Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 136565817_AVGO_15_nt | |||||||||||
| Symbol: | AVGO | |||||||||||
| Period: | M15 (2024.12.22 - 2025.02.05) | |||||||||||
| Inputs: | _Properties_=------ | |||||||||||
| Magic_Number=136565817 | ||||||||||||
| Entry_Amount=10 | ||||||||||||
| Stop_Loss= | ||||||||||||
| Take_Profit= | ||||||||||||
| __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: | 10 000.00 | |||||||||||
| Leverage: | 1:1 | |||||||||||
Results | ||||||||||||
| History Quality: | 100% | |||||||||||
| Bars: | 96 | Ticks: | 343358 | Symbols: | 1 | |||||||
| Total Net Profit: | 14 570.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 1 580.00 | |||||||
| Gross Profit: | 19 910.00 | Balance Drawdown Maximal: | 1 850.00 (8.06%) | Equity Drawdown Maximal: | 11 030.00 (36.08%) | |||||||
| Gross Loss: | -5 340.00 | Balance Drawdown Relative: | 8.06% (1 850.00) | Equity Drawdown Relative: | 36.08% (11 030.00) | |||||||
| Profit Factor: | 3.73 | Expected Payoff: | 809.44 | Margin Level: | 742.80% | |||||||
| Recovery Factor: | 1.32 | Sharpe Ratio: | 13.50 | Z-Score: | 0.79 (57.05%) | |||||||
| AHPR: | 1.0765 (7.65%) | LR Correlation: | 0.56 | OnTester result: | 0 | |||||||
| GHPR: | 1.0512 (5.12%) | LR Standard Error: | 2 519.24 | |||||||||
| Total Trades: | 18 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 18 (55.56%) | |||||||
| Total Deals: | 36 | Profit Trades (% of total): | 10 (55.56%) | Loss Trades (% of total): | 8 (44.44%) | |||||||
| Largest profit trade: | 12 950.00 | Largest loss trade: | -1 420.00 | |||||||||
| Average profit trade: | 1 991.00 | Average loss trade: | -667.50 | |||||||||
| Maximum consecutive wins ($): | 3 (1 900.00) | Maximum consecutive losses ($): | 2 (-1 830.00) | |||||||||
| Maximal consecutive profit (count): | 12 950.00 (1) | Maximal consecutive loss (count): | -1 830.00 (2) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
 | ||||||||||||
| Correlation (Profits,MFE): | 0.98 | Correlation (Profits,MAE): | -0.06 | Correlation (MFE,MAE): | -0.2013 | |||||||
 | ||||||||||||
| Minimal position holding time: | 0:14:59 | Maximal position holding time: | 96:15:00 | Average position holding time: | 5:41:42 | |||||||
 | ||||||||||||
Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.12.23 16:30:00 | 2 | AVGO | buy | 10 / 10 | 226.71 | 2024.12.23 16:30:00 | filled | 136565817 | ||||
| 2024.12.27 16:45:00 | 3 | AVGO | sell | 10 / 10 | 239.66 | 2024.12.27 16:45:00 | filled | 136565817 | ||||
| 2024.12.27 16:45:01 | 4 | AVGO | buy | 10 / 10 | 239.69 | 2024.12.27 16:45:01 | filled | 136565817 | ||||
| 2024.12.27 17:00:00 | 5 | AVGO | sell | 10 / 10 | 238.27 | 2024.12.27 17:00:00 | filled | 136565817 | ||||
| 2024.12.27 17:00:01 | 6 | AVGO | buy | 10 / 10 | 238.28 | 2024.12.27 17:00:01 | filled | 136565817 | ||||
| 2024.12.27 17:15:00 | 7 | AVGO | sell | 10 / 10 | 237.87 | 2024.12.27 17:15:00 | filled | 136565817 | ||||
| 2024.12.27 17:15:01 | 8 | AVGO | buy | 10 / 10 | 237.90 | 2024.12.27 17:15:01 | filled | 136565817 | ||||
| 2024.12.27 17:30:00 | 9 | AVGO | sell | 10 / 10 | 238.23 | 2024.12.27 17:30:00 | filled | 136565817 | ||||
| 2024.12.27 17:30:01 | 10 | AVGO | buy | 10 / 10 | 238.27 | 2024.12.27 17:30:01 | filled | 136565817 | ||||
| 2024.12.27 17:45:00 | 11 | AVGO | sell | 10 / 10 | 238.60 | 2024.12.27 17:45:00 | filled | 136565817 | ||||
| 2024.12.27 17:45:01 | 12 | AVGO | buy | 10 / 10 | 238.62 | 2024.12.27 17:45:01 | filled | 136565817 | ||||
| 2024.12.27 18:00:00 | 13 | AVGO | sell | 10 / 10 | 238.42 | 2024.12.27 18:00:00 | filled | 136565817 | ||||
| 2024.12.27 18:00:01 | 14 | AVGO | buy | 10 / 10 | 238.46 | 2024.12.27 18:00:01 | filled | 136565817 | ||||
| 2024.12.27 18:15:00 | 15 | AVGO | sell | 10 / 10 | 237.98 | 2024.12.27 18:15:00 | filled | 136565817 | ||||
| 2024.12.27 18:15:01 | 16 | AVGO | buy | 10 / 10 | 238.00 | 2024.12.27 18:15:01 | filled | 136565817 | ||||
| 2024.12.27 18:30:00 | 17 | AVGO | sell | 10 / 10 | 240.02 | 2024.12.27 18:30:00 | filled | 136565817 | ||||
| 2024.12.27 18:30:01 | 18 | AVGO | buy | 10 / 10 | 240.05 | 2024.12.27 18:30:01 | filled | 136565817 | ||||
| 2024.12.27 18:45:00 | 19 | AVGO | sell | 10 / 10 | 238.85 | 2024.12.27 18:45:00 | filled | 136565817 | ||||
| 2024.12.27 18:45:01 | 20 | AVGO | buy | 10 / 10 | 238.86 | 2024.12.27 18:45:01 | filled | 136565817 | ||||
| 2024.12.27 19:00:00 | 21 | AVGO | sell | 10 / 10 | 239.64 | 2024.12.27 19:00:00 | filled | 136565817 | ||||
| 2024.12.27 19:00:01 | 22 | AVGO | buy | 10 / 10 | 239.71 | 2024.12.27 19:00:01 | filled | 136565817 | ||||
| 2024.12.27 19:15:00 | 23 | AVGO | sell | 10 / 10 | 238.70 | 2024.12.27 19:15:00 | filled | 136565817 | ||||
| 2024.12.27 19:15:01 | 24 | AVGO | buy | 10 / 10 | 238.73 | 2024.12.27 19:15:01 | filled | 136565817 | ||||
| 2024.12.27 19:30:00 | 25 | AVGO | sell | 10 / 10 | 239.81 | 2024.12.27 19:30:00 | filled | 136565817 | ||||
| 2024.12.27 19:30:01 | 26 | AVGO | buy | 10 / 10 | 239.84 | 2024.12.27 19:30:01 | filled | 136565817 | ||||
| 2024.12.27 19:45:00 | 27 | AVGO | sell | 10 / 10 | 240.03 | 2024.12.27 19:45:00 | filled | 136565817 | ||||
| 2024.12.27 19:45:01 | 28 | AVGO | buy | 10 / 10 | 240.05 | 2024.12.27 19:45:01 | filled | 136565817 | ||||
| 2024.12.27 20:00:00 | 29 | AVGO | sell | 10 / 10 | 240.68 | 2024.12.27 20:00:00 | filled | 136565817 | ||||
| 2024.12.27 20:00:01 | 30 | AVGO | buy | 10 / 10 | 240.69 | 2024.12.27 20:00:01 | filled | 136565817 | ||||
| 2024.12.27 20:15:00 | 31 | AVGO | sell | 10 / 10 | 240.14 | 2024.12.27 20:15:00 | filled | 136565817 | ||||
| 2024.12.27 20:15:01 | 32 | AVGO | buy | 10 / 10 | 240.19 | 2024.12.27 20:15:01 | filled | 136565817 | ||||
| 2024.12.27 20:30:00 | 33 | AVGO | sell | 10 / 10 | 240.12 | 2024.12.27 20:30:00 | filled | 136565817 | ||||
| 2024.12.27 20:30:01 | 34 | AVGO | buy | 10 / 10 | 240.14 | 2024.12.27 20:30:01 | filled | 136565817 | ||||
| 2024.12.27 20:45:00 | 35 | AVGO | sell | 10 / 10 | 241.09 | 2024.12.27 20:45:00 | filled | 136565817 | ||||
| 2024.12.27 20:45:01 | 36 | AVGO | buy | 10 / 10 | 241.10 | 2024.12.27 20:45:01 | filled | 136565817 | ||||
| 2024.12.27 23:00:59 | 37 | AVGO | sell | 10 / 10 | 241.75 | 2024.12.27 23:00:59 | filled | end of test | ||||
Deals | ||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2024.12.22 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2024.12.23 16:30:00 | 2 | AVGO | buy | in | 10 | 226.71 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 136565817 |
| 2024.12.27 16:45:00 | 3 | AVGO | sell | out | 10 | 239.66 | 3 | 0.00 | 0.00 | 12 950.00 | 22 950.00 | 136565817 |
| 2024.12.27 16:45:01 | 4 | AVGO | buy | in | 10 | 239.69 | 4 | 0.00 | 0.00 | 0.00 | 22 950.00 | 136565817 |
| 2024.12.27 17:00:00 | 5 | AVGO | sell | out | 10 | 238.27 | 5 | 0.00 | 0.00 | -1 420.00 | 21 530.00 | 136565817 |
| 2024.12.27 17:00:01 | 6 | AVGO | buy | in | 10 | 238.28 | 6 | 0.00 | 0.00 | 0.00 | 21 530.00 | 136565817 |
| 2024.12.27 17:15:00 | 7 | AVGO | sell | out | 10 | 237.87 | 7 | 0.00 | 0.00 | -410.00 | 21 120.00 | 136565817 |
| 2024.12.27 17:15:01 | 8 | AVGO | buy | in | 10 | 237.90 | 8 | 0.00 | 0.00 | 0.00 | 21 120.00 | 136565817 |
| 2024.12.27 17:30:00 | 9 | AVGO | sell | out | 10 | 238.23 | 9 | 0.00 | 0.00 | 330.00 | 21 450.00 | 136565817 |
| 2024.12.27 17:30:01 | 10 | AVGO | buy | in | 10 | 238.27 | 10 | 0.00 | 0.00 | 0.00 | 21 450.00 | 136565817 |
| 2024.12.27 17:45:00 | 11 | AVGO | sell | out | 10 | 238.60 | 11 | 0.00 | 0.00 | 330.00 | 21 780.00 | 136565817 |
| 2024.12.27 17:45:01 | 12 | AVGO | buy | in | 10 | 238.62 | 12 | 0.00 | 0.00 | 0.00 | 21 780.00 | 136565817 |
| 2024.12.27 18:00:00 | 13 | AVGO | sell | out | 10 | 238.42 | 13 | 0.00 | 0.00 | -200.00 | 21 580.00 | 136565817 |
| 2024.12.27 18:00:01 | 14 | AVGO | buy | in | 10 | 238.46 | 14 | 0.00 | 0.00 | 0.00 | 21 580.00 | 136565817 |
| 2024.12.27 18:15:00 | 15 | AVGO | sell | out | 10 | 237.98 | 15 | 0.00 | 0.00 | -480.00 | 21 100.00 | 136565817 |
| 2024.12.27 18:15:01 | 16 | AVGO | buy | in | 10 | 238.00 | 16 | 0.00 | 0.00 | 0.00 | 21 100.00 | 136565817 |
| 2024.12.27 18:30:00 | 17 | AVGO | sell | out | 10 | 240.02 | 17 | 0.00 | 0.00 | 2 020.00 | 23 120.00 | 136565817 |
| 2024.12.27 18:30:01 | 18 | AVGO | buy | in | 10 | 240.05 | 18 | 0.00 | 0.00 | 0.00 | 23 120.00 | 136565817 |
| 2024.12.27 18:45:00 | 19 | AVGO | sell | out | 10 | 238.85 | 19 | 0.00 | 0.00 | -1 200.00 | 21 920.00 | 136565817 |
| 2024.12.27 18:45:01 | 20 | AVGO | buy | in | 10 | 238.86 | 20 | 0.00 | 0.00 | 0.00 | 21 920.00 | 136565817 |
| 2024.12.27 19:00:00 | 21 | AVGO | sell | out | 10 | 239.64 | 21 | 0.00 | 0.00 | 780.00 | 22 700.00 | 136565817 |
| 2024.12.27 19:00:01 | 22 | AVGO | buy | in | 10 | 239.71 | 22 | 0.00 | 0.00 | 0.00 | 22 700.00 | 136565817 |
| 2024.12.27 19:15:00 | 23 | AVGO | sell | out | 10 | 238.70 | 23 | 0.00 | 0.00 | -1 010.00 | 21 690.00 | 136565817 |
| 2024.12.27 19:15:01 | 24 | AVGO | buy | in | 10 | 238.73 | 24 | 0.00 | 0.00 | 0.00 | 21 690.00 | 136565817 |
| 2024.12.27 19:30:00 | 25 | AVGO | sell | out | 10 | 239.81 | 25 | 0.00 | 0.00 | 1 080.00 | 22 770.00 | 136565817 |
| 2024.12.27 19:30:01 | 26 | AVGO | buy | in | 10 | 239.84 | 26 | 0.00 | 0.00 | 0.00 | 22 770.00 | 136565817 |
| 2024.12.27 19:45:00 | 27 | AVGO | sell | out | 10 | 240.03 | 27 | 0.00 | 0.00 | 190.00 | 22 960.00 | 136565817 |
| 2024.12.27 19:45:01 | 28 | AVGO | buy | in | 10 | 240.05 | 28 | 0.00 | 0.00 | 0.00 | 22 960.00 | 136565817 |
| 2024.12.27 20:00:00 | 29 | AVGO | sell | out | 10 | 240.68 | 29 | 0.00 | 0.00 | 630.00 | 23 590.00 | 136565817 |
| 2024.12.27 20:00:01 | 30 | AVGO | buy | in | 10 | 240.69 | 30 | 0.00 | 0.00 | 0.00 | 23 590.00 | 136565817 |
| 2024.12.27 20:15:00 | 31 | AVGO | sell | out | 10 | 240.14 | 31 | 0.00 | 0.00 | -550.00 | 23 040.00 | 136565817 |
| 2024.12.27 20:15:01 | 32 | AVGO | buy | in | 10 | 240.19 | 32 | 0.00 | 0.00 | 0.00 | 23 040.00 | 136565817 |
| 2024.12.27 20:30:00 | 33 | AVGO | sell | out | 10 | 240.12 | 33 | 0.00 | 0.00 | -70.00 | 22 970.00 | 136565817 |
| 2024.12.27 20:30:01 | 34 | AVGO | buy | in | 10 | 240.14 | 34 | 0.00 | 0.00 | 0.00 | 22 970.00 | 136565817 |
| 2024.12.27 20:45:00 | 35 | AVGO | sell | out | 10 | 241.09 | 35 | 0.00 | 0.00 | 950.00 | 23 920.00 | 136565817 |
| 2024.12.27 20:45:01 | 36 | AVGO | buy | in | 10 | 241.10 | 36 | 0.00 | 0.00 | 0.00 | 23 920.00 | 136565817 |
| 2024.12.27 23:00:59 | 37 | AVGO | sell | out | 10 | 241.75 | 37 | 0.00 | 0.00 | 650.00 | 24 570.00 | end of test |
| 0.00 | 0.00 | 14 570.00 | 24 570.00 | |||||||||