Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 3883348531_AAPL_15 | |||||||||||
Symbol: | AAPL | |||||||||||
Period: | M15 (2024.12.09 - 2025.01.23) | |||||||||||
Inputs: | Entry_Amount=10 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=3883348531 | ||||||||||||
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: | 327 | Ticks: | 1394561 | Symbols: | 1 | |||||||
Total Net Profit: | 4 260.00 | Balance Drawdown Absolute: | 60.00 | Equity Drawdown Absolute: | 5 680.00 | |||||||
Gross Profit: | 6 000.00 | Balance Drawdown Maximal: | 1 340.00 (8.59%) | Equity Drawdown Maximal: | 7 820.00 (64.42%) | |||||||
Gross Loss: | -1 740.00 | Balance Drawdown Relative: | 8.59% (1 340.00) | Equity Drawdown Relative: | 64.42% (7 820.00) | |||||||
Profit Factor: | 3.45 | Expected Payoff: | 608.57 | Margin Level: | 854.43% | |||||||
Recovery Factor: | 0.54 | Sharpe Ratio: | 0.39 | Z-Score: | 0.68 (50.35%) | |||||||
AHPR: | 1.0571 (5.71%) | LR Correlation: | 0.90 | OnTester result: | 0 | |||||||
GHPR: | 1.0520 (5.20%) | LR Standard Error: | 1 077.01 | |||||||||
Total Trades: | 7 | Short Trades (won %): | 3 (33.33%) | Long Trades (won %): | 4 (100.00%) | |||||||
Total Deals: | 14 | Profit Trades (% of total): | 5 (71.43%) | Loss Trades (% of total): | 2 (28.57%) | |||||||
Largest profit trade: | 3 370.00 | Largest loss trade: | -1 340.00 | |||||||||
Average profit trade: | 1 200.00 | Average loss trade: | -870.00 | |||||||||
Maximum consecutive wins ($): | 4 (5 660.00) | Maximum consecutive losses ($): | 1 (-1 340.00) | |||||||||
Maximal consecutive profit (count): | 5 660.00 (4) | Maximal consecutive loss (count): | -1 340.00 (1) | |||||||||
Average consecutive wins: | 3 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.91 | Correlation (Profits,MAE): | 0.32 | Correlation (MFE,MAE): | 0.3672 | |||||||
Minimal position holding time: | 0:45:00 | Maximal position holding time: | 68:15:00 | Average position holding time: | 36:40:34 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.12.09 20:00:00 | 2 | AAPL | buy | 10 / 10 | 246.22 | 2024.12.09 20:00:00 | filled | 3883348531 | ||||
2024.12.09 20:45:00 | 3 | AAPL | sell | 10 / 10 | 246.56 | 2024.12.09 20:45:00 | filled | 3883348531 | ||||
2024.12.09 21:00:00 | 4 | AAPL | sell | 10 / 10 | 246.73 | 2024.12.09 21:00:00 | filled | 3883348531 | ||||
2024.12.12 17:15:00 | 5 | AAPL | buy | 10 / 10 | 247.13 | 2024.12.12 17:15:00 | filled | 3883348531 | ||||
2024.12.12 21:30:00 | 6 | AAPL | buy | 10 / 10 | 248.04 | 2024.12.12 21:30:00 | filled | 3883348531 | ||||
2024.12.16 17:00:00 | 7 | AAPL | sell | 10 / 10 | 248.63 | 2024.12.16 17:00:00 | filled | 3883348531 | ||||
2024.12.17 20:15:00 | 8 | AAPL | sell | 10 / 10 | 252.94 | 2024.12.17 20:15:00 | filled | 3883348531 | ||||
2024.12.18 17:00:00 | 9 | AAPL | buy | 10 / 10 | 252.04 | 2024.12.18 17:00:00 | filled | 3883348531 | ||||
2024.12.18 21:15:00 | 10 | AAPL | buy | 10 / 10 | 252.80 | 2024.12.18 21:15:00 | filled | 3883348531 | ||||
2024.12.20 22:00:00 | 11 | AAPL | sell | 10 / 10 | 253.60 | 2024.12.20 22:00:00 | filled | 3883348531 | ||||
2024.12.23 17:15:00 | 12 | AAPL | buy | 10 / 10 | 253.74 | 2024.12.23 17:15:00 | filled | 3883348531 | ||||
2024.12.24 19:00:00 | 13 | AAPL | sell | 10 / 10 | 257.11 | 2024.12.24 19:00:00 | filled | 3883348531 | ||||
2024.12.24 19:15:00 | 14 | AAPL | sell | 10 / 10 | 257.40 | 2024.12.24 19:15:00 | filled | 3883348531 | ||||
2024.12.26 20:13:59 | 15 | AAPL | buy | 10 / 10 | 258.74 | 2024.12.26 20:13:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.12.09 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.12.09 20:00:00 | 2 | AAPL | buy | in | 10 | 246.22 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 3883348531 |
2024.12.09 20:45:00 | 3 | AAPL | sell | out | 10 | 246.56 | 3 | 0.00 | 0.00 | 340.00 | 10 340.00 | 3883348531 |
2024.12.09 21:00:00 | 4 | AAPL | sell | in | 10 | 246.73 | 4 | 0.00 | 0.00 | 0.00 | 10 340.00 | 3883348531 |
2024.12.12 17:15:00 | 5 | AAPL | buy | out | 10 | 247.13 | 5 | 0.00 | 0.00 | -400.00 | 9 940.00 | 3883348531 |
2024.12.12 21:30:00 | 6 | AAPL | buy | in | 10 | 248.04 | 6 | 0.00 | 0.00 | 0.00 | 9 940.00 | 3883348531 |
2024.12.16 17:00:00 | 7 | AAPL | sell | out | 10 | 248.63 | 7 | 0.00 | 0.00 | 590.00 | 10 530.00 | 3883348531 |
2024.12.17 20:15:00 | 8 | AAPL | sell | in | 10 | 252.94 | 8 | 0.00 | 0.00 | 0.00 | 10 530.00 | 3883348531 |
2024.12.18 17:00:00 | 9 | AAPL | buy | out | 10 | 252.04 | 9 | 0.00 | 0.00 | 900.00 | 11 430.00 | 3883348531 |
2024.12.18 21:15:00 | 10 | AAPL | buy | in | 10 | 252.80 | 10 | 0.00 | 0.00 | 0.00 | 11 430.00 | 3883348531 |
2024.12.20 22:00:00 | 11 | AAPL | sell | out | 10 | 253.60 | 11 | 0.00 | 0.00 | 800.00 | 12 230.00 | 3883348531 |
2024.12.23 17:15:00 | 12 | AAPL | buy | in | 10 | 253.74 | 12 | 0.00 | 0.00 | 0.00 | 12 230.00 | 3883348531 |
2024.12.24 19:00:00 | 13 | AAPL | sell | out | 10 | 257.11 | 13 | 0.00 | 0.00 | 3 370.00 | 15 600.00 | 3883348531 |
2024.12.24 19:15:00 | 14 | AAPL | sell | in | 10 | 257.40 | 14 | 0.00 | 0.00 | 0.00 | 15 600.00 | 3883348531 |
2024.12.26 20:13:59 | 15 | AAPL | buy | out | 10 | 258.74 | 15 | 0.00 | 0.00 | -1 340.00 | 14 260.00 | end of test |
0.00 | 0.00 | 4 260.00 | 14 260.00 | |||||||||