Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 4040111103_META_15_nt | |||||||||||
Symbol: | META | |||||||||||
Period: | M15 (2024.12.22 - 2025.02.05) | |||||||||||
Inputs: | _Properties_=------ | |||||||||||
Magic_Number=4040111103 | ||||||||||||
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: | 96 | Ticks: | 83772 | Symbols: | 1 | |||||||
Total Net Profit: | 9 890.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 3 310.00 | |||||||
Gross Profit: | 13 890.00 | Balance Drawdown Maximal: | 4 000.00 (26.70%) | Equity Drawdown Maximal: | 18 550.00 (65.25%) | |||||||
Gross Loss: | -4 000.00 | Balance Drawdown Relative: | 26.70% (4 000.00) | Equity Drawdown Relative: | 66.02% (13 000.00) | |||||||
Profit Factor: | 3.47 | Expected Payoff: | 2 472.50 | Margin Level: | 567.37% | |||||||
Recovery Factor: | 0.53 | Sharpe Ratio: | 0.48 | Z-Score: | 0.61 (45.81%) | |||||||
AHPR: | 1.2554 (25.54%) | LR Correlation: | 0.59 | OnTester result: | 0 | |||||||
GHPR: | 1.1876 (18.76%) | LR Standard Error: | 3 506.78 | |||||||||
Total Trades: | 4 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 4 (50.00%) | |||||||
Total Deals: | 8 | Profit Trades (% of total): | 2 (50.00%) | Loss Trades (% of total): | 2 (50.00%) | |||||||
Largest profit trade: | 8 910.00 | Largest loss trade: | -2 150.00 | |||||||||
Average profit trade: | 6 945.00 | Average loss trade: | -2 000.00 | |||||||||
Maximum consecutive wins ($): | 1 (8 910.00) | Maximum consecutive losses ($): | 2 (-4 000.00) | |||||||||
Maximal consecutive profit (count): | 8 910.00 (1) | Maximal consecutive loss (count): | -4 000.00 (2) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.69 | Correlation (Profits,MAE): | 0.70 | Correlation (MFE,MAE): | 0.2387 | |||||||
Minimal position holding time: | 0:44:59 | Maximal position holding time: | 96:15:00 | Average position holding time: | 25:37:44 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.12.23 16:30:00 | 2 | META | buy | 10 / 10 | 589.56 | 2024.12.23 16:30:00 | filled | 4040111103 | ||||
2024.12.27 16:45:00 | 3 | META | sell | 10 / 10 | 594.54 | 2024.12.27 16:45:00 | filled | 4040111103 | ||||
2024.12.27 16:45:01 | 4 | META | buy | 10 / 10 | 594.71 | 2024.12.27 16:45:01 | filled | 4040111103 | ||||
2024.12.27 18:15:00 | 5 | META | sell | 10 / 10 | 592.56 | 2024.12.27 18:15:00 | filled | 4040111103 | ||||
2024.12.27 18:15:01 | 6 | META | buy | 10 / 10 | 592.74 | 2024.12.27 18:15:01 | filled | 4040111103 | ||||
2024.12.27 19:00:00 | 7 | META | sell | 10 / 10 | 590.89 | 2024.12.27 19:00:00 | filled | 4040111103 | ||||
2024.12.27 19:00:01 | 8 | META | buy | 10 / 10 | 590.90 | 2024.12.27 19:00:01 | filled | 4040111103 | ||||
2024.12.27 23:00:59 | 9 | META | sell | 10 / 10 | 599.81 | 2024.12.27 23:00:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.12.22 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.12.23 16:30:00 | 2 | META | buy | in | 10 | 589.56 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 4040111103 |
2024.12.27 16:45:00 | 3 | META | sell | out | 10 | 594.54 | 3 | 0.00 | 0.00 | 4 980.00 | 14 980.00 | 4040111103 |
2024.12.27 16:45:01 | 4 | META | buy | in | 10 | 594.71 | 4 | 0.00 | 0.00 | 0.00 | 14 980.00 | 4040111103 |
2024.12.27 18:15:00 | 5 | META | sell | out | 10 | 592.56 | 5 | 0.00 | 0.00 | -2 150.00 | 12 830.00 | 4040111103 |
2024.12.27 18:15:01 | 6 | META | buy | in | 10 | 592.74 | 6 | 0.00 | 0.00 | 0.00 | 12 830.00 | 4040111103 |
2024.12.27 19:00:00 | 7 | META | sell | out | 10 | 590.89 | 7 | 0.00 | 0.00 | -1 850.00 | 10 980.00 | 4040111103 |
2024.12.27 19:00:01 | 8 | META | buy | in | 10 | 590.90 | 8 | 0.00 | 0.00 | 0.00 | 10 980.00 | 4040111103 |
2024.12.27 23:00:59 | 9 | META | sell | out | 10 | 599.81 | 9 | 0.00 | 0.00 | 8 910.00 | 19 890.00 | end of test |
0.00 | 0.00 | 9 890.00 | 19 890.00 | |||||||||