Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 3545048952_ITX_60 | |||||||||||
Symbol: | ITX | |||||||||||
Period: | H1 (2024.11.02 - 2025.01.31) | |||||||||||
Inputs: | Entry_Amount=10 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=3545048952 | ||||||||||||
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: | 487 | Ticks: | 334242 | Symbols: | 1 | |||||||
Total Net Profit: | 700.00 | Balance Drawdown Absolute: | 5 800.00 | Equity Drawdown Absolute: | 527.60 | |||||||
Gross Profit: | 21 000.00 | Balance Drawdown Maximal: | 14 500.00 (57.54%) | Equity Drawdown Maximal: | 527.60 (5.28%) | |||||||
Gross Loss: | -20 300.00 | Balance Drawdown Relative: | 58.00% (5 800.00) | Equity Drawdown Relative: | 5.28% (527.60) | |||||||
Profit Factor: | 1.03 | Expected Payoff: | 116.67 | Margin Level: | ||||||||
Recovery Factor: | 1.33 | Sharpe Ratio: | 0.00 | Z-Score: | -0.46 (35.45%) | |||||||
AHPR: | 1.3357 (33.57%) | LR Correlation: | 0.40 | OnTester result: | 0 | |||||||
GHPR: | 1.0113 (1.13%) | LR Standard Error: | 6 846.77 | |||||||||
Total Trades: | 6 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 6 (50.00%) | |||||||
Total Deals: | 12 | Profit Trades (% of total): | 3 (50.00%) | Loss Trades (% of total): | 3 (50.00%) | |||||||
Largest profit trade: | 11 600.00 | Largest loss trade: | -8 400.00 | |||||||||
Average profit trade: | 7 000.00 | Average loss trade: | -6 766.67 | |||||||||
Maximum consecutive wins ($): | 3 (21 000.00) | Maximum consecutive losses ($): | 2 (-14 500.00) | |||||||||
Maximal consecutive profit (count): | 21 000.00 (3) | Maximal consecutive loss (count): | -14 500.00 (2) | |||||||||
Average consecutive wins: | 3 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.93 | Correlation (Profits,MAE): | 0.63 | Correlation (MFE,MAE): | 0.5655 | |||||||
Minimal position holding time: | 3:44:00 | Maximal position holding time: | 333:59:59 | Average position holding time: | 112:02:19 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.08 15:00:00 | 2 | ITX | buy | 10 / 10 | 52.060 | 2024.11.08 15:00:00 | filled | 3545048952 | ||||
2024.11.20 16:00:00 | 3 | ITX | sell | 10 / 10 | 51.480 | 2024.11.20 16:00:00 | filled | 3545048952 | ||||
2024.12.02 10:16:00 | 4 | ITX | buy | 10 / 10 | 52.180 | 2024.12.02 10:16:00 | filled | 3545048952 | ||||
2024.12.02 14:00:00 | 5 | ITX | sell | 10 / 10 | 53.340 | 2024.12.02 14:00:00 | filled | 3545048952 | ||||
2024.12.16 18:00:00 | 6 | ITX | buy | 10 / 10 | 50.120 | 2024.12.16 18:00:00 | filled | 3545048952 | ||||
2024.12.17 16:00:00 | 7 | ITX | sell | 10 / 10 | 50.440 | 2024.12.17 16:00:00 | filled | 3545048952 | ||||
2024.12.18 13:00:01 | 8 | ITX | buy | 10 / 10 | 50.400 | 2024.12.18 13:00:01 | filled | 3545048952 | ||||
2025.01.07 11:00:00 | 9 | ITX | sell | 10 / 10 | 51.020 | 2025.01.07 11:00:00 | filled | 3545048952 | ||||
2025.01.09 16:00:00 | 10 | ITX | buy | 10 / 10 | 50.940 | 2025.01.09 16:00:00 | filled | 3545048952 | ||||
2025.01.16 11:00:00 | 11 | ITX | sell | 10 / 10 | 50.100 | 2025.01.16 11:00:00 | filled | 3545048952 | ||||
2025.01.22 14:00:00 | 12 | ITX | buy | 10 / 10 | 49.080 | 2025.01.22 14:00:00 | filled | 3545048952 | ||||
2025.01.22 18:29:59 | 13 | ITX | sell | 10 / 10 | 48.470 | 2025.01.22 18:29:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.02 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.08 15:00:00 | 2 | ITX | buy | in | 10 | 52.060 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 3545048952 |
2024.11.20 16:00:00 | 3 | ITX | sell | out | 10 | 51.480 | 3 | 0.00 | 0.00 | -5 800.00 | 4 200.00 | 3545048952 |
2024.12.02 10:16:00 | 4 | ITX | buy | in | 10 | 52.180 | 4 | 0.00 | 0.00 | 0.00 | 4 200.00 | 3545048952 |
2024.12.02 14:00:00 | 5 | ITX | sell | out | 10 | 53.340 | 5 | 0.00 | 0.00 | 11 600.00 | 15 800.00 | 3545048952 |
2024.12.16 18:00:00 | 6 | ITX | buy | in | 10 | 50.120 | 6 | 0.00 | 0.00 | 0.00 | 15 800.00 | 3545048952 |
2024.12.17 16:00:00 | 7 | ITX | sell | out | 10 | 50.440 | 7 | 0.00 | 0.00 | 3 200.00 | 19 000.00 | 3545048952 |
2024.12.18 13:00:01 | 8 | ITX | buy | in | 10 | 50.400 | 8 | 0.00 | 0.00 | 0.00 | 19 000.00 | 3545048952 |
2025.01.07 11:00:00 | 9 | ITX | sell | out | 10 | 51.020 | 9 | 0.00 | 0.00 | 6 200.00 | 25 200.00 | 3545048952 |
2025.01.09 16:00:00 | 10 | ITX | buy | in | 10 | 50.940 | 10 | 0.00 | 0.00 | 0.00 | 25 200.00 | 3545048952 |
2025.01.16 11:00:00 | 11 | ITX | sell | out | 10 | 50.100 | 11 | 0.00 | 0.00 | -8 400.00 | 16 800.00 | 3545048952 |
2025.01.22 14:00:00 | 12 | ITX | buy | in | 10 | 49.080 | 12 | 0.00 | 0.00 | 0.00 | 16 800.00 | 3545048952 |
2025.01.22 18:29:59 | 13 | ITX | sell | out | 10 | 48.470 | 13 | 0.00 | 0.00 | -6 100.00 | 10 700.00 | end of test |
0.00 | 0.00 | 700.00 | 10 700.00 | |||||||||