Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 279009093_ASML_60 | |||||||||||
Symbol: | ASML | |||||||||||
Period: | H1 (2024.10.25 - 2025.01.23) | |||||||||||
Inputs: | Entry_Amount=10 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=279009093 | ||||||||||||
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: | 541 | Ticks: | 707056 | Symbols: | 1 | |||||||
Total Net Profit: | 1 076 000.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 6 410.00 | |||||||
Gross Profit: | 1 171 000.00 | Balance Drawdown Maximal: | 61 000.00 (16.05%) | Equity Drawdown Maximal: | 7 489.00 (67.42%) | |||||||
Gross Loss: | -95 000.00 | Balance Drawdown Relative: | 16.05% (61 000.00) | Equity Drawdown Relative: | 67.42% (7 489.00) | |||||||
Profit Factor: | 12.33 | Expected Payoff: | 107 600.00 | Margin Level: | ||||||||
Recovery Factor: | 143.68 | Sharpe Ratio: | 0.05 | Z-Score: | 1.06 (71.09%) | |||||||
AHPR: | 2.4756 (147.56%) | LR Correlation: | 0.95 | OnTester result: | 0 | |||||||
GHPR: | 1.5980 (59.80%) | LR Standard Error: | 120 559.45 | |||||||||
Total Trades: | 10 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 10 (70.00%) | |||||||
Total Deals: | 20 | Profit Trades (% of total): | 7 (70.00%) | Loss Trades (% of total): | 3 (30.00%) | |||||||
Largest profit trade: | 321 000.00 | Largest loss trade: | -61 000.00 | |||||||||
Average profit trade: | 167 285.71 | Average loss trade: | -31 666.67 | |||||||||
Maximum consecutive wins ($): | 4 (787 000.00) | Maximum consecutive losses ($): | 1 (-61 000.00) | |||||||||
Maximal consecutive profit (count): | 787 000.00 (4) | Maximal consecutive loss (count): | -61 000.00 (1) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.71 | Correlation (Profits,MAE): | 0.42 | Correlation (MFE,MAE): | 0.0164 | |||||||
Minimal position holding time: | 1:00:00 | Maximal position holding time: | 281:15:59 | Average position holding time: | 93:02:59 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.08 16:00:00 | 2 | ASML | buy | 10 / 10 | 619.400 | 2024.11.08 16:00:00 | filled | 279009093 | ||||
2024.11.11 12:00:00 | 3 | ASML | sell | 10 / 10 | 630.700 | 2024.11.11 12:00:00 | filled | 279009093 | ||||
2024.11.12 10:16:00 | 4 | ASML | buy | 10 / 10 | 626.200 | 2024.11.12 10:16:00 | filled | 279009093 | ||||
2024.11.14 11:00:00 | 5 | ASML | sell | 10 / 10 | 651.900 | 2024.11.14 11:00:00 | filled | 279009093 | ||||
2024.11.14 11:00:01 | 6 | ASML | buy | 10 / 10 | 652.000 | 2024.11.14 11:00:01 | filled | 279009093 | ||||
2024.11.22 11:00:00 | 7 | ASML | sell | 10 / 10 | 645.900 | 2024.11.22 11:00:00 | filled | 279009093 | ||||
2024.11.28 11:00:00 | 8 | ASML | buy | 10 / 10 | 651.000 | 2024.11.28 11:00:00 | filled | 279009093 | ||||
2024.11.28 14:00:00 | 9 | ASML | sell | 10 / 10 | 652.400 | 2024.11.28 14:00:00 | filled | 279009093 | ||||
2024.11.29 15:00:00 | 10 | ASML | buy | 10 / 10 | 644.400 | 2024.11.29 15:00:00 | filled | 279009093 | ||||
2024.11.29 16:00:00 | 11 | ASML | sell | 10 / 10 | 644.200 | 2024.11.29 16:00:00 | filled | 279009093 | ||||
2024.12.02 17:00:00 | 12 | ASML | buy | 10 / 10 | 653.200 | 2024.12.02 17:00:00 | filled | 279009093 | ||||
2024.12.11 17:00:00 | 13 | ASML | sell | 10 / 10 | 677.400 | 2024.12.11 17:00:00 | filled | 279009093 | ||||
2024.12.11 17:00:01 | 14 | ASML | buy | 10 / 10 | 677.500 | 2024.12.11 17:00:01 | filled | 279009093 | ||||
2024.12.27 10:16:00 | 15 | ASML | sell | 10 / 10 | 682.600 | 2024.12.27 10:16:00 | filled | 279009093 | ||||
2025.01.03 18:00:00 | 16 | ASML | buy | 10 / 10 | 688.600 | 2025.01.03 18:00:00 | filled | 279009093 | ||||
2025.01.14 15:00:00 | 17 | ASML | sell | 10 / 10 | 720.700 | 2025.01.14 15:00:00 | filled | 279009093 | ||||
2025.01.16 13:00:00 | 18 | ASML | buy | 10 / 10 | 734.500 | 2025.01.16 13:00:00 | filled | 279009093 | ||||
2025.01.22 15:00:00 | 19 | ASML | sell | 10 / 10 | 751.800 | 2025.01.22 15:00:00 | filled | 279009093 | ||||
2025.01.22 17:00:00 | 20 | ASML | buy | 10 / 10 | 748.900 | 2025.01.22 17:00:00 | filled | 279009093 | ||||
2025.01.22 18:29:59 | 21 | ASML | sell | 10 / 10 | 745.700 | 2025.01.22 18:29:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.10.25 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.08 16:00:00 | 2 | ASML | buy | in | 10 | 619.400 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 279009093 |
2024.11.11 12:00:00 | 3 | ASML | sell | out | 10 | 630.700 | 3 | 0.00 | 0.00 | 113 000.00 | 123 000.00 | 279009093 |
2024.11.12 10:16:00 | 4 | ASML | buy | in | 10 | 626.200 | 4 | 0.00 | 0.00 | 0.00 | 123 000.00 | 279009093 |
2024.11.14 11:00:00 | 5 | ASML | sell | out | 10 | 651.900 | 5 | 0.00 | 0.00 | 257 000.00 | 380 000.00 | 279009093 |
2024.11.14 11:00:01 | 6 | ASML | buy | in | 10 | 652.000 | 6 | 0.00 | 0.00 | 0.00 | 380 000.00 | 279009093 |
2024.11.22 11:00:00 | 7 | ASML | sell | out | 10 | 645.900 | 7 | 0.00 | 0.00 | -61 000.00 | 319 000.00 | 279009093 |
2024.11.28 11:00:00 | 8 | ASML | buy | in | 10 | 651.000 | 8 | 0.00 | 0.00 | 0.00 | 319 000.00 | 279009093 |
2024.11.28 14:00:00 | 9 | ASML | sell | out | 10 | 652.400 | 9 | 0.00 | 0.00 | 14 000.00 | 333 000.00 | 279009093 |
2024.11.29 15:00:00 | 10 | ASML | buy | in | 10 | 644.400 | 10 | 0.00 | 0.00 | 0.00 | 333 000.00 | 279009093 |
2024.11.29 16:00:00 | 11 | ASML | sell | out | 10 | 644.200 | 11 | 0.00 | 0.00 | -2 000.00 | 331 000.00 | 279009093 |
2024.12.02 17:00:00 | 12 | ASML | buy | in | 10 | 653.200 | 12 | 0.00 | 0.00 | 0.00 | 331 000.00 | 279009093 |
2024.12.11 17:00:00 | 13 | ASML | sell | out | 10 | 677.400 | 13 | 0.00 | 0.00 | 242 000.00 | 573 000.00 | 279009093 |
2024.12.11 17:00:01 | 14 | ASML | buy | in | 10 | 677.500 | 14 | 0.00 | 0.00 | 0.00 | 573 000.00 | 279009093 |
2024.12.27 10:16:00 | 15 | ASML | sell | out | 10 | 682.600 | 15 | 0.00 | 0.00 | 51 000.00 | 624 000.00 | 279009093 |
2025.01.03 18:00:00 | 16 | ASML | buy | in | 10 | 688.600 | 16 | 0.00 | 0.00 | 0.00 | 624 000.00 | 279009093 |
2025.01.14 15:00:00 | 17 | ASML | sell | out | 10 | 720.700 | 17 | 0.00 | 0.00 | 321 000.00 | 945 000.00 | 279009093 |
2025.01.16 13:00:00 | 18 | ASML | buy | in | 10 | 734.500 | 18 | 0.00 | 0.00 | 0.00 | 945 000.00 | 279009093 |
2025.01.22 15:00:00 | 19 | ASML | sell | out | 10 | 751.800 | 19 | 0.00 | 0.00 | 173 000.00 | 1 118 000.00 | 279009093 |
2025.01.22 17:00:00 | 20 | ASML | buy | in | 10 | 748.900 | 20 | 0.00 | 0.00 | 0.00 | 1 118 000.00 | 279009093 |
2025.01.22 18:29:59 | 21 | ASML | sell | out | 10 | 745.700 | 21 | 0.00 | 0.00 | -32 000.00 | 1 086 000.00 | end of test |
0.00 | 0.00 | 1 076 000.00 | 1 086 000.00 | |||||||||