Strategy Tester Report | ||||||||||||
Neural Target (Build 4823) | ||||||||||||
Settings | ||||||||||||
| Expert: | 1023295484_ITUB4_30_nt | |||||||||||
| Symbol: | ITUB4 | |||||||||||
| Period: | M30 (2024.11.29 - 2025.02.04) | |||||||||||
| Inputs: | _Properties_=------ | |||||||||||
| Magic_Number=1023295484 | ||||||||||||
| Entry_Amount=100 | ||||||||||||
| Stop_Loss=0 | ||||||||||||
| Take_Profit=66 | ||||||||||||
| __Options___=------ | ||||||||||||
| Entry_prot__=------ | ||||||||||||
| Max_Spread=0 | ||||||||||||
| Max_OpenPos=0 | ||||||||||||
| Max_OpenLots=0.0 | ||||||||||||
| Daily_prot__=------ | ||||||||||||
| MaxDailyLoss=0 | ||||||||||||
| Max_Daily_DD=0.0 | ||||||||||||
| Daily_Reset=0 | ||||||||||||
| Account_prot=------ | ||||||||||||
| Min_Equity=0 | ||||||||||||
| MaxEquity_DD=0.0 | ||||||||||||
| Max_Equity=0 | ||||||||||||
| _NewsFilter_=------ | ||||||||||||
| News_Priority=0 | ||||||||||||
| News_Currencies=EUR,USD | ||||||||||||
| News_BeforeMedium=2 | ||||||||||||
| News_AfterMedium=2 | ||||||||||||
| News_BeforeHigh=2 | ||||||||||||
| News_AfterHigh=5 | ||||||||||||
| News_ViewCount=10 | ||||||||||||
| _Settings___=------ | ||||||||||||
| Show_inds=false | ||||||||||||
| __Stats_____=------ | ||||||||||||
| Pos_Stat=true | ||||||||||||
| Robot_Stats=true | ||||||||||||
| Company: | Neural Target | |||||||||||
| Currency: | profit in pips | |||||||||||
| Initial Deposit: | 50 000.00 | |||||||||||
| Leverage: | 1:100 | |||||||||||
Results | ||||||||||||
| History Quality: | 95% | |||||||||||
| Bars: | 692 | Ticks: | 1779001 | Symbols: | 1 | |||||||
| Total Net Profit: | 14 300.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 323 800.00 | |||||||
| Gross Profit: | 19 700.00 | Balance Drawdown Maximal: | 5 400.00 (7.75%) | Equity Drawdown Maximal: | 323 800.00 (647.60%) | |||||||
| Gross Loss: | -5 400.00 | Balance Drawdown Relative: | 7.75% (5 400.00) | Equity Drawdown Relative: | 647.60% (323 800.00) | |||||||
| Profit Factor: | 3.65 | Expected Payoff: | 3 575.00 | Margin Level: | 183089.21% | |||||||
| Recovery Factor: | 0.04 | Sharpe Ratio: | 0.08 | Z-Score: | 0.00 (0.00%) | |||||||
| AHPR: | 1.0685 (6.85%) | LR Correlation: | 0.78 | OnTester result: | 0 | |||||||
| GHPR: | 1.0649 (6.49%) | LR Standard Error: | 4 381.89 | |||||||||
| Total Trades: | 4 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 4 (75.00%) | |||||||
| Total Deals: | 8 | Profit Trades (% of total): | 3 (75.00%) | Loss Trades (% of total): | 1 (25.00%) | |||||||
| Largest profit trade: | 6 600.00 | Largest loss trade: | -5 400.00 | |||||||||
| Average profit trade: | 6 566.67 | Average loss trade: | -5 400.00 | |||||||||
| Maximum consecutive wins ($): | 3 (19 700.00) | Maximum consecutive losses ($): | 1 (-5 400.00) | |||||||||
| Maximal consecutive profit (count): | 19 700.00 (3) | Maximal consecutive loss (count): | -5 400.00 (1) | |||||||||
| Average consecutive wins: | 3 | Average consecutive losses: | 1 | |||||||||
 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
 | ||||||||||||
| Correlation (Profits,MFE): | 1.00 | Correlation (Profits,MAE): | -0.37 | Correlation (MFE,MAE): | -0.3771 | |||||||
 | ||||||||||||
| Minimal position holding time: | 52:54:59 | Maximal position holding time: | 859:59:05 | Average position holding time: | 280:18:35 | |||||||
 | ||||||||||||
Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.11.29 00:00:00 | 2 | ITUB4 | buy | 100 / 100 | 32.38 | 33.03 | 2024.11.29 00:00:00 | filled | 1023295484 | |||
| 2024.12.05 10:42:37 | 3 | ITUB4 | sell | 100 / 100 | 33.03 | 2024.12.05 10:42:37 | filled | tp 33.03 | ||||
| 2024.12.05 11:00:00 | 4 | ITUB4 | buy | 100 / 100 | 32.96 | 33.62 | 2024.12.05 11:00:00 | filled | 1023295484 | |||
| 2024.12.11 16:37:41 | 5 | ITUB4 | sell | 100 / 100 | 33.62 | 2024.12.11 16:37:41 | filled | tp 33.62 | ||||
| 2024.12.11 17:00:00 | 6 | ITUB4 | buy | 100 / 100 | 33.38 | 34.03 | 2024.12.11 17:00:00 | filled | 1023295484 | |||
| 2025.01.30 12:59:05 | 7 | ITUB4 | sell | 100 / 100 | 34.03 | 2025.01.30 12:59:05 | filled | tp 34.03 | ||||
| 2025.01.30 13:00:00 | 8 | ITUB4 | buy | 100 / 100 | 34.02 | 34.67 | 2025.01.30 13:00:00 | filled | 1023295484 | |||
| 2025.02.03 17:54:59 | 9 | ITUB4 | sell | 100 / 100 | 33.48 | 2025.02.03 17:54:59 | filled | end of test | ||||
Deals | ||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2024.11.29 00:00:00 | 1 | balance | 0.00 | 0.00 | 50 000.00 | 50 000.00 | ||||||
| 2024.11.29 00:00:00 | 2 | ITUB4 | buy | in | 100 | 32.38 | 2 | 0.00 | 0.00 | 0.00 | 50 000.00 | 1023295484 |
| 2024.12.05 10:42:37 | 3 | ITUB4 | sell | out | 100 | 33.04 | 3 | 0.00 | 0.00 | 6 600.00 | 56 600.00 | tp 33.03 |
| 2024.12.05 11:00:00 | 4 | ITUB4 | buy | in | 100 | 32.96 | 4 | 0.00 | 0.00 | 0.00 | 56 600.00 | 1023295484 |
| 2024.12.11 16:37:41 | 5 | ITUB4 | sell | out | 100 | 33.62 | 5 | 0.00 | 0.00 | 6 600.00 | 63 200.00 | tp 33.62 |
| 2024.12.11 17:00:00 | 6 | ITUB4 | buy | in | 100 | 33.38 | 6 | 0.00 | 0.00 | 0.00 | 63 200.00 | 1023295484 |
| 2025.01.30 12:59:05 | 7 | ITUB4 | sell | out | 100 | 34.03 | 7 | 0.00 | 0.00 | 6 500.00 | 69 700.00 | tp 34.03 |
| 2025.01.30 13:00:00 | 8 | ITUB4 | buy | in | 100 | 34.02 | 8 | 0.00 | 0.00 | 0.00 | 69 700.00 | 1023295484 |
| 2025.02.03 17:54:59 | 9 | ITUB4 | sell | out | 100 | 33.48 | 9 | 0.00 | 0.00 | -5 400.00 | 64 300.00 | end of test |
| 0.00 | 0.00 | 14 300.00 | 64 300.00 | |||||||||