Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1702829033_VALE3_240 | |||||||||||
Symbol: | VALE3 | |||||||||||
Period: | H4 (2024.07.30 - 2025.01.26) | |||||||||||
Inputs: | Entry_Amount=100 | |||||||||||
Stop_Loss=0 | ||||||||||||
Take_Profit=55 | ||||||||||||
Magic_Number=1702829033 | ||||||||||||
Max_Spread=0 | ||||||||||||
Min_Equity=0 | ||||||||||||
Company: | Neural Target | |||||||||||
Currency: | profit in pips | |||||||||||
Initial Deposit: | 50 000.00 | |||||||||||
Leverage: | 1:1 | |||||||||||
Results | ||||||||||||
History Quality: | 96% | |||||||||||
Bars: | 369 | Ticks: | 5766789 | Symbols: | 1 | |||||||
Total Net Profit: | 64 900.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 700.00 | |||||||
Gross Profit: | 64 900.00 | Balance Drawdown Maximal: | 0.00 (0.00%) | Equity Drawdown Maximal: | 15 000.00 (17.71%) | |||||||
Gross Loss: | 0.00 | Balance Drawdown Relative: | 0.00% (0.00) | Equity Drawdown Relative: | 20.34% (13 000.00) | |||||||
Profit Factor: | 0.00 | Expected Payoff: | 5 408.33 | Margin Level: | 265339.07% | |||||||
Recovery Factor: | 4.33 | Sharpe Ratio: | 3.56 | Z-Score: | 0.00 (0.00%) | |||||||
AHPR: | 1.0719 (7.19%) | LR Correlation: | 1.00 | OnTester result: | 0 | |||||||
GHPR: | 1.0718 (7.18%) | LR Standard Error: | 135.73 | |||||||||
Total Trades: | 12 | Short Trades (won %): | 5 (100.00%) | Long Trades (won %): | 7 (100.00%) | |||||||
Total Deals: | 24 | Profit Trades (% of total): | 12 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
Largest profit trade: | 5 700.00 | Largest loss trade: | 0.00 | |||||||||
Average profit trade: | 5 408.33 | Average loss trade: | 0.00 | |||||||||
Maximum consecutive wins ($): | 12 (64 900.00) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
Maximal consecutive profit (count): | 64 900.00 (12) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
Average consecutive wins: | 12 | Average consecutive losses: | 0 | |||||||||
Correlation (Profits,MFE): | 0.93 | Correlation (Profits,MAE): | 0.04 | Correlation (MFE,MAE): | 0.0624 | |||||||
Minimal position holding time: | 0:44:05 | Maximal position holding time: | 90:39:21 | Average position holding time: | 33:06:56 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.08.01 16:00:00 | 2 | VALE3 | buy | 100 / 100 | 58.05 | 58.58 | 2024.08.01 16:00:00 | filled | 1702829033 | |||
2024.08.02 10:12:34 | 3 | VALE3 | sell | 100 / 100 | 58.58 | 2024.08.02 10:12:34 | filled | tp 58.58 | ||||
2024.09.03 12:00:00 | 4 | VALE3 | buy | 100 / 100 | 56.56 | 57.10 | 2024.09.03 12:00:00 | filled | 1702829033 | |||
2024.09.05 11:36:40 | 5 | VALE3 | sell | 100 / 100 | 57.10 | 2024.09.05 11:36:40 | filled | tp 57.10 | ||||
2024.09.18 16:00:00 | 6 | VALE3 | sell | 100 / 100 | 57.43 | 56.90 | 2024.09.18 16:00:00 | filled | 1702829033 | |||
2024.09.20 14:23:31 | 7 | VALE3 | buy | 100 / 100 | 56.90 | 2024.09.20 14:23:31 | filled | tp 56.90 | ||||
2024.09.23 10:03:00 | 8 | VALE3 | buy | 100 / 100 | 56.67 | 57.21 | 2024.09.23 10:03:00 | filled | 1702829033 | |||
2024.09.23 11:37:41 | 9 | VALE3 | sell | 100 / 100 | 57.21 | 2024.09.23 11:37:41 | filled | tp 57.21 | ||||
2024.09.24 10:08:00 | 10 | VALE3 | buy | 100 / 100 | 59.77 | 60.31 | 2024.09.24 10:08:00 | filled | 1702829033 | |||
2024.09.25 10:03:05 | 11 | VALE3 | sell | 100 / 100 | 60.31 | 2024.09.25 10:03:05 | filled | tp 60.31 | ||||
2024.10.08 12:00:00 | 12 | VALE3 | buy | 100 / 100 | 60.42 | 60.95 | 2024.10.08 12:00:00 | filled | 1702829033 | |||
2024.10.10 10:02:00 | 13 | VALE3 | sell | 100 / 100 | 60.95 | 2024.10.10 10:02:00 | filled | tp 60.95 | ||||
2024.10.21 16:00:00 | 14 | VALE3 | buy | 100 / 100 | 60.00 | 60.53 | 2024.10.21 16:00:00 | filled | 1702829033 | |||
2024.10.25 10:39:21 | 15 | VALE3 | sell | 100 / 100 | 60.53 | 2024.10.25 10:39:21 | filled | tp 60.53 | ||||
2024.11.06 12:00:00 | 16 | VALE3 | buy | 100 / 100 | 60.38 | 60.92 | 2024.11.06 12:00:00 | filled | 1702829033 | |||
2024.11.06 12:55:04 | 17 | VALE3 | sell | 100 / 100 | 60.92 | 2024.11.06 12:55:04 | filled | tp 60.92 | ||||
2024.11.28 12:00:00 | 18 | VALE3 | sell | 100 / 100 | 58.30 | 57.76 | 2024.11.28 12:00:00 | filled | 1702829033 | |||
2024.11.28 13:42:59 | 19 | VALE3 | buy | 100 / 100 | 57.76 | 2024.11.28 13:42:59 | filled | tp 57.76 | ||||
2024.11.29 12:00:00 | 20 | VALE3 | sell | 100 / 100 | 58.27 | 57.73 | 2024.11.29 12:00:00 | filled | 1702829033 | |||
2024.12.04 11:34:42 | 21 | VALE3 | buy | 100 / 100 | 57.73 | 2024.12.04 11:34:42 | filled | tp 57.73 | ||||
2025.01.16 12:00:00 | 22 | VALE3 | sell | 100 / 100 | 52.80 | 52.26 | 2025.01.16 12:00:00 | filled | 1702829033 | |||
2025.01.16 12:44:05 | 23 | VALE3 | buy | 100 / 100 | 52.26 | 2025.01.16 12:44:05 | filled | tp 52.26 | ||||
2025.01.17 12:00:00 | 24 | VALE3 | sell | 100 / 100 | 53.82 | 53.27 | 2025.01.17 12:00:00 | filled | 1702829033 | |||
2025.01.21 12:02:39 | 25 | VALE3 | buy | 100 / 100 | 53.27 | 2025.01.21 12:02:39 | filled | tp 53.27 | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.07.30 00:00:00 | 1 | balance | 0.00 | 0.00 | 50 000.00 | 50 000.00 | ||||||
2024.08.01 16:00:00 | 2 | VALE3 | buy | in | 100 | 58.05 | 2 | 0.00 | 0.00 | 0.00 | 50 000.00 | 1702829033 |
2024.08.02 10:12:34 | 3 | VALE3 | sell | out | 100 | 58.58 | 3 | 0.00 | 0.00 | 5 300.00 | 55 300.00 | tp 58.58 |
2024.09.03 12:00:00 | 4 | VALE3 | buy | in | 100 | 56.56 | 4 | 0.00 | 0.00 | 0.00 | 55 300.00 | 1702829033 |
2024.09.05 11:36:40 | 5 | VALE3 | sell | out | 100 | 57.10 | 5 | 0.00 | 0.00 | 5 400.00 | 60 700.00 | tp 57.10 |
2024.09.18 16:00:00 | 6 | VALE3 | sell | in | 100 | 57.43 | 6 | 0.00 | 0.00 | 0.00 | 60 700.00 | 1702829033 |
2024.09.20 14:23:31 | 7 | VALE3 | buy | out | 100 | 56.91 | 7 | 0.00 | 0.00 | 5 200.00 | 65 900.00 | tp 56.90 |
2024.09.23 10:03:00 | 8 | VALE3 | buy | in | 100 | 56.67 | 8 | 0.00 | 0.00 | 0.00 | 65 900.00 | 1702829033 |
2024.09.23 11:37:41 | 9 | VALE3 | sell | out | 100 | 57.21 | 9 | 0.00 | 0.00 | 5 400.00 | 71 300.00 | tp 57.21 |
2024.09.24 10:08:00 | 10 | VALE3 | buy | in | 100 | 59.77 | 10 | 0.00 | 0.00 | 0.00 | 71 300.00 | 1702829033 |
2024.09.25 10:03:05 | 11 | VALE3 | sell | out | 100 | 60.33 | 11 | 0.00 | 0.00 | 5 600.00 | 76 900.00 | tp 60.31 |
2024.10.08 12:00:00 | 12 | VALE3 | buy | in | 100 | 60.42 | 12 | 0.00 | 0.00 | 0.00 | 76 900.00 | 1702829033 |
2024.10.10 10:02:00 | 13 | VALE3 | sell | out | 100 | 60.99 | 13 | 0.00 | 0.00 | 5 700.00 | 82 600.00 | tp 60.95 |
2024.10.21 16:00:00 | 14 | VALE3 | buy | in | 100 | 60.00 | 14 | 0.00 | 0.00 | 0.00 | 82 600.00 | 1702829033 |
2024.10.25 10:39:21 | 15 | VALE3 | sell | out | 100 | 60.53 | 15 | 0.00 | 0.00 | 5 300.00 | 87 900.00 | tp 60.53 |
2024.11.06 12:00:00 | 16 | VALE3 | buy | in | 100 | 60.38 | 16 | 0.00 | 0.00 | 0.00 | 87 900.00 | 1702829033 |
2024.11.06 12:55:04 | 17 | VALE3 | sell | out | 100 | 60.92 | 17 | 0.00 | 0.00 | 5 400.00 | 93 300.00 | tp 60.92 |
2024.11.28 12:00:00 | 18 | VALE3 | sell | in | 100 | 58.30 | 18 | 0.00 | 0.00 | 0.00 | 93 300.00 | 1702829033 |
2024.11.28 13:42:59 | 19 | VALE3 | buy | out | 100 | 57.76 | 19 | 0.00 | 0.00 | 5 400.00 | 98 700.00 | tp 57.76 |
2024.11.29 12:00:00 | 20 | VALE3 | sell | in | 100 | 58.27 | 20 | 0.00 | 0.00 | 0.00 | 98 700.00 | 1702829033 |
2024.12.04 11:34:42 | 21 | VALE3 | buy | out | 100 | 57.72 | 21 | 0.00 | 0.00 | 5 500.00 | 104 200.00 | tp 57.73 |
2025.01.16 12:00:00 | 22 | VALE3 | sell | in | 100 | 52.80 | 22 | 0.00 | 0.00 | 0.00 | 104 200.00 | 1702829033 |
2025.01.16 12:44:05 | 23 | VALE3 | buy | out | 100 | 52.27 | 23 | 0.00 | 0.00 | 5 300.00 | 109 500.00 | tp 52.26 |
2025.01.17 12:00:00 | 24 | VALE3 | sell | in | 100 | 53.82 | 24 | 0.00 | 0.00 | 0.00 | 109 500.00 | 1702829033 |
2025.01.21 12:02:39 | 25 | VALE3 | buy | out | 100 | 53.28 | 25 | 0.00 | 0.00 | 5 400.00 | 114 900.00 | tp 53.27 |
0.00 | 0.00 | 64 900.00 | 114 900.00 | |||||||||