Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 2191662667_MSFT_240 | |||||||||||
| Symbol: | MSFT | |||||||||||
| Period: | H4 (2024.07.27 - 2025.01.23) | |||||||||||
| Inputs: | Entry_Amount=10 | |||||||||||
| Stop_Loss= | ||||||||||||
| Take_Profit= | ||||||||||||
| Magic_Number=2191662667 | ||||||||||||
| 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: | 213 | Ticks: | 4957942 | Symbols: | 1 | |||||||
| Total Net Profit: | 26 050.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 1 330.00 | |||||||
| Gross Profit: | 50 840.00 | Balance Drawdown Maximal: | 20 480.00 (52.20%) | Equity Drawdown Maximal: | 30 460.00 (67.46%) | |||||||
| Gross Loss: | -24 790.00 | Balance Drawdown Relative: | 52.20% (20 480.00) | Equity Drawdown Relative: | 67.46% (30 460.00) | |||||||
| Profit Factor: | 2.05 | Expected Payoff: | 2 003.85 | Margin Level: | 1013.51% | |||||||
| Recovery Factor: | 0.86 | Sharpe Ratio: | 1.97 | Z-Score: | 0.21 (16.63%) | |||||||
| AHPR: | 1.1548 (15.48%) | LR Correlation: | 0.33 | OnTester result: | 0 | |||||||
| GHPR: | 1.1037 (10.37%) | LR Standard Error: | 8 112.20 | |||||||||
| Total Trades: | 13 | Short Trades (won %): | 6 (50.00%) | Long Trades (won %): | 7 (71.43%) | |||||||
| Total Deals: | 26 | Profit Trades (% of total): | 8 (61.54%) | Loss Trades (% of total): | 5 (38.46%) | |||||||
| Largest profit trade: | 15 590.00 | Largest loss trade: | -12 520.00 | |||||||||
| Average profit trade: | 6 355.00 | Average loss trade: | -4 958.00 | |||||||||
| Maximum consecutive wins ($): | 3 (10 930.00) | Maximum consecutive losses ($): | 3 (-20 480.00) | |||||||||
| Maximal consecutive profit (count): | 25 130.00 (2) | Maximal consecutive loss (count): | -20 480.00 (3) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
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| Correlation (Profits,MFE): | 0.69 | Correlation (Profits,MAE): | 0.67 | Correlation (MFE,MAE): | 0.0190 | |||||||
 | ||||||||||||
| Minimal position holding time: | 3:30:00 | Maximal position holding time: | 140:30:00 | Average position holding time: | 44:50:46 | |||||||
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Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.07.30 16:30:00 | 2 | MSFT | sell | 10 / 10 | 427.72 | 2024.07.30 16:30:00 | filled | 2191662667 | ||||
| 2024.07.30 20:00:00 | 3 | MSFT | buy | 10 / 10 | 418.18 | 2024.07.30 20:00:00 | filled | 2191662667 | ||||
| 2024.08.05 16:30:00 | 4 | MSFT | buy | 10 / 10 | 389.23 | 2024.08.05 16:30:00 | filled | 2191662667 | ||||
| 2024.08.06 20:00:00 | 5 | MSFT | sell | 10 / 10 | 404.82 | 2024.08.06 20:00:00 | filled | 2191662667 | ||||
| 2024.08.08 20:00:00 | 6 | MSFT | sell | 10 / 10 | 402.64 | 2024.08.08 20:00:00 | filled | 2191662667 | ||||
| 2024.08.09 16:30:00 | 7 | MSFT | buy | 10 / 10 | 404.04 | 2024.08.09 16:30:00 | filled | 2191662667 | ||||
| 2024.08.26 20:00:00 | 8 | MSFT | buy | 10 / 10 | 413.98 | 2024.08.26 20:00:00 | filled | 2191662667 | ||||
| 2024.08.29 20:00:00 | 9 | MSFT | sell | 10 / 10 | 419.48 | 2024.08.29 20:00:00 | filled | 2191662667 | ||||
| 2024.09.11 16:30:00 | 10 | MSFT | sell | 10 / 10 | 415.50 | 2024.09.11 16:30:00 | filled | 2191662667 | ||||
| 2024.09.12 20:00:00 | 11 | MSFT | buy | 10 / 10 | 422.79 | 2024.09.12 20:00:00 | filled | 2191662667 | ||||
| 2024.09.26 20:00:00 | 12 | MSFT | buy | 10 / 10 | 430.17 | 2024.09.26 20:00:00 | filled | 2191662667 | ||||
| 2024.10.03 16:30:00 | 13 | MSFT | sell | 10 / 10 | 417.65 | 2024.10.03 16:30:00 | filled | 2191662667 | ||||
| 2024.10.10 16:30:00 | 14 | MSFT | sell | 10 / 10 | 415.20 | 2024.10.10 16:30:00 | filled | 2191662667 | ||||
| 2024.10.10 20:00:00 | 15 | MSFT | buy | 10 / 10 | 415.87 | 2024.10.10 20:00:00 | filled | 2191662667 | ||||
| 2024.10.31 20:00:00 | 16 | MSFT | buy | 10 / 10 | 409.63 | 2024.10.31 20:00:00 | filled | 2191662667 | ||||
| 2024.11.06 20:00:00 | 17 | MSFT | sell | 10 / 10 | 416.11 | 2024.11.06 20:00:00 | filled | 2191662667 | ||||
| 2024.11.08 16:30:00 | 18 | MSFT | sell | 10 / 10 | 425.32 | 2024.11.08 16:30:00 | filled | 2191662667 | ||||
| 2024.11.11 16:30:00 | 19 | MSFT | buy | 10 / 10 | 422.52 | 2024.11.11 16:30:00 | filled | 2191662667 | ||||
| 2024.11.12 20:00:00 | 20 | MSFT | buy | 10 / 10 | 419.79 | 2024.11.12 20:00:00 | filled | 2191662667 | ||||
| 2024.11.20 16:30:00 | 21 | MSFT | sell | 10 / 10 | 416.88 | 2024.11.20 16:30:00 | filled | 2191662667 | ||||
| 2024.11.22 16:30:00 | 22 | MSFT | buy | 10 / 10 | 411.43 | 2024.11.22 16:30:00 | filled | 2191662667 | ||||
| 2024.11.25 16:30:00 | 23 | MSFT | sell | 10 / 10 | 418.39 | 2024.11.25 16:30:00 | filled | 2191662667 | ||||
| 2024.11.27 16:30:00 | 24 | MSFT | sell | 10 / 10 | 425.11 | 2024.11.27 16:30:00 | filled | 2191662667 | ||||
| 2024.11.27 20:00:00 | 25 | MSFT | buy | 10 / 10 | 423.37 | 2024.11.27 20:00:00 | filled | 2191662667 | ||||
| 2024.12.13 20:00:00 | 26 | MSFT | buy | 10 / 10 | 445.83 | 2024.12.13 20:00:00 | filled | 2191662667 | ||||
| 2024.12.16 20:00:00 | 27 | MSFT | sell | 10 / 10 | 448.06 | 2024.12.16 20:00:00 | filled | 2191662667 | ||||
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 | ||||||
| 2024.07.30 16:30:00 | 2 | MSFT | sell | in | 10 | 427.72 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 2191662667 |
| 2024.07.30 20:00:00 | 3 | MSFT | buy | out | 10 | 418.18 | 3 | 0.00 | 0.00 | 9 540.00 | 19 540.00 | 2191662667 |
| 2024.08.05 16:30:00 | 4 | MSFT | buy | in | 10 | 389.23 | 4 | 0.00 | 0.00 | 0.00 | 19 540.00 | 2191662667 |
| 2024.08.06 20:00:00 | 5 | MSFT | sell | out | 10 | 404.82 | 5 | 0.00 | 0.00 | 15 590.00 | 35 130.00 | 2191662667 |
| 2024.08.08 20:00:00 | 6 | MSFT | sell | in | 10 | 402.64 | 6 | 0.00 | 0.00 | 0.00 | 35 130.00 | 2191662667 |
| 2024.08.09 16:30:00 | 7 | MSFT | buy | out | 10 | 404.04 | 7 | 0.00 | 0.00 | -1 400.00 | 33 730.00 | 2191662667 |
| 2024.08.26 20:00:00 | 8 | MSFT | buy | in | 10 | 413.98 | 8 | 0.00 | 0.00 | 0.00 | 33 730.00 | 2191662667 |
| 2024.08.29 20:00:00 | 9 | MSFT | sell | out | 10 | 419.48 | 9 | 0.00 | 0.00 | 5 500.00 | 39 230.00 | 2191662667 |
| 2024.09.11 16:30:00 | 10 | MSFT | sell | in | 10 | 415.50 | 10 | 0.00 | 0.00 | 0.00 | 39 230.00 | 2191662667 |
| 2024.09.12 20:00:00 | 11 | MSFT | buy | out | 10 | 422.79 | 11 | 0.00 | 0.00 | -7 290.00 | 31 940.00 | 2191662667 |
| 2024.09.26 20:00:00 | 12 | MSFT | buy | in | 10 | 430.17 | 12 | 0.00 | 0.00 | 0.00 | 31 940.00 | 2191662667 |
| 2024.10.03 16:30:00 | 13 | MSFT | sell | out | 10 | 417.65 | 13 | 0.00 | 0.00 | -12 520.00 | 19 420.00 | 2191662667 |
| 2024.10.10 16:30:00 | 14 | MSFT | sell | in | 10 | 415.20 | 14 | 0.00 | 0.00 | 0.00 | 19 420.00 | 2191662667 |
| 2024.10.10 20:00:00 | 15 | MSFT | buy | out | 10 | 415.87 | 15 | 0.00 | 0.00 | -670.00 | 18 750.00 | 2191662667 |
| 2024.10.31 20:00:00 | 16 | MSFT | buy | in | 10 | 409.63 | 16 | 0.00 | 0.00 | 0.00 | 18 750.00 | 2191662667 |
| 2024.11.06 20:00:00 | 17 | MSFT | sell | out | 10 | 416.11 | 17 | 0.00 | 0.00 | 6 480.00 | 25 230.00 | 2191662667 |
| 2024.11.08 16:30:00 | 18 | MSFT | sell | in | 10 | 425.32 | 18 | 0.00 | 0.00 | 0.00 | 25 230.00 | 2191662667 |
| 2024.11.11 16:30:00 | 19 | MSFT | buy | out | 10 | 422.52 | 19 | 0.00 | 0.00 | 2 800.00 | 28 030.00 | 2191662667 |
| 2024.11.12 20:00:00 | 20 | MSFT | buy | in | 10 | 419.79 | 20 | 0.00 | 0.00 | 0.00 | 28 030.00 | 2191662667 |
| 2024.11.20 16:30:00 | 21 | MSFT | sell | out | 10 | 416.88 | 21 | 0.00 | 0.00 | -2 910.00 | 25 120.00 | 2191662667 |
| 2024.11.22 16:30:00 | 22 | MSFT | buy | in | 10 | 411.43 | 22 | 0.00 | 0.00 | 0.00 | 25 120.00 | 2191662667 |
| 2024.11.25 16:30:00 | 23 | MSFT | sell | out | 10 | 418.39 | 23 | 0.00 | 0.00 | 6 960.00 | 32 080.00 | 2191662667 |
| 2024.11.27 16:30:00 | 24 | MSFT | sell | in | 10 | 425.11 | 24 | 0.00 | 0.00 | 0.00 | 32 080.00 | 2191662667 |
| 2024.11.27 20:00:00 | 25 | MSFT | buy | out | 10 | 423.37 | 25 | 0.00 | 0.00 | 1 740.00 | 33 820.00 | 2191662667 |
| 2024.12.13 20:00:00 | 26 | MSFT | buy | in | 10 | 445.83 | 26 | 0.00 | 0.00 | 0.00 | 33 820.00 | 2191662667 |
| 2024.12.16 20:00:00 | 27 | MSFT | sell | out | 10 | 448.06 | 27 | 0.00 | 0.00 | 2 230.00 | 36 050.00 | 2191662667 |
| 0.00 | 0.00 | 26 050.00 | 36 050.00 | |||||||||