Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 3127216176_MSFT_240_nt | |||||||||||
| Symbol: | MSFT | |||||||||||
| Period: | H4 (2024.08.09 - 2025.02.05) | |||||||||||
| Inputs: | _Properties_=------ | |||||||||||
| Magic_Number=3127216176 | ||||||||||||
| 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: | 99% | |||||||||||
| Bars: | 195 | Ticks: | 4315432 | Symbols: | 1 | |||||||
| Total Net Profit: | 27 570.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 402 860.00 | |||||||
| Gross Profit: | 40 520.00 | Balance Drawdown Maximal: | 12 480.00 (33.39%) | Equity Drawdown Maximal: | 402 860.00 (4 028.60%) | |||||||
| Gross Loss: | -12 950.00 | Balance Drawdown Relative: | 33.39% (12 480.00) | Equity Drawdown Relative: | 4 028.60% (402 860.00) | |||||||
| Profit Factor: | 3.13 | Expected Payoff: | 4 595.00 | Margin Level: | 939.00% | |||||||
| Recovery Factor: | 0.07 | Sharpe Ratio: | 0.13 | Z-Score: | 0.88 (62.11%) | |||||||
| AHPR: | 1.3792 (37.92%) | LR Correlation: | 0.67 | OnTester result: | 0 | |||||||
| GHPR: | 1.2468 (24.68%) | LR Standard Error: | 7 361.10 | |||||||||
| Total Trades: | 6 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 6 (66.67%) | |||||||
| Total Deals: | 12 | Profit Trades (% of total): | 4 (66.67%) | Loss Trades (% of total): | 2 (33.33%) | |||||||
| Largest profit trade: | 17 760.00 | Largest loss trade: | -12 480.00 | |||||||||
| Average profit trade: | 10 130.00 | Average loss trade: | -6 475.00 | |||||||||
| Maximum consecutive wins ($): | 2 (27 380.00) | Maximum consecutive losses ($): | 1 (-12 480.00) | |||||||||
| Maximal consecutive profit (count): | 27 380.00 (2) | Maximal consecutive loss (count): | -12 480.00 (1) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
 | ||||||||||||
| Correlation (Profits,MFE): | 0.20 | Correlation (Profits,MAE): | -0.60 | Correlation (MFE,MAE): | -0.1764 | |||||||
 | ||||||||||||
| Minimal position holding time: | 136:30:00 | Maximal position holding time: | 575:59:59 | Average position holding time: | 403:50:09 | |||||||
 | ||||||||||||
Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.08.09 00:00:00 | 2 | MSFT | buy | 10 / 10 | 402.86 | 2024.08.09 00:00:00 | filled | 3127216176 | ||||
| 2024.08.16 16:30:00 | 3 | MSFT | sell | 10 / 10 | 420.62 | 2024.08.16 16:30:00 | filled | 3127216176 | ||||
| 2024.08.16 16:30:01 | 4 | MSFT | buy | 10 / 10 | 420.66 | 2024.08.16 16:30:01 | filled | 3127216176 | ||||
| 2024.09.13 20:00:00 | 5 | MSFT | sell | 10 / 10 | 430.28 | 2024.09.13 20:00:00 | filled | 3127216176 | ||||
| 2024.09.13 20:00:01 | 6 | MSFT | buy | 10 / 10 | 430.28 | 2024.09.13 20:00:01 | filled | 3127216176 | ||||
| 2024.10.17 20:00:00 | 7 | MSFT | sell | 10 / 10 | 417.80 | 2024.10.17 20:00:00 | filled | 3127216176 | ||||
| 2024.10.17 20:00:01 | 8 | MSFT | buy | 10 / 10 | 417.84 | 2024.10.17 20:00:01 | filled | 3127216176 | ||||
| 2024.11.13 20:00:00 | 9 | MSFT | sell | 10 / 10 | 428.60 | 2024.11.13 20:00:00 | filled | 3127216176 | ||||
| 2024.11.13 20:00:01 | 10 | MSFT | buy | 10 / 10 | 428.61 | 2024.11.13 20:00:01 | filled | 3127216176 | ||||
| 2024.12.02 20:00:00 | 11 | MSFT | sell | 10 / 10 | 430.99 | 2024.12.02 20:00:00 | filled | 3127216176 | ||||
| 2024.12.02 20:00:01 | 12 | MSFT | buy | 10 / 10 | 431.03 | 2024.12.02 20:00:01 | filled | 3127216176 | ||||
| 2024.12.27 23:00:59 | 13 | MSFT | sell | 10 / 10 | 430.56 | 2024.12.27 23:00:59 | filled | end of test | ||||
Deals | ||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2024.08.09 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2024.08.09 00:00:00 | 2 | MSFT | buy | in | 10 | 402.86 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 3127216176 |
| 2024.08.16 16:30:00 | 3 | MSFT | sell | out | 10 | 420.62 | 3 | 0.00 | 0.00 | 17 760.00 | 27 760.00 | 3127216176 |
| 2024.08.16 16:30:01 | 4 | MSFT | buy | in | 10 | 420.66 | 4 | 0.00 | 0.00 | 0.00 | 27 760.00 | 3127216176 |
| 2024.09.13 20:00:00 | 5 | MSFT | sell | out | 10 | 430.28 | 5 | 0.00 | 0.00 | 9 620.00 | 37 380.00 | 3127216176 |
| 2024.09.13 20:00:01 | 6 | MSFT | buy | in | 10 | 430.28 | 6 | 0.00 | 0.00 | 0.00 | 37 380.00 | 3127216176 |
| 2024.10.17 20:00:00 | 7 | MSFT | sell | out | 10 | 417.80 | 7 | 0.00 | 0.00 | -12 480.00 | 24 900.00 | 3127216176 |
| 2024.10.17 20:00:01 | 8 | MSFT | buy | in | 10 | 417.84 | 8 | 0.00 | 0.00 | 0.00 | 24 900.00 | 3127216176 |
| 2024.11.13 20:00:00 | 9 | MSFT | sell | out | 10 | 428.60 | 9 | 0.00 | 0.00 | 10 760.00 | 35 660.00 | 3127216176 |
| 2024.11.13 20:00:01 | 10 | MSFT | buy | in | 10 | 428.61 | 10 | 0.00 | 0.00 | 0.00 | 35 660.00 | 3127216176 |
| 2024.12.02 20:00:00 | 11 | MSFT | sell | out | 10 | 430.99 | 11 | 0.00 | 0.00 | 2 380.00 | 38 040.00 | 3127216176 |
| 2024.12.02 20:00:01 | 12 | MSFT | buy | in | 10 | 431.03 | 12 | 0.00 | 0.00 | 0.00 | 38 040.00 | 3127216176 |
| 2024.12.27 23:00:59 | 13 | MSFT | sell | out | 10 | 430.56 | 13 | 0.00 | 0.00 | -470.00 | 37 570.00 | end of test |
| 0.00 | 0.00 | 27 570.00 | 37 570.00 | |||||||||