Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1212830681_EURUSD#_15 | |||||||||||
Symbol: | EURUSD# | |||||||||||
Period: | M15 (2024.11.23 - 2025.01.07) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=1212830681 | ||||||||||||
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: | 2690 | Ticks: | 2317943 | Symbols: | 1 | |||||||
Total Net Profit: | 10.32 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 5.20 | |||||||
Gross Profit: | 15.74 | Balance Drawdown Maximal: | 5.42 (0.05%) | Equity Drawdown Maximal: | 23.48 (0.23%) | |||||||
Gross Loss: | -5.42 | Balance Drawdown Relative: | 0.05% (5.42) | Equity Drawdown Relative: | 0.23% (23.48) | |||||||
Profit Factor: | 2.90 | Expected Payoff: | 1.72 | Margin Level: | 999.48% | |||||||
Recovery Factor: | 0.44 | Sharpe Ratio: | 0.08 | Z-Score: | -1.24 (78.50%) | |||||||
AHPR: | 1.0002 (0.02%) | LR Correlation: | 0.73 | OnTester result: | 0 | |||||||
GHPR: | 1.0002 (0.02%) | LR Standard Error: | 3.86 | |||||||||
Total Trades: | 6 | Short Trades (won %): | 4 (75.00%) | Long Trades (won %): | 2 (50.00%) | |||||||
Total Deals: | 12 | Profit Trades (% of total): | 4 (66.67%) | Loss Trades (% of total): | 2 (33.33%) | |||||||
Largest profit trade: | 6.42 | Largest loss trade: | -3.51 | |||||||||
Average profit trade: | 3.94 | Average loss trade: | -2.71 | |||||||||
Maximum consecutive wins ($): | 4 (15.74) | Maximum consecutive losses ($): | 2 (-5.42) | |||||||||
Maximal consecutive profit (count): | 15.74 (4) | Maximal consecutive loss (count): | -5.42 (2) | |||||||||
Average consecutive wins: | 4 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.31 | Correlation (Profits,MAE): | 0.69 | Correlation (MFE,MAE): | -0.0066 | |||||||
Minimal position holding time: | 11:59:59 | Maximal position holding time: | 297:15:00 | Average position holding time: | 115:39:59 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.25 02:15:00 | 2 | EURUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.25 02:15:00 | filled | 1212830681 | ||||
2024.11.26 02:00:00 | 3 | EURUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.26 02:00:00 | filled | 1212830681 | ||||
2024.11.26 02:45:00 | 4 | EURUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.26 02:45:00 | filled | 1212830681 | ||||
2024.11.27 10:15:00 | 5 | EURUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.27 10:15:00 | filled | 1212830681 | ||||
2024.11.27 11:15:00 | 6 | EURUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.27 11:15:00 | filled | 1212830681 | ||||
2024.12.11 09:45:00 | 7 | EURUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.11 09:45:00 | filled | 1212830681 | ||||
2024.12.11 16:15:00 | 8 | EURUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.11 16:15:00 | filled | 1212830681 | ||||
2024.12.17 11:15:00 | 9 | EURUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.17 11:15:00 | filled | 1212830681 | ||||
2024.12.19 01:15:00 | 10 | EURUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.19 01:15:00 | filled | 1212830681 | ||||
2025.01.06 10:30:00 | 11 | EURUSD# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.06 10:30:00 | filled | 1212830681 | ||||
2025.01.06 12:00:00 | 12 | EURUSD# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.06 12:00:00 | filled | 1212830681 | ||||
2025.01.06 23:59:59 | 13 | EURUSD# | 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 |
2024.11.23 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.25 02:15:00 | 2 | EURUSD# | sell | in | 0.01 | 1.04788 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1212830681 |
2024.11.26 02:00:00 | 3 | EURUSD# | buy | out | 0.01 | 1.04441 | 3 | 0.00 | 0.00 | 3.47 | 10 003.47 | 1212830681 |
2024.11.26 02:45:00 | 4 | EURUSD# | buy | in | 0.01 | 1.04455 | 4 | 0.00 | 0.00 | 0.00 | 10 003.47 | 1212830681 |
2024.11.27 10:15:00 | 5 | EURUSD# | sell | out | 0.01 | 1.05097 | 5 | 0.00 | 0.00 | 6.42 | 10 009.89 | 1212830681 |
2024.11.27 11:15:00 | 6 | EURUSD# | sell | in | 0.01 | 1.05149 | 6 | 0.00 | 0.00 | 0.00 | 10 009.89 | 1212830681 |
2024.12.11 09:45:00 | 7 | EURUSD# | buy | out | 0.01 | 1.04908 | 7 | 0.00 | 0.00 | 2.41 | 10 012.30 | 1212830681 |
2024.12.11 16:15:00 | 8 | EURUSD# | sell | in | 0.01 | 1.05171 | 8 | 0.00 | 0.00 | 0.00 | 10 012.30 | 1212830681 |
2024.12.17 11:15:00 | 9 | EURUSD# | buy | out | 0.01 | 1.04827 | 9 | 0.00 | 0.00 | 3.44 | 10 015.74 | 1212830681 |
2024.12.19 01:15:00 | 10 | EURUSD# | buy | in | 0.01 | 1.03587 | 10 | 0.00 | 0.00 | 0.00 | 10 015.74 | 1212830681 |
2025.01.06 10:30:00 | 11 | EURUSD# | sell | out | 0.01 | 1.03396 | 11 | 0.00 | 0.00 | -1.91 | 10 013.83 | 1212830681 |
2025.01.06 12:00:00 | 12 | EURUSD# | sell | in | 0.01 | 1.03551 | 12 | 0.00 | 0.00 | 0.00 | 10 013.83 | 1212830681 |
2025.01.06 23:59:59 | 13 | EURUSD# | buy | out | 0.01 | 1.03902 | 13 | 0.00 | 0.00 | -3.51 | 10 010.32 | end of test |
0.00 | 0.00 | 10.32 | 10 010.32 | |||||||||