Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 767531531_BTCUSDT_30 | |||||||||||
Symbol: | BTCUSDT | |||||||||||
Period: | M30 (2024.11.21 - 2025.01.27) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=767531531 | ||||||||||||
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: | 3216 | Ticks: | 5776460 | Symbols: | 1 | |||||||
Total Net Profit: | 7 545.79 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 9 217.48 | |||||||
Gross Profit: | 17 791.17 | Balance Drawdown Maximal: | 7 851.45 (42.67%) | Equity Drawdown Maximal: | 22 120.30 (96.58%) | |||||||
Gross Loss: | -10 245.38 | Balance Drawdown Relative: | 42.67% (7 851.45) | Equity Drawdown Relative: | 96.58% (22 120.30) | |||||||
Profit Factor: | 1.74 | Expected Payoff: | 1 077.97 | Margin Level: | 77.23% | |||||||
Recovery Factor: | 0.34 | Sharpe Ratio: | 0.04 | Z-Score: | 1.75 (91.99%) | |||||||
AHPR: | 1.1380 (13.80%) | LR Correlation: | 0.39 | OnTester result: | 0 | |||||||
GHPR: | 1.0836 (8.36%) | LR Standard Error: | 3 322.94 | |||||||||
Total Trades: | 7 | Short Trades (won %): | 1 (100.00%) | Long Trades (won %): | 6 (66.67%) | |||||||
Total Deals: | 14 | Profit Trades (% of total): | 5 (71.43%) | Loss Trades (% of total): | 2 (28.57%) | |||||||
Largest profit trade: | 6 278.67 | Largest loss trade: | -7 851.45 | |||||||||
Average profit trade: | 3 558.23 | Average loss trade: | -5 122.69 | |||||||||
Maximum consecutive wins ($): | 2 (8 398.42) | Maximum consecutive losses ($): | 1 (-7 851.45) | |||||||||
Maximal consecutive profit (count): | 8 398.42 (2) | Maximal consecutive loss (count): | -7 851.45 (1) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.56 | Correlation (Profits,MAE): | 0.74 | Correlation (MFE,MAE): | 0.5853 | |||||||
Minimal position holding time: | 30:59:58 | Maximal position holding time: | 250:00:00 | Average position holding time: | 142:04:16 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.22 16:00:00 | 2 | BTCUSDT | buy | 0.01 / 0.01 | 0.00 | 2024.11.22 16:00:00 | filled | 767531531 | ||||
2024.12.09 02:00:00 | 3 | BTCUSDT | sell | 0.01 / 0.01 | 0.00 | 2024.12.09 02:00:00 | filled | 767531531 | ||||
2024.12.09 03:30:00 | 4 | BTCUSDT | buy | 0.01 / 0.01 | 0.00 | 2024.12.09 03:30:00 | filled | 767531531 | ||||
2024.12.16 01:30:00 | 5 | BTCUSDT | sell | 0.01 / 0.01 | 0.00 | 2024.12.16 01:30:00 | filled | 767531531 | ||||
2024.12.16 14:30:00 | 6 | BTCUSDT | buy | 0.01 / 0.01 | 0.00 | 2024.12.16 14:30:00 | filled | 767531531 | ||||
2024.12.24 16:00:00 | 7 | BTCUSDT | sell | 0.01 / 0.01 | 0.00 | 2024.12.24 16:00:00 | filled | 767531531 | ||||
2024.12.26 07:00:00 | 8 | BTCUSDT | buy | 0.01 / 0.01 | 0.00 | 2024.12.26 07:00:00 | filled | 767531531 | ||||
2025.01.06 17:00:00 | 9 | BTCUSDT | sell | 0.01 / 0.01 | 0.00 | 2025.01.06 17:00:00 | filled | 767531531 | ||||
2025.01.07 13:30:00 | 10 | BTCUSDT | buy | 0.01 / 0.01 | 0.00 | 2025.01.07 13:30:00 | filled | 767531531 | ||||
2025.01.15 16:00:00 | 11 | BTCUSDT | sell | 0.01 / 0.01 | 0.00 | 2025.01.15 16:00:00 | filled | 767531531 | ||||
2025.01.16 11:30:00 | 12 | BTCUSDT | buy | 0.01 / 0.01 | 0.00 | 2025.01.16 11:30:00 | filled | 767531531 | ||||
2025.01.23 17:00:00 | 13 | BTCUSDT | sell | 0.01 / 0.01 | 0.00 | 2025.01.23 17:00:00 | filled | 767531531 | ||||
2025.01.23 17:00:01 | 14 | BTCUSDT | sell | 0.01 / 0.01 | 0.00 | 2025.01.23 17:00:01 | filled | 767531531 | ||||
2025.01.26 23:59:59 | 15 | BTCUSDT | buy | 0.01 / 0.01 | 0.00 | 2025.01.26 23:59:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.21 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.22 16:00:00 | 2 | BTCUSDT | buy | in | 0.01 | 97820.20 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 767531531 |
2024.12.09 02:00:00 | 3 | BTCUSDT | sell | out | 0.01 | 101235.00 | 3 | 0.00 | 0.00 | 3 414.80 | 13 414.80 | 767531531 |
2024.12.09 03:30:00 | 4 | BTCUSDT | buy | in | 0.01 | 99847.40 | 4 | 0.00 | 0.00 | 0.00 | 13 414.80 | 767531531 |
2024.12.16 01:30:00 | 5 | BTCUSDT | sell | out | 0.01 | 104831.02 | 5 | 0.00 | 0.00 | 4 983.62 | 18 398.42 | 767531531 |
2024.12.16 14:30:00 | 6 | BTCUSDT | buy | in | 0.01 | 103891.10 | 6 | 0.00 | 0.00 | 0.00 | 18 398.42 | 767531531 |
2024.12.24 16:00:00 | 7 | BTCUSDT | sell | out | 0.01 | 96039.65 | 7 | 0.00 | 0.00 | -7 851.45 | 10 546.97 | 767531531 |
2024.12.26 07:00:00 | 8 | BTCUSDT | buy | in | 0.01 | 98250.40 | 8 | 0.00 | 0.00 | 0.00 | 10 546.97 | 767531531 |
2025.01.06 17:00:00 | 9 | BTCUSDT | sell | out | 0.01 | 100705.75 | 9 | 0.00 | 0.00 | 2 455.35 | 13 002.32 | 767531531 |
2025.01.07 13:30:00 | 10 | BTCUSDT | buy | in | 0.01 | 101319.80 | 10 | 0.00 | 0.00 | 0.00 | 13 002.32 | 767531531 |
2025.01.15 16:00:00 | 11 | BTCUSDT | sell | out | 0.01 | 98925.87 | 11 | 0.00 | 0.00 | -2 393.93 | 10 608.39 | 767531531 |
2025.01.16 11:30:00 | 12 | BTCUSDT | buy | in | 0.01 | 98906.00 | 12 | 0.00 | 0.00 | 0.00 | 10 608.39 | 767531531 |
2025.01.23 17:00:00 | 13 | BTCUSDT | sell | out | 0.01 | 105184.67 | 13 | 0.00 | 0.00 | 6 278.67 | 16 887.06 | 767531531 |
2025.01.23 17:00:01 | 14 | BTCUSDT | sell | in | 0.01 | 105185.83 | 14 | 0.00 | 0.00 | 0.00 | 16 887.06 | 767531531 |
2025.01.26 23:59:59 | 15 | BTCUSDT | buy | out | 0.01 | 104527.10 | 15 | 0.00 | 0.00 | 658.73 | 17 545.79 | end of test |
0.00 | 0.00 | 7 545.79 | 17 545.79 | |||||||||