Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 2531100221_SU_15_nt | |||||||||||
| Symbol: | SU | |||||||||||
| Period: | M15 (2024.12.21 - 2025.02.04) | |||||||||||
| Inputs: | _Properties_=------ | |||||||||||
| Magic_Number=2531100221 | ||||||||||||
| 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: | 632 | Ticks: | 175128 | Symbols: | 1 | |||||||
| Total Net Profit: | 27 250.00 | Balance Drawdown Absolute: | 1 600.00 | Equity Drawdown Absolute: | 2 415.00 | |||||||
| Gross Profit: | 39 600.00 | Balance Drawdown Maximal: | 5 950.00 (25.27%) | Equity Drawdown Maximal: | 2 613.50 (25.63%) | |||||||
| Gross Loss: | -12 350.00 | Balance Drawdown Relative: | 25.27% (5 950.00) | Equity Drawdown Relative: | 25.63% (2 613.50) | |||||||
| Profit Factor: | 3.21 | Expected Payoff: | 973.21 | Margin Level: | ||||||||
| Recovery Factor: | 10.43 | Sharpe Ratio: | 1.80 | Z-Score: | 1.35 (82.30%) | |||||||
| AHPR: | 1.0625 (6.25%) | LR Correlation: | 0.91 | OnTester result: | 0 | |||||||
| GHPR: | 1.0481 (4.81%) | LR Standard Error: | 3 460.65 | |||||||||
| Total Trades: | 28 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 28 (50.00%) | |||||||
| Total Deals: | 56 | Profit Trades (% of total): | 14 (50.00%) | Loss Trades (% of total): | 14 (50.00%) | |||||||
| Largest profit trade: | 8 200.00 | Largest loss trade: | -4 350.00 | |||||||||
| Average profit trade: | 2 828.57 | Average loss trade: | -882.14 | |||||||||
| Maximum consecutive wins ($): | 4 (10 900.00) | Maximum consecutive losses ($): | 4 (-2 150.00) | |||||||||
| Maximal consecutive profit (count): | 14 400.00 (2) | Maximal consecutive loss (count): | -4 350.00 (1) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
 | ||||||||||||
| Correlation (Profits,MFE): | 0.89 | Correlation (Profits,MAE): | 0.58 | Correlation (MFE,MAE): | 0.2158 | |||||||
 | ||||||||||||
| Minimal position holding time: | 0:29:59 | Maximal position holding time: | 74:44:58 | Average position holding time: | 19:09:03 | |||||||
 | ||||||||||||
Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.12.23 10:16:00 | 2 | SU | buy | 10 / 10 | 240.00 | 2024.12.23 10:16:00 | filled | 2531100221 | ||||
| 2024.12.23 17:45:00 | 3 | SU | sell | 10 / 10 | 239.00 | 2024.12.23 17:45:00 | filled | 2531100221 | ||||
| 2024.12.23 17:45:01 | 4 | SU | buy | 10 / 10 | 239.05 | 2024.12.23 17:45:01 | filled | 2531100221 | ||||
| 2024.12.24 12:30:00 | 5 | SU | sell | 10 / 10 | 239.85 | 2024.12.24 12:30:00 | filled | 2531100221 | ||||
| 2024.12.24 12:30:01 | 6 | SU | buy | 10 / 10 | 239.90 | 2024.12.24 12:30:01 | filled | 2531100221 | ||||
| 2024.12.24 14:45:01 | 7 | SU | sell | 10 / 10 | 239.00 | 2024.12.24 14:45:01 | filled | 2531100221 | ||||
| 2024.12.24 14:45:02 | 8 | SU | buy | 10 / 10 | 239.10 | 2024.12.24 14:45:02 | filled | 2531100221 | ||||
| 2024.12.27 11:30:00 | 9 | SU | sell | 10 / 10 | 239.80 | 2024.12.27 11:30:00 | filled | 2531100221 | ||||
| 2024.12.27 11:30:01 | 10 | SU | buy | 10 / 10 | 239.85 | 2024.12.27 11:30:01 | filled | 2531100221 | ||||
| 2024.12.27 18:00:00 | 11 | SU | sell | 10 / 10 | 239.70 | 2024.12.27 18:00:00 | filled | 2531100221 | ||||
| 2024.12.27 18:00:01 | 12 | SU | buy | 10 / 10 | 239.75 | 2024.12.27 18:00:01 | filled | 2531100221 | ||||
| 2024.12.30 12:30:00 | 13 | SU | sell | 10 / 10 | 239.95 | 2024.12.30 12:30:00 | filled | 2531100221 | ||||
| 2024.12.30 12:30:01 | 14 | SU | buy | 10 / 10 | 240.00 | 2024.12.30 12:30:01 | filled | 2531100221 | ||||
| 2024.12.30 17:30:00 | 15 | SU | sell | 10 / 10 | 238.75 | 2024.12.30 17:30:00 | filled | 2531100221 | ||||
| 2024.12.30 17:30:01 | 16 | SU | buy | 10 / 10 | 238.80 | 2024.12.30 17:30:01 | filled | 2531100221 | ||||
| 2024.12.31 13:45:01 | 17 | SU | sell | 10 / 10 | 240.95 | 2024.12.31 13:45:01 | filled | 2531100221 | ||||
| 2024.12.31 13:45:02 | 18 | SU | buy | 10 / 10 | 241.05 | 2024.12.31 13:45:02 | filled | 2531100221 | ||||
| 2025.01.03 16:30:00 | 19 | SU | sell | 10 / 10 | 240.30 | 2025.01.03 16:30:00 | filled | 2531100221 | ||||
| 2025.01.03 16:30:01 | 20 | SU | buy | 10 / 10 | 240.35 | 2025.01.03 16:30:01 | filled | 2531100221 | ||||
| 2025.01.03 17:45:00 | 21 | SU | sell | 10 / 10 | 239.70 | 2025.01.03 17:45:00 | filled | 2531100221 | ||||
| 2025.01.03 17:45:01 | 22 | SU | buy | 10 / 10 | 239.75 | 2025.01.03 17:45:01 | filled | 2531100221 | ||||
| 2025.01.06 11:30:00 | 23 | SU | sell | 10 / 10 | 245.95 | 2025.01.06 11:30:00 | filled | 2531100221 | ||||
| 2025.01.06 11:30:01 | 24 | SU | buy | 10 / 10 | 246.00 | 2025.01.06 11:30:01 | filled | 2531100221 | ||||
| 2025.01.08 11:00:00 | 25 | SU | sell | 10 / 10 | 254.20 | 2025.01.08 11:00:00 | filled | 2531100221 | ||||
| 2025.01.08 11:00:01 | 26 | SU | buy | 10 / 10 | 254.25 | 2025.01.08 11:00:01 | filled | 2531100221 | ||||
| 2025.01.08 11:30:00 | 27 | SU | sell | 10 / 10 | 253.05 | 2025.01.08 11:30:00 | filled | 2531100221 | ||||
| 2025.01.08 11:30:01 | 28 | SU | buy | 10 / 10 | 253.10 | 2025.01.08 11:30:01 | filled | 2531100221 | ||||
| 2025.01.08 12:00:00 | 29 | SU | sell | 10 / 10 | 252.80 | 2025.01.08 12:00:00 | filled | 2531100221 | ||||
| 2025.01.08 12:00:01 | 30 | SU | buy | 10 / 10 | 252.85 | 2025.01.08 12:00:01 | filled | 2531100221 | ||||
| 2025.01.08 14:15:00 | 31 | SU | sell | 10 / 10 | 252.45 | 2025.01.08 14:15:00 | filled | 2531100221 | ||||
| 2025.01.08 14:15:01 | 32 | SU | buy | 10 / 10 | 252.50 | 2025.01.08 14:15:01 | filled | 2531100221 | ||||
| 2025.01.08 16:45:00 | 33 | SU | sell | 10 / 10 | 252.25 | 2025.01.08 16:45:00 | filled | 2531100221 | ||||
| 2025.01.08 16:45:01 | 34 | SU | buy | 10 / 10 | 252.30 | 2025.01.08 16:45:01 | filled | 2531100221 | ||||
| 2025.01.09 13:15:00 | 35 | SU | sell | 10 / 10 | 252.85 | 2025.01.09 13:15:00 | filled | 2531100221 | ||||
| 2025.01.09 13:15:01 | 36 | SU | buy | 10 / 10 | 252.90 | 2025.01.09 13:15:01 | filled | 2531100221 | ||||
| 2025.01.13 18:00:00 | 37 | SU | sell | 10 / 10 | 248.55 | 2025.01.13 18:00:00 | filled | 2531100221 | ||||
| 2025.01.13 18:00:01 | 38 | SU | buy | 10 / 10 | 248.60 | 2025.01.13 18:00:01 | filled | 2531100221 | ||||
| 2025.01.14 18:00:00 | 39 | SU | sell | 10 / 10 | 250.30 | 2025.01.14 18:00:00 | filled | 2531100221 | ||||
| 2025.01.14 18:00:01 | 40 | SU | buy | 10 / 10 | 250.35 | 2025.01.14 18:00:01 | filled | 2531100221 | ||||
| 2025.01.15 11:30:01 | 41 | SU | sell | 10 / 10 | 250.05 | 2025.01.15 11:30:01 | filled | 2531100221 | ||||
| 2025.01.15 11:30:02 | 42 | SU | buy | 10 / 10 | 250.10 | 2025.01.15 11:30:02 | filled | 2531100221 | ||||
| 2025.01.15 12:45:00 | 43 | SU | sell | 10 / 10 | 250.05 | 2025.01.15 12:45:00 | filled | 2531100221 | ||||
| 2025.01.15 12:45:01 | 44 | SU | buy | 10 / 10 | 250.10 | 2025.01.15 12:45:01 | filled | 2531100221 | ||||
| 2025.01.17 10:45:00 | 45 | SU | sell | 10 / 10 | 256.35 | 2025.01.17 10:45:00 | filled | 2531100221 | ||||
| 2025.01.17 10:45:01 | 46 | SU | buy | 10 / 10 | 256.40 | 2025.01.17 10:45:01 | filled | 2531100221 | ||||
| 2025.01.17 11:15:00 | 47 | SU | sell | 10 / 10 | 258.15 | 2025.01.17 11:15:00 | filled | 2531100221 | ||||
| 2025.01.17 11:15:01 | 48 | SU | buy | 10 / 10 | 258.20 | 2025.01.17 11:15:01 | filled | 2531100221 | ||||
| 2025.01.20 11:30:00 | 49 | SU | sell | 10 / 10 | 259.50 | 2025.01.20 11:30:00 | filled | 2531100221 | ||||
| 2025.01.20 11:30:01 | 50 | SU | buy | 10 / 10 | 259.55 | 2025.01.20 11:30:01 | filled | 2531100221 | ||||
| 2025.01.20 17:00:00 | 51 | SU | sell | 10 / 10 | 261.15 | 2025.01.20 17:00:00 | filled | 2531100221 | ||||
| 2025.01.20 17:00:01 | 52 | SU | buy | 10 / 10 | 261.25 | 2025.01.20 17:00:01 | filled | 2531100221 | ||||
| 2025.01.21 11:00:00 | 53 | SU | sell | 10 / 10 | 260.45 | 2025.01.21 11:00:00 | filled | 2531100221 | ||||
| 2025.01.21 11:00:01 | 54 | SU | buy | 10 / 10 | 260.50 | 2025.01.21 11:00:01 | filled | 2531100221 | ||||
| 2025.01.21 16:00:01 | 55 | SU | sell | 10 / 10 | 261.05 | 2025.01.21 16:00:01 | filled | 2531100221 | ||||
| 2025.01.21 16:00:02 | 56 | SU | buy | 10 / 10 | 261.10 | 2025.01.21 16:00:02 | filled | 2531100221 | ||||
| 2025.01.22 18:29:59 | 57 | SU | sell | 10 / 10 | 268.75 | 2025.01.22 18:29:59 | filled | end of test | ||||
Deals | ||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2024.12.21 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2024.12.23 10:16:00 | 2 | SU | buy | in | 10 | 240.00 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 2531100221 |
| 2024.12.23 17:45:00 | 3 | SU | sell | out | 10 | 239.00 | 3 | 0.00 | 0.00 | -1 000.00 | 9 000.00 | 2531100221 |
| 2024.12.23 17:45:01 | 4 | SU | buy | in | 10 | 239.05 | 4 | 0.00 | 0.00 | 0.00 | 9 000.00 | 2531100221 |
| 2024.12.24 12:30:00 | 5 | SU | sell | out | 10 | 239.85 | 5 | 0.00 | 0.00 | 800.00 | 9 800.00 | 2531100221 |
| 2024.12.24 12:30:01 | 6 | SU | buy | in | 10 | 239.90 | 6 | 0.00 | 0.00 | 0.00 | 9 800.00 | 2531100221 |
| 2024.12.24 14:45:01 | 7 | SU | sell | out | 10 | 239.00 | 7 | 0.00 | 0.00 | -900.00 | 8 900.00 | 2531100221 |
| 2024.12.24 14:45:02 | 8 | SU | buy | in | 10 | 239.10 | 8 | 0.00 | 0.00 | 0.00 | 8 900.00 | 2531100221 |
| 2024.12.27 11:30:00 | 9 | SU | sell | out | 10 | 239.80 | 9 | 0.00 | 0.00 | 700.00 | 9 600.00 | 2531100221 |
| 2024.12.27 11:30:01 | 10 | SU | buy | in | 10 | 239.85 | 10 | 0.00 | 0.00 | 0.00 | 9 600.00 | 2531100221 |
| 2024.12.27 18:00:00 | 11 | SU | sell | out | 10 | 239.70 | 11 | 0.00 | 0.00 | -150.00 | 9 450.00 | 2531100221 |
| 2024.12.27 18:00:01 | 12 | SU | buy | in | 10 | 239.75 | 12 | 0.00 | 0.00 | 0.00 | 9 450.00 | 2531100221 |
| 2024.12.30 12:30:00 | 13 | SU | sell | out | 10 | 239.95 | 13 | 0.00 | 0.00 | 200.00 | 9 650.00 | 2531100221 |
| 2024.12.30 12:30:01 | 14 | SU | buy | in | 10 | 240.00 | 14 | 0.00 | 0.00 | 0.00 | 9 650.00 | 2531100221 |
| 2024.12.30 17:30:00 | 15 | SU | sell | out | 10 | 238.75 | 15 | 0.00 | 0.00 | -1 250.00 | 8 400.00 | 2531100221 |
| 2024.12.30 17:30:01 | 16 | SU | buy | in | 10 | 238.80 | 16 | 0.00 | 0.00 | 0.00 | 8 400.00 | 2531100221 |
| 2024.12.31 13:45:01 | 17 | SU | sell | out | 10 | 240.95 | 17 | 0.00 | 0.00 | 2 150.00 | 10 550.00 | 2531100221 |
| 2024.12.31 13:45:02 | 18 | SU | buy | in | 10 | 241.05 | 18 | 0.00 | 0.00 | 0.00 | 10 550.00 | 2531100221 |
| 2025.01.03 16:30:00 | 19 | SU | sell | out | 10 | 240.30 | 19 | 0.00 | 0.00 | -750.00 | 9 800.00 | 2531100221 |
| 2025.01.03 16:30:01 | 20 | SU | buy | in | 10 | 240.35 | 20 | 0.00 | 0.00 | 0.00 | 9 800.00 | 2531100221 |
| 2025.01.03 17:45:00 | 21 | SU | sell | out | 10 | 239.70 | 21 | 0.00 | 0.00 | -650.00 | 9 150.00 | 2531100221 |
| 2025.01.03 17:45:01 | 22 | SU | buy | in | 10 | 239.75 | 22 | 0.00 | 0.00 | 0.00 | 9 150.00 | 2531100221 |
| 2025.01.06 11:30:00 | 23 | SU | sell | out | 10 | 245.95 | 23 | 0.00 | 0.00 | 6 200.00 | 15 350.00 | 2531100221 |
| 2025.01.06 11:30:01 | 24 | SU | buy | in | 10 | 246.00 | 24 | 0.00 | 0.00 | 0.00 | 15 350.00 | 2531100221 |
| 2025.01.08 11:00:00 | 25 | SU | sell | out | 10 | 254.20 | 25 | 0.00 | 0.00 | 8 200.00 | 23 550.00 | 2531100221 |
| 2025.01.08 11:00:01 | 26 | SU | buy | in | 10 | 254.25 | 26 | 0.00 | 0.00 | 0.00 | 23 550.00 | 2531100221 |
| 2025.01.08 11:30:00 | 27 | SU | sell | out | 10 | 253.05 | 27 | 0.00 | 0.00 | -1 200.00 | 22 350.00 | 2531100221 |
| 2025.01.08 11:30:01 | 28 | SU | buy | in | 10 | 253.10 | 28 | 0.00 | 0.00 | 0.00 | 22 350.00 | 2531100221 |
| 2025.01.08 12:00:00 | 29 | SU | sell | out | 10 | 252.80 | 29 | 0.00 | 0.00 | -300.00 | 22 050.00 | 2531100221 |
| 2025.01.08 12:00:01 | 30 | SU | buy | in | 10 | 252.85 | 30 | 0.00 | 0.00 | 0.00 | 22 050.00 | 2531100221 |
| 2025.01.08 14:15:00 | 31 | SU | sell | out | 10 | 252.45 | 31 | 0.00 | 0.00 | -400.00 | 21 650.00 | 2531100221 |
| 2025.01.08 14:15:01 | 32 | SU | buy | in | 10 | 252.50 | 32 | 0.00 | 0.00 | 0.00 | 21 650.00 | 2531100221 |
| 2025.01.08 16:45:00 | 33 | SU | sell | out | 10 | 252.25 | 33 | 0.00 | 0.00 | -250.00 | 21 400.00 | 2531100221 |
| 2025.01.08 16:45:01 | 34 | SU | buy | in | 10 | 252.30 | 34 | 0.00 | 0.00 | 0.00 | 21 400.00 | 2531100221 |
| 2025.01.09 13:15:00 | 35 | SU | sell | out | 10 | 252.85 | 35 | 0.00 | 0.00 | 550.00 | 21 950.00 | 2531100221 |
| 2025.01.09 13:15:01 | 36 | SU | buy | in | 10 | 252.90 | 36 | 0.00 | 0.00 | 0.00 | 21 950.00 | 2531100221 |
| 2025.01.13 18:00:00 | 37 | SU | sell | out | 10 | 248.55 | 37 | 0.00 | 0.00 | -4 350.00 | 17 600.00 | 2531100221 |
| 2025.01.13 18:00:01 | 38 | SU | buy | in | 10 | 248.60 | 38 | 0.00 | 0.00 | 0.00 | 17 600.00 | 2531100221 |
| 2025.01.14 18:00:00 | 39 | SU | sell | out | 10 | 250.30 | 39 | 0.00 | 0.00 | 1 700.00 | 19 300.00 | 2531100221 |
| 2025.01.14 18:00:01 | 40 | SU | buy | in | 10 | 250.35 | 40 | 0.00 | 0.00 | 0.00 | 19 300.00 | 2531100221 |
| 2025.01.15 11:30:01 | 41 | SU | sell | out | 10 | 250.05 | 41 | 0.00 | 0.00 | -300.00 | 19 000.00 | 2531100221 |
| 2025.01.15 11:30:02 | 42 | SU | buy | in | 10 | 250.10 | 42 | 0.00 | 0.00 | 0.00 | 19 000.00 | 2531100221 |
| 2025.01.15 12:45:00 | 43 | SU | sell | out | 10 | 250.05 | 43 | 0.00 | 0.00 | -50.00 | 18 950.00 | 2531100221 |
| 2025.01.15 12:45:01 | 44 | SU | buy | in | 10 | 250.10 | 44 | 0.00 | 0.00 | 0.00 | 18 950.00 | 2531100221 |
| 2025.01.17 10:45:00 | 45 | SU | sell | out | 10 | 256.35 | 45 | 0.00 | 0.00 | 6 250.00 | 25 200.00 | 2531100221 |
| 2025.01.17 10:45:01 | 46 | SU | buy | in | 10 | 256.40 | 46 | 0.00 | 0.00 | 0.00 | 25 200.00 | 2531100221 |
| 2025.01.17 11:15:00 | 47 | SU | sell | out | 10 | 258.15 | 47 | 0.00 | 0.00 | 1 750.00 | 26 950.00 | 2531100221 |
| 2025.01.17 11:15:01 | 48 | SU | buy | in | 10 | 258.20 | 48 | 0.00 | 0.00 | 0.00 | 26 950.00 | 2531100221 |
| 2025.01.20 11:30:00 | 49 | SU | sell | out | 10 | 259.50 | 49 | 0.00 | 0.00 | 1 300.00 | 28 250.00 | 2531100221 |
| 2025.01.20 11:30:01 | 50 | SU | buy | in | 10 | 259.55 | 50 | 0.00 | 0.00 | 0.00 | 28 250.00 | 2531100221 |
| 2025.01.20 17:00:00 | 51 | SU | sell | out | 10 | 261.15 | 51 | 0.00 | 0.00 | 1 600.00 | 29 850.00 | 2531100221 |
| 2025.01.20 17:00:01 | 52 | SU | buy | in | 10 | 261.25 | 52 | 0.00 | 0.00 | 0.00 | 29 850.00 | 2531100221 |
| 2025.01.21 11:00:00 | 53 | SU | sell | out | 10 | 260.45 | 53 | 0.00 | 0.00 | -800.00 | 29 050.00 | 2531100221 |
| 2025.01.21 11:00:01 | 54 | SU | buy | in | 10 | 260.50 | 54 | 0.00 | 0.00 | 0.00 | 29 050.00 | 2531100221 |
| 2025.01.21 16:00:01 | 55 | SU | sell | out | 10 | 261.05 | 55 | 0.00 | 0.00 | 550.00 | 29 600.00 | 2531100221 |
| 2025.01.21 16:00:02 | 56 | SU | buy | in | 10 | 261.10 | 56 | 0.00 | 0.00 | 0.00 | 29 600.00 | 2531100221 |
| 2025.01.22 18:29:59 | 57 | SU | sell | out | 10 | 268.75 | 57 | 0.00 | 0.00 | 7 650.00 | 37 250.00 | end of test |
| 0.00 | 0.00 | 27 250.00 | 37 250.00 | |||||||||