Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 4201931422_ITUB4_240 | |||||||||||
| Symbol: | ITUB4 | |||||||||||
| Period: | H4 (2024.08.03 - 2025.01.30) | |||||||||||
| Inputs: | Entry_Amount=100 | |||||||||||
| Stop_Loss=0 | ||||||||||||
| Take_Profit=79 | ||||||||||||
| Magic_Number=4201931422 | ||||||||||||
| 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: | 366 | Ticks: | 4525202 | Symbols: | 1 | |||||||
| Total Net Profit: | 73 100.00 | Balance Drawdown Absolute: | 14 300.00 | Equity Drawdown Absolute: | 17 700.00 | |||||||
| Gross Profit: | 101 100.00 | Balance Drawdown Maximal: | 22 100.00 (38.24%) | Equity Drawdown Maximal: | 26 600.00 (45.16%) | |||||||
| Gross Loss: | -28 000.00 | Balance Drawdown Relative: | 38.24% (22 100.00) | Equity Drawdown Relative: | 45.16% (26 600.00) | |||||||
| Profit Factor: | 3.61 | Expected Payoff: | 4 873.33 | Margin Level: | 197071.38% | |||||||
| Recovery Factor: | 2.75 | Sharpe Ratio: | 1.70 | Z-Score: | 0.04 (3.19%) | |||||||
| AHPR: | 1.0730 (7.30%) | LR Correlation: | 0.97 | OnTester result: | 0 | |||||||
| GHPR: | 1.0619 (6.19%) | LR Standard Error: | 8 659.80 | |||||||||
| Total Trades: | 15 | Short Trades (won %): | 8 (75.00%) | Long Trades (won %): | 7 (100.00%) | |||||||
| Total Deals: | 30 | Profit Trades (% of total): | 13 (86.67%) | Loss Trades (% of total): | 2 (13.33%) | |||||||
| Largest profit trade: | 8 000.00 | Largest loss trade: | -22 100.00 | |||||||||
| Average profit trade: | 7 776.92 | Average loss trade: | -14 000.00 | |||||||||
| Maximum consecutive wins ($): | 12 (93 300.00) | Maximum consecutive losses ($): | 1 (-22 100.00) | |||||||||
| Maximal consecutive profit (count): | 93 300.00 (12) | Maximal consecutive loss (count): | -22 100.00 (1) | |||||||||
| Average consecutive wins: | 7 | Average consecutive losses: | 1 | |||||||||
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
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| Correlation (Profits,MFE): | 0.98 | Correlation (Profits,MAE): | 0.63 | Correlation (MFE,MAE): | 0.6052 | |||||||
 | ||||||||||||
| Minimal position holding time: | 22:04:31 | Maximal position holding time: | 575:07:53 | Average position holding time: | 153:01:37 | |||||||
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Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.08.05 12:00:00 | 2 | ITUB4 | buy | 100 / 100 | 32.23 | 33.01 | 2024.08.05 12:00:00 | filled | 4201931422 | |||
| 2024.08.06 11:21:42 | 3 | ITUB4 | sell | 100 / 100 | 33.01 | 2024.08.06 11:21:42 | filled | tp 33.01 | ||||
| 2024.08.12 12:00:00 | 4 | ITUB4 | sell | 100 / 100 | 34.07 | 33.29 | 2024.08.12 12:00:00 | filled | 4201931422 | |||
| 2024.08.15 12:00:00 | 5 | ITUB4 | buy | 100 / 100 | 36.28 | 2024.08.15 12:00:00 | filled | 4201931422 | ||||
| 2024.08.16 12:00:00 | 6 | ITUB4 | sell | 100 / 100 | 36.43 | 35.64 | 2024.08.16 12:00:00 | filled | 4201931422 | |||
| 2024.08.28 10:04:05 | 7 | ITUB4 | buy | 100 / 100 | 35.64 | 2024.08.28 10:04:05 | filled | tp 35.64 | ||||
| 2024.08.29 12:00:00 | 8 | ITUB4 | sell | 100 / 100 | 36.59 | 35.81 | 2024.08.29 12:00:00 | filled | 4201931422 | |||
| 2024.08.30 10:24:42 | 9 | ITUB4 | buy | 100 / 100 | 35.81 | 2024.08.30 10:24:42 | filled | tp 35.81 | ||||
| 2024.09.03 12:00:00 | 10 | ITUB4 | buy | 100 / 100 | 36.20 | 36.98 | 2024.09.03 12:00:00 | filled | 4201931422 | |||
| 2024.09.04 10:35:05 | 11 | ITUB4 | sell | 100 / 100 | 36.98 | 2024.09.04 10:35:05 | filled | tp 36.98 | ||||
| 2024.09.04 16:00:00 | 12 | ITUB4 | sell | 100 / 100 | 36.66 | 35.89 | 2024.09.04 16:00:00 | filled | 4201931422 | |||
| 2024.09.19 14:52:59 | 13 | ITUB4 | buy | 100 / 100 | 35.89 | 2024.09.19 14:52:59 | filled | tp 35.89 | ||||
| 2024.09.23 12:00:00 | 14 | ITUB4 | buy | 100 / 100 | 35.38 | 36.16 | 2024.09.23 12:00:00 | filled | 4201931422 | |||
| 2024.09.26 10:09:05 | 15 | ITUB4 | sell | 100 / 100 | 36.16 | 2024.09.26 10:09:05 | filled | tp 36.16 | ||||
| 2024.09.30 16:00:00 | 16 | ITUB4 | sell | 100 / 100 | 36.13 | 35.35 | 2024.09.30 16:00:00 | filled | 4201931422 | |||
| 2024.10.01 14:04:31 | 17 | ITUB4 | buy | 100 / 100 | 35.35 | 2024.10.01 14:04:31 | filled | tp 35.35 | ||||
| 2024.10.02 12:00:00 | 18 | ITUB4 | buy | 100 / 100 | 35.29 | 36.07 | 2024.10.02 12:00:00 | filled | 4201931422 | |||
| 2024.11.05 11:01:31 | 19 | ITUB4 | sell | 100 / 100 | 36.07 | 2024.11.05 11:01:31 | filled | tp 36.07 | ||||
| 2024.11.06 10:03:00 | 20 | ITUB4 | sell | 100 / 100 | 35.56 | 34.77 | 2024.11.06 10:03:00 | filled | 4201931422 | |||
| 2024.11.08 10:07:00 | 21 | ITUB4 | buy | 100 / 100 | 34.77 | 2024.11.08 10:07:00 | filled | tp 34.77 | ||||
| 2024.11.22 12:00:00 | 22 | ITUB4 | buy | 100 / 100 | 33.82 | 34.60 | 2024.11.22 12:00:00 | filled | 4201931422 | |||
| 2024.11.26 15:16:59 | 23 | ITUB4 | sell | 100 / 100 | 34.60 | 2024.11.26 15:16:59 | filled | tp 34.60 | ||||
| 2024.12.02 10:08:00 | 24 | ITUB4 | buy | 100 / 100 | 32.11 | 32.90 | 2024.12.02 10:08:00 | filled | 4201931422 | |||
| 2024.12.05 10:10:41 | 25 | ITUB4 | sell | 100 / 100 | 32.90 | 2024.12.05 10:10:41 | filled | tp 32.90 | ||||
| 2024.12.06 12:00:00 | 26 | ITUB4 | sell | 100 / 100 | 32.74 | 31.97 | 2024.12.06 12:00:00 | filled | 4201931422 | |||
| 2024.12.16 10:11:05 | 27 | ITUB4 | buy | 100 / 100 | 31.97 | 2024.12.16 10:11:05 | filled | tp 31.97 | ||||
| 2024.12.17 12:00:00 | 28 | ITUB4 | buy | 100 / 100 | 31.90 | 32.67 | 2024.12.17 12:00:00 | filled | 4201931422 | |||
| 2025.01.20 11:07:53 | 29 | ITUB4 | sell | 100 / 100 | 32.67 | 2025.01.20 11:07:53 | filled | tp 32.67 | ||||
| 2025.01.21 16:00:00 | 30 | ITUB4 | sell | 100 / 100 | 32.63 | 31.85 | 2025.01.21 16:00:00 | filled | 4201931422 | |||
| 2025.01.29 18:07:59 | 31 | ITUB4 | buy | 100 / 100 | 33.22 | 2025.01.29 18:07:59 | filled | end of test | ||||
Deals | ||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2024.08.03 00:00:00 | 1 | balance | 0.00 | 0.00 | 50 000.00 | 50 000.00 | ||||||
| 2024.08.05 12:00:00 | 2 | ITUB4 | buy | in | 100 | 32.23 | 2 | 0.00 | 0.00 | 0.00 | 50 000.00 | 4201931422 |
| 2024.08.06 11:21:42 | 3 | ITUB4 | sell | out | 100 | 33.01 | 3 | 0.00 | 0.00 | 7 800.00 | 57 800.00 | tp 33.01 |
| 2024.08.12 12:00:00 | 4 | ITUB4 | sell | in | 100 | 34.07 | 4 | 0.00 | 0.00 | 0.00 | 57 800.00 | 4201931422 |
| 2024.08.15 12:00:00 | 5 | ITUB4 | buy | out | 100 | 36.28 | 5 | 0.00 | 0.00 | -22 100.00 | 35 700.00 | 4201931422 |
| 2024.08.16 12:00:00 | 6 | ITUB4 | sell | in | 100 | 36.43 | 6 | 0.00 | 0.00 | 0.00 | 35 700.00 | 4201931422 |
| 2024.08.28 10:04:05 | 7 | ITUB4 | buy | out | 100 | 35.65 | 7 | 0.00 | 0.00 | 7 800.00 | 43 500.00 | tp 35.64 |
| 2024.08.29 12:00:00 | 8 | ITUB4 | sell | in | 100 | 36.59 | 8 | 0.00 | 0.00 | 0.00 | 43 500.00 | 4201931422 |
| 2024.08.30 10:24:42 | 9 | ITUB4 | buy | out | 100 | 35.82 | 9 | 0.00 | 0.00 | 7 700.00 | 51 200.00 | tp 35.81 |
| 2024.09.03 12:00:00 | 10 | ITUB4 | buy | in | 100 | 36.20 | 10 | 0.00 | 0.00 | 0.00 | 51 200.00 | 4201931422 |
| 2024.09.04 10:35:05 | 11 | ITUB4 | sell | out | 100 | 36.98 | 11 | 0.00 | 0.00 | 7 800.00 | 59 000.00 | tp 36.98 |
| 2024.09.04 16:00:00 | 12 | ITUB4 | sell | in | 100 | 36.66 | 12 | 0.00 | 0.00 | 0.00 | 59 000.00 | 4201931422 |
| 2024.09.19 14:52:59 | 13 | ITUB4 | buy | out | 100 | 35.90 | 13 | 0.00 | 0.00 | 7 600.00 | 66 600.00 | tp 35.89 |
| 2024.09.23 12:00:00 | 14 | ITUB4 | buy | in | 100 | 35.38 | 14 | 0.00 | 0.00 | 0.00 | 66 600.00 | 4201931422 |
| 2024.09.26 10:09:05 | 15 | ITUB4 | sell | out | 100 | 36.16 | 15 | 0.00 | 0.00 | 7 800.00 | 74 400.00 | tp 36.16 |
| 2024.09.30 16:00:00 | 16 | ITUB4 | sell | in | 100 | 36.13 | 16 | 0.00 | 0.00 | 0.00 | 74 400.00 | 4201931422 |
| 2024.10.01 14:04:31 | 17 | ITUB4 | buy | out | 100 | 35.36 | 17 | 0.00 | 0.00 | 7 700.00 | 82 100.00 | tp 35.35 |
| 2024.10.02 12:00:00 | 18 | ITUB4 | buy | in | 100 | 35.29 | 18 | 0.00 | 0.00 | 0.00 | 82 100.00 | 4201931422 |
| 2024.11.05 11:01:31 | 19 | ITUB4 | sell | out | 100 | 36.08 | 19 | 0.00 | 0.00 | 7 900.00 | 90 000.00 | tp 36.07 |
| 2024.11.06 10:03:00 | 20 | ITUB4 | sell | in | 100 | 35.56 | 20 | 0.00 | 0.00 | 0.00 | 90 000.00 | 4201931422 |
| 2024.11.08 10:07:00 | 21 | ITUB4 | buy | out | 100 | 34.76 | 21 | 0.00 | 0.00 | 8 000.00 | 98 000.00 | tp 34.77 |
| 2024.11.22 12:00:00 | 22 | ITUB4 | buy | in | 100 | 33.82 | 22 | 0.00 | 0.00 | 0.00 | 98 000.00 | 4201931422 |
| 2024.11.26 15:16:59 | 23 | ITUB4 | sell | out | 100 | 34.60 | 23 | 0.00 | 0.00 | 7 800.00 | 105 800.00 | tp 34.60 |
| 2024.12.02 10:08:00 | 24 | ITUB4 | buy | in | 100 | 32.11 | 24 | 0.00 | 0.00 | 0.00 | 105 800.00 | 4201931422 |
| 2024.12.05 10:10:41 | 25 | ITUB4 | sell | out | 100 | 32.90 | 25 | 0.00 | 0.00 | 7 900.00 | 113 700.00 | tp 32.90 |
| 2024.12.06 12:00:00 | 26 | ITUB4 | sell | in | 100 | 32.74 | 26 | 0.00 | 0.00 | 0.00 | 113 700.00 | 4201931422 |
| 2024.12.16 10:11:05 | 27 | ITUB4 | buy | out | 100 | 31.98 | 27 | 0.00 | 0.00 | 7 600.00 | 121 300.00 | tp 31.97 |
| 2024.12.17 12:00:00 | 28 | ITUB4 | buy | in | 100 | 31.90 | 28 | 0.00 | 0.00 | 0.00 | 121 300.00 | 4201931422 |
| 2025.01.20 11:07:53 | 29 | ITUB4 | sell | out | 100 | 32.67 | 29 | 0.00 | 0.00 | 7 700.00 | 129 000.00 | tp 32.67 |
| 2025.01.21 16:00:00 | 30 | ITUB4 | sell | in | 100 | 32.63 | 30 | 0.00 | 0.00 | 0.00 | 129 000.00 | 4201931422 |
| 2025.01.29 18:07:59 | 31 | ITUB4 | buy | out | 100 | 33.22 | 31 | 0.00 | 0.00 | -5 900.00 | 123 100.00 | end of test |
| 0.00 | 0.00 | 73 100.00 | 123 100.00 | |||||||||