Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1879054688_BNP_30_nt | |||||||||||
Symbol: | BNP | |||||||||||
Period: | M30 (2024.11.30 - 2025.02.05) | |||||||||||
Inputs: | _Properties_=------ | |||||||||||
Magic_Number=1879054688 | ||||||||||||
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: | 581 | Ticks: | 334818 | Symbols: | 1 | |||||||
Total Net Profit: | 66 400.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 555.60 | |||||||
Gross Profit: | 99 200.00 | Balance Drawdown Maximal: | 23 900.00 (46.95%) | Equity Drawdown Maximal: | 627.80 (6.23%) | |||||||
Gross Loss: | -32 800.00 | Balance Drawdown Relative: | 46.95% (23 900.00) | Equity Drawdown Relative: | 6.23% (627.80) | |||||||
Profit Factor: | 3.02 | Expected Payoff: | 6 036.36 | Margin Level: | ||||||||
Recovery Factor: | 105.77 | Sharpe Ratio: | 0.15 | Z-Score: | 0.28 (22.05%) | |||||||
AHPR: | 1.3672 (36.72%) | LR Correlation: | 0.87 | OnTester result: | 0 | |||||||
GHPR: | 1.2030 (20.30%) | LR Standard Error: | 11 658.78 | |||||||||
Total Trades: | 11 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 11 (63.64%) | |||||||
Total Deals: | 22 | Profit Trades (% of total): | 7 (63.64%) | Loss Trades (% of total): | 4 (36.36%) | |||||||
Largest profit trade: | 37 800.00 | Largest loss trade: | -12 500.00 | |||||||||
Average profit trade: | 14 171.43 | Average loss trade: | -8 200.00 | |||||||||
Maximum consecutive wins ($): | 5 (55 200.00) | Maximum consecutive losses ($): | 2 (-23 900.00) | |||||||||
Maximal consecutive profit (count): | 55 200.00 (5) | Maximal consecutive loss (count): | -23 900.00 (2) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.95 | Correlation (Profits,MAE): | 0.47 | Correlation (MFE,MAE): | 0.3979 | |||||||
Minimal position holding time: | 2:59:58 | Maximal position holding time: | 189:29:59 | Average position holding time: | 81:28:31 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.12.02 10:16:00 | 2 | BNP | buy | 10 / 10 | 55.430 | 2024.12.02 10:16:00 | filled | 1879054688 | ||||
2024.12.03 10:16:00 | 3 | BNP | sell | 10 / 10 | 56.050 | 2024.12.03 10:16:00 | filled | 1879054688 | ||||
2024.12.03 10:16:01 | 4 | BNP | buy | 10 / 10 | 56.090 | 2024.12.03 10:16:01 | filled | 1879054688 | ||||
2024.12.03 14:30:00 | 5 | BNP | sell | 10 / 10 | 55.780 | 2024.12.03 14:30:00 | filled | 1879054688 | ||||
2024.12.03 14:30:01 | 6 | BNP | buy | 10 / 10 | 55.790 | 2024.12.03 14:30:01 | filled | 1879054688 | ||||
2024.12.11 13:30:00 | 7 | BNP | sell | 10 / 10 | 59.570 | 2024.12.11 13:30:00 | filled | 1879054688 | ||||
2024.12.11 13:30:01 | 8 | BNP | buy | 10 / 10 | 59.580 | 2024.12.11 13:30:01 | filled | 1879054688 | ||||
2024.12.18 16:30:00 | 9 | BNP | sell | 10 / 10 | 58.330 | 2024.12.18 16:30:00 | filled | 1879054688 | ||||
2024.12.18 16:30:01 | 10 | BNP | buy | 10 / 10 | 58.340 | 2024.12.18 16:30:01 | filled | 1879054688 | ||||
2024.12.23 17:30:00 | 11 | BNP | sell | 10 / 10 | 57.200 | 2024.12.23 17:30:00 | filled | 1879054688 | ||||
2024.12.23 17:30:01 | 12 | BNP | buy | 10 / 10 | 57.210 | 2024.12.23 17:30:01 | filled | 1879054688 | ||||
2025.01.02 13:00:00 | 13 | BNP | sell | 10 / 10 | 58.130 | 2025.01.02 13:00:00 | filled | 1879054688 | ||||
2025.01.02 13:00:01 | 14 | BNP | buy | 10 / 10 | 58.140 | 2025.01.02 13:00:01 | filled | 1879054688 | ||||
2025.01.03 17:00:00 | 15 | BNP | sell | 10 / 10 | 58.660 | 2025.01.03 17:00:00 | filled | 1879054688 | ||||
2025.01.03 17:00:01 | 16 | BNP | buy | 10 / 10 | 58.670 | 2025.01.03 17:00:01 | filled | 1879054688 | ||||
2025.01.08 15:30:00 | 17 | BNP | sell | 10 / 10 | 59.410 | 2025.01.08 15:30:00 | filled | 1879054688 | ||||
2025.01.08 15:30:01 | 18 | BNP | buy | 10 / 10 | 59.420 | 2025.01.08 15:30:01 | filled | 1879054688 | ||||
2025.01.10 18:00:00 | 19 | BNP | sell | 10 / 10 | 59.490 | 2025.01.10 18:00:00 | filled | 1879054688 | ||||
2025.01.10 18:00:01 | 20 | BNP | buy | 10 / 10 | 59.500 | 2025.01.10 18:00:01 | filled | 1879054688 | ||||
2025.01.22 15:30:00 | 21 | BNP | sell | 10 / 10 | 62.770 | 2025.01.22 15:30:00 | filled | 1879054688 | ||||
2025.01.22 15:30:01 | 22 | BNP | buy | 10 / 10 | 62.780 | 2025.01.22 15:30:01 | filled | 1879054688 | ||||
2025.01.22 18:29:59 | 23 | BNP | sell | 10 / 10 | 62.200 | 2025.01.22 18:29:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.30 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.12.02 10:16:00 | 2 | BNP | buy | in | 10 | 55.430 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1879054688 |
2024.12.03 10:16:00 | 3 | BNP | sell | out | 10 | 56.050 | 3 | 0.00 | 0.00 | 6 200.00 | 16 200.00 | 1879054688 |
2024.12.03 10:16:01 | 4 | BNP | buy | in | 10 | 56.090 | 4 | 0.00 | 0.00 | 0.00 | 16 200.00 | 1879054688 |
2024.12.03 14:30:00 | 5 | BNP | sell | out | 10 | 55.780 | 5 | 0.00 | 0.00 | -3 100.00 | 13 100.00 | 1879054688 |
2024.12.03 14:30:01 | 6 | BNP | buy | in | 10 | 55.790 | 6 | 0.00 | 0.00 | 0.00 | 13 100.00 | 1879054688 |
2024.12.11 13:30:00 | 7 | BNP | sell | out | 10 | 59.570 | 7 | 0.00 | 0.00 | 37 800.00 | 50 900.00 | 1879054688 |
2024.12.11 13:30:01 | 8 | BNP | buy | in | 10 | 59.580 | 8 | 0.00 | 0.00 | 0.00 | 50 900.00 | 1879054688 |
2024.12.18 16:30:00 | 9 | BNP | sell | out | 10 | 58.330 | 9 | 0.00 | 0.00 | -12 500.00 | 38 400.00 | 1879054688 |
2024.12.18 16:30:01 | 10 | BNP | buy | in | 10 | 58.340 | 10 | 0.00 | 0.00 | 0.00 | 38 400.00 | 1879054688 |
2024.12.23 17:30:00 | 11 | BNP | sell | out | 10 | 57.200 | 11 | 0.00 | 0.00 | -11 400.00 | 27 000.00 | 1879054688 |
2024.12.23 17:30:01 | 12 | BNP | buy | in | 10 | 57.210 | 12 | 0.00 | 0.00 | 0.00 | 27 000.00 | 1879054688 |
2025.01.02 13:00:00 | 13 | BNP | sell | out | 10 | 58.130 | 13 | 0.00 | 0.00 | 9 200.00 | 36 200.00 | 1879054688 |
2025.01.02 13:00:01 | 14 | BNP | buy | in | 10 | 58.140 | 14 | 0.00 | 0.00 | 0.00 | 36 200.00 | 1879054688 |
2025.01.03 17:00:00 | 15 | BNP | sell | out | 10 | 58.660 | 15 | 0.00 | 0.00 | 5 200.00 | 41 400.00 | 1879054688 |
2025.01.03 17:00:01 | 16 | BNP | buy | in | 10 | 58.670 | 16 | 0.00 | 0.00 | 0.00 | 41 400.00 | 1879054688 |
2025.01.08 15:30:00 | 17 | BNP | sell | out | 10 | 59.410 | 17 | 0.00 | 0.00 | 7 400.00 | 48 800.00 | 1879054688 |
2025.01.08 15:30:01 | 18 | BNP | buy | in | 10 | 59.420 | 18 | 0.00 | 0.00 | 0.00 | 48 800.00 | 1879054688 |
2025.01.10 18:00:00 | 19 | BNP | sell | out | 10 | 59.490 | 19 | 0.00 | 0.00 | 700.00 | 49 500.00 | 1879054688 |
2025.01.10 18:00:01 | 20 | BNP | buy | in | 10 | 59.500 | 20 | 0.00 | 0.00 | 0.00 | 49 500.00 | 1879054688 |
2025.01.22 15:30:00 | 21 | BNP | sell | out | 10 | 62.770 | 21 | 0.00 | 0.00 | 32 700.00 | 82 200.00 | 1879054688 |
2025.01.22 15:30:01 | 22 | BNP | buy | in | 10 | 62.780 | 22 | 0.00 | 0.00 | 0.00 | 82 200.00 | 1879054688 |
2025.01.22 18:29:59 | 23 | BNP | sell | out | 10 | 62.200 | 23 | 0.00 | 0.00 | -5 800.00 | 76 400.00 | end of test |
0.00 | 0.00 | 66 400.00 | 76 400.00 | |||||||||