Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 660649843_ITUB4_5 | |||||||||||
Symbol: | ITUB4 | |||||||||||
Period: | M5 (2024.12.28 - 2025.01.30) | |||||||||||
Inputs: | Entry_Amount=100 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=660649843 | ||||||||||||
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: | 1991 | Ticks: | 734870 | Symbols: | 1 | |||||||
Total Net Profit: | 20 000.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 1 200.00 | |||||||
Gross Profit: | 20 000.00 | Balance Drawdown Maximal: | 0.00 (0.00%) | Equity Drawdown Maximal: | 4 300.00 (5.84%) | |||||||
Gross Loss: | 0.00 | Balance Drawdown Relative: | 0.00% (0.00) | Equity Drawdown Relative: | 5.84% (4 300.00) | |||||||
Profit Factor: | 0.00 | Expected Payoff: | 10 000.00 | Margin Level: | 354651.16% | |||||||
Recovery Factor: | 4.65 | Sharpe Ratio: | 1.00 | Z-Score: | 0.00 (0.00%) | |||||||
AHPR: | 1.1837 (18.37%) | LR Correlation: | 0.84 | OnTester result: | 0 | |||||||
GHPR: | 1.1832 (18.32%) | LR Standard Error: | 653.20 | |||||||||
Total Trades: | 2 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 2 (100.00%) | |||||||
Total Deals: | 4 | Profit Trades (% of total): | 2 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
Largest profit trade: | 10 800.00 | Largest loss trade: | 0.00 | |||||||||
Average profit trade: | 10 000.00 | Average loss trade: | 0.00 | |||||||||
Maximum consecutive wins ($): | 2 (20 000.00) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
Maximal consecutive profit (count): | 20 000.00 (2) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 0 | |||||||||
Correlation (Profits,MFE): | 0.00 | Correlation (Profits,MAE): | -1.00 | Correlation (MFE,MAE): | 0.0000 | |||||||
Minimal position holding time: | 26:40:00 | Maximal position holding time: | 29:35:00 | Average position holding time: | 28:07:30 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2025.01.06 10:20:00 | 2 | ITUB4 | buy | 100 / 100 | 30.58 | 2025.01.06 10:20:00 | filled | 660649843 | ||||
2025.01.07 15:55:00 | 3 | ITUB4 | sell | 100 / 100 | 31.66 | 2025.01.07 15:55:00 | filled | 660649843 | ||||
2025.01.15 10:05:00 | 4 | ITUB4 | buy | 100 / 100 | 31.11 | 2025.01.15 10:05:00 | filled | 660649843 | ||||
2025.01.16 12:45:00 | 5 | ITUB4 | sell | 100 / 100 | 32.03 | 2025.01.16 12:45:00 | filled | 660649843 | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.12.28 00:00:00 | 1 | balance | 0.00 | 0.00 | 50 000.00 | 50 000.00 | ||||||
2025.01.06 10:20:00 | 2 | ITUB4 | buy | in | 100 | 30.58 | 2 | 0.00 | 0.00 | 0.00 | 50 000.00 | 660649843 |
2025.01.07 15:55:00 | 3 | ITUB4 | sell | out | 100 | 31.66 | 3 | 0.00 | 0.00 | 10 800.00 | 60 800.00 | 660649843 |
2025.01.15 10:05:00 | 4 | ITUB4 | buy | in | 100 | 31.11 | 4 | 0.00 | 0.00 | 0.00 | 60 800.00 | 660649843 |
2025.01.16 12:45:00 | 5 | ITUB4 | sell | out | 100 | 32.03 | 5 | 0.00 | 0.00 | 9 200.00 | 70 000.00 | 660649843 |
0.00 | 0.00 | 20 000.00 | 70 000.00 | |||||||||