Informe del Probador de Estrategias |
||||||||||||
Darwinex-Demo (Build 3644) |
||||||||||||
Configuración |
||||||||||||
| Experto: | Multi-indicador | |||||||||||
| Símbolo: | J225 | |||||||||||
| Período: | M15 (2022.03.01 - 2023.03.19) | |||||||||||
| Empresa: | Darwinex | |||||||||||
| Divisa: | USD | |||||||||||
| Depósito inicial: | 10 000.00 | |||||||||||
| Apalancamiento: | 1:100 | |||||||||||
Resultados |
||||||||||||
| Calidad del historial: | 99% | |||||||||||
| Barras: | 24795 | Ticks: | 92105 | Símbolos: | 1 | |||||||
| Beneficio Neto: | 12 213.40 | Reducción absoluta del balance: | 0.30 | Reducción absoluta de la equidad: | 101.53 | |||||||
| Beneficio Bruto: | 14 628.75 | Reducción máxima del balance: | 2 412.92 (13.48%) | Reducción máxima de la equidad: | 2 962.11 (16.23%) | |||||||
| Pérdidas Brutas: | -2 415.35 | Reducción relativa del balance: | 13.48% (2 412.92) | Reducción relativa de la equidad: | 16.23% (2 962.11) | |||||||
| Factor de Beneficio: | 6.06 | Beneficio Esperado: | 939.49 | Nivel de margen: | 712.33% | |||||||
| Factor de Recuperación: | 4.12 | Ratio de Sharpe: | 0.85 | Z-Score: | -1.79 (92.65%) | |||||||
| AHPR: | 1.0656 (6.56%) | LR Correlation: | 0.91 | Resultado de OnTester: | 0 | |||||||
| GHPR: | 1.0633 (6.33%) | LR Standard Error: | 1 401.87 | |||||||||
| Total de operaciones ejecutadas: | 13 | Posiciones cortas (% rentables): | 9 (66.67%) | Posiciones largas (% rentables): | 4 (100.00%) | |||||||
| Total de transacciones: | 26 | Posiciones rentables (% del total): | 10 (76.92%) | Posiciones no rentables (% del total): | 3 (23.08%) | |||||||
| La transacción rentable: | 1 740.15 | La transacción no rentable: | -830.43 | |||||||||
| Promedio de transacción rentable: | 1 462.88 | Promedio de transacción no rentable: | -805.12 | |||||||||
| El número máximo de ganancias consecutivas ($): | 5 (7 902.86) | El número máximo de pérdidas consecutivas ($): | 3 (-2 411.88) | |||||||||
| El máximo de beneficio consecutivo (número de ganancias): | 7 902.86 (5) | El máximo de pérdidas consecutivas (número de pérdidas): | -2 411.88 (3) | |||||||||
| Promedio de ganancias consecutivas: | 5 | Promedio de pérdidas consecutivas: | 3 | |||||||||
 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
 |
||||||||||||
| Correlation (Profits,MFE): | 0.96 | Correlation (Profits,MAE): | 0.76 | Correlation (MFE,MAE): | 0.8003 | |||||||
 |
||||||||||||
| Tiempo mínimo para retener la posición: | 108:59:56 | Tiempo máximo para retener la posición: | 1113:29:56 | Tiempo medio para retener la posición: | 454:41:29 | |||||||
 |
||||||||||||
Órdenes |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Hora de apertura | Orden | Símbolo | Tipo | Volumen | Precio | S / L | T / P | Fecha/Hora | Estado | Comentario | ||
| 2022.03.01 18:30:01 | 2 | J225 | sell | 1 / 1 | 0 | 2022.03.01 18:30:01 | filled | SELL | J225 | 1011 | ||||
| 2022.03.08 08:29:58 | 3 | J225 | buy | 1 / 1 | 0 | 2022.03.08 08:29:58 | filled | tp 24593 | ||||
| 2022.03.09 16:30:01 | 4 | J225 | buy | 1 / 1 | 0 | 2022.03.09 16:30:01 | filled | BUY | J225 | 1011 | ||||
| 2022.03.18 19:29:59 | 5 | J225 | sell | 1 / 1 | 0 | 2022.03.18 19:29:59 | filled | tp 27187 | ||||
| 2022.03.28 03:45:01 | 6 | J225 | sell | 1 / 1 | 0 | 2022.03.28 03:45:01 | filled | SELL | J225 | 1011 | ||||
| 2022.05.10 03:29:58 | 7 | J225 | buy | 1 / 1 | 0 | 2022.05.10 03:29:58 | filled | tp 25927 | ||||
| 2022.05.11 14:45:01 | 8 | J225 | buy | 1 / 1 | 0 | 2022.05.11 14:45:01 | filled | BUY | J225 | 1011 | ||||
| 2022.06.09 07:59:58 | 9 | J225 | sell | 1 / 1 | 0 | 2022.06.09 07:59:58 | filled | tp 28357 | ||||
| 2022.06.09 21:45:01 | 10 | J225 | sell | 1 / 1 | 0 | 2022.06.09 21:45:01 | filled | SELL | J225 | 1011 | ||||
| 2022.06.16 10:44:57 | 11 | J225 | buy | 1 / 1 | 0 | 2022.06.16 10:44:57 | filled | tp 26104 | ||||
| 2022.06.20 03:15:01 | 12 | J225 | sell | 1 / 1 | 0 | 2022.06.20 03:15:01 | filled | SELL | J225 | 1011 | ||||
| 2022.06.28 09:14:57 | 13 | J225 | buy | 1 / 1 | 0 | 2022.06.28 09:14:57 | filled | sl 27055 | ||||
| 2022.06.28 23:00:01 | 14 | J225 | sell | 1 / 1 | 0 | 2022.06.28 23:00:01 | filled | SELL | J225 | 1011 | ||||
| 2022.07.21 17:14:57 | 15 | J225 | buy | 1 / 1 | 0 | 2022.07.21 17:14:57 | filled | sl 27832 | ||||
| 2022.07.22 20:30:01 | 16 | J225 | sell | 1 / 1 | 0 | 2022.07.22 20:30:01 | filled | SELL | J225 | 1011 | ||||
| 2022.08.12 23:29:58 | 17 | J225 | buy | 1 / 1 | 0 | 2022.08.12 23:29:58 | filled | sl 28747 | ||||
| 2022.08.18 03:45:01 | 18 | J225 | sell | 1 / 1 | 0 | 2022.08.18 03:45:01 | filled | SELL | J225 | 1011 | ||||
| 2022.09.23 11:14:58 | 19 | J225 | buy | 1 / 1 | 0 | 2022.09.23 11:14:58 | filled | tp 26859 | ||||
| 2022.10.03 09:00:01 | 20 | J225 | buy | 1 / 1 | 0 | 2022.10.03 09:00:01 | filled | BUY | J225 | 1011 | ||||
| 2022.11.11 02:59:59 | 21 | J225 | sell | 1 / 1 | 0 | 2022.11.11 02:59:59 | filled | tp 28196 | ||||
| 2022.11.14 23:00:01 | 22 | J225 | sell | 1 / 1 | 0 | 2022.11.14 23:00:01 | filled | SELL | J225 | 1011 | ||||
| 2022.12.29 04:44:58 | 23 | J225 | buy | 1 / 1 | 0 | 2022.12.29 04:44:58 | filled | tp 25934 | ||||
| 2022.12.29 17:00:01 | 24 | J225 | buy | 1 / 1 | 0 | 2022.12.29 17:00:01 | filled | BUY | J225 | 1011 | ||||
| 2023.03.06 02:29:57 | 25 | J225 | sell | 1 / 1 | 0 | 2023.03.06 02:29:57 | filled | tp 28263 | ||||
| 2023.03.09 12:00:01 | 26 | J225 | sell | 1 / 1 | 0 | 2023.03.09 12:00:01 | filled | SELL | J225 | 1011 | ||||
| 2023.03.17 23:59:59 | 27 | J225 | buy | 1 / 1 | 0 | 2023.03.17 23:59:59 | filled | end of test | ||||
Transacciones |
||||||||||||
| Fecha/Hora | Transacción | Símbolo | Tipo | Dirección | Volumen | Precio | Orden | Comisión | Swap | Beneficio | Balance | Comentario |
| 2022.03.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2022.03.01 18:30:01 | 2 | J225 | sell | in | 1 | 26612 | 2 | -0.30 | 0.00 | 0.00 | 9 999.70 | SELL | J225 | 1011 |
| 2022.03.08 08:29:58 | 3 | J225 | buy | out | 1 | 24593 | 3 | -0.30 | -7.07 | 1 747.52 | 11 739.85 | tp 24593 |
| 2022.03.09 16:30:01 | 4 | J225 | buy | in | 1 | 25170 | 4 | -0.30 | 0.00 | 0.00 | 11 739.55 | BUY | J225 | 1011 |
| 2022.03.18 19:29:59 | 5 | J225 | sell | out | 1 | 27187 | 5 | -0.29 | -8.80 | 1 693.19 | 13 423.65 | tp 27187 |
| 2022.03.28 03:45:01 | 6 | J225 | sell | in | 1 | 27945 | 6 | -0.29 | 0.00 | 0.00 | 13 423.36 | SELL | J225 | 1011 |
| 2022.05.10 03:29:58 | 7 | J225 | buy | out | 1 | 25927 | 7 | -0.27 | -39.37 | 1 549.83 | 14 933.55 | tp 25927 |
| 2022.05.11 14:45:01 | 8 | J225 | buy | in | 1 | 26342 | 8 | -0.27 | 0.00 | 0.00 | 14 933.28 | BUY | J225 | 1011 |
| 2022.06.09 07:59:58 | 9 | J225 | sell | out | 1 | 28357 | 9 | -0.26 | -25.86 | 1 502.92 | 16 410.08 | tp 28357 |
| 2022.06.09 21:45:01 | 10 | J225 | sell | in | 1 | 28119 | 10 | -0.26 | 0.00 | 0.00 | 16 409.82 | SELL | J225 | 1011 |
| 2022.06.16 10:44:57 | 11 | J225 | buy | out | 1 | 26104 | 11 | -0.26 | -6.04 | 1 497.92 | 17 901.44 | tp 26104 |
| 2022.06.20 03:15:01 | 12 | J225 | sell | in | 1 | 25970 | 12 | -0.26 | 0.00 | 0.00 | 17 901.18 | SELL | J225 | 1011 |
| 2022.06.28 09:14:57 | 13 | J225 | buy | out | 1 | 27055 | 13 | -0.26 | -6.85 | -801.22 | 17 092.85 | sl 27055 |
| 2022.06.28 23:00:01 | 14 | J225 | sell | in | 1 | 26790 | 14 | -0.26 | 0.00 | 0.00 | 17 092.59 | SELL | J225 | 1011 |
| 2022.07.21 17:14:57 | 15 | J225 | buy | out | 1 | 27832 | 15 | -0.25 | -19.47 | -753.40 | 16 319.47 | sl 27832 |
| 2022.07.22 20:30:01 | 16 | J225 | sell | in | 1 | 27663 | 16 | -0.26 | 0.00 | 0.00 | 16 319.21 | SELL | J225 | 1011 |
| 2022.08.12 23:29:58 | 17 | J225 | buy | out | 1 | 28747 | 17 | -0.26 | -18.11 | -812.06 | 15 488.78 | sl 28747 |
| 2022.08.18 03:45:01 | 18 | J225 | sell | in | 1 | 28874 | 18 | -0.26 | 0.00 | 0.00 | 15 488.52 | SELL | J225 | 1011 |
| 2022.09.23 11:14:58 | 19 | J225 | buy | out | 1 | 26859 | 19 | -0.25 | -29.73 | 1 416.51 | 16 875.05 | tp 26859 |
| 2022.10.03 09:00:01 | 20 | J225 | buy | in | 1 | 26181 | 20 | -0.24 | 0.00 | 0.00 | 16 874.81 | BUY | J225 | 1011 |
| 2022.11.11 02:59:59 | 21 | J225 | sell | out | 1 | 28196 | 21 | -0.25 | -30.54 | 1 421.65 | 18 265.67 | tp 28196 |
| 2022.11.14 23:00:01 | 22 | J225 | sell | in | 1 | 27948 | 22 | -0.25 | 0.00 | 0.00 | 18 265.42 | SELL | J225 | 1011 |
| 2022.12.29 04:44:58 | 23 | J225 | buy | out | 1 | 25934 | 23 | -0.26 | -38.19 | 1 508.75 | 19 735.72 | tp 25934 |
| 2022.12.29 17:00:01 | 24 | J225 | buy | in | 1 | 26249 | 24 | -0.26 | 0.00 | 0.00 | 19 735.46 | BUY | J225 | 1011 |
| 2023.03.06 02:29:57 | 25 | J225 | sell | out | 1 | 28263 | 25 | -0.26 | -58.38 | 1 481.23 | 21 158.05 | tp 28263 |
| 2023.03.09 12:00:01 | 26 | J225 | sell | in | 1 | 28381 | 26 | -0.26 | 0.00 | 0.00 | 21 157.79 | SELL | J225 | 1011 |
| 2023.03.17 23:59:59 | 27 | J225 | buy | out | 1 | 26980 | 27 | -0.27 | -6.90 | 1 062.78 | 22 213.40 | end of test |
| -6.91 | -295.31 | 12 515.62 | 22 213.40 | |||||||||