Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 888335652_ITUB4_60 | |||||||||||
| Symbol: | ITUB4 | |||||||||||
| Period: | H1 (2024.10.26 - 2025.01.24) | |||||||||||
| Inputs: | Entry_Amount=100 | |||||||||||
| Stop_Loss=0 | ||||||||||||
| Take_Profit=48 | ||||||||||||
| Magic_Number=888335652 | ||||||||||||
| 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: | 464 | Ticks: | 2322274 | Symbols: | 1 | |||||||
| Total Net Profit: | 42 000.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 800.00 | |||||||
| Gross Profit: | 42 000.00 | Balance Drawdown Maximal: | 0.00 (0.00%) | Equity Drawdown Maximal: | 14 200.00 (16.99%) | |||||||
| Gross Loss: | 0.00 | Balance Drawdown Relative: | 0.00% (0.00) | Equity Drawdown Relative: | 16.99% (14 200.00) | |||||||
| Profit Factor: | 0.00 | Expected Payoff: | 4 666.67 | Margin Level: | 306924.52% | |||||||
| Recovery Factor: | 2.96 | Sharpe Ratio: | 3.23 | Z-Score: | 0.00 (0.00%) | |||||||
| AHPR: | 1.0702 (7.02%) | LR Correlation: | 1.00 | OnTester result: | 0 | |||||||
| GHPR: | 1.0701 (7.01%) | LR Standard Error: | 73.75 | |||||||||
| Total Trades: | 9 | Short Trades (won %): | 5 (100.00%) | Long Trades (won %): | 4 (100.00%) | |||||||
| Total Deals: | 18 | Profit Trades (% of total): | 9 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
| Largest profit trade: | 4 800.00 | Largest loss trade: | 0.00 | |||||||||
| Average profit trade: | 4 666.67 | Average loss trade: | 0.00 | |||||||||
| Maximum consecutive wins ($): | 9 (42 000.00) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
| Maximal consecutive profit (count): | 42 000.00 (9) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
| Average consecutive wins: | 9 | Average consecutive losses: | 0 | |||||||||
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
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| Correlation (Profits,MFE): | 0.81 | Correlation (Profits,MAE): | -0.19 | Correlation (MFE,MAE): | -0.0075 | |||||||
 | ||||||||||||
| Minimal position holding time: | 2:27:41 | Maximal position holding time: | 146:03:32 | Average position holding time: | 38:44:02 | |||||||
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Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.11.05 12:00:00 | 2 | ITUB4 | buy | 100 / 100 | 35.62 | 36.08 | 2024.11.05 12:00:00 | filled | 888335652 | |||
| 2024.11.05 15:21:17 | 3 | ITUB4 | sell | 100 / 100 | 36.08 | 2024.11.05 15:21:17 | filled | tp 36.08 | ||||
| 2024.11.06 12:00:00 | 4 | ITUB4 | buy | 100 / 100 | 35.32 | 35.79 | 2024.11.06 12:00:00 | filled | 888335652 | |||
| 2024.11.06 14:27:41 | 5 | ITUB4 | sell | 100 / 100 | 35.79 | 2024.11.06 14:27:41 | filled | tp 35.79 | ||||
| 2024.11.08 15:00:00 | 6 | ITUB4 | sell | 100 / 100 | 34.73 | 34.26 | 2024.11.08 15:00:00 | filled | 888335652 | |||
| 2024.11.13 10:14:31 | 7 | ITUB4 | buy | 100 / 100 | 34.26 | 2024.11.13 10:14:31 | filled | tp 34.26 | ||||
| 2024.11.28 17:00:00 | 8 | ITUB4 | sell | 100 / 100 | 32.69 | 32.23 | 2024.11.28 17:00:00 | filled | 888335652 | |||
| 2024.11.29 10:03:41 | 9 | ITUB4 | buy | 100 / 100 | 32.23 | 2024.11.29 10:03:41 | filled | tp 32.23 | ||||
| 2024.11.29 14:00:00 | 10 | ITUB4 | sell | 100 / 100 | 32.31 | 31.84 | 2024.11.29 14:00:00 | filled | 888335652 | |||
| 2024.12.02 11:31:42 | 11 | ITUB4 | buy | 100 / 100 | 31.84 | 2024.12.02 11:31:42 | filled | tp 31.84 | ||||
| 2024.12.13 13:00:00 | 12 | ITUB4 | sell | 100 / 100 | 32.33 | 31.85 | 2024.12.13 13:00:00 | filled | 888335652 | |||
| 2024.12.16 10:18:37 | 13 | ITUB4 | buy | 100 / 100 | 31.85 | 2024.12.16 10:18:37 | filled | tp 31.85 | ||||
| 2024.12.19 11:00:00 | 14 | ITUB4 | sell | 100 / 100 | 31.28 | 30.81 | 2024.12.19 11:00:00 | filled | 888335652 | |||
| 2024.12.23 10:50:41 | 15 | ITUB4 | buy | 100 / 100 | 30.81 | 2024.12.23 10:50:41 | filled | tp 30.81 | ||||
| 2025.01.07 15:00:00 | 16 | ITUB4 | buy | 100 / 100 | 31.74 | 32.21 | 2025.01.07 15:00:00 | filled | 888335652 | |||
| 2025.01.15 17:03:32 | 17 | ITUB4 | sell | 100 / 100 | 32.21 | 2025.01.15 17:03:32 | filled | tp 32.21 | ||||
| 2025.01.16 14:00:00 | 18 | ITUB4 | buy | 100 / 100 | 32.04 | 32.51 | 2025.01.16 14:00:00 | filled | 888335652 | |||
| 2025.01.17 11:44:42 | 19 | ITUB4 | sell | 100 / 100 | 32.51 | 2025.01.17 11:44:42 | filled | tp 32.51 | ||||
Deals | ||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2024.10.26 00:00:00 | 1 | balance | 0.00 | 0.00 | 50 000.00 | 50 000.00 | ||||||
| 2024.11.05 12:00:00 | 2 | ITUB4 | buy | in | 100 | 35.62 | 2 | 0.00 | 0.00 | 0.00 | 50 000.00 | 888335652 |
| 2024.11.05 15:21:17 | 3 | ITUB4 | sell | out | 100 | 36.08 | 3 | 0.00 | 0.00 | 4 600.00 | 54 600.00 | tp 36.08 |
| 2024.11.06 12:00:00 | 4 | ITUB4 | buy | in | 100 | 35.32 | 4 | 0.00 | 0.00 | 0.00 | 54 600.00 | 888335652 |
| 2024.11.06 14:27:41 | 5 | ITUB4 | sell | out | 100 | 35.80 | 5 | 0.00 | 0.00 | 4 800.00 | 59 400.00 | tp 35.79 |
| 2024.11.08 15:00:00 | 6 | ITUB4 | sell | in | 100 | 34.73 | 6 | 0.00 | 0.00 | 0.00 | 59 400.00 | 888335652 |
| 2024.11.13 10:14:31 | 7 | ITUB4 | buy | out | 100 | 34.27 | 7 | 0.00 | 0.00 | 4 600.00 | 64 000.00 | tp 34.26 |
| 2024.11.28 17:00:00 | 8 | ITUB4 | sell | in | 100 | 32.69 | 8 | 0.00 | 0.00 | 0.00 | 64 000.00 | 888335652 |
| 2024.11.29 10:03:41 | 9 | ITUB4 | buy | out | 100 | 32.24 | 9 | 0.00 | 0.00 | 4 500.00 | 68 500.00 | tp 32.23 |
| 2024.11.29 14:00:00 | 10 | ITUB4 | sell | in | 100 | 32.31 | 10 | 0.00 | 0.00 | 0.00 | 68 500.00 | 888335652 |
| 2024.12.02 11:31:42 | 11 | ITUB4 | buy | out | 100 | 31.84 | 11 | 0.00 | 0.00 | 4 700.00 | 73 200.00 | tp 31.84 |
| 2024.12.13 13:00:00 | 12 | ITUB4 | sell | in | 100 | 32.33 | 12 | 0.00 | 0.00 | 0.00 | 73 200.00 | 888335652 |
| 2024.12.16 10:18:37 | 13 | ITUB4 | buy | out | 100 | 31.86 | 13 | 0.00 | 0.00 | 4 700.00 | 77 900.00 | tp 31.85 |
| 2024.12.19 11:00:00 | 14 | ITUB4 | sell | in | 100 | 31.28 | 14 | 0.00 | 0.00 | 0.00 | 77 900.00 | 888335652 |
| 2024.12.23 10:50:41 | 15 | ITUB4 | buy | out | 100 | 30.81 | 15 | 0.00 | 0.00 | 4 700.00 | 82 600.00 | tp 30.81 |
| 2025.01.07 15:00:00 | 16 | ITUB4 | buy | in | 100 | 31.74 | 16 | 0.00 | 0.00 | 0.00 | 82 600.00 | 888335652 |
| 2025.01.15 17:03:32 | 17 | ITUB4 | sell | out | 100 | 32.21 | 17 | 0.00 | 0.00 | 4 700.00 | 87 300.00 | tp 32.21 |
| 2025.01.16 14:00:00 | 18 | ITUB4 | buy | in | 100 | 32.04 | 18 | 0.00 | 0.00 | 0.00 | 87 300.00 | 888335652 |
| 2025.01.17 11:44:42 | 19 | ITUB4 | sell | out | 100 | 32.51 | 19 | 0.00 | 0.00 | 4 700.00 | 92 000.00 | tp 32.51 |
| 0.00 | 0.00 | 42 000.00 | 92 000.00 | |||||||||