Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 3728058446_AMZN_30_nt | |||||||||||
Symbol: | AMZN | |||||||||||
Period: | M30 (2024.11.29 - 2025.02.04) | |||||||||||
Inputs: | _Properties_=------ | |||||||||||
Magic_Number=3728058446 | ||||||||||||
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: | 100% | |||||||||||
Bars: | 267 | Ticks: | 1744997 | Symbols: | 1 | |||||||
Total Net Profit: | 17 800.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 205 750.00 | |||||||
Gross Profit: | 31 380.00 | Balance Drawdown Maximal: | 7 370.00 (21.44%) | Equity Drawdown Maximal: | 205 750.00 (2 057.50%) | |||||||
Gross Loss: | -13 580.00 | Balance Drawdown Relative: | 21.44% (7 370.00) | Equity Drawdown Relative: | 2 057.50% (205 750.00) | |||||||
Profit Factor: | 2.31 | Expected Payoff: | 809.09 | Margin Level: | 2148.24% | |||||||
Recovery Factor: | 0.09 | Sharpe Ratio: | 9.79 | Z-Score: | -0.13 (10.34%) | |||||||
AHPR: | 1.0537 (5.37%) | LR Correlation: | 0.63 | OnTester result: | 0 | |||||||
GHPR: | 1.0476 (4.76%) | LR Standard Error: | 5 887.13 | |||||||||
Total Trades: | 22 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 22 (72.73%) | |||||||
Total Deals: | 44 | Profit Trades (% of total): | 16 (72.73%) | Loss Trades (% of total): | 6 (27.27%) | |||||||
Largest profit trade: | 5 200.00 | Largest loss trade: | -5 300.00 | |||||||||
Average profit trade: | 1 961.25 | Average loss trade: | -2 263.33 | |||||||||
Maximum consecutive wins ($): | 10 (23 940.00) | Maximum consecutive losses ($): | 2 (-7 370.00) | |||||||||
Maximal consecutive profit (count): | 23 940.00 (10) | Maximal consecutive loss (count): | -7 370.00 (2) | |||||||||
Average consecutive wins: | 3 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.83 | Correlation (Profits,MAE): | 0.06 | Correlation (MFE,MAE): | 0.2367 | |||||||
Minimal position holding time: | 0:59:59 | Maximal position holding time: | 70:59:59 | Average position holding time: | 22:51:50 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.29 00:00:00 | 2 | AMZN | buy | 10 / 10 | 205.75 | 2024.11.29 00:00:00 | filled | 3728058446 | ||||
2024.11.29 19:00:00 | 3 | AMZN | sell | 10 / 10 | 206.46 | 2024.11.29 19:00:00 | filled | 3728058446 | ||||
2024.11.29 19:00:01 | 4 | AMZN | buy | 10 / 10 | 206.48 | 2024.11.29 19:00:01 | filled | 3728058446 | ||||
2024.12.02 21:30:00 | 5 | AMZN | sell | 10 / 10 | 210.06 | 2024.12.02 21:30:00 | filled | 3728058446 | ||||
2024.12.02 21:30:01 | 6 | AMZN | buy | 10 / 10 | 210.07 | 2024.12.02 21:30:01 | filled | 3728058446 | ||||
2024.12.03 19:00:00 | 7 | AMZN | sell | 10 / 10 | 212.14 | 2024.12.03 19:00:00 | filled | 3728058446 | ||||
2024.12.03 19:00:01 | 8 | AMZN | buy | 10 / 10 | 212.14 | 2024.12.03 19:00:01 | filled | 3728058446 | ||||
2024.12.04 21:00:00 | 9 | AMZN | sell | 10 / 10 | 217.34 | 2024.12.04 21:00:00 | filled | 3728058446 | ||||
2024.12.04 21:00:01 | 10 | AMZN | buy | 10 / 10 | 217.35 | 2024.12.04 21:00:01 | filled | 3728058446 | ||||
2024.12.05 20:30:00 | 11 | AMZN | sell | 10 / 10 | 221.11 | 2024.12.05 20:30:00 | filled | 3728058446 | ||||
2024.12.05 20:30:01 | 12 | AMZN | buy | 10 / 10 | 221.11 | 2024.12.05 20:30:01 | filled | 3728058446 | ||||
2024.12.06 21:30:00 | 13 | AMZN | sell | 10 / 10 | 224.67 | 2024.12.06 21:30:00 | filled | 3728058446 | ||||
2024.12.06 21:30:01 | 14 | AMZN | buy | 10 / 10 | 224.68 | 2024.12.06 21:30:01 | filled | 3728058446 | ||||
2024.12.09 16:30:00 | 15 | AMZN | sell | 10 / 10 | 227.22 | 2024.12.09 16:30:00 | filled | 3728058446 | ||||
2024.12.09 16:30:01 | 16 | AMZN | buy | 10 / 10 | 227.22 | 2024.12.09 16:30:01 | filled | 3728058446 | ||||
2024.12.09 17:30:00 | 17 | AMZN | sell | 10 / 10 | 227.82 | 2024.12.09 17:30:00 | filled | 3728058446 | ||||
2024.12.09 17:30:01 | 18 | AMZN | buy | 10 / 10 | 227.84 | 2024.12.09 17:30:01 | filled | 3728058446 | ||||
2024.12.09 20:30:00 | 19 | AMZN | sell | 10 / 10 | 229.08 | 2024.12.09 20:30:00 | filled | 3728058446 | ||||
2024.12.09 20:30:01 | 20 | AMZN | buy | 10 / 10 | 229.08 | 2024.12.09 20:30:01 | filled | 3728058446 | ||||
2024.12.12 19:30:00 | 21 | AMZN | sell | 10 / 10 | 229.76 | 2024.12.12 19:30:00 | filled | 3728058446 | ||||
2024.12.12 19:30:01 | 22 | AMZN | buy | 10 / 10 | 229.78 | 2024.12.12 19:30:01 | filled | 3728058446 | ||||
2024.12.13 20:30:00 | 23 | AMZN | sell | 10 / 10 | 228.37 | 2024.12.13 20:30:00 | filled | 3728058446 | ||||
2024.12.13 20:30:01 | 24 | AMZN | buy | 10 / 10 | 228.39 | 2024.12.13 20:30:01 | filled | 3728058446 | ||||
2024.12.16 17:00:00 | 25 | AMZN | sell | 10 / 10 | 229.43 | 2024.12.16 17:00:00 | filled | 3728058446 | ||||
2024.12.16 17:00:01 | 26 | AMZN | buy | 10 / 10 | 229.43 | 2024.12.16 17:00:01 | filled | 3728058446 | ||||
2024.12.17 17:30:00 | 27 | AMZN | sell | 10 / 10 | 228.96 | 2024.12.17 17:30:00 | filled | 3728058446 | ||||
2024.12.17 17:30:01 | 28 | AMZN | buy | 10 / 10 | 228.98 | 2024.12.17 17:30:01 | filled | 3728058446 | ||||
2024.12.18 21:00:00 | 29 | AMZN | sell | 10 / 10 | 230.26 | 2024.12.18 21:00:00 | filled | 3728058446 | ||||
2024.12.18 21:00:01 | 30 | AMZN | buy | 10 / 10 | 230.27 | 2024.12.18 21:00:01 | filled | 3728058446 | ||||
2024.12.19 20:00:00 | 31 | AMZN | sell | 10 / 10 | 224.97 | 2024.12.19 20:00:00 | filled | 3728058446 | ||||
2024.12.19 20:00:01 | 32 | AMZN | buy | 10 / 10 | 224.99 | 2024.12.19 20:00:01 | filled | 3728058446 | ||||
2024.12.20 17:30:00 | 33 | AMZN | sell | 10 / 10 | 222.92 | 2024.12.20 17:30:00 | filled | 3728058446 | ||||
2024.12.20 17:30:01 | 34 | AMZN | buy | 10 / 10 | 222.93 | 2024.12.20 17:30:01 | filled | 3728058446 | ||||
2024.12.20 22:30:00 | 35 | AMZN | sell | 10 / 10 | 224.44 | 2024.12.20 22:30:00 | filled | 3728058446 | ||||
2024.12.20 22:30:01 | 36 | AMZN | buy | 10 / 10 | 224.46 | 2024.12.20 22:30:01 | filled | 3728058446 | ||||
2024.12.23 22:30:00 | 37 | AMZN | sell | 10 / 10 | 225.16 | 2024.12.23 22:30:00 | filled | 3728058446 | ||||
2024.12.23 22:30:01 | 38 | AMZN | buy | 10 / 10 | 225.18 | 2024.12.23 22:30:01 | filled | 3728058446 | ||||
2024.12.24 17:30:00 | 39 | AMZN | sell | 10 / 10 | 227.94 | 2024.12.24 17:30:00 | filled | 3728058446 | ||||
2024.12.24 17:30:01 | 40 | AMZN | buy | 10 / 10 | 227.96 | 2024.12.24 17:30:01 | filled | 3728058446 | ||||
2024.12.26 18:00:00 | 41 | AMZN | sell | 10 / 10 | 227.51 | 2024.12.26 18:00:00 | filled | 3728058446 | ||||
2024.12.26 18:00:01 | 42 | AMZN | buy | 10 / 10 | 227.52 | 2024.12.26 18:00:01 | filled | 3728058446 | ||||
2024.12.27 22:00:00 | 43 | AMZN | sell | 10 / 10 | 223.64 | 2024.12.27 22:00:00 | filled | 3728058446 | ||||
2024.12.27 22:00:01 | 44 | AMZN | buy | 10 / 10 | 223.64 | 2024.12.27 22:00:01 | filled | 3728058446 | ||||
2024.12.27 23:00:59 | 45 | AMZN | sell | 10 / 10 | 223.79 | 2024.12.27 23:00:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.29 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.29 00:00:00 | 2 | AMZN | buy | in | 10 | 205.75 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 3728058446 |
2024.11.29 19:00:00 | 3 | AMZN | sell | out | 10 | 206.46 | 3 | 0.00 | 0.00 | 710.00 | 10 710.00 | 3728058446 |
2024.11.29 19:00:01 | 4 | AMZN | buy | in | 10 | 206.48 | 4 | 0.00 | 0.00 | 0.00 | 10 710.00 | 3728058446 |
2024.12.02 21:30:00 | 5 | AMZN | sell | out | 10 | 210.06 | 5 | 0.00 | 0.00 | 3 580.00 | 14 290.00 | 3728058446 |
2024.12.02 21:30:01 | 6 | AMZN | buy | in | 10 | 210.07 | 6 | 0.00 | 0.00 | 0.00 | 14 290.00 | 3728058446 |
2024.12.03 19:00:00 | 7 | AMZN | sell | out | 10 | 212.14 | 7 | 0.00 | 0.00 | 2 070.00 | 16 360.00 | 3728058446 |
2024.12.03 19:00:01 | 8 | AMZN | buy | in | 10 | 212.14 | 8 | 0.00 | 0.00 | 0.00 | 16 360.00 | 3728058446 |
2024.12.04 21:00:00 | 9 | AMZN | sell | out | 10 | 217.34 | 9 | 0.00 | 0.00 | 5 200.00 | 21 560.00 | 3728058446 |
2024.12.04 21:00:01 | 10 | AMZN | buy | in | 10 | 217.35 | 10 | 0.00 | 0.00 | 0.00 | 21 560.00 | 3728058446 |
2024.12.05 20:30:00 | 11 | AMZN | sell | out | 10 | 221.11 | 11 | 0.00 | 0.00 | 3 760.00 | 25 320.00 | 3728058446 |
2024.12.05 20:30:01 | 12 | AMZN | buy | in | 10 | 221.11 | 12 | 0.00 | 0.00 | 0.00 | 25 320.00 | 3728058446 |
2024.12.06 21:30:00 | 13 | AMZN | sell | out | 10 | 224.67 | 13 | 0.00 | 0.00 | 3 560.00 | 28 880.00 | 3728058446 |
2024.12.06 21:30:01 | 14 | AMZN | buy | in | 10 | 224.68 | 14 | 0.00 | 0.00 | 0.00 | 28 880.00 | 3728058446 |
2024.12.09 16:30:00 | 15 | AMZN | sell | out | 10 | 227.22 | 15 | 0.00 | 0.00 | 2 540.00 | 31 420.00 | 3728058446 |
2024.12.09 16:30:01 | 16 | AMZN | buy | in | 10 | 227.22 | 16 | 0.00 | 0.00 | 0.00 | 31 420.00 | 3728058446 |
2024.12.09 17:30:00 | 17 | AMZN | sell | out | 10 | 227.82 | 17 | 0.00 | 0.00 | 600.00 | 32 020.00 | 3728058446 |
2024.12.09 17:30:01 | 18 | AMZN | buy | in | 10 | 227.84 | 18 | 0.00 | 0.00 | 0.00 | 32 020.00 | 3728058446 |
2024.12.09 20:30:00 | 19 | AMZN | sell | out | 10 | 229.08 | 19 | 0.00 | 0.00 | 1 240.00 | 33 260.00 | 3728058446 |
2024.12.09 20:30:01 | 20 | AMZN | buy | in | 10 | 229.08 | 20 | 0.00 | 0.00 | 0.00 | 33 260.00 | 3728058446 |
2024.12.12 19:30:00 | 21 | AMZN | sell | out | 10 | 229.76 | 21 | 0.00 | 0.00 | 680.00 | 33 940.00 | 3728058446 |
2024.12.12 19:30:01 | 22 | AMZN | buy | in | 10 | 229.78 | 22 | 0.00 | 0.00 | 0.00 | 33 940.00 | 3728058446 |
2024.12.13 20:30:00 | 23 | AMZN | sell | out | 10 | 228.37 | 23 | 0.00 | 0.00 | -1 410.00 | 32 530.00 | 3728058446 |
2024.12.13 20:30:01 | 24 | AMZN | buy | in | 10 | 228.39 | 24 | 0.00 | 0.00 | 0.00 | 32 530.00 | 3728058446 |
2024.12.16 17:00:00 | 25 | AMZN | sell | out | 10 | 229.43 | 25 | 0.00 | 0.00 | 1 040.00 | 33 570.00 | 3728058446 |
2024.12.16 17:00:01 | 26 | AMZN | buy | in | 10 | 229.43 | 26 | 0.00 | 0.00 | 0.00 | 33 570.00 | 3728058446 |
2024.12.17 17:30:00 | 27 | AMZN | sell | out | 10 | 228.96 | 27 | 0.00 | 0.00 | -470.00 | 33 100.00 | 3728058446 |
2024.12.17 17:30:01 | 28 | AMZN | buy | in | 10 | 228.98 | 28 | 0.00 | 0.00 | 0.00 | 33 100.00 | 3728058446 |
2024.12.18 21:00:00 | 29 | AMZN | sell | out | 10 | 230.26 | 29 | 0.00 | 0.00 | 1 280.00 | 34 380.00 | 3728058446 |
2024.12.18 21:00:01 | 30 | AMZN | buy | in | 10 | 230.27 | 30 | 0.00 | 0.00 | 0.00 | 34 380.00 | 3728058446 |
2024.12.19 20:00:00 | 31 | AMZN | sell | out | 10 | 224.97 | 31 | 0.00 | 0.00 | -5 300.00 | 29 080.00 | 3728058446 |
2024.12.19 20:00:01 | 32 | AMZN | buy | in | 10 | 224.99 | 32 | 0.00 | 0.00 | 0.00 | 29 080.00 | 3728058446 |
2024.12.20 17:30:00 | 33 | AMZN | sell | out | 10 | 222.92 | 33 | 0.00 | 0.00 | -2 070.00 | 27 010.00 | 3728058446 |
2024.12.20 17:30:01 | 34 | AMZN | buy | in | 10 | 222.93 | 34 | 0.00 | 0.00 | 0.00 | 27 010.00 | 3728058446 |
2024.12.20 22:30:00 | 35 | AMZN | sell | out | 10 | 224.44 | 35 | 0.00 | 0.00 | 1 510.00 | 28 520.00 | 3728058446 |
2024.12.20 22:30:01 | 36 | AMZN | buy | in | 10 | 224.46 | 36 | 0.00 | 0.00 | 0.00 | 28 520.00 | 3728058446 |
2024.12.23 22:30:00 | 37 | AMZN | sell | out | 10 | 225.16 | 37 | 0.00 | 0.00 | 700.00 | 29 220.00 | 3728058446 |
2024.12.23 22:30:01 | 38 | AMZN | buy | in | 10 | 225.18 | 38 | 0.00 | 0.00 | 0.00 | 29 220.00 | 3728058446 |
2024.12.24 17:30:00 | 39 | AMZN | sell | out | 10 | 227.94 | 39 | 0.00 | 0.00 | 2 760.00 | 31 980.00 | 3728058446 |
2024.12.24 17:30:01 | 40 | AMZN | buy | in | 10 | 227.96 | 40 | 0.00 | 0.00 | 0.00 | 31 980.00 | 3728058446 |
2024.12.26 18:00:00 | 41 | AMZN | sell | out | 10 | 227.51 | 41 | 0.00 | 0.00 | -450.00 | 31 530.00 | 3728058446 |
2024.12.26 18:00:01 | 42 | AMZN | buy | in | 10 | 227.52 | 42 | 0.00 | 0.00 | 0.00 | 31 530.00 | 3728058446 |
2024.12.27 22:00:00 | 43 | AMZN | sell | out | 10 | 223.64 | 43 | 0.00 | 0.00 | -3 880.00 | 27 650.00 | 3728058446 |
2024.12.27 22:00:01 | 44 | AMZN | buy | in | 10 | 223.64 | 44 | 0.00 | 0.00 | 0.00 | 27 650.00 | 3728058446 |
2024.12.27 23:00:59 | 45 | AMZN | sell | out | 10 | 223.79 | 45 | 0.00 | 0.00 | 150.00 | 27 800.00 | end of test |
0.00 | 0.00 | 17 800.00 | 27 800.00 | |||||||||