Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 4173598089_AZN_60_nt | |||||||||||
| Symbol: | AZN | |||||||||||
| Period: | H1 (2024.11.08 - 2025.02.06) | |||||||||||
| Inputs: | _Properties_=------ | |||||||||||
| Magic_Number=4173598089 | ||||||||||||
| 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: | 323 | Ticks: | 214999 | Symbols: | 1 | |||||||
| Total Net Profit: | 1 720.00 | Balance Drawdown Absolute: | 1 120.00 | Equity Drawdown Absolute: | 650.20 | |||||||
| Gross Profit: | 6 890.00 | Balance Drawdown Maximal: | 2 450.00 (21.62%) | Equity Drawdown Maximal: | 686.90 (6.84%) | |||||||
| Gross Loss: | -5 170.00 | Balance Drawdown Relative: | 21.62% (2 450.00) | Equity Drawdown Relative: | 6.84% (686.90) | |||||||
| Profit Factor: | 1.33 | Expected Payoff: | 156.36 | Margin Level: | ||||||||
| Recovery Factor: | 2.50 | Sharpe Ratio: | 0.02 | Z-Score: | 0.03 (2.39%) | |||||||
| AHPR: | 1.0223 (2.23%) | LR Correlation: | 0.68 | OnTester result: | 0 | |||||||
| GHPR: | 1.0145 (1.45%) | LR Standard Error: | 1 090.53 | |||||||||
| Total Trades: | 11 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 11 (54.55%) | |||||||
| Total Deals: | 22 | Profit Trades (% of total): | 6 (54.55%) | Loss Trades (% of total): | 5 (45.45%) | |||||||
| Largest profit trade: | 2 480.00 | Largest loss trade: | -2 450.00 | |||||||||
| Average profit trade: | 1 148.33 | Average loss trade: | -1 034.00 | |||||||||
| Maximum consecutive wins ($): | 4 (4 790.00) | Maximum consecutive losses ($): | 2 (-1 520.00) | |||||||||
| Maximal consecutive profit (count): | 4 790.00 (4) | Maximal consecutive loss (count): | -2 450.00 (1) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
 | ||||||||||||
| Correlation (Profits,MFE): | 0.88 | Correlation (Profits,MAE): | 0.56 | Correlation (MFE,MAE): | 0.1764 | |||||||
 | ||||||||||||
| Minimal position holding time: | 0:13:59 | Maximal position holding time: | 719:59:59 | Average position holding time: | 111:48:26 | |||||||
 | ||||||||||||
Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.11.08 16:46:00 | 2 | AZN | buy | 10 / 10 | 64.77 | 2024.11.08 16:46:00 | filled | 4173598089 | ||||
| 2024.11.12 20:00:00 | 3 | AZN | sell | 10 / 10 | 66.10 | 2024.11.12 20:00:00 | filled | 4173598089 | ||||
| 2024.11.12 20:00:01 | 4 | AZN | buy | 10 / 10 | 66.11 | 2024.11.12 20:00:01 | filled | 4173598089 | ||||
| 2024.11.21 16:46:00 | 5 | AZN | sell | 10 / 10 | 63.66 | 2024.11.21 16:46:00 | filled | 4173598089 | ||||
| 2024.11.21 16:46:01 | 6 | AZN | buy | 10 / 10 | 63.70 | 2024.11.21 16:46:01 | filled | 4173598089 | ||||
| 2024.11.22 16:46:00 | 7 | AZN | sell | 10 / 10 | 65.67 | 2024.11.22 16:46:00 | filled | 4173598089 | ||||
| 2024.11.22 16:46:01 | 8 | AZN | buy | 10 / 10 | 65.72 | 2024.11.22 16:46:01 | filled | 4173598089 | ||||
| 2024.11.22 17:00:00 | 9 | AZN | sell | 10 / 10 | 65.86 | 2024.11.22 17:00:00 | filled | 4173598089 | ||||
| 2024.11.22 17:00:01 | 10 | AZN | buy | 10 / 10 | 65.90 | 2024.11.22 17:00:01 | filled | 4173598089 | ||||
| 2024.11.22 18:00:00 | 11 | AZN | sell | 10 / 10 | 66.10 | 2024.11.22 18:00:00 | filled | 4173598089 | ||||
| 2024.11.22 18:00:01 | 12 | AZN | buy | 10 / 10 | 66.11 | 2024.11.22 18:00:01 | filled | 4173598089 | ||||
| 2024.12.03 16:46:00 | 13 | AZN | sell | 10 / 10 | 68.59 | 2024.12.03 16:46:00 | filled | 4173598089 | ||||
| 2024.12.03 16:46:01 | 14 | AZN | buy | 10 / 10 | 68.60 | 2024.12.03 16:46:01 | filled | 4173598089 | ||||
| 2024.12.03 17:00:00 | 15 | AZN | sell | 10 / 10 | 68.17 | 2024.12.03 17:00:00 | filled | 4173598089 | ||||
| 2024.12.03 17:00:01 | 16 | AZN | buy | 10 / 10 | 68.19 | 2024.12.03 17:00:01 | filled | 4173598089 | ||||
| 2024.12.05 16:46:00 | 17 | AZN | sell | 10 / 10 | 67.42 | 2024.12.05 16:46:00 | filled | 4173598089 | ||||
| 2024.12.05 16:46:01 | 18 | AZN | buy | 10 / 10 | 67.46 | 2024.12.05 16:46:01 | filled | 4173598089 | ||||
| 2024.12.06 16:46:00 | 19 | AZN | sell | 10 / 10 | 68.23 | 2024.12.06 16:46:00 | filled | 4173598089 | ||||
| 2024.12.06 16:46:01 | 20 | AZN | buy | 10 / 10 | 68.24 | 2024.12.06 16:46:01 | filled | 4173598089 | ||||
| 2025.01.17 16:46:00 | 21 | AZN | sell | 10 / 10 | 67.47 | 2025.01.17 16:46:00 | filled | 4173598089 | ||||
| 2025.01.17 16:46:01 | 22 | AZN | buy | 10 / 10 | 67.49 | 2025.01.17 16:46:01 | filled | 4173598089 | ||||
| 2025.01.20 22:38:59 | 23 | AZN | sell | 10 / 10 | 66.74 | 2025.01.20 22:38:59 | filled | end of test | ||||
Deals | ||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2024.11.08 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2024.11.08 16:46:00 | 2 | AZN | buy | in | 10 | 64.77 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 4173598089 |
| 2024.11.12 20:00:00 | 3 | AZN | sell | out | 10 | 66.10 | 3 | 0.00 | 0.00 | 1 330.00 | 11 330.00 | 4173598089 |
| 2024.11.12 20:00:01 | 4 | AZN | buy | in | 10 | 66.11 | 4 | 0.00 | 0.00 | 0.00 | 11 330.00 | 4173598089 |
| 2024.11.21 16:46:00 | 5 | AZN | sell | out | 10 | 63.66 | 5 | 0.00 | 0.00 | -2 450.00 | 8 880.00 | 4173598089 |
| 2024.11.21 16:46:01 | 6 | AZN | buy | in | 10 | 63.70 | 6 | 0.00 | 0.00 | 0.00 | 8 880.00 | 4173598089 |
| 2024.11.22 16:46:00 | 7 | AZN | sell | out | 10 | 65.67 | 7 | 0.00 | 0.00 | 1 970.00 | 10 850.00 | 4173598089 |
| 2024.11.22 16:46:01 | 8 | AZN | buy | in | 10 | 65.72 | 8 | 0.00 | 0.00 | 0.00 | 10 850.00 | 4173598089 |
| 2024.11.22 17:00:00 | 9 | AZN | sell | out | 10 | 65.86 | 9 | 0.00 | 0.00 | 140.00 | 10 990.00 | 4173598089 |
| 2024.11.22 17:00:01 | 10 | AZN | buy | in | 10 | 65.90 | 10 | 0.00 | 0.00 | 0.00 | 10 990.00 | 4173598089 |
| 2024.11.22 18:00:00 | 11 | AZN | sell | out | 10 | 66.10 | 11 | 0.00 | 0.00 | 200.00 | 11 190.00 | 4173598089 |
| 2024.11.22 18:00:01 | 12 | AZN | buy | in | 10 | 66.11 | 12 | 0.00 | 0.00 | 0.00 | 11 190.00 | 4173598089 |
| 2024.12.03 16:46:00 | 13 | AZN | sell | out | 10 | 68.59 | 13 | 0.00 | 0.00 | 2 480.00 | 13 670.00 | 4173598089 |
| 2024.12.03 16:46:01 | 14 | AZN | buy | in | 10 | 68.60 | 14 | 0.00 | 0.00 | 0.00 | 13 670.00 | 4173598089 |
| 2024.12.03 17:00:00 | 15 | AZN | sell | out | 10 | 68.17 | 15 | 0.00 | 0.00 | -430.00 | 13 240.00 | 4173598089 |
| 2024.12.03 17:00:01 | 16 | AZN | buy | in | 10 | 68.19 | 16 | 0.00 | 0.00 | 0.00 | 13 240.00 | 4173598089 |
| 2024.12.05 16:46:00 | 17 | AZN | sell | out | 10 | 67.42 | 17 | 0.00 | 0.00 | -770.00 | 12 470.00 | 4173598089 |
| 2024.12.05 16:46:01 | 18 | AZN | buy | in | 10 | 67.46 | 18 | 0.00 | 0.00 | 0.00 | 12 470.00 | 4173598089 |
| 2024.12.06 16:46:00 | 19 | AZN | sell | out | 10 | 68.23 | 19 | 0.00 | 0.00 | 770.00 | 13 240.00 | 4173598089 |
| 2024.12.06 16:46:01 | 20 | AZN | buy | in | 10 | 68.24 | 20 | 0.00 | 0.00 | 0.00 | 13 240.00 | 4173598089 |
| 2025.01.17 16:46:00 | 21 | AZN | sell | out | 10 | 67.47 | 21 | 0.00 | 0.00 | -770.00 | 12 470.00 | 4173598089 |
| 2025.01.17 16:46:01 | 22 | AZN | buy | in | 10 | 67.49 | 22 | 0.00 | 0.00 | 0.00 | 12 470.00 | 4173598089 |
| 2025.01.20 22:38:59 | 23 | AZN | sell | out | 10 | 66.74 | 23 | 0.00 | 0.00 | -750.00 | 11 720.00 | end of test |
| 0.00 | 0.00 | 1 720.00 | 11 720.00 | |||||||||