Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 432353048_VALE3_30 | |||||||||||
| Symbol: | VALE3 | |||||||||||
| Period: | M30 (2024.11.23 - 2025.01.29) | |||||||||||
| Inputs: | Entry_Amount=100 | |||||||||||
| Stop_Loss= | ||||||||||||
| Take_Profit= | ||||||||||||
| Magic_Number=432353048 | ||||||||||||
| Max_Spread=0 | ||||||||||||
| Min_Equity=0 | ||||||||||||
| Company: | Neural Target | |||||||||||
| Currency: | profit in pips | |||||||||||
| Initial Deposit: | 50 000.00 | |||||||||||
| Leverage: | 1:1 | |||||||||||
Results | ||||||||||||
| History Quality: | 95% | |||||||||||
| Bars: | 691 | Ticks: | 2016199 | Symbols: | 1 | |||||||
| Total Net Profit: | 33 000.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 300.00 | |||||||
| Gross Profit: | 34 300.00 | Balance Drawdown Maximal: | 1 300.00 (1.54%) | Equity Drawdown Maximal: | 13 200.00 (14.07%) | |||||||
| Gross Loss: | -1 300.00 | Balance Drawdown Relative: | 1.54% (1 300.00) | Equity Drawdown Relative: | 16.28% (12 000.00) | |||||||
| Profit Factor: | 26.38 | Expected Payoff: | 11 000.00 | Margin Level: | 263241.53% | |||||||
| Recovery Factor: | 2.50 | Sharpe Ratio: | 0.54 | Z-Score: | 0.35 (27.37%) | |||||||
| AHPR: | 1.2047 (20.47%) | LR Correlation: | 0.88 | OnTester result: | 0 | |||||||
| GHPR: | 1.1840 (18.40%) | LR Standard Error: | 8 814.96 | |||||||||
| Total Trades: | 3 | Short Trades (won %): | 1 (100.00%) | Long Trades (won %): | 2 (50.00%) | |||||||
| Total Deals: | 6 | Profit Trades (% of total): | 2 (66.67%) | Loss Trades (% of total): | 1 (33.33%) | |||||||
| Largest profit trade: | 28 900.00 | Largest loss trade: | -1 300.00 | |||||||||
| Average profit trade: | 17 150.00 | Average loss trade: | -1 300.00 | |||||||||
| Maximum consecutive wins ($): | 2 (34 300.00) | Maximum consecutive losses ($): | 1 (-1 300.00) | |||||||||
| Maximal consecutive profit (count): | 34 300.00 (2) | Maximal consecutive loss (count): | -1 300.00 (1) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
 | ||||||||||||
| Correlation (Profits,MFE): | 0.97 | Correlation (Profits,MAE): | 0.61 | Correlation (MFE,MAE): | 0.3956 | |||||||
 | ||||||||||||
| Minimal position holding time: | 4:00:00 | Maximal position holding time: | 149:30:00 | Average position holding time: | 76:00:00 | |||||||
 | ||||||||||||
Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.12.09 12:00:00 | 2 | VALE3 | buy | 100 / 100 | 59.00 | 2024.12.09 12:00:00 | filled | 432353048 | ||||
| 2024.12.09 16:00:00 | 3 | VALE3 | sell | 100 / 100 | 59.54 | 2024.12.09 16:00:00 | filled | 432353048 | ||||
| 2024.12.12 12:00:00 | 4 | VALE3 | sell | 100 / 100 | 57.17 | 2024.12.12 12:00:00 | filled | 432353048 | ||||
| 2024.12.20 17:30:00 | 5 | VALE3 | buy | 100 / 100 | 54.28 | 2024.12.20 17:30:00 | filled | 432353048 | ||||
| 2025.01.17 11:30:00 | 6 | VALE3 | buy | 100 / 100 | 53.62 | 2025.01.17 11:30:00 | filled | 432353048 | ||||
| 2025.01.22 14:00:00 | 7 | VALE3 | sell | 100 / 100 | 53.49 | 2025.01.22 14:00:00 | filled | 432353048 | ||||
Deals | ||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2024.11.23 00:00:00 | 1 | balance | 0.00 | 0.00 | 50 000.00 | 50 000.00 | ||||||
| 2024.12.09 12:00:00 | 2 | VALE3 | buy | in | 100 | 59.00 | 2 | 0.00 | 0.00 | 0.00 | 50 000.00 | 432353048 |
| 2024.12.09 16:00:00 | 3 | VALE3 | sell | out | 100 | 59.54 | 3 | 0.00 | 0.00 | 5 400.00 | 55 400.00 | 432353048 |
| 2024.12.12 12:00:00 | 4 | VALE3 | sell | in | 100 | 57.17 | 4 | 0.00 | 0.00 | 0.00 | 55 400.00 | 432353048 |
| 2024.12.20 17:30:00 | 5 | VALE3 | buy | out | 100 | 54.28 | 5 | 0.00 | 0.00 | 28 900.00 | 84 300.00 | 432353048 |
| 2025.01.17 11:30:00 | 6 | VALE3 | buy | in | 100 | 53.62 | 6 | 0.00 | 0.00 | 0.00 | 84 300.00 | 432353048 |
| 2025.01.22 14:00:00 | 7 | VALE3 | sell | out | 100 | 53.49 | 7 | 0.00 | 0.00 | -1 300.00 | 83 000.00 | 432353048 |
| 0.00 | 0.00 | 33 000.00 | 83 000.00 | |||||||||