Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 4042840586_EMBR3_240 | |||||||||||
Symbol: | EMBR3 | |||||||||||
Period: | H4 (2024.07.29 - 2025.01.25) | |||||||||||
Inputs: | Entry_Amount=100 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=4042840586 | ||||||||||||
Max_Spread=0 | ||||||||||||
Min_Equity=0 | ||||||||||||
Company: | Neural Target | |||||||||||
Currency: | profit in pips | |||||||||||
Initial Deposit: | 50 000.00 | |||||||||||
Leverage: | 1:1 | |||||||||||
Results | ||||||||||||
History Quality: | 96% | |||||||||||
Bars: | 372 | Ticks: | 2837913 | Symbols: | 1 | |||||||
Total Net Profit: | 53 100.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 27 300.00 | |||||||
Gross Profit: | 83 000.00 | Balance Drawdown Maximal: | 16 200.00 (16.36%) | Equity Drawdown Maximal: | 63 800.00 (53.43%) | |||||||
Gross Loss: | -29 900.00 | Balance Drawdown Relative: | 16.36% (16 200.00) | Equity Drawdown Relative: | 61.85% (36 800.00) | |||||||
Profit Factor: | 2.78 | Expected Payoff: | 4 827.27 | Margin Level: | 109397.59% | |||||||
Recovery Factor: | 0.83 | Sharpe Ratio: | 0.27 | Z-Score: | 1.76 (92.16%) | |||||||
AHPR: | 1.0773 (7.73%) | LR Correlation: | 0.86 | OnTester result: | 0 | |||||||
GHPR: | 1.0680 (6.80%) | LR Standard Error: | 7 486.53 | |||||||||
Total Trades: | 11 | Short Trades (won %): | 8 (75.00%) | Long Trades (won %): | 3 (66.67%) | |||||||
Total Deals: | 22 | Profit Trades (% of total): | 8 (72.73%) | Loss Trades (% of total): | 3 (27.27%) | |||||||
Largest profit trade: | 16 500.00 | Largest loss trade: | -16 200.00 | |||||||||
Average profit trade: | 10 375.00 | Average loss trade: | -9 966.67 | |||||||||
Maximum consecutive wins ($): | 3 (20 300.00) | Maximum consecutive losses ($): | 1 (-16 200.00) | |||||||||
Maximal consecutive profit (count): | 30 400.00 (2) | Maximal consecutive loss (count): | -16 200.00 (1) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.23 | Correlation (Profits,MAE): | 0.63 | Correlation (MFE,MAE): | -0.1120 | |||||||
Minimal position holding time: | 1:54:00 | Maximal position holding time: | 428:00:00 | Average position holding time: | 190:39:46 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.07.29 10:02:00 | 2 | EMBR3 | sell | 100 / 100 | 41.49 | 2024.07.29 10:02:00 | filled | 4042840586 | ||||
2024.08.02 12:00:00 | 3 | EMBR3 | buy | 100 / 100 | 39.84 | 2024.08.02 12:00:00 | filled | 4042840586 | ||||
2024.08.08 10:06:00 | 4 | EMBR3 | buy | 100 / 100 | 39.91 | 2024.08.08 10:06:00 | filled | 4042840586 | ||||
2024.08.08 12:00:00 | 5 | EMBR3 | sell | 100 / 100 | 41.30 | 2024.08.08 12:00:00 | filled | 4042840586 | ||||
2024.08.15 10:03:00 | 6 | EMBR3 | sell | 100 / 100 | 44.13 | 2024.08.15 10:03:00 | filled | 4042840586 | ||||
2024.09.03 12:00:00 | 7 | EMBR3 | buy | 100 / 100 | 45.20 | 2024.09.03 12:00:00 | filled | 4042840586 | ||||
2024.09.04 16:00:00 | 8 | EMBR3 | sell | 100 / 100 | 48.93 | 2024.09.04 16:00:00 | filled | 4042840586 | ||||
2024.09.18 12:00:00 | 9 | EMBR3 | buy | 100 / 100 | 47.57 | 2024.09.18 12:00:00 | filled | 4042840586 | ||||
2024.09.20 16:00:00 | 10 | EMBR3 | buy | 100 / 100 | 48.72 | 2024.09.20 16:00:00 | filled | 4042840586 | ||||
2024.10.16 12:00:00 | 11 | EMBR3 | sell | 100 / 100 | 48.42 | 2024.10.16 12:00:00 | filled | 4042840586 | ||||
2024.10.22 12:00:00 | 12 | EMBR3 | sell | 100 / 100 | 49.43 | 2024.10.22 12:00:00 | filled | 4042840586 | ||||
2024.11.01 12:00:00 | 13 | EMBR3 | buy | 100 / 100 | 48.71 | 2024.11.01 12:00:00 | filled | 4042840586 | ||||
2024.11.06 10:03:00 | 14 | EMBR3 | buy | 100 / 100 | 48.52 | 2024.11.06 10:03:00 | filled | 4042840586 | ||||
2024.11.06 12:00:00 | 15 | EMBR3 | sell | 100 / 100 | 49.67 | 2024.11.06 12:00:00 | filled | 4042840586 | ||||
2024.11.12 12:00:00 | 16 | EMBR3 | sell | 100 / 100 | 54.48 | 2024.11.12 12:00:00 | filled | 4042840586 | ||||
2024.12.04 10:08:00 | 17 | EMBR3 | buy | 100 / 100 | 56.10 | 2024.12.04 10:08:00 | filled | 4042840586 | ||||
2024.12.12 10:03:00 | 18 | EMBR3 | sell | 100 / 100 | 56.70 | 2024.12.12 10:03:00 | filled | 4042840586 | ||||
2024.12.30 12:00:00 | 19 | EMBR3 | buy | 100 / 100 | 55.93 | 2024.12.30 12:00:00 | filled | 4042840586 | ||||
2025.01.06 10:09:00 | 20 | EMBR3 | sell | 100 / 100 | 57.31 | 2025.01.06 10:09:00 | filled | 4042840586 | ||||
2025.01.10 12:00:00 | 21 | EMBR3 | buy | 100 / 100 | 56.72 | 2025.01.10 12:00:00 | filled | 4042840586 | ||||
2025.01.22 12:00:00 | 22 | EMBR3 | sell | 100 / 100 | 61.57 | 2025.01.22 12:00:00 | filled | 4042840586 | ||||
2025.01.24 19:35:30 | 23 | EMBR3 | buy | 100 / 100 | 60.90 | 2025.01.24 19:35:30 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.07.29 00:00:00 | 1 | balance | 0.00 | 0.00 | 50 000.00 | 50 000.00 | ||||||
2024.07.29 10:02:00 | 2 | EMBR3 | sell | in | 100 | 41.49 | 2 | 0.00 | 0.00 | 0.00 | 50 000.00 | 4042840586 |
2024.08.02 12:00:00 | 3 | EMBR3 | buy | out | 100 | 39.84 | 3 | 0.00 | 0.00 | 16 500.00 | 66 500.00 | 4042840586 |
2024.08.08 10:06:00 | 4 | EMBR3 | buy | in | 100 | 39.91 | 4 | 0.00 | 0.00 | 0.00 | 66 500.00 | 4042840586 |
2024.08.08 12:00:00 | 5 | EMBR3 | sell | out | 100 | 41.30 | 5 | 0.00 | 0.00 | 13 900.00 | 80 400.00 | 4042840586 |
2024.08.15 10:03:00 | 6 | EMBR3 | sell | in | 100 | 44.13 | 6 | 0.00 | 0.00 | 0.00 | 80 400.00 | 4042840586 |
2024.09.03 12:00:00 | 7 | EMBR3 | buy | out | 100 | 45.20 | 7 | 0.00 | 0.00 | -10 700.00 | 69 700.00 | 4042840586 |
2024.09.04 16:00:00 | 8 | EMBR3 | sell | in | 100 | 48.93 | 8 | 0.00 | 0.00 | 0.00 | 69 700.00 | 4042840586 |
2024.09.18 12:00:00 | 9 | EMBR3 | buy | out | 100 | 47.57 | 9 | 0.00 | 0.00 | 13 600.00 | 83 300.00 | 4042840586 |
2024.09.20 16:00:00 | 10 | EMBR3 | buy | in | 100 | 48.72 | 10 | 0.00 | 0.00 | 0.00 | 83 300.00 | 4042840586 |
2024.10.16 12:00:00 | 11 | EMBR3 | sell | out | 100 | 48.42 | 11 | 0.00 | 0.00 | -3 000.00 | 80 300.00 | 4042840586 |
2024.10.22 12:00:00 | 12 | EMBR3 | sell | in | 100 | 49.43 | 12 | 0.00 | 0.00 | 0.00 | 80 300.00 | 4042840586 |
2024.11.01 12:00:00 | 13 | EMBR3 | buy | out | 100 | 48.71 | 13 | 0.00 | 0.00 | 7 200.00 | 87 500.00 | 4042840586 |
2024.11.06 10:03:00 | 14 | EMBR3 | buy | in | 100 | 48.52 | 14 | 0.00 | 0.00 | 0.00 | 87 500.00 | 4042840586 |
2024.11.06 12:00:00 | 15 | EMBR3 | sell | out | 100 | 49.67 | 15 | 0.00 | 0.00 | 11 500.00 | 99 000.00 | 4042840586 |
2024.11.12 12:00:00 | 16 | EMBR3 | sell | in | 100 | 54.48 | 16 | 0.00 | 0.00 | 0.00 | 99 000.00 | 4042840586 |
2024.12.04 10:08:00 | 17 | EMBR3 | buy | out | 100 | 56.10 | 17 | 0.00 | 0.00 | -16 200.00 | 82 800.00 | 4042840586 |
2024.12.12 10:03:00 | 18 | EMBR3 | sell | in | 100 | 56.70 | 18 | 0.00 | 0.00 | 0.00 | 82 800.00 | 4042840586 |
2024.12.30 12:00:00 | 19 | EMBR3 | buy | out | 100 | 55.93 | 19 | 0.00 | 0.00 | 7 700.00 | 90 500.00 | 4042840586 |
2025.01.06 10:09:00 | 20 | EMBR3 | sell | in | 100 | 57.31 | 20 | 0.00 | 0.00 | 0.00 | 90 500.00 | 4042840586 |
2025.01.10 12:00:00 | 21 | EMBR3 | buy | out | 100 | 56.72 | 21 | 0.00 | 0.00 | 5 900.00 | 96 400.00 | 4042840586 |
2025.01.22 12:00:00 | 22 | EMBR3 | sell | in | 100 | 61.57 | 22 | 0.00 | 0.00 | 0.00 | 96 400.00 | 4042840586 |
2025.01.24 19:35:30 | 23 | EMBR3 | buy | out | 100 | 60.90 | 23 | 0.00 | 0.00 | 6 700.00 | 103 100.00 | end of test |
0.00 | 0.00 | 53 100.00 | 103 100.00 | |||||||||