Strategy Tester Report | ||||||||||||
Neural Target (Build 4823) | ||||||||||||
Settings | ||||||||||||
Expert: | 1418032213_ITUB4_60 | |||||||||||
Symbol: | ITUB4 | |||||||||||
Period: | H1 (2024.11.02 - 2025.01.31) | |||||||||||
Inputs: | Entry_Amount=100 | |||||||||||
Stop_Loss=0 | ||||||||||||
Take_Profit=70 | ||||||||||||
Magic_Number=1418032213 | ||||||||||||
Max_Spread=0 | ||||||||||||
Min_Equity=0 | ||||||||||||
Company: | Neural Target | |||||||||||
Currency: | profit in pips | |||||||||||
Initial Deposit: | 50 000.00 | |||||||||||
Leverage: | 1:100 | |||||||||||
Results | ||||||||||||
History Quality: | 93% | |||||||||||
Bars: | 470 | Ticks: | 2345535 | Symbols: | 1 | |||||||
Total Net Profit: | 34 400.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 1 100.00 | |||||||
Gross Profit: | 34 400.00 | Balance Drawdown Maximal: | 0.00 (0.00%) | Equity Drawdown Maximal: | 13 900.00 (19.44%) | |||||||
Gross Loss: | 0.00 | Balance Drawdown Relative: | 0.00% (0.00) | Equity Drawdown Relative: | 20.75% (13 300.00) | |||||||
Profit Factor: | 0.00 | Expected Payoff: | 6 880.00 | Margin Level: | 306967.98% | |||||||
Recovery Factor: | 2.47 | Sharpe Ratio: | 0.79 | Z-Score: | 0.00 (0.00%) | |||||||
AHPR: | 1.1105 (11.05%) | LR Correlation: | 0.98 | OnTester result: | 0 | |||||||
GHPR: | 1.1104 (11.04%) | LR Standard Error: | 29.28 | |||||||||
Total Trades: | 5 | Short Trades (won %): | 1 (100.00%) | Long Trades (won %): | 4 (100.00%) | |||||||
Total Deals: | 10 | Profit Trades (% of total): | 5 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
Largest profit trade: | 6 900.00 | Largest loss trade: | 0.00 | |||||||||
Average profit trade: | 6 880.00 | Average loss trade: | 0.00 | |||||||||
Maximum consecutive wins ($): | 5 (34 400.00) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
Maximal consecutive profit (count): | 34 400.00 (5) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
Average consecutive wins: | 5 | Average consecutive losses: | 0 | |||||||||
Correlation (Profits,MFE): | 0.00 | Correlation (Profits,MAE): | 0.61 | Correlation (MFE,MAE): | 0.0000 | |||||||
Minimal position holding time: | 0:53:31 | Maximal position holding time: | 189:25:05 | Average position holding time: | 71:31:41 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.05 10:08:00 | 2 | ITUB4 | buy | 100 / 100 | 35.39 | 36.08 | 2024.11.05 10:08:00 | filled | 1418032213 | |||
2024.11.05 11:01:31 | 3 | ITUB4 | sell | 100 / 100 | 36.08 | 2024.11.05 11:01:31 | filled | tp 36.08 | ||||
2024.12.04 12:00:00 | 4 | ITUB4 | buy | 100 / 100 | 32.35 | 33.04 | 2024.12.04 12:00:00 | filled | 1418032213 | |||
2024.12.05 10:42:28 | 5 | ITUB4 | sell | 100 / 100 | 33.04 | 2024.12.05 10:42:28 | filled | tp 33.04 | ||||
2024.12.06 16:00:00 | 6 | ITUB4 | sell | 100 / 100 | 32.43 | 31.74 | 2024.12.06 16:00:00 | filled | 1418032213 | |||
2024.12.16 11:31:39 | 7 | ITUB4 | buy | 100 / 100 | 31.74 | 2024.12.16 11:31:39 | filled | tp 31.74 | ||||
2024.12.26 15:00:00 | 8 | ITUB4 | buy | 100 / 100 | 31.12 | 31.81 | 2024.12.26 15:00:00 | filled | 1418032213 | |||
2025.01.07 12:25:05 | 9 | ITUB4 | sell | 100 / 100 | 31.81 | 2025.01.07 12:25:05 | filled | tp 31.81 | ||||
2025.01.15 10:03:00 | 10 | ITUB4 | buy | 100 / 100 | 31.18 | 31.87 | 2025.01.15 10:03:00 | filled | 1418032213 | |||
2025.01.15 15:08:45 | 11 | ITUB4 | sell | 100 / 100 | 31.87 | 2025.01.15 15:08:45 | filled | tp 31.87 | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.02 00:00:00 | 1 | balance | 0.00 | 0.00 | 50 000.00 | 50 000.00 | ||||||
2024.11.05 10:08:00 | 2 | ITUB4 | buy | in | 100 | 35.39 | 2 | 0.00 | 0.00 | 0.00 | 50 000.00 | 1418032213 |
2024.11.05 11:01:31 | 3 | ITUB4 | sell | out | 100 | 36.08 | 3 | 0.00 | 0.00 | 6 900.00 | 56 900.00 | tp 36.08 |
2024.12.04 12:00:00 | 4 | ITUB4 | buy | in | 100 | 32.35 | 4 | 0.00 | 0.00 | 0.00 | 56 900.00 | 1418032213 |
2024.12.05 10:42:28 | 5 | ITUB4 | sell | out | 100 | 33.04 | 5 | 0.00 | 0.00 | 6 900.00 | 63 800.00 | tp 33.04 |
2024.12.06 16:00:00 | 6 | ITUB4 | sell | in | 100 | 32.43 | 6 | 0.00 | 0.00 | 0.00 | 63 800.00 | 1418032213 |
2024.12.16 11:31:39 | 7 | ITUB4 | buy | out | 100 | 31.75 | 7 | 0.00 | 0.00 | 6 800.00 | 70 600.00 | tp 31.74 |
2024.12.26 15:00:00 | 8 | ITUB4 | buy | in | 100 | 31.12 | 8 | 0.00 | 0.00 | 0.00 | 70 600.00 | 1418032213 |
2025.01.07 12:25:05 | 9 | ITUB4 | sell | out | 100 | 31.81 | 9 | 0.00 | 0.00 | 6 900.00 | 77 500.00 | tp 31.81 |
2025.01.15 10:03:00 | 10 | ITUB4 | buy | in | 100 | 31.18 | 10 | 0.00 | 0.00 | 0.00 | 77 500.00 | 1418032213 |
2025.01.15 15:08:45 | 11 | ITUB4 | sell | out | 100 | 31.87 | 11 | 0.00 | 0.00 | 6 900.00 | 84 400.00 | tp 31.87 |
0.00 | 0.00 | 34 400.00 | 84 400.00 | |||||||||