Strategy Tester Report
Darwinex-Demo (Build 2715)
Settings
Expert: Stock Trader Hedge
Symbol: NKE
Period: H1 (2010.01.01 - 2020.12.31)
Inputs: T_0=General Settings
Comment=NKE
Slippage=5
MagicNumber=111520
MM_Type=0
AutoRisk=4
BalanceSettings=0
Balance=0
TakeProfit=5
RSI_Period=9
RSI_Level=60
Stochastic_Period=21
Stochastic_Level=70
CCI_Period=21
CCI_Level=100
Slow_CCI_TF=16385
Slow_CCI_Period=21
Slow_CCI_Level=100
InpLoadedPeriod=16385
Broker: Tradeslide Trading Tech Limited
Currency: USD
Initial Deposit: 100 000.00
Leverage: 1:1
Results
History Quality: 3%
Bars: 19328 Ticks: 4271245 Symbols: 1
Total Net Profit: 9 972.13 Balance Drawdown Absolute: 4.86 Equity Drawdown Absolute: 309.25
Gross Profit: 10 069.53 Balance Drawdown Maximal: 4.86 (0.00%) Equity Drawdown Maximal: 1 804.09 (1.67%)
Gross Loss: -97.40 Balance Drawdown Relative: 0.00% (4.86) Equity Drawdown Relative: 1.67% (1 804.09)
Profit Factor: 103.38 Expected Payoff: 201.39 Margin Level: 12387.22%
Recovery Factor: 5.53 Sharpe Ratio: 7.28 Z-Score: 0.00 (0.00%)
AHPR: 1.0019 (0.19%) LR Correlation: 1.00 OnTester result: 0
GHPR: 1.0019 (0.19%) LR Standard Error: 50.86
Total Trades: 50 Short Trades (won %): 0 (0.00%) Long Trades (won %): 50 (100.00%)
Total Deals: 100 Profit Trades (% of total): 50 (100.00%) Loss Trades (% of total): 0 (0.00%)
Largest profit trade: 216.29 Largest loss trade: 0.00
Average profit trade: 201.39 Average loss trade: 0.00
Maximum consecutive wins ($): 50 (10 069.53) Maximum consecutive losses ($): 0 (0.00)
Maximal consecutive profit (count): 10 069.53 (50) Maximal consecutive loss (count): 0.00 (0)
Average consecutive wins: 50 Average consecutive losses: 0
Graph
Graph
Correlation (Profits,MFE): 0.56 Correlation (Profits,MAE): -0.09 Correlation (MFE,MAE): -0.0432
Graph
Minimal position holding time: 22:17:40 Maximal position holding time: 14690:16:00 Average position holding time: 1291:22:54
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2010.01.04 16:31:002NKEbuy243 / 2430.0017.292010.01.04 16:31:00filledNKE
2010.03.09 21:15:403NKEsell243 / 2430.002010.03.09 21:15:40filledtp 17.29
2010.03.24 18:32:404NKEbuy218 / 2180.0019.292010.03.24 18:32:40filledNKE
2010.04.21 17:15:205NKEsell218 / 2180.002010.04.21 17:15:20filledtp 19.29
2010.04.27 16:32:406NKEbuy207 / 2070.0020.322010.04.27 16:32:40filledNKE
2010.09.24 16:31:407NKEsell207 / 2070.002010.09.24 16:31:40filledtp 20.32
2010.10.04 18:15:008NKEbuy201 / 2010.0020.952010.10.04 18:15:00filledNKE
2010.11.05 16:42:409NKEsell201 / 2010.002010.11.05 16:42:40filledtp 20.95
2010.11.09 18:57:4010NKEbuy193 / 1930.0021.852010.11.09 18:57:40filledNKE
2010.12.01 16:31:0011NKEsell193 / 1930.002010.12.01 16:31:00filledtp 21.85
2010.12.06 16:33:0012NKEbuy185 / 1850.0022.892010.12.06 16:33:00filledNKE
2010.12.21 21:57:4013NKEsell185 / 1850.002010.12.21 21:57:40filledtp 22.89
2010.12.22 16:31:0014NKEbuy185 / 1850.0022.922010.12.22 16:31:00filledNKE
2011.07.01 19:09:2015NKEsell185 / 1850.002011.07.01 19:09:20filledtp 22.92
2011.07.11 16:31:0016NKEbuy176 / 1760.0024.132011.07.11 16:31:00filledNKE
2011.10.27 18:03:2017NKEsell176 / 1760.002011.10.27 18:03:20filledtp 24.13
2011.11.01 16:31:0018NKEbuy173 / 1730.0024.582011.11.01 16:31:00filledNKE
2012.01.04 16:58:2019NKEsell173 / 1730.002012.01.04 16:58:20filledtp 24.58
2012.01.10 16:54:4020NKEbuy166 / 1660.0025.692012.01.10 16:54:40filledNKE
2012.01.23 17:02:4021NKEsell166 / 1660.002012.01.23 17:02:40filledtp 25.69
2012.01.24 16:41:4022NKEbuy161 / 1610.0026.612012.01.24 16:41:40filledNKE
2012.02.08 16:35:4023NKEsell161 / 1610.002012.02.08 16:35:40filledtp 26.61
2012.02.10 22:15:0024NKEbuy155 / 1550.0027.562012.02.10 22:15:00filledNKE
2012.03.13 16:31:0025NKEsell155 / 1550.002012.03.13 16:31:00filledtp 27.56
2012.03.21 18:45:4026NKEbuy147 / 1470.0029.212012.03.21 18:45:40filledNKE
2013.03.22 16:33:4027NKEsell147 / 1470.002013.03.22 16:33:40filledtp 29.21
2013.03.27 17:00:0028NKEbuy139 / 1390.0030.972013.03.27 17:00:00filledNKE
2013.04.23 19:25:4029NKEsell139 / 1390.002013.04.23 19:25:40filledtp 30.97
2013.05.08 16:31:0030NKEbuy128 / 1280.0033.492013.05.08 16:31:00filledNKE
2013.09.10 16:58:4031NKEsell128 / 1280.002013.09.10 16:58:40filledtp 33.49
2013.09.23 17:55:4032NKEbuy120 / 1200.0035.882013.09.23 17:55:40filledNKE
2013.09.27 16:31:0033NKEsell120 / 1200.002013.09.27 16:31:00filledtp 35.88
2013.10.01 22:21:2034NKEbuy114 / 1140.0037.882013.10.01 22:21:20filledNKE
2013.10.18 20:57:4035NKEsell114 / 1140.002013.10.18 20:57:40filledtp 37.88
2013.10.23 16:31:2036NKEbuy109 / 1090.0039.612013.10.23 16:31:20filledNKE
2013.11.15 22:34:4037NKEsell109 / 1090.002013.11.15 22:34:40filledtp 39.61
2013.11.19 16:31:0038NKEbuy105 / 1050.0041.162013.11.19 16:31:00filledNKE
2014.09.08 20:03:2039NKEsell105 / 1050.002014.09.08 20:03:20filledtp 41.16
2014.09.11 19:23:4040NKEbuy101 / 1010.0042.952014.09.11 19:23:40filledNKE
2014.09.26 16:31:0041NKEsell101 / 1010.002014.09.26 16:31:00filledtp 42.95
2014.10.01 17:00:0042NKEbuy94 / 940.0046.422014.10.01 17:00:00filledNKE
2014.10.30 20:19:4043NKEsell94 / 940.002014.10.30 20:19:40filledtp 46.42
2014.11.07 20:23:4044NKEbuy88 / 880.0049.282014.11.07 20:23:40filledNKE
2014.11.21 16:32:4045NKEsell88 / 880.002014.11.21 16:32:40filledtp 49.28
2014.11.25 22:40:4046NKEbuy85 / 850.0051.122014.11.25 22:40:40filledNKE
2015.03.20 16:31:0047NKEsell85 / 850.002015.03.20 16:31:00filledtp 51.12
2015.03.24 21:35:4048NKEbuy83 / 830.0052.842015.03.24 21:35:40filledNKE
2015.06.18 16:35:4049NKEsell83 / 830.002015.06.18 16:35:40filledtp 52.84
2015.06.24 19:15:0150NKEbuy78 / 780.0056.042015.06.24 19:15:01filledNKE
2015.07.13 17:05:4051NKEsell78 / 780.002015.07.13 17:05:40filledtp 56.04
2015.07.15 22:00:0052NKEbuy74 / 740.0058.802015.07.15 22:00:00filledNKE
2015.08.05 17:54:4053NKEsell74 / 740.002015.08.05 17:54:40filledtp 58.80
2015.08.06 19:40:4054NKEbuy73 / 730.0060.062015.08.06 19:40:40filledNKE
2015.09.25 16:31:0055NKEsell73 / 730.002015.09.25 16:31:00filledtp 60.06
2015.09.29 22:15:4056NKEbuy70 / 700.0062.942015.09.29 22:15:40filledNKE
2015.10.05 16:31:0057NKEsell70 / 700.002015.10.05 16:31:00filledtp 62.94
2015.10.06 18:37:4058NKEbuy68 / 680.0064.482015.10.06 18:37:40filledNKE
2015.10.15 18:14:4059NKEsell68 / 680.002015.10.15 18:14:40filledtp 64.48
2015.10.22 16:39:4060NKEbuy64 / 640.0069.312015.10.22 16:39:40filledNKE
2018.02.26 18:55:4061NKEsell64 / 640.002018.02.26 18:55:40filledtp 69.31
2018.02.28 17:56:4062NKEbuy62 / 620.0070.992018.02.28 17:56:40filledNKE
2018.05.16 17:37:4063NKEsell62 / 620.002018.05.16 17:37:40filledtp 70.99
2018.05.21 17:15:0064NKEbuy59 / 590.0074.532018.05.21 17:15:00filledNKE
2018.06.06 16:35:4065NKEsell59 / 590.002018.06.06 16:35:40filledtp 74.53
2018.06.12 16:31:0066NKEbuy57 / 570.0078.252018.06.12 16:31:00filledNKE
2018.06.29 16:31:0067NKEsell57 / 570.002018.06.29 16:31:00filledtp 78.25
2018.07.05 17:57:2068NKEbuy55 / 550.0080.212018.07.05 17:57:20filledNKE
2018.08.07 19:12:4069NKEsell55 / 550.002018.08.07 19:12:40filledtp 80.21
2018.08.13 16:32:4070NKEbuy53 / 530.0084.442018.08.13 16:32:40filledNKE
2018.09.18 17:15:4071NKEsell53 / 530.002018.09.18 17:15:40filledtp 84.44
2018.09.24 17:19:4072NKEbuy50 / 500.0088.802018.09.24 17:19:40filledNKE
2019.04.17 20:02:4073NKEsell50 / 500.002019.04.17 20:02:40filledtp 88.80
2019.04.22 21:31:4074NKEbuy48 / 480.0092.272019.04.22 21:31:40filledNKE
2019.09.25 16:31:4075NKEsell48 / 480.002019.09.25 16:31:40filledtp 92.27
2019.10.02 16:31:0076NKEbuy46 / 460.0096.102019.10.02 16:31:00filledNKE
2019.10.18 20:21:4077NKEsell46 / 460.002019.10.18 20:21:40filledtp 96.10
2019.10.22 22:48:4078NKEbuy45 / 450.00100.432019.10.22 22:48:40filledNKE
2019.12.18 21:30:4079NKEsell45 / 450.002019.12.18 21:30:40filledtp 100.43
2019.12.20 16:40:4080NKEbuy43 / 430.00103.912019.12.20 16:40:40filledNKE
2020.01.17 16:34:4081NKEsell43 / 430.002020.01.17 16:34:40filledtp 103.91
2020.01.23 16:32:4082NKEbuy41 / 410.00108.972020.01.23 16:32:40filledNKE
2020.08.19 16:33:4083NKEsell41 / 410.002020.08.19 16:33:40filledtp 108.97
2020.08.27 19:29:4084NKEbuy38 / 380.00116.902020.08.27 19:29:40filledNKE
2020.09.02 22:18:4085NKEsell38 / 380.002020.09.02 22:18:40filledtp 116.90
2020.09.03 21:25:4086NKEbuy38 / 380.00118.802020.09.03 21:25:40filledNKE
2020.09.11 17:50:4087NKEsell38 / 380.002020.09.11 17:50:40filledtp 118.80
2020.09.16 20:17:2088NKEbuy36 / 360.00124.382020.09.16 20:17:20filledNKE
2020.09.23 16:31:0089NKEsell36 / 360.002020.09.23 16:31:00filledtp 124.38
2020.10.02 16:31:0090NKEbuy35 / 350.00130.282020.10.02 16:31:00filledNKE
2020.10.06 20:10:2091NKEsell35 / 350.002020.10.06 20:10:20filledtp 130.28
2020.10.12 17:57:4092NKEbuy33 / 330.00136.052020.10.12 17:57:40filledNKE
2020.11.09 16:44:4093NKEsell33 / 330.002020.11.09 16:44:40filledtp 136.05
2020.11.10 16:38:2094NKEbuy34 / 340.00134.092020.11.10 16:38:20filledNKE
2020.11.23 16:31:0095NKEsell34 / 340.002020.11.23 16:31:00filledtp 134.09
2020.11.27 18:35:2096NKEbuy32 / 320.00140.852020.11.27 18:35:20filledNKE
2020.12.18 16:31:0097NKEsell32 / 320.002020.12.18 16:31:00filledtp 140.85
2020.12.18 18:15:0098NKEbuy31 / 310.00144.472020.12.18 18:15:00filledNKE
2020.12.21 16:32:4099NKEsell31 / 310.002020.12.21 16:32:40filledtp 144.47
2020.12.24 16:31:00100NKEbuy31 / 310.00148.672020.12.24 16:31:00filledNKE
2020.12.30 22:58:59101NKEsell31 / 310.002020.12.30 22:58:59filledend of test
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2010.01.01 00:00:001balance0.000.00100 000.00100 000.00
2010.01.04 16:31:002NKEbuyin24316.472-4.860.000.0099 995.14NKE
2010.03.09 21:15:403NKEsellout24317.293-4.86-1.28199.26100 188.26tp 17.29
2010.03.24 18:32:404NKEbuyin21818.374-4.360.000.00100 183.90NKE
2010.04.21 17:15:205NKEsellout21819.295-4.36-0.52200.56100 379.58tp 19.29
2010.04.27 16:32:406NKEbuyin20719.356-4.140.000.00100 375.44NKE
2010.09.24 16:31:407NKEsellout20720.327-4.14-2.76200.79100 569.33tp 20.32
2010.10.04 18:15:008NKEbuyin20119.958-4.020.000.00100 565.31NKE
2010.11.05 16:42:409NKEsellout20120.959-4.02-0.60201.00100 761.69tp 20.95
2010.11.09 18:57:4010NKEbuyin19320.8110-3.860.000.00100 757.83NKE
2010.12.01 16:31:0011NKEsellout19321.8511-3.86-0.40200.72100 954.29tp 21.85
2010.12.06 16:33:0012NKEbuyin18521.8012-3.700.000.00100 950.59NKE
2010.12.21 21:57:4013NKEsellout18522.8913-3.70-0.17201.65101 148.37tp 22.89
2010.12.22 16:31:0014NKEbuyin18521.8314-3.700.000.00101 144.67NKE
2011.07.01 19:09:2015NKEsellout18522.9215-3.70-2.23201.65101 340.39tp 22.92
2011.07.11 16:31:0016NKEbuyin17622.9816-3.520.000.00101 336.87NKE
2011.10.27 18:03:2017NKEsellout17624.1317-3.52-1.24202.40101 534.51tp 24.13
2011.11.01 16:31:0018NKEbuyin17323.4118-3.460.000.00101 531.05NKE
2012.01.04 16:58:2019NKEsellout17324.5819-3.46-0.76202.41101 729.24tp 24.58
2012.01.10 16:54:4020NKEbuyin16624.4720-3.320.000.00101 725.92NKE
2012.01.23 17:02:4021NKEsellout16625.6921-3.32-0.16202.52101 924.96tp 25.69
2012.01.24 16:41:4022NKEbuyin16125.3422-3.220.000.00101 921.74NKE
2012.02.08 16:35:4023NKEsellout16126.6123-3.22-0.17204.47102 122.82tp 26.61
2012.02.10 22:15:0024NKEbuyin15526.2524-3.100.000.00102 119.72NKE
2012.03.13 16:31:0025NKEsellout15527.5625-3.10-0.37203.05102 319.30tp 27.56
2012.03.21 18:45:4026NKEbuyin14727.8226-2.940.000.00102 316.36NKE
2013.03.22 16:33:4027NKEsellout14729.2127-2.94-4.19204.33102 513.56tp 29.21
2013.03.27 17:00:0028NKEbuyin13929.5028-2.780.000.00102 510.78NKE
2013.04.23 19:25:4029NKEsellout13930.9729-2.78-0.27204.33102 712.06tp 30.97
2013.05.08 16:31:0030NKEbuyin12831.9030-2.560.000.00102 709.50NKE
2013.09.10 16:58:4031NKEsellout12833.4931-2.56-1.25203.52102 909.21tp 33.49
2013.09.23 17:55:4032NKEbuyin12034.1732-2.400.000.00102 906.81NKE
2013.09.27 16:31:0033NKEsellout12035.8833-2.40-0.04205.20103 109.57tp 35.88
2013.10.01 22:21:2034NKEbuyin11436.0834-2.280.000.00103 107.29NKE
2013.10.18 20:57:4035NKEsellout11437.8835-2.28-0.17205.20103 310.04tp 37.88
2013.10.23 16:31:2036NKEbuyin10937.7236-2.180.000.00103 307.86NKE
2013.11.15 22:34:4037NKEsellout10939.6137-2.18-0.23206.01103 511.46tp 39.61
2013.11.19 16:31:0038NKEbuyin10539.2038-2.100.000.00103 509.36NKE
2014.09.08 20:03:2039NKEsellout10541.1639-2.10-2.90205.80103 710.16tp 41.16
2014.09.11 19:23:4040NKEbuyin10140.9140-2.020.000.00103 708.14NKE
2014.09.26 16:31:0041NKEsellout10142.9541-2.02-0.13206.04103 912.03tp 42.95
2014.10.01 17:00:0042NKEbuyin9444.2142-1.880.000.00103 910.15NKE
2014.10.30 20:19:4043NKEsellout9446.4243-1.88-0.25207.74104 115.76tp 46.42
2014.11.07 20:23:4044NKEbuyin8846.9344-1.760.000.00104 114.00NKE
2014.11.21 16:32:4045NKEsellout8849.2845-1.76-0.12206.80104 318.92tp 49.28
2014.11.25 22:40:4046NKEbuyin8548.6946-1.700.000.00104 317.22NKE
2015.03.20 16:31:0047NKEsellout8551.1247-1.70-0.97206.55104 521.10tp 51.12
2015.03.24 21:35:4048NKEbuyin8350.3248-1.660.000.00104 519.44NKE
2015.06.18 16:35:4049NKEsellout8352.8449-1.66-0.73209.16104 726.21tp 52.84
2015.06.24 19:15:0150NKEbuyin7853.3750-1.560.000.00104 724.65NKE
2015.07.13 17:05:4051NKEsellout7856.0451-1.56-0.15208.26104 931.20tp 56.04
2015.07.15 22:00:0052NKEbuyin7456.0052-1.480.000.00104 929.72NKE
2015.08.05 17:54:4053NKEsellout7458.8053-1.48-0.18207.20105 135.26tp 58.80
2015.08.06 19:40:4054NKEbuyin7357.2054-1.460.000.00105 133.80NKE
2015.09.25 16:31:0055NKEsellout7360.0655-1.46-0.42208.78105 340.70tp 60.06
2015.09.29 22:15:4056NKEbuyin7059.9456-1.400.000.00105 339.30NKE
2015.10.05 16:31:0057NKEsellout7062.9457-1.40-0.05210.00105 547.85tp 62.94
2015.10.06 18:37:4058NKEbuyin6861.4158-1.360.000.00105 546.49NKE
2015.10.15 18:14:4059NKEsellout6864.4859-1.36-0.08208.76105 753.81tp 64.48
2015.10.22 16:39:4060NKEbuyin6466.0160-1.280.000.00105 752.53NKE
2018.02.26 18:55:4061NKEsellout6469.3161-1.28-7.12211.20105 955.33tp 69.31
2018.02.28 17:56:4062NKEbuyin6267.6162-1.240.000.00105 954.09NKE
2018.05.16 17:37:4063NKEsellout6270.9963-1.24-0.12209.56106 162.29tp 70.99
2018.05.21 17:15:0064NKEbuyin5970.9864-1.180.000.00106 161.11NKE
2018.06.06 16:35:4065NKEsellout5974.5365-1.18-0.03209.45106 369.35tp 74.53
2018.06.12 16:31:0066NKEbuyin5774.5266-1.140.000.00106 368.21NKE
2018.06.29 16:31:0067NKEsellout5778.2567-1.14-0.02212.61106 579.66tp 78.25
2018.07.05 17:57:2068NKEbuyin5576.3968-1.100.000.00106 578.56NKE
2018.08.07 19:12:4069NKEsellout5580.2169-1.10-0.06210.10106 787.50tp 80.21
2018.08.13 16:32:4070NKEbuyin5380.4270-1.060.000.00106 786.44NKE
2018.09.18 17:15:4071NKEsellout5384.4471-1.06-0.06213.06106 998.38tp 84.44
2018.09.24 17:19:4072NKEbuyin5084.5772-1.000.000.00106 997.38NKE
2019.04.17 20:02:4073NKEsellout5088.8073-1.00-0.35211.50107 207.53tp 88.80
2019.04.22 21:31:4074NKEbuyin4887.8874-0.960.000.00107 206.57NKE
2019.09.25 16:31:4075NKEsellout4892.2775-0.96-0.27210.72107 416.06tp 92.27
2019.10.02 16:31:0076NKEbuyin4691.5276-0.920.000.00107 415.14NKE
2019.10.18 20:21:4077NKEsellout4696.1077-0.92-0.02210.68107 624.88tp 96.10
2019.10.22 22:48:4078NKEbuyin4595.6578-0.900.000.00107 623.98NKE
2019.12.18 21:30:4079NKEsellout45100.4379-0.90-0.08215.10107 838.10tp 100.43
2019.12.20 16:40:4080NKEbuyin4398.9680-0.860.000.00107 837.24NKE
2020.01.17 16:34:4081NKEsellout43103.9181-0.86-0.06212.85108 049.17tp 103.91
2020.01.23 16:32:4082NKEbuyin41103.7882-0.820.000.00108 048.35NKE
2020.08.19 16:33:4083NKEsellout41108.9783-0.82-0.32212.79108 260.00tp 108.97
2020.08.27 19:29:4084NKEbuyin38111.3384-0.760.000.00108 259.24NKE
2020.09.02 22:18:4085NKEsellout38116.9085-0.76-0.01211.66108 470.13tp 116.90
2020.09.03 21:25:4086NKEbuyin38113.1486-0.760.000.00108 469.37NKE
2020.09.11 17:50:4087NKEsellout38118.8087-0.76-0.02215.08108 683.67tp 118.80
2020.09.16 20:17:2088NKEbuyin36118.4688-0.720.000.00108 682.95NKE
2020.09.23 16:31:0089NKEsellout36124.3889-0.72-0.01213.12108 895.34tp 124.38
2020.10.02 16:31:0090NKEbuyin35124.0890-0.700.000.00108 894.64NKE
2020.10.06 20:10:2091NKEsellout35130.2891-0.70-0.01217.00109 110.93tp 130.28
2020.10.12 17:57:4092NKEbuyin33129.5792-0.660.000.00109 110.27NKE
2020.11.09 16:44:4093NKEsellout33136.0593-0.66-0.04213.84109 323.41tp 136.05
2020.11.10 16:38:2094NKEbuyin34127.7194-0.680.000.00109 322.73NKE
2020.11.23 16:31:0095NKEsellout34134.0995-0.68-0.02216.92109 538.95tp 134.09
2020.11.27 18:35:2096NKEbuyin32134.1496-0.640.000.00109 538.31NKE
2020.12.18 16:31:0097NKEsellout32140.8597-0.64-0.03214.72109 752.36tp 140.85
2020.12.18 18:15:0098NKEbuyin31137.5998-0.620.000.00109 751.74NKE
2020.12.21 16:32:4099NKEsellout31144.4799-0.62-0.01213.28109 964.39tp 144.47
2020.12.24 16:31:00100NKEbuyin31141.59100-0.620.000.00109 963.77NKE
2020.12.30 22:58:59101NKEsellout31141.88101-0.62-0.018.99109 972.13end of test
-194.80 -31.46 10 198.39 109 972.13