Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1725742312_AMZN_30_nt | |||||||||||
Symbol: | AMZN | |||||||||||
Period: | M30 (2024.11.30 - 2025.02.05) | |||||||||||
Inputs: | _Properties_=------ | |||||||||||
Magic_Number=1725742312 | ||||||||||||
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: | 260 | Ticks: | 1693626 | Symbols: | 1 | |||||||
Total Net Profit: | 15 530.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 208 040.00 | |||||||
Gross Profit: | 34 140.00 | Balance Drawdown Maximal: | 9 790.00 (29.78%) | Equity Drawdown Maximal: | 208 040.00 (2 080.40%) | |||||||
Gross Loss: | -18 610.00 | Balance Drawdown Relative: | 29.78% (9 790.00) | Equity Drawdown Relative: | 2 080.40% (208 040.00) | |||||||
Profit Factor: | 1.83 | Expected Payoff: | 913.53 | Margin Level: | 2751.81% | |||||||
Recovery Factor: | 0.07 | Sharpe Ratio: | 6.07 | Z-Score: | 0.41 (31.82%) | |||||||
AHPR: | 1.0694 (6.94%) | LR Correlation: | 0.56 | OnTester result: | 0 | |||||||
GHPR: | 1.0567 (5.67%) | LR Standard Error: | 5 552.54 | |||||||||
Total Trades: | 17 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 17 (64.71%) | |||||||
Total Deals: | 34 | Profit Trades (% of total): | 11 (64.71%) | Loss Trades (% of total): | 6 (35.29%) | |||||||
Largest profit trade: | 6 510.00 | Largest loss trade: | -6 120.00 | |||||||||
Average profit trade: | 3 103.64 | Average loss trade: | -3 101.67 | |||||||||
Maximum consecutive wins ($): | 6 (19 910.00) | Maximum consecutive losses ($): | 2 (-7 070.00) | |||||||||
Maximal consecutive profit (count): | 19 910.00 (6) | Maximal consecutive loss (count): | -7 070.00 (2) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.90 | Correlation (Profits,MAE): | -0.08 | Correlation (MFE,MAE): | -0.2084 | |||||||
Minimal position holding time: | 5:29:59 | Maximal position holding time: | 67:29:59 | Average position holding time: | 28:10:37 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.30 00:00:00 | 2 | AMZN | buy | 10 / 10 | 208.04 | 2024.11.30 00:00:00 | filled | 1725742312 | ||||
2024.12.02 22:30:00 | 3 | AMZN | sell | 10 / 10 | 210.76 | 2024.12.02 22:30:00 | filled | 1725742312 | ||||
2024.12.02 22:30:01 | 4 | AMZN | buy | 10 / 10 | 210.77 | 2024.12.02 22:30:01 | filled | 1725742312 | ||||
2024.12.04 16:30:00 | 5 | AMZN | sell | 10 / 10 | 215.96 | 2024.12.04 16:30:00 | filled | 1725742312 | ||||
2024.12.04 16:30:01 | 6 | AMZN | buy | 10 / 10 | 215.96 | 2024.12.04 16:30:01 | filled | 1725742312 | ||||
2024.12.04 22:30:00 | 7 | AMZN | sell | 10 / 10 | 218.01 | 2024.12.04 22:30:00 | filled | 1725742312 | ||||
2024.12.04 22:30:01 | 8 | AMZN | buy | 10 / 10 | 218.02 | 2024.12.04 22:30:01 | filled | 1725742312 | ||||
2024.12.06 17:30:00 | 9 | AMZN | sell | 10 / 10 | 224.53 | 2024.12.06 17:30:00 | filled | 1725742312 | ||||
2024.12.06 17:30:01 | 10 | AMZN | buy | 10 / 10 | 224.55 | 2024.12.06 17:30:01 | filled | 1725742312 | ||||
2024.12.06 23:00:00 | 11 | AMZN | sell | 10 / 10 | 227.04 | 2024.12.06 23:00:00 | filled | 1725742312 | ||||
2024.12.06 23:00:01 | 12 | AMZN | buy | 10 / 10 | 227.05 | 2024.12.06 23:00:01 | filled | 1725742312 | ||||
2024.12.09 22:00:00 | 13 | AMZN | sell | 10 / 10 | 228.00 | 2024.12.09 22:00:00 | filled | 1725742312 | ||||
2024.12.09 22:00:01 | 14 | AMZN | buy | 10 / 10 | 228.02 | 2024.12.09 22:00:01 | filled | 1725742312 | ||||
2024.12.10 22:30:00 | 15 | AMZN | sell | 10 / 10 | 224.50 | 2024.12.10 22:30:00 | filled | 1725742312 | ||||
2024.12.10 22:30:01 | 16 | AMZN | buy | 10 / 10 | 224.52 | 2024.12.10 22:30:01 | filled | 1725742312 | ||||
2024.12.11 23:00:00 | 17 | AMZN | sell | 10 / 10 | 230.27 | 2024.12.11 23:00:00 | filled | 1725742312 | ||||
2024.12.11 23:00:01 | 18 | AMZN | buy | 10 / 10 | 230.30 | 2024.12.11 23:00:01 | filled | 1725742312 | ||||
2024.12.12 23:00:00 | 19 | AMZN | sell | 10 / 10 | 229.01 | 2024.12.12 23:00:00 | filled | 1725742312 | ||||
2024.12.12 23:00:01 | 20 | AMZN | buy | 10 / 10 | 229.03 | 2024.12.12 23:00:01 | filled | 1725742312 | ||||
2024.12.17 18:30:00 | 21 | AMZN | sell | 10 / 10 | 231.05 | 2024.12.17 18:30:00 | filled | 1725742312 | ||||
2024.12.17 18:30:01 | 22 | AMZN | buy | 10 / 10 | 231.06 | 2024.12.17 18:30:01 | filled | 1725742312 | ||||
2024.12.18 18:30:00 | 23 | AMZN | sell | 10 / 10 | 230.29 | 2024.12.18 18:30:00 | filled | 1725742312 | ||||
2024.12.18 18:30:01 | 24 | AMZN | buy | 10 / 10 | 230.31 | 2024.12.18 18:30:01 | filled | 1725742312 | ||||
2024.12.20 18:30:00 | 25 | AMZN | sell | 10 / 10 | 224.35 | 2024.12.20 18:30:00 | filled | 1725742312 | ||||
2024.12.20 18:30:01 | 26 | AMZN | buy | 10 / 10 | 224.36 | 2024.12.20 18:30:01 | filled | 1725742312 | ||||
2024.12.23 17:30:00 | 27 | AMZN | sell | 10 / 10 | 224.84 | 2024.12.23 17:30:00 | filled | 1725742312 | ||||
2024.12.23 17:30:01 | 28 | AMZN | buy | 10 / 10 | 224.86 | 2024.12.23 17:30:01 | filled | 1725742312 | ||||
2024.12.24 17:00:00 | 29 | AMZN | sell | 10 / 10 | 228.39 | 2024.12.24 17:00:00 | filled | 1725742312 | ||||
2024.12.24 17:00:01 | 30 | AMZN | buy | 10 / 10 | 228.40 | 2024.12.24 17:00:01 | filled | 1725742312 | ||||
2024.12.26 19:00:00 | 31 | AMZN | sell | 10 / 10 | 227.45 | 2024.12.26 19:00:00 | filled | 1725742312 | ||||
2024.12.26 19:00:01 | 32 | AMZN | buy | 10 / 10 | 227.45 | 2024.12.26 19:00:01 | filled | 1725742312 | ||||
2024.12.27 17:30:00 | 33 | AMZN | sell | 10 / 10 | 221.33 | 2024.12.27 17:30:00 | filled | 1725742312 | ||||
2024.12.27 17:30:01 | 34 | AMZN | buy | 10 / 10 | 221.34 | 2024.12.27 17:30:01 | filled | 1725742312 | ||||
2024.12.27 23:00:59 | 35 | AMZN | sell | 10 / 10 | 223.79 | 2024.12.27 23:00:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.30 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.30 00:00:00 | 2 | AMZN | buy | in | 10 | 208.04 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1725742312 |
2024.12.02 22:30:00 | 3 | AMZN | sell | out | 10 | 210.76 | 3 | 0.00 | 0.00 | 2 720.00 | 12 720.00 | 1725742312 |
2024.12.02 22:30:01 | 4 | AMZN | buy | in | 10 | 210.77 | 4 | 0.00 | 0.00 | 0.00 | 12 720.00 | 1725742312 |
2024.12.04 16:30:00 | 5 | AMZN | sell | out | 10 | 215.96 | 5 | 0.00 | 0.00 | 5 190.00 | 17 910.00 | 1725742312 |
2024.12.04 16:30:01 | 6 | AMZN | buy | in | 10 | 215.96 | 6 | 0.00 | 0.00 | 0.00 | 17 910.00 | 1725742312 |
2024.12.04 22:30:00 | 7 | AMZN | sell | out | 10 | 218.01 | 7 | 0.00 | 0.00 | 2 050.00 | 19 960.00 | 1725742312 |
2024.12.04 22:30:01 | 8 | AMZN | buy | in | 10 | 218.02 | 8 | 0.00 | 0.00 | 0.00 | 19 960.00 | 1725742312 |
2024.12.06 17:30:00 | 9 | AMZN | sell | out | 10 | 224.53 | 9 | 0.00 | 0.00 | 6 510.00 | 26 470.00 | 1725742312 |
2024.12.06 17:30:01 | 10 | AMZN | buy | in | 10 | 224.55 | 10 | 0.00 | 0.00 | 0.00 | 26 470.00 | 1725742312 |
2024.12.06 23:00:00 | 11 | AMZN | sell | out | 10 | 227.04 | 11 | 0.00 | 0.00 | 2 490.00 | 28 960.00 | 1725742312 |
2024.12.06 23:00:01 | 12 | AMZN | buy | in | 10 | 227.05 | 12 | 0.00 | 0.00 | 0.00 | 28 960.00 | 1725742312 |
2024.12.09 22:00:00 | 13 | AMZN | sell | out | 10 | 228.00 | 13 | 0.00 | 0.00 | 950.00 | 29 910.00 | 1725742312 |
2024.12.09 22:00:01 | 14 | AMZN | buy | in | 10 | 228.02 | 14 | 0.00 | 0.00 | 0.00 | 29 910.00 | 1725742312 |
2024.12.10 22:30:00 | 15 | AMZN | sell | out | 10 | 224.50 | 15 | 0.00 | 0.00 | -3 520.00 | 26 390.00 | 1725742312 |
2024.12.10 22:30:01 | 16 | AMZN | buy | in | 10 | 224.52 | 16 | 0.00 | 0.00 | 0.00 | 26 390.00 | 1725742312 |
2024.12.11 23:00:00 | 17 | AMZN | sell | out | 10 | 230.27 | 17 | 0.00 | 0.00 | 5 750.00 | 32 140.00 | 1725742312 |
2024.12.11 23:00:01 | 18 | AMZN | buy | in | 10 | 230.30 | 18 | 0.00 | 0.00 | 0.00 | 32 140.00 | 1725742312 |
2024.12.12 23:00:00 | 19 | AMZN | sell | out | 10 | 229.01 | 19 | 0.00 | 0.00 | -1 290.00 | 30 850.00 | 1725742312 |
2024.12.12 23:00:01 | 20 | AMZN | buy | in | 10 | 229.03 | 20 | 0.00 | 0.00 | 0.00 | 30 850.00 | 1725742312 |
2024.12.17 18:30:00 | 21 | AMZN | sell | out | 10 | 231.05 | 21 | 0.00 | 0.00 | 2 020.00 | 32 870.00 | 1725742312 |
2024.12.17 18:30:01 | 22 | AMZN | buy | in | 10 | 231.06 | 22 | 0.00 | 0.00 | 0.00 | 32 870.00 | 1725742312 |
2024.12.18 18:30:00 | 23 | AMZN | sell | out | 10 | 230.29 | 23 | 0.00 | 0.00 | -770.00 | 32 100.00 | 1725742312 |
2024.12.18 18:30:01 | 24 | AMZN | buy | in | 10 | 230.31 | 24 | 0.00 | 0.00 | 0.00 | 32 100.00 | 1725742312 |
2024.12.20 18:30:00 | 25 | AMZN | sell | out | 10 | 224.35 | 25 | 0.00 | 0.00 | -5 960.00 | 26 140.00 | 1725742312 |
2024.12.20 18:30:01 | 26 | AMZN | buy | in | 10 | 224.36 | 26 | 0.00 | 0.00 | 0.00 | 26 140.00 | 1725742312 |
2024.12.23 17:30:00 | 27 | AMZN | sell | out | 10 | 224.84 | 27 | 0.00 | 0.00 | 480.00 | 26 620.00 | 1725742312 |
2024.12.23 17:30:01 | 28 | AMZN | buy | in | 10 | 224.86 | 28 | 0.00 | 0.00 | 0.00 | 26 620.00 | 1725742312 |
2024.12.24 17:00:00 | 29 | AMZN | sell | out | 10 | 228.39 | 29 | 0.00 | 0.00 | 3 530.00 | 30 150.00 | 1725742312 |
2024.12.24 17:00:01 | 30 | AMZN | buy | in | 10 | 228.40 | 30 | 0.00 | 0.00 | 0.00 | 30 150.00 | 1725742312 |
2024.12.26 19:00:00 | 31 | AMZN | sell | out | 10 | 227.45 | 31 | 0.00 | 0.00 | -950.00 | 29 200.00 | 1725742312 |
2024.12.26 19:00:01 | 32 | AMZN | buy | in | 10 | 227.45 | 32 | 0.00 | 0.00 | 0.00 | 29 200.00 | 1725742312 |
2024.12.27 17:30:00 | 33 | AMZN | sell | out | 10 | 221.33 | 33 | 0.00 | 0.00 | -6 120.00 | 23 080.00 | 1725742312 |
2024.12.27 17:30:01 | 34 | AMZN | buy | in | 10 | 221.34 | 34 | 0.00 | 0.00 | 0.00 | 23 080.00 | 1725742312 |
2024.12.27 23:00:59 | 35 | AMZN | sell | out | 10 | 223.79 | 35 | 0.00 | 0.00 | 2 450.00 | 25 530.00 | end of test |
0.00 | 0.00 | 15 530.00 | 25 530.00 | |||||||||