Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 2241000204_MC_60_nt | |||||||||||
Symbol: | MC | |||||||||||
Period: | H1 (2024.11.07 - 2025.02.05) | |||||||||||
Inputs: | _Properties_=------ | |||||||||||
Magic_Number=2241000204 | ||||||||||||
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: | 460 | Ticks: | 565364 | Symbols: | 1 | |||||||
Total Net Profit: | 1 090 000.00 | Balance Drawdown Absolute: | 254 000.00 | Equity Drawdown Absolute: | 6 036.00 | |||||||
Gross Profit: | 1 571 000.00 | Balance Drawdown Maximal: | 254 000.00 (2 540.00%) | Equity Drawdown Maximal: | 6 457.00 (61.96%) | |||||||
Gross Loss: | -481 000.00 | Balance Drawdown Relative: | 2 540.00% (254 000.00) | Equity Drawdown Relative: | 61.96% (6 457.00) | |||||||
Profit Factor: | 3.27 | Expected Payoff: | 83 846.15 | Margin Level: | ||||||||
Recovery Factor: | 168.81 | Sharpe Ratio: | 0.21 | Z-Score: | -1.63 (89.69%) | |||||||
AHPR: | -17.5850 (-1858.50%) | LR Correlation: | 0.82 | OnTester result: | 0 | |||||||
GHPR: | 1.4356 (43.56%) | LR Standard Error: | 214 112.55 | |||||||||
Total Trades: | 13 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 13 (61.54%) | |||||||
Total Deals: | 26 | Profit Trades (% of total): | 8 (61.54%) | Loss Trades (% of total): | 5 (38.46%) | |||||||
Largest profit trade: | 689 000.00 | Largest loss trade: | -245 000.00 | |||||||||
Average profit trade: | 196 375.00 | Average loss trade: | -96 200.00 | |||||||||
Maximum consecutive wins ($): | 5 (675 000.00) | Maximum consecutive losses ($): | 3 (-227 000.00) | |||||||||
Maximal consecutive profit (count): | 896 000.00 (3) | Maximal consecutive loss (count): | -254 000.00 (2) | |||||||||
Average consecutive wins: | 4 | Average consecutive losses: | 3 | |||||||||
Correlation (Profits,MFE): | 0.95 | Correlation (Profits,MAE): | 0.61 | Correlation (MFE,MAE): | 0.5507 | |||||||
Minimal position holding time: | 25:59:59 | Maximal position holding time: | 263:59:59 | Average position holding time: | 100:19:31 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.07 10:16:00 | 2 | MC | buy | 10 / 10 | 602.400 | 2024.11.07 10:16:00 | filled | 2241000204 | ||||
2024.11.08 14:00:00 | 3 | MC | sell | 10 / 10 | 601.500 | 2024.11.08 14:00:00 | filled | 2241000204 | ||||
2024.11.08 14:00:01 | 4 | MC | buy | 10 / 10 | 601.600 | 2024.11.08 14:00:01 | filled | 2241000204 | ||||
2024.11.19 14:00:00 | 5 | MC | sell | 10 / 10 | 577.100 | 2024.11.19 14:00:00 | filled | 2241000204 | ||||
2024.11.19 14:00:01 | 6 | MC | buy | 10 / 10 | 577.200 | 2024.11.19 14:00:01 | filled | 2241000204 | ||||
2024.11.22 16:00:00 | 7 | MC | sell | 10 / 10 | 578.200 | 2024.11.22 16:00:00 | filled | 2241000204 | ||||
2024.11.22 16:00:01 | 8 | MC | buy | 10 / 10 | 578.300 | 2024.11.22 16:00:01 | filled | 2241000204 | ||||
2024.11.27 17:00:00 | 9 | MC | sell | 10 / 10 | 591.800 | 2024.11.27 17:00:00 | filled | 2241000204 | ||||
2024.11.27 17:00:01 | 10 | MC | buy | 10 / 10 | 591.900 | 2024.11.27 17:00:01 | filled | 2241000204 | ||||
2024.12.05 18:00:00 | 11 | MC | sell | 10 / 10 | 608.300 | 2024.12.05 18:00:00 | filled | 2241000204 | ||||
2024.12.05 18:00:01 | 12 | MC | buy | 10 / 10 | 608.400 | 2024.12.05 18:00:01 | filled | 2241000204 | ||||
2024.12.11 14:00:00 | 13 | MC | sell | 10 / 10 | 636.400 | 2024.12.11 14:00:00 | filled | 2241000204 | ||||
2024.12.11 14:00:01 | 14 | MC | buy | 10 / 10 | 636.500 | 2024.12.11 14:00:01 | filled | 2241000204 | ||||
2024.12.12 16:00:00 | 15 | MC | sell | 10 / 10 | 645.100 | 2024.12.12 16:00:00 | filled | 2241000204 | ||||
2024.12.12 16:00:01 | 16 | MC | buy | 10 / 10 | 645.200 | 2024.12.12 16:00:01 | filled | 2241000204 | ||||
2024.12.16 11:00:00 | 17 | MC | sell | 10 / 10 | 635.500 | 2024.12.16 11:00:00 | filled | 2241000204 | ||||
2024.12.16 11:00:01 | 18 | MC | buy | 10 / 10 | 635.600 | 2024.12.16 11:00:01 | filled | 2241000204 | ||||
2024.12.31 11:00:00 | 19 | MC | sell | 10 / 10 | 628.900 | 2024.12.31 11:00:00 | filled | 2241000204 | ||||
2024.12.31 11:00:01 | 20 | MC | buy | 10 / 10 | 629.000 | 2024.12.31 11:00:01 | filled | 2241000204 | ||||
2025.01.02 13:00:00 | 21 | MC | sell | 10 / 10 | 622.700 | 2025.01.02 13:00:00 | filled | 2241000204 | ||||
2025.01.02 13:00:01 | 22 | MC | buy | 10 / 10 | 622.800 | 2025.01.02 13:00:01 | filled | 2241000204 | ||||
2025.01.13 14:00:00 | 23 | MC | sell | 10 / 10 | 642.800 | 2025.01.13 14:00:00 | filled | 2241000204 | ||||
2025.01.13 14:00:01 | 24 | MC | buy | 10 / 10 | 642.900 | 2025.01.13 14:00:01 | filled | 2241000204 | ||||
2025.01.15 13:00:00 | 25 | MC | sell | 10 / 10 | 643.600 | 2025.01.15 13:00:00 | filled | 2241000204 | ||||
2025.01.15 13:00:01 | 26 | MC | buy | 10 / 10 | 643.700 | 2025.01.15 13:00:01 | filled | 2241000204 | ||||
2025.01.22 18:29:59 | 27 | 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 |
2024.11.07 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.07 10:16:00 | 2 | MC | buy | in | 10 | 602.400 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 2241000204 |
2024.11.08 14:00:00 | 3 | MC | sell | out | 10 | 601.500 | 3 | 0.00 | 0.00 | -9 000.00 | 1 000.00 | 2241000204 |
2024.11.08 14:00:01 | 4 | MC | buy | in | 10 | 601.600 | 4 | 0.00 | 0.00 | 0.00 | 1 000.00 | 2241000204 |
2024.11.19 14:00:00 | 5 | MC | sell | out | 10 | 577.100 | 5 | 0.00 | 0.00 | -245 000.00 | -244 000.00 | 2241000204 |
2024.11.19 14:00:01 | 6 | MC | buy | in | 10 | 577.200 | 6 | 0.00 | 0.00 | 0.00 | -244 000.00 | 2241000204 |
2024.11.22 16:00:00 | 7 | MC | sell | out | 10 | 578.200 | 7 | 0.00 | 0.00 | 10 000.00 | -234 000.00 | 2241000204 |
2024.11.22 16:00:01 | 8 | MC | buy | in | 10 | 578.300 | 8 | 0.00 | 0.00 | 0.00 | -234 000.00 | 2241000204 |
2024.11.27 17:00:00 | 9 | MC | sell | out | 10 | 591.800 | 9 | 0.00 | 0.00 | 135 000.00 | -99 000.00 | 2241000204 |
2024.11.27 17:00:01 | 10 | MC | buy | in | 10 | 591.900 | 10 | 0.00 | 0.00 | 0.00 | -99 000.00 | 2241000204 |
2024.12.05 18:00:00 | 11 | MC | sell | out | 10 | 608.300 | 11 | 0.00 | 0.00 | 164 000.00 | 65 000.00 | 2241000204 |
2024.12.05 18:00:01 | 12 | MC | buy | in | 10 | 608.400 | 12 | 0.00 | 0.00 | 0.00 | 65 000.00 | 2241000204 |
2024.12.11 14:00:00 | 13 | MC | sell | out | 10 | 636.400 | 13 | 0.00 | 0.00 | 280 000.00 | 345 000.00 | 2241000204 |
2024.12.11 14:00:01 | 14 | MC | buy | in | 10 | 636.500 | 14 | 0.00 | 0.00 | 0.00 | 345 000.00 | 2241000204 |
2024.12.12 16:00:00 | 15 | MC | sell | out | 10 | 645.100 | 15 | 0.00 | 0.00 | 86 000.00 | 431 000.00 | 2241000204 |
2024.12.12 16:00:01 | 16 | MC | buy | in | 10 | 645.200 | 16 | 0.00 | 0.00 | 0.00 | 431 000.00 | 2241000204 |
2024.12.16 11:00:00 | 17 | MC | sell | out | 10 | 635.500 | 17 | 0.00 | 0.00 | -97 000.00 | 334 000.00 | 2241000204 |
2024.12.16 11:00:01 | 18 | MC | buy | in | 10 | 635.600 | 18 | 0.00 | 0.00 | 0.00 | 334 000.00 | 2241000204 |
2024.12.31 11:00:00 | 19 | MC | sell | out | 10 | 628.900 | 19 | 0.00 | 0.00 | -67 000.00 | 267 000.00 | 2241000204 |
2024.12.31 11:00:01 | 20 | MC | buy | in | 10 | 629.000 | 20 | 0.00 | 0.00 | 0.00 | 267 000.00 | 2241000204 |
2025.01.02 13:00:00 | 21 | MC | sell | out | 10 | 622.700 | 21 | 0.00 | 0.00 | -63 000.00 | 204 000.00 | 2241000204 |
2025.01.02 13:00:01 | 22 | MC | buy | in | 10 | 622.800 | 22 | 0.00 | 0.00 | 0.00 | 204 000.00 | 2241000204 |
2025.01.13 14:00:00 | 23 | MC | sell | out | 10 | 642.800 | 23 | 0.00 | 0.00 | 200 000.00 | 404 000.00 | 2241000204 |
2025.01.13 14:00:01 | 24 | MC | buy | in | 10 | 642.900 | 24 | 0.00 | 0.00 | 0.00 | 404 000.00 | 2241000204 |
2025.01.15 13:00:00 | 25 | MC | sell | out | 10 | 643.600 | 25 | 0.00 | 0.00 | 7 000.00 | 411 000.00 | 2241000204 |
2025.01.15 13:00:01 | 26 | MC | buy | in | 10 | 643.700 | 26 | 0.00 | 0.00 | 0.00 | 411 000.00 | 2241000204 |
2025.01.22 18:29:59 | 27 | MC | sell | out | 10 | 712.600 | 27 | 0.00 | 0.00 | 689 000.00 | 1 100 000.00 | end of test |
0.00 | 0.00 | 1 090 000.00 | 1 100 000.00 | |||||||||