Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 2301945262_VALE3_240 | |||||||||||
| Symbol: | VALE3 | |||||||||||
| Period: | H4 (2024.07.30 - 2025.01.26) | |||||||||||
| Inputs: | Entry_Amount=100 | |||||||||||
| Stop_Loss= | ||||||||||||
| Take_Profit= | ||||||||||||
| Magic_Number=2301945262 | ||||||||||||
| Max_Spread=0 | ||||||||||||
| Min_Equity=0 | ||||||||||||
| Company: | Neural Target | |||||||||||
| Currency: | profit in pips | |||||||||||
| Initial Deposit: | 50 000.00 | |||||||||||
| Leverage: | 1:1 | |||||||||||
Results | ||||||||||||
| History Quality: | 96% | |||||||||||
| Bars: | 369 | Ticks: | 5766789 | Symbols: | 1 | |||||||
| Total Net Profit: | 108 300.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 14 900.00 | |||||||
| Gross Profit: | 135 200.00 | Balance Drawdown Maximal: | 26 900.00 (14.52%) | Equity Drawdown Maximal: | 88 700.00 (41.14%) | |||||||
| Gross Loss: | -26 900.00 | Balance Drawdown Relative: | 14.52% (26 900.00) | Equity Drawdown Relative: | 56.88% (46 300.00) | |||||||
| Profit Factor: | 5.03 | Expected Payoff: | 15 471.43 | Margin Level: | 188506.98% | |||||||
| Recovery Factor: | 1.22 | Sharpe Ratio: | 0.24 | Z-Score: | -1.44 (85.01%) | |||||||
| AHPR: | 1.2032 (20.32%) | LR Correlation: | 0.84 | OnTester result: | 0 | |||||||
| GHPR: | 1.1790 (17.90%) | LR Standard Error: | 26 333.58 | |||||||||
| Total Trades: | 7 | Short Trades (won %): | 4 (75.00%) | Long Trades (won %): | 3 (66.67%) | |||||||
| Total Deals: | 14 | Profit Trades (% of total): | 5 (71.43%) | Loss Trades (% of total): | 2 (28.57%) | |||||||
| Largest profit trade: | 44 100.00 | Largest loss trade: | -25 200.00 | |||||||||
| Average profit trade: | 27 040.00 | Average loss trade: | -13 450.00 | |||||||||
| Maximum consecutive wins ($): | 5 (135 200.00) | Maximum consecutive losses ($): | 2 (-26 900.00) | |||||||||
| Maximal consecutive profit (count): | 135 200.00 (5) | Maximal consecutive loss (count): | -26 900.00 (2) | |||||||||
| Average consecutive wins: | 5 | Average consecutive losses: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.63 | Correlation (Profits,MAE): | 0.73 | Correlation (MFE,MAE): | 0.1119 | |||||||
 | ||||||||||||
| Minimal position holding time: | 33:35:30 | Maximal position holding time: | 1060:00:00 | Average position holding time: | 367:38:38 | |||||||
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Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.07.30 16:00:00 | 2 | VALE3 | sell | 100 / 100 | 58.20 | 2024.07.30 16:00:00 | filled | 2301945262 | ||||
| 2024.09.03 12:00:00 | 3 | VALE3 | buy | 100 / 100 | 56.56 | 2024.09.03 12:00:00 | filled | 2301945262 | ||||
| 2024.09.09 12:00:00 | 4 | VALE3 | buy | 100 / 100 | 56.64 | 2024.09.09 12:00:00 | filled | 2301945262 | ||||
| 2024.09.25 12:00:00 | 5 | VALE3 | sell | 100 / 100 | 60.70 | 2024.09.25 12:00:00 | filled | 2301945262 | ||||
| 2024.09.30 10:08:00 | 6 | VALE3 | sell | 100 / 100 | 64.83 | 2024.09.30 10:08:00 | filled | 2301945262 | ||||
| 2024.10.08 12:00:00 | 7 | VALE3 | buy | 100 / 100 | 60.42 | 2024.10.08 12:00:00 | filled | 2301945262 | ||||
| 2024.10.14 16:00:00 | 8 | VALE3 | buy | 100 / 100 | 61.25 | 2024.10.14 16:00:00 | filled | 2301945262 | ||||
| 2024.10.30 10:03:00 | 9 | VALE3 | sell | 100 / 100 | 62.02 | 2024.10.30 10:03:00 | filled | 2301945262 | ||||
| 2024.10.31 12:00:00 | 10 | VALE3 | sell | 100 / 100 | 61.50 | 2024.10.31 12:00:00 | filled | 2301945262 | ||||
| 2024.11.11 12:00:00 | 11 | VALE3 | buy | 100 / 100 | 58.86 | 2024.11.11 12:00:00 | filled | 2301945262 | ||||
| 2024.11.18 12:00:00 | 12 | VALE3 | buy | 100 / 100 | 56.70 | 2024.11.18 12:00:00 | filled | 2301945262 | ||||
| 2025.01.17 16:00:00 | 13 | VALE3 | sell | 100 / 100 | 54.18 | 2025.01.17 16:00:00 | filled | 2301945262 | ||||
| 2025.01.23 10:03:00 | 14 | VALE3 | sell | 100 / 100 | 52.95 | 2025.01.23 10:03:00 | filled | 2301945262 | ||||
| 2025.01.24 19:38:30 | 15 | VALE3 | buy | 100 / 100 | 53.12 | 2025.01.24 19:38:30 | filled | end of test | ||||
Deals | ||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2024.07.30 00:00:00 | 1 | balance | 0.00 | 0.00 | 50 000.00 | 50 000.00 | ||||||
| 2024.07.30 16:00:00 | 2 | VALE3 | sell | in | 100 | 58.20 | 2 | 0.00 | 0.00 | 0.00 | 50 000.00 | 2301945262 |
| 2024.09.03 12:00:00 | 3 | VALE3 | buy | out | 100 | 56.56 | 3 | 0.00 | 0.00 | 16 400.00 | 66 400.00 | 2301945262 |
| 2024.09.09 12:00:00 | 4 | VALE3 | buy | in | 100 | 56.64 | 4 | 0.00 | 0.00 | 0.00 | 66 400.00 | 2301945262 |
| 2024.09.25 12:00:00 | 5 | VALE3 | sell | out | 100 | 60.70 | 5 | 0.00 | 0.00 | 40 600.00 | 107 000.00 | 2301945262 |
| 2024.09.30 10:08:00 | 6 | VALE3 | sell | in | 100 | 64.83 | 6 | 0.00 | 0.00 | 0.00 | 107 000.00 | 2301945262 |
| 2024.10.08 12:00:00 | 7 | VALE3 | buy | out | 100 | 60.42 | 7 | 0.00 | 0.00 | 44 100.00 | 151 100.00 | 2301945262 |
| 2024.10.14 16:00:00 | 8 | VALE3 | buy | in | 100 | 61.25 | 8 | 0.00 | 0.00 | 0.00 | 151 100.00 | 2301945262 |
| 2024.10.30 10:03:00 | 9 | VALE3 | sell | out | 100 | 62.02 | 9 | 0.00 | 0.00 | 7 700.00 | 158 800.00 | 2301945262 |
| 2024.10.31 12:00:00 | 10 | VALE3 | sell | in | 100 | 61.50 | 10 | 0.00 | 0.00 | 0.00 | 158 800.00 | 2301945262 |
| 2024.11.11 12:00:00 | 11 | VALE3 | buy | out | 100 | 58.86 | 11 | 0.00 | 0.00 | 26 400.00 | 185 200.00 | 2301945262 |
| 2024.11.18 12:00:00 | 12 | VALE3 | buy | in | 100 | 56.70 | 12 | 0.00 | 0.00 | 0.00 | 185 200.00 | 2301945262 |
| 2025.01.17 16:00:00 | 13 | VALE3 | sell | out | 100 | 54.18 | 13 | 0.00 | 0.00 | -25 200.00 | 160 000.00 | 2301945262 |
| 2025.01.23 10:03:00 | 14 | VALE3 | sell | in | 100 | 52.95 | 14 | 0.00 | 0.00 | 0.00 | 160 000.00 | 2301945262 |
| 2025.01.24 19:38:30 | 15 | VALE3 | buy | out | 100 | 53.12 | 15 | 0.00 | 0.00 | -1 700.00 | 158 300.00 | end of test |
| 0.00 | 0.00 | 108 300.00 | 158 300.00 | |||||||||