Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 159350388_SAN_5 | |||||||||||
Symbol: | SAN | |||||||||||
Period: | M5 (2024.12.29 - 2025.01.31) | |||||||||||
Inputs: | Entry_Amount=10 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=159350388 | ||||||||||||
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: | 1641 | Ticks: | 170115 | Symbols: | 1 | |||||||
Total Net Profit: | 20 500.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 968.10 | |||||||
Gross Profit: | 20 900.00 | Balance Drawdown Maximal: | 400.00 (1.29%) | Equity Drawdown Maximal: | 989.00 (9.87%) | |||||||
Gross Loss: | -400.00 | Balance Drawdown Relative: | 1.29% (400.00) | Equity Drawdown Relative: | 9.87% (989.00) | |||||||
Profit Factor: | 52.25 | Expected Payoff: | 6 833.33 | Margin Level: | ||||||||
Recovery Factor: | 20.73 | Sharpe Ratio: | 0.00 | Z-Score: | 0.35 (27.37%) | |||||||
AHPR: | 1.6879 (68.79%) | LR Correlation: | 0.52 | OnTester result: | 0 | |||||||
GHPR: | 1.4502 (45.02%) | LR Standard Error: | 8 096.39 | |||||||||
Total Trades: | 3 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 3 (66.67%) | |||||||
Total Deals: | 6 | Profit Trades (% of total): | 2 (66.67%) | Loss Trades (% of total): | 1 (33.33%) | |||||||
Largest profit trade: | 20 700.00 | Largest loss trade: | -400.00 | |||||||||
Average profit trade: | 10 450.00 | Average loss trade: | -400.00 | |||||||||
Maximum consecutive wins ($): | 2 (20 900.00) | Maximum consecutive losses ($): | 1 (-400.00) | |||||||||
Maximal consecutive profit (count): | 20 900.00 (2) | Maximal consecutive loss (count): | -400.00 (1) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.69 | Correlation (Profits,MAE): | 0.29 | Correlation (MFE,MAE): | -0.4944 | |||||||
Minimal position holding time: | 54:34:59 | Maximal position holding time: | 119:45:00 | Average position holding time: | 95:56:39 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.12.31 11:15:00 | 2 | SAN | buy | 10 / 10 | 92.960 | 2024.12.31 11:15:00 | filled | 159350388 | ||||
2025.01.07 11:00:00 | 3 | SAN | sell | 10 / 10 | 95.030 | 2025.01.07 11:00:00 | filled | 159350388 | ||||
2025.01.08 17:10:00 | 4 | SAN | buy | 10 / 10 | 94.940 | 2025.01.08 17:10:00 | filled | 159350388 | ||||
2025.01.15 10:40:00 | 5 | SAN | sell | 10 / 10 | 94.960 | 2025.01.15 10:40:00 | filled | 159350388 | ||||
2025.01.20 11:55:00 | 6 | SAN | buy | 10 / 10 | 98.900 | 2025.01.20 11:55:00 | filled | 159350388 | ||||
2025.01.22 18:29:59 | 7 | 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 |
2024.12.29 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.12.31 11:15:00 | 2 | SAN | buy | in | 10 | 92.960 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 159350388 |
2025.01.07 11:00:00 | 3 | SAN | sell | out | 10 | 95.030 | 3 | 0.00 | 0.00 | 20 700.00 | 30 700.00 | 159350388 |
2025.01.08 17:10:00 | 4 | SAN | buy | in | 10 | 94.940 | 4 | 0.00 | 0.00 | 0.00 | 30 700.00 | 159350388 |
2025.01.15 10:40:00 | 5 | SAN | sell | out | 10 | 94.960 | 5 | 0.00 | 0.00 | 200.00 | 30 900.00 | 159350388 |
2025.01.20 11:55:00 | 6 | SAN | buy | in | 10 | 98.900 | 6 | 0.00 | 0.00 | 0.00 | 30 900.00 | 159350388 |
2025.01.22 18:29:59 | 7 | SAN | sell | out | 10 | 98.860 | 7 | 0.00 | 0.00 | -400.00 | 30 500.00 | end of test |
0.00 | 0.00 | 20 500.00 | 30 500.00 | |||||||||