Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 1588812888_SAN_15_nt | |||||||||||
| Symbol: | SAN | |||||||||||
| Period: | M15 (2024.12.23 - 2025.02.06) | |||||||||||
| Inputs: | _Properties_=------ | |||||||||||
| Magic_Number=1588812888 | ||||||||||||
| 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: | 632 | Ticks: | 192871 | Symbols: | 1 | |||||||
| Total Net Profit: | 76 800.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 911.80 | |||||||
| Gross Profit: | 82 400.00 | Balance Drawdown Maximal: | 4 800.00 (9.23%) | Equity Drawdown Maximal: | 953.80 (9.50%) | |||||||
| Gross Loss: | -5 600.00 | Balance Drawdown Relative: | 9.23% (4 800.00) | Equity Drawdown Relative: | 9.50% (953.80) | |||||||
| Profit Factor: | 14.71 | Expected Payoff: | 15 360.00 | Margin Level: | ||||||||
| Recovery Factor: | 80.52 | Sharpe Ratio: | 0.01 | Z-Score: | 2.29 (97.80%) | |||||||
| AHPR: | 1.7784 (77.84%) | LR Correlation: | 0.87 | OnTester result: | 0 | |||||||
| GHPR: | 1.5406 (54.06%) | LR Standard Error: | 11 504.40 | |||||||||
| Total Trades: | 5 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 5 (60.00%) | |||||||
| Total Deals: | 10 | Profit Trades (% of total): | 3 (60.00%) | Loss Trades (% of total): | 2 (40.00%) | |||||||
| Largest profit trade: | 39 600.00 | Largest loss trade: | -4 800.00 | |||||||||
| Average profit trade: | 27 466.67 | Average loss trade: | -2 800.00 | |||||||||
| Maximum consecutive wins ($): | 1 (39 600.00) | Maximum consecutive losses ($): | 1 (-4 800.00) | |||||||||
| Maximal consecutive profit (count): | 39 600.00 (1) | Maximal consecutive loss (count): | -4 800.00 (1) | |||||||||
| Average consecutive wins: | 1 | Average consecutive losses: | 1 | |||||||||
 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
 | ||||||||||||
| Correlation (Profits,MFE): | 0.93 | Correlation (Profits,MAE): | -0.19 | Correlation (MFE,MAE): | -0.3678 | |||||||
 | ||||||||||||
| Minimal position holding time: | 23:14:59 | Maximal position holding time: | 216:44:00 | Average position holding time: | 107:14:47 | |||||||
 | ||||||||||||
Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.12.23 10:16:00 | 2 | SAN | buy | 10 / 10 | 91.140 | 2024.12.23 10:16:00 | filled | 1588812888 | ||||
| 2025.01.03 11:00:00 | 3 | SAN | sell | 10 / 10 | 93.890 | 2025.01.03 11:00:00 | filled | 1588812888 | ||||
| 2025.01.03 11:00:01 | 4 | SAN | buy | 10 / 10 | 93.900 | 2025.01.03 11:00:01 | filled | 1588812888 | ||||
| 2025.01.06 15:00:00 | 5 | SAN | sell | 10 / 10 | 93.820 | 2025.01.06 15:00:00 | filled | 1588812888 | ||||
| 2025.01.06 15:00:01 | 6 | SAN | buy | 10 / 10 | 93.830 | 2025.01.06 15:00:01 | filled | 1588812888 | ||||
| 2025.01.07 14:15:00 | 7 | SAN | sell | 10 / 10 | 95.360 | 2025.01.07 14:15:00 | filled | 1588812888 | ||||
| 2025.01.07 14:15:01 | 8 | SAN | buy | 10 / 10 | 95.370 | 2025.01.07 14:15:01 | filled | 1588812888 | ||||
| 2025.01.13 16:15:00 | 9 | SAN | sell | 10 / 10 | 94.890 | 2025.01.13 16:15:00 | filled | 1588812888 | ||||
| 2025.01.13 16:15:01 | 10 | SAN | buy | 10 / 10 | 94.900 | 2025.01.13 16:15:01 | filled | 1588812888 | ||||
| 2025.01.22 18:29:59 | 11 | 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 |
| 2024.12.23 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2024.12.23 10:16:00 | 2 | SAN | buy | in | 10 | 91.140 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1588812888 |
| 2025.01.03 11:00:00 | 3 | SAN | sell | out | 10 | 93.890 | 3 | 0.00 | 0.00 | 27 500.00 | 37 500.00 | 1588812888 |
| 2025.01.03 11:00:01 | 4 | SAN | buy | in | 10 | 93.900 | 4 | 0.00 | 0.00 | 0.00 | 37 500.00 | 1588812888 |
| 2025.01.06 15:00:00 | 5 | SAN | sell | out | 10 | 93.820 | 5 | 0.00 | 0.00 | -800.00 | 36 700.00 | 1588812888 |
| 2025.01.06 15:00:01 | 6 | SAN | buy | in | 10 | 93.830 | 6 | 0.00 | 0.00 | 0.00 | 36 700.00 | 1588812888 |
| 2025.01.07 14:15:00 | 7 | SAN | sell | out | 10 | 95.360 | 7 | 0.00 | 0.00 | 15 300.00 | 52 000.00 | 1588812888 |
| 2025.01.07 14:15:01 | 8 | SAN | buy | in | 10 | 95.370 | 8 | 0.00 | 0.00 | 0.00 | 52 000.00 | 1588812888 |
| 2025.01.13 16:15:00 | 9 | SAN | sell | out | 10 | 94.890 | 9 | 0.00 | 0.00 | -4 800.00 | 47 200.00 | 1588812888 |
| 2025.01.13 16:15:01 | 10 | SAN | buy | in | 10 | 94.900 | 10 | 0.00 | 0.00 | 0.00 | 47 200.00 | 1588812888 |
| 2025.01.22 18:29:59 | 11 | SAN | sell | out | 10 | 98.860 | 11 | 0.00 | 0.00 | 39 600.00 | 86 800.00 | end of test |
| 0.00 | 0.00 | 76 800.00 | 86 800.00 | |||||||||