Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1204613046_SAN_30 | |||||||||||
Symbol: | SAN | |||||||||||
Period: | M30 (2024.11.23 - 2025.01.29) | |||||||||||
Inputs: | Entry_Amount=10 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=1204613046 | ||||||||||||
Max_Spread=0 | ||||||||||||
Min_Equity=0 | ||||||||||||
Company: | Neural Target | |||||||||||
Currency: | profit in pips | |||||||||||
Initial Deposit: | 10 000.00 | |||||||||||
Leverage: | 1:1 | |||||||||||
Results | ||||||||||||
History Quality: | 100% | |||||||||||
Bars: | 665 | Ticks: | 382659 | Symbols: | 1 | |||||||
Total Net Profit: | 80 800.00 | Balance Drawdown Absolute: | 3 100.00 | Equity Drawdown Absolute: | 924.60 | |||||||
Gross Profit: | 98 500.00 | Balance Drawdown Maximal: | 10 600.00 (17.76%) | Equity Drawdown Maximal: | 987.70 (9.80%) | |||||||
Gross Loss: | -17 700.00 | Balance Drawdown Relative: | 31.00% (3 100.00) | Equity Drawdown Relative: | 9.80% (987.70) | |||||||
Profit Factor: | 5.56 | Expected Payoff: | 8 080.00 | Margin Level: | ||||||||
Recovery Factor: | 81.81 | Sharpe Ratio: | 0.06 | Z-Score: | 1.06 (71.09%) | |||||||
AHPR: | 1.4871 (48.71%) | LR Correlation: | 0.92 | OnTester result: | 0 | |||||||
GHPR: | 1.2468 (24.68%) | LR Standard Error: | 14 579.00 | |||||||||
Total Trades: | 10 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 10 (70.00%) | |||||||
Total Deals: | 20 | Profit Trades (% of total): | 7 (70.00%) | Loss Trades (% of total): | 3 (30.00%) | |||||||
Largest profit trade: | 40 800.00 | Largest loss trade: | -10 600.00 | |||||||||
Average profit trade: | 14 071.43 | Average loss trade: | -5 900.00 | |||||||||
Maximum consecutive wins ($): | 3 (7 500.00) | Maximum consecutive losses ($): | 1 (-10 600.00) | |||||||||
Maximal consecutive profit (count): | 49 300.00 (2) | Maximal consecutive loss (count): | -10 600.00 (1) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.97 | Correlation (Profits,MAE): | 0.61 | Correlation (MFE,MAE): | 0.5267 | |||||||
Minimal position holding time: | 8:13:59 | Maximal position holding time: | 79:44:00 | Average position holding time: | 37:30:47 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.26 10:16:00 | 2 | SAN | buy | 10 / 10 | 92.460 | 2024.11.26 10:16:00 | filled | 1204613046 | ||||
2024.11.27 17:30:00 | 3 | SAN | sell | 10 / 10 | 92.150 | 2024.11.27 17:30:00 | filled | 1204613046 | ||||
2024.11.29 10:16:00 | 4 | SAN | buy | 10 / 10 | 91.440 | 2024.11.29 10:16:00 | filled | 1204613046 | ||||
2024.12.02 10:16:00 | 5 | SAN | sell | 10 / 10 | 91.510 | 2024.12.02 10:16:00 | filled | 1204613046 | ||||
2024.12.04 10:16:00 | 6 | SAN | buy | 10 / 10 | 91.420 | 2024.12.04 10:16:00 | filled | 1204613046 | ||||
2024.12.05 10:30:00 | 7 | SAN | sell | 10 / 10 | 91.880 | 2024.12.05 10:30:00 | filled | 1204613046 | ||||
2024.12.10 17:30:00 | 8 | SAN | buy | 10 / 10 | 91.690 | 2024.12.10 17:30:00 | filled | 1204613046 | ||||
2024.12.11 15:00:00 | 9 | SAN | sell | 10 / 10 | 91.910 | 2024.12.11 15:00:00 | filled | 1204613046 | ||||
2024.12.13 17:30:00 | 10 | SAN | buy | 10 / 10 | 89.190 | 2024.12.13 17:30:00 | filled | 1204613046 | ||||
2024.12.16 15:30:00 | 11 | SAN | sell | 10 / 10 | 88.790 | 2024.12.16 15:30:00 | filled | 1204613046 | ||||
2024.12.17 10:16:00 | 12 | SAN | buy | 10 / 10 | 87.670 | 2024.12.17 10:16:00 | filled | 1204613046 | ||||
2024.12.20 18:00:00 | 13 | SAN | sell | 10 / 10 | 91.500 | 2024.12.20 18:00:00 | filled | 1204613046 | ||||
2024.12.31 10:16:00 | 14 | SAN | buy | 10 / 10 | 92.470 | 2024.12.31 10:16:00 | filled | 1204613046 | ||||
2025.01.02 16:30:00 | 15 | SAN | sell | 10 / 10 | 93.570 | 2025.01.02 16:30:00 | filled | 1204613046 | ||||
2025.01.10 10:16:00 | 16 | SAN | buy | 10 / 10 | 95.960 | 2025.01.10 10:16:00 | filled | 1204613046 | ||||
2025.01.13 17:30:00 | 17 | SAN | sell | 10 / 10 | 94.900 | 2025.01.13 17:30:00 | filled | 1204613046 | ||||
2025.01.16 10:16:00 | 18 | SAN | buy | 10 / 10 | 95.410 | 2025.01.16 10:16:00 | filled | 1204613046 | ||||
2025.01.21 17:00:00 | 19 | SAN | sell | 10 / 10 | 99.490 | 2025.01.21 17:00:00 | filled | 1204613046 | ||||
2025.01.22 10:16:00 | 20 | SAN | buy | 10 / 10 | 98.770 | 2025.01.22 10:16:00 | filled | 1204613046 | ||||
2025.01.22 18:29:59 | 21 | SAN | sell | 10 / 10 | 98.860 | 2025.01.22 18:29:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.23 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.26 10:16:00 | 2 | SAN | buy | in | 10 | 92.460 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1204613046 |
2024.11.27 17:30:00 | 3 | SAN | sell | out | 10 | 92.150 | 3 | 0.00 | 0.00 | -3 100.00 | 6 900.00 | 1204613046 |
2024.11.29 10:16:00 | 4 | SAN | buy | in | 10 | 91.440 | 4 | 0.00 | 0.00 | 0.00 | 6 900.00 | 1204613046 |
2024.12.02 10:16:00 | 5 | SAN | sell | out | 10 | 91.510 | 5 | 0.00 | 0.00 | 700.00 | 7 600.00 | 1204613046 |
2024.12.04 10:16:00 | 6 | SAN | buy | in | 10 | 91.420 | 6 | 0.00 | 0.00 | 0.00 | 7 600.00 | 1204613046 |
2024.12.05 10:30:00 | 7 | SAN | sell | out | 10 | 91.880 | 7 | 0.00 | 0.00 | 4 600.00 | 12 200.00 | 1204613046 |
2024.12.10 17:30:00 | 8 | SAN | buy | in | 10 | 91.690 | 8 | 0.00 | 0.00 | 0.00 | 12 200.00 | 1204613046 |
2024.12.11 15:00:00 | 9 | SAN | sell | out | 10 | 91.910 | 9 | 0.00 | 0.00 | 2 200.00 | 14 400.00 | 1204613046 |
2024.12.13 17:30:00 | 10 | SAN | buy | in | 10 | 89.190 | 10 | 0.00 | 0.00 | 0.00 | 14 400.00 | 1204613046 |
2024.12.16 15:30:00 | 11 | SAN | sell | out | 10 | 88.790 | 11 | 0.00 | 0.00 | -4 000.00 | 10 400.00 | 1204613046 |
2024.12.17 10:16:00 | 12 | SAN | buy | in | 10 | 87.670 | 12 | 0.00 | 0.00 | 0.00 | 10 400.00 | 1204613046 |
2024.12.20 18:00:00 | 13 | SAN | sell | out | 10 | 91.500 | 13 | 0.00 | 0.00 | 38 300.00 | 48 700.00 | 1204613046 |
2024.12.31 10:16:00 | 14 | SAN | buy | in | 10 | 92.470 | 14 | 0.00 | 0.00 | 0.00 | 48 700.00 | 1204613046 |
2025.01.02 16:30:00 | 15 | SAN | sell | out | 10 | 93.570 | 15 | 0.00 | 0.00 | 11 000.00 | 59 700.00 | 1204613046 |
2025.01.10 10:16:00 | 16 | SAN | buy | in | 10 | 95.960 | 16 | 0.00 | 0.00 | 0.00 | 59 700.00 | 1204613046 |
2025.01.13 17:30:00 | 17 | SAN | sell | out | 10 | 94.900 | 17 | 0.00 | 0.00 | -10 600.00 | 49 100.00 | 1204613046 |
2025.01.16 10:16:00 | 18 | SAN | buy | in | 10 | 95.410 | 18 | 0.00 | 0.00 | 0.00 | 49 100.00 | 1204613046 |
2025.01.21 17:00:00 | 19 | SAN | sell | out | 10 | 99.490 | 19 | 0.00 | 0.00 | 40 800.00 | 89 900.00 | 1204613046 |
2025.01.22 10:16:00 | 20 | SAN | buy | in | 10 | 98.770 | 20 | 0.00 | 0.00 | 0.00 | 89 900.00 | 1204613046 |
2025.01.22 18:29:59 | 21 | SAN | sell | out | 10 | 98.860 | 21 | 0.00 | 0.00 | 900.00 | 90 800.00 | end of test |
0.00 | 0.00 | 80 800.00 | 90 800.00 | |||||||||