Informe del Probador de Estrategias |
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Darwinex-Demo (Build 3644) |
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Configuración |
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| Experto: | Multi-indicador | |||||||||||
| Símbolo: | XTIUSD | |||||||||||
| Período: | M15 (2009.03.01 - 2023.03.19) | |||||||||||
| Empresa: | Darwinex | |||||||||||
| Divisa: | USD | |||||||||||
| Depósito inicial: | 10 000.00 | |||||||||||
| Apalancamiento: | 1:100 | |||||||||||
Resultados |
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| Calidad del historial: | 40% | |||||||||||
| Barras: | 126651 | Ticks: | 471318 | Símbolos: | 1 | |||||||
| Beneficio Neto: | 127 722.77 | Reducción absoluta del balance: | 0.91 | Reducción absoluta de la equidad: | 3 583.56 | |||||||
| Beneficio Bruto: | 163 825.82 | Reducción máxima del balance: | 20 118.82 (42.60%) | Reducción máxima de la equidad: | 26 285.52 (17.27%) | |||||||
| Pérdidas Brutas: | -36 103.05 | Reducción relativa del balance: | 42.60% (20 118.82) | Reducción relativa de la equidad: | 56.26% (8 251.55) | |||||||
| Factor de Beneficio: | 4.54 | Beneficio Esperado: | 6 386.14 | Nivel de margen: | 220.90% | |||||||
| Factor de Recuperación: | 4.86 | Ratio de Sharpe: | 0.68 | Z-Score: | -0.53 (40.39%) | |||||||
| AHPR: | 1.1920 (19.20%) | LR Correlation: | 0.96 | Resultado de OnTester: | 0 | |||||||
| GHPR: | 1.1401 (14.01%) | LR Standard Error: | 14 202.05 | |||||||||
| Total de operaciones ejecutadas: | 20 | Posiciones cortas (% rentables): | 11 (63.64%) | Posiciones largas (% rentables): | 9 (55.56%) | |||||||
| Total de transacciones: | 40 | Posiciones rentables (% del total): | 12 (60.00%) | Posiciones no rentables (% del total): | 8 (40.00%) | |||||||
| La transacción rentable: | 32 410.89 | La transacción no rentable: | -11 404.29 | |||||||||
| Promedio de transacción rentable: | 13 652.15 | Promedio de transacción no rentable: | -4 512.88 | |||||||||
| El número máximo de ganancias consecutivas ($): | 4 (78 104.49) | El número máximo de pérdidas consecutivas ($): | 3 (-20 114.63) | |||||||||
| El máximo de beneficio consecutivo (número de ganancias): | 78 104.49 (4) | El máximo de pérdidas consecutivas (número de pérdidas): | -20 114.63 (3) | |||||||||
| Promedio de ganancias consecutivas: | 2 | Promedio de pérdidas consecutivas: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.92 | Correlation (Profits,MAE): | 0.29 | Correlation (MFE,MAE): | 0.1724 | |||||||
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| Tiempo mínimo para retener la posición: | 124:59:58 | Tiempo máximo para retener la posición: | 8350:29:57 | Tiempo medio para retener la posición: | 1740:58:27 | |||||||
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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 | ||
| 2017.05.05 12:00:01 | 2 | XTIUSD | buy | 0.79 / 0.79 | 0.00 | 2017.05.05 12:00:01 | filled | BUY | XTIUSD | 1011 | ||||
| 2017.08.21 10:00:00 | 3 | XTIUSD | sell | 0.79 / 0.79 | 0.00 | 2017.08.21 10:00:00 | filled | |||||
| 2017.08.21 10:00:01 | 4 | XTIUSD | sell | 0.79 / 0.79 | 0.00 | 2017.08.21 10:00:01 | filled | SELL | XTIUSD | 1011 | ||||
| 2017.09.11 18:00:00 | 5 | XTIUSD | buy | 0.79 / 0.79 | 0.00 | 2017.09.11 18:00:00 | filled | |||||
| 2017.09.11 18:00:01 | 6 | XTIUSD | buy | 0.79 / 0.79 | 0.00 | 2017.09.11 18:00:01 | filled | BUY | XTIUSD | 1011 | ||||
| 2018.05.14 18:15:00 | 7 | XTIUSD | sell | 0.79 / 0.79 | 0.00 | 2018.05.14 18:15:00 | filled | |||||
| 2018.05.14 18:15:01 | 8 | XTIUSD | sell | 0.79 / 0.79 | 0.00 | 2018.05.14 18:15:01 | filled | SELL | XTIUSD | 1011 | ||||
| 2018.12.24 14:14:58 | 9 | XTIUSD | buy | 0.79 / 0.79 | 0.00 | 2018.12.24 14:14:58 | filled | tp 45.08 | ||||
| 2018.12.26 17:00:01 | 10 | XTIUSD | sell | 0.79 / 0.79 | 0.00 | 2018.12.26 17:00:01 | filled | SELL | XTIUSD | 1011 | ||||
| 2019.03.01 08:59:57 | 11 | XTIUSD | buy | 0.79 / 0.79 | 0.00 | 2019.03.01 08:59:57 | filled | sl 58.04 | ||||
| 2019.03.05 16:45:01 | 12 | XTIUSD | sell | 0.79 / 0.79 | 0.00 | 2019.03.05 16:45:01 | filled | SELL | XTIUSD | 1011 | ||||
| 2019.12.09 16:30:00 | 13 | XTIUSD | buy | 0.79 / 0.79 | 0.00 | 2019.12.09 16:30:00 | filled | |||||
| 2019.12.09 16:30:01 | 14 | XTIUSD | buy | 0.79 / 0.79 | 0.00 | 2019.12.09 16:30:01 | filled | BUY | XTIUSD | 1011 | ||||
| 2020.01.31 19:44:58 | 15 | XTIUSD | sell | 0.79 / 0.79 | 0.00 | 2020.01.31 19:44:58 | filled | sl 51.17 | ||||
| 2020.02.14 15:45:01 | 16 | XTIUSD | sell | 0.79 / 0.79 | 0.00 | 2020.02.14 15:45:01 | filled | SELL | XTIUSD | 1011 | ||||
| 2020.03.18 11:14:58 | 17 | XTIUSD | buy | 0.79 / 0.79 | 0.00 | 2020.03.18 11:14:58 | filled | tp 26.40 | ||||
| 2020.03.27 16:00:01 | 18 | XTIUSD | buy | 0.79 / 0.79 | 0.00 | 2020.03.27 16:00:01 | filled | BUY | XTIUSD | 1011 | ||||
| 2020.04.21 12:14:58 | 19 | XTIUSD | sell | 0.79 / 0.79 | 0.00 | 2020.04.21 12:14:58 | filled | sl 16.97 | ||||
| 2020.04.21 17:00:01 | 20 | XTIUSD | buy | 0.79 / 0.79 | 0.00 | 2020.04.21 17:00:01 | filled | BUY | XTIUSD | 1011 | ||||
| 2021.08.20 15:29:58 | 21 | XTIUSD | sell | 0.79 / 0.79 | 0.00 | 2021.08.20 15:29:58 | filled | sl 62.23 | ||||
| 2021.08.20 16:15:01 | 22 | XTIUSD | buy | 0.79 / 0.79 | 0.00 | 2021.08.20 16:15:01 | filled | BUY | XTIUSD | 1011 | ||||
| 2021.11.26 17:44:58 | 23 | XTIUSD | sell | 0.79 / 0.79 | 0.00 | 2021.11.26 17:44:58 | filled | sl 70.66 | ||||
| 2021.12.13 15:15:01 | 24 | XTIUSD | buy | 0.79 / 0.79 | 0.00 | 2021.12.13 15:15:01 | filled | BUY | XTIUSD | 1011 | ||||
| 2022.02.24 09:14:58 | 25 | XTIUSD | sell | 0.79 / 0.79 | 0.00 | 2022.02.24 09:14:58 | filled | tp 96.99 | ||||
| 2022.03.07 03:00:01 | 26 | XTIUSD | sell | 0.79 / 0.79 | 0.00 | 2022.03.07 03:00:01 | filled | SELL | XTIUSD | 1011 | ||||
| 2022.03.15 04:59:58 | 27 | XTIUSD | buy | 0.79 / 0.79 | 0.00 | 2022.03.15 04:59:58 | filled | tp 96.11 | ||||
| 2022.04.14 21:45:01 | 28 | XTIUSD | sell | 0.79 / 0.79 | 0.00 | 2022.04.14 21:45:01 | filled | SELL | XTIUSD | 1011 | ||||
| 2022.04.29 12:44:58 | 29 | XTIUSD | buy | 0.79 / 0.79 | 0.00 | 2022.04.29 12:44:58 | filled | sl 106.01 | ||||
| 2022.05.05 16:30:01 | 30 | XTIUSD | sell | 0.79 / 0.79 | 0.00 | 2022.05.05 16:30:01 | filled | SELL | XTIUSD | 1011 | ||||
| 2022.05.16 01:29:57 | 31 | XTIUSD | buy | 0.79 / 0.79 | 0.00 | 2022.05.16 01:29:57 | filled | sl 109.69 | ||||
| 2022.05.26 22:15:01 | 32 | XTIUSD | sell | 0.79 / 0.79 | 0.00 | 2022.05.26 22:15:01 | filled | SELL | XTIUSD | 1011 | ||||
| 2022.08.04 19:59:58 | 33 | XTIUSD | buy | 0.79 / 0.79 | 0.00 | 2022.08.04 19:59:58 | filled | tp 87.02 | ||||
| 2022.08.09 14:30:01 | 34 | XTIUSD | sell | 0.79 / 0.79 | 0.00 | 2022.08.09 14:30:01 | filled | SELL | XTIUSD | 1011 | ||||
| 2022.10.07 17:44:58 | 35 | XTIUSD | buy | 0.79 / 0.79 | 0.00 | 2022.10.07 17:44:58 | filled | sl 90.39 | ||||
| 2022.10.11 12:30:01 | 36 | XTIUSD | buy | 0.79 / 0.79 | 0.00 | 2022.10.11 12:30:01 | filled | BUY | XTIUSD | 1011 | ||||
| 2022.11.18 16:14:58 | 37 | XTIUSD | sell | 0.79 / 0.79 | 0.00 | 2022.11.18 16:14:58 | filled | sl 78.59 | ||||
| 2022.11.18 18:15:01 | 38 | XTIUSD | buy | 0.79 / 0.79 | 0.00 | 2022.11.18 18:15:01 | filled | BUY | XTIUSD | 1011 | ||||
| 2023.03.10 19:00:00 | 39 | XTIUSD | sell | 0.79 / 0.79 | 0.00 | 2023.03.10 19:00:00 | filled | |||||
| 2023.03.10 19:00:01 | 40 | XTIUSD | sell | 0.79 / 0.79 | 0.00 | 2023.03.10 19:00:01 | filled | SELL | XTIUSD | 1011 | ||||
| 2023.03.17 23:59:59 | 41 | XTIUSD | buy | 0.79 / 0.79 | 0.00 | 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 |
| 2009.03.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2017.05.05 12:00:01 | 2 | XTIUSD | buy | in | 0.79 | 45.96 | 2 | -0.91 | 0.00 | 0.00 | 9 999.09 | BUY | XTIUSD | 1011 |
| 2017.08.21 10:00:00 | 3 | XTIUSD | sell | out | 0.79 | 48.62 | 3 | -0.96 | -753.66 | 2 101.40 | 11 345.87 | |
| 2017.08.21 10:00:01 | 4 | XTIUSD | sell | in | 0.79 | 48.62 | 4 | -0.96 | 0.00 | 0.00 | 11 344.91 | SELL | XTIUSD | 1011 |
| 2017.09.11 18:00:00 | 5 | XTIUSD | buy | out | 0.79 | 48.20 | 5 | -0.95 | -96.21 | 331.80 | 11 579.55 | |
| 2017.09.11 18:00:01 | 6 | XTIUSD | buy | in | 0.79 | 48.20 | 6 | -0.95 | 0.00 | 0.00 | 11 578.60 | BUY | XTIUSD | 1011 |
| 2018.05.14 18:15:00 | 7 | XTIUSD | sell | out | 0.79 | 70.96 | 7 | -1.40 | -1741.95 | 17 980.40 | 27 815.65 | |
| 2018.05.14 18:15:01 | 8 | XTIUSD | sell | in | 0.79 | 70.96 | 8 | -1.40 | 0.00 | 0.00 | 27 814.25 | SELL | XTIUSD | 1011 |
| 2018.12.24 14:14:58 | 9 | XTIUSD | buy | out | 0.79 | 45.08 | 9 | -0.89 | -1026.24 | 20 445.20 | 47 232.32 | tp 45.08 |
| 2018.12.26 17:00:01 | 10 | XTIUSD | sell | in | 0.79 | 44.00 | 10 | -0.87 | 0.00 | 0.00 | 47 231.45 | SELL | XTIUSD | 1011 |
| 2019.03.01 08:59:57 | 11 | XTIUSD | buy | out | 0.79 | 58.04 | 11 | -1.15 | -311.54 | -11 091.60 | 35 827.16 | sl 58.04 |
| 2019.03.05 16:45:01 | 12 | XTIUSD | sell | in | 0.79 | 57.18 | 12 | -1.13 | 0.00 | 0.00 | 35 826.03 | SELL | XTIUSD | 1011 |
| 2019.12.09 16:30:00 | 13 | XTIUSD | buy | out | 0.79 | 58.63 | 13 | -1.16 | -1278.22 | -1 145.50 | 33 401.15 | |
| 2019.12.09 16:30:01 | 14 | XTIUSD | buy | in | 0.79 | 58.63 | 14 | -1.16 | 0.00 | 0.00 | 33 399.99 | BUY | XTIUSD | 1011 |
| 2020.01.31 19:44:58 | 15 | XTIUSD | sell | out | 0.79 | 51.17 | 15 | -1.01 | -391.05 | -5 893.40 | 27 114.53 | sl 51.17 |
| 2020.02.14 15:45:01 | 16 | XTIUSD | sell | in | 0.79 | 52.28 | 16 | -1.03 | 0.00 | 0.00 | 27 113.50 | SELL | XTIUSD | 1011 |
| 2020.03.18 11:14:58 | 17 | XTIUSD | buy | out | 0.79 | 26.40 | 17 | -0.52 | -142.02 | 20 445.20 | 47 416.16 | tp 26.40 |
| 2020.03.27 16:00:01 | 18 | XTIUSD | buy | in | 0.79 | 23.23 | 18 | -0.46 | 0.00 | 0.00 | 47 415.70 | BUY | XTIUSD | 1011 |
| 2020.04.21 12:14:58 | 19 | XTIUSD | sell | out | 0.79 | 16.97 | 19 | -0.34 | -163.53 | -4 945.40 | 42 306.43 | sl 16.97 |
| 2020.04.21 17:00:01 | 20 | XTIUSD | buy | in | 0.79 | 16.81 | 20 | -0.33 | 0.00 | 0.00 | 42 306.10 | BUY | XTIUSD | 1011 |
| 2021.08.20 15:29:58 | 21 | XTIUSD | sell | out | 0.79 | 62.23 | 21 | -1.23 | -3469.68 | 35 881.80 | 74 716.99 | sl 62.23 |
| 2021.08.20 16:15:01 | 22 | XTIUSD | buy | in | 0.79 | 62.83 | 22 | -1.24 | 0.00 | 0.00 | 74 715.75 | BUY | XTIUSD | 1011 |
| 2021.11.26 17:44:58 | 23 | XTIUSD | sell | out | 0.79 | 70.66 | 23 | -1.40 | -696.78 | 6 185.70 | 80 203.27 | sl 70.66 |
| 2021.12.13 15:15:01 | 24 | XTIUSD | buy | in | 0.79 | 71.11 | 24 | -1.40 | 0.00 | 0.00 | 80 201.87 | BUY | XTIUSD | 1011 |
| 2022.02.24 09:14:58 | 25 | XTIUSD | sell | out | 0.79 | 96.99 | 25 | -1.92 | -533.25 | 20 445.20 | 100 111.90 | tp 96.99 |
| 2022.03.07 03:00:01 | 26 | XTIUSD | sell | in | 0.79 | 121.85 | 26 | -2.41 | 0.00 | 0.00 | 100 109.49 | SELL | XTIUSD | 1011 |
| 2022.03.15 04:59:58 | 27 | XTIUSD | buy | out | 0.79 | 96.11 | 27 | -1.90 | -36.65 | 20 334.60 | 120 405.54 | tp 96.11 |
| 2022.04.14 21:45:01 | 28 | XTIUSD | sell | in | 0.79 | 106.01 | 28 | -2.09 | 0.00 | 0.00 | 120 403.45 | SELL | XTIUSD | 1011 |
| 2022.04.29 12:44:58 | 29 | XTIUSD | buy | out | 0.79 | 106.01 | 29 | -2.09 | -68.72 | 0.00 | 120 332.64 | sl 106.01 |
| 2022.05.05 16:30:01 | 30 | XTIUSD | sell | in | 0.79 | 109.69 | 30 | -2.17 | 0.00 | 0.00 | 120 330.47 | SELL | XTIUSD | 1011 |
| 2022.05.16 01:29:57 | 31 | XTIUSD | buy | out | 0.79 | 109.69 | 31 | -2.17 | -41.23 | 0.00 | 120 287.07 | sl 109.69 |
| 2022.05.26 22:15:01 | 32 | XTIUSD | sell | in | 0.79 | 112.88 | 32 | -2.23 | 0.00 | 0.00 | 120 284.84 | SELL | XTIUSD | 1011 |
| 2022.08.04 19:59:58 | 33 | XTIUSD | buy | out | 0.79 | 87.02 | 33 | -1.72 | -320.70 | 20 429.40 | 140 391.82 | tp 87.02 |
| 2022.08.09 14:30:01 | 34 | XTIUSD | sell | in | 0.79 | 91.26 | 34 | -1.80 | 0.00 | 0.00 | 140 390.02 | SELL | XTIUSD | 1011 |
| 2022.10.07 17:44:58 | 35 | XTIUSD | buy | out | 0.79 | 90.39 | 35 | -1.79 | -279.47 | 687.30 | 140 796.06 | sl 90.39 |
| 2022.10.11 12:30:01 | 36 | XTIUSD | buy | in | 0.79 | 87.88 | 36 | -1.74 | 0.00 | 0.00 | 140 794.32 | BUY | XTIUSD | 1011 |
| 2022.11.18 16:14:58 | 37 | XTIUSD | sell | out | 0.79 | 78.59 | 37 | -1.55 | -284.40 | -7 339.10 | 133 169.27 | sl 78.59 |
| 2022.11.18 18:15:01 | 38 | XTIUSD | buy | in | 0.79 | 79.30 | 38 | -1.57 | 0.00 | 0.00 | 133 167.70 | BUY | XTIUSD | 1011 |
| 2023.03.10 19:00:00 | 39 | XTIUSD | sell | out | 0.79 | 76.37 | 39 | -1.51 | -796.32 | -2 314.70 | 130 055.17 | |
| 2023.03.10 19:00:01 | 40 | XTIUSD | sell | in | 0.79 | 76.37 | 40 | -1.51 | 0.00 | 0.00 | 130 053.66 | SELL | XTIUSD | 1011 |
| 2023.03.17 23:59:59 | 41 | XTIUSD | buy | out | 0.79 | 66.62 | 41 | -1.32 | -32.07 | 7 702.50 | 137 722.77 | end of test |
| -54.34 | -12 463.69 | 140 240.80 | 137 722.77 | |||||||||