Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 2105811500_BN_30_nt | |||||||||||
Symbol: | BN | |||||||||||
Period: | M30 (2024.11.30 - 2025.02.05) | |||||||||||
Inputs: | _Properties_=------ | |||||||||||
Magic_Number=2105811500 | ||||||||||||
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: | 564 | Ticks: | 223005 | Symbols: | 1 | |||||||
Total Net Profit: | 4 600.00 | Balance Drawdown Absolute: | 10 600.00 | Equity Drawdown Absolute: | 650.00 | |||||||
Gross Profit: | 37 400.00 | Balance Drawdown Maximal: | 13 200.00 (104.76%) | Equity Drawdown Maximal: | 652.60 (6.52%) | |||||||
Gross Loss: | -32 800.00 | Balance Drawdown Relative: | 104.76% (13 200.00) | Equity Drawdown Relative: | 6.52% (652.60) | |||||||
Profit Factor: | 1.14 | Expected Payoff: | 200.00 | Margin Level: | ||||||||
Recovery Factor: | 7.05 | Sharpe Ratio: | 0.06 | Z-Score: | -0.35 (27.37%) | |||||||
AHPR: | 3.7129 (271.29%) | LR Correlation: | -0.23 | OnTester result: | 0 | |||||||
GHPR: | 1.0166 (1.66%) | LR Standard Error: | 4 423.41 | |||||||||
Total Trades: | 23 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 23 (56.52%) | |||||||
Total Deals: | 46 | Profit Trades (% of total): | 13 (56.52%) | Loss Trades (% of total): | 10 (43.48%) | |||||||
Largest profit trade: | 13 000.00 | Largest loss trade: | -10 000.00 | |||||||||
Average profit trade: | 2 876.92 | Average loss trade: | -3 280.00 | |||||||||
Maximum consecutive wins ($): | 5 (4 400.00) | Maximum consecutive losses ($): | 4 (-13 200.00) | |||||||||
Maximal consecutive profit (count): | 14 400.00 (2) | Maximal consecutive loss (count): | -13 200.00 (4) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.73 | Correlation (Profits,MAE): | 0.58 | Correlation (MFE,MAE): | 0.2338 | |||||||
Minimal position holding time: | 0:59:59 | Maximal position holding time: | 120:43:59 | Average position holding time: | 37:54:04 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.12.02 10:16:00 | 2 | BN | buy | 10 / 10 | 64.500 | 2024.12.02 10:16:00 | filled | 2105811500 | ||||
2024.12.03 13:30:00 | 3 | BN | sell | 10 / 10 | 64.700 | 2024.12.03 13:30:00 | filled | 2105811500 | ||||
2024.12.03 13:30:01 | 4 | BN | buy | 10 / 10 | 64.720 | 2024.12.03 13:30:01 | filled | 2105811500 | ||||
2024.12.03 17:00:00 | 5 | BN | sell | 10 / 10 | 64.600 | 2024.12.03 17:00:00 | filled | 2105811500 | ||||
2024.12.03 17:00:01 | 6 | BN | buy | 10 / 10 | 64.620 | 2024.12.03 17:00:01 | filled | 2105811500 | ||||
2024.12.05 10:16:00 | 7 | BN | sell | 10 / 10 | 64.440 | 2024.12.05 10:16:00 | filled | 2105811500 | ||||
2024.12.05 10:16:01 | 8 | BN | buy | 10 / 10 | 64.500 | 2024.12.05 10:16:01 | filled | 2105811500 | ||||
2024.12.09 10:16:00 | 9 | BN | sell | 10 / 10 | 64.580 | 2024.12.09 10:16:00 | filled | 2105811500 | ||||
2024.12.09 10:16:01 | 10 | BN | buy | 10 / 10 | 64.640 | 2024.12.09 10:16:01 | filled | 2105811500 | ||||
2024.12.16 11:00:00 | 11 | BN | sell | 10 / 10 | 64.920 | 2024.12.16 11:00:00 | filled | 2105811500 | ||||
2024.12.16 11:00:01 | 12 | BN | buy | 10 / 10 | 64.940 | 2024.12.16 11:00:01 | filled | 2105811500 | ||||
2024.12.17 10:30:00 | 13 | BN | sell | 10 / 10 | 64.860 | 2024.12.17 10:30:00 | filled | 2105811500 | ||||
2024.12.17 10:30:01 | 14 | BN | buy | 10 / 10 | 64.880 | 2024.12.17 10:30:01 | filled | 2105811500 | ||||
2024.12.18 10:16:01 | 15 | BN | sell | 10 / 10 | 64.860 | 2024.12.18 10:16:01 | filled | 2105811500 | ||||
2024.12.18 10:16:02 | 16 | BN | buy | 10 / 10 | 64.900 | 2024.12.18 10:16:02 | filled | 2105811500 | ||||
2024.12.23 18:00:01 | 17 | BN | sell | 10 / 10 | 64.080 | 2024.12.23 18:00:01 | filled | 2105811500 | ||||
2024.12.23 18:00:02 | 18 | BN | buy | 10 / 10 | 64.120 | 2024.12.23 18:00:02 | filled | 2105811500 | ||||
2024.12.27 10:16:00 | 19 | BN | sell | 10 / 10 | 63.720 | 2024.12.27 10:16:00 | filled | 2105811500 | ||||
2024.12.27 10:16:01 | 20 | BN | buy | 10 / 10 | 63.760 | 2024.12.27 10:16:01 | filled | 2105811500 | ||||
2024.12.27 13:00:01 | 21 | BN | sell | 10 / 10 | 64.160 | 2024.12.27 13:00:01 | filled | 2105811500 | ||||
2024.12.27 13:00:02 | 22 | BN | buy | 10 / 10 | 64.180 | 2024.12.27 13:00:02 | filled | 2105811500 | ||||
2024.12.27 15:00:01 | 23 | BN | sell | 10 / 10 | 64.160 | 2024.12.27 15:00:01 | filled | 2105811500 | ||||
2024.12.27 15:00:02 | 24 | BN | buy | 10 / 10 | 64.180 | 2024.12.27 15:00:02 | filled | 2105811500 | ||||
2024.12.30 18:00:00 | 25 | BN | sell | 10 / 10 | 64.400 | 2024.12.30 18:00:00 | filled | 2105811500 | ||||
2024.12.30 18:00:01 | 26 | BN | buy | 10 / 10 | 64.420 | 2024.12.30 18:00:01 | filled | 2105811500 | ||||
2024.12.31 12:30:00 | 27 | BN | sell | 10 / 10 | 64.420 | 2024.12.31 12:30:00 | filled | 2105811500 | ||||
2024.12.31 12:30:01 | 28 | BN | buy | 10 / 10 | 64.440 | 2024.12.31 12:30:01 | filled | 2105811500 | ||||
2025.01.02 12:30:00 | 29 | BN | sell | 10 / 10 | 64.480 | 2025.01.02 12:30:00 | filled | 2105811500 | ||||
2025.01.02 12:30:01 | 30 | BN | buy | 10 / 10 | 64.500 | 2025.01.02 12:30:01 | filled | 2105811500 | ||||
2025.01.03 13:30:00 | 31 | BN | sell | 10 / 10 | 64.660 | 2025.01.03 13:30:00 | filled | 2105811500 | ||||
2025.01.03 13:30:01 | 32 | BN | buy | 10 / 10 | 64.680 | 2025.01.03 13:30:01 | filled | 2105811500 | ||||
2025.01.03 14:30:00 | 33 | BN | sell | 10 / 10 | 64.700 | 2025.01.03 14:30:00 | filled | 2105811500 | ||||
2025.01.03 14:30:01 | 34 | BN | buy | 10 / 10 | 64.720 | 2025.01.03 14:30:01 | filled | 2105811500 | ||||
2025.01.03 17:30:00 | 35 | BN | sell | 10 / 10 | 64.700 | 2025.01.03 17:30:00 | filled | 2105811500 | ||||
2025.01.03 17:30:01 | 36 | BN | buy | 10 / 10 | 64.720 | 2025.01.03 17:30:01 | filled | 2105811500 | ||||
2025.01.07 10:30:00 | 37 | BN | sell | 10 / 10 | 64.100 | 2025.01.07 10:30:00 | filled | 2105811500 | ||||
2025.01.07 10:30:01 | 38 | BN | buy | 10 / 10 | 64.120 | 2025.01.07 10:30:01 | filled | 2105811500 | ||||
2025.01.08 14:00:00 | 39 | BN | sell | 10 / 10 | 64.140 | 2025.01.08 14:00:00 | filled | 2105811500 | ||||
2025.01.08 14:30:00 | 40 | BN | buy | 10 / 10 | 63.960 | 2025.01.08 14:30:00 | filled | 2105811500 | ||||
2025.01.10 15:00:00 | 41 | BN | sell | 10 / 10 | 64.840 | 2025.01.10 15:00:00 | filled | 2105811500 | ||||
2025.01.10 15:00:01 | 42 | BN | buy | 10 / 10 | 64.860 | 2025.01.10 15:00:01 | filled | 2105811500 | ||||
2025.01.16 10:16:00 | 43 | BN | sell | 10 / 10 | 63.860 | 2025.01.16 10:16:00 | filled | 2105811500 | ||||
2025.01.16 10:16:01 | 44 | BN | buy | 10 / 10 | 63.880 | 2025.01.16 10:16:01 | filled | 2105811500 | ||||
2025.01.21 14:00:00 | 45 | BN | sell | 10 / 10 | 65.180 | 2025.01.21 14:00:00 | filled | 2105811500 | ||||
2025.01.21 14:00:01 | 46 | BN | buy | 10 / 10 | 65.200 | 2025.01.21 14:00:01 | filled | 2105811500 | ||||
2025.01.21 18:29:59 | 47 | BN | sell | 10 / 10 | 65.340 | 2025.01.21 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 | BN | buy | in | 10 | 64.500 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 2105811500 |
2024.12.03 13:30:00 | 3 | BN | sell | out | 10 | 64.700 | 3 | 0.00 | 0.00 | 2 000.00 | 12 000.00 | 2105811500 |
2024.12.03 13:30:01 | 4 | BN | buy | in | 10 | 64.720 | 4 | 0.00 | 0.00 | 0.00 | 12 000.00 | 2105811500 |
2024.12.03 17:00:00 | 5 | BN | sell | out | 10 | 64.600 | 5 | 0.00 | 0.00 | -1 200.00 | 10 800.00 | 2105811500 |
2024.12.03 17:00:01 | 6 | BN | buy | in | 10 | 64.620 | 6 | 0.00 | 0.00 | 0.00 | 10 800.00 | 2105811500 |
2024.12.05 10:16:00 | 7 | BN | sell | out | 10 | 64.440 | 7 | 0.00 | 0.00 | -1 800.00 | 9 000.00 | 2105811500 |
2024.12.05 10:16:01 | 8 | BN | buy | in | 10 | 64.500 | 8 | 0.00 | 0.00 | 0.00 | 9 000.00 | 2105811500 |
2024.12.09 10:16:00 | 9 | BN | sell | out | 10 | 64.580 | 9 | 0.00 | 0.00 | 800.00 | 9 800.00 | 2105811500 |
2024.12.09 10:16:01 | 10 | BN | buy | in | 10 | 64.640 | 10 | 0.00 | 0.00 | 0.00 | 9 800.00 | 2105811500 |
2024.12.16 11:00:00 | 11 | BN | sell | out | 10 | 64.920 | 11 | 0.00 | 0.00 | 2 800.00 | 12 600.00 | 2105811500 |
2024.12.16 11:00:01 | 12 | BN | buy | in | 10 | 64.940 | 12 | 0.00 | 0.00 | 0.00 | 12 600.00 | 2105811500 |
2024.12.17 10:30:00 | 13 | BN | sell | out | 10 | 64.860 | 13 | 0.00 | 0.00 | -800.00 | 11 800.00 | 2105811500 |
2024.12.17 10:30:01 | 14 | BN | buy | in | 10 | 64.880 | 14 | 0.00 | 0.00 | 0.00 | 11 800.00 | 2105811500 |
2024.12.18 10:16:01 | 15 | BN | sell | out | 10 | 64.860 | 15 | 0.00 | 0.00 | -200.00 | 11 600.00 | 2105811500 |
2024.12.18 10:16:02 | 16 | BN | buy | in | 10 | 64.900 | 16 | 0.00 | 0.00 | 0.00 | 11 600.00 | 2105811500 |
2024.12.23 18:00:01 | 17 | BN | sell | out | 10 | 64.080 | 17 | 0.00 | 0.00 | -8 200.00 | 3 400.00 | 2105811500 |
2024.12.23 18:00:02 | 18 | BN | buy | in | 10 | 64.120 | 18 | 0.00 | 0.00 | 0.00 | 3 400.00 | 2105811500 |
2024.12.27 10:16:00 | 19 | BN | sell | out | 10 | 63.720 | 19 | 0.00 | 0.00 | -4 000.00 | -600.00 | 2105811500 |
2024.12.27 10:16:01 | 20 | BN | buy | in | 10 | 63.760 | 20 | 0.00 | 0.00 | 0.00 | -600.00 | 2105811500 |
2024.12.27 13:00:01 | 21 | BN | sell | out | 10 | 64.160 | 21 | 0.00 | 0.00 | 4 000.00 | 3 400.00 | 2105811500 |
2024.12.27 13:00:02 | 22 | BN | buy | in | 10 | 64.180 | 22 | 0.00 | 0.00 | 0.00 | 3 400.00 | 2105811500 |
2024.12.27 15:00:01 | 23 | BN | sell | out | 10 | 64.160 | 23 | 0.00 | 0.00 | -200.00 | 3 200.00 | 2105811500 |
2024.12.27 15:00:02 | 24 | BN | buy | in | 10 | 64.180 | 24 | 0.00 | 0.00 | 0.00 | 3 200.00 | 2105811500 |
2024.12.30 18:00:00 | 25 | BN | sell | out | 10 | 64.400 | 25 | 0.00 | 0.00 | 2 200.00 | 5 400.00 | 2105811500 |
2024.12.30 18:00:01 | 26 | BN | buy | in | 10 | 64.420 | 26 | 0.00 | 0.00 | 0.00 | 5 400.00 | 2105811500 |
2024.12.31 12:30:00 | 27 | BN | sell | out | 10 | 64.420 | 27 | 0.00 | 0.00 | 0.00 | 5 400.00 | 2105811500 |
2024.12.31 12:30:01 | 28 | BN | buy | in | 10 | 64.440 | 28 | 0.00 | 0.00 | 0.00 | 5 400.00 | 2105811500 |
2025.01.02 12:30:00 | 29 | BN | sell | out | 10 | 64.480 | 29 | 0.00 | 0.00 | 400.00 | 5 800.00 | 2105811500 |
2025.01.02 12:30:01 | 30 | BN | buy | in | 10 | 64.500 | 30 | 0.00 | 0.00 | 0.00 | 5 800.00 | 2105811500 |
2025.01.03 13:30:00 | 31 | BN | sell | out | 10 | 64.660 | 31 | 0.00 | 0.00 | 1 600.00 | 7 400.00 | 2105811500 |
2025.01.03 13:30:01 | 32 | BN | buy | in | 10 | 64.680 | 32 | 0.00 | 0.00 | 0.00 | 7 400.00 | 2105811500 |
2025.01.03 14:30:00 | 33 | BN | sell | out | 10 | 64.700 | 33 | 0.00 | 0.00 | 200.00 | 7 600.00 | 2105811500 |
2025.01.03 14:30:01 | 34 | BN | buy | in | 10 | 64.720 | 34 | 0.00 | 0.00 | 0.00 | 7 600.00 | 2105811500 |
2025.01.03 17:30:00 | 35 | BN | sell | out | 10 | 64.700 | 35 | 0.00 | 0.00 | -200.00 | 7 400.00 | 2105811500 |
2025.01.03 17:30:01 | 36 | BN | buy | in | 10 | 64.720 | 36 | 0.00 | 0.00 | 0.00 | 7 400.00 | 2105811500 |
2025.01.07 10:30:00 | 37 | BN | sell | out | 10 | 64.100 | 37 | 0.00 | 0.00 | -6 200.00 | 1 200.00 | 2105811500 |
2025.01.07 10:30:01 | 38 | BN | buy | in | 10 | 64.120 | 38 | 0.00 | 0.00 | 0.00 | 1 200.00 | 2105811500 |
2025.01.08 14:00:00 | 39 | BN | sell | out | 10 | 64.140 | 39 | 0.00 | 0.00 | 200.00 | 1 400.00 | 2105811500 |
2025.01.08 14:30:00 | 40 | BN | buy | in | 10 | 63.960 | 40 | 0.00 | 0.00 | 0.00 | 1 400.00 | 2105811500 |
2025.01.10 15:00:00 | 41 | BN | sell | out | 10 | 64.840 | 41 | 0.00 | 0.00 | 8 800.00 | 10 200.00 | 2105811500 |
2025.01.10 15:00:01 | 42 | BN | buy | in | 10 | 64.860 | 42 | 0.00 | 0.00 | 0.00 | 10 200.00 | 2105811500 |
2025.01.16 10:16:00 | 43 | BN | sell | out | 10 | 63.860 | 43 | 0.00 | 0.00 | -10 000.00 | 200.00 | 2105811500 |
2025.01.16 10:16:01 | 44 | BN | buy | in | 10 | 63.880 | 44 | 0.00 | 0.00 | 0.00 | 200.00 | 2105811500 |
2025.01.21 14:00:00 | 45 | BN | sell | out | 10 | 65.180 | 45 | 0.00 | 0.00 | 13 000.00 | 13 200.00 | 2105811500 |
2025.01.21 14:00:01 | 46 | BN | buy | in | 10 | 65.200 | 46 | 0.00 | 0.00 | 0.00 | 13 200.00 | 2105811500 |
2025.01.21 18:29:59 | 47 | BN | sell | out | 10 | 65.340 | 47 | 0.00 | 0.00 | 1 400.00 | 14 600.00 | end of test |
0.00 | 0.00 | 4 600.00 | 14 600.00 | |||||||||