Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 4120765768_AMZN_15 | |||||||||||
Symbol: | AMZN | |||||||||||
Period: | M15 (2024.12.09 - 2025.01.23) | |||||||||||
Inputs: | Entry_Amount=10 | |||||||||||
Stop_Loss=0 | ||||||||||||
Take_Profit=70 | ||||||||||||
Magic_Number=4120765768 | ||||||||||||
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: | 366 | Ticks: | 1123890 | Symbols: | 1 | |||||||
Total Net Profit: | 6 340.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 350.00 | |||||||
Gross Profit: | 13 400.00 | Balance Drawdown Maximal: | 7 060.00 (30.17%) | Equity Drawdown Maximal: | 12 670.00 (52.90%) | |||||||
Gross Loss: | -7 060.00 | Balance Drawdown Relative: | 30.17% (7 060.00) | Equity Drawdown Relative: | 52.90% (12 670.00) | |||||||
Profit Factor: | 1.90 | Expected Payoff: | 317.00 | Margin Level: | 2117.90% | |||||||
Recovery Factor: | 0.50 | Sharpe Ratio: | 5.03 | Z-Score: | -1.33 (81.65%) | |||||||
AHPR: | 1.0285 (2.85%) | LR Correlation: | 0.92 | OnTester result: | 0 | |||||||
GHPR: | 1.0249 (2.49%) | LR Standard Error: | 1 632.05 | |||||||||
Total Trades: | 20 | Short Trades (won %): | 10 (100.00%) | Long Trades (won %): | 10 (90.00%) | |||||||
Total Deals: | 40 | Profit Trades (% of total): | 19 (95.00%) | Loss Trades (% of total): | 1 (5.00%) | |||||||
Largest profit trade: | 800.00 | Largest loss trade: | -7 060.00 | |||||||||
Average profit trade: | 705.26 | Average loss trade: | -7 060.00 | |||||||||
Maximum consecutive wins ($): | 19 (13 400.00) | Maximum consecutive losses ($): | 1 (-7 060.00) | |||||||||
Maximal consecutive profit (count): | 13 400.00 (19) | Maximal consecutive loss (count): | -7 060.00 (1) | |||||||||
Average consecutive wins: | 19 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.74 | Correlation (Profits,MAE): | 0.93 | Correlation (MFE,MAE): | 0.5408 | |||||||
Minimal position holding time: | 0:02:40 | Maximal position holding time: | 173:30:59 | Average position holding time: | 13:03:39 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.12.09 17:30:00 | 2 | AMZN | sell | 10 / 10 | 227.82 | 227.14 | 2024.12.09 17:30:00 | filled | 4120765768 | |||
2024.12.09 17:37:30 | 3 | AMZN | buy | 10 / 10 | 227.14 | 2024.12.09 17:37:30 | filled | tp 227.14 | ||||
2024.12.09 18:30:00 | 4 | AMZN | buy | 10 / 10 | 228.46 | 229.15 | 2024.12.09 18:30:00 | filled | 4120765768 | |||
2024.12.09 18:34:39 | 5 | AMZN | sell | 10 / 10 | 229.15 | 2024.12.09 18:34:39 | filled | tp 229.15 | ||||
2024.12.09 20:00:00 | 6 | AMZN | sell | 10 / 10 | 229.27 | 228.58 | 2024.12.09 20:00:00 | filled | 4120765768 | |||
2024.12.09 21:19:05 | 7 | AMZN | buy | 10 / 10 | 228.58 | 2024.12.09 21:19:05 | filled | tp 228.58 | ||||
2024.12.10 16:45:00 | 8 | AMZN | buy | 10 / 10 | 227.54 | 228.23 | 2024.12.10 16:45:00 | filled | 4120765768 | |||
2024.12.10 17:04:32 | 9 | AMZN | sell | 10 / 10 | 228.23 | 2024.12.10 17:04:32 | filled | tp 228.23 | ||||
2024.12.10 18:15:00 | 10 | AMZN | sell | 10 / 10 | 227.74 | 227.05 | 2024.12.10 18:15:00 | filled | 4120765768 | |||
2024.12.10 18:30:17 | 11 | AMZN | buy | 10 / 10 | 227.05 | 2024.12.10 18:30:17 | filled | tp 227.05 | ||||
2024.12.10 19:00:00 | 12 | AMZN | buy | 10 / 10 | 227.79 | 228.48 | 2024.12.10 19:00:00 | filled | 4120765768 | |||
2024.12.11 16:33:43 | 13 | AMZN | sell | 10 / 10 | 228.48 | 2024.12.11 16:33:43 | filled | tp 228.48 | ||||
2024.12.11 19:00:00 | 14 | AMZN | sell | 10 / 10 | 230.26 | 229.56 | 2024.12.11 19:00:00 | filled | 4120765768 | |||
2024.12.11 21:42:15 | 15 | AMZN | buy | 10 / 10 | 229.56 | 2024.12.11 21:42:15 | filled | tp 229.56 | ||||
2024.12.11 23:00:00 | 16 | AMZN | buy | 10 / 10 | 230.28 | 230.97 | 2024.12.11 23:00:00 | filled | 4120765768 | |||
2024.12.12 18:07:43 | 17 | AMZN | sell | 10 / 10 | 230.97 | 2024.12.12 18:07:43 | filled | tp 230.97 | ||||
2024.12.12 18:45:00 | 18 | AMZN | sell | 10 / 10 | 229.58 | 228.89 | 2024.12.12 18:45:00 | filled | 4120765768 | |||
2024.12.12 21:21:27 | 19 | AMZN | buy | 10 / 10 | 228.89 | 2024.12.12 21:21:27 | filled | tp 228.89 | ||||
2024.12.12 22:30:00 | 20 | AMZN | buy | 10 / 10 | 229.04 | 229.72 | 2024.12.12 22:30:00 | filled | 4120765768 | |||
2024.12.13 16:31:17 | 21 | AMZN | sell | 10 / 10 | 229.72 | 2024.12.13 16:31:17 | filled | tp 229.72 | ||||
2024.12.13 17:15:00 | 22 | AMZN | sell | 10 / 10 | 228.75 | 228.08 | 2024.12.13 17:15:00 | filled | 4120765768 | |||
2024.12.13 17:20:03 | 23 | AMZN | buy | 10 / 10 | 228.08 | 2024.12.13 17:20:03 | filled | tp 228.08 | ||||
2024.12.13 19:00:00 | 24 | AMZN | buy | 10 / 10 | 227.18 | 227.87 | 2024.12.13 19:00:00 | filled | 4120765768 | |||
2024.12.13 19:34:30 | 25 | AMZN | sell | 10 / 10 | 227.87 | 2024.12.13 19:34:30 | filled | tp 227.87 | ||||
2024.12.13 22:15:00 | 26 | AMZN | sell | 10 / 10 | 227.73 | 227.04 | 2024.12.13 22:15:00 | filled | 4120765768 | |||
2024.12.13 22:21:42 | 27 | AMZN | buy | 10 / 10 | 227.04 | 2024.12.13 22:21:42 | filled | tp 227.04 | ||||
2024.12.16 16:45:00 | 28 | AMZN | buy | 10 / 10 | 229.79 | 230.48 | 2024.12.16 16:45:00 | filled | 4120765768 | |||
2024.12.16 18:05:16 | 29 | AMZN | sell | 10 / 10 | 230.48 | 2024.12.16 18:05:16 | filled | tp 230.48 | ||||
2024.12.16 21:00:00 | 30 | AMZN | buy | 10 / 10 | 231.96 | 232.64 | 2024.12.16 21:00:00 | filled | 4120765768 | |||
2024.12.16 22:17:31 | 31 | AMZN | sell | 10 / 10 | 232.64 | 2024.12.16 22:17:31 | filled | tp 232.64 | ||||
2024.12.16 22:45:00 | 32 | AMZN | sell | 10 / 10 | 232.62 | 231.93 | 2024.12.16 22:45:00 | filled | 4120765768 | |||
2024.12.17 16:30:41 | 33 | AMZN | buy | 10 / 10 | 231.93 | 2024.12.17 16:30:41 | filled | tp 231.93 | ||||
2024.12.17 16:45:00 | 34 | AMZN | sell | 10 / 10 | 229.84 | 229.15 | 2024.12.17 16:45:00 | filled | 4120765768 | |||
2024.12.17 16:47:40 | 35 | AMZN | buy | 10 / 10 | 229.15 | 2024.12.17 16:47:40 | filled | tp 229.15 | ||||
2024.12.17 18:00:00 | 36 | AMZN | buy | 10 / 10 | 230.08 | 230.77 | 2024.12.17 18:00:00 | filled | 4120765768 | |||
2024.12.17 18:07:31 | 37 | AMZN | sell | 10 / 10 | 230.77 | 2024.12.17 18:07:31 | filled | tp 230.77 | ||||
2024.12.17 21:45:00 | 38 | AMZN | sell | 10 / 10 | 231.69 | 231.00 | 2024.12.17 21:45:00 | filled | 4120765768 | |||
2024.12.17 21:59:41 | 39 | AMZN | buy | 10 / 10 | 231.00 | 2024.12.17 21:59:41 | filled | tp 231.00 | ||||
2024.12.18 17:30:00 | 40 | AMZN | buy | 10 / 10 | 230.85 | 231.53 | 2024.12.18 17:30:00 | filled | 4120765768 | |||
2024.12.27 23:00:59 | 41 | 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 |
2024.12.09 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.12.09 17:30:00 | 2 | AMZN | sell | in | 10 | 227.82 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 4120765768 |
2024.12.09 17:37:30 | 3 | AMZN | buy | out | 10 | 227.15 | 3 | 0.00 | 0.00 | 670.00 | 10 670.00 | tp 227.14 |
2024.12.09 18:30:00 | 4 | AMZN | buy | in | 10 | 228.46 | 4 | 0.00 | 0.00 | 0.00 | 10 670.00 | 4120765768 |
2024.12.09 18:34:39 | 5 | AMZN | sell | out | 10 | 229.15 | 5 | 0.00 | 0.00 | 690.00 | 11 360.00 | tp 229.15 |
2024.12.09 20:00:00 | 6 | AMZN | sell | in | 10 | 229.27 | 6 | 0.00 | 0.00 | 0.00 | 11 360.00 | 4120765768 |
2024.12.09 21:19:05 | 7 | AMZN | buy | out | 10 | 228.58 | 7 | 0.00 | 0.00 | 690.00 | 12 050.00 | tp 228.58 |
2024.12.10 16:45:00 | 8 | AMZN | buy | in | 10 | 227.54 | 8 | 0.00 | 0.00 | 0.00 | 12 050.00 | 4120765768 |
2024.12.10 17:04:32 | 9 | AMZN | sell | out | 10 | 228.34 | 9 | 0.00 | 0.00 | 800.00 | 12 850.00 | tp 228.23 |
2024.12.10 18:15:00 | 10 | AMZN | sell | in | 10 | 227.74 | 10 | 0.00 | 0.00 | 0.00 | 12 850.00 | 4120765768 |
2024.12.10 18:30:17 | 11 | AMZN | buy | out | 10 | 227.04 | 11 | 0.00 | 0.00 | 700.00 | 13 550.00 | tp 227.05 |
2024.12.10 19:00:00 | 12 | AMZN | buy | in | 10 | 227.79 | 12 | 0.00 | 0.00 | 0.00 | 13 550.00 | 4120765768 |
2024.12.11 16:33:43 | 13 | AMZN | sell | out | 10 | 228.58 | 13 | 0.00 | 0.00 | 790.00 | 14 340.00 | tp 228.48 |
2024.12.11 19:00:00 | 14 | AMZN | sell | in | 10 | 230.26 | 14 | 0.00 | 0.00 | 0.00 | 14 340.00 | 4120765768 |
2024.12.11 21:42:15 | 15 | AMZN | buy | out | 10 | 229.57 | 15 | 0.00 | 0.00 | 690.00 | 15 030.00 | tp 229.56 |
2024.12.11 23:00:00 | 16 | AMZN | buy | in | 10 | 230.28 | 16 | 0.00 | 0.00 | 0.00 | 15 030.00 | 4120765768 |
2024.12.12 18:07:43 | 17 | AMZN | sell | out | 10 | 231.01 | 17 | 0.00 | 0.00 | 730.00 | 15 760.00 | tp 230.97 |
2024.12.12 18:45:00 | 18 | AMZN | sell | in | 10 | 229.58 | 18 | 0.00 | 0.00 | 0.00 | 15 760.00 | 4120765768 |
2024.12.12 21:21:27 | 19 | AMZN | buy | out | 10 | 228.90 | 19 | 0.00 | 0.00 | 680.00 | 16 440.00 | tp 228.89 |
2024.12.12 22:30:00 | 20 | AMZN | buy | in | 10 | 229.04 | 20 | 0.00 | 0.00 | 0.00 | 16 440.00 | 4120765768 |
2024.12.13 16:31:17 | 21 | AMZN | sell | out | 10 | 229.75 | 21 | 0.00 | 0.00 | 710.00 | 17 150.00 | tp 229.72 |
2024.12.13 17:15:00 | 22 | AMZN | sell | in | 10 | 228.75 | 22 | 0.00 | 0.00 | 0.00 | 17 150.00 | 4120765768 |
2024.12.13 17:20:03 | 23 | AMZN | buy | out | 10 | 228.09 | 23 | 0.00 | 0.00 | 660.00 | 17 810.00 | tp 228.08 |
2024.12.13 19:00:00 | 24 | AMZN | buy | in | 10 | 227.18 | 24 | 0.00 | 0.00 | 0.00 | 17 810.00 | 4120765768 |
2024.12.13 19:34:30 | 25 | AMZN | sell | out | 10 | 227.90 | 25 | 0.00 | 0.00 | 720.00 | 18 530.00 | tp 227.87 |
2024.12.13 22:15:00 | 26 | AMZN | sell | in | 10 | 227.73 | 26 | 0.00 | 0.00 | 0.00 | 18 530.00 | 4120765768 |
2024.12.13 22:21:42 | 27 | AMZN | buy | out | 10 | 226.99 | 27 | 0.00 | 0.00 | 740.00 | 19 270.00 | tp 227.04 |
2024.12.16 16:45:00 | 28 | AMZN | buy | in | 10 | 229.79 | 28 | 0.00 | 0.00 | 0.00 | 19 270.00 | 4120765768 |
2024.12.16 18:05:16 | 29 | AMZN | sell | out | 10 | 230.49 | 29 | 0.00 | 0.00 | 700.00 | 19 970.00 | tp 230.48 |
2024.12.16 21:00:00 | 30 | AMZN | buy | in | 10 | 231.96 | 30 | 0.00 | 0.00 | 0.00 | 19 970.00 | 4120765768 |
2024.12.16 22:17:31 | 31 | AMZN | sell | out | 10 | 232.64 | 31 | 0.00 | 0.00 | 680.00 | 20 650.00 | tp 232.64 |
2024.12.16 22:45:00 | 32 | AMZN | sell | in | 10 | 232.62 | 32 | 0.00 | 0.00 | 0.00 | 20 650.00 | 4120765768 |
2024.12.17 16:30:41 | 33 | AMZN | buy | out | 10 | 231.94 | 33 | 0.00 | 0.00 | 680.00 | 21 330.00 | tp 231.93 |
2024.12.17 16:45:00 | 34 | AMZN | sell | in | 10 | 229.84 | 34 | 0.00 | 0.00 | 0.00 | 21 330.00 | 4120765768 |
2024.12.17 16:47:40 | 35 | AMZN | buy | out | 10 | 229.16 | 35 | 0.00 | 0.00 | 680.00 | 22 010.00 | tp 229.15 |
2024.12.17 18:00:00 | 36 | AMZN | buy | in | 10 | 230.08 | 36 | 0.00 | 0.00 | 0.00 | 22 010.00 | 4120765768 |
2024.12.17 18:07:31 | 37 | AMZN | sell | out | 10 | 230.77 | 37 | 0.00 | 0.00 | 690.00 | 22 700.00 | tp 230.77 |
2024.12.17 21:45:00 | 38 | AMZN | sell | in | 10 | 231.69 | 38 | 0.00 | 0.00 | 0.00 | 22 700.00 | 4120765768 |
2024.12.17 21:59:41 | 39 | AMZN | buy | out | 10 | 230.99 | 39 | 0.00 | 0.00 | 700.00 | 23 400.00 | tp 231.00 |
2024.12.18 17:30:00 | 40 | AMZN | buy | in | 10 | 230.85 | 40 | 0.00 | 0.00 | 0.00 | 23 400.00 | 4120765768 |
2024.12.27 23:00:59 | 41 | AMZN | sell | out | 10 | 223.79 | 41 | 0.00 | 0.00 | -7 060.00 | 16 340.00 | end of test |
0.00 | 0.00 | 6 340.00 | 16 340.00 | |||||||||