Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 2935847801_VALE3_240 | |||||||||||
| Symbol: | VALE3 | |||||||||||
| Period: | H4 (2024.07.31 - 2025.01.27) | |||||||||||
| Inputs: | Entry_Amount=100 | |||||||||||
| Stop_Loss= | ||||||||||||
| Take_Profit= | ||||||||||||
| Magic_Number=2935847801 | ||||||||||||
| Max_Spread=0 | ||||||||||||
| Min_Equity=0 | ||||||||||||
| Company: | Neural Target | |||||||||||
| Currency: | profit in pips | |||||||||||
| Initial Deposit: | 50 000.00 | |||||||||||
| Leverage: | 1:1 | |||||||||||
Results | ||||||||||||
| History Quality: | 96% | |||||||||||
| Bars: | 366 | Ticks: | 5669294 | Symbols: | 1 | |||||||
| Total Net Profit: | 87 600.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 5 500.00 | |||||||
| Gross Profit: | 87 600.00 | Balance Drawdown Maximal: | 0.00 (0.00%) | Equity Drawdown Maximal: | 15 500.00 (16.28%) | |||||||
| Gross Loss: | 0.00 | Balance Drawdown Relative: | 0.00% (0.00) | Equity Drawdown Relative: | 16.28% (15 500.00) | |||||||
| Profit Factor: | 0.00 | Expected Payoff: | 14 600.00 | Margin Level: | 235824.06% | |||||||
| Recovery Factor: | 5.65 | Sharpe Ratio: | 1.04 | Z-Score: | 0.00 (0.00%) | |||||||
| AHPR: | 1.1877 (18.77%) | LR Correlation: | 0.98 | OnTester result: | 0 | |||||||
| GHPR: | 1.1838 (18.38%) | LR Standard Error: | 3 244.85 | |||||||||
| Total Trades: | 6 | Short Trades (won %): | 3 (100.00%) | Long Trades (won %): | 3 (100.00%) | |||||||
| Total Deals: | 12 | Profit Trades (% of total): | 6 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
| Largest profit trade: | 22 200.00 | Largest loss trade: | 0.00 | |||||||||
| Average profit trade: | 14 600.00 | Average loss trade: | 0.00 | |||||||||
| Maximum consecutive wins ($): | 6 (87 600.00) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
| Maximal consecutive profit (count): | 87 600.00 (6) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
| Average consecutive wins: | 6 | Average consecutive losses: | 0 | |||||||||
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| Correlation (Profits,MFE): | 0.99 | Correlation (Profits,MAE): | 0.10 | Correlation (MFE,MAE): | 0.0752 | |||||||
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| Minimal position holding time: | 22:03:00 | Maximal position holding time: | 193:57:00 | Average position holding time: | 83:20:00 | |||||||
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Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.08.29 10:03:00 | 2 | VALE3 | sell | 100 / 100 | 58.97 | 2024.08.29 10:03:00 | filled | 2935847801 | ||||
| 2024.09.03 10:03:00 | 3 | VALE3 | buy | 100 / 100 | 57.52 | 2024.09.03 10:03:00 | filled | 2935847801 | ||||
| 2024.09.10 16:00:00 | 4 | VALE3 | buy | 100 / 100 | 55.62 | 2024.09.10 16:00:00 | filled | 2935847801 | ||||
| 2024.09.12 12:00:00 | 5 | VALE3 | sell | 100 / 100 | 57.84 | 2024.09.12 12:00:00 | filled | 2935847801 | ||||
| 2024.09.20 12:00:00 | 6 | VALE3 | sell | 100 / 100 | 57.37 | 2024.09.20 12:00:00 | filled | 2935847801 | ||||
| 2024.09.23 10:03:00 | 7 | VALE3 | buy | 100 / 100 | 56.67 | 2024.09.23 10:03:00 | filled | 2935847801 | ||||
| 2024.10.21 12:00:00 | 8 | VALE3 | buy | 100 / 100 | 60.11 | 2024.10.21 12:00:00 | filled | 2935847801 | ||||
| 2024.10.25 16:00:00 | 9 | VALE3 | sell | 100 / 100 | 61.78 | 2024.10.25 16:00:00 | filled | 2935847801 | ||||
| 2024.11.01 16:00:00 | 10 | VALE3 | sell | 100 / 100 | 61.46 | 2024.11.01 16:00:00 | filled | 2935847801 | ||||
| 2024.11.06 12:00:00 | 11 | VALE3 | buy | 100 / 100 | 60.38 | 2024.11.06 12:00:00 | filled | 2935847801 | ||||
| 2024.11.18 10:03:00 | 12 | VALE3 | buy | 100 / 100 | 56.66 | 2024.11.18 10:03:00 | filled | 2935847801 | ||||
| 2024.11.28 12:00:00 | 13 | VALE3 | sell | 100 / 100 | 58.30 | 2024.11.28 12:00:00 | filled | 2935847801 | ||||
Deals | ||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2024.07.31 00:00:00 | 1 | balance | 0.00 | 0.00 | 50 000.00 | 50 000.00 | ||||||
| 2024.08.29 10:03:00 | 2 | VALE3 | sell | in | 100 | 58.97 | 2 | 0.00 | 0.00 | 0.00 | 50 000.00 | 2935847801 |
| 2024.09.03 10:03:00 | 3 | VALE3 | buy | out | 100 | 57.52 | 3 | 0.00 | 0.00 | 14 500.00 | 64 500.00 | 2935847801 |
| 2024.09.10 16:00:00 | 4 | VALE3 | buy | in | 100 | 55.62 | 4 | 0.00 | 0.00 | 0.00 | 64 500.00 | 2935847801 |
| 2024.09.12 12:00:00 | 5 | VALE3 | sell | out | 100 | 57.84 | 5 | 0.00 | 0.00 | 22 200.00 | 86 700.00 | 2935847801 |
| 2024.09.20 12:00:00 | 6 | VALE3 | sell | in | 100 | 57.37 | 6 | 0.00 | 0.00 | 0.00 | 86 700.00 | 2935847801 |
| 2024.09.23 10:03:00 | 7 | VALE3 | buy | out | 100 | 56.67 | 7 | 0.00 | 0.00 | 7 000.00 | 93 700.00 | 2935847801 |
| 2024.10.21 12:00:00 | 8 | VALE3 | buy | in | 100 | 60.11 | 8 | 0.00 | 0.00 | 0.00 | 93 700.00 | 2935847801 |
| 2024.10.25 16:00:00 | 9 | VALE3 | sell | out | 100 | 61.78 | 9 | 0.00 | 0.00 | 16 700.00 | 110 400.00 | 2935847801 |
| 2024.11.01 16:00:00 | 10 | VALE3 | sell | in | 100 | 61.46 | 10 | 0.00 | 0.00 | 0.00 | 110 400.00 | 2935847801 |
| 2024.11.06 12:00:00 | 11 | VALE3 | buy | out | 100 | 60.38 | 11 | 0.00 | 0.00 | 10 800.00 | 121 200.00 | 2935847801 |
| 2024.11.18 10:03:00 | 12 | VALE3 | buy | in | 100 | 56.66 | 12 | 0.00 | 0.00 | 0.00 | 121 200.00 | 2935847801 |
| 2024.11.28 12:00:00 | 13 | VALE3 | sell | out | 100 | 58.30 | 13 | 0.00 | 0.00 | 16 400.00 | 137 600.00 | 2935847801 |
| 0.00 | 0.00 | 87 600.00 | 137 600.00 | |||||||||