Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 3164973969_MCD_240_nt | |||||||||||
| Symbol: | MCD | |||||||||||
| Period: | H4 (2024.08.09 - 2025.02.05) | |||||||||||
| Inputs: | _Properties_=------ | |||||||||||
| Magic_Number=3164973969 | ||||||||||||
| 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: | 920295 | Symbols: | 1 | |||||||
| Total Net Profit: | 21 160.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 271 200.00 | |||||||
| Gross Profit: | 25 750.00 | Balance Drawdown Maximal: | 4 340.00 (12.94%) | Equity Drawdown Maximal: | 271 200.00 (2 712.00%) | |||||||
| Gross Loss: | -4 590.00 | Balance Drawdown Relative: | 12.94% (4 340.00) | Equity Drawdown Relative: | 2 712.00% (271 200.00) | |||||||
| Profit Factor: | 5.61 | Expected Payoff: | 3 022.86 | Margin Level: | 761.43% | |||||||
| Recovery Factor: | 0.08 | Sharpe Ratio: | 0.22 | Z-Score: | 0.68 (50.35%) | |||||||
| AHPR: | 1.3079 (30.79%) | LR Correlation: | 0.40 | OnTester result: | 0 | |||||||
| GHPR: | 1.1763 (17.63%) | LR Standard Error: | 7 142.39 | |||||||||
| Total Trades: | 7 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 7 (71.43%) | |||||||
| Total Deals: | 14 | Profit Trades (% of total): | 5 (71.43%) | Loss Trades (% of total): | 2 (28.57%) | |||||||
| Largest profit trade: | 21 570.00 | Largest loss trade: | -4 340.00 | |||||||||
| Average profit trade: | 5 150.00 | Average loss trade: | -2 295.00 | |||||||||
| Maximum consecutive wins ($): | 3 (23 550.00) | Maximum consecutive losses ($): | 1 (-4 340.00) | |||||||||
| Maximal consecutive profit (count): | 23 550.00 (3) | Maximal consecutive loss (count): | -4 340.00 (1) | |||||||||
| Average consecutive wins: | 3 | Average consecutive losses: | 1 | |||||||||
 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
 | ||||||||||||
| Correlation (Profits,MFE): | 0.97 | Correlation (Profits,MAE): | -0.97 | Correlation (MFE,MAE): | -0.9828 | |||||||
 | ||||||||||||
| Minimal position holding time: | 6:30:58 | Maximal position holding time: | 1288:30:00 | Average position holding time: | 346:08:41 | |||||||
 | ||||||||||||
Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.08.09 00:00:00 | 2 | MCD | buy | 10 / 10 | 271.20 | 2024.08.09 00:00:00 | filled | 3164973969 | ||||
| 2024.10.23 16:30:00 | 3 | MCD | sell | 10 / 10 | 292.77 | 2024.10.23 16:30:00 | filled | 3164973969 | ||||
| 2024.10.23 16:30:01 | 4 | MCD | buy | 10 / 10 | 292.84 | 2024.10.23 16:30:01 | filled | 3164973969 | ||||
| 2024.11.29 16:30:00 | 5 | MCD | sell | 10 / 10 | 294.16 | 2024.11.29 16:30:00 | filled | 3164973969 | ||||
| 2024.11.29 16:30:01 | 6 | MCD | buy | 10 / 10 | 294.36 | 2024.11.29 16:30:01 | filled | 3164973969 | ||||
| 2024.12.18 16:30:00 | 7 | MCD | sell | 10 / 10 | 295.02 | 2024.12.18 16:30:00 | filled | 3164973969 | ||||
| 2024.12.18 16:30:01 | 8 | MCD | buy | 10 / 10 | 295.21 | 2024.12.18 16:30:01 | filled | 3164973969 | ||||
| 2024.12.19 16:30:00 | 9 | MCD | sell | 10 / 10 | 290.87 | 2024.12.19 16:30:00 | filled | 3164973969 | ||||
| 2024.12.19 16:30:01 | 10 | MCD | buy | 10 / 10 | 290.99 | 2024.12.19 16:30:01 | filled | 3164973969 | ||||
| 2024.12.23 16:30:00 | 11 | MCD | sell | 10 / 10 | 292.26 | 2024.12.23 16:30:00 | filled | 3164973969 | ||||
| 2024.12.23 16:30:01 | 12 | MCD | buy | 10 / 10 | 292.41 | 2024.12.23 16:30:01 | filled | 3164973969 | ||||
| 2024.12.27 16:30:00 | 13 | MCD | sell | 10 / 10 | 293.34 | 2024.12.27 16:30:00 | filled | 3164973969 | ||||
| 2024.12.27 16:30:01 | 14 | MCD | buy | 10 / 10 | 293.87 | 2024.12.27 16:30:01 | filled | 3164973969 | ||||
| 2024.12.27 23:00:59 | 15 | MCD | sell | 10 / 10 | 293.62 | 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 | MCD | buy | in | 10 | 271.20 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 3164973969 |
| 2024.10.23 16:30:00 | 3 | MCD | sell | out | 10 | 292.77 | 3 | 0.00 | 0.00 | 21 570.00 | 31 570.00 | 3164973969 |
| 2024.10.23 16:30:01 | 4 | MCD | buy | in | 10 | 292.84 | 4 | 0.00 | 0.00 | 0.00 | 31 570.00 | 3164973969 |
| 2024.11.29 16:30:00 | 5 | MCD | sell | out | 10 | 294.16 | 5 | 0.00 | 0.00 | 1 320.00 | 32 890.00 | 3164973969 |
| 2024.11.29 16:30:01 | 6 | MCD | buy | in | 10 | 294.36 | 6 | 0.00 | 0.00 | 0.00 | 32 890.00 | 3164973969 |
| 2024.12.18 16:30:00 | 7 | MCD | sell | out | 10 | 295.02 | 7 | 0.00 | 0.00 | 660.00 | 33 550.00 | 3164973969 |
| 2024.12.18 16:30:01 | 8 | MCD | buy | in | 10 | 295.21 | 8 | 0.00 | 0.00 | 0.00 | 33 550.00 | 3164973969 |
| 2024.12.19 16:30:00 | 9 | MCD | sell | out | 10 | 290.87 | 9 | 0.00 | 0.00 | -4 340.00 | 29 210.00 | 3164973969 |
| 2024.12.19 16:30:01 | 10 | MCD | buy | in | 10 | 290.99 | 10 | 0.00 | 0.00 | 0.00 | 29 210.00 | 3164973969 |
| 2024.12.23 16:30:00 | 11 | MCD | sell | out | 10 | 292.26 | 11 | 0.00 | 0.00 | 1 270.00 | 30 480.00 | 3164973969 |
| 2024.12.23 16:30:01 | 12 | MCD | buy | in | 10 | 292.41 | 12 | 0.00 | 0.00 | 0.00 | 30 480.00 | 3164973969 |
| 2024.12.27 16:30:00 | 13 | MCD | sell | out | 10 | 293.34 | 13 | 0.00 | 0.00 | 930.00 | 31 410.00 | 3164973969 |
| 2024.12.27 16:30:01 | 14 | MCD | buy | in | 10 | 293.87 | 14 | 0.00 | 0.00 | 0.00 | 31 410.00 | 3164973969 |
| 2024.12.27 23:00:59 | 15 | MCD | sell | out | 10 | 293.62 | 15 | 0.00 | 0.00 | -250.00 | 31 160.00 | end of test |
| 0.00 | 0.00 | 21 160.00 | 31 160.00 | |||||||||