Informe del Probador de Estrategias
Darwinex-Demo (Build 3644)
Configuración
Experto: Multi-indicador
Símbolo: UK100
Período: M15 (2022.03.01 - 2023.03.19)
Empresa: Darwinex
Divisa: USD
Depósito inicial: 10 000.00
Apalancamiento: 1:100
Resultados
Calidad del historial: 96%
Barras: 24104 Ticks: 92540 Símbolos: 1
Beneficio Neto: 25 162.75 Reducción absoluta del balance: 1 907.95 Reducción absoluta de la equidad: 2 041.62
Beneficio Bruto: 36 398.13 Reducción máxima del balance: 2 315.67 (15.28%) Reducción máxima de la equidad: 3 364.39 (18.74%)
Pérdidas Brutas: -11 235.38 Reducción relativa del balance: 19.08% (1 907.95) Reducción relativa de la equidad: 23.12% (2 393.54)
Factor de Beneficio: 3.24 Beneficio Esperado: 698.97 Nivel de margen: 152.70%
Factor de Recuperación: 7.48 Ratio de Sharpe: 2.12 Z-Score: 0.85 (60.47%)
AHPR: 1.0409 (4.09%) LR Correlation: 0.96 Resultado de OnTester: 0
GHPR: 1.0355 (3.55%) LR Standard Error: 1 802.55
Total de operaciones ejecutadas: 36 Posiciones cortas (% rentables): 18 (61.11%) Posiciones largas (% rentables): 18 (61.11%)
Total de transacciones: 72 Posiciones rentables (% del total): 22 (61.11%) Posiciones no rentables (% del total): 14 (38.89%)
La transacción rentable: 3 298.70 La transacción no rentable: -1 294.15
Promedio de transacción rentable: 1 654.46 Promedio de transacción no rentable: -802.53
El número máximo de ganancias consecutivas ($): 4 (8 354.52) El número máximo de pérdidas consecutivas ($): 3 (-2 302.97)
El máximo de beneficio consecutivo (número de ganancias): 8 354.52 (4) El máximo de pérdidas consecutivas (número de pérdidas): -2 302.97 (3)
Promedio de ganancias consecutivas: 2 Promedio de pérdidas consecutivas: 1
Graph
Graph
Correlation (Profits,MFE): 0.96 Correlation (Profits,MAE): 0.68 Correlation (MFE,MAE): 0.7655
Graph
Tiempo mínimo para retener la posición: 4:44:57 Tiempo máximo para retener la posición: 347:14:56 Tiempo medio para retener la posición: 97:28:16
Graph
Órdenes
Hora de apertura Orden Símbolo Tipo Volumen Precio S / L T / P Fecha/Hora Estado Comentario
2022.03.03 22:00:012UK100buy0.93 / 0.930.02022.03.03 22:00:01filledBUY | UK100 | 1011
2022.03.04 02:44:583UK100sell0.93 / 0.930.02022.03.04 02:44:58filledsl 7144.2
2022.03.08 21:45:014UK100sell0.93 / 0.930.02022.03.08 21:45:01filledSELL | UK100 | 1011
2022.03.09 09:29:585UK100buy0.93 / 0.930.02022.03.09 09:29:58filledsl 7108.9
2022.03.15 17:45:016UK100buy0.93 / 0.930.02022.03.15 17:45:01filledBUY | UK100 | 1011
2022.03.18 19:44:587UK100sell0.93 / 0.930.02022.03.18 19:44:58filledtp 7417.0
2022.03.22 23:00:018UK100buy0.93 / 0.930.02022.03.22 23:00:01filledBUY | UK100 | 1011
2022.04.12 10:14:579UK100sell0.93 / 0.930.02022.04.12 10:14:57filledsl 7546.7
2022.04.19 03:15:0110UK100sell0.93 / 0.930.02022.04.19 03:15:01filledSELL | UK100 | 1011
2022.04.25 11:59:5811UK100buy0.93 / 0.930.02022.04.25 11:59:58filledtp 7351.2
2022.05.05 22:15:0112UK100buy0.93 / 0.930.02022.05.05 22:15:01filledBUY | UK100 | 1011
2022.05.06 16:44:5813UK100sell0.93 / 0.930.02022.05.06 16:44:58filledsl 7386.5
2022.05.23 18:30:0114UK100sell0.93 / 0.930.02022.05.23 18:30:01filledSELL | UK100 | 1011
2022.05.25 06:44:5815UK100buy0.93 / 0.930.02022.05.25 06:44:58filledsl 7555.7
2022.05.30 17:00:0116UK100buy0.93 / 0.930.02022.05.30 17:00:01filledBUY | UK100 | 1011
2022.06.01 18:29:5817UK100sell0.93 / 0.930.02022.06.01 18:29:58filledsl 7527.4
2022.06.15 12:45:0118UK100sell0.93 / 0.930.02022.06.15 12:45:01filledSELL | UK100 | 1011
2022.06.16 21:59:5819UK100buy0.93 / 0.930.02022.06.16 21:59:58filledtp 7009.7
2022.06.16 23:00:0120UK100buy0.93 / 0.930.02022.06.16 23:00:01filledBUY | UK100 | 1011
2022.06.17 18:29:5821UK100sell0.93 / 0.930.02022.06.17 18:29:58filledsl 7016.9
2022.06.17 23:30:0122UK100buy0.93 / 0.930.02022.06.17 23:30:01filledBUY | UK100 | 1011
2022.06.22 08:59:5923UK100sell0.93 / 0.930.02022.06.22 08:59:59filledsl 7077.5
2022.06.30 08:45:0124UK100buy0.93 / 0.930.02022.06.30 08:45:01filledBUY | UK100 | 1011
2022.06.30 16:44:5825UK100sell0.93 / 0.930.02022.06.30 16:44:58filledsl 7127.1
2022.07.07 09:30:0126UK100sell0.93 / 0.930.02022.07.07 09:30:01filledSELL | UK100 | 1011
2022.07.15 12:14:5827UK100buy0.93 / 0.930.02022.07.15 12:14:58filledsl 7136.6
2022.07.18 02:30:0128UK100sell0.93 / 0.930.02022.07.18 02:30:01filledSELL | UK100 | 1011
2022.07.19 17:14:5829UK100buy0.93 / 0.930.02022.07.19 17:14:58filledsl 7282.6
2022.07.21 16:30:0130UK100buy0.93 / 0.930.02022.07.21 16:30:01filledBUY | UK100 | 1011
2022.08.04 15:29:5831UK100sell0.93 / 0.930.02022.08.04 15:29:58filledtp 7490.6
2022.08.08 16:30:0132UK100sell0.93 / 0.930.02022.08.08 16:30:01filledSELL | UK100 | 1011
2022.08.19 16:44:5733UK100buy0.93 / 0.930.02022.08.19 16:44:57filledsl 7578.4
2022.08.26 02:15:0134UK100sell0.93 / 0.930.02022.08.26 02:15:01filledSELL | UK100 | 1011
2022.09.01 02:44:5735UK100buy0.93 / 0.930.02022.09.01 02:44:57filledtp 7234.8
2022.09.14 03:15:0136UK100buy0.93 / 0.930.02022.09.14 03:15:01filledBUY | UK100 | 1011
2022.09.16 18:44:5837UK100sell0.93 / 0.930.02022.09.16 18:44:58filledsl 7229.0
2022.09.22 13:45:0138UK100sell0.93 / 0.930.02022.09.22 13:45:01filledSELL | UK100 | 1011
2022.09.26 13:29:5739UK100buy0.93 / 0.930.02022.09.26 13:29:57filledtp 6950.1
2022.09.27 16:45:0140UK100sell0.93 / 0.930.02022.09.27 16:45:01filledSELL | UK100 | 1011
2022.09.28 13:44:5841UK100buy0.93 / 0.930.02022.09.28 13:44:58filledsl 6965.8
2022.09.28 20:30:0142UK100sell0.93 / 0.930.02022.09.28 20:30:01filledSELL | UK100 | 1011
2022.10.03 16:59:5743UK100buy0.93 / 0.930.02022.10.03 16:59:57filledsl 6908.1
2022.10.07 09:45:0144UK100buy0.93 / 0.930.02022.10.07 09:45:01filledBUY | UK100 | 1011
2022.10.11 10:14:5845UK100sell0.93 / 0.930.02022.10.11 10:14:58filledsl 6902.5
2022.10.14 04:15:0146UK100sell0.93 / 0.930.02022.10.14 04:15:01filledSELL | UK100 | 1011
2022.10.17 16:44:5847UK100buy0.93 / 0.930.02022.10.17 16:44:58filledsl 6948.6
2022.10.20 09:45:0148UK100buy0.93 / 0.930.02022.10.20 09:45:01filledBUY | UK100 | 1011
2022.10.24 11:29:5849UK100sell0.93 / 0.930.02022.10.24 11:29:58filledsl 6930.7
2022.10.26 14:45:0150UK100buy0.93 / 0.930.02022.10.26 14:45:01filledBUY | UK100 | 1011
2022.11.02 22:59:5751UK100sell0.93 / 0.930.02022.11.02 22:59:57filledsl 7104.9
2022.11.08 06:45:0152UK100buy0.93 / 0.930.02022.11.08 06:45:01filledBUY | UK100 | 1011
2022.11.14 01:00:0053UK100sell0.93 / 0.930.02022.11.14 01:00:00filledsl 7316.7
2022.11.18 15:15:0154UK100sell0.93 / 0.930.02022.11.18 15:15:01filledSELL | UK100 | 1011
2022.11.22 22:59:5855UK100buy0.93 / 0.930.02022.11.22 22:59:58filledsl 7479.0
2022.11.25 03:00:0156UK100buy0.93 / 0.930.02022.11.25 03:00:01filledBUY | UK100 | 1011
2022.12.07 12:59:5857UK100sell0.93 / 0.930.02022.12.07 12:59:58filledsl 7506.5
2022.12.13 09:15:0158UK100sell0.93 / 0.930.02022.12.13 09:15:01filledSELL | UK100 | 1011
2022.12.21 12:29:5859UK100buy0.93 / 0.930.02022.12.21 12:29:58filledsl 7427.3
2022.12.29 10:30:0160UK100buy0.93 / 0.930.02022.12.29 10:30:01filledBUY | UK100 | 1011
2023.01.09 01:14:5761UK100sell0.93 / 0.930.02023.01.09 01:14:57filledtp 7738.5
2023.01.10 05:15:0162UK100buy0.93 / 0.930.02023.01.10 05:15:01filledBUY | UK100 | 1011
2023.01.19 13:44:5863UK100sell0.93 / 0.930.02023.01.19 13:44:58filledsl 7758.7
2023.01.24 06:30:0164UK100sell0.93 / 0.930.02023.01.24 06:30:01filledSELL | UK100 | 1011
2023.02.02 15:29:5865UK100buy0.93 / 0.930.02023.02.02 15:29:58filledsl 7835.1
2023.02.07 07:45:0166UK100buy0.93 / 0.930.02023.02.07 07:45:01filledBUY | UK100 | 1011
2023.02.22 10:14:5867UK100sell0.93 / 0.930.02023.02.22 10:14:58filledsl 7930.3
2023.02.27 11:45:0168UK100sell0.93 / 0.930.02023.02.27 11:45:01filledSELL | UK100 | 1011
2023.03.13 11:44:5869UK100buy0.93 / 0.930.02023.03.13 11:44:58filledtp 7673.4
2023.03.15 10:30:0170UK100sell0.93 / 0.930.02023.03.15 10:30:01filledSELL | UK100 | 1011
2023.03.15 19:14:5871UK100buy0.93 / 0.930.02023.03.15 19:14:58filledtp 7361.9
2023.03.17 03:45:0172UK100sell0.93 / 0.930.02023.03.17 03:45:01filledSELL | UK100 | 1011
2023.03.17 23:59:5973UK100buy0.93 / 0.930.02023.03.17 23:59:59filledend of test
Transacciones
Fecha/Hora Transacción Símbolo Tipo Dirección Volumen Precio Orden Comisión Swap Beneficio Balance Comentario
2022.03.01 00:00:001balance0.000.0010 000.0010 000.00
2022.03.03 22:00:012UK100buyin0.937235.92-3.410.000.009 996.59BUY | UK100 | 1011
2022.03.04 02:44:583UK100sellout0.937144.23-3.41-14.16-1 137.438 841.59sl 7144.2
2022.03.08 21:45:014UK100sellin0.937047.84-3.350.000.008 838.24SELL | UK100 | 1011
2022.03.09 09:29:585UK100buyout0.937108.95-3.366.24-745.738 095.39sl 7108.9
2022.03.15 17:45:016UK100buyin0.937144.36-3.340.000.008 092.05BUY | UK100 | 1011
2022.03.18 19:44:587UK100sellout0.937417.07-3.37-41.743 343.8111 390.75tp 7417.0
2022.03.22 23:00:018UK100buyin0.937482.08-3.390.000.0011 387.36BUY | UK100 | 1011
2022.04.12 10:14:579UK100sellout0.937546.79-3.33-292.27782.3311 874.09sl 7546.7
2022.04.19 03:15:0110UK100sellin0.937623.910-3.330.000.0011 870.76SELL | UK100 | 1011
2022.04.25 11:59:5811UK100buyout0.937351.211-3.2661.713 230.4715 159.68tp 7351.2
2022.05.05 22:15:0112UK100buyin0.937475.012-3.160.000.0015 156.52BUY | UK100 | 1011
2022.05.06 16:44:5813UK100sellout0.937386.513-3.15-13.11-1 012.4414 127.82sl 7386.5
2022.05.23 18:30:0114UK100sellin0.937505.614-3.220.000.0014 124.60SELL | UK100 | 1011
2022.05.25 06:44:5815UK100buyout0.937555.715-3.2111.96-584.2213 549.13sl 7555.7
2022.05.30 17:00:0116UK100buyin0.937585.016-3.230.000.0013 545.90BUY | UK100 | 1011
2022.06.01 18:29:5817UK100sellout0.937527.417-3.19-26.79-668.8212 847.10sl 7527.4
2022.06.15 12:45:0118UK100sellin0.937282.618-3.090.000.0012 844.01SELL | UK100 | 1011
2022.06.16 21:59:5819UK100buyout0.937009.719-3.165.803 134.1615 980.81tp 7009.7
2022.06.16 23:00:0120UK100buyin0.937019.320-3.160.000.0015 977.65BUY | UK100 | 1011
2022.06.17 18:29:5821UK100sellout0.937016.921-3.13-13.11-27.2715 934.14sl 7016.9
2022.06.17 23:30:0122UK100buyin0.937020.122-3.130.000.0015 931.01BUY | UK100 | 1011
2022.06.22 08:59:5923UK100sellout0.937077.523-3.13-64.93652.8516 515.80sl 7077.5
2022.06.30 08:45:0124UK100buyin0.937241.424-3.100.000.0016 512.70BUY | UK100 | 1011
2022.06.30 16:44:5825UK100sellout0.937127.125-3.110.00-1 291.0415 218.55sl 7127.1
2022.07.07 09:30:0126UK100sellin0.937186.226-3.060.000.0015 215.49SELL | UK100 | 1011
2022.07.15 12:14:5827UK100buyout0.937136.627-3.0345.52546.2515 804.23sl 7136.6
2022.07.18 02:30:0128UK100sellin0.937177.028-3.040.000.0015 801.19SELL | UK100 | 1011
2022.07.19 17:14:5829UK100buyout0.937282.629-3.085.69-1 182.4714 621.33sl 7282.6
2022.07.21 16:30:0130UK100buyin0.937217.830-3.050.000.0014 618.28BUY | UK100 | 1011
2022.08.04 15:29:5831UK100sellout0.937490.631-3.09-179.853 062.5917 497.93tp 7490.6
2022.08.08 16:30:0132UK100sellin0.937500.332-3.100.000.0017 494.83SELL | UK100 | 1011
2022.08.19 16:44:5733UK100buyout0.937578.433-3.0363.38-859.6116 695.57sl 7578.4
2022.08.26 02:15:0134UK100sellin0.937500.834-3.030.000.0016 692.54SELL | UK100 | 1011
2022.09.01 02:44:5735UK100buyout0.937234.835-2.9733.402 867.9819 590.95tp 7234.8
2022.09.14 03:15:0136UK100buyin0.937334.536-2.940.000.0019 588.01BUY | UK100 | 1011
2022.09.16 18:44:5837UK100sellout0.937229.037-2.92-24.42-1 119.6718 441.00sl 7229.0
2022.09.22 13:45:0138UK100sellin0.937222.538-2.900.000.0018 438.10SELL | UK100 | 1011
2022.09.26 13:29:5739UK100buyout0.936950.139-2.7320.852 707.2621 163.48tp 6950.1
2022.09.27 16:45:0140UK100sellin0.937041.640-2.750.000.0021 160.73SELL | UK100 | 1011
2022.09.28 13:44:5841UK100buyout0.936965.841-2.745.11755.4121 918.51sl 6965.8
2022.09.28 20:30:0142UK100sellin0.937019.042-2.780.000.0021 915.73SELL | UK100 | 1011
2022.10.03 16:59:5743UK100buyout0.936908.143-2.8726.401 155.8023 095.06sl 6908.1
2022.10.07 09:45:0144UK100buyin0.936985.444-2.850.000.0023 092.21BUY | UK100 | 1011
2022.10.11 10:14:5845UK100sellout0.936902.545-2.82-47.02-850.9022 191.47sl 6902.5
2022.10.14 04:15:0146UK100sellin0.936892.946-2.890.000.0022 188.58SELL | UK100 | 1011
2022.10.17 16:44:5847UK100buyout0.936948.647-2.9115.97-588.8721 612.77sl 6948.6
2022.10.20 09:45:0148UK100buyin0.936915.648-2.870.000.0021 609.90BUY | UK100 | 1011
2022.10.24 11:29:5849UK100sellout0.936930.749-2.90-47.87159.2721 718.40sl 6930.7
2022.10.26 14:45:0150UK100buyin0.936982.950-2.960.000.0021 715.44BUY | UK100 | 1011
2022.11.02 22:59:5751UK100sellout0.937104.951-2.92-85.921 295.6222 922.22sl 7104.9
2022.11.08 06:45:0152UK100buyin0.937273.152-2.940.000.0022 919.28BUY | UK100 | 1011
2022.11.14 01:00:0053UK100sellout0.937316.753-3.01-74.40477.4823 319.35sl 7316.7
2022.11.18 15:15:0154UK100sellin0.937411.654-3.050.000.0023 316.30SELL | UK100 | 1011
2022.11.22 22:59:5855UK100buyout0.937479.055-3.0422.61-745.3722 590.50sl 7479.0
2022.11.25 03:00:0156UK100buyin0.937471.456-3.090.000.0022 587.41BUY | UK100 | 1011
2022.12.07 12:59:5857UK100sellout0.937506.557-3.11-154.56397.5422 827.28sl 7506.5
2022.12.13 09:15:0158UK100sellin0.937475.458-3.140.000.0022 824.14SELL | UK100 | 1011
2022.12.21 12:29:5859UK100buyout0.937427.359-3.1046.55543.0523 410.64sl 7427.3
2022.12.29 10:30:0160UK100buyin0.937466.260-3.080.000.0023 407.56BUY | UK100 | 1011
2023.01.09 01:14:5761UK100sellout0.937738.561-3.09-140.613 060.5526 324.41tp 7738.5
2023.01.10 05:15:0162UK100buyin0.937682.062-3.110.000.0026 321.30BUY | UK100 | 1011
2023.01.19 13:44:5863UK100sellout0.937758.763-3.15-116.76879.7227 081.11sl 7758.7
2023.01.24 06:30:0164UK100sellin0.937808.364-3.170.000.0027 077.94SELL | UK100 | 1011
2023.02.02 15:29:5865UK100buyout0.937835.165-3.1553.04-307.2526 820.58sl 7835.1
2023.02.07 07:45:0166UK100buyin0.937851.766-3.080.000.0026 817.50BUY | UK100 | 1011
2023.02.22 10:14:5867UK100sellout0.937930.367-3.10-192.08884.8827 507.20sl 7930.3
2023.02.27 11:45:0168UK100sellin0.937946.068-3.060.000.0027 504.14SELL | UK100 | 1011
2023.03.13 11:44:5869UK100buyout0.937673.469-3.1079.953 068.0730 649.06tp 7673.4
2023.03.15 10:30:0170UK100sellin0.937634.370-3.110.000.0030 645.95SELL | UK100 | 1011
2023.03.15 19:14:5871UK100buyout0.937361.971-3.080.003 048.3733 691.24tp 7361.9
2023.03.17 03:45:0172UK100sellin0.937440.472-3.100.000.0033 688.14SELL | UK100 | 1011
2023.03.17 23:59:5973UK100buyout0.937309.973-3.110.001 477.7235 162.75end of test
-221.92 -1 025.42 26 410.09 35 162.75