Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 3544330676_PETR4_240_nt | |||||||||||
Symbol: | PETR4 | |||||||||||
Period: | H4 (2024.08.10 - 2025.02.06) | |||||||||||
Inputs: | _Properties_=------ | |||||||||||
Magic_Number=3544330676 | ||||||||||||
Entry_Amount=100 | ||||||||||||
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: | 50 000.00 | |||||||||||
Leverage: | 1:1 | |||||||||||
Results | ||||||||||||
History Quality: | 96% | |||||||||||
Bars: | 366 | Ticks: | 6164788 | Symbols: | 1 | |||||||
Total Net Profit: | 35 000.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 7 900.00 | |||||||
Gross Profit: | 40 100.00 | Balance Drawdown Maximal: | 4 300.00 (6.77%) | Equity Drawdown Maximal: | 45 100.00 (51.72%) | |||||||
Gross Loss: | -5 100.00 | Balance Drawdown Relative: | 6.77% (4 300.00) | Equity Drawdown Relative: | 51.72% (45 100.00) | |||||||
Profit Factor: | 7.86 | Expected Payoff: | 7 000.00 | Margin Level: | 472502.81% | |||||||
Recovery Factor: | 0.78 | Sharpe Ratio: | 0.08 | Z-Score: | 1.20 (76.99%) | |||||||
AHPR: | 1.1209 (12.09%) | LR Correlation: | 0.92 | OnTester result: | 0 | |||||||
GHPR: | 1.1120 (11.20%) | LR Standard Error: | 5 263.95 | |||||||||
Total Trades: | 5 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 5 (60.00%) | |||||||
Total Deals: | 10 | Profit Trades (% of total): | 3 (60.00%) | Loss Trades (% of total): | 2 (40.00%) | |||||||
Largest profit trade: | 16 200.00 | Largest loss trade: | -4 300.00 | |||||||||
Average profit trade: | 13 366.67 | Average loss trade: | -2 550.00 | |||||||||
Maximum consecutive wins ($): | 2 (26 600.00) | Maximum consecutive losses ($): | 1 (-4 300.00) | |||||||||
Maximal consecutive profit (count): | 26 600.00 (2) | Maximal consecutive loss (count): | -4 300.00 (1) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.89 | Correlation (Profits,MAE): | -0.00 | Correlation (MFE,MAE): | -0.0135 | |||||||
Minimal position holding time: | 121:54:58 | Maximal position holding time: | 1103:59:59 | Average position holding time: | 611:10:23 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.08.12 10:03:00 | 2 | PETR4 | buy | 100 / 100 | 33.34 | 2024.08.12 10:03:00 | filled | 3544330676 | ||||
2024.09.10 12:00:00 | 3 | PETR4 | sell | 100 / 100 | 34.69 | 2024.09.10 12:00:00 | filled | 3544330676 | ||||
2024.09.10 12:00:01 | 4 | PETR4 | buy | 100 / 100 | 34.70 | 2024.09.10 12:00:01 | filled | 3544330676 | ||||
2024.10.17 12:00:00 | 5 | PETR4 | sell | 100 / 100 | 34.27 | 2024.10.17 12:00:00 | filled | 3544330676 | ||||
2024.10.17 12:00:01 | 6 | PETR4 | buy | 100 / 100 | 34.28 | 2024.10.17 12:00:01 | filled | 3544330676 | ||||
2024.12.20 12:00:00 | 7 | PETR4 | sell | 100 / 100 | 35.90 | 2024.12.20 12:00:00 | filled | 3544330676 | ||||
2024.12.20 12:00:01 | 8 | PETR4 | buy | 100 / 100 | 35.90 | 2024.12.20 12:00:01 | filled | 3544330676 | ||||
2025.01.29 16:00:00 | 9 | PETR4 | sell | 100 / 100 | 36.94 | 2025.01.29 16:00:00 | filled | 3544330676 | ||||
2025.01.29 16:00:01 | 10 | PETR4 | buy | 100 / 100 | 36.94 | 2025.01.29 16:00:01 | filled | 3544330676 | ||||
2025.02.05 17:54:59 | 11 | PETR4 | sell | 100 / 100 | 36.86 | 2025.02.05 17:54:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.08.10 00:00:00 | 1 | balance | 0.00 | 0.00 | 50 000.00 | 50 000.00 | ||||||
2024.08.12 10:03:00 | 2 | PETR4 | buy | in | 100 | 33.34 | 2 | 0.00 | 0.00 | 0.00 | 50 000.00 | 3544330676 |
2024.09.10 12:00:00 | 3 | PETR4 | sell | out | 100 | 34.69 | 3 | 0.00 | 0.00 | 13 500.00 | 63 500.00 | 3544330676 |
2024.09.10 12:00:01 | 4 | PETR4 | buy | in | 100 | 34.70 | 4 | 0.00 | 0.00 | 0.00 | 63 500.00 | 3544330676 |
2024.10.17 12:00:00 | 5 | PETR4 | sell | out | 100 | 34.27 | 5 | 0.00 | 0.00 | -4 300.00 | 59 200.00 | 3544330676 |
2024.10.17 12:00:01 | 6 | PETR4 | buy | in | 100 | 34.28 | 6 | 0.00 | 0.00 | 0.00 | 59 200.00 | 3544330676 |
2024.12.20 12:00:00 | 7 | PETR4 | sell | out | 100 | 35.90 | 7 | 0.00 | 0.00 | 16 200.00 | 75 400.00 | 3544330676 |
2024.12.20 12:00:01 | 8 | PETR4 | buy | in | 100 | 35.90 | 8 | 0.00 | 0.00 | 0.00 | 75 400.00 | 3544330676 |
2025.01.29 16:00:00 | 9 | PETR4 | sell | out | 100 | 36.94 | 9 | 0.00 | 0.00 | 10 400.00 | 85 800.00 | 3544330676 |
2025.01.29 16:00:01 | 10 | PETR4 | buy | in | 100 | 36.94 | 10 | 0.00 | 0.00 | 0.00 | 85 800.00 | 3544330676 |
2025.02.05 17:54:59 | 11 | PETR4 | sell | out | 100 | 36.86 | 11 | 0.00 | 0.00 | -800.00 | 85 000.00 | end of test |
0.00 | 0.00 | 35 000.00 | 85 000.00 | |||||||||