Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 595562060_MCD_240 | |||||||||||
| Symbol: | MCD | |||||||||||
| Period: | H4 (2024.07.23 - 2025.01.19) | |||||||||||
| Inputs: | Entry_Amount=10 | |||||||||||
| Stop_Loss= | ||||||||||||
| Take_Profit= | ||||||||||||
| Magic_Number=595562060 | ||||||||||||
| Max_Spread=0 | ||||||||||||
| Min_Equity=0 | ||||||||||||
| Company: | Neural Target | |||||||||||
| Currency: | profit in pips | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:1 | |||||||||||
Results | ||||||||||||
| History Quality: | 99% | |||||||||||
| Bars: | 221 | Ticks: | 1143691 | Symbols: | 1 | |||||||
| Total Net Profit: | 65 110.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 350.00 | |||||||
| Gross Profit: | 71 130.00 | Balance Drawdown Maximal: | 4 210.00 (15.58%) | Equity Drawdown Maximal: | 17 560.00 (58.15%) | |||||||
| Gross Loss: | -6 020.00 | Balance Drawdown Relative: | 15.58% (4 210.00) | Equity Drawdown Relative: | 58.15% (17 560.00) | |||||||
| Profit Factor: | 11.82 | Expected Payoff: | 5 919.09 | Margin Level: | 1957.64% | |||||||
| Recovery Factor: | 3.71 | Sharpe Ratio: | 1.48 | Z-Score: | 1.42 (84.44%) | |||||||
| AHPR: | 1.2602 (26.02%) | LR Correlation: | 0.97 | OnTester result: | 0 | |||||||
| GHPR: | 1.2012 (20.12%) | LR Standard Error: | 4 468.07 | |||||||||
| Total Trades: | 11 | Short Trades (won %): | 4 (50.00%) | Long Trades (won %): | 7 (100.00%) | |||||||
| Total Deals: | 22 | Profit Trades (% of total): | 9 (81.82%) | Loss Trades (% of total): | 2 (18.18%) | |||||||
| Largest profit trade: | 17 020.00 | Largest loss trade: | -4 210.00 | |||||||||
| Average profit trade: | 7 903.33 | Average loss trade: | -3 010.00 | |||||||||
| Maximum consecutive wins ($): | 7 (50 790.00) | Maximum consecutive losses ($): | 1 (-4 210.00) | |||||||||
| Maximal consecutive profit (count): | 50 790.00 (7) | Maximal consecutive loss (count): | -4 210.00 (1) | |||||||||
| Average consecutive wins: | 3 | Average consecutive losses: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.93 | Correlation (Profits,MAE): | 0.86 | Correlation (MFE,MAE): | 0.7216 | |||||||
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| Minimal position holding time: | 47:59:30 | Maximal position holding time: | 332:29:59 | Average position holding time: | 175:08:02 | |||||||
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Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.07.24 16:30:00 | 2 | MCD | buy | 10 / 10 | 246.47 | 2024.07.24 16:30:00 | filled | 595562060 | ||||
| 2024.07.29 20:00:00 | 3 | MCD | sell | 10 / 10 | 263.49 | 2024.07.29 20:00:00 | filled | 595562060 | ||||
| 2024.07.29 20:00:01 | 4 | MCD | sell | 10 / 10 | 263.49 | 2024.07.29 20:00:01 | filled | 595562060 | ||||
| 2024.08.09 20:00:00 | 5 | MCD | buy | 10 / 10 | 267.70 | 2024.08.09 20:00:00 | filled | 595562060 | ||||
| 2024.08.09 20:00:01 | 6 | MCD | buy | 10 / 10 | 267.70 | 2024.08.09 20:00:01 | filled | 595562060 | ||||
| 2024.08.15 20:00:00 | 7 | MCD | sell | 10 / 10 | 275.08 | 2024.08.15 20:00:00 | filled | 595562060 | ||||
| 2024.08.30 20:02:00 | 8 | MCD | buy | 10 / 10 | 287.25 | 2024.08.30 20:02:00 | filled | 595562060 | ||||
| 2024.09.13 20:00:00 | 9 | MCD | sell | 10 / 10 | 295.67 | 2024.09.13 20:00:00 | filled | 595562060 | ||||
| 2024.09.19 20:00:30 | 10 | MCD | buy | 10 / 10 | 292.70 | 2024.09.19 20:00:30 | filled | 595562060 | ||||
| 2024.09.23 20:00:00 | 11 | MCD | sell | 10 / 10 | 299.10 | 2024.09.23 20:00:00 | filled | 595562060 | ||||
| 2024.10.07 20:00:00 | 12 | MCD | buy | 10 / 10 | 302.78 | 2024.10.07 20:00:00 | filled | 595562060 | ||||
| 2024.10.14 20:00:00 | 13 | MCD | sell | 10 / 10 | 309.88 | 2024.10.14 20:00:00 | filled | 595562060 | ||||
| 2024.10.23 16:30:00 | 14 | MCD | buy | 10 / 10 | 292.83 | 2024.10.23 16:30:00 | filled | 595562060 | ||||
| 2024.11.06 16:30:00 | 15 | MCD | sell | 10 / 10 | 300.28 | 2024.11.06 16:30:00 | filled | 595562060 | ||||
| 2024.11.06 16:30:01 | 16 | MCD | sell | 10 / 10 | 300.27 | 2024.11.06 16:30:01 | filled | 595562060 | ||||
| 2024.11.15 20:00:00 | 17 | MCD | buy | 10 / 10 | 290.51 | 2024.11.15 20:00:00 | filled | 595562060 | ||||
| 2024.11.15 20:00:01 | 18 | MCD | buy | 10 / 10 | 290.52 | 2024.11.15 20:00:01 | filled | 595562060 | ||||
| 2024.11.25 20:00:00 | 19 | MCD | sell | 10 / 10 | 294.80 | 2024.11.25 20:00:00 | filled | 595562060 | ||||
| 2024.11.25 20:00:01 | 20 | MCD | sell | 10 / 10 | 294.80 | 2024.11.25 20:00:01 | filled | 595562060 | ||||
| 2024.12.13 16:30:00 | 21 | MCD | buy | 10 / 10 | 296.61 | 2024.12.13 16:30:00 | filled | 595562060 | ||||
| 2024.12.13 20:00:00 | 22 | MCD | sell | 10 / 10 | 296.94 | 2024.12.13 20:00:00 | filled | 595562060 | ||||
| 2024.12.27 23:00:59 | 23 | MCD | buy | 10 / 10 | 293.62 | 2024.12.27 23:00:59 | filled | end of test | ||||
Deals | ||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2024.07.23 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2024.07.24 16:30:00 | 2 | MCD | buy | in | 10 | 246.47 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 595562060 |
| 2024.07.29 20:00:00 | 3 | MCD | sell | out | 10 | 263.49 | 3 | 0.00 | 0.00 | 17 020.00 | 27 020.00 | 595562060 |
| 2024.07.29 20:00:01 | 4 | MCD | sell | in | 10 | 263.49 | 4 | 0.00 | 0.00 | 0.00 | 27 020.00 | 595562060 |
| 2024.08.09 20:00:00 | 5 | MCD | buy | out | 10 | 267.70 | 5 | 0.00 | 0.00 | -4 210.00 | 22 810.00 | 595562060 |
| 2024.08.09 20:00:01 | 6 | MCD | buy | in | 10 | 267.70 | 6 | 0.00 | 0.00 | 0.00 | 22 810.00 | 595562060 |
| 2024.08.15 20:00:00 | 7 | MCD | sell | out | 10 | 275.08 | 7 | 0.00 | 0.00 | 7 380.00 | 30 190.00 | 595562060 |
| 2024.08.30 20:02:00 | 8 | MCD | buy | in | 10 | 287.25 | 8 | 0.00 | 0.00 | 0.00 | 30 190.00 | 595562060 |
| 2024.09.13 20:00:00 | 9 | MCD | sell | out | 10 | 295.67 | 9 | 0.00 | 0.00 | 8 420.00 | 38 610.00 | 595562060 |
| 2024.09.19 20:00:30 | 10 | MCD | buy | in | 10 | 292.70 | 10 | 0.00 | 0.00 | 0.00 | 38 610.00 | 595562060 |
| 2024.09.23 20:00:00 | 11 | MCD | sell | out | 10 | 299.10 | 11 | 0.00 | 0.00 | 6 400.00 | 45 010.00 | 595562060 |
| 2024.10.07 20:00:00 | 12 | MCD | buy | in | 10 | 302.78 | 12 | 0.00 | 0.00 | 0.00 | 45 010.00 | 595562060 |
| 2024.10.14 20:00:00 | 13 | MCD | sell | out | 10 | 309.88 | 13 | 0.00 | 0.00 | 7 100.00 | 52 110.00 | 595562060 |
| 2024.10.23 16:30:00 | 14 | MCD | buy | in | 10 | 292.83 | 14 | 0.00 | 0.00 | 0.00 | 52 110.00 | 595562060 |
| 2024.11.06 16:30:00 | 15 | MCD | sell | out | 10 | 300.28 | 15 | 0.00 | 0.00 | 7 450.00 | 59 560.00 | 595562060 |
| 2024.11.06 16:30:01 | 16 | MCD | sell | in | 10 | 300.27 | 16 | 0.00 | 0.00 | 0.00 | 59 560.00 | 595562060 |
| 2024.11.15 20:00:00 | 17 | MCD | buy | out | 10 | 290.51 | 17 | 0.00 | 0.00 | 9 760.00 | 69 320.00 | 595562060 |
| 2024.11.15 20:00:01 | 18 | MCD | buy | in | 10 | 290.52 | 18 | 0.00 | 0.00 | 0.00 | 69 320.00 | 595562060 |
| 2024.11.25 20:00:00 | 19 | MCD | sell | out | 10 | 294.80 | 19 | 0.00 | 0.00 | 4 280.00 | 73 600.00 | 595562060 |
| 2024.11.25 20:00:01 | 20 | MCD | sell | in | 10 | 294.80 | 20 | 0.00 | 0.00 | 0.00 | 73 600.00 | 595562060 |
| 2024.12.13 16:30:00 | 21 | MCD | buy | out | 10 | 296.61 | 21 | 0.00 | 0.00 | -1 810.00 | 71 790.00 | 595562060 |
| 2024.12.13 20:00:00 | 22 | MCD | sell | in | 10 | 296.94 | 22 | 0.00 | 0.00 | 0.00 | 71 790.00 | 595562060 |
| 2024.12.27 23:00:59 | 23 | MCD | buy | out | 10 | 293.62 | 23 | 0.00 | 0.00 | 3 320.00 | 75 110.00 | end of test |
| 0.00 | 0.00 | 65 110.00 | 75 110.00 | |||||||||