Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 269690684_ITX_240_nt | |||||||||||
| Symbol: | ITX | |||||||||||
| Period: | H4 (2024.08.09 - 2025.02.05) | |||||||||||
| Inputs: | _Properties_=------ | |||||||||||
| Magic_Number=269690684 | ||||||||||||
| 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: | 346 | Ticks: | 680199 | Symbols: | 1 | |||||||
| Total Net Profit: | 46 800.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 437.90 | |||||||
| Gross Profit: | 147 100.00 | Balance Drawdown Maximal: | 63 000.00 (52.59%) | Equity Drawdown Maximal: | 547.70 (5.42%) | |||||||
| Gross Loss: | -100 300.00 | Balance Drawdown Relative: | 52.59% (63 000.00) | Equity Drawdown Relative: | 5.42% (547.70) | |||||||
| Profit Factor: | 1.47 | Expected Payoff: | 3 120.00 | Margin Level: | ||||||||
| Recovery Factor: | 85.45 | Sharpe Ratio: | 0.17 | Z-Score: | 0.02 (1.60%) | |||||||
| AHPR: | 1.2662 (26.62%) | LR Correlation: | 0.21 | OnTester result: | 0 | |||||||
| GHPR: | 1.1228 (12.28%) | LR Standard Error: | 27 971.56 | |||||||||
| Total Trades: | 15 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 15 (53.33%) | |||||||
| Total Deals: | 30 | Profit Trades (% of total): | 8 (53.33%) | Loss Trades (% of total): | 7 (46.67%) | |||||||
| Largest profit trade: | 34 100.00 | Largest loss trade: | -24 600.00 | |||||||||
| Average profit trade: | 18 387.50 | Average loss trade: | -14 328.57 | |||||||||
| Maximum consecutive wins ($): | 4 (94 000.00) | Maximum consecutive losses ($): | 2 (-37 600.00) | |||||||||
| Maximal consecutive profit (count): | 94 000.00 (4) | Maximal consecutive loss (count): | -37 600.00 (2) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
 | ||||||||||||
| Correlation (Profits,MFE): | 0.66 | Correlation (Profits,MAE): | 0.89 | Correlation (MFE,MAE): | 0.3550 | |||||||
 | ||||||||||||
| Minimal position holding time: | 19:59:59 | Maximal position holding time: | 533:44:00 | Average position holding time: | 189:20:55 | |||||||
 | ||||||||||||
Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.08.09 10:16:00 | 2 | ITX | buy | 10 / 10 | 43.390 | 2024.08.09 10:16:00 | filled | 269690684 | ||||
| 2024.09.10 16:00:00 | 3 | ITX | sell | 10 / 10 | 46.800 | 2024.09.10 16:00:00 | filled | 269690684 | ||||
| 2024.09.10 16:00:01 | 4 | ITX | buy | 10 / 10 | 46.810 | 2024.09.10 16:00:01 | filled | 269690684 | ||||
| 2024.09.11 12:00:00 | 5 | ITX | sell | 10 / 10 | 48.100 | 2024.09.11 12:00:00 | filled | 269690684 | ||||
| 2024.09.11 12:00:01 | 6 | ITX | buy | 10 / 10 | 48.120 | 2024.09.11 12:00:01 | filled | 269690684 | ||||
| 2024.09.19 12:00:00 | 7 | ITX | sell | 10 / 10 | 51.460 | 2024.09.19 12:00:00 | filled | 269690684 | ||||
| 2024.09.19 12:00:01 | 8 | ITX | buy | 10 / 10 | 51.480 | 2024.09.19 12:00:01 | filled | 269690684 | ||||
| 2024.09.25 10:16:00 | 9 | ITX | sell | 10 / 10 | 52.840 | 2024.09.25 10:16:00 | filled | 269690684 | ||||
| 2024.09.25 10:16:01 | 10 | ITX | buy | 10 / 10 | 52.880 | 2024.09.25 10:16:01 | filled | 269690684 | ||||
| 2024.10.07 16:00:01 | 11 | ITX | sell | 10 / 10 | 52.580 | 2024.10.07 16:00:01 | filled | 269690684 | ||||
| 2024.10.07 16:00:02 | 12 | ITX | buy | 10 / 10 | 52.600 | 2024.10.07 16:00:02 | filled | 269690684 | ||||
| 2024.10.14 10:16:00 | 13 | ITX | sell | 10 / 10 | 53.260 | 2024.10.14 10:16:00 | filled | 269690684 | ||||
| 2024.10.14 10:16:01 | 14 | ITX | buy | 10 / 10 | 53.300 | 2024.10.14 10:16:01 | filled | 269690684 | ||||
| 2024.10.24 10:16:00 | 15 | ITX | sell | 10 / 10 | 54.520 | 2024.10.24 10:16:00 | filled | 269690684 | ||||
| 2024.10.24 10:16:01 | 16 | ITX | buy | 10 / 10 | 54.580 | 2024.10.24 10:16:01 | filled | 269690684 | ||||
| 2024.11.08 16:00:00 | 17 | ITX | sell | 10 / 10 | 52.120 | 2024.11.08 16:00:00 | filled | 269690684 | ||||
| 2024.11.08 16:00:01 | 18 | ITX | buy | 10 / 10 | 52.140 | 2024.11.08 16:00:01 | filled | 269690684 | ||||
| 2024.11.14 16:00:00 | 19 | ITX | sell | 10 / 10 | 50.840 | 2024.11.14 16:00:00 | filled | 269690684 | ||||
| 2024.11.14 16:00:01 | 20 | ITX | buy | 10 / 10 | 50.860 | 2024.11.14 16:00:01 | filled | 269690684 | ||||
| 2024.12.02 12:00:00 | 21 | ITX | sell | 10 / 10 | 52.880 | 2024.12.02 12:00:00 | filled | 269690684 | ||||
| 2024.12.02 12:00:01 | 22 | ITX | buy | 10 / 10 | 52.900 | 2024.12.02 12:00:01 | filled | 269690684 | ||||
| 2024.12.17 12:00:01 | 23 | ITX | sell | 10 / 10 | 50.960 | 2024.12.17 12:00:01 | filled | 269690684 | ||||
| 2024.12.17 12:00:02 | 24 | ITX | buy | 10 / 10 | 50.980 | 2024.12.17 12:00:02 | filled | 269690684 | ||||
| 2024.12.23 10:16:00 | 25 | ITX | sell | 10 / 10 | 49.740 | 2024.12.23 10:16:00 | filled | 269690684 | ||||
| 2024.12.23 10:16:01 | 26 | ITX | buy | 10 / 10 | 49.790 | 2024.12.23 10:16:01 | filled | 269690684 | ||||
| 2025.01.10 10:16:00 | 27 | ITX | sell | 10 / 10 | 51.200 | 2025.01.10 10:16:00 | filled | 269690684 | ||||
| 2025.01.10 10:16:01 | 28 | ITX | buy | 10 / 10 | 51.240 | 2025.01.10 10:16:01 | filled | 269690684 | ||||
| 2025.01.15 16:00:00 | 29 | ITX | sell | 10 / 10 | 50.060 | 2025.01.15 16:00:00 | filled | 269690684 | ||||
| 2025.01.15 16:00:01 | 30 | ITX | buy | 10 / 10 | 50.080 | 2025.01.15 16:00:01 | filled | 269690684 | ||||
| 2025.01.22 18:29:59 | 31 | 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 |
| 2024.08.09 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2024.08.09 10:16:00 | 2 | ITX | buy | in | 10 | 43.390 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 269690684 |
| 2024.09.10 16:00:00 | 3 | ITX | sell | out | 10 | 46.800 | 3 | 0.00 | 0.00 | 34 100.00 | 44 100.00 | 269690684 |
| 2024.09.10 16:00:01 | 4 | ITX | buy | in | 10 | 46.810 | 4 | 0.00 | 0.00 | 0.00 | 44 100.00 | 269690684 |
| 2024.09.11 12:00:00 | 5 | ITX | sell | out | 10 | 48.100 | 5 | 0.00 | 0.00 | 12 900.00 | 57 000.00 | 269690684 |
| 2024.09.11 12:00:01 | 6 | ITX | buy | in | 10 | 48.120 | 6 | 0.00 | 0.00 | 0.00 | 57 000.00 | 269690684 |
| 2024.09.19 12:00:00 | 7 | ITX | sell | out | 10 | 51.460 | 7 | 0.00 | 0.00 | 33 400.00 | 90 400.00 | 269690684 |
| 2024.09.19 12:00:01 | 8 | ITX | buy | in | 10 | 51.480 | 8 | 0.00 | 0.00 | 0.00 | 90 400.00 | 269690684 |
| 2024.09.25 10:16:00 | 9 | ITX | sell | out | 10 | 52.840 | 9 | 0.00 | 0.00 | 13 600.00 | 104 000.00 | 269690684 |
| 2024.09.25 10:16:01 | 10 | ITX | buy | in | 10 | 52.880 | 10 | 0.00 | 0.00 | 0.00 | 104 000.00 | 269690684 |
| 2024.10.07 16:00:01 | 11 | ITX | sell | out | 10 | 52.580 | 11 | 0.00 | 0.00 | -3 000.00 | 101 000.00 | 269690684 |
| 2024.10.07 16:00:02 | 12 | ITX | buy | in | 10 | 52.600 | 12 | 0.00 | 0.00 | 0.00 | 101 000.00 | 269690684 |
| 2024.10.14 10:16:00 | 13 | ITX | sell | out | 10 | 53.260 | 13 | 0.00 | 0.00 | 6 600.00 | 107 600.00 | 269690684 |
| 2024.10.14 10:16:01 | 14 | ITX | buy | in | 10 | 53.300 | 14 | 0.00 | 0.00 | 0.00 | 107 600.00 | 269690684 |
| 2024.10.24 10:16:00 | 15 | ITX | sell | out | 10 | 54.520 | 15 | 0.00 | 0.00 | 12 200.00 | 119 800.00 | 269690684 |
| 2024.10.24 10:16:01 | 16 | ITX | buy | in | 10 | 54.580 | 16 | 0.00 | 0.00 | 0.00 | 119 800.00 | 269690684 |
| 2024.11.08 16:00:00 | 17 | ITX | sell | out | 10 | 52.120 | 17 | 0.00 | 0.00 | -24 600.00 | 95 200.00 | 269690684 |
| 2024.11.08 16:00:01 | 18 | ITX | buy | in | 10 | 52.140 | 18 | 0.00 | 0.00 | 0.00 | 95 200.00 | 269690684 |
| 2024.11.14 16:00:00 | 19 | ITX | sell | out | 10 | 50.840 | 19 | 0.00 | 0.00 | -13 000.00 | 82 200.00 | 269690684 |
| 2024.11.14 16:00:01 | 20 | ITX | buy | in | 10 | 50.860 | 20 | 0.00 | 0.00 | 0.00 | 82 200.00 | 269690684 |
| 2024.12.02 12:00:00 | 21 | ITX | sell | out | 10 | 52.880 | 21 | 0.00 | 0.00 | 20 200.00 | 102 400.00 | 269690684 |
| 2024.12.02 12:00:01 | 22 | ITX | buy | in | 10 | 52.900 | 22 | 0.00 | 0.00 | 0.00 | 102 400.00 | 269690684 |
| 2024.12.17 12:00:01 | 23 | ITX | sell | out | 10 | 50.960 | 23 | 0.00 | 0.00 | -19 400.00 | 83 000.00 | 269690684 |
| 2024.12.17 12:00:02 | 24 | ITX | buy | in | 10 | 50.980 | 24 | 0.00 | 0.00 | 0.00 | 83 000.00 | 269690684 |
| 2024.12.23 10:16:00 | 25 | ITX | sell | out | 10 | 49.740 | 25 | 0.00 | 0.00 | -12 400.00 | 70 600.00 | 269690684 |
| 2024.12.23 10:16:01 | 26 | ITX | buy | in | 10 | 49.790 | 26 | 0.00 | 0.00 | 0.00 | 70 600.00 | 269690684 |
| 2025.01.10 10:16:00 | 27 | ITX | sell | out | 10 | 51.200 | 27 | 0.00 | 0.00 | 14 100.00 | 84 700.00 | 269690684 |
| 2025.01.10 10:16:01 | 28 | ITX | buy | in | 10 | 51.240 | 28 | 0.00 | 0.00 | 0.00 | 84 700.00 | 269690684 |
| 2025.01.15 16:00:00 | 29 | ITX | sell | out | 10 | 50.060 | 29 | 0.00 | 0.00 | -11 800.00 | 72 900.00 | 269690684 |
| 2025.01.15 16:00:01 | 30 | ITX | buy | in | 10 | 50.080 | 30 | 0.00 | 0.00 | 0.00 | 72 900.00 | 269690684 |
| 2025.01.22 18:29:59 | 31 | ITX | sell | out | 10 | 48.470 | 31 | 0.00 | 0.00 | -16 100.00 | 56 800.00 | end of test |
| 0.00 | 0.00 | 46 800.00 | 56 800.00 | |||||||||