Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 2621814871_MSFT_30 | |||||||||||
| Symbol: | MSFT | |||||||||||
| Period: | M30 (2024.11.17 - 2025.01.23) | |||||||||||
| Inputs: | Entry_Amount=10 | |||||||||||
| Stop_Loss= | ||||||||||||
| Take_Profit= | ||||||||||||
| Magic_Number=2621814871 | ||||||||||||
| 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: | 1248761 | Symbols: | 1 | |||||||
| Total Net Profit: | 21 610.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 170.00 | |||||||
| Gross Profit: | 32 670.00 | Balance Drawdown Maximal: | 10 240.00 (38.70%) | Equity Drawdown Maximal: | 12 640.00 (45.53%) | |||||||
| Gross Loss: | -11 060.00 | Balance Drawdown Relative: | 38.70% (10 240.00) | Equity Drawdown Relative: | 45.53% (12 640.00) | |||||||
| Profit Factor: | 2.95 | Expected Payoff: | 1 200.56 | Margin Level: | 1176.85% | |||||||
| Recovery Factor: | 1.71 | Sharpe Ratio: | 7.65 | Z-Score: | -0.03 (2.39%) | |||||||
| AHPR: | 1.0779 (7.79%) | LR Correlation: | 0.83 | OnTester result: | 0 | |||||||
| GHPR: | 1.0660 (6.60%) | LR Standard Error: | 3 421.52 | |||||||||
| Total Trades: | 18 | Short Trades (won %): | 11 (54.55%) | Long Trades (won %): | 7 (71.43%) | |||||||
| Total Deals: | 36 | Profit Trades (% of total): | 11 (61.11%) | Loss Trades (% of total): | 7 (38.89%) | |||||||
| Largest profit trade: | 6 670.00 | Largest loss trade: | -5 080.00 | |||||||||
| Average profit trade: | 2 970.00 | Average loss trade: | -1 580.00 | |||||||||
| Maximum consecutive wins ($): | 4 (3 960.00) | Maximum consecutive losses ($): | 4 (-10 240.00) | |||||||||
| Maximal consecutive profit (count): | 15 060.00 (3) | Maximal consecutive loss (count): | -10 240.00 (4) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
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| Correlation (Profits,MFE): | 0.83 | Correlation (Profits,MAE): | 0.81 | Correlation (MFE,MAE): | 0.7393 | |||||||
 | ||||||||||||
| Minimal position holding time: | 1:00:00 | Maximal position holding time: | 50:00:00 | Average position holding time: | 19:56:43 | |||||||
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Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.11.19 23:00:00 | 2 | MSFT | sell | 10 / 10 | 417.64 | 2024.11.19 23:00:00 | filled | 2621814871 | ||||
| 2024.11.20 19:30:00 | 3 | MSFT | buy | 10 / 10 | 413.96 | 2024.11.20 19:30:00 | filled | 2621814871 | ||||
| 2024.11.25 16:30:00 | 4 | MSFT | sell | 10 / 10 | 418.39 | 2024.11.25 16:30:00 | filled | 2621814871 | ||||
| 2024.11.25 19:30:00 | 5 | MSFT | buy | 10 / 10 | 415.45 | 2024.11.25 19:30:00 | filled | 2621814871 | ||||
| 2024.11.26 18:30:00 | 6 | MSFT | sell | 10 / 10 | 425.42 | 2024.11.26 18:30:00 | filled | 2621814871 | ||||
| 2024.11.27 17:30:00 | 7 | MSFT | buy | 10 / 10 | 425.60 | 2024.11.27 17:30:00 | filled | 2621814871 | ||||
| 2024.11.27 20:30:00 | 8 | MSFT | buy | 10 / 10 | 423.76 | 2024.11.27 20:30:00 | filled | 2621814871 | ||||
| 2024.11.29 19:30:00 | 9 | MSFT | sell | 10 / 10 | 424.23 | 2024.11.29 19:30:00 | filled | 2621814871 | ||||
| 2024.12.02 17:30:00 | 10 | MSFT | sell | 10 / 10 | 430.61 | 2024.12.02 17:30:00 | filled | 2621814871 | ||||
| 2024.12.03 17:30:00 | 11 | MSFT | buy | 10 / 10 | 429.67 | 2024.12.03 17:30:00 | filled | 2621814871 | ||||
| 2024.12.04 18:00:00 | 12 | MSFT | sell | 10 / 10 | 438.97 | 2024.12.04 18:00:00 | filled | 2621814871 | ||||
| 2024.12.05 17:00:00 | 13 | MSFT | buy | 10 / 10 | 437.33 | 2024.12.05 17:00:00 | filled | 2621814871 | ||||
| 2024.12.05 20:30:00 | 14 | MSFT | sell | 10 / 10 | 443.38 | 2024.12.05 20:30:00 | filled | 2621814871 | ||||
| 2024.12.05 22:30:00 | 15 | MSFT | buy | 10 / 10 | 442.47 | 2024.12.05 22:30:00 | filled | 2621814871 | ||||
| 2024.12.09 20:00:00 | 16 | MSFT | sell | 10 / 10 | 446.33 | 2024.12.09 20:00:00 | filled | 2621814871 | ||||
| 2024.12.10 19:00:00 | 17 | MSFT | buy | 10 / 10 | 446.43 | 2024.12.10 19:00:00 | filled | 2621814871 | ||||
| 2024.12.10 23:00:00 | 18 | MSFT | buy | 10 / 10 | 443.12 | 2024.12.10 23:00:00 | filled | 2621814871 | ||||
| 2024.12.11 19:00:00 | 19 | MSFT | sell | 10 / 10 | 449.28 | 2024.12.11 19:00:00 | filled | 2621814871 | ||||
| 2024.12.11 20:30:00 | 20 | MSFT | sell | 10 / 10 | 449.15 | 2024.12.11 20:30:00 | filled | 2621814871 | ||||
| 2024.12.12 19:30:00 | 21 | MSFT | buy | 10 / 10 | 454.23 | 2024.12.12 19:30:00 | filled | 2621814871 | ||||
| 2024.12.13 18:30:00 | 22 | MSFT | buy | 10 / 10 | 447.20 | 2024.12.13 18:30:00 | filled | 2621814871 | ||||
| 2024.12.16 17:30:00 | 23 | MSFT | sell | 10 / 10 | 446.40 | 2024.12.16 17:30:00 | filled | 2621814871 | ||||
| 2024.12.16 22:00:00 | 24 | MSFT | sell | 10 / 10 | 450.42 | 2024.12.16 22:00:00 | filled | 2621814871 | ||||
| 2024.12.17 21:30:00 | 25 | MSFT | buy | 10 / 10 | 453.77 | 2024.12.17 21:30:00 | filled | 2621814871 | ||||
| 2024.12.19 17:00:00 | 26 | MSFT | buy | 10 / 10 | 439.58 | 2024.12.19 17:00:00 | filled | 2621814871 | ||||
| 2024.12.19 22:30:00 | 27 | MSFT | sell | 10 / 10 | 438.57 | 2024.12.19 22:30:00 | filled | 2621814871 | ||||
| 2024.12.20 17:00:00 | 28 | MSFT | buy | 10 / 10 | 429.37 | 2024.12.20 17:00:00 | filled | 2621814871 | ||||
| 2024.12.20 18:00:00 | 29 | MSFT | sell | 10 / 10 | 436.04 | 2024.12.20 18:00:00 | filled | 2621814871 | ||||
| 2024.12.20 22:00:00 | 30 | MSFT | sell | 10 / 10 | 437.99 | 2024.12.20 22:00:00 | filled | 2621814871 | ||||
| 2024.12.23 18:30:00 | 31 | MSFT | buy | 10 / 10 | 433.70 | 2024.12.23 18:30:00 | filled | 2621814871 | ||||
| 2024.12.23 19:30:00 | 32 | MSFT | buy | 10 / 10 | 434.10 | 2024.12.23 19:30:00 | filled | 2621814871 | ||||
| 2024.12.24 18:00:00 | 33 | MSFT | sell | 10 / 10 | 438.20 | 2024.12.24 18:00:00 | filled | 2621814871 | ||||
| 2024.12.24 19:30:00 | 34 | MSFT | sell | 10 / 10 | 438.49 | 2024.12.24 19:30:00 | filled | 2621814871 | ||||
| 2024.12.26 21:30:00 | 35 | MSFT | buy | 10 / 10 | 439.03 | 2024.12.26 21:30:00 | filled | 2621814871 | ||||
| 2024.12.27 18:30:00 | 36 | MSFT | buy | 10 / 10 | 429.69 | 2024.12.27 18:30:00 | filled | 2621814871 | ||||
| 2024.12.27 23:00:59 | 37 | MSFT | sell | 10 / 10 | 430.56 | 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 | ||||||
| 2024.11.19 23:00:00 | 2 | MSFT | sell | in | 10 | 417.64 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 2621814871 |
| 2024.11.20 19:30:00 | 3 | MSFT | buy | out | 10 | 413.96 | 3 | 0.00 | 0.00 | 3 680.00 | 13 680.00 | 2621814871 |
| 2024.11.25 16:30:00 | 4 | MSFT | sell | in | 10 | 418.39 | 4 | 0.00 | 0.00 | 0.00 | 13 680.00 | 2621814871 |
| 2024.11.25 19:30:00 | 5 | MSFT | buy | out | 10 | 415.45 | 5 | 0.00 | 0.00 | 2 940.00 | 16 620.00 | 2621814871 |
| 2024.11.26 18:30:00 | 6 | MSFT | sell | in | 10 | 425.42 | 6 | 0.00 | 0.00 | 0.00 | 16 620.00 | 2621814871 |
| 2024.11.27 17:30:00 | 7 | MSFT | buy | out | 10 | 425.60 | 7 | 0.00 | 0.00 | -180.00 | 16 440.00 | 2621814871 |
| 2024.11.27 20:30:00 | 8 | MSFT | buy | in | 10 | 423.76 | 8 | 0.00 | 0.00 | 0.00 | 16 440.00 | 2621814871 |
| 2024.11.29 19:30:00 | 9 | MSFT | sell | out | 10 | 424.23 | 9 | 0.00 | 0.00 | 470.00 | 16 910.00 | 2621814871 |
| 2024.12.02 17:30:00 | 10 | MSFT | sell | in | 10 | 430.61 | 10 | 0.00 | 0.00 | 0.00 | 16 910.00 | 2621814871 |
| 2024.12.03 17:30:00 | 11 | MSFT | buy | out | 10 | 429.67 | 11 | 0.00 | 0.00 | 940.00 | 17 850.00 | 2621814871 |
| 2024.12.04 18:00:00 | 12 | MSFT | sell | in | 10 | 438.97 | 12 | 0.00 | 0.00 | 0.00 | 17 850.00 | 2621814871 |
| 2024.12.05 17:00:00 | 13 | MSFT | buy | out | 10 | 437.33 | 13 | 0.00 | 0.00 | 1 640.00 | 19 490.00 | 2621814871 |
| 2024.12.05 20:30:00 | 14 | MSFT | sell | in | 10 | 443.38 | 14 | 0.00 | 0.00 | 0.00 | 19 490.00 | 2621814871 |
| 2024.12.05 22:30:00 | 15 | MSFT | buy | out | 10 | 442.47 | 15 | 0.00 | 0.00 | 910.00 | 20 400.00 | 2621814871 |
| 2024.12.09 20:00:00 | 16 | MSFT | sell | in | 10 | 446.33 | 16 | 0.00 | 0.00 | 0.00 | 20 400.00 | 2621814871 |
| 2024.12.10 19:00:00 | 17 | MSFT | buy | out | 10 | 446.43 | 17 | 0.00 | 0.00 | -100.00 | 20 300.00 | 2621814871 |
| 2024.12.10 23:00:00 | 18 | MSFT | buy | in | 10 | 443.12 | 18 | 0.00 | 0.00 | 0.00 | 20 300.00 | 2621814871 |
| 2024.12.11 19:00:00 | 19 | MSFT | sell | out | 10 | 449.28 | 19 | 0.00 | 0.00 | 6 160.00 | 26 460.00 | 2621814871 |
| 2024.12.11 20:30:00 | 20 | MSFT | sell | in | 10 | 449.15 | 20 | 0.00 | 0.00 | 0.00 | 26 460.00 | 2621814871 |
| 2024.12.12 19:30:00 | 21 | MSFT | buy | out | 10 | 454.23 | 21 | 0.00 | 0.00 | -5 080.00 | 21 380.00 | 2621814871 |
| 2024.12.13 18:30:00 | 22 | MSFT | buy | in | 10 | 447.20 | 22 | 0.00 | 0.00 | 0.00 | 21 380.00 | 2621814871 |
| 2024.12.16 17:30:00 | 23 | MSFT | sell | out | 10 | 446.40 | 23 | 0.00 | 0.00 | -800.00 | 20 580.00 | 2621814871 |
| 2024.12.16 22:00:00 | 24 | MSFT | sell | in | 10 | 450.42 | 24 | 0.00 | 0.00 | 0.00 | 20 580.00 | 2621814871 |
| 2024.12.17 21:30:00 | 25 | MSFT | buy | out | 10 | 453.77 | 25 | 0.00 | 0.00 | -3 350.00 | 17 230.00 | 2621814871 |
| 2024.12.19 17:00:00 | 26 | MSFT | buy | in | 10 | 439.58 | 26 | 0.00 | 0.00 | 0.00 | 17 230.00 | 2621814871 |
| 2024.12.19 22:30:00 | 27 | MSFT | sell | out | 10 | 438.57 | 27 | 0.00 | 0.00 | -1 010.00 | 16 220.00 | 2621814871 |
| 2024.12.20 17:00:00 | 28 | MSFT | buy | in | 10 | 429.37 | 28 | 0.00 | 0.00 | 0.00 | 16 220.00 | 2621814871 |
| 2024.12.20 18:00:00 | 29 | MSFT | sell | out | 10 | 436.04 | 29 | 0.00 | 0.00 | 6 670.00 | 22 890.00 | 2621814871 |
| 2024.12.20 22:00:00 | 30 | MSFT | sell | in | 10 | 437.99 | 30 | 0.00 | 0.00 | 0.00 | 22 890.00 | 2621814871 |
| 2024.12.23 18:30:00 | 31 | MSFT | buy | out | 10 | 433.70 | 31 | 0.00 | 0.00 | 4 290.00 | 27 180.00 | 2621814871 |
| 2024.12.23 19:30:00 | 32 | MSFT | buy | in | 10 | 434.10 | 32 | 0.00 | 0.00 | 0.00 | 27 180.00 | 2621814871 |
| 2024.12.24 18:00:00 | 33 | MSFT | sell | out | 10 | 438.20 | 33 | 0.00 | 0.00 | 4 100.00 | 31 280.00 | 2621814871 |
| 2024.12.24 19:30:00 | 34 | MSFT | sell | in | 10 | 438.49 | 34 | 0.00 | 0.00 | 0.00 | 31 280.00 | 2621814871 |
| 2024.12.26 21:30:00 | 35 | MSFT | buy | out | 10 | 439.03 | 35 | 0.00 | 0.00 | -540.00 | 30 740.00 | 2621814871 |
| 2024.12.27 18:30:00 | 36 | MSFT | buy | in | 10 | 429.69 | 36 | 0.00 | 0.00 | 0.00 | 30 740.00 | 2621814871 |
| 2024.12.27 23:00:59 | 37 | MSFT | sell | out | 10 | 430.56 | 37 | 0.00 | 0.00 | 870.00 | 31 610.00 | end of test |
| 0.00 | 0.00 | 21 610.00 | 31 610.00 | |||||||||