Strategy Tester Report
Darwinex-Live (Build 2815)
Settings
Expert: Stock Trader Hedge
Symbol: VLO
Period: H1 (2012.01.01 - 2021.12.31)
Inputs: T_0=General Settings
Comment=VLO
Slippage=5
MagicNumber=100044
Balance_Type=0
MM_Type=0
AutoRisk=5
TimeFrame=16385
TakeProfit=5
RSI_Period=18
RSI_Level=80
Stochastic_Period=12
Stochastic_Level=80
CCI_Period=21
CCI_Level=150
Slow_CCI_TF=16387
Slow_CCI_Period=51
Slow_CCI_Level=150
InpLoadedPeriod=16385
Broker: Darwinex
Currency: USD
Initial Deposit: 100 000.00
Leverage: 1:1
Results
History Quality: 8%
Bars: 16230 Ticks: 63043 Symbols: 1
Total Net Profit: 6 015.68 Balance Drawdown Absolute: 5.10 Equity Drawdown Absolute: 816.96
Gross Profit: 7 931.56 Balance Drawdown Maximal: 1 854.96 (1.72%) Equity Drawdown Maximal: 3 940.84 (3.65%)
Gross Loss: -1 915.88 Balance Drawdown Relative: 1.72% (1 854.96) Equity Drawdown Relative: 3.65% (3 940.84)
Profit Factor: 4.14 Expected Payoff: 187.99 Margin Level: 9701.87%
Recovery Factor: 1.53 Sharpe Ratio: 0.54 Z-Score: -1.81 (92.97%)
AHPR: 1.0018 (0.18%) LR Correlation: 0.99 OnTester result: 0
GHPR: 1.0018 (0.18%) LR Standard Error: 347.75
Total Trades: 32 Short Trades (won %): 0 (0.00%) Long Trades (won %): 32 (96.88%)
Total Deals: 64 Profit Trades (% of total): 31 (96.88%) Loss Trades (% of total): 1 (3.12%)
Largest profit trade: 266.69 Largest loss trade: -1 853.98
Average profit trade: 255.86 Average loss trade: -1 915.88
Maximum consecutive wins ($): 31 (7 931.56) Maximum consecutive losses ($): 1 (-1 853.98)
Maximal consecutive profit (count): 7 931.56 (31) Maximal consecutive loss (count): -1 853.98 (1)
Average consecutive wins: 31 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.74 Correlation (Profits,MAE): 0.86 Correlation (MFE,MAE): 0.4707
Graph
Minimal position holding time: 24:59:57 Maximal position holding time: 15438:59:59 Average position holding time: 1165:54:20
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2012.01.05 16:00:002VLObuy255 / 2550.0020.562012.01.05 16:00:00filledVLO
2012.01.12 16:59:593VLOsell255 / 2550.002012.01.12 16:59:59filledtp 20.56
2012.03.30 18:00:004VLObuy197 / 1970.0026.612012.03.30 18:00:00filledVLO
2012.07.31 16:00:005VLOsell197 / 1970.002012.07.31 16:00:00filledtp 26.61
2012.09.26 18:00:006VLObuy164 / 1640.0032.012012.09.26 18:00:00filledVLO
2012.10.01 16:59:577VLOsell164 / 1640.002012.10.01 16:59:57filledtp 32.01
2012.10.10 18:00:008VLObuy164 / 1640.0032.142012.10.10 18:00:00filledVLO
2012.11.29 16:59:579VLOsell164 / 1640.002012.11.29 16:59:57filledtp 32.14
2013.02.26 16:00:0010VLObuy114 / 1140.0046.262013.02.26 16:00:00filledVLO
2013.02.28 18:59:5811VLOsell114 / 1140.002013.02.28 18:59:58filledtp 46.26
2013.03.11 19:00:0012VLObuy116 / 1160.0045.742013.03.11 19:00:00filledVLO
2013.03.12 21:59:5813VLOsell116 / 1160.002013.03.12 21:59:58filledtp 45.74
2013.04.02 20:00:0014VLObuy118 / 1180.0044.932013.04.02 20:00:00filledVLO
2013.11.27 16:59:5815VLOsell118 / 1180.002013.11.27 16:59:58filledtp 44.93
2014.02.03 22:00:0016VLObuy104 / 1040.0051.282014.02.03 22:00:00filledVLO
2014.02.24 17:59:5917VLOsell104 / 1040.002014.02.24 17:59:59filledtp 51.28
2014.04.07 18:00:0018VLObuy96 / 960.0055.372014.04.07 18:00:00filledVLO
2014.04.16 19:59:5819VLOsell96 / 960.002014.04.16 19:59:58filledtp 55.37
2014.05.15 19:00:0020VLObuy92 / 920.0058.092014.05.15 19:00:00filledVLO
2014.06.24 16:59:5821VLOsell92 / 920.002014.06.24 16:59:58filledtp 58.09
2014.06.25 16:00:0022VLObuy98 / 980.0054.382014.06.25 16:00:00filledVLO
2014.08.25 18:59:5723VLOsell98 / 980.002014.08.25 18:59:57filledtp 54.38
2014.09.10 17:00:0024VLObuy100 / 1000.0053.692014.09.10 17:00:00filledVLO
2015.01.30 21:59:5725VLOsell100 / 1000.002015.01.30 21:59:57filledtp 53.69
2015.03.11 16:00:0026VLObuy91 / 910.0059.312015.03.11 16:00:00filledVLO
2015.03.16 21:59:5827VLOsell91 / 910.002015.03.16 21:59:58filledtp 59.31
2015.04.30 21:00:0028VLObuy91 / 910.0059.072015.04.30 21:00:00filledVLO
2015.05.01 21:59:5729VLOsell91 / 910.002015.05.01 21:59:57filledtp 59.07
2015.08.21 20:00:0030VLObuy83 / 830.0064.872015.08.21 20:00:00filledVLO
2015.10.07 16:59:5731VLOsell83 / 830.002015.10.07 16:59:57filledtp 64.87
2015.12.11 19:00:0032VLObuy76 / 760.0071.252015.12.11 19:00:00filledVLO
2015.12.17 16:59:5833VLOsell76 / 760.002015.12.17 16:59:58filledtp 71.25
2016.01.08 22:00:0034VLObuy75 / 750.0071.892016.01.08 22:00:00filledVLO
2016.01.12 22:59:5835VLOsell75 / 750.002016.01.12 22:59:58filledtp 71.89
2016.01.13 21:00:0036VLObuy80 / 800.0068.142016.01.13 21:00:00filledVLO
2016.01.19 16:59:5737VLOsell80 / 800.002016.01.19 16:59:57filledtp 68.14
2016.01.20 16:00:0038VLObuy80 / 800.0068.202016.01.20 16:00:00filledVLO
2016.01.22 20:59:5839VLOsell80 / 800.002016.01.22 20:59:58filledtp 68.20
2016.02.03 17:00:0040VLObuy82 / 820.0066.462016.02.03 17:00:00filledVLO
2016.03.22 17:59:5741VLOsell82 / 820.002016.03.22 17:59:57filledtp 66.46
2016.04.06 17:00:0042VLObuy84 / 840.0065.142016.04.06 17:00:00filledVLO
2016.11.22 16:59:5943VLOsell84 / 840.002016.11.22 16:59:59filledtp 65.14
2017.01.09 16:00:0044VLObuy80 / 800.0069.062017.01.09 16:00:00filledVLO
2017.02.28 17:59:5845VLOsell80 / 800.002017.02.28 17:59:58filledtp 69.06
2017.04.18 18:00:0046VLObuy81 / 810.0067.592017.04.18 18:00:00filledVLO
2017.04.25 16:59:5747VLOsell81 / 810.002017.04.25 16:59:57filledtp 67.59
2017.05.26 20:00:0048VLObuy85 / 850.0065.322017.05.26 20:00:00filledVLO
2017.06.09 20:59:5849VLOsell85 / 850.002017.06.09 20:59:58filledtp 65.32
2017.07.28 19:00:0050VLObuy80 / 800.0069.492017.07.28 19:00:00filledVLO
2017.08.01 17:59:5751VLOsell80 / 800.002017.08.01 17:59:57filledtp 69.49
2017.08.10 18:00:0052VLObuy80 / 800.0069.352017.08.10 18:00:00filledVLO
2017.08.28 16:59:5853VLOsell80 / 800.002017.08.28 16:59:58filledtp 69.35
2017.10.26 18:00:0054VLObuy70 / 700.0079.912017.10.26 18:00:00filledVLO
2017.11.01 16:59:5855VLOsell70 / 700.002017.11.01 16:59:58filledtp 79.91
2018.02.05 16:00:0056VLObuy58 / 580.0096.362018.02.05 16:00:00filledVLO
2018.03.21 19:59:5857VLOsell58 / 580.002018.03.21 19:59:58filledtp 96.36
2018.04.02 21:00:0058VLObuy59 / 590.0094.442018.04.02 21:00:00filledVLO
2018.04.05 16:59:5859VLOsell59 / 590.002018.04.05 16:59:58filledtp 94.44
2018.06.13 17:00:0060VLObuy46 / 460.00122.202018.06.13 17:00:00filledVLO
2018.08.28 16:59:5861VLOsell46 / 460.002018.08.28 16:59:58filledtp 122.20
2018.09.19 19:00:0062VLObuy47 / 470.00118.452018.09.19 19:00:00filledVLO
2018.09.27 16:59:5763VLOsell47 / 470.002018.09.27 16:59:57filledtp 118.45
2018.10.11 16:00:0064VLObuy49 / 490.00114.882018.10.11 16:00:00filledVLO
2021.03.30 22:59:5965VLOsell49 / 490.002021.03.30 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 16:00:002VLObuyin25519.582-5.100.000.0099 994.90VLO
2012.01.12 16:59:593VLOsellout25520.563-5.10-0.08249.90100 239.62tp 20.56
2012.03.30 18:00:004VLObuyin19725.344-3.940.000.00100 235.68VLO
2012.07.31 16:00:005VLOsellout19726.615-3.94-1.23250.19100 480.70tp 26.61
2012.09.26 18:00:006VLObuyin16430.496-3.280.000.00100 477.42VLO
2012.10.01 16:59:577VLOsellout16432.017-3.28-0.04249.28100 723.38tp 32.01
2012.10.10 18:00:008VLObuyin16430.618-3.280.000.00100 720.10VLO
2012.11.29 16:59:579VLOsellout16432.149-3.28-0.42250.92100 967.32tp 32.14
2013.02.26 16:00:0010VLObuyin11444.0610-2.280.000.00100 965.04VLO
2013.02.28 18:59:5811VLOsellout11446.2611-2.28-0.02250.80101 213.54tp 46.26
2013.03.11 19:00:0012VLObuyin11643.5612-2.320.000.00101 211.22VLO
2013.03.12 21:59:5813VLOsellout11645.7413-2.32-0.01252.88101 461.77tp 45.74
2013.04.02 20:00:0014VLObuyin11842.7914-2.360.000.00101 459.41VLO
2013.11.27 16:59:5815VLOsellout11844.9315-2.36-2.02252.52101 707.55tp 44.93
2014.02.03 22:00:0016VLObuyin10448.8416-2.080.000.00101 705.47VLO
2014.02.24 17:59:5917VLOsellout10451.2817-2.08-0.04253.76101 957.11tp 51.28
2014.04.07 18:00:0018VLObuyin9652.7318-1.920.000.00101 955.19VLO
2014.04.16 19:59:5819VLOsellout9655.3719-1.92-0.01253.44102 206.70tp 55.37
2014.05.15 19:00:0020VLObuyin9255.3220-1.840.000.00102 204.86VLO
2014.06.24 16:59:5821VLOsellout9258.0921-1.84-0.07254.84102 457.79tp 58.09
2014.06.25 16:00:0022VLObuyin9851.7922-1.960.000.00102 455.83VLO
2014.08.25 18:59:5723VLOsellout9854.3823-1.96-0.10253.82102 707.59tp 54.38
2014.09.10 17:00:0024VLObuyin10051.1324-2.000.000.00102 705.59VLO
2015.01.30 21:59:5725VLOsellout10053.6925-2.00-0.24256.00102 959.35tp 53.69
2015.03.11 16:00:0026VLObuyin9156.4926-1.820.000.00102 957.53VLO
2015.03.16 21:59:5827VLOsellout9159.3127-1.82-0.01256.62103 212.32tp 59.31
2015.04.30 21:00:0028VLObuyin9156.2628-1.820.000.00103 210.50VLO
2015.05.01 21:59:5729VLOsellout9159.0729-1.820.00255.71103 464.39tp 59.07
2015.08.21 20:00:0030VLObuyin8361.7830-1.660.000.00103 462.73VLO
2015.10.07 16:59:5731VLOsellout8364.8731-1.66-0.08256.47103 717.46tp 64.87
2015.12.11 19:00:0032VLObuyin7667.8632-1.520.000.00103 715.94VLO
2015.12.17 16:59:5833VLOsellout7671.2533-1.52-0.01257.64103 972.05tp 71.25
2016.01.08 22:00:0034VLObuyin7568.4734-1.500.000.00103 970.55VLO
2016.01.12 22:59:5835VLOsellout7571.8935-1.50-0.01256.50104 225.54tp 71.89
2016.01.13 21:00:0036VLObuyin8064.9036-1.600.000.00104 223.94VLO
2016.01.19 16:59:5737VLOsellout8068.1437-1.60-0.01259.20104 481.53tp 68.14
2016.01.20 16:00:0038VLObuyin8064.9538-1.600.000.00104 479.93VLO
2016.01.22 20:59:5839VLOsellout8068.2039-1.600.00260.00104 738.33tp 68.20
2016.02.03 17:00:0040VLObuyin8263.3040-1.640.000.00104 736.69VLO
2016.03.22 17:59:5741VLOsellout8266.4641-1.64-0.08259.12104 994.09tp 66.46
2016.04.06 17:00:0042VLObuyin8462.0442-1.680.000.00104 992.41VLO
2016.11.22 16:59:5943VLOsellout8465.1443-1.68-0.36260.40105 250.77tp 65.14
2017.01.09 16:00:0044VLObuyin8065.7744-1.600.000.00105 249.17VLO
2017.02.28 17:59:5845VLOsellout8069.0645-1.60-0.09263.20105 510.68tp 69.06
2017.04.18 18:00:0046VLObuyin8164.3746-1.620.000.00105 509.06VLO
2017.04.25 16:59:5747VLOsellout8167.5947-1.62-0.01260.82105 768.25tp 67.59
2017.05.26 20:00:0048VLObuyin8562.2148-1.700.000.00105 766.55VLO
2017.06.09 20:59:5849VLOsellout8565.3249-1.70-0.03264.35106 029.17tp 65.32
2017.07.28 19:00:0050VLObuyin8066.1850-1.600.000.00106 027.57VLO
2017.08.01 17:59:5751VLOsellout8069.4951-1.60-0.01264.80106 290.76tp 69.49
2017.08.10 18:00:0052VLObuyin8066.0552-1.600.000.00106 289.16VLO
2017.08.28 16:59:5853VLOsellout8069.3553-1.60-0.03264.00106 551.53tp 69.35
2017.10.26 18:00:0054VLObuyin7076.1154-1.400.000.00106 550.13VLO
2017.11.01 16:59:5855VLOsellout7079.9155-1.40-0.01266.00106 814.72tp 79.91
2018.02.05 16:00:0056VLObuyin5891.7756-1.160.000.00106 813.56VLO
2018.03.21 19:59:5857VLOsellout5896.3657-1.16-0.07266.22107 078.55tp 96.36
2018.04.02 21:00:0058VLObuyin5989.9458-1.180.000.00107 077.37VLO
2018.04.05 16:59:5859VLOsellout5994.4459-1.18-0.01265.50107 341.68tp 94.44
2018.06.13 17:00:0060VLObuyin46116.3860-0.920.000.00107 340.76VLO
2018.08.28 16:59:5861VLOsellout46122.2061-0.92-0.11267.72107 607.45tp 122.20
2018.09.19 19:00:0062VLObuyin47112.8162-0.940.000.00107 606.51VLO
2018.09.27 16:59:5763VLOsellout47118.4563-0.94-0.01265.08107 870.64tp 118.45
2018.10.11 16:00:0064VLObuyin49109.4164-0.980.000.00107 869.66VLO
2021.03.30 22:59:5965VLOsellout4971.6265-0.98-1.29-1 851.71106 015.68end of test
-123.80 -6.51 6 145.99 106 015.68