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: | WMB | |||||||||||
| Period: | H1 (2012.01.01 - 2021.12.31) | |||||||||||
| Inputs: | T_0=General Settings | |||||||||||
| Comment=WMB | ||||||||||||
| Slippage=5 | ||||||||||||
| MagicNumber=100046 | ||||||||||||
| Balance_Type=0 | ||||||||||||
| MM_Type=0 | ||||||||||||
| AutoRisk=5 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| TakeProfit=5 | ||||||||||||
| RSI_Period=9 | ||||||||||||
| RSI_Level=50 | ||||||||||||
| Stochastic_Period=18 | ||||||||||||
| Stochastic_Level=80 | ||||||||||||
| CCI_Period=36 | ||||||||||||
| CCI_Level=250 | ||||||||||||
| Slow_CCI_TF=16390 | ||||||||||||
| Slow_CCI_Period=21 | ||||||||||||
| 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: | 16228 | Ticks: | 62322 | Symbols: | 1 | |||||||
| Total Net Profit: | 6 220.29 | Balance Drawdown Absolute: | 3.70 | Equity Drawdown Absolute: | 149.85 | |||||||
| Gross Profit: | 6 318.97 | Balance Drawdown Maximal: | 7.26 (0.01%) | Equity Drawdown Maximal: | 1 635.40 (1.60%) | |||||||
| Gross Loss: | -98.68 | Balance Drawdown Relative: | 0.01% (7.26) | Equity Drawdown Relative: | 1.60% (1 635.40) | |||||||
| Profit Factor: | 64.03 | Expected Payoff: | 252.76 | Margin Level: | 9854.83% | |||||||
| Recovery Factor: | 3.80 | Sharpe Ratio: | 169.06 | 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: | 7.62 | |||||||||
| Total Trades: | 25 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 25 (100.00%) | |||||||
| Total Deals: | 50 | Profit Trades (% of total): | 25 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
| Largest profit trade: | 260.39 | Largest loss trade: | 0.00 | |||||||||
| Average profit trade: | 252.76 | Average loss trade: | 0.00 | |||||||||
| Maximum consecutive wins ($): | 25 (6 318.97) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
| Maximal consecutive profit (count): | 6 318.97 (25) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
| Average consecutive wins: | 25 | Average consecutive losses: | 0 | |||||||||
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| Correlation (Profits,MFE): | -0.06 | Correlation (Profits,MAE): | 0.06 | Correlation (MFE,MAE): | -0.4340 | |||||||
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| Minimal position holding time: | 0:59:57 | Maximal position holding time: | 3504:00:00 | Average position holding time: | 549:28:46 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.01.03 17:00:00 | 2 | WMB | buy | 185 / 185 | 0.00 | 28.35 | 2012.01.03 17:00:00 | filled | WMB | |||
| 2012.01.10 16:59:58 | 3 | WMB | sell | 185 / 185 | 0.00 | 2012.01.10 16:59:58 | filled | tp 28.35 | ||||
| 2013.02.21 16:00:00 | 4 | WMB | buy | 148 / 148 | 0.00 | 35.50 | 2013.02.21 16:00:00 | filled | WMB | |||
| 2013.03.14 17:59:57 | 5 | WMB | sell | 148 / 148 | 0.00 | 2013.03.14 17:59:57 | filled | tp 35.50 | ||||
| 2013.05.08 16:00:00 | 6 | WMB | buy | 142 / 142 | 0.00 | 37.15 | 2013.05.08 16:00:00 | filled | WMB | |||
| 2013.05.17 17:59:58 | 7 | WMB | sell | 142 / 142 | 0.00 | 2013.05.17 17:59:58 | filled | tp 37.15 | ||||
| 2014.04.07 19:00:00 | 8 | WMB | buy | 127 / 127 | 0.00 | 41.52 | 2014.04.07 19:00:00 | filled | WMB | |||
| 2014.04.17 17:59:58 | 9 | WMB | sell | 127 / 127 | 0.00 | 2014.04.17 17:59:58 | filled | tp 41.52 | ||||
| 2014.07.31 16:00:00 | 10 | WMB | buy | 90 / 90 | 0.00 | 58.65 | 2014.07.31 16:00:00 | filled | WMB | |||
| 2014.08.19 21:59:58 | 11 | WMB | sell | 90 / 90 | 0.00 | 2014.08.19 21:59:58 | filled | tp 58.65 | ||||
| 2014.10.08 18:00:00 | 12 | WMB | buy | 96 / 96 | 0.00 | 55.12 | 2014.10.08 18:00:00 | filled | WMB | |||
| 2014.10.22 16:59:58 | 13 | WMB | sell | 96 / 96 | 0.00 | 2014.10.22 16:59:58 | filled | tp 55.12 | ||||
| 2014.11.28 16:00:00 | 14 | WMB | buy | 96 / 96 | 0.00 | 55.43 | 2014.11.28 16:00:00 | filled | WMB | |||
| 2015.06.22 16:00:00 | 15 | WMB | sell | 96 / 96 | 0.00 | 2015.06.22 16:00:00 | filled | tp 55.43 | ||||
| 2015.08.24 16:00:00 | 16 | WMB | buy | 112 / 112 | 0.00 | 47.59 | 2015.08.24 16:00:00 | filled | WMB | |||
| 2015.08.24 16:59:58 | 17 | WMB | sell | 112 / 112 | 0.00 | 2015.08.24 16:59:58 | filled | tp 47.59 | ||||
| 2015.09.10 20:00:00 | 18 | WMB | buy | 116 / 116 | 0.00 | 46.07 | 2015.09.10 20:00:00 | filled | WMB | |||
| 2015.09.16 22:59:58 | 19 | WMB | sell | 116 / 116 | 0.00 | 2015.09.16 22:59:58 | filled | tp 46.07 | ||||
| 2016.02.08 16:00:00 | 20 | WMB | buy | 340 / 340 | 0.00 | 15.76 | 2016.02.08 16:00:00 | filled | WMB | |||
| 2016.02.17 17:59:58 | 21 | WMB | sell | 340 / 340 | 0.00 | 2016.02.17 17:59:58 | filled | tp 15.76 | ||||
| 2016.11.01 20:00:00 | 22 | WMB | buy | 183 / 183 | 0.00 | 29.32 | 2016.11.01 20:00:00 | filled | WMB | |||
| 2016.11.04 18:59:58 | 23 | WMB | sell | 183 / 183 | 0.00 | 2016.11.04 18:59:58 | filled | tp 29.32 | ||||
| 2016.11.29 17:00:00 | 24 | WMB | buy | 181 / 181 | 0.00 | 29.72 | 2016.11.29 17:00:00 | filled | WMB | |||
| 2016.11.30 16:00:00 | 25 | WMB | sell | 181 / 181 | 0.00 | 2016.11.30 16:00:00 | filled | tp 29.72 | ||||
| 2017.01.10 16:00:00 | 26 | WMB | buy | 180 / 180 | 0.00 | 30.02 | 2017.01.10 16:00:00 | filled | WMB | |||
| 2017.04.05 16:00:00 | 27 | WMB | sell | 180 / 180 | 0.00 | 2017.04.05 16:00:00 | filled | tp 30.02 | ||||
| 2017.08.03 16:00:00 | 28 | WMB | buy | 167 / 167 | 0.00 | 32.28 | 2017.08.03 16:00:00 | filled | WMB | |||
| 2018.01.04 17:59:58 | 29 | WMB | sell | 167 / 167 | 0.00 | 2018.01.04 17:59:58 | filled | tp 32.28 | ||||
| 2018.02.06 16:00:00 | 30 | WMB | buy | 179 / 179 | 0.00 | 30.23 | 2018.02.06 16:00:00 | filled | WMB | |||
| 2018.02.07 16:59:58 | 31 | WMB | sell | 179 / 179 | 0.00 | 2018.02.07 16:59:58 | filled | tp 30.23 | ||||
| 2018.03.15 19:00:00 | 32 | WMB | buy | 205 / 205 | 0.00 | 26.53 | 2018.03.15 19:00:00 | filled | WMB | |||
| 2018.03.15 19:59:57 | 33 | WMB | sell | 205 / 205 | 0.00 | 2018.03.15 19:59:57 | filled | tp 26.53 | ||||
| 2018.03.15 20:00:00 | 34 | WMB | buy | 209 / 209 | 0.00 | 26.06 | 2018.03.15 20:00:00 | filled | WMB | |||
| 2018.03.15 22:59:58 | 35 | WMB | sell | 209 / 209 | 0.00 | 2018.03.15 22:59:58 | filled | tp 26.06 | ||||
| 2018.10.11 17:00:00 | 36 | WMB | buy | 194 / 194 | 0.00 | 28.21 | 2018.10.11 17:00:00 | filled | WMB | |||
| 2019.03.19 16:59:57 | 37 | WMB | sell | 194 / 194 | 0.00 | 2019.03.19 16:59:57 | filled | tp 28.21 | ||||
| 2019.05.02 17:00:00 | 38 | WMB | buy | 189 / 189 | 0.00 | 28.99 | 2019.05.02 17:00:00 | filled | WMB | |||
| 2019.07.10 16:59:58 | 39 | WMB | sell | 189 / 189 | 0.00 | 2019.07.10 16:59:58 | filled | tp 28.99 | ||||
| 2019.10.31 17:00:00 | 40 | WMB | buy | 234 / 234 | 0.00 | 23.47 | 2019.10.31 17:00:00 | filled | WMB | |||
| 2019.11.04 18:59:58 | 41 | WMB | sell | 234 / 234 | 0.00 | 2019.11.04 18:59:58 | filled | tp 23.47 | ||||
| 2020.03.09 16:00:00 | 42 | WMB | buy | 363 / 363 | 0.00 | 15.18 | 2020.03.09 16:00:00 | filled | WMB | |||
| 2020.03.09 17:59:58 | 43 | WMB | sell | 363 / 363 | 0.00 | 2020.03.09 17:59:58 | filled | tp 15.18 | ||||
| 2020.03.09 18:00:00 | 44 | WMB | buy | 362 / 362 | 0.00 | 15.28 | 2020.03.09 18:00:00 | filled | WMB | |||
| 2020.03.09 18:59:58 | 45 | WMB | sell | 362 / 362 | 0.00 | 2020.03.09 18:59:58 | filled | tp 15.28 | ||||
| 2020.05.14 16:00:00 | 46 | WMB | buy | 292 / 292 | 0.00 | 18.95 | 2020.05.14 16:00:00 | filled | WMB | |||
| 2020.05.15 17:59:57 | 47 | WMB | sell | 292 / 292 | 0.00 | 2020.05.15 17:59:57 | filled | tp 18.95 | ||||
| 2020.06.11 16:00:00 | 48 | WMB | buy | 286 / 286 | 0.00 | 19.39 | 2020.06.11 16:00:00 | filled | WMB | |||
| 2020.06.15 21:59:57 | 49 | WMB | sell | 286 / 286 | 0.00 | 2020.06.15 21:59:57 | filled | tp 19.39 | ||||
| 2020.12.21 16:00:00 | 50 | WMB | buy | 258 / 258 | 0.00 | 21.56 | 2020.12.21 16:00:00 | filled | WMB | |||
| 2021.01.07 16:59:58 | 51 | WMB | sell | 258 / 258 | 0.00 | 2021.01.07 16:59:58 | filled | tp 21.56 | ||||
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 | ||||||
| 2012.01.03 17:00:00 | 2 | WMB | buy | in | 185 | 27.00 | 2 | -3.70 | 0.00 | 0.00 | 99 996.30 | WMB |
| 2012.01.10 16:59:58 | 3 | WMB | sell | out | 185 | 28.35 | 3 | -3.70 | -0.07 | 249.75 | 100 242.28 | tp 28.35 |
| 2013.02.21 16:00:00 | 4 | WMB | buy | in | 148 | 33.81 | 4 | -2.96 | 0.00 | 0.00 | 100 239.32 | WMB |
| 2013.03.14 17:59:57 | 5 | WMB | sell | out | 148 | 35.50 | 5 | -2.96 | -0.18 | 250.12 | 100 486.30 | tp 35.50 |
| 2013.05.08 16:00:00 | 6 | WMB | buy | in | 142 | 35.38 | 6 | -2.84 | 0.00 | 0.00 | 100 483.46 | WMB |
| 2013.05.17 17:59:58 | 7 | WMB | sell | out | 142 | 37.15 | 7 | -2.84 | -0.08 | 251.34 | 100 731.88 | tp 37.15 |
| 2014.04.07 19:00:00 | 8 | WMB | buy | in | 127 | 39.54 | 8 | -2.54 | 0.00 | 0.00 | 100 729.34 | WMB |
| 2014.04.17 17:59:58 | 9 | WMB | sell | out | 127 | 41.52 | 9 | -2.54 | -0.09 | 251.46 | 100 978.17 | tp 41.52 |
| 2014.07.31 16:00:00 | 10 | WMB | buy | in | 90 | 55.86 | 10 | -1.80 | 0.00 | 0.00 | 100 976.37 | WMB |
| 2014.08.19 21:59:58 | 11 | WMB | sell | out | 90 | 58.65 | 11 | -1.80 | -0.03 | 251.10 | 101 225.64 | tp 58.65 |
| 2014.10.08 18:00:00 | 12 | WMB | buy | in | 96 | 52.50 | 12 | -1.92 | 0.00 | 0.00 | 101 223.72 | WMB |
| 2014.10.22 16:59:58 | 13 | WMB | sell | out | 96 | 55.12 | 13 | -1.92 | -0.02 | 251.52 | 101 473.30 | tp 55.12 |
| 2014.11.28 16:00:00 | 14 | WMB | buy | in | 96 | 52.79 | 14 | -1.92 | 0.00 | 0.00 | 101 471.38 | WMB |
| 2015.06.22 16:00:00 | 15 | WMB | sell | out | 96 | 55.43 | 15 | -1.92 | -0.37 | 253.44 | 101 722.53 | tp 55.43 |
| 2015.08.24 16:00:00 | 16 | WMB | buy | in | 112 | 45.32 | 16 | -2.24 | 0.00 | 0.00 | 101 720.29 | WMB |
| 2015.08.24 16:59:58 | 17 | WMB | sell | out | 112 | 47.59 | 17 | -2.24 | 0.00 | 254.24 | 101 972.29 | tp 47.59 |
| 2015.09.10 20:00:00 | 18 | WMB | buy | in | 116 | 43.88 | 18 | -2.32 | 0.00 | 0.00 | 101 969.97 | WMB |
| 2015.09.16 22:59:58 | 19 | WMB | sell | out | 116 | 46.07 | 19 | -2.32 | -0.05 | 254.04 | 102 221.64 | tp 46.07 |
| 2016.02.08 16:00:00 | 20 | WMB | buy | in | 340 | 15.01 | 20 | -6.80 | 0.00 | 0.00 | 102 214.84 | WMB |
| 2016.02.17 17:59:58 | 21 | WMB | sell | out | 340 | 15.76 | 21 | -6.80 | -0.16 | 255.00 | 102 462.88 | tp 15.76 |
| 2016.11.01 20:00:00 | 22 | WMB | buy | in | 183 | 27.92 | 22 | -3.66 | 0.00 | 0.00 | 102 459.22 | WMB |
| 2016.11.04 18:59:58 | 23 | WMB | sell | out | 183 | 29.32 | 23 | -3.66 | -0.03 | 256.20 | 102 711.73 | tp 29.32 |
| 2016.11.29 17:00:00 | 24 | WMB | buy | in | 181 | 28.31 | 24 | -3.62 | 0.00 | 0.00 | 102 708.11 | WMB |
| 2016.11.30 16:00:00 | 25 | WMB | sell | out | 181 | 29.72 | 25 | -3.62 | -0.01 | 255.21 | 102 959.69 | tp 29.72 |
| 2017.01.10 16:00:00 | 26 | WMB | buy | in | 180 | 28.59 | 26 | -3.60 | 0.00 | 0.00 | 102 956.09 | WMB |
| 2017.04.05 16:00:00 | 27 | WMB | sell | out | 180 | 30.02 | 27 | -3.60 | -0.73 | 257.40 | 103 209.16 | tp 30.02 |
| 2017.08.03 16:00:00 | 28 | WMB | buy | in | 167 | 30.74 | 28 | -3.34 | 0.00 | 0.00 | 103 205.82 | WMB |
| 2018.01.04 17:59:58 | 29 | WMB | sell | out | 167 | 32.28 | 29 | -3.34 | -1.32 | 257.18 | 103 458.34 | tp 32.28 |
| 2018.02.06 16:00:00 | 30 | WMB | buy | in | 179 | 28.79 | 30 | -3.58 | 0.00 | 0.00 | 103 454.76 | WMB |
| 2018.02.07 16:59:58 | 31 | WMB | sell | out | 179 | 30.23 | 31 | -3.58 | -0.01 | 257.76 | 103 708.93 | tp 30.23 |
| 2018.03.15 19:00:00 | 32 | WMB | buy | in | 205 | 25.27 | 32 | -4.10 | 0.00 | 0.00 | 103 704.83 | WMB |
| 2018.03.15 19:59:57 | 33 | WMB | sell | out | 205 | 26.53 | 33 | -4.10 | 0.00 | 258.30 | 103 959.03 | tp 26.53 |
| 2018.03.15 20:00:00 | 34 | WMB | buy | in | 209 | 24.82 | 34 | -4.18 | 0.00 | 0.00 | 103 954.85 | WMB |
| 2018.03.15 22:59:58 | 35 | WMB | sell | out | 209 | 26.06 | 35 | -4.18 | 0.00 | 259.16 | 104 209.83 | tp 26.06 |
| 2018.10.11 17:00:00 | 36 | WMB | buy | in | 194 | 26.87 | 36 | -3.88 | 0.00 | 0.00 | 104 205.95 | WMB |
| 2019.03.19 16:59:57 | 37 | WMB | sell | out | 194 | 28.21 | 37 | -3.88 | -1.59 | 259.96 | 104 460.44 | tp 28.21 |
| 2019.05.02 17:00:00 | 38 | WMB | buy | in | 189 | 27.61 | 38 | -3.78 | 0.00 | 0.00 | 104 456.66 | WMB |
| 2019.07.10 16:59:58 | 39 | WMB | sell | out | 189 | 28.99 | 39 | -3.78 | -0.68 | 260.82 | 104 713.02 | tp 28.99 |
| 2019.10.31 17:00:00 | 40 | WMB | buy | in | 234 | 22.35 | 40 | -4.68 | 0.00 | 0.00 | 104 708.34 | WMB |
| 2019.11.04 18:59:58 | 41 | WMB | sell | out | 234 | 23.47 | 41 | -4.68 | -0.04 | 262.08 | 104 965.70 | tp 23.47 |
| 2020.03.09 16:00:00 | 42 | WMB | buy | in | 363 | 14.46 | 42 | -7.26 | 0.00 | 0.00 | 104 958.44 | WMB |
| 2020.03.09 17:59:58 | 43 | WMB | sell | out | 363 | 15.18 | 43 | -7.26 | 0.00 | 261.36 | 105 212.54 | tp 15.18 |
| 2020.03.09 18:00:00 | 44 | WMB | buy | in | 362 | 14.55 | 44 | -7.24 | 0.00 | 0.00 | 105 205.30 | WMB |
| 2020.03.09 18:59:58 | 45 | WMB | sell | out | 362 | 15.28 | 45 | -7.24 | 0.00 | 264.26 | 105 462.32 | tp 15.28 |
| 2020.05.14 16:00:00 | 46 | WMB | buy | in | 292 | 18.05 | 46 | -5.84 | 0.00 | 0.00 | 105 456.48 | WMB |
| 2020.05.15 17:59:57 | 47 | WMB | sell | out | 292 | 18.95 | 47 | -5.84 | -0.01 | 262.80 | 105 713.43 | tp 18.95 |
| 2020.06.11 16:00:00 | 48 | WMB | buy | in | 286 | 18.47 | 48 | -5.72 | 0.00 | 0.00 | 105 707.71 | WMB |
| 2020.06.15 21:59:57 | 49 | WMB | sell | out | 286 | 19.39 | 49 | -5.72 | -0.05 | 263.12 | 105 965.06 | tp 19.39 |
| 2020.12.21 16:00:00 | 50 | WMB | buy | in | 258 | 20.53 | 50 | -5.16 | 0.00 | 0.00 | 105 959.90 | WMB |
| 2021.01.07 16:59:58 | 51 | WMB | sell | out | 258 | 21.56 | 51 | -5.16 | -0.19 | 265.74 | 106 220.29 | tp 21.56 |
| -197.36 | -5.71 | 6 423.36 | 106 220.29 | |||||||||