Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 1334135490_ASML_240 | |||||||||||
| Symbol: | ASML | |||||||||||
| Period: | H4 (2024.07.27 - 2025.01.23) | |||||||||||
| Inputs: | Entry_Amount=10 | |||||||||||
| Stop_Loss= | ||||||||||||
| Take_Profit= | ||||||||||||
| Magic_Number=1334135490 | ||||||||||||
| 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: | 373 | Ticks: | 1473938 | Symbols: | 1 | |||||||
| Total Net Profit: | 221 000.00 | Balance Drawdown Absolute: | 733 000.00 | Equity Drawdown Absolute: | 8 212.00 | |||||||
| Gross Profit: | 954 000.00 | Balance Drawdown Maximal: | 733 000.00 (7 330.00%) | Equity Drawdown Maximal: | 8 212.00 (82.12%) | |||||||
| Gross Loss: | -733 000.00 | Balance Drawdown Relative: | 7 330.00% (733 000.00) | Equity Drawdown Relative: | 82.12% (8 212.00) | |||||||
| Profit Factor: | 1.30 | Expected Payoff: | 27 625.00 | Margin Level: | ||||||||
| Recovery Factor: | 26.91 | Sharpe Ratio: | 0.00 | Z-Score: | -1.85 (93.57%) | |||||||
| AHPR: | -2.7629 (-376.29%) | LR Correlation: | 0.21 | OnTester result: | 0 | |||||||
| GHPR: | 1.4806 (48.06%) | LR Standard Error: | 303 214.95 | |||||||||
| Total Trades: | 8 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 8 (37.50%) | |||||||
| Total Deals: | 16 | Profit Trades (% of total): | 3 (37.50%) | Loss Trades (% of total): | 5 (62.50%) | |||||||
| Largest profit trade: | 483 000.00 | Largest loss trade: | -281 000.00 | |||||||||
| Average profit trade: | 318 000.00 | Average loss trade: | -146 600.00 | |||||||||
| Maximum consecutive wins ($): | 3 (954 000.00) | Maximum consecutive losses ($): | 5 (-733 000.00) | |||||||||
| Maximal consecutive profit (count): | 954 000.00 (3) | Maximal consecutive loss (count): | -733 000.00 (5) | |||||||||
| Average consecutive wins: | 3 | Average consecutive losses: | 5 | |||||||||
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| Correlation (Profits,MFE): | 0.96 | Correlation (Profits,MAE): | 0.84 | Correlation (MFE,MAE): | 0.7489 | |||||||
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| Minimal position holding time: | 1:44:00 | Maximal position holding time: | 296:13:59 | Average position holding time: | 99:48:44 | |||||||
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Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.08.23 12:00:00 | 2 | ASML | buy | 10 / 10 | 821.200 | 2024.08.23 12:00:00 | filled | 1334135490 | ||||
| 2024.08.27 10:16:00 | 3 | ASML | sell | 10 / 10 | 793.100 | 2024.08.27 10:16:00 | filled | 1334135490 | ||||
| 2024.10.02 10:16:00 | 4 | ASML | buy | 10 / 10 | 744.400 | 2024.10.02 10:16:00 | filled | 1334135490 | ||||
| 2024.10.07 16:00:00 | 5 | ASML | sell | 10 / 10 | 741.100 | 2024.10.07 16:00:00 | filled | 1334135490 | ||||
| 2024.10.16 10:16:00 | 6 | ASML | buy | 10 / 10 | 645.200 | 2024.10.16 10:16:00 | filled | 1334135490 | ||||
| 2024.10.16 12:00:00 | 7 | ASML | sell | 10 / 10 | 634.800 | 2024.10.16 12:00:00 | filled | 1334135490 | ||||
| 2024.11.15 16:00:00 | 8 | ASML | buy | 10 / 10 | 647.700 | 2024.11.15 16:00:00 | filled | 1334135490 | ||||
| 2024.11.18 10:16:00 | 9 | ASML | sell | 10 / 10 | 630.500 | 2024.11.18 10:16:00 | filled | 1334135490 | ||||
| 2024.11.26 12:00:00 | 10 | ASML | buy | 10 / 10 | 643.300 | 2024.11.26 12:00:00 | filled | 1334135490 | ||||
| 2024.11.27 12:00:00 | 11 | ASML | sell | 10 / 10 | 629.000 | 2024.11.27 12:00:00 | filled | 1334135490 | ||||
| 2024.11.27 12:00:01 | 12 | ASML | buy | 10 / 10 | 629.100 | 2024.11.27 12:00:01 | filled | 1334135490 | ||||
| 2024.12.09 10:16:00 | 13 | ASML | sell | 10 / 10 | 677.400 | 2024.12.09 10:16:00 | filled | 1334135490 | ||||
| 2024.12.20 12:00:00 | 14 | ASML | buy | 10 / 10 | 675.000 | 2024.12.20 12:00:00 | filled | 1334135490 | ||||
| 2024.12.30 12:00:00 | 15 | ASML | sell | 10 / 10 | 680.400 | 2024.12.30 12:00:00 | filled | 1334135490 | ||||
| 2025.01.06 10:16:00 | 16 | ASML | buy | 10 / 10 | 704.000 | 2025.01.06 10:16:00 | filled | 1334135490 | ||||
| 2025.01.22 18:29:59 | 17 | ASML | sell | 10 / 10 | 745.700 | 2025.01.22 18:29:59 | filled | end of test | ||||
Deals | ||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2024.07.27 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2024.08.23 12:00:00 | 2 | ASML | buy | in | 10 | 821.200 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1334135490 |
| 2024.08.27 10:16:00 | 3 | ASML | sell | out | 10 | 793.100 | 3 | 0.00 | 0.00 | -281 000.00 | -271 000.00 | 1334135490 |
| 2024.10.02 10:16:00 | 4 | ASML | buy | in | 10 | 744.400 | 4 | 0.00 | 0.00 | 0.00 | -271 000.00 | 1334135490 |
| 2024.10.07 16:00:00 | 5 | ASML | sell | out | 10 | 741.100 | 5 | 0.00 | 0.00 | -33 000.00 | -304 000.00 | 1334135490 |
| 2024.10.16 10:16:00 | 6 | ASML | buy | in | 10 | 645.200 | 6 | 0.00 | 0.00 | 0.00 | -304 000.00 | 1334135490 |
| 2024.10.16 12:00:00 | 7 | ASML | sell | out | 10 | 634.800 | 7 | 0.00 | 0.00 | -104 000.00 | -408 000.00 | 1334135490 |
| 2024.11.15 16:00:00 | 8 | ASML | buy | in | 10 | 647.700 | 8 | 0.00 | 0.00 | 0.00 | -408 000.00 | 1334135490 |
| 2024.11.18 10:16:00 | 9 | ASML | sell | out | 10 | 630.500 | 9 | 0.00 | 0.00 | -172 000.00 | -580 000.00 | 1334135490 |
| 2024.11.26 12:00:00 | 10 | ASML | buy | in | 10 | 643.300 | 10 | 0.00 | 0.00 | 0.00 | -580 000.00 | 1334135490 |
| 2024.11.27 12:00:00 | 11 | ASML | sell | out | 10 | 629.000 | 11 | 0.00 | 0.00 | -143 000.00 | -723 000.00 | 1334135490 |
| 2024.11.27 12:00:01 | 12 | ASML | buy | in | 10 | 629.100 | 12 | 0.00 | 0.00 | 0.00 | -723 000.00 | 1334135490 |
| 2024.12.09 10:16:00 | 13 | ASML | sell | out | 10 | 677.400 | 13 | 0.00 | 0.00 | 483 000.00 | -240 000.00 | 1334135490 |
| 2024.12.20 12:00:00 | 14 | ASML | buy | in | 10 | 675.000 | 14 | 0.00 | 0.00 | 0.00 | -240 000.00 | 1334135490 |
| 2024.12.30 12:00:00 | 15 | ASML | sell | out | 10 | 680.400 | 15 | 0.00 | 0.00 | 54 000.00 | -186 000.00 | 1334135490 |
| 2025.01.06 10:16:00 | 16 | ASML | buy | in | 10 | 704.000 | 16 | 0.00 | 0.00 | 0.00 | -186 000.00 | 1334135490 |
| 2025.01.22 18:29:59 | 17 | ASML | sell | out | 10 | 745.700 | 17 | 0.00 | 0.00 | 417 000.00 | 231 000.00 | end of test |
| 0.00 | 0.00 | 221 000.00 | 231 000.00 | |||||||||