Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 298449441_ITUB4_30 | |||||||||||
| Symbol: | ITUB4 | |||||||||||
| Period: | M30 (2024.11.21 - 2025.01.27) | |||||||||||
| Inputs: | Entry_Amount=100 | |||||||||||
| Stop_Loss= | ||||||||||||
| Take_Profit= | ||||||||||||
| Magic_Number=298449441 | ||||||||||||
| Max_Spread=0 | ||||||||||||
| Min_Equity=0 | ||||||||||||
| Company: | Neural Target | |||||||||||
| Currency: | profit in pips | |||||||||||
| Initial Deposit: | 50 000.00 | |||||||||||
| Leverage: | 1:1 | |||||||||||
Results | ||||||||||||
| History Quality: | 95% | |||||||||||
| Bars: | 692 | Ticks: | 1791883 | Symbols: | 1 | |||||||
| Total Net Profit: | 55 800.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 9 000.00 | |||||||
| Gross Profit: | 55 800.00 | Balance Drawdown Maximal: | 0.00 (0.00%) | Equity Drawdown Maximal: | 20 100.00 (27.88%) | |||||||
| Gross Loss: | 0.00 | Balance Drawdown Relative: | 0.00% (0.00) | Equity Drawdown Relative: | 27.88% (20 100.00) | |||||||
| Profit Factor: | 0.00 | Expected Payoff: | 18 600.00 | Margin Level: | 268500.33% | |||||||
| Recovery Factor: | 2.78 | Sharpe Ratio: | 0.27 | Z-Score: | 0.00 (0.00%) | |||||||
| AHPR: | 1.2853 (28.53%) | LR Correlation: | 0.98 | OnTester result: | 0 | |||||||
| GHPR: | 1.2838 (28.38%) | LR Standard Error: | 3 742.46 | |||||||||
| Total Trades: | 3 | Short Trades (won %): | 2 (100.00%) | Long Trades (won %): | 1 (100.00%) | |||||||
| Total Deals: | 6 | Profit Trades (% of total): | 3 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
| Largest profit trade: | 23 200.00 | Largest loss trade: | 0.00 | |||||||||
| Average profit trade: | 18 600.00 | Average loss trade: | 0.00 | |||||||||
| Maximum consecutive wins ($): | 3 (55 800.00) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
| Maximal consecutive profit (count): | 55 800.00 (3) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
| Average consecutive wins: | 3 | Average consecutive losses: | 0 | |||||||||
 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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| Correlation (Profits,MFE): | 0.81 | Correlation (Profits,MAE): | 0.07 | Correlation (MFE,MAE): | 0.6460 | |||||||
 | ||||||||||||
| Minimal position holding time: | 337:57:00 | Maximal position holding time: | 390:54:58 | Average position holding time: | 370:37:19 | |||||||
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Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.11.21 10:03:00 | 2 | ITUB4 | sell | 100 / 100 | 33.94 | 2024.11.21 10:03:00 | filled | 298449441 | ||||
| 2024.12.11 12:00:00 | 3 | ITUB4 | buy | 100 / 100 | 32.74 | 2024.12.11 12:00:00 | filled | 298449441 | ||||
| 2024.12.11 12:00:01 | 4 | ITUB4 | sell | 100 / 100 | 32.73 | 2024.12.11 12:00:01 | filled | 298449441 | ||||
| 2025.01.02 11:00:00 | 5 | ITUB4 | buy | 100 / 100 | 30.41 | 2025.01.02 11:00:00 | filled | 298449441 | ||||
| 2025.01.02 11:00:01 | 6 | ITUB4 | buy | 100 / 100 | 30.40 | 2025.01.02 11:00:01 | filled | 298449441 | ||||
| 2025.01.24 17:54:59 | 7 | ITUB4 | sell | 100 / 100 | 32.46 | 2025.01.24 17:54:59 | filled | end of test | ||||
Deals | ||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2024.11.21 00:00:00 | 1 | balance | 0.00 | 0.00 | 50 000.00 | 50 000.00 | ||||||
| 2024.11.21 10:03:00 | 2 | ITUB4 | sell | in | 100 | 33.94 | 2 | 0.00 | 0.00 | 0.00 | 50 000.00 | 298449441 |
| 2024.12.11 12:00:00 | 3 | ITUB4 | buy | out | 100 | 32.74 | 3 | 0.00 | 0.00 | 12 000.00 | 62 000.00 | 298449441 |
| 2024.12.11 12:00:01 | 4 | ITUB4 | sell | in | 100 | 32.73 | 4 | 0.00 | 0.00 | 0.00 | 62 000.00 | 298449441 |
| 2025.01.02 11:00:00 | 5 | ITUB4 | buy | out | 100 | 30.41 | 5 | 0.00 | 0.00 | 23 200.00 | 85 200.00 | 298449441 |
| 2025.01.02 11:00:01 | 6 | ITUB4 | buy | in | 100 | 30.40 | 6 | 0.00 | 0.00 | 0.00 | 85 200.00 | 298449441 |
| 2025.01.24 17:54:59 | 7 | ITUB4 | sell | out | 100 | 32.46 | 7 | 0.00 | 0.00 | 20 600.00 | 105 800.00 | end of test |
| 0.00 | 0.00 | 55 800.00 | 105 800.00 | |||||||||