Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 94715837_BTCUSDT_5 | |||||||||||
| Symbol: | BTCUSDT | |||||||||||
| Period: | M5 (2024.12.26 - 2025.01.28) | |||||||||||
| Inputs: | Entry_Amount=0.05 | |||||||||||
| Stop_Loss= | ||||||||||||
| Take_Profit= | ||||||||||||
| Magic_Number=94715837 | ||||||||||||
| 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: | 9503 | Ticks: | 2702154 | Symbols: | 1 | |||||||
| Total Net Profit: | 17 966.40 | Balance Drawdown Absolute: | 2 235.00 | Equity Drawdown Absolute: | 2 608.50 | |||||||
| Gross Profit: | 20 276.90 | Balance Drawdown Maximal: | 2 235.00 (22.35%) | Equity Drawdown Maximal: | 7 512.50 (22.29%) | |||||||
| Gross Loss: | -2 310.50 | Balance Drawdown Relative: | 22.35% (2 235.00) | Equity Drawdown Relative: | 34.10% (4 241.00) | |||||||
| Profit Factor: | 8.78 | Expected Payoff: | 2 245.80 | Margin Level: | 150.31% | |||||||
| Recovery Factor: | 2.39 | Sharpe Ratio: | 4.01 | Z-Score: | -0.21 (16.63%) | |||||||
| AHPR: | 1.1691 (16.91%) | LR Correlation: | 0.94 | OnTester result: | 0 | |||||||
| GHPR: | 1.1372 (13.72%) | LR Standard Error: | 3 056.99 | |||||||||
| Total Trades: | 8 | Short Trades (won %): | 3 (66.67%) | Long Trades (won %): | 5 (60.00%) | |||||||
| Total Deals: | 16 | Profit Trades (% of total): | 5 (62.50%) | Loss Trades (% of total): | 3 (37.50%) | |||||||
| Largest profit trade: | 8 033.65 | Largest loss trade: | -1 937.00 | |||||||||
| Average profit trade: | 4 055.38 | Average loss trade: | -770.17 | |||||||||
| Maximum consecutive wins ($): | 3 (13 182.15) | Maximum consecutive losses ($): | 2 (-2 235.00) | |||||||||
| Maximal consecutive profit (count): | 13 182.15 (3) | Maximal consecutive loss (count): | -2 235.00 (2) | |||||||||
| Average consecutive wins: | 3 | Average consecutive losses: | 2 | |||||||||
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
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| Correlation (Profits,MFE): | 0.97 | Correlation (Profits,MAE): | -0.37 | Correlation (MFE,MAE): | -0.4855 | |||||||
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| Minimal position holding time: | 0:15:00 | Maximal position holding time: | 3:05:00 | Average position holding time: | 1:20:00 | |||||||
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Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.12.28 16:20:00 | 2 | BTCUSDT | buy | 0.05 / 0.05 | 0.00 | 2024.12.28 16:20:00 | filled | 94715837 | ||||
| 2024.12.28 16:35:00 | 3 | BTCUSDT | sell | 0.05 / 0.05 | 0.00 | 2024.12.28 16:35:00 | filled | 94715837 | ||||
| 2024.12.29 05:35:00 | 4 | BTCUSDT | buy | 0.05 / 0.05 | 0.00 | 2024.12.29 05:35:00 | filled | 94715837 | ||||
| 2024.12.29 06:30:00 | 5 | BTCUSDT | sell | 0.05 / 0.05 | 0.00 | 2024.12.29 06:30:00 | filled | 94715837 | ||||
| 2025.01.06 02:35:00 | 6 | BTCUSDT | sell | 0.05 / 0.05 | 0.00 | 2025.01.06 02:35:00 | filled | 94715837 | ||||
| 2025.01.06 03:45:00 | 7 | BTCUSDT | buy | 0.05 / 0.05 | 0.00 | 2025.01.06 03:45:00 | filled | 94715837 | ||||
| 2025.01.06 16:50:00 | 8 | BTCUSDT | buy | 0.05 / 0.05 | 0.00 | 2025.01.06 16:50:00 | filled | 94715837 | ||||
| 2025.01.06 19:20:00 | 9 | BTCUSDT | sell | 0.05 / 0.05 | 0.00 | 2025.01.06 19:20:00 | filled | 94715837 | ||||
| 2025.01.11 10:45:00 | 10 | BTCUSDT | sell | 0.05 / 0.05 | 0.00 | 2025.01.11 10:45:00 | filled | 94715837 | ||||
| 2025.01.11 11:30:00 | 11 | BTCUSDT | buy | 0.05 / 0.05 | 0.00 | 2025.01.11 11:30:00 | filled | 94715837 | ||||
| 2025.01.14 10:15:00 | 12 | BTCUSDT | buy | 0.05 / 0.05 | 0.00 | 2025.01.14 10:15:00 | filled | 94715837 | ||||
| 2025.01.14 13:20:00 | 13 | BTCUSDT | sell | 0.05 / 0.05 | 0.00 | 2025.01.14 13:20:00 | filled | 94715837 | ||||
| 2025.01.19 03:45:00 | 14 | BTCUSDT | buy | 0.05 / 0.05 | 0.00 | 2025.01.19 03:45:00 | filled | 94715837 | ||||
| 2025.01.19 05:15:00 | 15 | BTCUSDT | sell | 0.05 / 0.05 | 0.00 | 2025.01.19 05:15:00 | filled | 94715837 | ||||
| 2025.01.20 14:00:00 | 16 | BTCUSDT | sell | 0.05 / 0.05 | 0.00 | 2025.01.20 14:00:00 | filled | 94715837 | ||||
| 2025.01.20 14:30:00 | 17 | BTCUSDT | buy | 0.05 / 0.05 | 0.00 | 2025.01.20 14:30:00 | filled | 94715837 | ||||
Deals | ||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2024.12.26 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2024.12.28 16:20:00 | 2 | BTCUSDT | buy | in | 0.05 | 95106.20 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 94715837 |
| 2024.12.28 16:35:00 | 3 | BTCUSDT | sell | out | 0.05 | 94718.80 | 3 | 0.00 | 0.00 | -1 937.00 | 8 063.00 | 94715837 |
| 2024.12.29 05:35:00 | 4 | BTCUSDT | buy | in | 0.05 | 95156.60 | 4 | 0.00 | 0.00 | 0.00 | 8 063.00 | 94715837 |
| 2024.12.29 06:30:00 | 5 | BTCUSDT | sell | out | 0.05 | 95097.00 | 5 | 0.00 | 0.00 | -298.00 | 7 765.00 | 94715837 |
| 2025.01.06 02:35:00 | 6 | BTCUSDT | sell | in | 0.05 | 98363.00 | 6 | 0.00 | 0.00 | 0.00 | 7 765.00 | 94715837 |
| 2025.01.06 03:45:00 | 7 | BTCUSDT | buy | out | 0.05 | 98224.40 | 7 | 0.00 | 0.00 | 693.00 | 8 458.00 | 94715837 |
| 2025.01.06 16:50:00 | 8 | BTCUSDT | buy | in | 0.05 | 100483.05 | 8 | 0.00 | 0.00 | 0.00 | 8 458.00 | 94715837 |
| 2025.01.06 19:20:00 | 9 | BTCUSDT | sell | out | 0.05 | 101763.40 | 9 | 0.00 | 0.00 | 6 401.75 | 14 859.75 | 94715837 |
| 2025.01.11 10:45:00 | 10 | BTCUSDT | sell | in | 0.05 | 94180.90 | 10 | 0.00 | 0.00 | 0.00 | 14 859.75 | 94715837 |
| 2025.01.11 11:30:00 | 11 | BTCUSDT | buy | out | 0.05 | 94196.00 | 11 | 0.00 | 0.00 | -75.50 | 14 784.25 | 94715837 |
| 2025.01.14 10:15:00 | 12 | BTCUSDT | buy | in | 0.05 | 95509.60 | 12 | 0.00 | 0.00 | 0.00 | 14 784.25 | 94715837 |
| 2025.01.14 13:20:00 | 13 | BTCUSDT | sell | out | 0.05 | 96427.20 | 13 | 0.00 | 0.00 | 4 588.00 | 19 372.25 | 94715837 |
| 2025.01.19 03:45:00 | 14 | BTCUSDT | buy | in | 0.05 | 104511.10 | 14 | 0.00 | 0.00 | 0.00 | 19 372.25 | 94715837 |
| 2025.01.19 05:15:00 | 15 | BTCUSDT | sell | out | 0.05 | 104623.20 | 15 | 0.00 | 0.00 | 560.50 | 19 932.75 | 94715837 |
| 2025.01.20 14:00:00 | 16 | BTCUSDT | sell | in | 0.05 | 108271.90 | 16 | 0.00 | 0.00 | 0.00 | 19 932.75 | 94715837 |
| 2025.01.20 14:30:00 | 17 | BTCUSDT | buy | out | 0.05 | 106665.17 | 17 | 0.00 | 0.00 | 8 033.65 | 27 966.40 | 94715837 |
| 0.00 | 0.00 | 17 966.40 | 27 966.40 | |||||||||