Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 2611974224_ITX_30 | |||||||||||
Symbol: | ITX | |||||||||||
Period: | M30 (2024.11.22 - 2025.01.28) | |||||||||||
Inputs: | Entry_Amount=10 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=2611974224 | ||||||||||||
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: | 682 | Ticks: | 253422 | Symbols: | 1 | |||||||
Total Net Profit: | 17 100.00 | Balance Drawdown Absolute: | 3 000.00 | Equity Drawdown Absolute: | 523.60 | |||||||
Gross Profit: | 36 300.00 | Balance Drawdown Maximal: | 8 200.00 (23.70%) | Equity Drawdown Maximal: | 523.60 (5.24%) | |||||||
Gross Loss: | -19 200.00 | Balance Drawdown Relative: | 30.00% (3 000.00) | Equity Drawdown Relative: | 5.24% (523.60) | |||||||
Profit Factor: | 1.89 | Expected Payoff: | 2 137.50 | Margin Level: | ||||||||
Recovery Factor: | 32.66 | Sharpe Ratio: | 0.01 | Z-Score: | 0.62 (46.47%) | |||||||
AHPR: | 1.4180 (41.80%) | LR Correlation: | 0.55 | OnTester result: | 0 | |||||||
GHPR: | 1.1327 (13.27%) | LR Standard Error: | 9 128.34 | |||||||||
Total Trades: | 8 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 8 (37.50%) | |||||||
Total Deals: | 16 | Profit Trades (% of total): | 3 (37.50%) | Loss Trades (% of total): | 5 (62.50%) | |||||||
Largest profit trade: | 26 400.00 | Largest loss trade: | -5 600.00 | |||||||||
Average profit trade: | 12 100.00 | Average loss trade: | -3 840.00 | |||||||||
Maximum consecutive wins ($): | 2 (27 600.00) | Maximum consecutive losses ($): | 2 (-8 200.00) | |||||||||
Maximal consecutive profit (count): | 27 600.00 (2) | Maximal consecutive loss (count): | -8 200.00 (2) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.98 | Correlation (Profits,MAE): | 0.07 | Correlation (MFE,MAE): | 0.0582 | |||||||
Minimal position holding time: | 2:00:00 | Maximal position holding time: | 401:15:59 | Average position holding time: | 92:59:59 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.22 11:00:00 | 2 | ITX | buy | 10 / 10 | 52.280 | 2024.11.22 11:00:00 | filled | 2611974224 | ||||
2024.11.27 11:30:00 | 3 | ITX | sell | 10 / 10 | 51.980 | 2024.11.27 11:30:00 | filled | 2611974224 | ||||
2024.11.28 13:00:00 | 4 | ITX | buy | 10 / 10 | 52.060 | 2024.11.28 13:00:00 | filled | 2611974224 | ||||
2024.12.10 12:30:01 | 5 | ITX | sell | 10 / 10 | 54.700 | 2024.12.10 12:30:01 | filled | 2611974224 | ||||
2024.12.12 17:00:01 | 6 | ITX | buy | 10 / 10 | 50.080 | 2024.12.12 17:00:01 | filled | 2611974224 | ||||
2025.01.06 10:16:00 | 7 | ITX | sell | 10 / 10 | 50.200 | 2025.01.06 10:16:00 | filled | 2611974224 | ||||
2025.01.07 10:16:00 | 8 | ITX | buy | 10 / 10 | 50.800 | 2025.01.07 10:16:00 | filled | 2611974224 | ||||
2025.01.07 17:30:00 | 9 | ITX | sell | 10 / 10 | 50.540 | 2025.01.07 17:30:00 | filled | 2611974224 | ||||
2025.01.09 16:30:01 | 10 | ITX | buy | 10 / 10 | 51.000 | 2025.01.09 16:30:01 | filled | 2611974224 | ||||
2025.01.10 11:30:00 | 11 | ITX | sell | 10 / 10 | 50.440 | 2025.01.10 11:30:00 | filled | 2611974224 | ||||
2025.01.14 15:00:00 | 12 | ITX | buy | 10 / 10 | 49.230 | 2025.01.14 15:00:00 | filled | 2611974224 | ||||
2025.01.16 11:00:00 | 13 | ITX | sell | 10 / 10 | 50.100 | 2025.01.16 11:00:00 | filled | 2611974224 | ||||
2025.01.20 16:00:00 | 14 | ITX | buy | 10 / 10 | 49.420 | 2025.01.20 16:00:00 | filled | 2611974224 | ||||
2025.01.20 18:00:00 | 15 | ITX | sell | 10 / 10 | 49.020 | 2025.01.20 18:00:00 | filled | 2611974224 | ||||
2025.01.22 12:00:00 | 16 | ITX | buy | 10 / 10 | 48.870 | 2025.01.22 12:00:00 | filled | 2611974224 | ||||
2025.01.22 18:29:59 | 17 | ITX | sell | 10 / 10 | 48.470 | 2025.01.22 18:29:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.22 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.22 11:00:00 | 2 | ITX | buy | in | 10 | 52.280 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 2611974224 |
2024.11.27 11:30:00 | 3 | ITX | sell | out | 10 | 51.980 | 3 | 0.00 | 0.00 | -3 000.00 | 7 000.00 | 2611974224 |
2024.11.28 13:00:00 | 4 | ITX | buy | in | 10 | 52.060 | 4 | 0.00 | 0.00 | 0.00 | 7 000.00 | 2611974224 |
2024.12.10 12:30:01 | 5 | ITX | sell | out | 10 | 54.700 | 5 | 0.00 | 0.00 | 26 400.00 | 33 400.00 | 2611974224 |
2024.12.12 17:00:01 | 6 | ITX | buy | in | 10 | 50.080 | 6 | 0.00 | 0.00 | 0.00 | 33 400.00 | 2611974224 |
2025.01.06 10:16:00 | 7 | ITX | sell | out | 10 | 50.200 | 7 | 0.00 | 0.00 | 1 200.00 | 34 600.00 | 2611974224 |
2025.01.07 10:16:00 | 8 | ITX | buy | in | 10 | 50.800 | 8 | 0.00 | 0.00 | 0.00 | 34 600.00 | 2611974224 |
2025.01.07 17:30:00 | 9 | ITX | sell | out | 10 | 50.540 | 9 | 0.00 | 0.00 | -2 600.00 | 32 000.00 | 2611974224 |
2025.01.09 16:30:01 | 10 | ITX | buy | in | 10 | 51.000 | 10 | 0.00 | 0.00 | 0.00 | 32 000.00 | 2611974224 |
2025.01.10 11:30:00 | 11 | ITX | sell | out | 10 | 50.440 | 11 | 0.00 | 0.00 | -5 600.00 | 26 400.00 | 2611974224 |
2025.01.14 15:00:00 | 12 | ITX | buy | in | 10 | 49.230 | 12 | 0.00 | 0.00 | 0.00 | 26 400.00 | 2611974224 |
2025.01.16 11:00:00 | 13 | ITX | sell | out | 10 | 50.100 | 13 | 0.00 | 0.00 | 8 700.00 | 35 100.00 | 2611974224 |
2025.01.20 16:00:00 | 14 | ITX | buy | in | 10 | 49.420 | 14 | 0.00 | 0.00 | 0.00 | 35 100.00 | 2611974224 |
2025.01.20 18:00:00 | 15 | ITX | sell | out | 10 | 49.020 | 15 | 0.00 | 0.00 | -4 000.00 | 31 100.00 | 2611974224 |
2025.01.22 12:00:00 | 16 | ITX | buy | in | 10 | 48.870 | 16 | 0.00 | 0.00 | 0.00 | 31 100.00 | 2611974224 |
2025.01.22 18:29:59 | 17 | ITX | sell | out | 10 | 48.470 | 17 | 0.00 | 0.00 | -4 000.00 | 27 100.00 | end of test |
0.00 | 0.00 | 17 100.00 | 27 100.00 | |||||||||