Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 4220157024_ASML_5 | |||||||||||
Symbol: | ASML | |||||||||||
Period: | M5 (2024.12.21 - 2025.01.23) | |||||||||||
Inputs: | Entry_Amount=10 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=4220157024 | ||||||||||||
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: | 1896 | Ticks: | 229128 | Symbols: | 1 | |||||||
Total Net Profit: | 578 000.00 | Balance Drawdown Absolute: | 96 000.00 | Equity Drawdown Absolute: | 6 890.00 | |||||||
Gross Profit: | 743 000.00 | Balance Drawdown Maximal: | 165 000.00 (208.86%) | Equity Drawdown Maximal: | 7 087.00 (69.43%) | |||||||
Gross Loss: | -165 000.00 | Balance Drawdown Relative: | 208.86% (165 000.00) | Equity Drawdown Relative: | 69.43% (7 087.00) | |||||||
Profit Factor: | 4.50 | Expected Payoff: | 144 500.00 | Margin Level: | ||||||||
Recovery Factor: | 81.56 | Sharpe Ratio: | 0.01 | Z-Score: | 2.00 (95.45%) | |||||||
AHPR: | 1.7434 (74.34%) | LR Correlation: | 0.83 | OnTester result: | 0 | |||||||
GHPR: | 2.7691 (176.91%) | LR Standard Error: | 190 093.22 | |||||||||
Total Trades: | 4 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 4 (75.00%) | |||||||
Total Deals: | 8 | Profit Trades (% of total): | 3 (75.00%) | Loss Trades (% of total): | 1 (25.00%) | |||||||
Largest profit trade: | 370 000.00 | Largest loss trade: | -165 000.00 | |||||||||
Average profit trade: | 247 666.67 | Average loss trade: | -165 000.00 | |||||||||
Maximum consecutive wins ($): | 2 (674 000.00) | Maximum consecutive losses ($): | 1 (-165 000.00) | |||||||||
Maximal consecutive profit (count): | 674 000.00 (2) | Maximal consecutive loss (count): | -165 000.00 (1) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.83 | Correlation (Profits,MAE): | 0.91 | Correlation (MFE,MAE): | 0.6483 | |||||||
Minimal position holding time: | 24:25:01 | Maximal position holding time: | 217:15:00 | Average position holding time: | 102:56:15 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.12.23 13:40:00 | 2 | ASML | buy | 10 / 10 | 682.400 | 2024.12.23 13:40:00 | filled | 4220157024 | ||||
2024.12.24 14:05:01 | 3 | ASML | sell | 10 / 10 | 689.300 | 2024.12.24 14:05:01 | filled | 4220157024 | ||||
2024.12.27 13:45:00 | 4 | ASML | buy | 10 / 10 | 690.000 | 2024.12.27 13:45:00 | filled | 4220157024 | ||||
2024.12.31 12:50:01 | 5 | ASML | sell | 10 / 10 | 673.500 | 2024.12.31 12:50:01 | filled | 4220157024 | ||||
2025.01.02 14:00:00 | 6 | ASML | buy | 10 / 10 | 679.400 | 2025.01.02 14:00:00 | filled | 4220157024 | ||||
2025.01.15 15:15:00 | 7 | ASML | sell | 10 / 10 | 709.800 | 2025.01.15 15:15:00 | filled | 4220157024 | ||||
2025.01.15 15:30:00 | 8 | ASML | buy | 10 / 10 | 708.700 | 2025.01.15 15:30:00 | filled | 4220157024 | ||||
2025.01.22 18:29:59 | 9 | ASML | sell | 10 / 10 | 745.700 | 2025.01.22 18:29:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.12.21 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.12.23 13:40:00 | 2 | ASML | buy | in | 10 | 682.400 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 4220157024 |
2024.12.24 14:05:01 | 3 | ASML | sell | out | 10 | 689.300 | 3 | 0.00 | 0.00 | 69 000.00 | 79 000.00 | 4220157024 |
2024.12.27 13:45:00 | 4 | ASML | buy | in | 10 | 690.000 | 4 | 0.00 | 0.00 | 0.00 | 79 000.00 | 4220157024 |
2024.12.31 12:50:01 | 5 | ASML | sell | out | 10 | 673.500 | 5 | 0.00 | 0.00 | -165 000.00 | -86 000.00 | 4220157024 |
2025.01.02 14:00:00 | 6 | ASML | buy | in | 10 | 679.400 | 6 | 0.00 | 0.00 | 0.00 | -86 000.00 | 4220157024 |
2025.01.15 15:15:00 | 7 | ASML | sell | out | 10 | 709.800 | 7 | 0.00 | 0.00 | 304 000.00 | 218 000.00 | 4220157024 |
2025.01.15 15:30:00 | 8 | ASML | buy | in | 10 | 708.700 | 8 | 0.00 | 0.00 | 0.00 | 218 000.00 | 4220157024 |
2025.01.22 18:29:59 | 9 | ASML | sell | out | 10 | 745.700 | 9 | 0.00 | 0.00 | 370 000.00 | 588 000.00 | end of test |
0.00 | 0.00 | 578 000.00 | 588 000.00 | |||||||||