Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 4293406436_SAN_5 | |||||||||||
Symbol: | SAN | |||||||||||
Period: | M5 (2024.12.21 - 2025.01.23) | |||||||||||
Inputs: | Entry_Amount=10 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=4293406436 | ||||||||||||
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: | 192871 | Symbols: | 1 | |||||||
Total Net Profit: | 24 800.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 967.00 | |||||||
Gross Profit: | 25 300.00 | Balance Drawdown Maximal: | 500.00 (3.50%) | Equity Drawdown Maximal: | 991.30 (9.89%) | |||||||
Gross Loss: | -500.00 | Balance Drawdown Relative: | 3.50% (500.00) | Equity Drawdown Relative: | 9.89% (991.30) | |||||||
Profit Factor: | 50.60 | Expected Payoff: | 3 542.86 | Margin Level: | ||||||||
Recovery Factor: | 25.02 | Sharpe Ratio: | 0.02 | Z-Score: | 1.74 (91.81%) | |||||||
AHPR: | 1.2137 (21.37%) | LR Correlation: | 0.96 | OnTester result: | 0 | |||||||
GHPR: | 1.1950 (19.50%) | LR Standard Error: | 3 099.66 | |||||||||
Total Trades: | 7 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 7 (85.71%) | |||||||
Total Deals: | 14 | Profit Trades (% of total): | 6 (85.71%) | Loss Trades (% of total): | 1 (14.29%) | |||||||
Largest profit trade: | 10 400.00 | Largest loss trade: | -500.00 | |||||||||
Average profit trade: | 4 216.67 | Average loss trade: | -500.00 | |||||||||
Maximum consecutive wins ($): | 5 (21 000.00) | Maximum consecutive losses ($): | 1 (-500.00) | |||||||||
Maximal consecutive profit (count): | 21 000.00 (5) | Maximal consecutive loss (count): | -500.00 (1) | |||||||||
Average consecutive wins: | 3 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.94 | Correlation (Profits,MAE): | -0.55 | Correlation (MFE,MAE): | -0.5782 | |||||||
Minimal position holding time: | 0:35:00 | Maximal position holding time: | 48:20:00 | Average position holding time: | 13:57:51 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.12.31 10:25:00 | 2 | SAN | buy | 10 / 10 | 92.650 | 2024.12.31 10:25:00 | filled | 4293406436 | ||||
2025.01.02 10:45:00 | 3 | SAN | sell | 10 / 10 | 93.080 | 2025.01.02 10:45:00 | filled | 4293406436 | ||||
2025.01.10 10:20:00 | 4 | SAN | buy | 10 / 10 | 96.100 | 2025.01.10 10:20:00 | filled | 4293406436 | ||||
2025.01.10 14:45:00 | 5 | SAN | sell | 10 / 10 | 96.050 | 2025.01.10 14:45:00 | filled | 4293406436 | ||||
2025.01.13 11:05:00 | 6 | SAN | buy | 10 / 10 | 94.480 | 2025.01.13 11:05:00 | filled | 4293406436 | ||||
2025.01.14 11:15:00 | 7 | SAN | sell | 10 / 10 | 94.980 | 2025.01.14 11:15:00 | filled | 4293406436 | ||||
2025.01.14 17:20:00 | 8 | SAN | buy | 10 / 10 | 93.640 | 2025.01.14 17:20:00 | filled | 4293406436 | ||||
2025.01.15 11:05:00 | 9 | SAN | sell | 10 / 10 | 94.680 | 2025.01.15 11:05:00 | filled | 4293406436 | ||||
2025.01.16 10:20:00 | 10 | SAN | buy | 10 / 10 | 95.540 | 2025.01.16 10:20:00 | filled | 4293406436 | ||||
2025.01.16 11:25:00 | 11 | SAN | sell | 10 / 10 | 95.950 | 2025.01.16 11:25:00 | filled | 4293406436 | ||||
2025.01.21 10:20:00 | 12 | SAN | buy | 10 / 10 | 98.460 | 2025.01.21 10:20:00 | filled | 4293406436 | ||||
2025.01.21 10:55:00 | 13 | SAN | sell | 10 / 10 | 98.560 | 2025.01.21 10:55:00 | filled | 4293406436 | ||||
2025.01.22 10:20:00 | 14 | SAN | buy | 10 / 10 | 99.130 | 2025.01.22 10:20:00 | filled | 4293406436 | ||||
2025.01.22 11:45:00 | 15 | SAN | sell | 10 / 10 | 99.180 | 2025.01.22 11:45:00 | filled | 4293406436 | ||||
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 | ||||||
2024.12.31 10:25:00 | 2 | SAN | buy | in | 10 | 92.650 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 4293406436 |
2025.01.02 10:45:00 | 3 | SAN | sell | out | 10 | 93.080 | 3 | 0.00 | 0.00 | 4 300.00 | 14 300.00 | 4293406436 |
2025.01.10 10:20:00 | 4 | SAN | buy | in | 10 | 96.100 | 4 | 0.00 | 0.00 | 0.00 | 14 300.00 | 4293406436 |
2025.01.10 14:45:00 | 5 | SAN | sell | out | 10 | 96.050 | 5 | 0.00 | 0.00 | -500.00 | 13 800.00 | 4293406436 |
2025.01.13 11:05:00 | 6 | SAN | buy | in | 10 | 94.480 | 6 | 0.00 | 0.00 | 0.00 | 13 800.00 | 4293406436 |
2025.01.14 11:15:00 | 7 | SAN | sell | out | 10 | 94.980 | 7 | 0.00 | 0.00 | 5 000.00 | 18 800.00 | 4293406436 |
2025.01.14 17:20:00 | 8 | SAN | buy | in | 10 | 93.640 | 8 | 0.00 | 0.00 | 0.00 | 18 800.00 | 4293406436 |
2025.01.15 11:05:00 | 9 | SAN | sell | out | 10 | 94.680 | 9 | 0.00 | 0.00 | 10 400.00 | 29 200.00 | 4293406436 |
2025.01.16 10:20:00 | 10 | SAN | buy | in | 10 | 95.540 | 10 | 0.00 | 0.00 | 0.00 | 29 200.00 | 4293406436 |
2025.01.16 11:25:00 | 11 | SAN | sell | out | 10 | 95.950 | 11 | 0.00 | 0.00 | 4 100.00 | 33 300.00 | 4293406436 |
2025.01.21 10:20:00 | 12 | SAN | buy | in | 10 | 98.460 | 12 | 0.00 | 0.00 | 0.00 | 33 300.00 | 4293406436 |
2025.01.21 10:55:00 | 13 | SAN | sell | out | 10 | 98.560 | 13 | 0.00 | 0.00 | 1 000.00 | 34 300.00 | 4293406436 |
2025.01.22 10:20:00 | 14 | SAN | buy | in | 10 | 99.130 | 14 | 0.00 | 0.00 | 0.00 | 34 300.00 | 4293406436 |
2025.01.22 11:45:00 | 15 | SAN | sell | out | 10 | 99.180 | 15 | 0.00 | 0.00 | 500.00 | 34 800.00 | 4293406436 |
0.00 | 0.00 | 24 800.00 | 34 800.00 | |||||||||