Informe del Probador de Estrategias
Darwinex-Demo (Build 3644)
Configuración
Experto: Multi-indicador
Símbolo: XNGUSD
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: 24800 Ticks: 92483 Símbolos: 1
Beneficio Neto: 117 384.70 Reducción absoluta del balance: 1.00 Reducción absoluta de la equidad: 1 027.00
Beneficio Bruto: 157 448.67 Reducción máxima del balance: 13 719.05 (22.87%) Reducción máxima de la equidad: 22 483.99 (25.50%)
Pérdidas Brutas: -40 063.97 Reducción relativa del balance: 22.87% (13 719.05) Reducción relativa de la equidad: 39.44% (6 471.00)
Factor de Beneficio: 3.93 Beneficio Esperado: 4 192.31 Nivel de margen: 223.94%
Factor de Recuperación: 5.22 Ratio de Sharpe: 1.90 Z-Score: 0.61 (45.81%)
AHPR: 1.1427 (14.27%) LR Correlation: 0.91 Resultado de OnTester: 0
GHPR: 1.0951 (9.51%) LR Standard Error: 10 758.26
Total de operaciones ejecutadas: 28 Posiciones cortas (% rentables): 15 (53.33%) Posiciones largas (% rentables): 13 (53.85%)
Total de transacciones: 56 Posiciones rentables (% del total): 15 (53.57%) Posiciones no rentables (% del total): 13 (46.43%)
La transacción rentable: 34 532.47 La transacción no rentable: -7 543.45
Promedio de transacción rentable: 10 496.58 Promedio de transacción no rentable: -3 081.84
El número máximo de ganancias consecutivas ($): 3 (34 095.80) El número máximo de pérdidas consecutivas ($): 5 (-13 707.65)
El máximo de beneficio consecutivo (número de ganancias): 34 532.47 (1) El máximo de pérdidas consecutivas (número de pérdidas): -13 707.65 (5)
Promedio de ganancias consecutivas: 2 Promedio de pérdidas consecutivas: 2
Graph
Graph
Correlation (Profits,MFE): 0.99 Correlation (Profits,MAE): 0.49 Correlation (MFE,MAE): 0.5426
Graph
Tiempo mínimo para retener la posición: 22:29:57 Tiempo máximo para retener la posición: 1083:59:58 Tiempo medio para retener la posición: 234:27:16
Graph
Órdenes
Hora de apertura Orden Símbolo Tipo Volumen Precio S / L T / P Fecha/Hora Estado Comentario
2022.03.01 03:45:012XNGUSDbuy0.9 / 0.90.0002022.03.01 03:45:01filledBUY | XNGUSD | 1011
2022.04.19 16:29:583XNGUSDsell0.9 / 0.90.0002022.04.19 16:29:58filledsl 7.331
2022.04.19 16:30:014XNGUSDsell0.9 / 0.90.0002022.04.19 16:30:01filledSELL | XNGUSD | 1011
2022.04.27 16:59:575XNGUSDbuy0.9 / 0.90.0002022.04.27 16:59:57filledsl 7.312
2022.04.27 17:00:016XNGUSDbuy0.9 / 0.90.0002022.04.27 17:00:01filledBUY | XNGUSD | 1011
2022.05.06 19:44:587XNGUSDsell0.9 / 0.90.0002022.05.06 19:44:58filledsl 8.192
2022.05.06 19:45:018XNGUSDsell0.9 / 0.90.0002022.05.06 19:45:01filledSELL | XNGUSD | 1011
2022.05.10 17:29:589XNGUSDbuy0.9 / 0.90.0002022.05.10 17:29:58filledsl 7.388
2022.05.10 17:30:0110XNGUSDbuy0.9 / 0.90.0002022.05.10 17:30:01filledBUY | XNGUSD | 1011
2022.05.27 14:44:5811XNGUSDsell0.9 / 0.90.0002022.05.27 14:44:58filledsl 8.573
2022.05.27 14:45:0112XNGUSDsell0.9 / 0.90.0002022.05.27 14:45:01filledSELL | XNGUSD | 1011
2022.06.02 14:44:5813XNGUSDbuy0.9 / 0.90.0002022.06.02 14:44:58filledsl 8.963
2022.06.02 14:45:0114XNGUSDbuy0.9 / 0.90.0002022.06.02 14:45:01filledBUY | XNGUSD | 1011
2022.06.08 20:29:5915XNGUSDsell0.9 / 0.90.0002022.06.08 20:29:59filledsl 8.766
2022.06.08 20:30:0116XNGUSDsell0.9 / 0.90.0002022.06.08 20:30:01filledSELL | XNGUSD | 1011
2022.06.09 18:59:5817XNGUSDbuy0.9 / 0.90.0002022.06.09 18:59:58filledsl 8.907
2022.06.09 19:00:0118XNGUSDbuy0.9 / 0.90.0002022.06.09 19:00:01filledBUY | XNGUSD | 1011
2022.06.14 16:29:5919XNGUSDsell0.9 / 0.90.0002022.06.14 16:29:59filledsl 8.309
2022.06.14 16:30:0120XNGUSDsell0.9 / 0.90.0002022.06.14 16:30:01filledSELL | XNGUSD | 1011
2022.06.16 17:44:5721XNGUSDbuy0.9 / 0.90.0002022.06.16 17:44:57filledsl 7.956
2022.06.16 18:00:0122XNGUSDsell0.9 / 0.90.0002022.06.16 18:00:01filledSELL | XNGUSD | 1011
2022.07.07 18:44:5823XNGUSDbuy0.9 / 0.90.0002022.07.07 18:44:58filledsl 6.205
2022.07.07 18:45:0124XNGUSDbuy0.9 / 0.90.0002022.07.07 18:45:01filledBUY | XNGUSD | 1011
2022.07.27 15:59:5825XNGUSDsell0.9 / 0.90.0002022.07.27 15:59:58filledsl 8.451
2022.07.27 16:00:0126XNGUSDsell0.9 / 0.90.0002022.07.27 16:00:01filledSELL | XNGUSD | 1011
2022.08.03 21:14:5727XNGUSDbuy0.9 / 0.90.0002022.08.03 21:14:57filledsl 8.432
2022.08.03 21:15:0128XNGUSDbuy0.9 / 0.90.0002022.08.03 21:15:01filledBUY | XNGUSD | 1011
2022.08.08 15:59:5729XNGUSDsell0.9 / 0.90.0002022.08.08 15:59:57filledsl 7.614
2022.08.08 16:00:0130XNGUSDsell0.9 / 0.90.0002022.08.08 16:00:01filledSELL | XNGUSD | 1011
2022.08.11 13:59:5831XNGUSDbuy0.9 / 0.90.0002022.08.11 13:59:58filledsl 8.393
2022.08.11 14:00:0132XNGUSDbuy0.9 / 0.90.0002022.08.11 14:00:01filledBUY | XNGUSD | 1011
2022.08.23 20:29:5733XNGUSDsell0.9 / 0.90.0002022.08.23 20:29:57filledsl 9.125
2022.08.23 20:30:0134XNGUSDsell0.9 / 0.90.0002022.08.23 20:30:01filledSELL | XNGUSD | 1011
2022.09.14 15:59:5835XNGUSDbuy0.9 / 0.90.0002022.09.14 15:59:58filledsl 8.647
2022.09.14 16:00:0136XNGUSDbuy0.9 / 0.90.0002022.09.14 16:00:01filledBUY | XNGUSD | 1011
2022.09.15 17:30:0037XNGUSDsell0.9 / 0.90.0002022.09.15 17:30:00filledsl 8.391
2022.09.15 17:30:0138XNGUSDsell0.9 / 0.90.0002022.09.15 17:30:01filledSELL | XNGUSD | 1011
2022.10.06 15:29:5839XNGUSDbuy0.9 / 0.90.0002022.10.06 15:29:58filledsl 7.257
2022.10.06 15:30:0140XNGUSDbuy0.9 / 0.90.0002022.10.06 15:30:01filledBUY | XNGUSD | 1011
2022.10.17 14:44:5841XNGUSDsell0.9 / 0.90.0002022.10.17 14:44:58filledsl 6.447
2022.10.17 14:45:0142XNGUSDsell0.9 / 0.90.0002022.10.17 14:45:01filledSELL | XNGUSD | 1011
2022.10.25 22:14:5843XNGUSDbuy0.9 / 0.90.0002022.10.25 22:14:58filledsl 6.230
2022.10.25 22:15:0144XNGUSDbuy0.9 / 0.90.0002022.10.25 22:15:01filledBUY | XNGUSD | 1011
2022.11.08 16:44:5845XNGUSDsell0.9 / 0.90.0002022.11.08 16:44:58filledsl 6.549
2022.11.08 16:45:0146XNGUSDsell0.9 / 0.90.0002022.11.08 16:45:01filledSELL | XNGUSD | 1011
2022.11.17 19:14:5847XNGUSDbuy0.9 / 0.90.0002022.11.17 19:14:58filledsl 6.820
2022.11.17 19:15:0148XNGUSDbuy0.9 / 0.90.0002022.11.17 19:15:01filledBUY | XNGUSD | 1011
2022.11.25 20:29:5849XNGUSDsell0.9 / 0.90.0002022.11.25 20:29:58filledsl 7.283
2022.11.28 03:45:0150XNGUSDsell0.9 / 0.90.0002022.11.28 03:45:01filledSELL | XNGUSD | 1011
2022.12.09 16:14:5851XNGUSDbuy0.9 / 0.90.0002022.12.09 16:14:58filledsl 6.135
2022.12.09 16:15:0152XNGUSDbuy0.9 / 0.90.0002022.12.09 16:15:01filledBUY | XNGUSD | 1011
2022.12.16 15:44:5753XNGUSDsell0.9 / 0.90.0002022.12.16 15:44:57filledsl 6.092
2022.12.16 15:45:0154XNGUSDsell0.9 / 0.90.0002022.12.16 15:45:01filledSELL | XNGUSD | 1011
2023.02.17 19:44:5955XNGUSDbuy0.9 / 0.90.0002023.02.17 19:44:59filledtp 2.340
2023.02.17 19:45:0156XNGUSDsell0.9 / 0.90.0002023.02.17 19:45:01filledSELL | XNGUSD | 1011
2023.03.17 23:59:5957XNGUSDbuy0.9 / 0.90.0002023.03.17 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
2022.03.01 03:45:012XNGUSDbuyin0.94.4522-1.000.000.009 999.00BUY | XNGUSD | 1011
2022.04.19 16:29:583XNGUSDsellout0.97.3313-1.65-1323.0025 911.0034 585.35sl 7.331
2022.04.19 16:30:014XNGUSDsellin0.97.3034-1.640.000.0034 583.71SELL | XNGUSD | 1011
2022.04.27 16:59:575XNGUSDbuyout0.97.3125-1.6572.00-81.0034 573.06sl 7.312
2022.04.27 17:00:016XNGUSDbuyin0.97.3256-1.650.000.0034 571.41BUY | XNGUSD | 1011
2022.05.06 19:44:587XNGUSDsellout0.98.1927-1.84-297.007 803.0042 075.57sl 8.192
2022.05.06 19:45:018XNGUSDsellin0.98.2448-1.850.000.0042 073.72SELL | XNGUSD | 1011
2022.05.10 17:29:589XNGUSDbuyout0.97.3889-1.6618.007 704.0049 794.06sl 7.388
2022.05.10 17:30:0110XNGUSDbuyin0.97.38210-1.660.000.0049 792.40BUY | XNGUSD | 1011
2022.05.27 14:44:5811XNGUSDsellout0.98.57311-1.93-513.0010 719.0059 996.47sl 8.573
2022.05.27 14:45:0112XNGUSDsellin0.98.54412-1.920.000.0059 994.55SELL | XNGUSD | 1011
2022.06.02 14:44:5813XNGUSDbuyout0.98.96313-2.0254.00-3 771.0056 275.53sl 8.963
2022.06.02 14:45:0114XNGUSDbuyin0.98.96814-2.020.000.0056 273.51BUY | XNGUSD | 1011
2022.06.08 20:29:5915XNGUSDsellout0.98.76615-1.97-108.00-1 818.0054 345.54sl 8.766
2022.06.08 20:30:0116XNGUSDsellin0.98.72116-1.960.000.0054 343.58SELL | XNGUSD | 1011
2022.06.09 18:59:5817XNGUSDbuyout0.98.90717-2.0027.00-1 674.0052 694.58sl 8.907
2022.06.09 19:00:0118XNGUSDbuyin0.98.88218-2.000.000.0052 692.58BUY | XNGUSD | 1011
2022.06.14 16:29:5919XNGUSDsellout0.98.30919-1.87-81.00-5 157.0047 452.71sl 8.309
2022.06.14 16:30:0120XNGUSDsellin0.97.82220-1.760.000.0047 450.95SELL | XNGUSD | 1011
2022.06.16 17:44:5721XNGUSDbuyout0.97.95621-1.7936.00-1 206.0046 279.16sl 7.956
2022.06.16 18:00:0122XNGUSDsellin0.97.71222-1.740.000.0046 277.42SELL | XNGUSD | 1011
2022.07.07 18:44:5823XNGUSDbuyout0.96.20523-1.40189.0013 563.0060 028.02sl 6.205
2022.07.07 18:45:0124XNGUSDbuyin0.96.22724-1.400.000.0060 026.62BUY | XNGUSD | 1011
2022.07.27 15:59:5825XNGUSDsellout0.98.45125-1.90-486.0020 016.0079 554.72sl 8.451
2022.07.27 16:00:0126XNGUSDsellin0.98.51626-1.920.000.0079 552.80SELL | XNGUSD | 1011
2022.08.03 21:14:5727XNGUSDbuyout0.98.43227-1.9063.00756.0080 369.90sl 8.432
2022.08.03 21:15:0128XNGUSDbuyin0.98.24728-1.860.000.0080 368.04BUY | XNGUSD | 1011
2022.08.08 15:59:5729XNGUSDsellout0.97.61429-1.71-135.00-5 697.0074 534.33sl 7.614
2022.08.08 16:00:0130XNGUSDsellin0.97.65330-1.720.000.0074 532.61SELL | XNGUSD | 1011
2022.08.11 13:59:5831XNGUSDbuyout0.98.39331-1.8945.00-6 660.0067 915.72sl 8.393
2022.08.11 14:00:0132XNGUSDbuyin0.98.47432-1.910.000.0067 913.81BUY | XNGUSD | 1011
2022.08.23 20:29:5733XNGUSDsellout0.99.12533-2.05-270.005 859.0073 500.76sl 9.125
2022.08.23 20:30:0134XNGUSDsellin0.99.14234-2.060.000.0073 498.70SELL | XNGUSD | 1011
2022.09.14 15:59:5835XNGUSDbuyout0.98.64735-1.95198.004 455.0078 149.75sl 8.647
2022.09.14 16:00:0136XNGUSDbuyin0.98.64136-1.940.000.0078 147.81BUY | XNGUSD | 1011
2022.09.15 17:30:0037XNGUSDsellout0.98.39137-1.89-81.00-2 250.0075 814.92sl 8.391
2022.09.15 17:30:0138XNGUSDsellin0.98.37238-1.880.000.0075 813.04SELL | XNGUSD | 1011
2022.10.06 15:29:5839XNGUSDbuyout0.97.25739-1.63189.0010 035.0086 035.41sl 7.257
2022.10.06 15:30:0140XNGUSDbuyin0.97.25840-1.630.000.0086 033.78BUY | XNGUSD | 1011
2022.10.17 14:44:5841XNGUSDsellout0.96.44741-1.45-243.00-7 299.0078 490.33sl 6.447
2022.10.17 14:45:0142XNGUSDsellin0.96.45442-1.450.000.0078 488.88SELL | XNGUSD | 1011
2022.10.25 22:14:5843XNGUSDbuyout0.96.23043-1.4072.002 016.0080 575.48sl 6.230
2022.10.25 22:15:0144XNGUSDbuyin0.96.22644-1.400.000.0080 574.08BUY | XNGUSD | 1011
2022.11.08 16:44:5845XNGUSDsellout0.96.54945-1.47-378.002 907.0083 101.61sl 6.549
2022.11.08 16:45:0146XNGUSDsellin0.96.51746-1.470.000.0083 100.14SELL | XNGUSD | 1011
2022.11.17 19:14:5847XNGUSDbuyout0.96.82047-1.5399.00-2 727.0080 470.61sl 6.820
2022.11.17 19:15:0148XNGUSDbuyin0.96.83248-1.540.000.0080 469.07BUY | XNGUSD | 1011
2022.11.25 20:29:5849XNGUSDsellout0.97.28349-1.64-216.004 059.0084 310.43sl 7.283
2022.11.28 03:45:0150XNGUSDsellin0.97.22150-1.620.000.0084 308.81SELL | XNGUSD | 1011
2022.12.09 16:14:5851XNGUSDbuyout0.96.13551-1.38117.009 774.0094 198.43sl 6.135
2022.12.09 16:15:0152XNGUSDbuyin0.96.10952-1.370.000.0094 197.06BUY | XNGUSD | 1011
2022.12.16 15:44:5753XNGUSDsellout0.96.09253-1.37-189.00-153.0093 853.69sl 6.092
2022.12.16 15:45:0154XNGUSDsellin0.96.11454-1.380.000.0093 852.31SELL | XNGUSD | 1011
2023.02.17 19:44:5955XNGUSDbuyout0.92.34055-0.53567.0033 966.00128 384.78tp 2.340
2023.02.17 19:45:0156XNGUSDsellin0.92.32856-0.520.000.00128 384.26SELL | XNGUSD | 1011
2023.03.17 23:59:5957XNGUSDbuyout0.92.46757-0.56252.00-1 251.00127 384.70end of test
-92.30 -2 322.00 119 799.00 127 384.70