Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 2701610064_BNP_240_nt | |||||||||||
Symbol: | BNP | |||||||||||
Period: | H4 (2024.08.10 - 2025.02.06) | |||||||||||
Inputs: | _Properties_=------ | |||||||||||
Magic_Number=2701610064 | ||||||||||||
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: | 343 | Ticks: | 1135657 | Symbols: | 1 | |||||||
Total Net Profit: | 25 600.00 | Balance Drawdown Absolute: | 28 700.00 | Equity Drawdown Absolute: | 596.40 | |||||||
Gross Profit: | 71 200.00 | Balance Drawdown Maximal: | 45 600.00 (169.52%) | Equity Drawdown Maximal: | 613.30 (6.12%) | |||||||
Gross Loss: | -45 600.00 | Balance Drawdown Relative: | 169.52% (45 600.00) | Equity Drawdown Relative: | 6.12% (613.30) | |||||||
Profit Factor: | 1.56 | Expected Payoff: | 3 657.14 | Margin Level: | ||||||||
Recovery Factor: | 41.74 | Sharpe Ratio: | 0.00 | Z-Score: | 1.74 (91.81%) | |||||||
AHPR: | 0.2695 (-73.05%) | LR Correlation: | -0.20 | OnTester result: | 0 | |||||||
GHPR: | 1.1989 (19.89%) | LR Standard Error: | 20 896.98 | |||||||||
Total Trades: | 7 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 7 (85.71%) | |||||||
Total Deals: | 14 | Profit Trades (% of total): | 6 (85.71%) | Loss Trades (% of total): | 1 (14.29%) | |||||||
Largest profit trade: | 46 200.00 | Largest loss trade: | -45 600.00 | |||||||||
Average profit trade: | 11 866.67 | Average loss trade: | -45 600.00 | |||||||||
Maximum consecutive wins ($): | 4 (16 900.00) | Maximum consecutive losses ($): | 1 (-45 600.00) | |||||||||
Maximal consecutive profit (count): | 54 300.00 (2) | Maximal consecutive loss (count): | -45 600.00 (1) | |||||||||
Average consecutive wins: | 3 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | -0.06 | Correlation (Profits,MAE): | 0.76 | Correlation (MFE,MAE): | -0.6790 | |||||||
Minimal position holding time: | 23:59:59 | Maximal position holding time: | 1709:43:59 | Average position holding time: | 402:19:07 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.08.12 10:16:00 | 2 | BNP | buy | 10 / 10 | 59.560 | 2024.08.12 10:16:00 | filled | 2701610064 | ||||
2024.08.16 10:16:00 | 3 | BNP | sell | 10 / 10 | 60.640 | 2024.08.16 10:16:00 | filled | 2701610064 | ||||
2024.08.16 10:16:01 | 4 | BNP | buy | 10 / 10 | 60.650 | 2024.08.16 10:16:01 | filled | 2701610064 | ||||
2024.08.19 10:16:00 | 5 | BNP | sell | 10 / 10 | 61.260 | 2024.08.19 10:16:00 | filled | 2701610064 | ||||
2024.08.19 10:16:01 | 6 | BNP | buy | 10 / 10 | 61.280 | 2024.08.19 10:16:01 | filled | 2701610064 | ||||
2024.08.21 16:00:00 | 7 | BNP | sell | 10 / 10 | 61.280 | 2024.08.21 16:00:00 | filled | 2701610064 | ||||
2024.08.21 16:00:01 | 8 | BNP | buy | 10 / 10 | 61.290 | 2024.08.21 16:00:01 | filled | 2701610064 | ||||
2024.08.23 10:16:00 | 9 | BNP | sell | 10 / 10 | 61.290 | 2024.08.23 10:16:00 | filled | 2701610064 | ||||
2024.08.23 10:16:01 | 10 | BNP | buy | 10 / 10 | 61.310 | 2024.08.23 10:16:01 | filled | 2701610064 | ||||
2024.12.02 16:00:00 | 11 | BNP | sell | 10 / 10 | 56.750 | 2024.12.02 16:00:00 | filled | 2701610064 | ||||
2024.12.02 16:00:01 | 12 | BNP | buy | 10 / 10 | 56.760 | 2024.12.02 16:00:01 | filled | 2701610064 | ||||
2024.12.05 12:00:00 | 13 | BNP | sell | 10 / 10 | 57.570 | 2024.12.05 12:00:00 | filled | 2701610064 | ||||
2024.12.05 12:00:01 | 14 | BNP | buy | 10 / 10 | 57.580 | 2024.12.05 12:00:01 | filled | 2701610064 | ||||
2025.01.22 18:29:59 | 15 | BNP | sell | 10 / 10 | 62.200 | 2025.01.22 18:29:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.08.10 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.08.12 10:16:00 | 2 | BNP | buy | in | 10 | 59.560 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 2701610064 |
2024.08.16 10:16:00 | 3 | BNP | sell | out | 10 | 60.640 | 3 | 0.00 | 0.00 | 10 800.00 | 20 800.00 | 2701610064 |
2024.08.16 10:16:01 | 4 | BNP | buy | in | 10 | 60.650 | 4 | 0.00 | 0.00 | 0.00 | 20 800.00 | 2701610064 |
2024.08.19 10:16:00 | 5 | BNP | sell | out | 10 | 61.260 | 5 | 0.00 | 0.00 | 6 100.00 | 26 900.00 | 2701610064 |
2024.08.19 10:16:01 | 6 | BNP | buy | in | 10 | 61.280 | 6 | 0.00 | 0.00 | 0.00 | 26 900.00 | 2701610064 |
2024.08.21 16:00:00 | 7 | BNP | sell | out | 10 | 61.280 | 7 | 0.00 | 0.00 | 0.00 | 26 900.00 | 2701610064 |
2024.08.21 16:00:01 | 8 | BNP | buy | in | 10 | 61.290 | 8 | 0.00 | 0.00 | 0.00 | 26 900.00 | 2701610064 |
2024.08.23 10:16:00 | 9 | BNP | sell | out | 10 | 61.290 | 9 | 0.00 | 0.00 | 0.00 | 26 900.00 | 2701610064 |
2024.08.23 10:16:01 | 10 | BNP | buy | in | 10 | 61.310 | 10 | 0.00 | 0.00 | 0.00 | 26 900.00 | 2701610064 |
2024.12.02 16:00:00 | 11 | BNP | sell | out | 10 | 56.750 | 11 | 0.00 | 0.00 | -45 600.00 | -18 700.00 | 2701610064 |
2024.12.02 16:00:01 | 12 | BNP | buy | in | 10 | 56.760 | 12 | 0.00 | 0.00 | 0.00 | -18 700.00 | 2701610064 |
2024.12.05 12:00:00 | 13 | BNP | sell | out | 10 | 57.570 | 13 | 0.00 | 0.00 | 8 100.00 | -10 600.00 | 2701610064 |
2024.12.05 12:00:01 | 14 | BNP | buy | in | 10 | 57.580 | 14 | 0.00 | 0.00 | 0.00 | -10 600.00 | 2701610064 |
2025.01.22 18:29:59 | 15 | BNP | sell | out | 10 | 62.200 | 15 | 0.00 | 0.00 | 46 200.00 | 35 600.00 | end of test |
0.00 | 0.00 | 25 600.00 | 35 600.00 | |||||||||