Strategy Tester Report
Darwinex-Live (Build 2815)
Settings
Expert:			Stock Trader Hedge
Symbol:			WMT
Period:			H1 (2012.01.01 - 2021.12.31)
Inputs:			T_0=General Settings
			Comment=WMT
			Slippage=5
			MagicNumber=100061
			Balance_Type=0
			MM_Type=0
			AutoRisk=5
			TimeFrame=16385
			TakeProfit=5
			RSI_Period=9
			RSI_Level=60
			Stochastic_Period=21
			Stochastic_Level=70
			CCI_Period=36
			CCI_Level=200
			Slow_CCI_TF=16386
			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:			6%
Bars:			16230	Ticks:			63050	Symbols:			1
Total Net Profit:			5 503.63	Balance Drawdown Absolute:			1.70	Equity Drawdown Absolute:			23.80
Gross Profit:			5 829.35	Balance Drawdown Maximal:			299.90 (0.28%)	Equity Drawdown Maximal:			1 713.99 (1.68%)
Gross Loss:			-325.72	Balance Drawdown Relative:			0.28% (299.90)	Equity Drawdown Relative:			1.68% (1 713.99)
Profit Factor:			17.90	Expected Payoff:			229.32	Margin Level:			9912.58%
Recovery Factor:			3.21	Sharpe Ratio:			2.12	Z-Score:			-1.51 (86.90%)
AHPR:			1.0022 (0.22%)	LR Correlation:			1.00	OnTester result:			0
GHPR:			1.0022 (0.22%)	LR Standard Error:			101.86
Total Trades:			24	Short Trades (won %):			0 (0.00%)	Long Trades (won %):			24 (95.83%)
Total Deals:			48	Profit Trades (% of total):			23 (95.83%)	Loss Trades (% of total):			1 (4.17%)
				Largest profit trade:			260.83	Largest loss trade:			-299.18
				Average profit trade:			253.45	Average loss trade:			-325.72
				Maximum consecutive wins ($):			23 (5 829.35)	Maximum consecutive losses ($):			1 (-299.18)
				Maximal consecutive profit (count):			5 829.35 (23)	Maximal consecutive loss (count):			-299.18 (1)
				Average consecutive wins:			23	Average consecutive losses:			1
Correlation (Profits,MFE):			0.33	Correlation (Profits,MAE):			0.21	Correlation (MFE,MAE):			0.3150
Minimal position holding time:			25:59:58	Maximal position holding time:			16730:59:58	Average position holding time:			1698:52:28

Orders
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2012.01.05 17:00:00	2	WMT	buy	85 / 85		0.00		61.69	2012.01.05 17:00:00		filled	WMT
2012.01.26 16:00:00	3	WMT	sell	85 / 85		0.00			2012.01.26 16:00:00		filled	tp 61.69
2012.02.21 16:00:00	4	WMT	buy	83 / 83		0.00		63.41	2012.02.21 16:00:00		filled	WMT
2012.05.22 17:59:58	5	WMT	sell	83 / 83		0.00			2012.05.22 17:59:58		filled	tp 63.41
2012.07.19 21:00:00	6	WMT	buy	71 / 71		0.00		74.21	2012.07.19 21:00:00		filled	WMT
2012.07.27 16:59:59	7	WMT	sell	71 / 71		0.00			2012.07.27 16:59:59		filled	tp 74.21
2012.08.16 16:00:00	8	WMT	buy	69 / 69		0.00		76.16	2012.08.16 16:00:00		filled	WMT
2012.10.10 17:59:58	9	WMT	sell	69 / 69		0.00			2012.10.10 17:59:58		filled	tp 76.16
2012.11.01 22:00:00	10	WMT	buy	68 / 68		0.00		77.02	2012.11.01 22:00:00		filled	WMT
2013.04.08 20:59:58	11	WMT	sell	68 / 68		0.00			2013.04.08 20:59:58		filled	tp 77.02
2013.06.20 18:00:00	12	WMT	buy	68 / 68		0.00		77.27	2013.06.20 18:00:00		filled	WMT
2013.07.09 16:59:58	13	WMT	sell	68 / 68		0.00			2013.07.09 16:59:58		filled	tp 77.27
2013.08.07 16:00:00	14	WMT	buy	65 / 65		0.00		80.98	2013.08.07 16:00:00		filled	WMT
2013.11.27 21:59:58	15	WMT	sell	65 / 65		0.00			2013.11.27 21:59:58		filled	tp 80.98
2014.01.16 18:00:00	16	WMT	buy	66 / 66		0.00		80.87	2014.01.16 18:00:00		filled	WMT
2014.11.13 16:00:00	17	WMT	sell	66 / 66		0.00			2014.11.13 16:00:00		filled	tp 80.87
2015.02.19 16:00:00	18	WMT	buy	60 / 60		0.00		88.54	2015.02.19 16:00:00		filled	WMT
2017.10.23 18:59:58	19	WMT	sell	60 / 60		0.00			2017.10.23 18:59:58		filled	tp 88.54
2018.02.06 16:00:00	20	WMT	buy	52 / 52		0.00		102.37	2018.02.06 16:00:00		filled	WMT
2018.02.07 17:59:58	21	WMT	sell	52 / 52		0.00			2018.02.07 17:59:58		filled	tp 102.37
2018.02.20 17:00:00	22	WMT	buy	53 / 53		0.00		100.03	2018.02.20 17:00:00		filled	WMT
2018.08.16 16:59:57	23	WMT	sell	53 / 53		0.00			2018.08.16 16:59:57		filled	tp 100.03
2018.09.27 16:00:00	24	WMT	buy	54 / 54		0.00		98.91	2018.09.27 16:00:00		filled	WMT
2018.10.24 19:59:57	25	WMT	sell	54 / 54		0.00			2018.10.24 19:59:57		filled	tp 98.91
2018.11.15 18:00:00	26	WMT	buy	52 / 52		0.00		103.63	2018.11.15 18:00:00		filled	WMT
2019.02.19 16:59:58	27	WMT	sell	52 / 52		0.00			2019.02.19 16:59:58		filled	tp 103.63
2019.04.26 16:00:00	28	WMT	buy	51 / 51		0.00		104.71	2019.04.26 16:00:00		filled	WMT
2019.06.05 22:59:57	29	WMT	sell	51 / 51		0.00			2019.06.05 22:59:57		filled	tp 104.71
2019.07.23 17:00:00	30	WMT	buy	46 / 46		0.00		117.41	2019.07.23 17:00:00		filled	WMT
2019.09.05 16:00:00	31	WMT	sell	46 / 46		0.00			2019.09.05 16:00:00		filled	tp 117.41
2019.10.02 20:00:00	32	WMT	buy	44 / 44		0.00		121.77	2019.10.02 20:00:00		filled	WMT
2019.11.14 16:00:00	33	WMT	sell	44 / 44		0.00			2019.11.14 16:00:00		filled	tp 121.77
2020.01.27 16:00:00	34	WMT	buy	46 / 46		0.00		118.67	2020.01.27 16:00:00		filled	WMT
2020.02.18 16:00:00	35	WMT	sell	46 / 46		0.00			2020.02.18 16:00:00		filled	tp 118.67
2020.02.28 16:00:00	36	WMT	buy	48 / 48		0.00		113.50	2020.02.28 16:00:00		filled	WMT
2020.03.02 17:59:58	37	WMT	sell	48 / 48		0.00			2020.03.02 17:59:58		filled	tp 113.50
2020.03.12 16:00:00	38	WMT	buy	49 / 49		0.00		111.56	2020.03.12 16:00:00		filled	WMT
2020.03.13 22:59:58	39	WMT	sell	49 / 49		0.00			2020.03.13 22:59:58		filled	tp 111.56
2020.04.29 16:00:00	40	WMT	buy	41 / 41		0.00		131.18	2020.04.29 16:00:00		filled	WMT
2020.05.19 16:59:57	41	WMT	sell	41 / 41		0.00			2020.05.19 16:59:57		filled	tp 131.18
2020.06.05 17:00:00	42	WMT	buy	43 / 43		0.00		126.59	2020.06.05 17:00:00		filled	WMT
2020.07.07 20:59:58	43	WMT	sell	43 / 43		0.00			2020.07.07 20:59:58		filled	tp 126.59
2020.07.29 21:00:00	44	WMT	buy	40 / 40		0.00		136.51	2020.07.29 21:00:00		filled	WMT
2020.08.18 16:00:00	45	WMT	sell	40 / 40		0.00			2020.08.18 16:00:00		filled	tp 136.51
2020.10.26 20:00:00	46	WMT	buy	37 / 37		0.00		148.52	2020.10.26 20:00:00		filled	WMT
2020.11.11 18:59:58	47	WMT	sell	37 / 37		0.00			2020.11.11 18:59:58		filled	tp 148.52
2020.12.22 21:00:00	48	WMT	buy	36 / 36		0.00		151.02	2020.12.22 21:00:00		filled	WMT
2021.03.30 22:59:59	49	WMT	sell	36 / 36		0.00			2021.03.30 22:59:59		filled	end of test
Deals
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
2012.01.05 17:00:00	2	WMT	buy	in	85	58.75	2	-1.70	0.00	0.00	99 998.30	WMT
2012.01.26 16:00:00	3	WMT	sell	out	85	61.69	3	-1.70	-0.04	249.90	100 246.46	tp 61.69
2012.02.21 16:00:00	4	WMT	buy	in	83	60.39	4	-1.66	0.00	0.00	100 244.80	WMT
2012.05.22 17:59:58	5	WMT	sell	out	83	63.41	5	-1.66	-0.15	250.66	100 493.65	tp 63.41
2012.07.19 21:00:00	6	WMT	buy	in	71	70.68	6	-1.42	0.00	0.00	100 492.23	WMT
2012.07.27 16:59:59	7	WMT	sell	out	71	74.21	7	-1.42	-0.01	250.63	100 741.43	tp 74.21
2012.08.16 16:00:00	8	WMT	buy	in	69	72.53	8	-1.38	0.00	0.00	100 740.05	WMT
2012.10.10 17:59:58	9	WMT	sell	out	69	76.16	9	-1.38	-0.09	250.47	100 989.05	tp 76.16
2012.11.01 22:00:00	10	WMT	buy	in	68	73.35	10	-1.36	0.00	0.00	100 987.69	WMT
2013.04.08 20:59:58	11	WMT	sell	out	68	77.02	11	-1.36	-0.27	249.56	101 235.62	tp 77.02
2013.06.20 18:00:00	12	WMT	buy	in	68	73.59	12	-1.36	0.00	0.00	101 234.26	WMT
2013.07.09 16:59:58	13	WMT	sell	out	68	77.27	13	-1.36	-0.03	250.24	101 483.11	tp 77.27
2013.08.07 16:00:00	14	WMT	buy	in	65	77.12	14	-1.30	0.00	0.00	101 481.81	WMT
2013.11.27 21:59:58	15	WMT	sell	out	65	80.98	15	-1.30	-0.17	250.90	101 731.24	tp 80.98
2014.01.16 18:00:00	16	WMT	buy	in	66	77.02	16	-1.32	0.00	0.00	101 729.92	WMT
2014.11.13 16:00:00	17	WMT	sell	out	66	80.87	17	-1.32	-0.47	254.10	101 982.23	tp 80.87
2015.02.19 16:00:00	18	WMT	buy	in	60	84.32	18	-1.20	0.00	0.00	101 981.03	WMT
2017.10.23 18:59:58	19	WMT	sell	out	60	88.54	19	-1.20	-1.54	253.20	102 231.49	tp 88.54
2018.02.06 16:00:00	20	WMT	buy	in	52	97.50	20	-1.04	0.00	0.00	102 230.45	WMT
2018.02.07 17:59:58	21	WMT	sell	out	52	102.37	21	-1.04	0.00	253.24	102 482.65	tp 102.37
2018.02.20 17:00:00	22	WMT	buy	in	53	95.27	22	-1.06	0.00	0.00	102 481.59	WMT
2018.08.16 16:59:57	23	WMT	sell	out	53	100.03	23	-1.06	-0.25	252.28	102 732.56	tp 100.03
2018.09.27 16:00:00	24	WMT	buy	in	54	94.20	24	-1.08	0.00	0.00	102 731.48	WMT
2018.10.24 19:59:57	25	WMT	sell	out	54	98.91	25	-1.08	-0.04	254.34	102 984.70	tp 98.91
2018.11.15 18:00:00	26	WMT	buy	in	52	98.70	26	-1.04	0.00	0.00	102 983.66	WMT
2019.02.19 16:59:58	27	WMT	sell	out	52	103.63	27	-1.04	-0.14	256.36	103 238.84	tp 103.63
2019.04.26 16:00:00	28	WMT	buy	in	51	99.72	28	-1.02	0.00	0.00	103 237.82	WMT
2019.06.05 22:59:57	29	WMT	sell	out	51	104.71	29	-1.02	-0.06	254.49	103 491.23	tp 104.71
2019.07.23 17:00:00	30	WMT	buy	in	46	111.82	30	-0.92	0.00	0.00	103 490.31	WMT
2019.09.05 16:00:00	31	WMT	sell	out	46	117.41	31	-0.92	-0.06	257.14	103 746.47	tp 117.41
2019.10.02 20:00:00	32	WMT	buy	in	44	115.97	32	-0.88	0.00	0.00	103 745.59	WMT
2019.11.14 16:00:00	33	WMT	sell	out	44	121.77	33	-0.88	-0.06	255.20	103 999.85	tp 121.77
2020.01.27 16:00:00	34	WMT	buy	in	46	113.02	34	-0.92	0.00	0.00	103 998.93	WMT
2020.02.18 16:00:00	35	WMT	sell	out	46	118.67	35	-0.92	-0.03	259.90	104 257.88	tp 118.67
2020.02.28 16:00:00	36	WMT	buy	in	48	108.10	36	-0.96	0.00	0.00	104 256.92	WMT
2020.03.02 17:59:58	37	WMT	sell	out	48	113.50	37	-0.96	-0.01	259.20	104 515.15	tp 113.50
2020.03.12 16:00:00	38	WMT	buy	in	49	106.25	38	-0.98	0.00	0.00	104 514.17	WMT
2020.03.13 22:59:58	39	WMT	sell	out	49	111.56	39	-0.98	0.00	260.19	104 773.38	tp 111.56
2020.04.29 16:00:00	40	WMT	buy	in	41	124.94	40	-0.82	0.00	0.00	104 772.56	WMT
2020.05.19 16:59:57	41	WMT	sell	out	41	131.18	41	-0.82	-0.03	255.84	105 027.55	tp 131.18
2020.06.05 17:00:00	42	WMT	buy	in	43	120.56	42	-0.86	0.00	0.00	105 026.69	WMT
2020.07.07 20:59:58	43	WMT	sell	out	43	126.59	43	-0.86	-0.05	259.29	105 285.07	tp 126.59
2020.07.29 21:00:00	44	WMT	buy	in	40	130.01	44	-0.80	0.00	0.00	105 284.27	WMT
2020.08.18 16:00:00	45	WMT	sell	out	40	136.51	45	-0.80	-0.03	260.00	105 543.44	tp 136.51
2020.10.26 20:00:00	46	WMT	buy	in	37	141.45	46	-0.74	0.00	0.00	105 542.70	WMT
2020.11.11 18:59:58	47	WMT	sell	out	37	148.52	47	-0.74	-0.02	261.59	105 803.53	tp 148.52
2020.12.22 21:00:00	48	WMT	buy	in	36	143.83	48	-0.72	0.00	0.00	105 802.81	WMT
2021.03.30 22:59:59	49	WMT	sell	out	36	135.54	49	-0.72	-0.02	-298.44	105 503.63	end of test
								-53.08	-3.57	5 560.28	105 503.63