Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1945637832_CVX_240 | |||||||||||
Symbol: | CVX | |||||||||||
Period: | H4 (2024.08.02 - 2025.01.29) | |||||||||||
Inputs: | Entry_Amount=10 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=1945637832 | ||||||||||||
Max_Spread=0 | ||||||||||||
Min_Equity=0 | ||||||||||||
Company: | Neural Target | |||||||||||
Currency: | profit in pips | |||||||||||
Initial Deposit: | 10 000.00 | |||||||||||
Leverage: | 1:1 | |||||||||||
Results | ||||||||||||
History Quality: | 99% | |||||||||||
Bars: | 205 | Ticks: | 2383890 | Symbols: | 1 | |||||||
Total Net Profit: | 2 600.00 | Balance Drawdown Absolute: | 200.00 | Equity Drawdown Absolute: | 430.00 | |||||||
Gross Profit: | 3 760.00 | Balance Drawdown Maximal: | 1 160.00 (10.58%) | Equity Drawdown Maximal: | 2 360.00 (19.50%) | |||||||
Gross Loss: | -1 160.00 | Balance Drawdown Relative: | 10.58% (1 160.00) | Equity Drawdown Relative: | 19.50% (2 360.00) | |||||||
Profit Factor: | 3.24 | Expected Payoff: | 520.00 | Margin Level: | 3230.49% | |||||||
Recovery Factor: | 1.10 | Sharpe Ratio: | 0.07 | Z-Score: | 1.84 (93.42%) | |||||||
AHPR: | 1.0517 (5.17%) | LR Correlation: | 0.75 | OnTester result: | 0 | |||||||
GHPR: | 1.0473 (4.73%) | LR Standard Error: | 771.15 | |||||||||
Total Trades: | 5 | Short Trades (won %): | 1 (100.00%) | Long Trades (won %): | 4 (75.00%) | |||||||
Total Deals: | 10 | Profit Trades (% of total): | 4 (80.00%) | Loss Trades (% of total): | 1 (20.00%) | |||||||
Largest profit trade: | 1 830.00 | Largest loss trade: | -1 160.00 | |||||||||
Average profit trade: | 940.00 | Average loss trade: | -1 160.00 | |||||||||
Maximum consecutive wins ($): | 2 (2 800.00) | Maximum consecutive losses ($): | 1 (-1 160.00) | |||||||||
Maximal consecutive profit (count): | 2 800.00 (2) | Maximal consecutive loss (count): | -1 160.00 (1) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.82 | Correlation (Profits,MAE): | 0.99 | Correlation (MFE,MAE): | 0.8239 | |||||||
Minimal position holding time: | 3:30:00 | Maximal position holding time: | 20:30:00 | Average position holding time: | 17:06:00 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.09.03 20:00:00 | 2 | CVX | sell | 10 / 10 | 145.34 | 2024.09.03 20:00:00 | filled | 1945637832 | ||||
2024.09.04 16:30:00 | 3 | CVX | buy | 10 / 10 | 144.69 | 2024.09.04 16:30:00 | filled | 1945637832 | ||||
2024.09.30 20:00:00 | 4 | CVX | buy | 10 / 10 | 146.03 | 2024.09.30 20:00:00 | filled | 1945637832 | ||||
2024.10.01 16:30:00 | 5 | CVX | sell | 10 / 10 | 146.34 | 2024.10.01 16:30:00 | filled | 1945637832 | ||||
2024.10.11 20:00:00 | 6 | CVX | buy | 10 / 10 | 151.68 | 2024.10.11 20:00:00 | filled | 1945637832 | ||||
2024.10.14 16:30:00 | 7 | CVX | sell | 10 / 10 | 150.52 | 2024.10.14 16:30:00 | filled | 1945637832 | ||||
2024.10.18 20:00:00 | 8 | CVX | buy | 10 / 10 | 150.17 | 2024.10.18 20:00:00 | filled | 1945637832 | ||||
2024.10.21 16:30:00 | 9 | CVX | sell | 10 / 10 | 152.00 | 2024.10.21 16:30:00 | filled | 1945637832 | ||||
2024.11.14 16:30:00 | 10 | CVX | buy | 10 / 10 | 159.97 | 2024.11.14 16:30:00 | filled | 1945637832 | ||||
2024.11.14 20:00:00 | 11 | CVX | sell | 10 / 10 | 160.94 | 2024.11.14 20:00:00 | filled | 1945637832 | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.08.02 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.09.03 20:00:00 | 2 | CVX | sell | in | 10 | 145.34 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1945637832 |
2024.09.04 16:30:00 | 3 | CVX | buy | out | 10 | 144.69 | 3 | 0.00 | 0.00 | 650.00 | 10 650.00 | 1945637832 |
2024.09.30 20:00:00 | 4 | CVX | buy | in | 10 | 146.03 | 4 | 0.00 | 0.00 | 0.00 | 10 650.00 | 1945637832 |
2024.10.01 16:30:00 | 5 | CVX | sell | out | 10 | 146.34 | 5 | 0.00 | 0.00 | 310.00 | 10 960.00 | 1945637832 |
2024.10.11 20:00:00 | 6 | CVX | buy | in | 10 | 151.68 | 6 | 0.00 | 0.00 | 0.00 | 10 960.00 | 1945637832 |
2024.10.14 16:30:00 | 7 | CVX | sell | out | 10 | 150.52 | 7 | 0.00 | 0.00 | -1 160.00 | 9 800.00 | 1945637832 |
2024.10.18 20:00:00 | 8 | CVX | buy | in | 10 | 150.17 | 8 | 0.00 | 0.00 | 0.00 | 9 800.00 | 1945637832 |
2024.10.21 16:30:00 | 9 | CVX | sell | out | 10 | 152.00 | 9 | 0.00 | 0.00 | 1 830.00 | 11 630.00 | 1945637832 |
2024.11.14 16:30:00 | 10 | CVX | buy | in | 10 | 159.97 | 10 | 0.00 | 0.00 | 0.00 | 11 630.00 | 1945637832 |
2024.11.14 20:00:00 | 11 | CVX | sell | out | 10 | 160.94 | 11 | 0.00 | 0.00 | 970.00 | 12 600.00 | 1945637832 |
0.00 | 0.00 | 2 600.00 | 12 600.00 | |||||||||