Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1974514442_AVGO_15_nt | |||||||||||
Symbol: | AVGO | |||||||||||
Period: | M15 (2024.12.21 - 2025.02.04) | |||||||||||
Inputs: | _Properties_=------ | |||||||||||
Magic_Number=1974514442 | ||||||||||||
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: | 96 | Ticks: | 343358 | Symbols: | 1 | |||||||
Total Net Profit: | 20 910.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 220 800.00 | |||||||
Gross Profit: | 26 820.00 | Balance Drawdown Maximal: | 3 510.00 (10.20%) | Equity Drawdown Maximal: | 220 800.00 (2 208.00%) | |||||||
Gross Loss: | -5 910.00 | Balance Drawdown Relative: | 10.82% (2 400.00) | Equity Drawdown Relative: | 2 208.00% (220 800.00) | |||||||
Profit Factor: | 4.54 | Expected Payoff: | 5 227.50 | Margin Level: | 1298.01% | |||||||
Recovery Factor: | 0.09 | Sharpe Ratio: | 1.05 | Z-Score: | 1.84 (93.42%) | |||||||
AHPR: | 1.4370 (43.70%) | LR Correlation: | 0.81 | OnTester result: | 0 | |||||||
GHPR: | 1.3259 (32.59%) | LR Standard Error: | 5 155.49 | |||||||||
Total Trades: | 4 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 4 (50.00%) | |||||||
Total Deals: | 8 | Profit Trades (% of total): | 2 (50.00%) | Loss Trades (% of total): | 2 (50.00%) | |||||||
Largest profit trade: | 14 630.00 | Largest loss trade: | -3 510.00 | |||||||||
Average profit trade: | 13 410.00 | Average loss trade: | -2 955.00 | |||||||||
Maximum consecutive wins ($): | 1 (14 630.00) | Maximum consecutive losses ($): | 1 (-3 510.00) | |||||||||
Maximal consecutive profit (count): | 14 630.00 (1) | Maximal consecutive loss (count): | -3 510.00 (1) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.99 | Correlation (Profits,MAE): | -0.47 | Correlation (MFE,MAE): | -0.3799 | |||||||
Minimal position holding time: | 0:59:59 | Maximal position holding time: | 69:44:59 | Average position holding time: | 29:45:14 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.12.21 00:00:00 | 2 | AVGO | buy | 10 / 10 | 220.80 | 2024.12.21 00:00:00 | filled | 1974514442 | ||||
2024.12.23 21:00:00 | 3 | AVGO | sell | 10 / 10 | 232.99 | 2024.12.23 21:00:00 | filled | 1974514442 | ||||
2024.12.23 21:00:01 | 4 | AVGO | buy | 10 / 10 | 233.01 | 2024.12.23 21:00:01 | filled | 1974514442 | ||||
2024.12.23 22:00:00 | 5 | AVGO | sell | 10 / 10 | 230.61 | 2024.12.23 22:00:00 | filled | 1974514442 | ||||
2024.12.23 22:00:01 | 6 | AVGO | buy | 10 / 10 | 230.62 | 2024.12.23 22:00:01 | filled | 1974514442 | ||||
2024.12.26 19:45:00 | 7 | AVGO | sell | 10 / 10 | 245.25 | 2024.12.26 19:45:00 | filled | 1974514442 | ||||
2024.12.26 19:45:01 | 8 | AVGO | buy | 10 / 10 | 245.26 | 2024.12.26 19:45:01 | filled | 1974514442 | ||||
2024.12.27 23:00:59 | 9 | AVGO | sell | 10 / 10 | 241.75 | 2024.12.27 23:00:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.12.21 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.12.21 00:00:00 | 2 | AVGO | buy | in | 10 | 220.80 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1974514442 |
2024.12.23 21:00:00 | 3 | AVGO | sell | out | 10 | 232.99 | 3 | 0.00 | 0.00 | 12 190.00 | 22 190.00 | 1974514442 |
2024.12.23 21:00:01 | 4 | AVGO | buy | in | 10 | 233.01 | 4 | 0.00 | 0.00 | 0.00 | 22 190.00 | 1974514442 |
2024.12.23 22:00:00 | 5 | AVGO | sell | out | 10 | 230.61 | 5 | 0.00 | 0.00 | -2 400.00 | 19 790.00 | 1974514442 |
2024.12.23 22:00:01 | 6 | AVGO | buy | in | 10 | 230.62 | 6 | 0.00 | 0.00 | 0.00 | 19 790.00 | 1974514442 |
2024.12.26 19:45:00 | 7 | AVGO | sell | out | 10 | 245.25 | 7 | 0.00 | 0.00 | 14 630.00 | 34 420.00 | 1974514442 |
2024.12.26 19:45:01 | 8 | AVGO | buy | in | 10 | 245.26 | 8 | 0.00 | 0.00 | 0.00 | 34 420.00 | 1974514442 |
2024.12.27 23:00:59 | 9 | AVGO | sell | out | 10 | 241.75 | 9 | 0.00 | 0.00 | -3 510.00 | 30 910.00 | end of test |
0.00 | 0.00 | 20 910.00 | 30 910.00 | |||||||||