00filledV
2015.02.13 16:59:5747Vsell81 / 810.002015.02.13 16:59:57filledtp 68.09
2015.03.06 21:00:0048Vbuy78 / 780.0070.972015.03.06 21:00:00filledV
2015.07.17 22:59:5849Vsell78 / 780.002015.07.17 22:59:58filledtp 70.97
2015.08.06 19:00:0050Vbuy71 / 710.0077.892015.08.06 19:00:00filledV
2015.10.26 17:59:5851Vsell71 / 710.002015.10.26 17:59:58filledtp 77.89
2015.11.02 16:00:0052Vbuy70 / 700.0079.252015.11.02 16:00:00filledV
2015.11.05 16:59:5953Vsell70 / 700.002015.11.05 16:59:59filledtp 79.25
2015.11.30 18:00:0054Vbuy67 / 670.0083.182015.11.30 18:00:00filledV
2016.09.07 18:59:5855Vsell67 / 670.002016.09.07 18:59:58filledtp 83.18
2016.10.11 17:00:0056Vbuy65 / 650.0086.182016.10.11 17:00:00filledV
2017.02.03 16:59:5857Vsell65 / 650.002017.02.03 16:59:58filledtp 86.18
2017.03.20 22:00:0058Vbuy60 / 600.0093.542017.03.20 22:00:00filledV
2017.05.16 16:59:5859Vsell60 / 600.002017.05.16 16:59:58filledtp 93.54
2017.06.09 21:00:0060Vbuy56 / 560.0099.182017.06.09 21:00:00filledV
2017.07.21 16:00:0061Vsell56 / 560.002017.07.21 16:00:00filledtp 99.18
2017.08.10 18:00:0062Vbuy53 / 530.00105.202017.08.10 18:00:00filledV
2017.09.07 17:59:5863Vsell53 / 530.002017.09.07 17:59:58filledtp 105.20
2017.09.25 17:00:0064Vbuy51 / 510.00109.522017.09.25 17:00:00filledV
2017.10.25 16:59:5865Vsell51 / 510.002017.10.25 16:59:58filledtp 109.52
2017.11.15 17:00:0066Vbuy48 / 480.00116.202017.11.15 17:00:00filledV
2018.01.04 16:59:5867Vsell48 / 480.002018.01.04 16:59:58filledtp 116.20
2018.02.02 17:00:0068Vbuy44 / 440.00129.222018.02.02 17:00:00filledV
2018.05.07 16:59:5869Vsell44 / 440.002018.05.07 16:59:58filledtp 129.22
2018.05.18 16:00:0070Vbuy42 / 420.00135.812018.05.18 16:00:00filledV
2018.06.06 19:59:5771Vsell42 / 420.002018.06.06 19:59:57filledtp 135.81
2018.06.25 17:00:0072Vbuy40 / 400.00140.522018.06.25 17:00:00filledV
2018.07.18 19:59:5873Vsell40 / 400.002018.07.18 19:59:58filledtp 140.52
2018.07.30 17:00:0074Vbuy39 / 390.00145.082018.07.30 17:00:00filledV
2018.08.27 16:00:0075Vsell39 / 390.002018.08.27 16:00:00filledtp 145.08
2018.09.05 22:00:0076Vbuy38 / 380.00150.172018.09.05 22:00:00filledV
2018.09.21 18:59:5877Vsell38 / 380.002018.09.21 18:59:58filledtp 150.17
2018.10.04 17:00:0078Vbuy37 / 370.00155.152018.10.04 17:00:00filledV
2019.03.15 16:59:5879Vsell37 / 370.002019.03.15 16:59:58filledtp 155.15
2019.03.25 16:00:0080Vbuy36 / 360.00159.502019.03.25 16:00:00filledV
2019.04.15 16:00:0081Vsell36 / 360.002019.04.15 16:00:00filledtp 159.50
2019.05.06 16:00:0082Vbuy34 / 340.00166.502019.05.06 16:00:00filledV
2019.06.06 20:59:5883Vsell34 / 340.002019.06.06 20:59:58filledtp 166.50
2019.06.18 17:00:0084Vbuy32 / 320.00176.242019.06.18 17:00:00filledV
2019.07.03 16:59:5885Vsell32 / 320.002019.07.03 16:59:58filledtp 176.24
2019.07.31 22:00:0086Vbuy31 / 310.00186.882019.07.31 22:00:00filledV
2019.12.20 16:00:0087Vsell31 / 310.002019.12.20 16:00:00filledtp 186.88
2020.01.31 22:00:0088Vbuy27 / 270.00209.902020.01.31 22:00:00filledV
2020.02.14 17:59:5889Vsell27 / 270.002020.02.14 17:59:58filledtp 209.90
2020.02.24 16:00:0090Vbuy28 / 280.00205.392020.02.24 16:00:00filledV
2020.08.24 16:00:0091Vsell28 / 280.002020.08.24 16:00:00filledtp 205.39
2020.09.04 17:00:0092Vbuy26 / 260.00217.182020.09.04 17:00:00filledV
2020.11.09 16:59:5793Vsell26 / 260.002020.11.09 16:59:57filledtp 217.18
2020.11.19 16:00:0094Vbuy27 / 270.00216.912020.11.19 16:00:00filledV
2020.12.30 16:59:5895Vsell27 / 270.002020.12.30 16:59:58filledtp 216.91
2021.01.12 17:00:0096Vbuy26 / 260.00219.302021.01.12 17:00:00filledV
2021.02.24 20:59:5897Vsell26 / 260.002021.02.24 20:59:58filledtp 219.30
2021.03.04 21:00:0098Vbuy26 / 260.00219.272021.03.04 21:00:00filledV
2021.03.08 17:59:5899Vsell26 / 260.002021.03.08 17:59:58filledtp 219.27
2021.03.19 16:00:00100Vbuy25 / 250.00230.472021.03.19 16:00:00filledV
2021.03.30 22:59:59101Vsell25 / 250.002021.03.30 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
2012.01.05 17:00:002Vbuyin19925.042-3.980.000.0099 996.02V
2012.02.02 16:59:573Vsellout19926.293-3.98-0.28248.75100 240.51tp 26.29
2012.03.06 16:00:004Vbuyin17428.774-3.480.000.00100 237.03V
2012.04.05 21:59:575Vsellout17430.215-3.48-0.26250.56100 483.85tp 30.21
2012.04.10 20:00:006Vbuyin17129.386-3.420.000.00100 480.43V
2012.04.13 22:59:587Vsellout17130.857-3.42-0.03251.37100 728.35tp 30.85
2012.04.23 17:00:008Vbuyin17029.638-3.400.000.00100 724.95V
2012.05.01 17:59:579Vsellout17031.119-3.40-0.07251.60100 973.08tp 31.11
2012.05.03 17:00:0010Vbuyin16929.7210-3.380.000.00100 969.70V
2012.07.02 16:59:5811Vsellout16931.2111-3.38-0.51251.81101 217.62tp 31.21
2012.07.11 22:00:0012Vbuyin16929.9512-3.380.000.00101 214.24V
2012.07.16 16:00:0013Vsellout16931.4513-3.38-0.04253.50101 464.32tp 31.45
2012.07.24 20:00:0014Vbuyin16530.6014-3.300.000.00101 461.02V
2012.07.27 18:59:5715Vsellout16532.1315-3.30-0.03252.45101 710.14tp 32.13
2012.08.22 16:00:0016Vbuyin16031.7216-3.200.000.00101 706.94V
2012.09.12 22:59:5817Vsellout16033.3117-3.20-0.17254.40101 957.97tp 33.31
2012.10.23 17:00:0018Vbuyin14834.3618-2.960.000.00101 955.01V
2012.11.01 22:59:5819Vsellout14836.0819-2.96-0.07254.56102 206.54tp 36.08
2012.11.14 18:00:0020Vbuyin14435.2720-2.880.000.00102 203.66V
2012.11.23 20:00:0021Vsellout14437.0321-2.88-0.07253.44102 454.15tp 37.03
2012.12.14 17:00:0022Vbuyin13936.6822-2.780.000.00102 451.37V
2013.01.02 16:00:0023Vsellout13938.5123-2.78-0.14254.37102 702.82tp 38.51
2013.01.18 16:00:0024Vbuyin12939.5724-2.580.000.00102 700.24V
2013.03.26 16:59:5825Vsellout12941.5525-2.58-0.55255.42102 952.53tp 41.55
2013.04.05 16:00:0026Vbuyin12541.0226-2.500.000.00102 950.03V
2013.05.02 16:59:5827Vsellout12543.0727-2.50-0.23256.25103 203.55tp 43.07
2013.05.23 16:00:0028Vbuyin11644.4328-2.320.000.00103 201.23V
2013.07.01 16:59:5729Vsellout11646.6529-2.32-0.32257.52103 456.11tp 46.65
2013.07.24 18:00:0030Vbuyin11047.0130-2.200.000.00103 453.91V
2013.09.19 16:59:5731Vsellout11049.3631-2.20-0.48258.50103 709.73tp 49.36
2013.09.30 17:00:0032Vbuyin10847.6432-2.160.000.00103 707.57V
2013.10.18 19:59:5833Vsellout10850.0233-2.16-0.02257.04103 962.43tp 50.02
2013.10.31 16:00:0034Vbuyin10549.2934-2.100.000.00103 960.33V
2013.12.11 21:59:5835Vsellout10551.7535-2.10-0.07258.30104 216.46tp 51.75
2014.01.14 16:00:0036Vbuyin9554.7736-1.900.000.00104 214.56V
2014.01.17 21:59:5837Vsellout9557.5137-1.900.00260.30104 472.96tp 57.51
2014.01.27 20:00:0038Vbuyin9653.9338-1.920.000.00104 471.04V
2014.02.18 16:00:0039Vsellout9656.6339-1.92-0.03259.20104 728.29tp 56.63
2014.03.03 19:00:0040Vbuyin9455.2740-1.880.000.00104 726.41V
2014.03.21 17:59:5841Vsellout9458.0341-1.88-0.02259.44104 983.95tp 58.03
2014.03.27 16:00:0042Vbuyin9753.7742-1.940.000.00104 982.01V
2014.10.30 16:00:0043Vsellout9756.4643-1.94-0.35260.93105 240.65tp 56.46
2014.11.19 17:00:0044Vbuyin8462.0944-1.680.000.00105 238.97V
2014.12.03 18:59:5845Vsellout8465.1945-1.68-0.03260.40105 497.66tp 65.19
2014.12.12 20:00:0046Vbuyin8164.8546-1.620.000.00105 496.04V
2015.02.13 16:59:5747Vsellout8168.0947-1.62-0.10262.44105 756.76tp 68.09
2015.03.06 21:00:0048Vbuyin7867.5948-1.560.000.00105 755.20V
2015.07.17 22:59:5849Vsellout7870.9749-1.56-0.20263.64106 017.08tp 70.97
2015.08.06 19:00:0050Vbuyin7174.1850-1.420.000.00106 015.66V
2015.10.26 17:59:5851Vsellout7177.8951-1.42-0.13263.41106 277.52tp 77.89
2015.11.02 16:00:0052Vbuyin7075.4852-1.400.000.00106 276.12V
2015.11.05 16:59:5953Vsellout7079.2553-1.400.00263.90106 538.62tp 79.25
2015.11.30 18:00:0054Vbuyin6779.2254-1.340.000.00106 537.28V
2016.09.07 18:59:5855Vsellout6783.1855-1.34-0.45265.32106 800.81tp 83.18
2016.10.11 17:00:0056Vbuyin6582.0856-1.300.000.00106 799.51V
2017.02.03 16:59:5857Vsellout6586.1857-1.30-0.19266.50107 064.52tp 86.18
2017.03.20 22:00:0058Vbuyin6089.0958-1.200.000.00107 063.32V
2017.05.16 16:59:5859Vsellout6093.5459-1.20-0.08267.00107 329.04tp 93.54
2017.06.09 21:00:0060Vbuyin5694.4660-1.120.000.00107 327.92V
2017.07.21 16:00:0061Vsellout5699.1861-1.12-0.07264.32107 591.05tp 99.18
2017.08.10 18:00:0062Vbuyin53100.1962-1.060.000.00107 589.99V
2017.09.07 17:59:5863Vsellout53105.2063-1.06-0.04265.53107 854.42tp 105.20
2017.09.25 17:00:0064Vbuyin51104.3164-1.020.000.00107 853.40V
2017.10.25 16:59:5865Vsellout51109.5265-1.02-0.04265.71108 118.05tp 109.52
2017.11.15 17:00:0066Vbuyin48110.6766-0.960.000.00108 117.09V
2018.01.04 16:59:5867Vsellout48116.2067-0.96-0.07265.44108 381.50tp 116.20
2018.02.02 17:00:0068Vbuyin44123.0768-0.880.000.00108 380.62V
2018.05.07 16:59:5869Vsellout44129.2269-0.88-0.14270.60108 650.20tp 129.22
2018.05.18 16:00:0070Vbuyin42129.3470-0.840.000.00108 649.36V
2018.06.06 19:59:5771Vsellout42135.8171-0.84-0.03271.74108 920.23tp 135.81
2018.06.25 17:00:0072Vbuyin40133.8372-0.800.000.00108 919.43V
2018.07.18 19:59:5873Vsellout40140.5273-0.80-0.03267.60109 186.20tp 140.52
2018.07.30 17:00:0074Vbuyin39138.1774-0.780.000.00109 185.42V
2018.08.27 16:00:0075Vsellout39145.0875-0.78-0.04269.49109 454.09tp 145.08
2018.09.05 22:00:0076Vbuyin38143.0276-0.760.000.00109 453.33V
2018.09.21 18:59:5877Vsellout38150.1777-0.76-0.02271.70109 724.25tp 150.17
2018.10.04 17:00:0078Vbuyin37147.7678-0.740.000.00109 723.51V
2019.03.15 16:59:5879Vsellout37155.1579-0.74-0.23273.43109 995.97tp 155.15
2019.03.25 16:00:0080Vbuyin36151.9180-0.720.000.00109 995.25V
2019.04.15 16:00:0081Vsellout36159.5081-0.720.00273.24110 267.77tp 159.50
2019.05.06 16:00:0082Vbuyin34158.5782-0.680.000.00110 267.09V
2019.06.06 20:59:5883Vsellout34166.5083-0.680.00269.62110 536.03tp 166.50
2019.06.18 17:00:0084Vbuyin32167.8584-0.640.000.00110 535.39V
2019.07.03 16:59:5885Vsellout32176.2485-0.640.00268.48110 803.23tp 176.24
2019.07.31 22:00:0086Vbuyin31177.9886-0.620.000.00110 802.61V
2019.12.20 16:00:0087Vsellout31186.8887-0.62-0.01275.90111 077.88tp 186.88
2020.01.31 22:00:0088Vbuyin27199.9188-0.540.000.00111 077.34V
2020.02.14 17:59:5889Vsellout27209.9089-0.540.00269.73111 346.53tp 209.90
2020.02.24 16:00:0090Vbuyin28195.6190-0.560.000.00111 345.97V
2020.08.24 16:00:0091Vsellout28205.3991-0.56-0.02273.84111 619.23tp 205.39
2020.09.04 17:00:0092Vbuyin26206.8492-0.520.000.00111 618.71V
2020.11.09 16:59:5793Vsellout26217.1893-0.520.00268.84111 887.03tp 217.18
2020.11.19 16:00:0094Vbuyin27206.5894-0.540.000.00111 886.49V
2020.12.30 16:59:5895Vsellout27216.9195-0.540.00278.91112 164.86tp 216.91
2021.01.12 17:00:0096Vbuyin26208.8696-0.520.000.00112 164.34V
2021.02.24 20:59:5897Vsellout26219.3097-0.520.00271.44112 435.26tp 219.30
2021.03.04 21:00:0098Vbuyin26208.8398-0.520.000.00112 434.74V
2021.03.08 17:59:5899Vsellout26219.2799-0.520.00271.44112 705.66tp 219.27
2021.03.19 16:00:00100Vbuyin25219.50100-0.500.000.00112 705.16V
2021.03.30 22:59:59101Vsellout25211.55101-0.500.00-198.75112 505.91end of test
-169.00 -5.66 12 680.57 112 505.91