Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 2187448400_MC_240 | |||||||||||
Symbol: | MC | |||||||||||
Period: | H4 (2024.07.27 - 2025.01.23) | |||||||||||
Inputs: | Entry_Amount=10 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=2187448400 | ||||||||||||
Max_Spread=0 | ||||||||||||
Min_Equity=0 | ||||||||||||
Company: | Neural Target | |||||||||||
Currency: | profit in pips | |||||||||||
Initial Deposit: | 10 000.00 | |||||||||||
Leverage: | 1:1 | |||||||||||
Results | ||||||||||||
History Quality: | 100% | |||||||||||
Bars: | 373 | Ticks: | 1307392 | Symbols: | 1 | |||||||
Total Net Profit: | 767 000.00 | Balance Drawdown Absolute: | 725 000.00 | Equity Drawdown Absolute: | 6 992.00 | |||||||
Gross Profit: | 1 639 000.00 | Balance Drawdown Maximal: | 780 000.00 (1 200.00%) | Equity Drawdown Maximal: | 7 047.00 (70.08%) | |||||||
Gross Loss: | -872 000.00 | Balance Drawdown Relative: | 1 200.00% (780 000.00) | Equity Drawdown Relative: | 70.08% (7 047.00) | |||||||
Profit Factor: | 1.88 | Expected Payoff: | 69 727.27 | Margin Level: | ||||||||
Recovery Factor: | 108.84 | Sharpe Ratio: | 0.02 | Z-Score: | 0.11 (8.76%) | |||||||
AHPR: | 0.5560 (-44.40%) | LR Correlation: | 0.38 | OnTester result: | 0 | |||||||
GHPR: | 1.4854 (48.54%) | LR Standard Error: | 384 453.35 | |||||||||
Total Trades: | 11 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 11 (72.73%) | |||||||
Total Deals: | 22 | Profit Trades (% of total): | 8 (72.73%) | Loss Trades (% of total): | 3 (27.27%) | |||||||
Largest profit trade: | 548 000.00 | Largest loss trade: | -375 000.00 | |||||||||
Average profit trade: | 204 875.00 | Average loss trade: | -290 666.67 | |||||||||
Maximum consecutive wins ($): | 5 (1 492 000.00) | Maximum consecutive losses ($): | 2 (-576 000.00) | |||||||||
Maximal consecutive profit (count): | 1 492 000.00 (5) | Maximal consecutive loss (count): | -576 000.00 (2) | |||||||||
Average consecutive wins: | 3 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.68 | Correlation (Profits,MAE): | 0.65 | Correlation (MFE,MAE): | 0.1650 | |||||||
Minimal position holding time: | 3:59:59 | Maximal position holding time: | 481:44:00 | Average position holding time: | 208:50:43 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.08.01 16:00:00 | 2 | MC | buy | 10 / 10 | 642.700 | 2024.08.01 16:00:00 | filled | 2187448400 | ||||
2024.08.15 10:16:00 | 3 | MC | sell | 10 / 10 | 645.100 | 2024.08.15 10:16:00 | filled | 2187448400 | ||||
2024.08.22 10:16:00 | 4 | MC | buy | 10 / 10 | 681.600 | 2024.08.22 10:16:00 | filled | 2187448400 | ||||
2024.08.30 12:00:00 | 5 | MC | sell | 10 / 10 | 684.700 | 2024.08.30 12:00:00 | filled | 2187448400 | ||||
2024.09.02 12:00:00 | 6 | MC | buy | 10 / 10 | 665.300 | 2024.09.02 12:00:00 | filled | 2187448400 | ||||
2024.09.26 10:16:00 | 7 | MC | sell | 10 / 10 | 645.200 | 2024.09.26 10:16:00 | filled | 2187448400 | ||||
2024.10.01 12:00:00 | 8 | MC | buy | 10 / 10 | 684.500 | 2024.10.01 12:00:00 | filled | 2187448400 | ||||
2024.10.08 12:00:00 | 9 | MC | sell | 10 / 10 | 647.000 | 2024.10.08 12:00:00 | filled | 2187448400 | ||||
2024.10.08 12:00:01 | 10 | MC | buy | 10 / 10 | 647.100 | 2024.10.08 12:00:01 | filled | 2187448400 | ||||
2024.10.08 16:00:00 | 11 | MC | sell | 10 / 10 | 656.300 | 2024.10.08 16:00:00 | filled | 2187448400 | ||||
2024.10.22 16:00:00 | 12 | MC | buy | 10 / 10 | 613.100 | 2024.10.22 16:00:00 | filled | 2187448400 | ||||
2024.11.15 10:16:00 | 13 | MC | sell | 10 / 10 | 583.500 | 2024.11.15 10:16:00 | filled | 2187448400 | ||||
2024.11.19 16:00:00 | 14 | MC | buy | 10 / 10 | 574.400 | 2024.11.19 16:00:00 | filled | 2187448400 | ||||
2024.12.03 10:16:00 | 15 | MC | sell | 10 / 10 | 609.700 | 2024.12.03 10:16:00 | filled | 2187448400 | ||||
2024.12.05 12:00:00 | 16 | MC | buy | 10 / 10 | 608.600 | 2024.12.05 12:00:00 | filled | 2187448400 | ||||
2024.12.09 10:16:00 | 17 | MC | sell | 10 / 10 | 643.500 | 2024.12.09 10:16:00 | filled | 2187448400 | ||||
2024.12.11 10:16:00 | 18 | MC | buy | 10 / 10 | 629.000 | 2024.12.11 10:16:00 | filled | 2187448400 | ||||
2025.01.08 12:00:00 | 19 | MC | sell | 10 / 10 | 642.300 | 2025.01.08 12:00:00 | filled | 2187448400 | ||||
2025.01.09 12:00:00 | 20 | MC | buy | 10 / 10 | 635.400 | 2025.01.09 12:00:00 | filled | 2187448400 | ||||
2025.01.10 10:16:00 | 21 | MC | sell | 10 / 10 | 646.300 | 2025.01.10 10:16:00 | filled | 2187448400 | ||||
2025.01.14 10:16:00 | 22 | MC | buy | 10 / 10 | 657.800 | 2025.01.14 10:16:00 | filled | 2187448400 | ||||
2025.01.22 18:29:59 | 23 | MC | sell | 10 / 10 | 712.600 | 2025.01.22 18:29:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.07.27 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.08.01 16:00:00 | 2 | MC | buy | in | 10 | 642.700 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 2187448400 |
2024.08.15 10:16:00 | 3 | MC | sell | out | 10 | 645.100 | 3 | 0.00 | 0.00 | 24 000.00 | 34 000.00 | 2187448400 |
2024.08.22 10:16:00 | 4 | MC | buy | in | 10 | 681.600 | 4 | 0.00 | 0.00 | 0.00 | 34 000.00 | 2187448400 |
2024.08.30 12:00:00 | 5 | MC | sell | out | 10 | 684.700 | 5 | 0.00 | 0.00 | 31 000.00 | 65 000.00 | 2187448400 |
2024.09.02 12:00:00 | 6 | MC | buy | in | 10 | 665.300 | 6 | 0.00 | 0.00 | 0.00 | 65 000.00 | 2187448400 |
2024.09.26 10:16:00 | 7 | MC | sell | out | 10 | 645.200 | 7 | 0.00 | 0.00 | -201 000.00 | -136 000.00 | 2187448400 |
2024.10.01 12:00:00 | 8 | MC | buy | in | 10 | 684.500 | 8 | 0.00 | 0.00 | 0.00 | -136 000.00 | 2187448400 |
2024.10.08 12:00:00 | 9 | MC | sell | out | 10 | 647.000 | 9 | 0.00 | 0.00 | -375 000.00 | -511 000.00 | 2187448400 |
2024.10.08 12:00:01 | 10 | MC | buy | in | 10 | 647.100 | 10 | 0.00 | 0.00 | 0.00 | -511 000.00 | 2187448400 |
2024.10.08 16:00:00 | 11 | MC | sell | out | 10 | 656.300 | 11 | 0.00 | 0.00 | 92 000.00 | -419 000.00 | 2187448400 |
2024.10.22 16:00:00 | 12 | MC | buy | in | 10 | 613.100 | 12 | 0.00 | 0.00 | 0.00 | -419 000.00 | 2187448400 |
2024.11.15 10:16:00 | 13 | MC | sell | out | 10 | 583.500 | 13 | 0.00 | 0.00 | -296 000.00 | -715 000.00 | 2187448400 |
2024.11.19 16:00:00 | 14 | MC | buy | in | 10 | 574.400 | 14 | 0.00 | 0.00 | 0.00 | -715 000.00 | 2187448400 |
2024.12.03 10:16:00 | 15 | MC | sell | out | 10 | 609.700 | 15 | 0.00 | 0.00 | 353 000.00 | -362 000.00 | 2187448400 |
2024.12.05 12:00:00 | 16 | MC | buy | in | 10 | 608.600 | 16 | 0.00 | 0.00 | 0.00 | -362 000.00 | 2187448400 |
2024.12.09 10:16:00 | 17 | MC | sell | out | 10 | 643.500 | 17 | 0.00 | 0.00 | 349 000.00 | -13 000.00 | 2187448400 |
2024.12.11 10:16:00 | 18 | MC | buy | in | 10 | 629.000 | 18 | 0.00 | 0.00 | 0.00 | -13 000.00 | 2187448400 |
2025.01.08 12:00:00 | 19 | MC | sell | out | 10 | 642.300 | 19 | 0.00 | 0.00 | 133 000.00 | 120 000.00 | 2187448400 |
2025.01.09 12:00:00 | 20 | MC | buy | in | 10 | 635.400 | 20 | 0.00 | 0.00 | 0.00 | 120 000.00 | 2187448400 |
2025.01.10 10:16:00 | 21 | MC | sell | out | 10 | 646.300 | 21 | 0.00 | 0.00 | 109 000.00 | 229 000.00 | 2187448400 |
2025.01.14 10:16:00 | 22 | MC | buy | in | 10 | 657.800 | 22 | 0.00 | 0.00 | 0.00 | 229 000.00 | 2187448400 |
2025.01.22 18:29:59 | 23 | MC | sell | out | 10 | 712.600 | 23 | 0.00 | 0.00 | 548 000.00 | 777 000.00 | end of test |
0.00 | 0.00 | 767 000.00 | 777 000.00 | |||||||||