Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 2377194621_AAPL_30 | |||||||||||
Symbol: | AAPL | |||||||||||
Period: | M30 (2024.11.17 - 2025.01.23) | |||||||||||
Inputs: | Entry_Amount=10 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=2377194621 | ||||||||||||
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: | 379 | Ticks: | 2949474 | Symbols: | 1 | |||||||
Total Net Profit: | 10 530.00 | Balance Drawdown Absolute: | 5 350.00 | Equity Drawdown Absolute: | 7 080.00 | |||||||
Gross Profit: | 20 310.00 | Balance Drawdown Maximal: | 5 460.00 (54.01%) | Equity Drawdown Maximal: | 9 970.00 (77.35%) | |||||||
Gross Loss: | -9 780.00 | Balance Drawdown Relative: | 54.01% (5 460.00) | Equity Drawdown Relative: | 77.35% (9 970.00) | |||||||
Profit Factor: | 2.08 | Expected Payoff: | 752.14 | Margin Level: | 630.75% | |||||||
Recovery Factor: | 1.06 | Sharpe Ratio: | 1.64 | Z-Score: | 0.83 (59.35%) | |||||||
AHPR: | 1.0894 (8.94%) | LR Correlation: | 0.79 | OnTester result: | 0 | |||||||
GHPR: | 1.0527 (5.27%) | LR Standard Error: | 3 025.33 | |||||||||
Total Trades: | 14 | Short Trades (won %): | 6 (16.67%) | Long Trades (won %): | 8 (75.00%) | |||||||
Total Deals: | 28 | Profit Trades (% of total): | 7 (50.00%) | Loss Trades (% of total): | 7 (50.00%) | |||||||
Largest profit trade: | 5 840.00 | Largest loss trade: | -2 110.00 | |||||||||
Average profit trade: | 2 901.43 | Average loss trade: | -1 397.14 | |||||||||
Maximum consecutive wins ($): | 2 (8 170.00) | Maximum consecutive losses ($): | 4 (-5 460.00) | |||||||||
Maximal consecutive profit (count): | 8 170.00 (2) | Maximal consecutive loss (count): | -5 460.00 (4) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.90 | Correlation (Profits,MAE): | 0.60 | Correlation (MFE,MAE): | 0.6436 | |||||||
Minimal position holding time: | 0:29:59 | Maximal position holding time: | 117:59:59 | Average position holding time: | 37:55:46 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.18 17:00:00 | 2 | AAPL | buy | 10 / 10 | 226.85 | 2024.11.18 17:00:00 | filled | 2377194621 | ||||
2024.11.19 16:30:00 | 3 | AAPL | sell | 10 / 10 | 226.96 | 2024.11.19 16:30:00 | filled | 2377194621 | ||||
2024.11.19 16:30:01 | 4 | AAPL | sell | 10 / 10 | 226.95 | 2024.11.19 16:30:01 | filled | 2377194621 | ||||
2024.11.19 17:00:00 | 5 | AAPL | buy | 10 / 10 | 228.44 | 2024.11.19 17:00:00 | filled | 2377194621 | ||||
2024.11.20 17:00:00 | 6 | AAPL | sell | 10 / 10 | 227.63 | 2024.11.20 17:00:00 | filled | 2377194621 | ||||
2024.11.20 23:00:00 | 7 | AAPL | buy | 10 / 10 | 228.96 | 2024.11.20 23:00:00 | filled | 2377194621 | ||||
2024.11.20 23:00:01 | 8 | AAPL | buy | 10 / 10 | 228.96 | 2024.11.20 23:00:01 | filled | 2377194621 | ||||
2024.11.21 17:00:00 | 9 | AAPL | sell | 10 / 10 | 227.00 | 2024.11.21 17:00:00 | filled | 2377194621 | ||||
2024.11.21 18:30:00 | 10 | AAPL | buy | 10 / 10 | 228.75 | 2024.11.21 18:30:00 | filled | 2377194621 | ||||
2024.11.22 16:30:00 | 11 | AAPL | sell | 10 / 10 | 228.07 | 2024.11.22 16:30:00 | filled | 2377194621 | ||||
2024.11.25 16:30:00 | 12 | AAPL | buy | 10 / 10 | 231.47 | 2024.11.25 16:30:00 | filled | 2377194621 | ||||
2024.11.27 19:00:00 | 13 | AAPL | sell | 10 / 10 | 234.34 | 2024.11.27 19:00:00 | filled | 2377194621 | ||||
2024.11.29 19:00:00 | 14 | AAPL | buy | 10 / 10 | 237.07 | 2024.11.29 19:00:00 | filled | 2377194621 | ||||
2024.12.05 18:00:00 | 15 | AAPL | sell | 10 / 10 | 242.37 | 2024.12.05 18:00:00 | filled | 2377194621 | ||||
2024.12.09 16:30:00 | 16 | AAPL | sell | 10 / 10 | 241.82 | 2024.12.09 16:30:00 | filled | 2377194621 | ||||
2024.12.09 17:00:00 | 17 | AAPL | buy | 10 / 10 | 243.93 | 2024.12.09 17:00:00 | filled | 2377194621 | ||||
2024.12.09 18:00:00 | 18 | AAPL | buy | 10 / 10 | 246.04 | 2024.12.09 18:00:00 | filled | 2377194621 | ||||
2024.12.11 22:00:00 | 19 | AAPL | sell | 10 / 10 | 247.83 | 2024.12.11 22:00:00 | filled | 2377194621 | ||||
2024.12.11 22:30:00 | 20 | AAPL | sell | 10 / 10 | 247.14 | 2024.12.11 22:30:00 | filled | 2377194621 | ||||
2024.12.13 17:00:00 | 21 | AAPL | buy | 10 / 10 | 248.38 | 2024.12.13 17:00:00 | filled | 2377194621 | ||||
2024.12.16 17:30:00 | 22 | AAPL | buy | 10 / 10 | 249.05 | 2024.12.16 17:30:00 | filled | 2377194621 | ||||
2024.12.18 21:30:00 | 23 | AAPL | sell | 10 / 10 | 252.46 | 2024.12.18 21:30:00 | filled | 2377194621 | ||||
2024.12.18 22:00:00 | 24 | AAPL | sell | 10 / 10 | 251.02 | 2024.12.18 22:00:00 | filled | 2377194621 | ||||
2024.12.20 18:30:00 | 25 | AAPL | buy | 10 / 10 | 251.99 | 2024.12.20 18:30:00 | filled | 2377194621 | ||||
2024.12.20 18:30:01 | 26 | AAPL | buy | 10 / 10 | 251.99 | 2024.12.20 18:30:01 | filled | 2377194621 | ||||
2024.12.27 16:30:00 | 27 | AAPL | sell | 10 / 10 | 257.83 | 2024.12.27 16:30:00 | filled | 2377194621 | ||||
2024.12.27 17:00:00 | 28 | AAPL | sell | 10 / 10 | 256.64 | 2024.12.27 17:00:00 | filled | 2377194621 | ||||
2024.12.27 23:00:59 | 29 | AAPL | buy | 10 / 10 | 255.65 | 2024.12.27 23:00:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.17 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.18 17:00:00 | 2 | AAPL | buy | in | 10 | 226.85 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 2377194621 |
2024.11.19 16:30:00 | 3 | AAPL | sell | out | 10 | 226.96 | 3 | 0.00 | 0.00 | 110.00 | 10 110.00 | 2377194621 |
2024.11.19 16:30:01 | 4 | AAPL | sell | in | 10 | 226.95 | 4 | 0.00 | 0.00 | 0.00 | 10 110.00 | 2377194621 |
2024.11.19 17:00:00 | 5 | AAPL | buy | out | 10 | 228.44 | 5 | 0.00 | 0.00 | -1 490.00 | 8 620.00 | 2377194621 |
2024.11.20 17:00:00 | 6 | AAPL | sell | in | 10 | 227.63 | 6 | 0.00 | 0.00 | 0.00 | 8 620.00 | 2377194621 |
2024.11.20 23:00:00 | 7 | AAPL | buy | out | 10 | 228.96 | 7 | 0.00 | 0.00 | -1 330.00 | 7 290.00 | 2377194621 |
2024.11.20 23:00:01 | 8 | AAPL | buy | in | 10 | 228.96 | 8 | 0.00 | 0.00 | 0.00 | 7 290.00 | 2377194621 |
2024.11.21 17:00:00 | 9 | AAPL | sell | out | 10 | 227.00 | 9 | 0.00 | 0.00 | -1 960.00 | 5 330.00 | 2377194621 |
2024.11.21 18:30:00 | 10 | AAPL | buy | in | 10 | 228.75 | 10 | 0.00 | 0.00 | 0.00 | 5 330.00 | 2377194621 |
2024.11.22 16:30:00 | 11 | AAPL | sell | out | 10 | 228.07 | 11 | 0.00 | 0.00 | -680.00 | 4 650.00 | 2377194621 |
2024.11.25 16:30:00 | 12 | AAPL | buy | in | 10 | 231.47 | 12 | 0.00 | 0.00 | 0.00 | 4 650.00 | 2377194621 |
2024.11.27 19:00:00 | 13 | AAPL | sell | out | 10 | 234.34 | 13 | 0.00 | 0.00 | 2 870.00 | 7 520.00 | 2377194621 |
2024.11.29 19:00:00 | 14 | AAPL | buy | in | 10 | 237.07 | 14 | 0.00 | 0.00 | 0.00 | 7 520.00 | 2377194621 |
2024.12.05 18:00:00 | 15 | AAPL | sell | out | 10 | 242.37 | 15 | 0.00 | 0.00 | 5 300.00 | 12 820.00 | 2377194621 |
2024.12.09 16:30:00 | 16 | AAPL | sell | in | 10 | 241.82 | 16 | 0.00 | 0.00 | 0.00 | 12 820.00 | 2377194621 |
2024.12.09 17:00:00 | 17 | AAPL | buy | out | 10 | 243.93 | 17 | 0.00 | 0.00 | -2 110.00 | 10 710.00 | 2377194621 |
2024.12.09 18:00:00 | 18 | AAPL | buy | in | 10 | 246.04 | 18 | 0.00 | 0.00 | 0.00 | 10 710.00 | 2377194621 |
2024.12.11 22:00:00 | 19 | AAPL | sell | out | 10 | 247.83 | 19 | 0.00 | 0.00 | 1 790.00 | 12 500.00 | 2377194621 |
2024.12.11 22:30:00 | 20 | AAPL | sell | in | 10 | 247.14 | 20 | 0.00 | 0.00 | 0.00 | 12 500.00 | 2377194621 |
2024.12.13 17:00:00 | 21 | AAPL | buy | out | 10 | 248.38 | 21 | 0.00 | 0.00 | -1 240.00 | 11 260.00 | 2377194621 |
2024.12.16 17:30:00 | 22 | AAPL | buy | in | 10 | 249.05 | 22 | 0.00 | 0.00 | 0.00 | 11 260.00 | 2377194621 |
2024.12.18 21:30:00 | 23 | AAPL | sell | out | 10 | 252.46 | 23 | 0.00 | 0.00 | 3 410.00 | 14 670.00 | 2377194621 |
2024.12.18 22:00:00 | 24 | AAPL | sell | in | 10 | 251.02 | 24 | 0.00 | 0.00 | 0.00 | 14 670.00 | 2377194621 |
2024.12.20 18:30:00 | 25 | AAPL | buy | out | 10 | 251.99 | 25 | 0.00 | 0.00 | -970.00 | 13 700.00 | 2377194621 |
2024.12.20 18:30:01 | 26 | AAPL | buy | in | 10 | 251.99 | 26 | 0.00 | 0.00 | 0.00 | 13 700.00 | 2377194621 |
2024.12.27 16:30:00 | 27 | AAPL | sell | out | 10 | 257.83 | 27 | 0.00 | 0.00 | 5 840.00 | 19 540.00 | 2377194621 |
2024.12.27 17:00:00 | 28 | AAPL | sell | in | 10 | 256.64 | 28 | 0.00 | 0.00 | 0.00 | 19 540.00 | 2377194621 |
2024.12.27 23:00:59 | 29 | AAPL | buy | out | 10 | 255.65 | 29 | 0.00 | 0.00 | 990.00 | 20 530.00 | end of test |
0.00 | 0.00 | 10 530.00 | 20 530.00 | |||||||||