Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 353891030_BNP_240 | |||||||||||
| Symbol: | BNP | |||||||||||
| Period: | H4 (2024.08.03 - 2025.01.30) | |||||||||||
| Inputs: | Entry_Amount=10 | |||||||||||
| Stop_Loss= | ||||||||||||
| Take_Profit= | ||||||||||||
| Magic_Number=353891030 | ||||||||||||
| 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: | 358 | Ticks: | 1197766 | Symbols: | 1 | |||||||
| Total Net Profit: | 25 800.00 | Balance Drawdown Absolute: | 3 000.00 | Equity Drawdown Absolute: | 629.00 | |||||||
| Gross Profit: | 46 300.00 | Balance Drawdown Maximal: | 14 600.00 (29.80%) | Equity Drawdown Maximal: | 635.20 (6.33%) | |||||||
| Gross Loss: | -20 500.00 | Balance Drawdown Relative: | 30.00% (3 000.00) | Equity Drawdown Relative: | 6.33% (635.20) | |||||||
| Profit Factor: | 2.26 | Expected Payoff: | 2 580.00 | Margin Level: | ||||||||
| Recovery Factor: | 40.62 | Sharpe Ratio: | 0.01 | Z-Score: | 1.90 (94.26%) | |||||||
| AHPR: | 1.3360 (33.60%) | LR Correlation: | 0.79 | OnTester result: | 0 | |||||||
| GHPR: | 1.1360 (13.60%) | LR Standard Error: | 9 885.48 | |||||||||
| Total Trades: | 10 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 10 (60.00%) | |||||||
| Total Deals: | 20 | Profit Trades (% of total): | 6 (60.00%) | Loss Trades (% of total): | 4 (40.00%) | |||||||
| Largest profit trade: | 37 600.00 | Largest loss trade: | -14 600.00 | |||||||||
| Average profit trade: | 7 716.67 | Average loss trade: | -5 125.00 | |||||||||
| Maximum consecutive wins ($): | 2 (38 800.00) | Maximum consecutive losses ($): | 1 (-14 600.00) | |||||||||
| Maximal consecutive profit (count): | 38 800.00 (2) | Maximal consecutive loss (count): | -14 600.00 (1) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.92 | Correlation (Profits,MAE): | 0.56 | Correlation (MFE,MAE): | 0.3089 | |||||||
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| Minimal position holding time: | 4:00:00 | Maximal position holding time: | 212:00:00 | Average position holding time: | 62:49:23 | |||||||
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Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.08.20 12:00:00 | 2 | BNP | buy | 10 / 10 | 61.180 | 2024.08.20 12:00:00 | filled | 353891030 | ||||
| 2024.08.20 16:00:00 | 3 | BNP | sell | 10 / 10 | 60.880 | 2024.08.20 16:00:00 | filled | 353891030 | ||||
| 2024.08.27 10:16:00 | 4 | BNP | buy | 10 / 10 | 61.460 | 2024.08.27 10:16:00 | filled | 353891030 | ||||
| 2024.09.03 16:00:00 | 5 | BNP | sell | 10 / 10 | 61.860 | 2024.09.03 16:00:00 | filled | 353891030 | ||||
| 2024.09.06 12:00:00 | 6 | BNP | buy | 10 / 10 | 62.670 | 2024.09.06 12:00:00 | filled | 353891030 | ||||
| 2024.09.09 16:00:00 | 7 | BNP | sell | 10 / 10 | 62.590 | 2024.09.09 16:00:00 | filled | 353891030 | ||||
| 2024.09.16 10:16:00 | 8 | BNP | buy | 10 / 10 | 62.920 | 2024.09.16 10:16:00 | filled | 353891030 | ||||
| 2024.09.16 16:00:00 | 9 | BNP | sell | 10 / 10 | 63.040 | 2024.09.16 16:00:00 | filled | 353891030 | ||||
| 2024.10.09 16:00:00 | 10 | BNP | buy | 10 / 10 | 61.820 | 2024.10.09 16:00:00 | filled | 353891030 | ||||
| 2024.10.22 12:00:00 | 11 | BNP | sell | 10 / 10 | 65.580 | 2024.10.22 12:00:00 | filled | 353891030 | ||||
| 2024.11.18 16:00:00 | 12 | BNP | buy | 10 / 10 | 60.180 | 2024.11.18 16:00:00 | filled | 353891030 | ||||
| 2024.11.19 12:00:00 | 13 | BNP | sell | 10 / 10 | 58.720 | 2024.11.19 12:00:00 | filled | 353891030 | ||||
| 2024.12.10 16:00:00 | 14 | BNP | buy | 10 / 10 | 59.700 | 2024.12.10 16:00:00 | filled | 353891030 | ||||
| 2024.12.12 10:16:00 | 15 | BNP | sell | 10 / 10 | 59.770 | 2024.12.12 10:16:00 | filled | 353891030 | ||||
| 2024.12.31 10:16:00 | 16 | BNP | buy | 10 / 10 | 58.490 | 2024.12.31 10:16:00 | filled | 353891030 | ||||
| 2025.01.02 12:00:00 | 17 | BNP | sell | 10 / 10 | 58.710 | 2025.01.02 12:00:00 | filled | 353891030 | ||||
| 2025.01.08 16:00:00 | 18 | BNP | buy | 10 / 10 | 59.420 | 2025.01.08 16:00:00 | filled | 353891030 | ||||
| 2025.01.13 10:16:00 | 19 | BNP | sell | 10 / 10 | 59.210 | 2025.01.13 10:16:00 | filled | 353891030 | ||||
| 2025.01.17 16:00:00 | 20 | BNP | buy | 10 / 10 | 62.140 | 2025.01.17 16:00:00 | filled | 353891030 | ||||
| 2025.01.22 18:29:59 | 21 | BNP | sell | 10 / 10 | 62.200 | 2025.01.22 18:29:59 | filled | end of test | ||||
Deals | ||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2024.08.03 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2024.08.20 12:00:00 | 2 | BNP | buy | in | 10 | 61.180 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 353891030 |
| 2024.08.20 16:00:00 | 3 | BNP | sell | out | 10 | 60.880 | 3 | 0.00 | 0.00 | -3 000.00 | 7 000.00 | 353891030 |
| 2024.08.27 10:16:00 | 4 | BNP | buy | in | 10 | 61.460 | 4 | 0.00 | 0.00 | 0.00 | 7 000.00 | 353891030 |
| 2024.09.03 16:00:00 | 5 | BNP | sell | out | 10 | 61.860 | 5 | 0.00 | 0.00 | 4 000.00 | 11 000.00 | 353891030 |
| 2024.09.06 12:00:00 | 6 | BNP | buy | in | 10 | 62.670 | 6 | 0.00 | 0.00 | 0.00 | 11 000.00 | 353891030 |
| 2024.09.09 16:00:00 | 7 | BNP | sell | out | 10 | 62.590 | 7 | 0.00 | 0.00 | -800.00 | 10 200.00 | 353891030 |
| 2024.09.16 10:16:00 | 8 | BNP | buy | in | 10 | 62.920 | 8 | 0.00 | 0.00 | 0.00 | 10 200.00 | 353891030 |
| 2024.09.16 16:00:00 | 9 | BNP | sell | out | 10 | 63.040 | 9 | 0.00 | 0.00 | 1 200.00 | 11 400.00 | 353891030 |
| 2024.10.09 16:00:00 | 10 | BNP | buy | in | 10 | 61.820 | 10 | 0.00 | 0.00 | 0.00 | 11 400.00 | 353891030 |
| 2024.10.22 12:00:00 | 11 | BNP | sell | out | 10 | 65.580 | 11 | 0.00 | 0.00 | 37 600.00 | 49 000.00 | 353891030 |
| 2024.11.18 16:00:00 | 12 | BNP | buy | in | 10 | 60.180 | 12 | 0.00 | 0.00 | 0.00 | 49 000.00 | 353891030 |
| 2024.11.19 12:00:00 | 13 | BNP | sell | out | 10 | 58.720 | 13 | 0.00 | 0.00 | -14 600.00 | 34 400.00 | 353891030 |
| 2024.12.10 16:00:00 | 14 | BNP | buy | in | 10 | 59.700 | 14 | 0.00 | 0.00 | 0.00 | 34 400.00 | 353891030 |
| 2024.12.12 10:16:00 | 15 | BNP | sell | out | 10 | 59.770 | 15 | 0.00 | 0.00 | 700.00 | 35 100.00 | 353891030 |
| 2024.12.31 10:16:00 | 16 | BNP | buy | in | 10 | 58.490 | 16 | 0.00 | 0.00 | 0.00 | 35 100.00 | 353891030 |
| 2025.01.02 12:00:00 | 17 | BNP | sell | out | 10 | 58.710 | 17 | 0.00 | 0.00 | 2 200.00 | 37 300.00 | 353891030 |
| 2025.01.08 16:00:00 | 18 | BNP | buy | in | 10 | 59.420 | 18 | 0.00 | 0.00 | 0.00 | 37 300.00 | 353891030 |
| 2025.01.13 10:16:00 | 19 | BNP | sell | out | 10 | 59.210 | 19 | 0.00 | 0.00 | -2 100.00 | 35 200.00 | 353891030 |
| 2025.01.17 16:00:00 | 20 | BNP | buy | in | 10 | 62.140 | 20 | 0.00 | 0.00 | 0.00 | 35 200.00 | 353891030 |
| 2025.01.22 18:29:59 | 21 | BNP | sell | out | 10 | 62.200 | 21 | 0.00 | 0.00 | 600.00 | 35 800.00 | end of test |
| 0.00 | 0.00 | 25 800.00 | 35 800.00 | |||||||||