Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1634389413_ASML_60 | |||||||||||
Symbol: | ASML | |||||||||||
Period: | H1 (2024.10.25 - 2025.01.23) | |||||||||||
Inputs: | Entry_Amount=10 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=1634389413 | ||||||||||||
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: | 541 | Ticks: | 707056 | Symbols: | 1 | |||||||
Total Net Profit: | 1 566 000.00 | Balance Drawdown Absolute: | 323 000.00 | Equity Drawdown Absolute: | 6 588.00 | |||||||
Gross Profit: | 2 102 000.00 | Balance Drawdown Maximal: | 323 000.00 (3 230.00%) | Equity Drawdown Maximal: | 7 375.00 (65.23%) | |||||||
Gross Loss: | -536 000.00 | Balance Drawdown Relative: | 3 230.00% (323 000.00) | Equity Drawdown Relative: | 65.88% (6 588.00) | |||||||
Profit Factor: | 3.92 | Expected Payoff: | 156 600.00 | Margin Level: | ||||||||
Recovery Factor: | 212.34 | Sharpe Ratio: | 0.08 | Z-Score: | 0.34 (26.61%) | |||||||
AHPR: | -3.0625 (-406.25%) | LR Correlation: | 0.96 | OnTester result: | 0 | |||||||
GHPR: | 1.6587 (65.87%) | LR Standard Error: | 238 420.94 | |||||||||
Total Trades: | 10 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 10 (80.00%) | |||||||
Total Deals: | 20 | Profit Trades (% of total): | 8 (80.00%) | Loss Trades (% of total): | 2 (20.00%) | |||||||
Largest profit trade: | 423 000.00 | Largest loss trade: | -323 000.00 | |||||||||
Average profit trade: | 262 750.00 | Average loss trade: | -268 000.00 | |||||||||
Maximum consecutive wins ($): | 6 (1 629 000.00) | Maximum consecutive losses ($): | 1 (-323 000.00) | |||||||||
Maximal consecutive profit (count): | 1 629 000.00 (6) | Maximal consecutive loss (count): | -323 000.00 (1) | |||||||||
Average consecutive wins: | 4 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.86 | Correlation (Profits,MAE): | 0.78 | Correlation (MFE,MAE): | 0.4620 | |||||||
Minimal position holding time: | 21:00:00 | Maximal position holding time: | 434:00:00 | Average position holding time: | 120:44:48 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.10.28 13:00:00 | 2 | ASML | buy | 10 / 10 | 658.800 | 2024.10.28 13:00:00 | filled | 1634389413 | ||||
2024.11.01 15:00:00 | 3 | ASML | sell | 10 / 10 | 626.500 | 2024.11.01 15:00:00 | filled | 1634389413 | ||||
2024.11.04 16:00:00 | 4 | ASML | buy | 10 / 10 | 620.200 | 2024.11.04 16:00:00 | filled | 1634389413 | ||||
2024.11.07 17:00:00 | 5 | ASML | sell | 10 / 10 | 625.200 | 2024.11.07 17:00:00 | filled | 1634389413 | ||||
2024.11.08 14:00:00 | 6 | ASML | buy | 10 / 10 | 620.400 | 2024.11.08 14:00:00 | filled | 1634389413 | ||||
2024.11.14 15:00:00 | 7 | ASML | sell | 10 / 10 | 662.700 | 2024.11.14 15:00:00 | filled | 1634389413 | ||||
2024.11.15 17:00:00 | 8 | ASML | buy | 10 / 10 | 642.000 | 2024.11.15 17:00:00 | filled | 1634389413 | ||||
2024.11.21 17:00:00 | 9 | ASML | sell | 10 / 10 | 620.700 | 2024.11.21 17:00:00 | filled | 1634389413 | ||||
2024.11.26 13:00:00 | 10 | ASML | buy | 10 / 10 | 643.000 | 2024.11.26 13:00:00 | filled | 1634389413 | ||||
2024.12.04 14:00:00 | 11 | ASML | sell | 10 / 10 | 681.500 | 2024.12.04 14:00:00 | filled | 1634389413 | ||||
2024.12.06 10:16:00 | 12 | ASML | buy | 10 / 10 | 675.400 | 2024.12.06 10:16:00 | filled | 1634389413 | ||||
2024.12.18 14:00:00 | 13 | ASML | sell | 10 / 10 | 711.300 | 2024.12.18 14:00:00 | filled | 1634389413 | ||||
2024.12.19 12:00:00 | 14 | ASML | buy | 10 / 10 | 687.700 | 2024.12.19 12:00:00 | filled | 1634389413 | ||||
2025.01.14 14:00:00 | 15 | ASML | sell | 10 / 10 | 721.600 | 2025.01.14 14:00:00 | filled | 1634389413 | ||||
2025.01.15 10:16:00 | 16 | ASML | buy | 10 / 10 | 706.400 | 2025.01.15 10:16:00 | filled | 1634389413 | ||||
2025.01.16 11:00:00 | 17 | ASML | sell | 10 / 10 | 735.000 | 2025.01.16 11:00:00 | filled | 1634389413 | ||||
2025.01.20 15:00:00 | 18 | ASML | buy | 10 / 10 | 737.500 | 2025.01.20 15:00:00 | filled | 1634389413 | ||||
2025.01.21 12:00:00 | 19 | ASML | sell | 10 / 10 | 747.600 | 2025.01.21 12:00:00 | filled | 1634389413 | ||||
2025.01.21 16:00:00 | 20 | ASML | buy | 10 / 10 | 735.900 | 2025.01.21 16:00:00 | filled | 1634389413 | ||||
2025.01.22 15:00:00 | 21 | ASML | sell | 10 / 10 | 751.800 | 2025.01.22 15:00:00 | filled | 1634389413 | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.10.25 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.10.28 13:00:00 | 2 | ASML | buy | in | 10 | 658.800 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1634389413 |
2024.11.01 15:00:00 | 3 | ASML | sell | out | 10 | 626.500 | 3 | 0.00 | 0.00 | -323 000.00 | -313 000.00 | 1634389413 |
2024.11.04 16:00:00 | 4 | ASML | buy | in | 10 | 620.200 | 4 | 0.00 | 0.00 | 0.00 | -313 000.00 | 1634389413 |
2024.11.07 17:00:00 | 5 | ASML | sell | out | 10 | 625.200 | 5 | 0.00 | 0.00 | 50 000.00 | -263 000.00 | 1634389413 |
2024.11.08 14:00:00 | 6 | ASML | buy | in | 10 | 620.400 | 6 | 0.00 | 0.00 | 0.00 | -263 000.00 | 1634389413 |
2024.11.14 15:00:00 | 7 | ASML | sell | out | 10 | 662.700 | 7 | 0.00 | 0.00 | 423 000.00 | 160 000.00 | 1634389413 |
2024.11.15 17:00:00 | 8 | ASML | buy | in | 10 | 642.000 | 8 | 0.00 | 0.00 | 0.00 | 160 000.00 | 1634389413 |
2024.11.21 17:00:00 | 9 | ASML | sell | out | 10 | 620.700 | 9 | 0.00 | 0.00 | -213 000.00 | -53 000.00 | 1634389413 |
2024.11.26 13:00:00 | 10 | ASML | buy | in | 10 | 643.000 | 10 | 0.00 | 0.00 | 0.00 | -53 000.00 | 1634389413 |
2024.12.04 14:00:00 | 11 | ASML | sell | out | 10 | 681.500 | 11 | 0.00 | 0.00 | 385 000.00 | 332 000.00 | 1634389413 |
2024.12.06 10:16:00 | 12 | ASML | buy | in | 10 | 675.400 | 12 | 0.00 | 0.00 | 0.00 | 332 000.00 | 1634389413 |
2024.12.18 14:00:00 | 13 | ASML | sell | out | 10 | 711.300 | 13 | 0.00 | 0.00 | 359 000.00 | 691 000.00 | 1634389413 |
2024.12.19 12:00:00 | 14 | ASML | buy | in | 10 | 687.700 | 14 | 0.00 | 0.00 | 0.00 | 691 000.00 | 1634389413 |
2025.01.14 14:00:00 | 15 | ASML | sell | out | 10 | 721.600 | 15 | 0.00 | 0.00 | 339 000.00 | 1 030 000.00 | 1634389413 |
2025.01.15 10:16:00 | 16 | ASML | buy | in | 10 | 706.400 | 16 | 0.00 | 0.00 | 0.00 | 1 030 000.00 | 1634389413 |
2025.01.16 11:00:00 | 17 | ASML | sell | out | 10 | 735.000 | 17 | 0.00 | 0.00 | 286 000.00 | 1 316 000.00 | 1634389413 |
2025.01.20 15:00:00 | 18 | ASML | buy | in | 10 | 737.500 | 18 | 0.00 | 0.00 | 0.00 | 1 316 000.00 | 1634389413 |
2025.01.21 12:00:00 | 19 | ASML | sell | out | 10 | 747.600 | 19 | 0.00 | 0.00 | 101 000.00 | 1 417 000.00 | 1634389413 |
2025.01.21 16:00:00 | 20 | ASML | buy | in | 10 | 735.900 | 20 | 0.00 | 0.00 | 0.00 | 1 417 000.00 | 1634389413 |
2025.01.22 15:00:00 | 21 | ASML | sell | out | 10 | 751.800 | 21 | 0.00 | 0.00 | 159 000.00 | 1 576 000.00 | 1634389413 |
0.00 | 0.00 | 1 566 000.00 | 1 576 000.00 | |||||||||