Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 4163013831_KER_60 | |||||||||||
Symbol: | KER | |||||||||||
Period: | H1 (2024.10.25 - 2025.01.23) | |||||||||||
Inputs: | Entry_Amount=10 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=4163013831 | ||||||||||||
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: | 541 | Ticks: | 560946 | Symbols: | 1 | |||||||
Total Net Profit: | 244 000.00 | Balance Drawdown Absolute: | 37 000.00 | Equity Drawdown Absolute: | 2 352.50 | |||||||
Gross Profit: | 386 500.00 | Balance Drawdown Maximal: | 133 500.00 (125.35%) | Equity Drawdown Maximal: | 2 391.00 (23.68%) | |||||||
Gross Loss: | -142 500.00 | Balance Drawdown Relative: | 125.35% (133 500.00) | Equity Drawdown Relative: | 23.68% (2 391.00) | |||||||
Profit Factor: | 2.71 | Expected Payoff: | 20 333.33 | Margin Level: | ||||||||
Recovery Factor: | 102.05 | Sharpe Ratio: | 0.08 | Z-Score: | -0.83 (59.35%) | |||||||
AHPR: | 0.3923 (-60.77%) | LR Correlation: | 0.44 | OnTester result: | 0 | |||||||
GHPR: | 1.3094 (30.94%) | LR Standard Error: | 73 774.34 | |||||||||
Total Trades: | 12 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 12 (58.33%) | |||||||
Total Deals: | 24 | Profit Trades (% of total): | 7 (58.33%) | Loss Trades (% of total): | 5 (41.67%) | |||||||
Largest profit trade: | 142 000.00 | Largest loss trade: | -82 500.00 | |||||||||
Average profit trade: | 55 214.29 | Average loss trade: | -28 500.00 | |||||||||
Maximum consecutive wins ($): | 3 (148 000.00) | Maximum consecutive losses ($): | 4 (-133 500.00) | |||||||||
Maximal consecutive profit (count): | 148 000.00 (3) | Maximal consecutive loss (count): | -133 500.00 (4) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 3 | |||||||||
Correlation (Profits,MFE): | 0.83 | Correlation (Profits,MAE): | -0.02 | Correlation (MFE,MAE): | -0.2714 | |||||||
Minimal position holding time: | 2:00:00 | Maximal position holding time: | 271:29:59 | Average position holding time: | 89:57:40 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.10.25 12:00:00 | 2 | KER | buy | 10 / 10 | 235.250 | 2024.10.25 12:00:00 | filled | 4163013831 | ||||
2024.10.29 15:00:00 | 3 | KER | sell | 10 / 10 | 241.100 | 2024.10.29 15:00:00 | filled | 4163013831 | ||||
2024.11.01 18:00:00 | 4 | KER | buy | 10 / 10 | 231.150 | 2024.11.01 18:00:00 | filled | 4163013831 | ||||
2024.11.04 16:00:00 | 5 | KER | sell | 10 / 10 | 232.400 | 2024.11.04 16:00:00 | filled | 4163013831 | ||||
2024.11.04 18:00:00 | 6 | KER | buy | 10 / 10 | 234.350 | 2024.11.04 18:00:00 | filled | 4163013831 | ||||
2024.11.06 12:00:00 | 7 | KER | sell | 10 / 10 | 236.900 | 2024.11.06 12:00:00 | filled | 4163013831 | ||||
2024.11.06 15:00:00 | 8 | KER | buy | 10 / 10 | 234.650 | 2024.11.06 15:00:00 | filled | 4163013831 | ||||
2024.11.08 11:00:00 | 9 | KER | sell | 10 / 10 | 232.350 | 2024.11.08 11:00:00 | filled | 4163013831 | ||||
2024.11.14 12:00:00 | 10 | KER | buy | 10 / 10 | 217.450 | 2024.11.14 12:00:00 | filled | 4163013831 | ||||
2024.11.22 12:00:00 | 11 | KER | sell | 10 / 10 | 209.200 | 2024.11.22 12:00:00 | filled | 4163013831 | ||||
2024.11.25 10:58:00 | 12 | KER | buy | 10 / 10 | 218.050 | 2024.11.25 10:58:00 | filled | 4163013831 | ||||
2024.11.25 13:00:00 | 13 | KER | sell | 10 / 10 | 217.100 | 2024.11.25 13:00:00 | filled | 4163013831 | ||||
2024.11.27 14:00:00 | 14 | KER | buy | 10 / 10 | 220.600 | 2024.11.27 14:00:00 | filled | 4163013831 | ||||
2024.11.29 13:00:01 | 15 | KER | sell | 10 / 10 | 218.750 | 2024.11.29 13:00:01 | filled | 4163013831 | ||||
2024.12.02 15:00:00 | 16 | KER | buy | 10 / 10 | 224.550 | 2024.12.02 15:00:00 | filled | 4163013831 | ||||
2024.12.05 16:00:00 | 17 | KER | sell | 10 / 10 | 225.000 | 2024.12.05 16:00:00 | filled | 4163013831 | ||||
2024.12.06 10:16:00 | 18 | KER | buy | 10 / 10 | 226.200 | 2024.12.06 10:16:00 | filled | 4163013831 | ||||
2024.12.18 10:16:00 | 19 | KER | sell | 10 / 10 | 240.100 | 2024.12.18 10:16:00 | filled | 4163013831 | ||||
2024.12.23 14:00:00 | 20 | KER | buy | 10 / 10 | 235.200 | 2024.12.23 14:00:00 | filled | 4163013831 | ||||
2025.01.02 11:00:00 | 21 | KER | sell | 10 / 10 | 235.650 | 2025.01.02 11:00:00 | filled | 4163013831 | ||||
2025.01.06 14:00:00 | 22 | KER | buy | 10 / 10 | 232.600 | 2025.01.06 14:00:00 | filled | 4163013831 | ||||
2025.01.06 16:00:00 | 23 | KER | sell | 10 / 10 | 231.700 | 2025.01.06 16:00:00 | filled | 4163013831 | ||||
2025.01.07 11:00:00 | 24 | KER | buy | 10 / 10 | 230.950 | 2025.01.07 11:00:00 | filled | 4163013831 | ||||
2025.01.22 18:29:59 | 25 | KER | sell | 10 / 10 | 245.150 | 2025.01.22 18:29:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.10.25 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.10.25 12:00:00 | 2 | KER | buy | in | 10 | 235.250 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 4163013831 |
2024.10.29 15:00:00 | 3 | KER | sell | out | 10 | 241.100 | 3 | 0.00 | 0.00 | 58 500.00 | 68 500.00 | 4163013831 |
2024.11.01 18:00:00 | 4 | KER | buy | in | 10 | 231.150 | 4 | 0.00 | 0.00 | 0.00 | 68 500.00 | 4163013831 |
2024.11.04 16:00:00 | 5 | KER | sell | out | 10 | 232.400 | 5 | 0.00 | 0.00 | 12 500.00 | 81 000.00 | 4163013831 |
2024.11.04 18:00:00 | 6 | KER | buy | in | 10 | 234.350 | 6 | 0.00 | 0.00 | 0.00 | 81 000.00 | 4163013831 |
2024.11.06 12:00:00 | 7 | KER | sell | out | 10 | 236.900 | 7 | 0.00 | 0.00 | 25 500.00 | 106 500.00 | 4163013831 |
2024.11.06 15:00:00 | 8 | KER | buy | in | 10 | 234.650 | 8 | 0.00 | 0.00 | 0.00 | 106 500.00 | 4163013831 |
2024.11.08 11:00:00 | 9 | KER | sell | out | 10 | 232.350 | 9 | 0.00 | 0.00 | -23 000.00 | 83 500.00 | 4163013831 |
2024.11.14 12:00:00 | 10 | KER | buy | in | 10 | 217.450 | 10 | 0.00 | 0.00 | 0.00 | 83 500.00 | 4163013831 |
2024.11.22 12:00:00 | 11 | KER | sell | out | 10 | 209.200 | 11 | 0.00 | 0.00 | -82 500.00 | 1 000.00 | 4163013831 |
2024.11.25 10:58:00 | 12 | KER | buy | in | 10 | 218.050 | 12 | 0.00 | 0.00 | 0.00 | 1 000.00 | 4163013831 |
2024.11.25 13:00:00 | 13 | KER | sell | out | 10 | 217.100 | 13 | 0.00 | 0.00 | -9 500.00 | -8 500.00 | 4163013831 |
2024.11.27 14:00:00 | 14 | KER | buy | in | 10 | 220.600 | 14 | 0.00 | 0.00 | 0.00 | -8 500.00 | 4163013831 |
2024.11.29 13:00:01 | 15 | KER | sell | out | 10 | 218.750 | 15 | 0.00 | 0.00 | -18 500.00 | -27 000.00 | 4163013831 |
2024.12.02 15:00:00 | 16 | KER | buy | in | 10 | 224.550 | 16 | 0.00 | 0.00 | 0.00 | -27 000.00 | 4163013831 |
2024.12.05 16:00:00 | 17 | KER | sell | out | 10 | 225.000 | 17 | 0.00 | 0.00 | 4 500.00 | -22 500.00 | 4163013831 |
2024.12.06 10:16:00 | 18 | KER | buy | in | 10 | 226.200 | 18 | 0.00 | 0.00 | 0.00 | -22 500.00 | 4163013831 |
2024.12.18 10:16:00 | 19 | KER | sell | out | 10 | 240.100 | 19 | 0.00 | 0.00 | 139 000.00 | 116 500.00 | 4163013831 |
2024.12.23 14:00:00 | 20 | KER | buy | in | 10 | 235.200 | 20 | 0.00 | 0.00 | 0.00 | 116 500.00 | 4163013831 |
2025.01.02 11:00:00 | 21 | KER | sell | out | 10 | 235.650 | 21 | 0.00 | 0.00 | 4 500.00 | 121 000.00 | 4163013831 |
2025.01.06 14:00:00 | 22 | KER | buy | in | 10 | 232.600 | 22 | 0.00 | 0.00 | 0.00 | 121 000.00 | 4163013831 |
2025.01.06 16:00:00 | 23 | KER | sell | out | 10 | 231.700 | 23 | 0.00 | 0.00 | -9 000.00 | 112 000.00 | 4163013831 |
2025.01.07 11:00:00 | 24 | KER | buy | in | 10 | 230.950 | 24 | 0.00 | 0.00 | 0.00 | 112 000.00 | 4163013831 |
2025.01.22 18:29:59 | 25 | KER | sell | out | 10 | 245.150 | 25 | 0.00 | 0.00 | 142 000.00 | 254 000.00 | end of test |
0.00 | 0.00 | 244 000.00 | 254 000.00 | |||||||||