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: | VZ | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=VZ | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100045 | ||||||||||||
| Balance_Type=0 | ||||||||||||
| MM_Type=0 | ||||||||||||
| AutoRisk=5 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| TakeProfit=5 | ||||||||||||
| RSI_Period=21 | ||||||||||||
| RSI_Level=50 | ||||||||||||
| Stochastic_Period=9 | ||||||||||||
| Stochastic_Level=80 | ||||||||||||
| CCI_Period=51 | ||||||||||||
| CCI_Level=100 | ||||||||||||
| Slow_CCI_TF=16392 | ||||||||||||
| Slow_CCI_Period=36 | ||||||||||||
| 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: | 5% | |||||||||||
| Bars: | 16230 | Ticks: | 62680 | Symbols: | 1 | |||||||
| Total Net Profit: | 5 541.68 | Balance Drawdown Absolute: | 2.70 | Equity Drawdown Absolute: | 16.20 | |||||||
| Gross Profit: | 5 589.70 | Balance Drawdown Maximal: | 2.70 (0.00%) | Equity Drawdown Maximal: | 1 111.01 (1.09%) | |||||||
| Gross Loss: | -48.02 | Balance Drawdown Relative: | 0.00% (2.70) | Equity Drawdown Relative: | 1.09% (1 111.01) | |||||||
| Profit Factor: | 116.40 | Expected Payoff: | 243.03 | Margin Level: | 9936.86% | |||||||
| Recovery Factor: | 4.99 | Sharpe Ratio: | 5.28 | Z-Score: | 0.00 (0.00%) | |||||||
| AHPR: | 1.0023 (0.23%) | LR Correlation: | 1.00 | OnTester result: | 0 | |||||||
| GHPR: | 1.0023 (0.23%) | LR Standard Error: | 41.08 | |||||||||
| Total Trades: | 23 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 23 (100.00%) | |||||||
| Total Deals: | 46 | Profit Trades (% of total): | 23 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
| Largest profit trade: | 260.06 | Largest loss trade: | 0.00 | |||||||||
| Average profit trade: | 243.03 | Average loss trade: | 0.00 | |||||||||
| Maximum consecutive wins ($): | 23 (5 589.70) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
| Maximal consecutive profit (count): | 5 589.70 (23) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
| Average consecutive wins: | 23 | Average consecutive losses: | 0 | |||||||||
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| Correlation (Profits,MFE): | 0.97 | Correlation (Profits,MAE): | 0.10 | Correlation (MFE,MAE): | 0.0378 | |||||||
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| Minimal position holding time: | 25:59:58 | Maximal position holding time: | 4560:59:57 | Average position holding time: | 1225:46:55 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.04.10 20:00:00 | 2 | VZ | buy | 135 / 135 | 0.00 | 38.74 | 2012.04.10 20:00:00 | filled | VZ | |||
| 2012.04.20 17:59:58 | 3 | VZ | sell | 135 / 135 | 0.00 | 2012.04.20 17:59:58 | filled | tp 38.74 | ||||
| 2012.08.21 18:00:00 | 4 | VZ | buy | 115 / 115 | 0.00 | 45.43 | 2012.08.21 18:00:00 | filled | VZ | |||
| 2012.09.13 19:59:57 | 5 | VZ | sell | 115 / 115 | 0.00 | 2012.09.13 19:59:57 | filled | tp 45.43 | ||||
| 2012.11.08 17:00:00 | 6 | VZ | buy | 117 / 117 | 0.00 | 44.88 | 2012.11.08 17:00:00 | filled | VZ | |||
| 2012.12.12 20:59:57 | 7 | VZ | sell | 117 / 117 | 0.00 | 2012.12.12 20:59:57 | filled | tp 44.88 | ||||
| 2013.01.15 21:00:00 | 8 | VZ | buy | 119 / 119 | 0.00 | 44.32 | 2013.01.15 21:00:00 | filled | VZ | |||
| 2013.02.01 16:59:58 | 9 | VZ | sell | 119 / 119 | 0.00 | 2013.02.01 16:59:58 | filled | tp 44.32 | ||||
| 2013.06.03 17:00:00 | 10 | VZ | buy | 104 / 104 | 0.00 | 50.72 | 2013.06.03 17:00:00 | filled | VZ | |||
| 2013.06.10 16:59:57 | 11 | VZ | sell | 104 / 104 | 0.00 | 2013.06.10 16:59:57 | filled | tp 50.72 | ||||
| 2013.08.14 18:00:00 | 12 | VZ | buy | 103 / 103 | 0.00 | 51.23 | 2013.08.14 18:00:00 | filled | VZ | |||
| 2013.10.22 20:59:57 | 13 | VZ | sell | 103 / 103 | 0.00 | 2013.10.22 20:59:57 | filled | tp 51.23 | ||||
| 2013.12.05 17:00:00 | 14 | VZ | buy | 104 / 104 | 0.00 | 51.03 | 2013.12.05 17:00:00 | filled | VZ | |||
| 2014.07.22 16:59:57 | 15 | VZ | sell | 104 / 104 | 0.00 | 2014.07.22 16:59:57 | filled | tp 51.03 | ||||
| 2014.10.15 16:00:00 | 16 | VZ | buy | 107 / 107 | 0.00 | 49.70 | 2014.10.15 16:00:00 | filled | VZ | |||
| 2014.10.28 16:00:00 | 17 | VZ | sell | 107 / 107 | 0.00 | 2014.10.28 16:00:00 | filled | tp 49.70 | ||||
| 2014.12.09 17:00:00 | 18 | VZ | buy | 107 / 107 | 0.00 | 49.61 | 2014.12.09 17:00:00 | filled | VZ | |||
| 2015.02.06 19:59:58 | 19 | VZ | sell | 107 / 107 | 0.00 | 2015.02.06 19:59:58 | filled | tp 49.61 | ||||
| 2015.06.04 16:00:00 | 20 | VZ | buy | 106 / 106 | 0.00 | 50.42 | 2015.06.04 16:00:00 | filled | VZ | |||
| 2016.02.01 18:59:58 | 21 | VZ | sell | 106 / 106 | 0.00 | 2016.02.01 18:59:58 | filled | tp 50.42 | ||||
| 2016.04.21 20:00:00 | 22 | VZ | buy | 102 / 102 | 0.00 | 52.49 | 2016.04.21 20:00:00 | filled | VZ | |||
| 2016.06.10 17:59:59 | 23 | VZ | sell | 102 / 102 | 0.00 | 2016.06.10 17:59:59 | filled | tp 52.49 | ||||
| 2016.10.05 16:00:00 | 24 | VZ | buy | 101 / 101 | 0.00 | 53.21 | 2016.10.05 16:00:00 | filled | VZ | |||
| 2016.12.20 16:59:58 | 25 | VZ | sell | 101 / 101 | 0.00 | 2016.12.20 16:59:58 | filled | tp 53.21 | ||||
| 2017.01.26 16:00:00 | 26 | VZ | buy | 105 / 105 | 0.00 | 51.14 | 2017.01.26 16:00:00 | filled | VZ | |||
| 2017.10.19 16:59:57 | 27 | VZ | sell | 105 / 105 | 0.00 | 2017.10.19 16:59:57 | filled | tp 51.14 | ||||
| 2017.11.06 16:00:00 | 28 | VZ | buy | 112 / 112 | 0.00 | 48.29 | 2017.11.06 16:00:00 | filled | VZ | |||
| 2017.11.28 19:59:58 | 29 | VZ | sell | 112 / 112 | 0.00 | 2017.11.28 19:59:58 | filled | tp 48.29 | ||||
| 2018.02.06 16:00:00 | 30 | VZ | buy | 104 / 104 | 0.00 | 51.77 | 2018.02.06 16:00:00 | filled | VZ | |||
| 2018.02.07 17:59:58 | 31 | VZ | sell | 104 / 104 | 0.00 | 2018.02.07 17:59:58 | filled | tp 51.77 | ||||
| 2018.02.08 22:00:00 | 32 | VZ | buy | 104 / 104 | 0.00 | 52.29 | 2018.02.08 22:00:00 | filled | VZ | |||
| 2018.07.27 17:59:57 | 33 | VZ | sell | 104 / 104 | 0.00 | 2018.07.27 17:59:57 | filled | tp 52.29 | ||||
| 2018.12.24 17:00:00 | 34 | VZ | buy | 96 / 96 | 0.00 | 56.56 | 2018.12.24 17:00:00 | filled | VZ | |||
| 2019.01.03 16:00:00 | 35 | VZ | sell | 96 / 96 | 0.00 | 2019.01.03 16:00:00 | filled | tp 56.56 | ||||
| 2019.01.30 17:00:00 | 36 | VZ | buy | 98 / 98 | 0.00 | 55.38 | 2019.01.30 17:00:00 | filled | VZ | |||
| 2019.02.19 17:59:58 | 37 | VZ | sell | 98 / 98 | 0.00 | 2019.02.19 17:59:58 | filled | tp 55.38 | ||||
| 2019.05.31 17:00:00 | 38 | VZ | buy | 95 / 95 | 0.00 | 57.33 | 2019.05.31 17:00:00 | filled | VZ | |||
| 2019.06.05 17:59:58 | 39 | VZ | sell | 95 / 95 | 0.00 | 2019.06.05 17:59:58 | filled | tp 57.33 | ||||
| 2019.07.22 20:00:00 | 40 | VZ | buy | 94 / 94 | 0.00 | 58.20 | 2019.07.22 20:00:00 | filled | VZ | |||
| 2019.08.30 16:59:58 | 41 | VZ | sell | 94 / 94 | 0.00 | 2019.08.30 16:59:58 | filled | tp 58.20 | ||||
| 2020.02.27 18:00:00 | 42 | VZ | buy | 93 / 93 | 0.00 | 59.08 | 2020.02.27 18:00:00 | filled | VZ | |||
| 2020.08.10 17:59:57 | 43 | VZ | sell | 93 / 93 | 0.00 | 2020.08.10 17:59:57 | filled | tp 59.08 | ||||
| 2020.10.15 16:00:00 | 44 | VZ | buy | 90 / 90 | 0.00 | 61.12 | 2020.10.15 16:00:00 | filled | VZ | |||
| 2020.11.10 18:59:57 | 45 | VZ | sell | 90 / 90 | 0.00 | 2020.11.10 18:59:57 | filled | tp 61.12 | ||||
| 2020.12.30 18:00:00 | 46 | VZ | buy | 90 / 90 | 0.00 | 61.09 | 2020.12.30 18:00:00 | filled | VZ | |||
| 2021.03.30 22:59:59 | 47 | VZ | sell | 90 / 90 | 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 | ||||||
| 2012.04.10 20:00:00 | 2 | VZ | buy | in | 135 | 36.90 | 2 | -2.70 | 0.00 | 0.00 | 99 997.30 | VZ |
| 2012.04.20 17:59:58 | 3 | VZ | sell | out | 135 | 38.74 | 3 | -2.70 | -0.09 | 248.40 | 100 242.91 | tp 38.74 |
| 2012.08.21 18:00:00 | 4 | VZ | buy | in | 115 | 43.27 | 4 | -2.30 | 0.00 | 0.00 | 100 240.61 | VZ |
| 2012.09.13 19:59:57 | 5 | VZ | sell | out | 115 | 45.43 | 5 | -2.30 | -0.19 | 248.40 | 100 486.52 | tp 45.43 |
| 2012.11.08 17:00:00 | 6 | VZ | buy | in | 117 | 42.74 | 6 | -2.34 | 0.00 | 0.00 | 100 484.18 | VZ |
| 2012.12.12 20:59:57 | 7 | VZ | sell | out | 117 | 44.88 | 7 | -2.34 | -0.28 | 250.38 | 100 731.94 | tp 44.88 |
| 2013.01.15 21:00:00 | 8 | VZ | buy | in | 119 | 42.21 | 8 | -2.38 | 0.00 | 0.00 | 100 729.56 | VZ |
| 2013.02.01 16:59:58 | 9 | VZ | sell | out | 119 | 44.32 | 9 | -2.38 | -0.14 | 251.09 | 100 978.13 | tp 44.32 |
| 2013.06.03 17:00:00 | 10 | VZ | buy | in | 104 | 48.31 | 10 | -2.08 | 0.00 | 0.00 | 100 976.05 | VZ |
| 2013.06.10 16:59:57 | 11 | VZ | sell | out | 104 | 50.72 | 11 | -2.08 | -0.01 | 250.64 | 101 224.60 | tp 50.72 |
| 2013.08.14 18:00:00 | 12 | VZ | buy | in | 103 | 48.79 | 12 | -2.06 | 0.00 | 0.00 | 101 222.54 | VZ |
| 2013.10.22 20:59:57 | 13 | VZ | sell | out | 103 | 51.23 | 13 | -2.06 | -0.11 | 251.32 | 101 471.69 | tp 51.23 |
| 2013.12.05 17:00:00 | 14 | VZ | buy | in | 104 | 48.60 | 14 | -2.08 | 0.00 | 0.00 | 101 469.61 | VZ |
| 2014.07.22 16:59:57 | 15 | VZ | sell | out | 104 | 51.03 | 15 | -2.08 | -0.40 | 252.72 | 101 719.85 | tp 51.03 |
| 2014.10.15 16:00:00 | 16 | VZ | buy | in | 107 | 47.33 | 16 | -2.14 | 0.00 | 0.00 | 101 717.71 | VZ |
| 2014.10.28 16:00:00 | 17 | VZ | sell | out | 107 | 49.70 | 17 | -2.14 | -0.02 | 253.59 | 101 969.14 | tp 49.70 |
| 2014.12.09 17:00:00 | 18 | VZ | buy | in | 107 | 47.25 | 18 | -2.14 | 0.00 | 0.00 | 101 967.00 | VZ |
| 2015.02.06 19:59:58 | 19 | VZ | sell | out | 107 | 49.61 | 19 | -2.14 | -0.11 | 252.52 | 102 217.27 | tp 49.61 |
| 2015.06.04 16:00:00 | 20 | VZ | buy | in | 106 | 48.02 | 20 | -2.12 | 0.00 | 0.00 | 102 215.15 | VZ |
| 2016.02.01 18:59:58 | 21 | VZ | sell | out | 106 | 50.42 | 21 | -2.12 | -0.41 | 254.40 | 102 467.02 | tp 50.42 |
| 2016.04.21 20:00:00 | 22 | VZ | buy | in | 102 | 49.99 | 22 | -2.04 | 0.00 | 0.00 | 102 464.98 | VZ |
| 2016.06.10 17:59:59 | 23 | VZ | sell | out | 102 | 52.49 | 23 | -2.04 | -0.08 | 255.00 | 102 717.86 | tp 52.49 |
| 2016.10.05 16:00:00 | 24 | VZ | buy | in | 101 | 50.68 | 24 | -2.02 | 0.00 | 0.00 | 102 715.84 | VZ |
| 2016.12.20 16:59:58 | 25 | VZ | sell | out | 101 | 53.21 | 25 | -2.02 | -0.12 | 255.53 | 102 969.23 | tp 53.21 |
| 2017.01.26 16:00:00 | 26 | VZ | buy | in | 105 | 48.71 | 26 | -2.10 | 0.00 | 0.00 | 102 967.13 | VZ |
| 2017.10.19 16:59:57 | 27 | VZ | sell | out | 105 | 51.14 | 27 | -2.10 | -0.43 | 255.15 | 103 219.75 | tp 51.14 |
| 2017.11.06 16:00:00 | 28 | VZ | buy | in | 112 | 45.99 | 28 | -2.24 | 0.00 | 0.00 | 103 217.51 | VZ |
| 2017.11.28 19:59:58 | 29 | VZ | sell | out | 112 | 48.29 | 29 | -2.24 | -0.18 | 257.60 | 103 472.69 | tp 48.29 |
| 2018.02.06 16:00:00 | 30 | VZ | buy | in | 104 | 49.31 | 30 | -2.08 | 0.00 | 0.00 | 103 470.61 | VZ |
| 2018.02.07 17:59:58 | 31 | VZ | sell | out | 104 | 51.77 | 31 | -2.08 | 0.00 | 255.84 | 103 724.37 | tp 51.77 |
| 2018.02.08 22:00:00 | 32 | VZ | buy | in | 104 | 49.80 | 32 | -2.08 | 0.00 | 0.00 | 103 722.29 | VZ |
| 2018.07.27 17:59:57 | 33 | VZ | sell | out | 104 | 52.29 | 33 | -2.08 | -0.28 | 258.96 | 103 978.89 | tp 52.29 |
| 2018.12.24 17:00:00 | 34 | VZ | buy | in | 96 | 53.87 | 34 | -1.92 | 0.00 | 0.00 | 103 976.97 | VZ |
| 2019.01.03 16:00:00 | 35 | VZ | sell | out | 96 | 56.56 | 35 | -1.92 | -0.03 | 258.24 | 104 233.26 | tp 56.56 |
| 2019.01.30 17:00:00 | 36 | VZ | buy | in | 98 | 52.74 | 36 | -1.96 | 0.00 | 0.00 | 104 231.30 | VZ |
| 2019.02.19 17:59:58 | 37 | VZ | sell | out | 98 | 55.38 | 37 | -1.96 | -0.03 | 258.72 | 104 488.03 | tp 55.38 |
| 2019.05.31 17:00:00 | 38 | VZ | buy | in | 95 | 54.60 | 38 | -1.90 | 0.00 | 0.00 | 104 486.13 | VZ |
| 2019.06.05 17:59:58 | 39 | VZ | sell | out | 95 | 57.33 | 39 | -1.90 | -0.01 | 259.35 | 104 743.57 | tp 57.33 |
| 2019.07.22 20:00:00 | 40 | VZ | buy | in | 94 | 55.43 | 40 | -1.88 | 0.00 | 0.00 | 104 741.69 | VZ |
| 2019.08.30 16:59:58 | 41 | VZ | sell | out | 94 | 58.20 | 41 | -1.88 | -0.05 | 260.38 | 105 000.14 | tp 58.20 |
| 2020.02.27 18:00:00 | 42 | VZ | buy | in | 93 | 56.27 | 42 | -1.86 | 0.00 | 0.00 | 104 998.28 | VZ |
| 2020.08.10 17:59:57 | 43 | VZ | sell | out | 93 | 59.08 | 43 | -1.86 | -0.27 | 261.33 | 105 257.48 | tp 59.08 |
| 2020.10.15 16:00:00 | 44 | VZ | buy | in | 90 | 58.21 | 44 | -1.80 | 0.00 | 0.00 | 105 255.68 | VZ |
| 2020.11.10 18:59:57 | 45 | VZ | sell | out | 90 | 61.12 | 45 | -1.80 | -0.04 | 261.90 | 105 515.74 | tp 61.12 |
| 2020.12.30 18:00:00 | 46 | VZ | buy | in | 90 | 58.18 | 46 | -1.80 | 0.00 | 0.00 | 105 513.94 | VZ |
| 2021.03.30 22:59:59 | 47 | VZ | sell | out | 90 | 58.51 | 47 | -1.80 | -0.16 | 29.70 | 105 541.68 | end of test |
| -96.04 | -3.44 | 5 641.16 | 105 541.68 | |||||||||