Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1134033742_AUDCAD#_30 | |||||||||||
Symbol: | AUDCAD# | |||||||||||
Period: | M30 (2024.11.01 - 2025.01.07) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=1134033742 | ||||||||||||
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: | 2112 | Ticks: | 3915446 | Symbols: | 1 | |||||||
Total Net Profit: | 27.25 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 3.74 | |||||||
Gross Profit: | 35.27 | Balance Drawdown Maximal: | 8.02 (0.08%) | Equity Drawdown Maximal: | 17.66 (0.18%) | |||||||
Gross Loss: | -8.02 | Balance Drawdown Relative: | 0.08% (8.02) | Equity Drawdown Relative: | 0.18% (17.66) | |||||||
Profit Factor: | 4.40 | Expected Payoff: | 2.73 | Margin Level: | 999.63% | |||||||
Recovery Factor: | 1.54 | Sharpe Ratio: | 0.87 | Z-Score: | -1.92 (94.51%) | |||||||
AHPR: | 1.0003 (0.03%) | LR Correlation: | 0.92 | OnTester result: | 0 | |||||||
GHPR: | 1.0003 (0.03%) | LR Standard Error: | 4.06 | |||||||||
Total Trades: | 10 | Short Trades (won %): | 7 (85.71%) | Long Trades (won %): | 3 (66.67%) | |||||||
Total Deals: | 20 | Profit Trades (% of total): | 8 (80.00%) | Loss Trades (% of total): | 2 (20.00%) | |||||||
Largest profit trade: | 7.84 | Largest loss trade: | -6.43 | |||||||||
Average profit trade: | 4.41 | Average loss trade: | -4.01 | |||||||||
Maximum consecutive wins ($): | 8 (35.27) | Maximum consecutive losses ($): | 2 (-8.02) | |||||||||
Maximal consecutive profit (count): | 35.27 (8) | Maximal consecutive loss (count): | -8.02 (2) | |||||||||
Average consecutive wins: | 8 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.70 | Correlation (Profits,MAE): | 0.92 | Correlation (MFE,MAE): | 0.4496 | |||||||
Minimal position holding time: | 5:30:00 | Maximal position holding time: | 276:00:00 | Average position holding time: | 60:53:59 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.05 06:30:00 | 2 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.05 06:30:00 | filled | 1134033742 | ||||
2024.11.06 05:00:00 | 3 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.06 05:00:00 | filled | 1134033742 | ||||
2024.11.11 06:00:00 | 4 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.11 06:00:00 | filled | 1134033742 | ||||
2024.11.12 19:00:00 | 5 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.12 19:00:00 | filled | 1134033742 | ||||
2024.11.13 12:00:00 | 6 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.13 12:00:00 | filled | 1134033742 | ||||
2024.11.13 17:30:00 | 7 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.13 17:30:00 | filled | 1134033742 | ||||
2024.11.21 02:00:00 | 8 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.21 02:00:00 | filled | 1134033742 | ||||
2024.11.22 07:30:00 | 9 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.22 07:30:00 | filled | 1134033742 | ||||
2024.11.26 17:00:00 | 10 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.26 17:00:00 | filled | 1134033742 | ||||
2024.11.29 09:30:00 | 11 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.29 09:30:00 | filled | 1134033742 | ||||
2024.12.03 09:30:00 | 12 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.03 09:30:00 | filled | 1134033742 | ||||
2024.12.04 05:00:00 | 13 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.04 05:00:00 | filled | 1134033742 | ||||
2024.12.04 18:30:00 | 14 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.04 18:30:00 | filled | 1134033742 | ||||
2024.12.06 04:00:00 | 15 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.06 04:00:00 | filled | 1134033742 | ||||
2024.12.11 17:00:00 | 16 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.11 17:00:00 | filled | 1134033742 | ||||
2024.12.12 04:00:00 | 17 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.12 04:00:00 | filled | 1134033742 | ||||
2024.12.12 17:30:00 | 18 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.12 17:30:00 | filled | 1134033742 | ||||
2024.12.30 05:30:00 | 19 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.30 05:30:00 | filled | 1134033742 | ||||
2024.12.31 10:00:00 | 20 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.31 10:00:00 | filled | 1134033742 | ||||
2025.01.06 23:59:59 | 21 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2025.01.06 23:59:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.05 06:30:00 | 2 | AUDCAD# | sell | in | 0.01 | 0.91655 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1134033742 |
2024.11.06 05:00:00 | 3 | AUDCAD# | buy | out | 0.01 | 0.91207 | 3 | 0.00 | 0.00 | 4.48 | 10 004.48 | 1134033742 |
2024.11.11 06:00:00 | 4 | AUDCAD# | sell | in | 0.01 | 0.91767 | 4 | 0.00 | 0.00 | 0.00 | 10 004.48 | 1134033742 |
2024.11.12 19:00:00 | 5 | AUDCAD# | buy | out | 0.01 | 0.91025 | 5 | 0.00 | 0.00 | 7.42 | 10 011.90 | 1134033742 |
2024.11.13 12:00:00 | 6 | AUDCAD# | sell | in | 0.01 | 0.91095 | 6 | 0.00 | 0.00 | 0.00 | 10 011.90 | 1134033742 |
2024.11.13 17:30:00 | 7 | AUDCAD# | buy | out | 0.01 | 0.90699 | 7 | 0.00 | 0.00 | 3.96 | 10 015.86 | 1134033742 |
2024.11.21 02:00:00 | 8 | AUDCAD# | sell | in | 0.01 | 0.90941 | 8 | 0.00 | 0.00 | 0.00 | 10 015.86 | 1134033742 |
2024.11.22 07:30:00 | 9 | AUDCAD# | buy | out | 0.01 | 0.90770 | 9 | 0.00 | 0.00 | 1.71 | 10 017.57 | 1134033742 |
2024.11.26 17:00:00 | 10 | AUDCAD# | buy | in | 0.01 | 0.91115 | 10 | 0.00 | 0.00 | 0.00 | 10 017.57 | 1134033742 |
2024.11.29 09:30:00 | 11 | AUDCAD# | sell | out | 0.01 | 0.91284 | 11 | 0.00 | 0.00 | 1.69 | 10 019.26 | 1134033742 |
2024.12.03 09:30:00 | 12 | AUDCAD# | sell | in | 0.01 | 0.90963 | 12 | 0.00 | 0.00 | 0.00 | 10 019.26 | 1134033742 |
2024.12.04 05:00:00 | 13 | AUDCAD# | buy | out | 0.01 | 0.90508 | 13 | 0.00 | 0.00 | 4.55 | 10 023.81 | 1134033742 |
2024.12.04 18:30:00 | 14 | AUDCAD# | sell | in | 0.01 | 0.90565 | 14 | 0.00 | 0.00 | 0.00 | 10 023.81 | 1134033742 |
2024.12.06 04:00:00 | 15 | AUDCAD# | buy | out | 0.01 | 0.90203 | 15 | 0.00 | 0.00 | 3.62 | 10 027.43 | 1134033742 |
2024.12.11 17:00:00 | 16 | AUDCAD# | buy | in | 0.01 | 0.89893 | 16 | 0.00 | 0.00 | 0.00 | 10 027.43 | 1134033742 |
2024.12.12 04:00:00 | 17 | AUDCAD# | sell | out | 0.01 | 0.90677 | 17 | 0.00 | 0.00 | 7.84 | 10 035.27 | 1134033742 |
2024.12.12 17:30:00 | 18 | AUDCAD# | buy | in | 0.01 | 0.90479 | 18 | 0.00 | 0.00 | 0.00 | 10 035.27 | 1134033742 |
2024.12.30 05:30:00 | 19 | AUDCAD# | sell | out | 0.01 | 0.89836 | 19 | 0.00 | 0.00 | -6.43 | 10 028.84 | 1134033742 |
2024.12.31 10:00:00 | 20 | AUDCAD# | sell | in | 0.01 | 0.89371 | 20 | 0.00 | 0.00 | 0.00 | 10 028.84 | 1134033742 |
2025.01.06 23:59:59 | 21 | AUDCAD# | buy | out | 0.01 | 0.89530 | 21 | 0.00 | 0.00 | -1.59 | 10 027.25 | end of test |
0.00 | 0.00 | 27.25 | 10 027.25 | |||||||||