Strategy Tester Report
AdmiralMarkets-Live (Build 2815)
Settings
Expert:			Stock Trader Hedge
Symbol:			NKE
Period:			H1 (2012.01.01 - 2021.12.31)
Inputs:			T_0=General Settings
			Comment=NKE
			Slippage=5
			MagicNumber=100056
			Balance_Type=0
			MM_Type=0
			AutoRisk=5
			TimeFrame=16385
			TakeProfit=5
			RSI_Period=18
			RSI_Level=80
			Stochastic_Period=15
			Stochastic_Level=80
			CCI_Period=36
			CCI_Level=100
			Slow_CCI_TF=16386
			Slow_CCI_Period=51
			Slow_CCI_Level=150
			InpLoadedPeriod=16385
Broker:			Admiral Markets Group AS
Currency:			USD
Initial Deposit:			100 000.00
Leverage:			1:1
Results
History Quality:			97%
Bars:			5658	Ticks:			21935	Symbols:			1
Total Net Profit:			5 016.60	Balance Drawdown Absolute:			1.60	Equity Drawdown Absolute:			6.40
Gross Profit:			5 040.84	Balance Drawdown Maximal:			1.60 (0.00%)	Equity Drawdown Maximal:			1 963.65 (1.91%)
Gross Loss:			-24.24	Balance Drawdown Relative:			0.00% (1.60)	Equity Drawdown Relative:			1.91% (1 963.65)
Profit Factor:			207.96	Expected Payoff:			252.04	Margin Level:			1975.06%
Recovery Factor:			2.55	Sharpe Ratio:			154.96	Z-Score:			0.00 (0.00%)
AHPR:			1.0025 (0.25%)	LR Correlation:			1.00	OnTester result:			0
GHPR:			1.0025 (0.25%)	LR Standard Error:			10.56
Total Trades:			20	Short Trades (won %):			0 (0.00%)	Long Trades (won %):			20 (100.00%)
Total Deals:			40	Profit Trades (% of total):			20 (100.00%)	Loss Trades (% of total):			0 (0.00%)
				Largest profit trade:			258.53	Largest loss trade:			0.00
				Average profit trade:			252.04	Average loss trade:			0.00
				Maximum consecutive wins ($):			20 (5 040.84)	Maximum consecutive losses ($):			0 (0.00)
				Maximal consecutive profit (count):			5 040.84 (20)	Maximal consecutive loss (count):			0.00 (0)
				Average consecutive wins:			20	Average consecutive losses:			0
Correlation (Profits,MFE):			-0.13	Correlation (Profits,MAE):			-0.16	Correlation (MFE,MAE):			-0.1086
Minimal position holding time:			24:00:00	Maximal position holding time:			2568:00:00	Average position holding time:			525:17:58

Orders
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2018.02.06 16:00:00	2	NKE	buy	80 / 80		62.13		65.24	2018.02.06 16:00:00		filled	NKE
2018.02.07 16:00:00	3	NKE	sell	80 / 80		65.24			2018.02.07 16:00:00		filled	tp 65.24
2018.02.08 20:00:00	4	NKE	buy	78 / 78		63.67		66.85	2018.02.08 20:00:00		filled	NKE
2018.02.14 18:59:58	5	NKE	sell	78 / 78		66.85			2018.02.14 18:59:58		filled	tp 66.85
2018.03.02 16:00:00	6	NKE	buy	77 / 77		65.04		68.29	2018.03.02 16:00:00		filled	NKE
2018.04.04 22:59:58	7	NKE	sell	77 / 77		68.29			2018.04.04 22:59:58		filled	tp 68.29
2018.04.19 18:00:00	8	NKE	buy	76 / 76		65.53		68.81	2018.04.19 18:00:00		filled	NKE
2018.04.27 16:00:00	9	NKE	sell	76 / 76		68.81			2018.04.27 16:00:00		filled	tp 68.81
2018.06.22 20:00:00	10	NKE	buy	68 / 68		73.60		77.28	2018.06.22 20:00:00		filled	NKE
2018.06.29 16:00:00	11	NKE	sell	68 / 68		77.28			2018.06.29 16:00:00		filled	tp 77.28
2018.07.24 18:00:00	12	NKE	buy	66 / 66		75.90		79.69	2018.07.24 18:00:00		filled	NKE
2018.08.07 16:00:00	13	NKE	sell	66 / 66		79.69			2018.08.07 16:00:00		filled	tp 79.69
2018.09.04 19:00:00	14	NKE	buy	63 / 63		79.68		83.66	2018.09.04 19:00:00		filled	NKE
2018.09.13 16:59:58	15	NKE	sell	63 / 63		83.66			2018.09.13 16:59:58		filled	tp 83.66
2018.10.03 16:00:00	16	NKE	buy	61 / 61		82.38		86.50	2018.10.03 16:00:00		filled	NKE
2019.03.01 16:00:00	17	NKE	sell	61 / 61		86.50			2019.03.01 16:00:00		filled	tp 86.50
2019.03.22 16:00:00	18	NKE	buy	60 / 60		84.05		88.25	2019.03.22 16:00:00		filled	NKE
2019.04.17 16:59:58	19	NKE	sell	60 / 60		88.25			2019.04.17 16:59:58		filled	tp 88.25
2019.05.02 16:00:00	20	NKE	buy	59 / 59		86.01		90.31	2019.05.02 16:00:00		filled	NKE
2019.09.25 16:00:00	21	NKE	sell	59 / 59		90.31			2019.09.25 16:00:00		filled	tp 90.31
2019.10.29 21:00:00	22	NKE	buy	57 / 57		89.27		93.73	2019.10.29 21:00:00		filled	NKE
2019.11.18 19:59:59	23	NKE	sell	57 / 57		93.73			2019.11.18 19:59:59		filled	tp 93.73
2020.01.27 16:00:00	24	NKE	buy	52 / 52		98.54		103.47	2020.01.27 16:00:00		filled	NKE
2020.02.13 18:59:58	25	NKE	sell	52 / 52		103.47			2020.02.13 18:59:58		filled	tp 103.47
2020.02.24 16:00:00	26	NKE	buy	53 / 53		96.53		101.36	2020.02.24 16:00:00		filled	NKE
2020.06.03 16:00:00	27	NKE	sell	53 / 53		101.36			2020.06.03 16:00:00		filled	tp 101.36
2020.06.11 22:00:00	28	NKE	buy	54 / 54		95.55		100.33	2020.06.11 22:00:00		filled	NKE
2020.06.16 16:00:00	29	NKE	sell	54 / 54		100.33			2020.06.16 16:00:00		filled	tp 100.33
2020.06.26 22:00:00	30	NKE	buy	54 / 54		94.16		98.87	2020.06.26 22:00:00		filled	NKE
2020.07.02 16:59:57	31	NKE	sell	54 / 54		98.87			2020.07.02 16:59:57		filled	tp 98.87
2020.07.20 16:00:00	32	NKE	buy	54 / 54		95.67		100.45	2020.07.20 16:00:00		filled	NKE
2020.08.05 17:59:58	33	NKE	sell	54 / 54		100.45			2020.08.05 17:59:58		filled	tp 100.45
2020.10.26 19:00:00	34	NKE	buy	40 / 40		127.15		133.51	2020.10.26 19:00:00		filled	NKE
2020.11.09 16:00:00	35	NKE	sell	40 / 40		133.51			2020.11.09 16:00:00		filled	tp 133.51
2021.01.25 17:00:00	36	NKE	buy	37 / 37		137.48		144.35	2021.01.25 17:00:00		filled	NKE
2021.02.05 19:59:58	37	NKE	sell	37 / 37		144.35			2021.02.05 19:59:58		filled	tp 144.35
2021.02.22 19:00:00	38	NKE	buy	37 / 37		137.96		144.86	2021.02.22 19:00:00		filled	NKE
2021.03.15 20:59:57	39	NKE	sell	37 / 37		144.86			2021.03.15 20:59:57		filled	tp 144.86
2021.03.25 15:00:00	40	NKE	buy	41 / 41		126.53		132.86	2021.03.25 15:00:00		filled	NKE
2021.03.26 16:59:57	41	NKE	sell	41 / 41		132.86			2021.03.26 16:59:57		filled	tp 132.86
Deals
Time	Deal	Symbol	Type	Direction	Volume	Price	Order	Commission	Swap	Profit	Balance	Comment
2012.01.01 00:00:00	1		balance					0.00	0.00	100 000.00	100 000.00
2018.02.06 16:00:00	2	NKE	buy	in	80	62.13	2	-1.60	0.00	0.00	99 998.40	NKE
2018.02.07 16:00:00	3	NKE	sell	out	80	65.24	3	-1.60	0.00	248.80	100 245.60	tp 65.24
2018.02.08 20:00:00	4	NKE	buy	in	78	63.67	4	-1.56	0.00	0.00	100 244.04	NKE
2018.02.14 18:59:58	5	NKE	sell	out	78	66.85	5	-1.56	0.00	248.04	100 490.52	tp 66.85
2018.03.02 16:00:00	6	NKE	buy	in	77	65.04	6	-1.54	0.00	0.00	100 488.98	NKE
2018.04.04 22:59:58	7	NKE	sell	out	77	68.29	7	-1.54	0.00	250.25	100 737.69	tp 68.29
2018.04.19 18:00:00	8	NKE	buy	in	76	65.53	8	-1.52	0.00	0.00	100 736.17	NKE
2018.04.27 16:00:00	9	NKE	sell	out	76	68.81	9	-1.52	0.00	249.28	100 983.93	tp 68.81
2018.06.22 20:00:00	10	NKE	buy	in	68	73.60	10	-1.36	0.00	0.00	100 982.57	NKE
2018.06.29 16:00:00	11	NKE	sell	out	68	77.28	11	-1.36	0.00	250.24	101 231.45	tp 77.28
2018.07.24 18:00:00	12	NKE	buy	in	66	75.90	12	-1.32	0.00	0.00	101 230.13	NKE
2018.08.07 16:00:00	13	NKE	sell	out	66	79.69	13	-1.32	0.00	250.14	101 478.95	tp 79.69
2018.09.04 19:00:00	14	NKE	buy	in	63	79.68	14	-1.26	0.00	0.00	101 477.69	NKE
2018.09.13 16:59:58	15	NKE	sell	out	63	83.66	15	-1.26	0.00	250.74	101 727.17	tp 83.66
2018.10.03 16:00:00	16	NKE	buy	in	61	82.38	16	-1.22	0.00	0.00	101 725.95	NKE
2019.03.01 16:00:00	17	NKE	sell	out	61	86.50	17	-1.22	0.00	251.32	101 976.05	tp 86.50
2019.03.22 16:00:00	18	NKE	buy	in	60	84.05	18	-1.20	0.00	0.00	101 974.85	NKE
2019.04.17 16:59:58	19	NKE	sell	out	60	88.25	19	-1.20	0.00	252.00	102 225.65	tp 88.25
2019.05.02 16:00:00	20	NKE	buy	in	59	86.01	20	-1.18	0.00	0.00	102 224.47	NKE
2019.09.25 16:00:00	21	NKE	sell	out	59	90.31	21	-1.18	0.00	253.70	102 476.99	tp 90.31
2019.10.29 21:00:00	22	NKE	buy	in	57	89.27	22	-1.14	0.00	0.00	102 475.85	NKE
2019.11.18 19:59:59	23	NKE	sell	out	57	93.73	23	-1.14	0.00	254.22	102 728.93	tp 93.73
2020.01.27 16:00:00	24	NKE	buy	in	52	98.54	24	-1.04	0.00	0.00	102 727.89	NKE
2020.02.13 18:59:58	25	NKE	sell	out	52	103.47	25	-1.04	0.00	256.36	102 983.21	tp 103.47
2020.02.24 16:00:00	26	NKE	buy	in	53	96.53	26	-1.06	0.00	0.00	102 982.15	NKE
2020.06.03 16:00:00	27	NKE	sell	out	53	101.36	27	-1.06	0.00	255.99	103 237.08	tp 101.36
2020.06.11 22:00:00	28	NKE	buy	in	54	95.55	28	-1.08	0.00	0.00	103 236.00	NKE
2020.06.16 16:00:00	29	NKE	sell	out	54	100.33	29	-1.08	0.00	258.12	103 493.04	tp 100.33
2020.06.26 22:00:00	30	NKE	buy	in	54	94.16	30	-1.08	0.00	0.00	103 491.96	NKE
2020.07.02 16:59:57	31	NKE	sell	out	54	98.87	31	-1.08	0.00	254.34	103 745.22	tp 98.87
2020.07.20 16:00:00	32	NKE	buy	in	54	95.67	32	-1.08	0.00	0.00	103 744.14	NKE
2020.08.05 17:59:58	33	NKE	sell	out	54	100.45	33	-1.08	0.00	258.12	104 001.18	tp 100.45
2020.10.26 19:00:00	34	NKE	buy	in	40	127.15	34	-1.00	0.00	0.00	104 000.18	NKE
2020.11.09 16:00:00	35	NKE	sell	out	40	133.51	35	-1.00	0.00	254.40	104 253.58	tp 133.51
2021.01.25 17:00:00	36	NKE	buy	in	37	137.48	36	-1.00	0.00	0.00	104 252.58	NKE
2021.02.05 19:59:58	37	NKE	sell	out	37	144.35	37	-1.00	0.00	254.19	104 505.77	tp 144.35
2021.02.22 19:00:00	38	NKE	buy	in	37	137.96	38	-1.00	0.00	0.00	104 504.77	NKE
2021.03.15 20:59:57	39	NKE	sell	out	37	144.86	39	-1.00	0.00	255.30	104 759.07	tp 144.86
2021.03.25 15:00:00	40	NKE	buy	in	41	126.53	40	-1.00	0.00	0.00	104 758.07	NKE
2021.03.26 16:59:57	41	NKE	sell	out	41	132.86	41	-1.00	0.00	259.53	105 016.60	tp 132.86
								-48.48	0.00	5 065.08	105 016.60