Informe del Probador de Estrategias |
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Darwinex-Demo (Build 3640) |
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Configuración |
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| Experto: | Multi-indicador | |||||||||||
| Símbolo: | SPX500 | |||||||||||
| Período: | M15 (2022.03.01 - 2023.03.19) | |||||||||||
| Empresa: | Darwinex | |||||||||||
| Divisa: | USD | |||||||||||
| Depósito inicial: | 10 000.00 | |||||||||||
| Apalancamiento: | 1:100 | |||||||||||
Resultados |
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| Calidad del historial: | 99% | |||||||||||
| Barras: | 24804 | Ticks: | 96359 | Símbolos: | 1 | |||||||
| Beneficio Neto: | 18 332.19 | Reducción absoluta del balance: | 0.19 | Reducción absoluta de la equidad: | 66.85 | |||||||
| Beneficio Bruto: | 19 814.33 | Reducción máxima del balance: | 1 356.65 (6.37%) | Reducción máxima de la equidad: | 2 882.45 (12.86%) | |||||||
| Pérdidas Brutas: | -1 482.14 | Reducción relativa del balance: | 6.37% (1 356.65) | Reducción relativa de la equidad: | 12.86% (2 882.45) | |||||||
| Factor de Beneficio: | 13.37 | Beneficio Esperado: | 872.96 | Nivel de margen: | 540.89% | |||||||
| Factor de Recuperación: | 6.36 | Ratio de Sharpe: | 1.85 | Z-Score: | 0.02 (1.60%) | |||||||
| AHPR: | 1.0518 (5.18%) | LR Correlation: | 0.98 | Resultado de OnTester: | 0 | |||||||
| GHPR: | 1.0508 (5.08%) | LR Standard Error: | 1 080.76 | |||||||||
| Total de operaciones ejecutadas: | 21 | Posiciones cortas (% rentables): | 13 (84.62%) | Posiciones largas (% rentables): | 8 (75.00%) | |||||||
| Total de transacciones: | 42 | Posiciones rentables (% del total): | 17 (80.95%) | Posiciones no rentables (% del total): | 4 (19.05%) | |||||||
| La transacción rentable: | 1 419.86 | La transacción no rentable: | -1 164.91 | |||||||||
| Promedio de transacción rentable: | 1 165.55 | Promedio de transacción no rentable: | -370.54 | |||||||||
| El número máximo de ganancias consecutivas ($): | 9 (11 313.14) | El número máximo de pérdidas consecutivas ($): | 2 (-1 356.08) | |||||||||
| El máximo de beneficio consecutivo (número de ganancias): | 11 313.14 (9) | El máximo de pérdidas consecutivas (número de pérdidas): | -1 356.08 (2) | |||||||||
| Promedio de ganancias consecutivas: | 4 | Promedio de pérdidas consecutivas: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.79 | Correlation (Profits,MAE): | 0.19 | Correlation (MFE,MAE): | -0.0353 | |||||||
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| Tiempo mínimo para retener la posición: | 0:14:59 | Tiempo máximo para retener la posición: | 1276:59:57 | Tiempo medio para retener la posición: | 297:56:23 | |||||||
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Órdenes |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Hora de apertura | Orden | Símbolo | Tipo | Volumen | Precio | S / L | T / P | Fecha/Hora | Estado | Comentario | ||
| 2022.03.01 10:45:01 | 2 | SPX500 | sell | 0.7 / 0.7 | 0.0 | 2022.03.01 10:45:01 | filled | SELL | SPX500 | 1011 | ||||
| 2022.03.02 13:30:00 | 3 | SPX500 | buy | 0.7 / 0.7 | 0.0 | 2022.03.02 13:30:00 | filled | |||||
| 2022.03.03 10:45:01 | 4 | SPX500 | sell | 0.7 / 0.7 | 0.0 | 2022.03.03 10:45:01 | filled | SELL | SPX500 | 1011 | ||||
| 2022.03.08 07:29:58 | 5 | SPX500 | buy | 0.7 / 0.7 | 0.0 | 2022.03.08 07:29:58 | filled | tp 4176.9 | ||||
| 2022.03.08 10:45:01 | 6 | SPX500 | buy | 0.7 / 0.7 | 0.0 | 2022.03.08 10:45:01 | filled | BUY | SPX500 | 1011 | ||||
| 2022.03.17 22:44:58 | 7 | SPX500 | sell | 0.7 / 0.7 | 0.0 | 2022.03.17 22:44:58 | filled | tp 4404.0 | ||||
| 2022.03.18 11:00:01 | 8 | SPX500 | buy | 0.7 / 0.7 | 0.0 | 2022.03.18 11:00:01 | filled | BUY | SPX500 | 1011 | ||||
| 2022.03.29 12:14:57 | 9 | SPX500 | sell | 0.7 / 0.7 | 0.0 | 2022.03.29 12:14:57 | filled | tp 4594.2 | ||||
| 2022.03.30 10:45:01 | 10 | SPX500 | sell | 0.7 / 0.7 | 0.0 | 2022.03.30 10:45:01 | filled | SELL | SPX500 | 1011 | ||||
| 2022.04.11 21:44:57 | 11 | SPX500 | buy | 0.7 / 0.7 | 0.0 | 2022.04.11 21:44:57 | filled | tp 4430.1 | ||||
| 2022.04.12 10:45:01 | 12 | SPX500 | sell | 0.7 / 0.7 | 0.0 | 2022.04.12 10:45:01 | filled | SELL | SPX500 | 1011 | ||||
| 2022.04.26 22:29:58 | 13 | SPX500 | buy | 0.7 / 0.7 | 0.0 | 2022.04.26 22:29:58 | filled | tp 4195.7 | ||||
| 2022.04.27 10:45:01 | 14 | SPX500 | sell | 0.7 / 0.7 | 0.0 | 2022.04.27 10:45:01 | filled | SELL | SPX500 | 1011 | ||||
| 2022.05.09 22:44:58 | 15 | SPX500 | buy | 0.7 / 0.7 | 0.0 | 2022.05.09 22:44:58 | filled | tp 3998.5 | ||||
| 2022.05.10 10:45:01 | 16 | SPX500 | sell | 0.7 / 0.7 | 0.0 | 2022.05.10 10:45:01 | filled | SELL | SPX500 | 1011 | ||||
| 2022.05.20 19:44:58 | 17 | SPX500 | buy | 0.7 / 0.7 | 0.0 | 2022.05.20 19:44:58 | filled | tp 3830.7 | ||||
| 2022.05.23 10:45:01 | 18 | SPX500 | sell | 0.7 / 0.7 | 0.0 | 2022.05.23 10:45:01 | filled | SELL | SPX500 | 1011 | ||||
| 2022.06.13 22:44:58 | 19 | SPX500 | buy | 0.7 / 0.7 | 0.0 | 2022.06.13 22:44:58 | filled | tp 3741.8 | ||||
| 2022.06.14 10:45:01 | 20 | SPX500 | sell | 0.7 / 0.7 | 0.0 | 2022.06.14 10:45:01 | filled | SELL | SPX500 | 1011 | ||||
| 2022.07.13 20:15:00 | 21 | SPX500 | buy | 0.7 / 0.7 | 0.0 | 2022.07.13 20:15:00 | filled | |||||
| 2022.07.14 10:45:01 | 22 | SPX500 | sell | 0.7 / 0.7 | 0.0 | 2022.07.14 10:45:01 | filled | SELL | SPX500 | 1011 | ||||
| 2022.07.27 01:15:00 | 23 | SPX500 | buy | 0.7 / 0.7 | 0.0 | 2022.07.27 01:15:00 | filled | |||||
| 2022.07.27 10:45:01 | 24 | SPX500 | buy | 0.7 / 0.7 | 0.0 | 2022.07.27 10:45:01 | filled | BUY | SPX500 | 1011 | ||||
| 2022.08.03 19:59:58 | 25 | SPX500 | sell | 0.7 / 0.7 | 0.0 | 2022.08.03 19:59:58 | filled | tp 4155.3 | ||||
| 2022.08.04 10:45:01 | 26 | SPX500 | buy | 0.7 / 0.7 | 0.0 | 2022.08.04 10:45:01 | filled | BUY | SPX500 | 1011 | ||||
| 2022.08.26 17:30:00 | 27 | SPX500 | sell | 0.7 / 0.7 | 0.0 | 2022.08.26 17:30:00 | filled | |||||
| 2022.08.29 10:45:01 | 28 | SPX500 | sell | 0.7 / 0.7 | 0.0 | 2022.08.29 10:45:01 | filled | SELL | SPX500 | 1011 | ||||
| 2022.09.19 13:29:57 | 29 | SPX500 | buy | 0.7 / 0.7 | 0.0 | 2022.09.19 13:29:57 | filled | tp 3832.5 | ||||
| 2022.09.20 10:45:01 | 30 | SPX500 | sell | 0.7 / 0.7 | 0.0 | 2022.09.20 10:45:01 | filled | SELL | SPX500 | 1011 | ||||
| 2022.09.23 13:59:58 | 31 | SPX500 | buy | 0.7 / 0.7 | 0.0 | 2022.09.23 13:59:58 | filled | tp 3706.8 | ||||
| 2022.09.26 10:45:01 | 32 | SPX500 | buy | 0.7 / 0.7 | 0.0 | 2022.09.26 10:45:01 | filled | BUY | SPX500 | 1011 | ||||
| 2022.10.28 21:44:58 | 33 | SPX500 | sell | 0.7 / 0.7 | 0.0 | 2022.10.28 21:44:58 | filled | tp 3898.3 | ||||
| 2022.10.31 11:00:01 | 34 | SPX500 | buy | 0.7 / 0.7 | 0.0 | 2022.10.31 11:00:01 | filled | BUY | SPX500 | 1011 | ||||
| 2022.11.18 21:45:00 | 35 | SPX500 | sell | 0.7 / 0.7 | 0.0 | 2022.11.18 21:45:00 | filled | |||||
| 2022.11.21 10:45:01 | 36 | SPX500 | buy | 0.7 / 0.7 | 0.0 | 2022.11.21 10:45:01 | filled | BUY | SPX500 | 1011 | ||||
| 2023.02.02 15:44:58 | 37 | SPX500 | sell | 0.7 / 0.7 | 0.0 | 2023.02.02 15:44:58 | filled | tp 4152.4 | ||||
| 2023.02.03 11:00:01 | 38 | SPX500 | sell | 0.7 / 0.7 | 0.0 | 2023.02.03 11:00:01 | filled | SELL | SPX500 | 1011 | ||||
| 2023.02.24 16:59:57 | 39 | SPX500 | buy | 0.7 / 0.7 | 0.0 | 2023.02.24 16:59:57 | filled | tp 3950.5 | ||||
| 2023.02.27 10:45:01 | 40 | SPX500 | buy | 0.7 / 0.7 | 0.0 | 2023.02.27 10:45:01 | filled | BUY | SPX500 | 1011 | ||||
| 2023.02.27 11:00:00 | 41 | SPX500 | sell | 0.7 / 0.7 | 0.0 | 2023.02.27 11:00:00 | filled | |||||
| 2023.02.28 10:45:01 | 42 | SPX500 | sell | 0.7 / 0.7 | 0.0 | 2023.02.28 10:45:01 | filled | SELL | SPX500 | 1011 | ||||
| 2023.03.17 23:59:59 | 43 | SPX500 | buy | 0.7 / 0.7 | 0.0 | 2023.03.17 23:59:59 | filled | end of test | ||||
Transacciones |
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| 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 10:45:01 | 2 | SPX500 | sell | in | 0.7 | 4378.4 | 2 | -0.19 | 0.00 | 0.00 | 9 999.81 | SELL | SPX500 | 1011 |
| 2022.03.02 13:30:00 | 3 | SPX500 | buy | out | 0.7 | 4338.9 | 3 | -0.19 | 2.32 | 276.50 | 10 278.44 | |
| 2022.03.03 10:45:01 | 4 | SPX500 | sell | in | 0.7 | 4372.5 | 4 | -0.19 | 0.00 | 0.00 | 10 278.25 | SELL | SPX500 | 1011 |
| 2022.03.08 07:29:58 | 5 | SPX500 | buy | out | 0.7 | 4176.9 | 5 | -0.19 | 11.61 | 1 369.20 | 11 658.87 | tp 4176.9 |
| 2022.03.08 10:45:01 | 6 | SPX500 | buy | in | 0.7 | 4208.4 | 6 | -0.19 | 0.00 | 0.00 | 11 658.68 | BUY | SPX500 | 1011 |
| 2022.03.17 22:44:58 | 7 | SPX500 | sell | out | 0.7 | 4404.0 | 7 | -0.19 | -41.48 | 1 369.20 | 12 986.21 | tp 4404.0 |
| 2022.03.18 11:00:01 | 8 | SPX500 | buy | in | 0.7 | 4398.8 | 8 | -0.19 | 0.00 | 0.00 | 12 986.02 | BUY | SPX500 | 1011 |
| 2022.03.29 12:14:57 | 9 | SPX500 | sell | out | 0.7 | 4594.2 | 9 | -0.19 | -50.69 | 1 367.80 | 14 302.94 | tp 4594.2 |
| 2022.03.30 10:45:01 | 10 | SPX500 | sell | in | 0.7 | 4625.6 | 10 | -0.19 | 0.00 | 0.00 | 14 302.75 | SELL | SPX500 | 1011 |
| 2022.04.11 21:44:57 | 11 | SPX500 | buy | out | 0.7 | 4430.1 | 11 | -0.19 | 27.86 | 1 368.50 | 15 698.92 | tp 4430.1 |
| 2022.04.12 10:45:01 | 12 | SPX500 | sell | in | 0.7 | 4391.2 | 12 | -0.19 | 0.00 | 0.00 | 15 698.73 | SELL | SPX500 | 1011 |
| 2022.04.26 22:29:58 | 13 | SPX500 | buy | out | 0.7 | 4195.7 | 13 | -0.19 | 32.51 | 1 368.50 | 17 099.55 | tp 4195.7 |
| 2022.04.27 10:45:01 | 14 | SPX500 | sell | in | 0.7 | 4194.3 | 14 | -0.19 | 0.00 | 0.00 | 17 099.36 | SELL | SPX500 | 1011 |
| 2022.05.09 22:44:58 | 15 | SPX500 | buy | out | 0.7 | 3998.5 | 15 | -0.19 | 27.86 | 1 370.60 | 18 497.63 | tp 3998.5 |
| 2022.05.10 10:45:01 | 16 | SPX500 | sell | in | 0.7 | 4026.6 | 16 | -0.19 | 0.00 | 0.00 | 18 497.44 | SELL | SPX500 | 1011 |
| 2022.05.20 19:44:58 | 17 | SPX500 | buy | out | 0.7 | 3830.7 | 17 | -0.19 | 23.21 | 1 371.30 | 19 891.76 | tp 3830.7 |
| 2022.05.23 10:45:01 | 18 | SPX500 | sell | in | 0.7 | 3937.7 | 18 | -0.19 | 0.00 | 0.00 | 19 891.57 | SELL | SPX500 | 1011 |
| 2022.06.13 22:44:58 | 19 | SPX500 | buy | out | 0.7 | 3741.8 | 19 | -0.19 | 48.75 | 1 371.30 | 21 311.43 | tp 3741.8 |
| 2022.06.14 10:45:01 | 20 | SPX500 | sell | in | 0.7 | 3793.7 | 20 | -0.19 | 0.00 | 0.00 | 21 311.24 | SELL | SPX500 | 1011 |
| 2022.07.13 20:15:00 | 21 | SPX500 | buy | out | 0.7 | 3830.6 | 21 | -0.19 | 67.32 | -258.30 | 21 120.07 | |
| 2022.07.14 10:45:01 | 22 | SPX500 | sell | in | 0.7 | 3784.4 | 22 | -0.19 | 0.00 | 0.00 | 21 119.88 | SELL | SPX500 | 1011 |
| 2022.07.27 01:15:00 | 23 | SPX500 | buy | out | 0.7 | 3955.1 | 23 | -0.19 | 30.18 | -1 194.90 | 19 954.97 | |
| 2022.07.27 10:45:01 | 24 | SPX500 | buy | in | 0.7 | 3959.4 | 24 | -0.19 | 0.00 | 0.00 | 19 954.78 | BUY | SPX500 | 1011 |
| 2022.08.03 19:59:58 | 25 | SPX500 | sell | out | 0.7 | 4155.3 | 25 | -0.19 | -32.26 | 1 371.30 | 21 293.63 | tp 4155.3 |
| 2022.08.04 10:45:01 | 26 | SPX500 | buy | in | 0.7 | 4154.9 | 26 | -0.19 | 0.00 | 0.00 | 21 293.44 | BUY | SPX500 | 1011 |
| 2022.08.26 17:30:00 | 27 | SPX500 | sell | out | 0.7 | 4154.5 | 27 | -0.19 | -101.39 | -2.80 | 21 189.06 | |
| 2022.08.29 10:45:01 | 28 | SPX500 | sell | in | 0.7 | 4028.3 | 28 | -0.19 | 0.00 | 0.00 | 21 188.87 | SELL | SPX500 | 1011 |
| 2022.09.19 13:29:57 | 29 | SPX500 | buy | out | 0.7 | 3832.5 | 29 | -0.19 | 48.75 | 1 370.60 | 22 608.03 | tp 3832.5 |
| 2022.09.20 10:45:01 | 30 | SPX500 | sell | in | 0.7 | 3902.6 | 30 | -0.19 | 0.00 | 0.00 | 22 607.84 | SELL | SPX500 | 1011 |
| 2022.09.23 13:59:58 | 31 | SPX500 | buy | out | 0.7 | 3706.8 | 31 | -0.19 | 6.96 | 1 370.60 | 23 985.21 | tp 3706.8 |
| 2022.09.26 10:45:01 | 32 | SPX500 | buy | in | 0.7 | 3702.5 | 32 | -0.19 | 0.00 | 0.00 | 23 985.02 | BUY | SPX500 | 1011 |
| 2022.10.28 21:44:58 | 33 | SPX500 | sell | out | 0.7 | 3898.3 | 33 | -0.19 | -147.48 | 1 370.60 | 25 207.95 | tp 3898.3 |
| 2022.10.31 11:00:01 | 34 | SPX500 | buy | in | 0.7 | 3899.6 | 34 | -0.19 | 0.00 | 0.00 | 25 207.76 | BUY | SPX500 | 1011 |
| 2022.11.18 21:45:00 | 35 | SPX500 | sell | out | 0.7 | 3950.3 | 35 | -0.19 | -82.96 | 354.90 | 25 479.51 | |
| 2022.11.21 10:45:01 | 36 | SPX500 | buy | in | 0.7 | 3956.7 | 36 | -0.19 | 0.00 | 0.00 | 25 479.32 | BUY | SPX500 | 1011 |
| 2023.02.02 15:44:58 | 37 | SPX500 | sell | out | 0.7 | 4152.4 | 37 | -0.19 | -336.41 | 1 369.90 | 26 512.62 | tp 4152.4 |
| 2023.02.03 11:00:01 | 38 | SPX500 | sell | in | 0.7 | 4146.3 | 38 | -0.19 | 0.00 | 0.00 | 26 512.43 | SELL | SPX500 | 1011 |
| 2023.02.24 16:59:57 | 39 | SPX500 | buy | out | 0.7 | 3950.5 | 39 | -0.19 | 48.75 | 1 370.60 | 27 931.59 | tp 3950.5 |
| 2023.02.27 10:45:01 | 40 | SPX500 | buy | in | 0.7 | 3988.6 | 40 | -0.19 | 0.00 | 0.00 | 27 931.40 | BUY | SPX500 | 1011 |
| 2023.02.27 11:00:00 | 41 | SPX500 | sell | out | 0.7 | 3986.1 | 41 | -0.19 | 0.00 | -17.50 | 27 913.71 | |
| 2023.02.28 10:45:01 | 42 | SPX500 | sell | in | 0.7 | 3970.3 | 42 | -0.19 | 0.00 | 0.00 | 27 913.52 | SELL | SPX500 | 1011 |
| 2023.03.17 23:59:59 | 43 | SPX500 | buy | out | 0.7 | 3916.1 | 43 | -0.19 | 39.46 | 379.40 | 28 332.19 | end of test |
| -7.98 | -377.13 | 18 717.30 | 28 332.19 | |||||||||