Strategy Tester Report
Darwinex-Live (Build 2815)
Settings
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
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
Graph
Graph
Correlation (Profits,MFE): 0.97 Correlation (Profits,MAE): 0.10 Correlation (MFE,MAE): 0.0378
Graph
Minimal position holding time: 25:59:58 Maximal position holding time: 4560:59:57 Average position holding time: 1225:46:55
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2012.04.10 20:00:002VZbuy135 / 1350.0038.742012.04.10 20:00:00filledVZ
2012.04.20 17:59:583VZsell135 / 1350.002012.04.20 17:59:58filledtp 38.74
2012.08.21 18:00:004VZbuy115 / 1150.0045.432012.08.21 18:00:00filledVZ
2012.09.13 19:59:575VZsell115 / 1150.002012.09.13 19:59:57filledtp 45.43
2012.11.08 17:00:006VZbuy117 / 1170.0044.882012.11.08 17:00:00filledVZ
2012.12.12 20:59:577VZsell117 / 1170.002012.12.12 20:59:57filledtp 44.88
2013.01.15 21:00:008VZbuy119 / 1190.0044.322013.01.15 21:00:00filledVZ
2013.02.01 16:59:589VZsell119 / 1190.002013.02.01 16:59:58filledtp 44.32
2013.06.03 17:00:0010VZbuy104 / 1040.0050.722013.06.03 17:00:00filledVZ
2013.06.10 16:59:5711VZsell104 / 1040.002013.06.10 16:59:57filledtp 50.72
2013.08.14 18:00:0012VZbuy103 / 1030.0051.232013.08.14 18:00:00filledVZ
2013.10.22 20:59:5713VZsell103 / 1030.002013.10.22 20:59:57filledtp 51.23
2013.12.05 17:00:0014VZbuy104 / 1040.0051.032013.12.05 17:00:00filledVZ
2014.07.22 16:59:5715VZsell104 / 1040.002014.07.22 16:59:57filledtp 51.03
2014.10.15 16:00:0016VZbuy107 / 1070.0049.702014.10.15 16:00:00filledVZ
2014.10.28 16:00:0017VZsell107 / 1070.002014.10.28 16:00:00filledtp 49.70
2014.12.09 17:00:0018VZbuy107 / 1070.0049.612014.12.09 17:00:00filledVZ
2015.02.06 19:59:5819VZsell107 / 1070.002015.02.06 19:59:58filledtp 49.61
2015.06.04 16:00:0020VZbuy106 / 1060.0050.422015.06.04 16:00:00filledVZ
2016.02.01 18:59:5821VZsell106 / 1060.002016.02.01 18:59:58filledtp 50.42
2016.04.21 20:00:0022VZbuy102 / 1020.0052.492016.04.21 20:00:00filledVZ
2016.06.10 17:59:5923VZsell102 / 1020.002016.06.10 17:59:59filledtp 52.49
2016.10.05 16:00:0024VZbuy101 / 1010.0053.212016.10.05 16:00:00filledVZ
2016.12.20 16:59:5825VZsell101 / 1010.002016.12.20 16:59:58filledtp 53.21
2017.01.26 16:00:0026VZbuy105 / 1050.0051.142017.01.26 16:00:00filledVZ
2017.10.19 16:59:5727VZsell105 / 1050.002017.10.19 16:59:57filledtp 51.14
2017.11.06 16:00:0028VZbuy112 / 1120.0048.292017.11.06 16:00:00filledVZ
2017.11.28 19:59:5829VZsell112 / 1120.002017.11.28 19:59:58filledtp 48.29
2018.02.06 16:00:0030VZbuy104 / 1040.0051.772018.02.06 16:00:00filledVZ
2018.02.07 17:59:5831VZsell104 / 1040.002018.02.07 17:59:58filledtp 51.77
2018.02.08 22:00:0032VZbuy104 / 1040.0052.292018.02.08 22:00:00filledVZ
2018.07.27 17:59:5733VZsell104 / 1040.002018.07.27 17:59:57filledtp 52.29
2018.12.24 17:00:0034VZbuy96 / 960.0056.562018.12.24 17:00:00filledVZ
2019.01.03 16:00:0035VZsell96 / 960.002019.01.03 16:00:00filledtp 56.56
2019.01.30 17:00:0036VZbuy98 / 980.0055.382019.01.30 17:00:00filledVZ
2019.02.19 17:59:5837VZsell98 / 980.002019.02.19 17:59:58filledtp 55.38
2019.05.31 17:00:0038VZbuy95 / 950.0057.332019.05.31 17:00:00filledVZ
2019.06.05 17:59:5839VZsell95 / 950.002019.06.05 17:59:58filledtp 57.33
2019.07.22 20:00:0040VZbuy94 / 940.0058.202019.07.22 20:00:00filledVZ
2019.08.30 16:59:5841VZsell94 / 940.002019.08.30 16:59:58filledtp 58.20
2020.02.27 18:00:0042VZbuy93 / 930.0059.082020.02.27 18:00:00filledVZ
2020.08.10 17:59:5743VZsell93 / 930.002020.08.10 17:59:57filledtp 59.08
2020.10.15 16:00:0044VZbuy90 / 900.0061.122020.10.15 16:00:00filledVZ
2020.11.10 18:59:5745VZsell90 / 900.002020.11.10 18:59:57filledtp 61.12
2020.12.30 18:00:0046VZbuy90 / 900.0061.092020.12.30 18:00:00filledVZ
2021.03.30 22:59:5947VZsell90 / 900.002021.03.30 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
2012.04.10 20:00:002VZbuyin13536.902-2.700.000.0099 997.30VZ
2012.04.20 17:59:583VZsellout13538.743-2.70-0.09248.40100 242.91tp 38.74
2012.08.21 18:00:004VZbuyin11543.274-2.300.000.00100 240.61VZ
2012.09.13 19:59:575VZsellout11545.435-2.30-0.19248.40100 486.52tp 45.43
2012.11.08 17:00:006VZbuyin11742.746-2.340.000.00100 484.18VZ
2012.12.12 20:59:577VZsellout11744.887-2.34-0.28250.38100 731.94tp 44.88
2013.01.15 21:00:008VZbuyin11942.218-2.380.000.00100 729.56VZ
2013.02.01 16:59:589VZsellout11944.329-2.38-0.14251.09100 978.13tp 44.32
2013.06.03 17:00:0010VZbuyin10448.3110-2.080.000.00100 976.05VZ
2013.06.10 16:59:5711VZsellout10450.7211-2.08-0.01250.64101 224.60tp 50.72
2013.08.14 18:00:0012VZbuyin10348.7912-2.060.000.00101 222.54VZ
2013.10.22 20:59:5713VZsellout10351.2313-2.06-0.11251.32101 471.69tp 51.23
2013.12.05 17:00:0014VZbuyin10448.6014-2.080.000.00101 469.61VZ
2014.07.22 16:59:5715VZsellout10451.0315-2.08-0.40252.72101 719.85tp 51.03
2014.10.15 16:00:0016VZbuyin10747.3316-2.140.000.00101 717.71VZ
2014.10.28 16:00:0017VZsellout10749.7017-2.14-0.02253.59101 969.14tp 49.70
2014.12.09 17:00:0018VZbuyin10747.2518-2.140.000.00101 967.00VZ
2015.02.06 19:59:5819VZsellout10749.6119-2.14-0.11252.52102 217.27tp 49.61
2015.06.04 16:00:0020VZbuyin10648.0220-2.120.000.00102 215.15VZ
2016.02.01 18:59:5821VZsellout10650.4221-2.12-0.41254.40102 467.02tp 50.42
2016.04.21 20:00:0022VZbuyin10249.9922-2.040.000.00102 464.98VZ
2016.06.10 17:59:5923VZsellout10252.4923-2.04-0.08255.00102 717.86tp 52.49
2016.10.05 16:00:0024VZbuyin10150.6824-2.020.000.00102 715.84VZ
2016.12.20 16:59:5825VZsellout10153.2125-2.02-0.12255.53102 969.23tp 53.21
2017.01.26 16:00:0026VZbuyin10548.7126-2.100.000.00102 967.13VZ
2017.10.19 16:59:5727VZsellout10551.1427-2.10-0.43255.15103 219.75tp 51.14
2017.11.06 16:00:0028VZbuyin11245.9928-2.240.000.00103 217.51VZ
2017.11.28 19:59:5829VZsellout11248.2929-2.24-0.18257.60103 472.69tp 48.29
2018.02.06 16:00:0030VZbuyin10449.3130-2.080.000.00103 470.61VZ
2018.02.07 17:59:5831VZsellout10451.7731-2.080.00255.84103 724.37tp 51.77
2018.02.08 22:00:0032VZbuyin10449.8032-2.080.000.00103 722.29VZ
2018.07.27 17:59:5733VZsellout10452.2933-2.08-0.28258.96103 978.89tp 52.29
2018.12.24 17:00:0034VZbuyin9653.8734-1.920.000.00103 976.97VZ
2019.01.03 16:00:0035VZsellout9656.5635-1.92-0.03258.24104 233.26tp 56.56
2019.01.30 17:00:0036VZbuyin9852.7436-1.960.000.00104 231.30VZ
2019.02.19 17:59:5837VZsellout9855.3837-1.96-0.03258.72104 488.03tp 55.38
2019.05.31 17:00:0038VZbuyin9554.6038-1.900.000.00104 486.13VZ
2019.06.05 17:59:5839VZsellout9557.3339-1.90-0.01259.35104 743.57tp 57.33
2019.07.22 20:00:0040VZbuyin9455.4340-1.880.000.00104 741.69VZ
2019.08.30 16:59:5841VZsellout9458.2041-1.88-0.05260.38105 000.14tp 58.20
2020.02.27 18:00:0042VZbuyin9356.2742-1.860.000.00104 998.28VZ
2020.08.10 17:59:5743VZsellout9359.0843-1.86-0.27261.33105 257.48tp 59.08
2020.10.15 16:00:0044VZbuyin9058.2144-1.800.000.00105 255.68VZ
2020.11.10 18:59:5745VZsellout9061.1245-1.80-0.04261.90105 515.74tp 61.12
2020.12.30 18:00:0046VZbuyin9058.1846-1.800.000.00105 513.94VZ
2021.03.30 22:59:5947VZsellout9058.5147-1.80-0.1629.70105 541.68end of test
-96.04 -3.44 5 641.16 105 541.68