Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 1106649080_VALE3_240 | |||||||||||
| Symbol: | VALE3 | |||||||||||
| Period: | H4 (2024.07.31 - 2025.01.27) | |||||||||||
| Inputs: | Entry_Amount=100 | |||||||||||
| Stop_Loss= | ||||||||||||
| Take_Profit= | ||||||||||||
| Magic_Number=1106649080 | ||||||||||||
| Max_Spread=0 | ||||||||||||
| Min_Equity=0 | ||||||||||||
| Company: | Neural Target | |||||||||||
| Currency: | profit in pips | |||||||||||
| Initial Deposit: | 50 000.00 | |||||||||||
| Leverage: | 1:1 | |||||||||||
Results | ||||||||||||
| History Quality: | 96% | |||||||||||
| Bars: | 366 | Ticks: | 5669294 | Symbols: | 1 | |||||||
| Total Net Profit: | 45 400.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 3 300.00 | |||||||
| Gross Profit: | 63 300.00 | Balance Drawdown Maximal: | 17 900.00 (21.31%) | Equity Drawdown Maximal: | 41 900.00 (46.35%) | |||||||
| Gross Loss: | -17 900.00 | Balance Drawdown Relative: | 21.31% (17 900.00) | Equity Drawdown Relative: | 46.35% (41 900.00) | |||||||
| Profit Factor: | 3.54 | Expected Payoff: | 7 566.67 | Margin Level: | 244332.49% | |||||||
| Recovery Factor: | 1.08 | Sharpe Ratio: | 0.35 | Z-Score: | 1.77 (92.33%) | |||||||
| AHPR: | 1.1300 (13.00%) | LR Correlation: | 0.71 | OnTester result: | 0 | |||||||
| GHPR: | 1.1137 (11.37%) | LR Standard Error: | 10 983.34 | |||||||||
| Total Trades: | 6 | Short Trades (won %): | 2 (100.00%) | Long Trades (won %): | 4 (75.00%) | |||||||
| Total Deals: | 12 | Profit Trades (% of total): | 5 (83.33%) | Loss Trades (% of total): | 1 (16.67%) | |||||||
| Largest profit trade: | 20 300.00 | Largest loss trade: | -17 900.00 | |||||||||
| Average profit trade: | 12 660.00 | Average loss trade: | -17 900.00 | |||||||||
| Maximum consecutive wins ($): | 3 (34 000.00) | Maximum consecutive losses ($): | 1 (-17 900.00) | |||||||||
| Maximal consecutive profit (count): | 34 000.00 (3) | Maximal consecutive loss (count): | -17 900.00 (1) | |||||||||
| Average consecutive wins: | 3 | Average consecutive losses: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.77 | Correlation (Profits,MAE): | 0.67 | Correlation (MFE,MAE): | 0.2876 | |||||||
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| Minimal position holding time: | 18:03:00 | Maximal position holding time: | 193:57:00 | Average position holding time: | 106:21:10 | |||||||
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Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.08.30 16:00:00 | 2 | VALE3 | sell | 100 / 100 | 58.80 | 2024.08.30 16:00:00 | filled | 1106649080 | ||||
| 2024.09.03 10:03:00 | 3 | VALE3 | buy | 100 / 100 | 57.52 | 2024.09.03 10:03:00 | filled | 1106649080 | ||||
| 2024.09.10 12:00:00 | 4 | VALE3 | buy | 100 / 100 | 55.81 | 2024.09.10 12:00:00 | filled | 1106649080 | ||||
| 2024.09.12 12:00:00 | 5 | VALE3 | sell | 100 / 100 | 57.84 | 2024.09.12 12:00:00 | filled | 1106649080 | ||||
| 2024.09.20 16:00:00 | 6 | VALE3 | sell | 100 / 100 | 56.76 | 2024.09.20 16:00:00 | filled | 1106649080 | ||||
| 2024.09.23 10:03:00 | 7 | VALE3 | buy | 100 / 100 | 56.67 | 2024.09.23 10:03:00 | filled | 1106649080 | ||||
| 2024.09.27 10:03:00 | 8 | VALE3 | buy | 100 / 100 | 64.22 | 2024.09.27 10:03:00 | filled | 1106649080 | ||||
| 2024.10.07 10:07:00 | 9 | VALE3 | sell | 100 / 100 | 62.43 | 2024.10.07 10:07:00 | filled | 1106649080 | ||||
| 2024.10.28 10:03:00 | 10 | VALE3 | buy | 100 / 100 | 62.04 | 2024.10.28 10:03:00 | filled | 1106649080 | ||||
| 2024.11.07 12:00:00 | 11 | VALE3 | sell | 100 / 100 | 63.37 | 2024.11.07 12:00:00 | filled | 1106649080 | ||||
| 2024.11.18 12:00:00 | 12 | VALE3 | buy | 100 / 100 | 56.70 | 2024.11.18 12:00:00 | filled | 1106649080 | ||||
| 2024.11.28 12:00:00 | 13 | VALE3 | sell | 100 / 100 | 58.30 | 2024.11.28 12:00:00 | filled | 1106649080 | ||||
Deals | ||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2024.07.31 00:00:00 | 1 | balance | 0.00 | 0.00 | 50 000.00 | 50 000.00 | ||||||
| 2024.08.30 16:00:00 | 2 | VALE3 | sell | in | 100 | 58.80 | 2 | 0.00 | 0.00 | 0.00 | 50 000.00 | 1106649080 |
| 2024.09.03 10:03:00 | 3 | VALE3 | buy | out | 100 | 57.52 | 3 | 0.00 | 0.00 | 12 800.00 | 62 800.00 | 1106649080 |
| 2024.09.10 12:00:00 | 4 | VALE3 | buy | in | 100 | 55.81 | 4 | 0.00 | 0.00 | 0.00 | 62 800.00 | 1106649080 |
| 2024.09.12 12:00:00 | 5 | VALE3 | sell | out | 100 | 57.84 | 5 | 0.00 | 0.00 | 20 300.00 | 83 100.00 | 1106649080 |
| 2024.09.20 16:00:00 | 6 | VALE3 | sell | in | 100 | 56.76 | 6 | 0.00 | 0.00 | 0.00 | 83 100.00 | 1106649080 |
| 2024.09.23 10:03:00 | 7 | VALE3 | buy | out | 100 | 56.67 | 7 | 0.00 | 0.00 | 900.00 | 84 000.00 | 1106649080 |
| 2024.09.27 10:03:00 | 8 | VALE3 | buy | in | 100 | 64.22 | 8 | 0.00 | 0.00 | 0.00 | 84 000.00 | 1106649080 |
| 2024.10.07 10:07:00 | 9 | VALE3 | sell | out | 100 | 62.43 | 9 | 0.00 | 0.00 | -17 900.00 | 66 100.00 | 1106649080 |
| 2024.10.28 10:03:00 | 10 | VALE3 | buy | in | 100 | 62.04 | 10 | 0.00 | 0.00 | 0.00 | 66 100.00 | 1106649080 |
| 2024.11.07 12:00:00 | 11 | VALE3 | sell | out | 100 | 63.37 | 11 | 0.00 | 0.00 | 13 300.00 | 79 400.00 | 1106649080 |
| 2024.11.18 12:00:00 | 12 | VALE3 | buy | in | 100 | 56.70 | 12 | 0.00 | 0.00 | 0.00 | 79 400.00 | 1106649080 |
| 2024.11.28 12:00:00 | 13 | VALE3 | sell | out | 100 | 58.30 | 13 | 0.00 | 0.00 | 16 000.00 | 95 400.00 | 1106649080 |
| 0.00 | 0.00 | 45 400.00 | 95 400.00 | |||||||||