Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1872482868_AD_60_nt | |||||||||||
Symbol: | AD | |||||||||||
Period: | H1 (2024.11.08 - 2025.02.06) | |||||||||||
Inputs: | _Properties_=------ | |||||||||||
Magic_Number=1872482868 | ||||||||||||
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: | 451 | Ticks: | 253824 | Symbols: | 1 | |||||||
Total Net Profit: | 15 900.00 | Balance Drawdown Absolute: | 11 000.00 | Equity Drawdown Absolute: | 323.40 | |||||||
Gross Profit: | 45 200.00 | Balance Drawdown Maximal: | 18 200.00 (105.81%) | Equity Drawdown Maximal: | 342.30 (3.42%) | |||||||
Gross Loss: | -29 300.00 | Balance Drawdown Relative: | 105.81% (18 200.00) | Equity Drawdown Relative: | 3.42% (342.30) | |||||||
Profit Factor: | 1.54 | Expected Payoff: | 795.00 | Margin Level: | ||||||||
Recovery Factor: | 46.45 | Sharpe Ratio: | 0.36 | Z-Score: | 1.22 (77.75%) | |||||||
AHPR: | 0.7750 (-22.50%) | LR Correlation: | 0.10 | OnTester result: | 0 | |||||||
GHPR: | 1.0487 (4.87%) | LR Standard Error: | 7 043.23 | |||||||||
Total Trades: | 20 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 20 (65.00%) | |||||||
Total Deals: | 40 | Profit Trades (% of total): | 13 (65.00%) | Loss Trades (% of total): | 7 (35.00%) | |||||||
Largest profit trade: | 17 700.00 | Largest loss trade: | -10 500.00 | |||||||||
Average profit trade: | 3 476.92 | Average loss trade: | -4 185.71 | |||||||||
Maximum consecutive wins ($): | 4 (29 900.00) | Maximum consecutive losses ($): | 2 (-9 000.00) | |||||||||
Maximal consecutive profit (count): | 29 900.00 (4) | Maximal consecutive loss (count): | -10 500.00 (1) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.94 | Correlation (Profits,MAE): | 0.63 | Correlation (MFE,MAE): | 0.4221 | |||||||
Minimal position holding time: | 5:43:59 | Maximal position holding time: | 187:15:58 | Average position holding time: | 64:00:40 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.08 10:16:01 | 2 | AD | buy | 10 / 10 | 32.110 | 2024.11.08 10:16:01 | filled | 1872482868 | ||||
2024.11.08 16:00:00 | 3 | AD | sell | 10 / 10 | 32.270 | 2024.11.08 16:00:00 | filled | 1872482868 | ||||
2024.11.08 16:00:01 | 4 | AD | buy | 10 / 10 | 32.280 | 2024.11.08 16:00:01 | filled | 1872482868 | ||||
2024.11.12 10:16:00 | 5 | AD | sell | 10 / 10 | 32.550 | 2024.11.12 10:16:00 | filled | 1872482868 | ||||
2024.11.12 10:16:01 | 6 | AD | buy | 10 / 10 | 32.570 | 2024.11.12 10:16:01 | filled | 1872482868 | ||||
2024.11.15 12:00:00 | 7 | AD | sell | 10 / 10 | 32.120 | 2024.11.15 12:00:00 | filled | 1872482868 | ||||
2024.11.15 12:00:01 | 8 | AD | buy | 10 / 10 | 32.130 | 2024.11.15 12:00:01 | filled | 1872482868 | ||||
2024.11.19 12:00:00 | 9 | AD | sell | 10 / 10 | 32.170 | 2024.11.19 12:00:00 | filled | 1872482868 | ||||
2024.11.19 12:00:01 | 10 | AD | buy | 10 / 10 | 32.180 | 2024.11.19 12:00:01 | filled | 1872482868 | ||||
2024.11.21 11:00:00 | 11 | AD | sell | 10 / 10 | 32.520 | 2024.11.21 11:00:00 | filled | 1872482868 | ||||
2024.11.21 11:00:01 | 12 | AD | buy | 10 / 10 | 32.530 | 2024.11.21 11:00:01 | filled | 1872482868 | ||||
2024.11.25 15:00:01 | 13 | AD | sell | 10 / 10 | 32.700 | 2024.11.25 15:00:01 | filled | 1872482868 | ||||
2024.11.25 15:00:02 | 14 | AD | buy | 10 / 10 | 32.710 | 2024.11.25 15:00:02 | filled | 1872482868 | ||||
2024.11.26 11:00:00 | 15 | AD | sell | 10 / 10 | 32.670 | 2024.11.26 11:00:00 | filled | 1872482868 | ||||
2024.11.26 11:00:01 | 16 | AD | buy | 10 / 10 | 32.680 | 2024.11.26 11:00:01 | filled | 1872482868 | ||||
2024.11.28 11:00:00 | 17 | AD | sell | 10 / 10 | 32.700 | 2024.11.28 11:00:00 | filled | 1872482868 | ||||
2024.11.28 11:00:01 | 18 | AD | buy | 10 / 10 | 32.710 | 2024.11.28 11:00:01 | filled | 1872482868 | ||||
2024.12.02 18:00:00 | 19 | AD | sell | 10 / 10 | 32.520 | 2024.12.02 18:00:00 | filled | 1872482868 | ||||
2024.12.02 18:00:01 | 20 | AD | buy | 10 / 10 | 32.530 | 2024.12.02 18:00:01 | filled | 1872482868 | ||||
2024.12.05 11:00:01 | 21 | AD | sell | 10 / 10 | 32.860 | 2024.12.05 11:00:01 | filled | 1872482868 | ||||
2024.12.05 11:00:02 | 22 | AD | buy | 10 / 10 | 32.880 | 2024.12.05 11:00:02 | filled | 1872482868 | ||||
2024.12.06 12:00:01 | 23 | AD | sell | 10 / 10 | 32.950 | 2024.12.06 12:00:01 | filled | 1872482868 | ||||
2024.12.06 12:00:02 | 24 | AD | buy | 10 / 10 | 32.960 | 2024.12.06 12:00:02 | filled | 1872482868 | ||||
2024.12.12 11:00:00 | 25 | AD | sell | 10 / 10 | 31.910 | 2024.12.12 11:00:00 | filled | 1872482868 | ||||
2024.12.12 11:00:01 | 26 | AD | buy | 10 / 10 | 31.920 | 2024.12.12 11:00:01 | filled | 1872482868 | ||||
2024.12.16 14:00:00 | 27 | AD | sell | 10 / 10 | 32.050 | 2024.12.16 14:00:00 | filled | 1872482868 | ||||
2024.12.16 14:00:01 | 28 | AD | buy | 10 / 10 | 32.060 | 2024.12.16 14:00:01 | filled | 1872482868 | ||||
2024.12.19 15:00:01 | 29 | AD | sell | 10 / 10 | 31.490 | 2024.12.19 15:00:01 | filled | 1872482868 | ||||
2024.12.19 15:00:02 | 30 | AD | buy | 10 / 10 | 31.500 | 2024.12.19 15:00:02 | filled | 1872482868 | ||||
2024.12.31 10:16:00 | 31 | AD | sell | 10 / 10 | 31.170 | 2024.12.31 10:16:00 | filled | 1872482868 | ||||
2024.12.31 10:16:01 | 32 | AD | buy | 10 / 10 | 31.200 | 2024.12.31 10:16:01 | filled | 1872482868 | ||||
2025.01.06 12:00:01 | 33 | AD | sell | 10 / 10 | 31.740 | 2025.01.06 12:00:01 | filled | 1872482868 | ||||
2025.01.06 12:00:02 | 34 | AD | buy | 10 / 10 | 31.750 | 2025.01.06 12:00:02 | filled | 1872482868 | ||||
2025.01.08 15:00:00 | 35 | AD | sell | 10 / 10 | 32.170 | 2025.01.08 15:00:00 | filled | 1872482868 | ||||
2025.01.08 15:00:01 | 36 | AD | buy | 10 / 10 | 32.180 | 2025.01.08 15:00:01 | filled | 1872482868 | ||||
2025.01.10 13:00:01 | 37 | AD | sell | 10 / 10 | 32.440 | 2025.01.10 13:00:01 | filled | 1872482868 | ||||
2025.01.10 13:00:02 | 38 | AD | buy | 10 / 10 | 32.450 | 2025.01.10 13:00:02 | filled | 1872482868 | ||||
2025.01.21 10:16:00 | 39 | AD | sell | 10 / 10 | 34.220 | 2025.01.21 10:16:00 | filled | 1872482868 | ||||
2025.01.21 10:16:01 | 40 | AD | buy | 10 / 10 | 34.230 | 2025.01.21 10:16:01 | filled | 1872482868 | ||||
2025.01.22 18:29:59 | 41 | AD | sell | 10 / 10 | 33.930 | 2025.01.22 18:29:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.08 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.08 10:16:01 | 2 | AD | buy | in | 10 | 32.110 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1872482868 |
2024.11.08 16:00:00 | 3 | AD | sell | out | 10 | 32.270 | 3 | 0.00 | 0.00 | 1 600.00 | 11 600.00 | 1872482868 |
2024.11.08 16:00:01 | 4 | AD | buy | in | 10 | 32.280 | 4 | 0.00 | 0.00 | 0.00 | 11 600.00 | 1872482868 |
2024.11.12 10:16:00 | 5 | AD | sell | out | 10 | 32.550 | 5 | 0.00 | 0.00 | 2 700.00 | 14 300.00 | 1872482868 |
2024.11.12 10:16:01 | 6 | AD | buy | in | 10 | 32.570 | 6 | 0.00 | 0.00 | 0.00 | 14 300.00 | 1872482868 |
2024.11.15 12:00:00 | 7 | AD | sell | out | 10 | 32.120 | 7 | 0.00 | 0.00 | -4 500.00 | 9 800.00 | 1872482868 |
2024.11.15 12:00:01 | 8 | AD | buy | in | 10 | 32.130 | 8 | 0.00 | 0.00 | 0.00 | 9 800.00 | 1872482868 |
2024.11.19 12:00:00 | 9 | AD | sell | out | 10 | 32.170 | 9 | 0.00 | 0.00 | 400.00 | 10 200.00 | 1872482868 |
2024.11.19 12:00:01 | 10 | AD | buy | in | 10 | 32.180 | 10 | 0.00 | 0.00 | 0.00 | 10 200.00 | 1872482868 |
2024.11.21 11:00:00 | 11 | AD | sell | out | 10 | 32.520 | 11 | 0.00 | 0.00 | 3 400.00 | 13 600.00 | 1872482868 |
2024.11.21 11:00:01 | 12 | AD | buy | in | 10 | 32.530 | 12 | 0.00 | 0.00 | 0.00 | 13 600.00 | 1872482868 |
2024.11.25 15:00:01 | 13 | AD | sell | out | 10 | 32.700 | 13 | 0.00 | 0.00 | 1 700.00 | 15 300.00 | 1872482868 |
2024.11.25 15:00:02 | 14 | AD | buy | in | 10 | 32.710 | 14 | 0.00 | 0.00 | 0.00 | 15 300.00 | 1872482868 |
2024.11.26 11:00:00 | 15 | AD | sell | out | 10 | 32.670 | 15 | 0.00 | 0.00 | -400.00 | 14 900.00 | 1872482868 |
2024.11.26 11:00:01 | 16 | AD | buy | in | 10 | 32.680 | 16 | 0.00 | 0.00 | 0.00 | 14 900.00 | 1872482868 |
2024.11.28 11:00:00 | 17 | AD | sell | out | 10 | 32.700 | 17 | 0.00 | 0.00 | 200.00 | 15 100.00 | 1872482868 |
2024.11.28 11:00:01 | 18 | AD | buy | in | 10 | 32.710 | 18 | 0.00 | 0.00 | 0.00 | 15 100.00 | 1872482868 |
2024.12.02 18:00:00 | 19 | AD | sell | out | 10 | 32.520 | 19 | 0.00 | 0.00 | -1 900.00 | 13 200.00 | 1872482868 |
2024.12.02 18:00:01 | 20 | AD | buy | in | 10 | 32.530 | 20 | 0.00 | 0.00 | 0.00 | 13 200.00 | 1872482868 |
2024.12.05 11:00:01 | 21 | AD | sell | out | 10 | 32.860 | 21 | 0.00 | 0.00 | 3 300.00 | 16 500.00 | 1872482868 |
2024.12.05 11:00:02 | 22 | AD | buy | in | 10 | 32.880 | 22 | 0.00 | 0.00 | 0.00 | 16 500.00 | 1872482868 |
2024.12.06 12:00:01 | 23 | AD | sell | out | 10 | 32.950 | 23 | 0.00 | 0.00 | 700.00 | 17 200.00 | 1872482868 |
2024.12.06 12:00:02 | 24 | AD | buy | in | 10 | 32.960 | 24 | 0.00 | 0.00 | 0.00 | 17 200.00 | 1872482868 |
2024.12.12 11:00:00 | 25 | AD | sell | out | 10 | 31.910 | 25 | 0.00 | 0.00 | -10 500.00 | 6 700.00 | 1872482868 |
2024.12.12 11:00:01 | 26 | AD | buy | in | 10 | 31.920 | 26 | 0.00 | 0.00 | 0.00 | 6 700.00 | 1872482868 |
2024.12.16 14:00:00 | 27 | AD | sell | out | 10 | 32.050 | 27 | 0.00 | 0.00 | 1 300.00 | 8 000.00 | 1872482868 |
2024.12.16 14:00:01 | 28 | AD | buy | in | 10 | 32.060 | 28 | 0.00 | 0.00 | 0.00 | 8 000.00 | 1872482868 |
2024.12.19 15:00:01 | 29 | AD | sell | out | 10 | 31.490 | 29 | 0.00 | 0.00 | -5 700.00 | 2 300.00 | 1872482868 |
2024.12.19 15:00:02 | 30 | AD | buy | in | 10 | 31.500 | 30 | 0.00 | 0.00 | 0.00 | 2 300.00 | 1872482868 |
2024.12.31 10:16:00 | 31 | AD | sell | out | 10 | 31.170 | 31 | 0.00 | 0.00 | -3 300.00 | -1 000.00 | 1872482868 |
2024.12.31 10:16:01 | 32 | AD | buy | in | 10 | 31.200 | 32 | 0.00 | 0.00 | 0.00 | -1 000.00 | 1872482868 |
2025.01.06 12:00:01 | 33 | AD | sell | out | 10 | 31.740 | 33 | 0.00 | 0.00 | 5 400.00 | 4 400.00 | 1872482868 |
2025.01.06 12:00:02 | 34 | AD | buy | in | 10 | 31.750 | 34 | 0.00 | 0.00 | 0.00 | 4 400.00 | 1872482868 |
2025.01.08 15:00:00 | 35 | AD | sell | out | 10 | 32.170 | 35 | 0.00 | 0.00 | 4 200.00 | 8 600.00 | 1872482868 |
2025.01.08 15:00:01 | 36 | AD | buy | in | 10 | 32.180 | 36 | 0.00 | 0.00 | 0.00 | 8 600.00 | 1872482868 |
2025.01.10 13:00:01 | 37 | AD | sell | out | 10 | 32.440 | 37 | 0.00 | 0.00 | 2 600.00 | 11 200.00 | 1872482868 |
2025.01.10 13:00:02 | 38 | AD | buy | in | 10 | 32.450 | 38 | 0.00 | 0.00 | 0.00 | 11 200.00 | 1872482868 |
2025.01.21 10:16:00 | 39 | AD | sell | out | 10 | 34.220 | 39 | 0.00 | 0.00 | 17 700.00 | 28 900.00 | 1872482868 |
2025.01.21 10:16:01 | 40 | AD | buy | in | 10 | 34.230 | 40 | 0.00 | 0.00 | 0.00 | 28 900.00 | 1872482868 |
2025.01.22 18:29:59 | 41 | AD | sell | out | 10 | 33.930 | 41 | 0.00 | 0.00 | -3 000.00 | 25 900.00 | end of test |
0.00 | 0.00 | 15 900.00 | 25 900.00 | |||||||||