Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 271688561_EMBR3_15 | |||||||||||
Symbol: | EMBR3 | |||||||||||
Period: | M15 (2024.12.15 - 2025.01.29) | |||||||||||
Inputs: | Entry_Amount=100 | |||||||||||
Stop_Loss=0 | ||||||||||||
Take_Profit=64 | ||||||||||||
Magic_Number=271688561 | ||||||||||||
Max_Spread=0 | ||||||||||||
Min_Equity=0 | ||||||||||||
Company: | Neural Target | |||||||||||
Currency: | profit in pips | |||||||||||
Initial Deposit: | 50 000.00 | |||||||||||
Leverage: | 1:1 | |||||||||||
Results | ||||||||||||
History Quality: | 93% | |||||||||||
Bars: | 896 | Ticks: | 624201 | Symbols: | 1 | |||||||
Total Net Profit: | 25 400.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 8 500.00 | |||||||
Gross Profit: | 50 800.00 | Balance Drawdown Maximal: | 25 400.00 (25.20%) | Equity Drawdown Maximal: | 33 200.00 (32.33%) | |||||||
Gross Loss: | -25 400.00 | Balance Drawdown Relative: | 25.20% (25 400.00) | Equity Drawdown Relative: | 33.17% (20 600.00) | |||||||
Profit Factor: | 2.00 | Expected Payoff: | 2 822.22 | Margin Level: | 148426.32% | |||||||
Recovery Factor: | 0.77 | Sharpe Ratio: | 0.79 | Z-Score: | -0.67 (49.71%) | |||||||
AHPR: | 1.0536 (5.36%) | LR Correlation: | 0.84 | OnTester result: | 0 | |||||||
GHPR: | 1.0467 (4.67%) | LR Standard Error: | 9 043.64 | |||||||||
Total Trades: | 9 | Short Trades (won %): | 4 (100.00%) | Long Trades (won %): | 5 (80.00%) | |||||||
Total Deals: | 18 | Profit Trades (% of total): | 8 (88.89%) | Loss Trades (% of total): | 1 (11.11%) | |||||||
Largest profit trade: | 6 600.00 | Largest loss trade: | -25 400.00 | |||||||||
Average profit trade: | 6 350.00 | Average loss trade: | -25 400.00 | |||||||||
Maximum consecutive wins ($): | 8 (50 800.00) | Maximum consecutive losses ($): | 1 (-25 400.00) | |||||||||
Maximal consecutive profit (count): | 50 800.00 (8) | Maximal consecutive loss (count): | -25 400.00 (1) | |||||||||
Average consecutive wins: | 8 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 1.00 | Correlation (Profits,MAE): | 0.86 | Correlation (MFE,MAE): | 0.8579 | |||||||
Minimal position holding time: | 0:57:59 | Maximal position holding time: | 163:08:28 | Average position holding time: | 40:29:13 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.12.17 12:30:00 | 2 | EMBR3 | sell | 100 / 100 | 56.50 | 55.87 | 2024.12.17 12:30:00 | filled | 271688561 | |||
2024.12.18 11:31:05 | 3 | EMBR3 | buy | 100 / 100 | 55.87 | 2024.12.18 11:31:05 | filled | tp 55.87 | ||||
2024.12.18 15:00:00 | 4 | EMBR3 | buy | 100 / 100 | 55.91 | 56.54 | 2024.12.18 15:00:00 | filled | 271688561 | |||
2024.12.27 10:08:28 | 5 | EMBR3 | sell | 100 / 100 | 56.54 | 2024.12.27 10:08:28 | filled | tp 56.54 | ||||
2025.01.06 14:15:00 | 6 | EMBR3 | buy | 100 / 100 | 56.66 | 57.29 | 2025.01.06 14:15:00 | filled | 271688561 | |||
2025.01.07 10:04:03 | 7 | EMBR3 | sell | 100 / 100 | 57.29 | 2025.01.07 10:04:03 | filled | tp 57.29 | ||||
2025.01.07 13:15:00 | 8 | EMBR3 | sell | 100 / 100 | 57.95 | 57.32 | 2025.01.07 13:15:00 | filled | 271688561 | |||
2025.01.08 15:48:05 | 9 | EMBR3 | buy | 100 / 100 | 57.32 | 2025.01.08 15:48:05 | filled | tp 57.32 | ||||
2025.01.09 11:30:00 | 10 | EMBR3 | buy | 100 / 100 | 57.32 | 57.95 | 2025.01.09 11:30:00 | filled | 271688561 | |||
2025.01.13 10:40:38 | 11 | EMBR3 | sell | 100 / 100 | 57.95 | 2025.01.13 10:40:38 | filled | tp 57.95 | ||||
2025.01.13 13:00:00 | 12 | EMBR3 | sell | 100 / 100 | 57.08 | 56.45 | 2025.01.13 13:00:00 | filled | 271688561 | |||
2025.01.13 13:57:59 | 13 | EMBR3 | buy | 100 / 100 | 56.45 | 2025.01.13 13:57:59 | filled | tp 56.45 | ||||
2025.01.13 15:45:00 | 14 | EMBR3 | buy | 100 / 100 | 56.62 | 57.25 | 2025.01.13 15:45:00 | filled | 271688561 | |||
2025.01.14 16:34:04 | 15 | EMBR3 | sell | 100 / 100 | 57.25 | 2025.01.14 16:34:04 | filled | tp 57.25 | ||||
2025.01.15 12:00:00 | 16 | EMBR3 | sell | 100 / 100 | 58.42 | 57.79 | 2025.01.15 12:00:00 | filled | 271688561 | |||
2025.01.15 15:01:42 | 17 | EMBR3 | buy | 100 / 100 | 57.79 | 2025.01.15 15:01:42 | filled | tp 57.79 | ||||
2025.01.24 10:03:00 | 18 | EMBR3 | buy | 100 / 100 | 61.91 | 62.54 | 2025.01.24 10:03:00 | filled | 271688561 | |||
2025.01.28 17:54:59 | 19 | EMBR3 | sell | 100 / 100 | 59.37 | 2025.01.28 17:54:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.12.15 00:00:00 | 1 | balance | 0.00 | 0.00 | 50 000.00 | 50 000.00 | ||||||
2024.12.17 12:30:00 | 2 | EMBR3 | sell | in | 100 | 56.50 | 2 | 0.00 | 0.00 | 0.00 | 50 000.00 | 271688561 |
2024.12.18 11:31:05 | 3 | EMBR3 | buy | out | 100 | 55.88 | 3 | 0.00 | 0.00 | 6 200.00 | 56 200.00 | tp 55.87 |
2024.12.18 15:00:00 | 4 | EMBR3 | buy | in | 100 | 55.91 | 4 | 0.00 | 0.00 | 0.00 | 56 200.00 | 271688561 |
2024.12.27 10:08:28 | 5 | EMBR3 | sell | out | 100 | 56.57 | 5 | 0.00 | 0.00 | 6 600.00 | 62 800.00 | tp 56.54 |
2025.01.06 14:15:00 | 6 | EMBR3 | buy | in | 100 | 56.66 | 6 | 0.00 | 0.00 | 0.00 | 62 800.00 | 271688561 |
2025.01.07 10:04:03 | 7 | EMBR3 | sell | out | 100 | 57.30 | 7 | 0.00 | 0.00 | 6 400.00 | 69 200.00 | tp 57.29 |
2025.01.07 13:15:00 | 8 | EMBR3 | sell | in | 100 | 57.95 | 8 | 0.00 | 0.00 | 0.00 | 69 200.00 | 271688561 |
2025.01.08 15:48:05 | 9 | EMBR3 | buy | out | 100 | 57.33 | 9 | 0.00 | 0.00 | 6 200.00 | 75 400.00 | tp 57.32 |
2025.01.09 11:30:00 | 10 | EMBR3 | buy | in | 100 | 57.32 | 10 | 0.00 | 0.00 | 0.00 | 75 400.00 | 271688561 |
2025.01.13 10:40:38 | 11 | EMBR3 | sell | out | 100 | 57.95 | 11 | 0.00 | 0.00 | 6 300.00 | 81 700.00 | tp 57.95 |
2025.01.13 13:00:00 | 12 | EMBR3 | sell | in | 100 | 57.08 | 12 | 0.00 | 0.00 | 0.00 | 81 700.00 | 271688561 |
2025.01.13 13:57:59 | 13 | EMBR3 | buy | out | 100 | 56.46 | 13 | 0.00 | 0.00 | 6 200.00 | 87 900.00 | tp 56.45 |
2025.01.13 15:45:00 | 14 | EMBR3 | buy | in | 100 | 56.62 | 14 | 0.00 | 0.00 | 0.00 | 87 900.00 | 271688561 |
2025.01.14 16:34:04 | 15 | EMBR3 | sell | out | 100 | 57.25 | 15 | 0.00 | 0.00 | 6 300.00 | 94 200.00 | tp 57.25 |
2025.01.15 12:00:00 | 16 | EMBR3 | sell | in | 100 | 58.42 | 16 | 0.00 | 0.00 | 0.00 | 94 200.00 | 271688561 |
2025.01.15 15:01:42 | 17 | EMBR3 | buy | out | 100 | 57.76 | 17 | 0.00 | 0.00 | 6 600.00 | 100 800.00 | tp 57.79 |
2025.01.24 10:03:00 | 18 | EMBR3 | buy | in | 100 | 61.91 | 18 | 0.00 | 0.00 | 0.00 | 100 800.00 | 271688561 |
2025.01.28 17:54:59 | 19 | EMBR3 | sell | out | 100 | 59.37 | 19 | 0.00 | 0.00 | -25 400.00 | 75 400.00 | end of test |
0.00 | 0.00 | 25 400.00 | 75 400.00 | |||||||||