Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 563263870_ARBUSDT_240 | |||||||||||
Symbol: | ARBUSDT | |||||||||||
Period: | H4 (2024.07.29 - 2025.01.25) | |||||||||||
Inputs: | Entry_Amount=100 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=563263870 | ||||||||||||
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: | 1080 | Ticks: | 12854225 | Symbols: | 1 | |||||||
Total Net Profit: | 190 100.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 2 100.00 | |||||||
Gross Profit: | 240 700.00 | Balance Drawdown Maximal: | 34 000.00 (33.60%) | Equity Drawdown Maximal: | 63 200.00 (54.02%) | |||||||
Gross Loss: | -50 600.00 | Balance Drawdown Relative: | 33.60% (34 000.00) | Equity Drawdown Relative: | 54.02% (63 200.00) | |||||||
Profit Factor: | 4.76 | Expected Payoff: | 6 789.29 | Margin Level: | 11308.33% | |||||||
Recovery Factor: | 3.01 | Sharpe Ratio: | 19.26 | Z-Score: | -0.76 (55.27%) | |||||||
AHPR: | 1.1357 (13.57%) | LR Correlation: | 0.86 | OnTester result: | 0 | |||||||
GHPR: | 1.1129 (11.29%) | LR Standard Error: | 23 280.49 | |||||||||
Total Trades: | 28 | Short Trades (won %): | 14 (71.43%) | Long Trades (won %): | 14 (64.29%) | |||||||
Total Deals: | 56 | Profit Trades (% of total): | 19 (67.86%) | Loss Trades (% of total): | 9 (32.14%) | |||||||
Largest profit trade: | 65 700.00 | Largest loss trade: | -24 200.00 | |||||||||
Average profit trade: | 12 668.42 | Average loss trade: | -5 622.22 | |||||||||
Maximum consecutive wins ($): | 8 (40 000.00) | Maximum consecutive losses ($): | 3 (-34 000.00) | |||||||||
Maximal consecutive profit (count): | 132 900.00 (5) | Maximal consecutive loss (count): | -34 000.00 (3) | |||||||||
Average consecutive wins: | 3 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.91 | Correlation (Profits,MAE): | 0.39 | Correlation (MFE,MAE): | 0.0977 | |||||||
Minimal position holding time: | 3:59:59 | Maximal position holding time: | 4:00:00 | Average position holding time: | 3:59:59 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.07.29 20:00:00 | 2 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.07.29 20:00:00 | filled | 563263870 | ||||
2024.07.30 00:00:00 | 3 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.07.30 00:00:00 | filled | 563263870 | ||||
2024.08.14 08:00:00 | 4 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.08.14 08:00:00 | filled | 563263870 | ||||
2024.08.14 12:00:00 | 5 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.08.14 12:00:00 | filled | 563263870 | ||||
2024.08.14 16:00:00 | 6 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.08.14 16:00:00 | filled | 563263870 | ||||
2024.08.14 20:00:00 | 7 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.08.14 20:00:00 | filled | 563263870 | ||||
2024.08.15 08:00:00 | 8 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.08.15 08:00:00 | filled | 563263870 | ||||
2024.08.15 12:00:00 | 9 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.08.15 12:00:00 | filled | 563263870 | ||||
2024.08.15 16:00:00 | 10 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.08.15 16:00:00 | filled | 563263870 | ||||
2024.08.15 20:00:00 | 11 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.08.15 20:00:00 | filled | 563263870 | ||||
2024.08.20 20:00:00 | 12 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.08.20 20:00:00 | filled | 563263870 | ||||
2024.08.21 00:00:00 | 13 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.08.21 00:00:00 | filled | 563263870 | ||||
2024.08.21 04:00:00 | 14 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.08.21 04:00:00 | filled | 563263870 | ||||
2024.08.21 08:00:00 | 15 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.08.21 08:00:00 | filled | 563263870 | ||||
2024.09.03 12:00:00 | 16 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.09.03 12:00:00 | filled | 563263870 | ||||
2024.09.03 16:00:00 | 17 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.09.03 16:00:00 | filled | 563263870 | ||||
2024.09.03 20:00:00 | 18 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.09.03 20:00:00 | filled | 563263870 | ||||
2024.09.04 00:00:00 | 19 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.09.04 00:00:00 | filled | 563263870 | ||||
2024.09.04 20:00:00 | 20 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.09.04 20:00:00 | filled | 563263870 | ||||
2024.09.05 00:00:00 | 21 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.09.05 00:00:00 | filled | 563263870 | ||||
2024.09.05 00:00:01 | 22 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.09.05 00:00:01 | filled | 563263870 | ||||
2024.09.05 04:00:00 | 23 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.09.05 04:00:00 | filled | 563263870 | ||||
2024.09.13 00:00:00 | 24 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.09.13 00:00:00 | filled | 563263870 | ||||
2024.09.13 04:00:00 | 25 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.09.13 04:00:00 | filled | 563263870 | ||||
2024.09.26 12:00:00 | 26 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.09.26 12:00:00 | filled | 563263870 | ||||
2024.09.26 16:00:00 | 27 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.09.26 16:00:00 | filled | 563263870 | ||||
2024.10.06 00:00:00 | 28 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.10.06 00:00:00 | filled | 563263870 | ||||
2024.10.06 04:00:00 | 29 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.10.06 04:00:00 | filled | 563263870 | ||||
2024.10.08 00:00:00 | 30 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.10.08 00:00:00 | filled | 563263870 | ||||
2024.10.08 04:00:00 | 31 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.10.08 04:00:00 | filled | 563263870 | ||||
2024.10.18 20:00:00 | 32 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.10.18 20:00:00 | filled | 563263870 | ||||
2024.10.19 00:00:00 | 33 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.10.19 00:00:00 | filled | 563263870 | ||||
2024.10.19 00:00:01 | 34 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.10.19 00:00:01 | filled | 563263870 | ||||
2024.10.19 04:00:00 | 35 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.10.19 04:00:00 | filled | 563263870 | ||||
2024.10.19 16:00:00 | 36 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.10.19 16:00:00 | filled | 563263870 | ||||
2024.10.19 20:00:00 | 37 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.10.19 20:00:00 | filled | 563263870 | ||||
2024.11.13 20:00:00 | 38 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.11.13 20:00:00 | filled | 563263870 | ||||
2024.11.14 00:00:00 | 39 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.11.14 00:00:00 | filled | 563263870 | ||||
2024.11.20 12:00:00 | 40 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.11.20 12:00:00 | filled | 563263870 | ||||
2024.11.20 16:00:00 | 41 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.11.20 16:00:00 | filled | 563263870 | ||||
2024.11.21 08:00:00 | 42 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.11.21 08:00:00 | filled | 563263870 | ||||
2024.11.21 12:00:00 | 43 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.11.21 12:00:00 | filled | 563263870 | ||||
2024.11.29 12:00:00 | 44 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.11.29 12:00:00 | filled | 563263870 | ||||
2024.11.29 16:00:00 | 45 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.11.29 16:00:00 | filled | 563263870 | ||||
2024.12.13 00:00:00 | 46 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.12.13 00:00:00 | filled | 563263870 | ||||
2024.12.13 04:00:00 | 47 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.12.13 04:00:00 | filled | 563263870 | ||||
2024.12.24 12:00:00 | 48 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.12.24 12:00:00 | filled | 563263870 | ||||
2024.12.24 16:00:00 | 49 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.12.24 16:00:00 | filled | 563263870 | ||||
2024.12.30 08:00:00 | 50 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2024.12.30 08:00:00 | filled | 563263870 | ||||
2024.12.30 12:00:00 | 51 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2024.12.30 12:00:00 | filled | 563263870 | ||||
2025.01.19 04:00:00 | 52 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2025.01.19 04:00:00 | filled | 563263870 | ||||
2025.01.19 08:00:00 | 53 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2025.01.19 08:00:00 | filled | 563263870 | ||||
2025.01.19 20:00:00 | 54 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2025.01.19 20:00:00 | filled | 563263870 | ||||
2025.01.20 00:00:00 | 55 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2025.01.20 00:00:00 | filled | 563263870 | ||||
2025.01.23 20:00:00 | 56 | ARBUSDT | sell | 100 / 100 | 0.0000 | 2025.01.23 20:00:00 | filled | 563263870 | ||||
2025.01.24 00:00:00 | 57 | ARBUSDT | buy | 100 / 100 | 0.0000 | 2025.01.24 00:00:00 | filled | 563263870 | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.07.29 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.07.29 20:00:00 | 2 | ARBUSDT | buy | in | 100 | 0.6986 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 563263870 |
2024.07.30 00:00:00 | 3 | ARBUSDT | sell | out | 100 | 0.7073 | 3 | 0.00 | 0.00 | 8 700.00 | 18 700.00 | 563263870 |
2024.08.14 08:00:00 | 4 | ARBUSDT | buy | in | 100 | 0.5780 | 4 | 0.00 | 0.00 | 0.00 | 18 700.00 | 563263870 |
2024.08.14 12:00:00 | 5 | ARBUSDT | sell | out | 100 | 0.5760 | 5 | 0.00 | 0.00 | -2 000.00 | 16 700.00 | 563263870 |
2024.08.14 16:00:00 | 6 | ARBUSDT | sell | in | 100 | 0.5782 | 6 | 0.00 | 0.00 | 0.00 | 16 700.00 | 563263870 |
2024.08.14 20:00:00 | 7 | ARBUSDT | buy | out | 100 | 0.5703 | 7 | 0.00 | 0.00 | 7 900.00 | 24 600.00 | 563263870 |
2024.08.15 08:00:00 | 8 | ARBUSDT | sell | in | 100 | 0.5619 | 8 | 0.00 | 0.00 | 0.00 | 24 600.00 | 563263870 |
2024.08.15 12:00:00 | 9 | ARBUSDT | buy | out | 100 | 0.5552 | 9 | 0.00 | 0.00 | 6 700.00 | 31 300.00 | 563263870 |
2024.08.15 16:00:00 | 10 | ARBUSDT | sell | in | 100 | 0.5639 | 10 | 0.00 | 0.00 | 0.00 | 31 300.00 | 563263870 |
2024.08.15 20:00:00 | 11 | ARBUSDT | buy | out | 100 | 0.5627 | 11 | 0.00 | 0.00 | 1 200.00 | 32 500.00 | 563263870 |
2024.08.20 20:00:00 | 12 | ARBUSDT | buy | in | 100 | 0.5331 | 12 | 0.00 | 0.00 | 0.00 | 32 500.00 | 563263870 |
2024.08.21 00:00:00 | 13 | ARBUSDT | sell | out | 100 | 0.5379 | 13 | 0.00 | 0.00 | 4 800.00 | 37 300.00 | 563263870 |
2024.08.21 04:00:00 | 14 | ARBUSDT | buy | in | 100 | 0.5333 | 14 | 0.00 | 0.00 | 0.00 | 37 300.00 | 563263870 |
2024.08.21 08:00:00 | 15 | ARBUSDT | sell | out | 100 | 0.5362 | 15 | 0.00 | 0.00 | 2 900.00 | 40 200.00 | 563263870 |
2024.09.03 12:00:00 | 16 | ARBUSDT | buy | in | 100 | 0.5108 | 16 | 0.00 | 0.00 | 0.00 | 40 200.00 | 563263870 |
2024.09.03 16:00:00 | 17 | ARBUSDT | sell | out | 100 | 0.5132 | 17 | 0.00 | 0.00 | 2 400.00 | 42 600.00 | 563263870 |
2024.09.03 20:00:00 | 18 | ARBUSDT | buy | in | 100 | 0.4968 | 18 | 0.00 | 0.00 | 0.00 | 42 600.00 | 563263870 |
2024.09.04 00:00:00 | 19 | ARBUSDT | sell | out | 100 | 0.5021 | 19 | 0.00 | 0.00 | 5 300.00 | 47 900.00 | 563263870 |
2024.09.04 20:00:00 | 20 | ARBUSDT | sell | in | 100 | 0.5094 | 20 | 0.00 | 0.00 | 0.00 | 47 900.00 | 563263870 |
2024.09.05 00:00:00 | 21 | ARBUSDT | buy | out | 100 | 0.5006 | 21 | 0.00 | 0.00 | 8 800.00 | 56 700.00 | 563263870 |
2024.09.05 00:00:01 | 22 | ARBUSDT | buy | in | 100 | 0.5006 | 22 | 0.00 | 0.00 | 0.00 | 56 700.00 | 563263870 |
2024.09.05 04:00:00 | 23 | ARBUSDT | sell | out | 100 | 0.4978 | 23 | 0.00 | 0.00 | -2 800.00 | 53 900.00 | 563263870 |
2024.09.13 00:00:00 | 24 | ARBUSDT | sell | in | 100 | 0.5196 | 24 | 0.00 | 0.00 | 0.00 | 53 900.00 | 563263870 |
2024.09.13 04:00:00 | 25 | ARBUSDT | buy | out | 100 | 0.5223 | 25 | 0.00 | 0.00 | -2 700.00 | 51 200.00 | 563263870 |
2024.09.26 12:00:00 | 26 | ARBUSDT | sell | in | 100 | 0.6160 | 26 | 0.00 | 0.00 | 0.00 | 51 200.00 | 563263870 |
2024.09.26 16:00:00 | 27 | ARBUSDT | buy | out | 100 | 0.6196 | 27 | 0.00 | 0.00 | -3 600.00 | 47 600.00 | 563263870 |
2024.10.06 00:00:00 | 28 | ARBUSDT | buy | in | 100 | 0.5431 | 28 | 0.00 | 0.00 | 0.00 | 47 600.00 | 563263870 |
2024.10.06 04:00:00 | 29 | ARBUSDT | sell | out | 100 | 0.5493 | 29 | 0.00 | 0.00 | 6 200.00 | 53 800.00 | 563263870 |
2024.10.08 00:00:00 | 30 | ARBUSDT | buy | in | 100 | 0.5561 | 30 | 0.00 | 0.00 | 0.00 | 53 800.00 | 563263870 |
2024.10.08 04:00:00 | 31 | ARBUSDT | sell | out | 100 | 0.5517 | 31 | 0.00 | 0.00 | -4 400.00 | 49 400.00 | 563263870 |
2024.10.18 20:00:00 | 32 | ARBUSDT | sell | in | 100 | 0.5671 | 32 | 0.00 | 0.00 | 0.00 | 49 400.00 | 563263870 |
2024.10.19 00:00:00 | 33 | ARBUSDT | buy | out | 100 | 0.5617 | 33 | 0.00 | 0.00 | 5 400.00 | 54 800.00 | 563263870 |
2024.10.19 00:00:01 | 34 | ARBUSDT | buy | in | 100 | 0.5617 | 34 | 0.00 | 0.00 | 0.00 | 54 800.00 | 563263870 |
2024.10.19 04:00:00 | 35 | ARBUSDT | sell | out | 100 | 0.5651 | 35 | 0.00 | 0.00 | 3 400.00 | 58 200.00 | 563263870 |
2024.10.19 16:00:00 | 36 | ARBUSDT | buy | in | 100 | 0.5598 | 36 | 0.00 | 0.00 | 0.00 | 58 200.00 | 563263870 |
2024.10.19 20:00:00 | 37 | ARBUSDT | sell | out | 100 | 0.5587 | 37 | 0.00 | 0.00 | -1 100.00 | 57 100.00 | 563263870 |
2024.11.13 20:00:00 | 38 | ARBUSDT | sell | in | 100 | 0.6365 | 38 | 0.00 | 0.00 | 0.00 | 57 100.00 | 563263870 |
2024.11.14 00:00:00 | 39 | ARBUSDT | buy | out | 100 | 0.6027 | 39 | 0.00 | 0.00 | 33 800.00 | 90 900.00 | 563263870 |
2024.11.20 12:00:00 | 40 | ARBUSDT | sell | in | 100 | 0.7048 | 40 | 0.00 | 0.00 | 0.00 | 90 900.00 | 563263870 |
2024.11.20 16:00:00 | 41 | ARBUSDT | buy | out | 100 | 0.6945 | 41 | 0.00 | 0.00 | 10 300.00 | 101 200.00 | 563263870 |
2024.11.21 08:00:00 | 42 | ARBUSDT | sell | in | 100 | 0.6917 | 42 | 0.00 | 0.00 | 0.00 | 101 200.00 | 563263870 |
2024.11.21 12:00:00 | 43 | ARBUSDT | buy | out | 100 | 0.6929 | 43 | 0.00 | 0.00 | -1 200.00 | 100 000.00 | 563263870 |
2024.11.29 12:00:00 | 44 | ARBUSDT | sell | in | 100 | 0.9052 | 44 | 0.00 | 0.00 | 0.00 | 100 000.00 | 563263870 |
2024.11.29 16:00:00 | 45 | ARBUSDT | buy | out | 100 | 0.9294 | 45 | 0.00 | 0.00 | -24 200.00 | 75 800.00 | 563263870 |
2024.12.13 00:00:00 | 46 | ARBUSDT | buy | in | 100 | 1.0239 | 46 | 0.00 | 0.00 | 0.00 | 75 800.00 | 563263870 |
2024.12.13 04:00:00 | 47 | ARBUSDT | sell | out | 100 | 1.0153 | 47 | 0.00 | 0.00 | -8 600.00 | 67 200.00 | 563263870 |
2024.12.24 12:00:00 | 48 | ARBUSDT | buy | in | 100 | 0.7945 | 48 | 0.00 | 0.00 | 0.00 | 67 200.00 | 563263870 |
2024.12.24 16:00:00 | 49 | ARBUSDT | sell | out | 100 | 0.8204 | 49 | 0.00 | 0.00 | 25 900.00 | 93 100.00 | 563263870 |
2024.12.30 08:00:00 | 50 | ARBUSDT | buy | in | 100 | 0.7587 | 50 | 0.00 | 0.00 | 0.00 | 93 100.00 | 563263870 |
2024.12.30 12:00:00 | 51 | ARBUSDT | sell | out | 100 | 0.7617 | 51 | 0.00 | 0.00 | 3 000.00 | 96 100.00 | 563263870 |
2025.01.19 04:00:00 | 52 | ARBUSDT | sell | in | 100 | 0.7878 | 52 | 0.00 | 0.00 | 0.00 | 96 100.00 | 563263870 |
2025.01.19 08:00:00 | 53 | ARBUSDT | buy | out | 100 | 0.7655 | 53 | 0.00 | 0.00 | 22 300.00 | 118 400.00 | 563263870 |
2025.01.19 20:00:00 | 54 | ARBUSDT | sell | in | 100 | 0.7879 | 54 | 0.00 | 0.00 | 0.00 | 118 400.00 | 563263870 |
2025.01.20 00:00:00 | 55 | ARBUSDT | buy | out | 100 | 0.7222 | 55 | 0.00 | 0.00 | 65 700.00 | 184 100.00 | 563263870 |
2025.01.23 20:00:00 | 56 | ARBUSDT | sell | in | 100 | 0.7091 | 56 | 0.00 | 0.00 | 0.00 | 184 100.00 | 563263870 |
2025.01.24 00:00:00 | 57 | ARBUSDT | buy | out | 100 | 0.6931 | 57 | 0.00 | 0.00 | 16 000.00 | 200 100.00 | 563263870 |
0.00 | 0.00 | 190 100.00 | 200 100.00 | |||||||||