Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 3514667943_ASML_30 | |||||||||||
Symbol: | ASML | |||||||||||
Period: | M30 (2024.11.17 - 2025.01.23) | |||||||||||
Inputs: | Entry_Amount=10 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=3514667943 | ||||||||||||
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: | 750 | Ticks: | 520451 | Symbols: | 1 | |||||||
Total Net Profit: | 161 000.00 | Balance Drawdown Absolute: | 43 000.00 | Equity Drawdown Absolute: | 7 215.00 | |||||||
Gross Profit: | 898 000.00 | Balance Drawdown Maximal: | 436 000.00 (72.07%) | Equity Drawdown Maximal: | 7 810.00 (73.71%) | |||||||
Gross Loss: | -737 000.00 | Balance Drawdown Relative: | 164.71% (84 000.00) | Equity Drawdown Relative: | 73.71% (7 810.00) | |||||||
Profit Factor: | 1.22 | Expected Payoff: | 6 708.33 | Margin Level: | ||||||||
Recovery Factor: | 20.61 | Sharpe Ratio: | 0.03 | Z-Score: | 0.79 (57.05%) | |||||||
AHPR: | 1.0967 (9.67%) | LR Correlation: | 0.65 | OnTester result: | 0 | |||||||
GHPR: | 1.1256 (12.56%) | LR Standard Error: | 117 164.11 | |||||||||
Total Trades: | 24 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 24 (58.33%) | |||||||
Total Deals: | 48 | Profit Trades (% of total): | 14 (58.33%) | Loss Trades (% of total): | 10 (41.67%) | |||||||
Largest profit trade: | 226 000.00 | Largest loss trade: | -241 000.00 | |||||||||
Average profit trade: | 64 142.86 | Average loss trade: | -73 700.00 | |||||||||
Maximum consecutive wins ($): | 4 (176 000.00) | Maximum consecutive losses ($): | 3 (-56 000.00) | |||||||||
Maximal consecutive profit (count): | 312 000.00 (2) | Maximal consecutive loss (count): | -344 000.00 (2) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.71 | Correlation (Profits,MAE): | 0.84 | Correlation (MFE,MAE): | 0.3206 | |||||||
Minimal position holding time: | 0:30:00 | Maximal position holding time: | 24:00:00 | Average position holding time: | 12:39:20 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.26 11:00:00 | 2 | ASML | buy | 10 / 10 | 640.400 | 2024.11.26 11:00:00 | filled | 3514667943 | ||||
2024.11.26 13:30:00 | 3 | ASML | sell | 10 / 10 | 644.500 | 2024.11.26 13:30:00 | filled | 3514667943 | ||||
2024.11.26 17:00:00 | 4 | ASML | buy | 10 / 10 | 641.800 | 2024.11.26 17:00:00 | filled | 3514667943 | ||||
2024.11.27 13:00:00 | 5 | ASML | sell | 10 / 10 | 633.400 | 2024.11.27 13:00:00 | filled | 3514667943 | ||||
2024.11.28 17:30:00 | 6 | ASML | buy | 10 / 10 | 643.000 | 2024.11.28 17:30:00 | filled | 3514667943 | ||||
2024.11.29 14:30:00 | 7 | ASML | sell | 10 / 10 | 643.400 | 2024.11.29 14:30:00 | filled | 3514667943 | ||||
2024.11.29 16:30:00 | 8 | ASML | buy | 10 / 10 | 642.300 | 2024.11.29 16:30:00 | filled | 3514667943 | ||||
2024.12.02 13:00:00 | 9 | ASML | sell | 10 / 10 | 650.700 | 2024.12.02 13:00:00 | filled | 3514667943 | ||||
2024.12.02 16:30:00 | 10 | ASML | buy | 10 / 10 | 647.900 | 2024.12.02 16:30:00 | filled | 3514667943 | ||||
2024.12.02 17:30:00 | 11 | ASML | sell | 10 / 10 | 656.500 | 2024.12.02 17:30:00 | filled | 3514667943 | ||||
2024.12.05 17:30:00 | 12 | ASML | buy | 10 / 10 | 675.800 | 2024.12.05 17:30:00 | filled | 3514667943 | ||||
2024.12.06 12:00:00 | 13 | ASML | sell | 10 / 10 | 676.000 | 2024.12.06 12:00:00 | filled | 3514667943 | ||||
2024.12.10 10:16:00 | 14 | ASML | buy | 10 / 10 | 673.100 | 2024.12.10 10:16:00 | filled | 3514667943 | ||||
2024.12.10 11:00:00 | 15 | ASML | sell | 10 / 10 | 672.600 | 2024.12.10 11:00:00 | filled | 3514667943 | ||||
2024.12.10 17:30:00 | 16 | ASML | buy | 10 / 10 | 675.600 | 2024.12.10 17:30:00 | filled | 3514667943 | ||||
2024.12.11 12:30:00 | 17 | ASML | sell | 10 / 10 | 674.000 | 2024.12.11 12:30:00 | filled | 3514667943 | ||||
2024.12.12 10:16:00 | 18 | ASML | buy | 10 / 10 | 680.000 | 2024.12.12 10:16:00 | filled | 3514667943 | ||||
2024.12.12 14:30:00 | 19 | ASML | sell | 10 / 10 | 676.500 | 2024.12.12 14:30:00 | filled | 3514667943 | ||||
2024.12.12 15:30:00 | 20 | ASML | buy | 10 / 10 | 677.400 | 2024.12.12 15:30:00 | filled | 3514667943 | ||||
2024.12.13 13:00:00 | 21 | ASML | sell | 10 / 10 | 687.600 | 2024.12.13 13:00:00 | filled | 3514667943 | ||||
2024.12.16 14:00:00 | 22 | ASML | buy | 10 / 10 | 682.500 | 2024.12.16 14:00:00 | filled | 3514667943 | ||||
2024.12.16 16:00:00 | 23 | ASML | sell | 10 / 10 | 685.900 | 2024.12.16 16:00:00 | filled | 3514667943 | ||||
2024.12.16 17:00:00 | 24 | ASML | buy | 10 / 10 | 682.000 | 2024.12.16 17:00:00 | filled | 3514667943 | ||||
2024.12.16 18:00:00 | 25 | ASML | sell | 10 / 10 | 688.600 | 2024.12.16 18:00:00 | filled | 3514667943 | ||||
2024.12.19 10:30:00 | 26 | ASML | buy | 10 / 10 | 695.300 | 2024.12.19 10:30:00 | filled | 3514667943 | ||||
2024.12.19 14:30:00 | 27 | ASML | sell | 10 / 10 | 691.600 | 2024.12.19 14:30:00 | filled | 3514667943 | ||||
2024.12.27 10:30:00 | 28 | ASML | buy | 10 / 10 | 686.400 | 2024.12.27 10:30:00 | filled | 3514667943 | ||||
2024.12.27 11:30:00 | 29 | ASML | sell | 10 / 10 | 693.700 | 2024.12.27 11:30:00 | filled | 3514667943 | ||||
2024.12.27 17:00:00 | 30 | ASML | buy | 10 / 10 | 684.700 | 2024.12.27 17:00:00 | filled | 3514667943 | ||||
2024.12.30 13:30:00 | 31 | ASML | sell | 10 / 10 | 681.500 | 2024.12.30 13:30:00 | filled | 3514667943 | ||||
2025.01.02 14:00:00 | 32 | ASML | buy | 10 / 10 | 679.400 | 2025.01.02 14:00:00 | filled | 3514667943 | ||||
2025.01.03 14:00:00 | 33 | ASML | sell | 10 / 10 | 688.000 | 2025.01.03 14:00:00 | filled | 3514667943 | ||||
2025.01.03 16:00:00 | 34 | ASML | buy | 10 / 10 | 681.300 | 2025.01.03 16:00:00 | filled | 3514667943 | ||||
2025.01.06 10:16:00 | 35 | ASML | sell | 10 / 10 | 703.900 | 2025.01.06 10:16:00 | filled | 3514667943 | ||||
2025.01.08 15:00:00 | 36 | ASML | buy | 10 / 10 | 730.300 | 2025.01.08 15:00:00 | filled | 3514667943 | ||||
2025.01.09 13:00:00 | 37 | ASML | sell | 10 / 10 | 720.000 | 2025.01.09 13:00:00 | filled | 3514667943 | ||||
2025.01.10 16:00:00 | 38 | ASML | buy | 10 / 10 | 728.500 | 2025.01.10 16:00:00 | filled | 3514667943 | ||||
2025.01.13 14:00:00 | 39 | ASML | sell | 10 / 10 | 704.400 | 2025.01.13 14:00:00 | filled | 3514667943 | ||||
2025.01.14 15:00:00 | 40 | ASML | buy | 10 / 10 | 720.800 | 2025.01.14 15:00:00 | filled | 3514667943 | ||||
2025.01.14 15:30:00 | 41 | ASML | sell | 10 / 10 | 721.700 | 2025.01.14 15:30:00 | filled | 3514667943 | ||||
2025.01.14 16:30:00 | 42 | ASML | buy | 10 / 10 | 719.800 | 2025.01.14 16:30:00 | filled | 3514667943 | ||||
2025.01.15 13:00:00 | 43 | ASML | sell | 10 / 10 | 709.700 | 2025.01.15 13:00:00 | filled | 3514667943 | ||||
2025.01.17 17:00:00 | 44 | ASML | buy | 10 / 10 | 737.400 | 2025.01.17 17:00:00 | filled | 3514667943 | ||||
2025.01.20 11:00:00 | 45 | ASML | sell | 10 / 10 | 743.000 | 2025.01.20 11:00:00 | filled | 3514667943 | ||||
2025.01.20 15:00:00 | 46 | ASML | buy | 10 / 10 | 737.500 | 2025.01.20 15:00:00 | filled | 3514667943 | ||||
2025.01.20 16:00:00 | 47 | ASML | sell | 10 / 10 | 740.400 | 2025.01.20 16:00:00 | filled | 3514667943 | ||||
2025.01.21 14:30:00 | 48 | ASML | buy | 10 / 10 | 743.800 | 2025.01.21 14:30:00 | filled | 3514667943 | ||||
2025.01.22 10:30:00 | 49 | ASML | sell | 10 / 10 | 735.500 | 2025.01.22 10:30:00 | filled | 3514667943 | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.17 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.26 11:00:00 | 2 | ASML | buy | in | 10 | 640.400 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 3514667943 |
2024.11.26 13:30:00 | 3 | ASML | sell | out | 10 | 644.500 | 3 | 0.00 | 0.00 | 41 000.00 | 51 000.00 | 3514667943 |
2024.11.26 17:00:00 | 4 | ASML | buy | in | 10 | 641.800 | 4 | 0.00 | 0.00 | 0.00 | 51 000.00 | 3514667943 |
2024.11.27 13:00:00 | 5 | ASML | sell | out | 10 | 633.400 | 5 | 0.00 | 0.00 | -84 000.00 | -33 000.00 | 3514667943 |
2024.11.28 17:30:00 | 6 | ASML | buy | in | 10 | 643.000 | 6 | 0.00 | 0.00 | 0.00 | -33 000.00 | 3514667943 |
2024.11.29 14:30:00 | 7 | ASML | sell | out | 10 | 643.400 | 7 | 0.00 | 0.00 | 4 000.00 | -29 000.00 | 3514667943 |
2024.11.29 16:30:00 | 8 | ASML | buy | in | 10 | 642.300 | 8 | 0.00 | 0.00 | 0.00 | -29 000.00 | 3514667943 |
2024.12.02 13:00:00 | 9 | ASML | sell | out | 10 | 650.700 | 9 | 0.00 | 0.00 | 84 000.00 | 55 000.00 | 3514667943 |
2024.12.02 16:30:00 | 10 | ASML | buy | in | 10 | 647.900 | 10 | 0.00 | 0.00 | 0.00 | 55 000.00 | 3514667943 |
2024.12.02 17:30:00 | 11 | ASML | sell | out | 10 | 656.500 | 11 | 0.00 | 0.00 | 86 000.00 | 141 000.00 | 3514667943 |
2024.12.05 17:30:00 | 12 | ASML | buy | in | 10 | 675.800 | 12 | 0.00 | 0.00 | 0.00 | 141 000.00 | 3514667943 |
2024.12.06 12:00:00 | 13 | ASML | sell | out | 10 | 676.000 | 13 | 0.00 | 0.00 | 2 000.00 | 143 000.00 | 3514667943 |
2024.12.10 10:16:00 | 14 | ASML | buy | in | 10 | 673.100 | 14 | 0.00 | 0.00 | 0.00 | 143 000.00 | 3514667943 |
2024.12.10 11:00:00 | 15 | ASML | sell | out | 10 | 672.600 | 15 | 0.00 | 0.00 | -5 000.00 | 138 000.00 | 3514667943 |
2024.12.10 17:30:00 | 16 | ASML | buy | in | 10 | 675.600 | 16 | 0.00 | 0.00 | 0.00 | 138 000.00 | 3514667943 |
2024.12.11 12:30:00 | 17 | ASML | sell | out | 10 | 674.000 | 17 | 0.00 | 0.00 | -16 000.00 | 122 000.00 | 3514667943 |
2024.12.12 10:16:00 | 18 | ASML | buy | in | 10 | 680.000 | 18 | 0.00 | 0.00 | 0.00 | 122 000.00 | 3514667943 |
2024.12.12 14:30:00 | 19 | ASML | sell | out | 10 | 676.500 | 19 | 0.00 | 0.00 | -35 000.00 | 87 000.00 | 3514667943 |
2024.12.12 15:30:00 | 20 | ASML | buy | in | 10 | 677.400 | 20 | 0.00 | 0.00 | 0.00 | 87 000.00 | 3514667943 |
2024.12.13 13:00:00 | 21 | ASML | sell | out | 10 | 687.600 | 21 | 0.00 | 0.00 | 102 000.00 | 189 000.00 | 3514667943 |
2024.12.16 14:00:00 | 22 | ASML | buy | in | 10 | 682.500 | 22 | 0.00 | 0.00 | 0.00 | 189 000.00 | 3514667943 |
2024.12.16 16:00:00 | 23 | ASML | sell | out | 10 | 685.900 | 23 | 0.00 | 0.00 | 34 000.00 | 223 000.00 | 3514667943 |
2024.12.16 17:00:00 | 24 | ASML | buy | in | 10 | 682.000 | 24 | 0.00 | 0.00 | 0.00 | 223 000.00 | 3514667943 |
2024.12.16 18:00:00 | 25 | ASML | sell | out | 10 | 688.600 | 25 | 0.00 | 0.00 | 66 000.00 | 289 000.00 | 3514667943 |
2024.12.19 10:30:00 | 26 | ASML | buy | in | 10 | 695.300 | 26 | 0.00 | 0.00 | 0.00 | 289 000.00 | 3514667943 |
2024.12.19 14:30:00 | 27 | ASML | sell | out | 10 | 691.600 | 27 | 0.00 | 0.00 | -37 000.00 | 252 000.00 | 3514667943 |
2024.12.27 10:30:00 | 28 | ASML | buy | in | 10 | 686.400 | 28 | 0.00 | 0.00 | 0.00 | 252 000.00 | 3514667943 |
2024.12.27 11:30:00 | 29 | ASML | sell | out | 10 | 693.700 | 29 | 0.00 | 0.00 | 73 000.00 | 325 000.00 | 3514667943 |
2024.12.27 17:00:00 | 30 | ASML | buy | in | 10 | 684.700 | 30 | 0.00 | 0.00 | 0.00 | 325 000.00 | 3514667943 |
2024.12.30 13:30:00 | 31 | ASML | sell | out | 10 | 681.500 | 31 | 0.00 | 0.00 | -32 000.00 | 293 000.00 | 3514667943 |
2025.01.02 14:00:00 | 32 | ASML | buy | in | 10 | 679.400 | 32 | 0.00 | 0.00 | 0.00 | 293 000.00 | 3514667943 |
2025.01.03 14:00:00 | 33 | ASML | sell | out | 10 | 688.000 | 33 | 0.00 | 0.00 | 86 000.00 | 379 000.00 | 3514667943 |
2025.01.03 16:00:00 | 34 | ASML | buy | in | 10 | 681.300 | 34 | 0.00 | 0.00 | 0.00 | 379 000.00 | 3514667943 |
2025.01.06 10:16:00 | 35 | ASML | sell | out | 10 | 703.900 | 35 | 0.00 | 0.00 | 226 000.00 | 605 000.00 | 3514667943 |
2025.01.08 15:00:00 | 36 | ASML | buy | in | 10 | 730.300 | 36 | 0.00 | 0.00 | 0.00 | 605 000.00 | 3514667943 |
2025.01.09 13:00:00 | 37 | ASML | sell | out | 10 | 720.000 | 37 | 0.00 | 0.00 | -103 000.00 | 502 000.00 | 3514667943 |
2025.01.10 16:00:00 | 38 | ASML | buy | in | 10 | 728.500 | 38 | 0.00 | 0.00 | 0.00 | 502 000.00 | 3514667943 |
2025.01.13 14:00:00 | 39 | ASML | sell | out | 10 | 704.400 | 39 | 0.00 | 0.00 | -241 000.00 | 261 000.00 | 3514667943 |
2025.01.14 15:00:00 | 40 | ASML | buy | in | 10 | 720.800 | 40 | 0.00 | 0.00 | 0.00 | 261 000.00 | 3514667943 |
2025.01.14 15:30:00 | 41 | ASML | sell | out | 10 | 721.700 | 41 | 0.00 | 0.00 | 9 000.00 | 270 000.00 | 3514667943 |
2025.01.14 16:30:00 | 42 | ASML | buy | in | 10 | 719.800 | 42 | 0.00 | 0.00 | 0.00 | 270 000.00 | 3514667943 |
2025.01.15 13:00:00 | 43 | ASML | sell | out | 10 | 709.700 | 43 | 0.00 | 0.00 | -101 000.00 | 169 000.00 | 3514667943 |
2025.01.17 17:00:00 | 44 | ASML | buy | in | 10 | 737.400 | 44 | 0.00 | 0.00 | 0.00 | 169 000.00 | 3514667943 |
2025.01.20 11:00:00 | 45 | ASML | sell | out | 10 | 743.000 | 45 | 0.00 | 0.00 | 56 000.00 | 225 000.00 | 3514667943 |
2025.01.20 15:00:00 | 46 | ASML | buy | in | 10 | 737.500 | 46 | 0.00 | 0.00 | 0.00 | 225 000.00 | 3514667943 |
2025.01.20 16:00:00 | 47 | ASML | sell | out | 10 | 740.400 | 47 | 0.00 | 0.00 | 29 000.00 | 254 000.00 | 3514667943 |
2025.01.21 14:30:00 | 48 | ASML | buy | in | 10 | 743.800 | 48 | 0.00 | 0.00 | 0.00 | 254 000.00 | 3514667943 |
2025.01.22 10:30:00 | 49 | ASML | sell | out | 10 | 735.500 | 49 | 0.00 | 0.00 | -83 000.00 | 171 000.00 | 3514667943 |
0.00 | 0.00 | 161 000.00 | 171 000.00 | |||||||||