Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1439717357_BNP_15 | |||||||||||
Symbol: | BNP | |||||||||||
Period: | M15 (2024.12.09 - 2025.01.23) | |||||||||||
Inputs: | Entry_Amount=10 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=1439717357 | ||||||||||||
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: | 962 | Ticks: | 282984 | Symbols: | 1 | |||||||
Total Net Profit: | 17 900.00 | Balance Drawdown Absolute: | 19 700.00 | Equity Drawdown Absolute: | 604.10 | |||||||
Gross Profit: | 42 200.00 | Balance Drawdown Maximal: | 19 700.00 (197.00%) | Equity Drawdown Maximal: | 626.60 (6.25%) | |||||||
Gross Loss: | -24 300.00 | Balance Drawdown Relative: | 197.00% (19 700.00) | Equity Drawdown Relative: | 6.25% (626.60) | |||||||
Profit Factor: | 1.74 | Expected Payoff: | 2 557.14 | Margin Level: | ||||||||
Recovery Factor: | 28.57 | Sharpe Ratio: | 0.01 | Z-Score: | -0.38 (29.61%) | |||||||
AHPR: | 0.7530 (-24.70%) | LR Correlation: | 0.87 | OnTester result: | 0 | |||||||
GHPR: | 1.1579 (15.79%) | LR Standard Error: | 9 384.91 | |||||||||
Total Trades: | 7 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 7 (71.43%) | |||||||
Total Deals: | 14 | Profit Trades (% of total): | 5 (71.43%) | Loss Trades (% of total): | 2 (28.57%) | |||||||
Largest profit trade: | 15 600.00 | Largest loss trade: | -19 700.00 | |||||||||
Average profit trade: | 8 440.00 | Average loss trade: | -12 150.00 | |||||||||
Maximum consecutive wins ($): | 5 (42 200.00) | Maximum consecutive losses ($): | 1 (-19 700.00) | |||||||||
Maximal consecutive profit (count): | 42 200.00 (5) | Maximal consecutive loss (count): | -19 700.00 (1) | |||||||||
Average consecutive wins: | 5 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.68 | Correlation (Profits,MAE): | 0.79 | Correlation (MFE,MAE): | 0.3725 | |||||||
Minimal position holding time: | 45:31:00 | Maximal position holding time: | 261:46:00 | Average position holding time: | 98:15:51 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.12.09 12:30:00 | 2 | BNP | buy | 10 / 10 | 59.740 | 2024.12.09 12:30:00 | filled | 1439717357 | ||||
2024.12.24 10:16:00 | 3 | BNP | sell | 10 / 10 | 57.770 | 2024.12.24 10:16:00 | filled | 1439717357 | ||||
2024.12.24 11:45:00 | 4 | BNP | buy | 10 / 10 | 57.760 | 2024.12.24 11:45:00 | filled | 1439717357 | ||||
2024.12.27 10:16:00 | 5 | BNP | sell | 10 / 10 | 58.090 | 2024.12.27 10:16:00 | filled | 1439717357 | ||||
2024.12.27 14:45:00 | 6 | BNP | buy | 10 / 10 | 58.510 | 2024.12.27 14:45:00 | filled | 1439717357 | ||||
2025.01.02 10:16:00 | 7 | BNP | sell | 10 / 10 | 59.720 | 2025.01.02 10:16:00 | filled | 1439717357 | ||||
2025.01.02 12:45:00 | 8 | BNP | buy | 10 / 10 | 58.340 | 2025.01.02 12:45:00 | filled | 1439717357 | ||||
2025.01.06 10:16:00 | 9 | BNP | sell | 10 / 10 | 59.200 | 2025.01.06 10:16:00 | filled | 1439717357 | ||||
2025.01.08 10:30:00 | 10 | BNP | buy | 10 / 10 | 60.480 | 2025.01.08 10:30:00 | filled | 1439717357 | ||||
2025.01.14 10:16:00 | 11 | BNP | sell | 10 / 10 | 60.740 | 2025.01.14 10:16:00 | filled | 1439717357 | ||||
2025.01.14 12:00:00 | 12 | BNP | buy | 10 / 10 | 61.070 | 2025.01.14 12:00:00 | filled | 1439717357 | ||||
2025.01.17 10:16:00 | 13 | BNP | sell | 10 / 10 | 62.630 | 2025.01.17 10:16:00 | filled | 1439717357 | ||||
2025.01.20 14:00:00 | 14 | BNP | buy | 10 / 10 | 62.660 | 2025.01.20 14:00:00 | filled | 1439717357 | ||||
2025.01.22 18:29:59 | 15 | BNP | sell | 10 / 10 | 62.200 | 2025.01.22 18:29:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.12.09 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.12.09 12:30:00 | 2 | BNP | buy | in | 10 | 59.740 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1439717357 |
2024.12.24 10:16:00 | 3 | BNP | sell | out | 10 | 57.770 | 3 | 0.00 | 0.00 | -19 700.00 | -9 700.00 | 1439717357 |
2024.12.24 11:45:00 | 4 | BNP | buy | in | 10 | 57.760 | 4 | 0.00 | 0.00 | 0.00 | -9 700.00 | 1439717357 |
2024.12.27 10:16:00 | 5 | BNP | sell | out | 10 | 58.090 | 5 | 0.00 | 0.00 | 3 300.00 | -6 400.00 | 1439717357 |
2024.12.27 14:45:00 | 6 | BNP | buy | in | 10 | 58.510 | 6 | 0.00 | 0.00 | 0.00 | -6 400.00 | 1439717357 |
2025.01.02 10:16:00 | 7 | BNP | sell | out | 10 | 59.720 | 7 | 0.00 | 0.00 | 12 100.00 | 5 700.00 | 1439717357 |
2025.01.02 12:45:00 | 8 | BNP | buy | in | 10 | 58.340 | 8 | 0.00 | 0.00 | 0.00 | 5 700.00 | 1439717357 |
2025.01.06 10:16:00 | 9 | BNP | sell | out | 10 | 59.200 | 9 | 0.00 | 0.00 | 8 600.00 | 14 300.00 | 1439717357 |
2025.01.08 10:30:00 | 10 | BNP | buy | in | 10 | 60.480 | 10 | 0.00 | 0.00 | 0.00 | 14 300.00 | 1439717357 |
2025.01.14 10:16:00 | 11 | BNP | sell | out | 10 | 60.740 | 11 | 0.00 | 0.00 | 2 600.00 | 16 900.00 | 1439717357 |
2025.01.14 12:00:00 | 12 | BNP | buy | in | 10 | 61.070 | 12 | 0.00 | 0.00 | 0.00 | 16 900.00 | 1439717357 |
2025.01.17 10:16:00 | 13 | BNP | sell | out | 10 | 62.630 | 13 | 0.00 | 0.00 | 15 600.00 | 32 500.00 | 1439717357 |
2025.01.20 14:00:00 | 14 | BNP | buy | in | 10 | 62.660 | 14 | 0.00 | 0.00 | 0.00 | 32 500.00 | 1439717357 |
2025.01.22 18:29:59 | 15 | BNP | sell | out | 10 | 62.200 | 15 | 0.00 | 0.00 | -4 600.00 | 27 900.00 | end of test |
0.00 | 0.00 | 17 900.00 | 27 900.00 | |||||||||