Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 575998917_VALE3_60 | |||||||||||
Symbol: | VALE3 | |||||||||||
Period: | H1 (2024.10.31 - 2025.01.29) | |||||||||||
Inputs: | Entry_Amount=100 | |||||||||||
Stop_Loss=0 | ||||||||||||
Take_Profit=100 | ||||||||||||
Magic_Number=575998917 | ||||||||||||
Max_Spread=0 | ||||||||||||
Min_Equity=0 | ||||||||||||
Company: | Neural Target | |||||||||||
Currency: | profit in pips | |||||||||||
Initial Deposit: | 50 000.00 | |||||||||||
Leverage: | 1:1 | |||||||||||
Results | ||||||||||||
History Quality: | 93% | |||||||||||
Bars: | 457 | Ticks: | 2622800 | Symbols: | 1 | |||||||
Total Net Profit: | 89 100.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 400.00 | |||||||
Gross Profit: | 89 100.00 | Balance Drawdown Maximal: | 0.00 (0.00%) | Equity Drawdown Maximal: | 25 500.00 (21.36%) | |||||||
Gross Loss: | 0.00 | Balance Drawdown Relative: | 0.00% (0.00) | Equity Drawdown Relative: | 21.36% (25 500.00) | |||||||
Profit Factor: | 0.00 | Expected Payoff: | 9 900.00 | Margin Level: | 254881.81% | |||||||
Recovery Factor: | 3.49 | Sharpe Ratio: | 2.31 | Z-Score: | 0.00 (0.00%) | |||||||
AHPR: | 1.1210 (12.10%) | LR Correlation: | 1.00 | OnTester result: | 0 | |||||||
GHPR: | 1.1204 (12.04%) | LR Standard Error: | 58.65 | |||||||||
Total Trades: | 9 | Short Trades (won %): | 3 (100.00%) | Long Trades (won %): | 6 (100.00%) | |||||||
Total Deals: | 18 | Profit Trades (% of total): | 9 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
Largest profit trade: | 10 000.00 | Largest loss trade: | 0.00 | |||||||||
Average profit trade: | 9 900.00 | Average loss trade: | 0.00 | |||||||||
Maximum consecutive wins ($): | 9 (89 100.00) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
Maximal consecutive profit (count): | 89 100.00 (9) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
Average consecutive wins: | 9 | Average consecutive losses: | 0 | |||||||||
Correlation (Profits,MFE): | 0.71 | Correlation (Profits,MAE): | 0.08 | Correlation (MFE,MAE): | 0.2724 | |||||||
Minimal position holding time: | 1:54:20 | Maximal position holding time: | 217:45:14 | Average position holding time: | 72:37:03 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.06 16:00:00 | 2 | VALE3 | buy | 100 / 100 | 60.82 | 61.82 | 2024.11.06 16:00:00 | filled | 575998917 | |||
2024.11.07 10:05:31 | 3 | VALE3 | sell | 100 / 100 | 61.82 | 2024.11.07 10:05:31 | filled | tp 61.82 | ||||
2024.11.08 11:00:00 | 4 | VALE3 | sell | 100 / 100 | 61.18 | 60.19 | 2024.11.08 11:00:00 | filled | 575998917 | |||
2024.11.08 12:54:20 | 5 | VALE3 | buy | 100 / 100 | 60.19 | 2024.11.08 12:54:20 | filled | tp 60.19 | ||||
2024.11.14 10:03:00 | 6 | VALE3 | buy | 100 / 100 | 56.74 | 57.73 | 2024.11.14 10:03:00 | filled | 575998917 | |||
2024.11.22 13:11:29 | 7 | VALE3 | sell | 100 / 100 | 57.73 | 2024.11.22 13:11:29 | filled | tp 57.73 | ||||
2024.11.25 15:00:00 | 8 | VALE3 | sell | 100 / 100 | 57.81 | 56.82 | 2024.11.25 15:00:00 | filled | 575998917 | |||
2024.11.26 15:31:03 | 9 | VALE3 | buy | 100 / 100 | 56.82 | 2024.11.26 15:31:03 | filled | tp 56.82 | ||||
2024.11.27 12:00:00 | 10 | VALE3 | buy | 100 / 100 | 57.66 | 58.65 | 2024.11.27 12:00:00 | filled | 575998917 | |||
2024.11.29 14:38:30 | 11 | VALE3 | sell | 100 / 100 | 58.65 | 2024.11.29 14:38:30 | filled | tp 58.65 | ||||
2024.12.20 14:00:00 | 12 | VALE3 | buy | 100 / 100 | 53.98 | 54.97 | 2024.12.20 14:00:00 | filled | 575998917 | |||
2024.12.23 10:38:39 | 13 | VALE3 | sell | 100 / 100 | 54.97 | 2024.12.23 10:38:39 | filled | tp 54.97 | ||||
2024.12.26 11:00:00 | 14 | VALE3 | sell | 100 / 100 | 54.56 | 53.57 | 2024.12.26 11:00:00 | filled | 575998917 | |||
2025.01.03 11:36:17 | 15 | VALE3 | buy | 100 / 100 | 53.57 | 2025.01.03 11:36:17 | filled | tp 53.57 | ||||
2025.01.06 12:00:00 | 16 | VALE3 | buy | 100 / 100 | 53.41 | 54.40 | 2025.01.06 12:00:00 | filled | 575998917 | |||
2025.01.17 13:45:14 | 17 | VALE3 | sell | 100 / 100 | 54.40 | 2025.01.17 13:45:14 | filled | tp 54.40 | ||||
2025.01.24 11:00:00 | 18 | VALE3 | buy | 100 / 100 | 52.87 | 53.86 | 2025.01.24 11:00:00 | filled | 575998917 | |||
2025.01.27 15:15:32 | 19 | VALE3 | sell | 100 / 100 | 53.86 | 2025.01.27 15:15:32 | filled | tp 53.86 | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.10.31 00:00:00 | 1 | balance | 0.00 | 0.00 | 50 000.00 | 50 000.00 | ||||||
2024.11.06 16:00:00 | 2 | VALE3 | buy | in | 100 | 60.82 | 2 | 0.00 | 0.00 | 0.00 | 50 000.00 | 575998917 |
2024.11.07 10:05:31 | 3 | VALE3 | sell | out | 100 | 61.82 | 3 | 0.00 | 0.00 | 10 000.00 | 60 000.00 | tp 61.82 |
2024.11.08 11:00:00 | 4 | VALE3 | sell | in | 100 | 61.18 | 4 | 0.00 | 0.00 | 0.00 | 60 000.00 | 575998917 |
2024.11.08 12:54:20 | 5 | VALE3 | buy | out | 100 | 60.20 | 5 | 0.00 | 0.00 | 9 800.00 | 69 800.00 | tp 60.19 |
2024.11.14 10:03:00 | 6 | VALE3 | buy | in | 100 | 56.74 | 6 | 0.00 | 0.00 | 0.00 | 69 800.00 | 575998917 |
2024.11.22 13:11:29 | 7 | VALE3 | sell | out | 100 | 57.73 | 7 | 0.00 | 0.00 | 9 900.00 | 79 700.00 | tp 57.73 |
2024.11.25 15:00:00 | 8 | VALE3 | sell | in | 100 | 57.81 | 8 | 0.00 | 0.00 | 0.00 | 79 700.00 | 575998917 |
2024.11.26 15:31:03 | 9 | VALE3 | buy | out | 100 | 56.83 | 9 | 0.00 | 0.00 | 9 800.00 | 89 500.00 | tp 56.82 |
2024.11.27 12:00:00 | 10 | VALE3 | buy | in | 100 | 57.66 | 10 | 0.00 | 0.00 | 0.00 | 89 500.00 | 575998917 |
2024.11.29 14:38:30 | 11 | VALE3 | sell | out | 100 | 58.65 | 11 | 0.00 | 0.00 | 9 900.00 | 99 400.00 | tp 58.65 |
2024.12.20 14:00:00 | 12 | VALE3 | buy | in | 100 | 53.98 | 12 | 0.00 | 0.00 | 0.00 | 99 400.00 | 575998917 |
2024.12.23 10:38:39 | 13 | VALE3 | sell | out | 100 | 54.98 | 13 | 0.00 | 0.00 | 10 000.00 | 109 400.00 | tp 54.97 |
2024.12.26 11:00:00 | 14 | VALE3 | sell | in | 100 | 54.56 | 14 | 0.00 | 0.00 | 0.00 | 109 400.00 | 575998917 |
2025.01.03 11:36:17 | 15 | VALE3 | buy | out | 100 | 53.57 | 15 | 0.00 | 0.00 | 9 900.00 | 119 300.00 | tp 53.57 |
2025.01.06 12:00:00 | 16 | VALE3 | buy | in | 100 | 53.41 | 16 | 0.00 | 0.00 | 0.00 | 119 300.00 | 575998917 |
2025.01.17 13:45:14 | 17 | VALE3 | sell | out | 100 | 54.40 | 17 | 0.00 | 0.00 | 9 900.00 | 129 200.00 | tp 54.40 |
2025.01.24 11:00:00 | 18 | VALE3 | buy | in | 100 | 52.87 | 18 | 0.00 | 0.00 | 0.00 | 129 200.00 | 575998917 |
2025.01.27 15:15:32 | 19 | VALE3 | sell | out | 100 | 53.86 | 19 | 0.00 | 0.00 | 9 900.00 | 139 100.00 | tp 53.86 |
0.00 | 0.00 | 89 100.00 | 139 100.00 | |||||||||