Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 127881552_AUDCAD#_60 | |||||||||||
Symbol: | AUDCAD# | |||||||||||
Period: | H1 (2024.10.14 - 2025.01.12) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=127881552 | ||||||||||||
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: | 1490 | Ticks: | 5398265 | Symbols: | 1 | |||||||
Total Net Profit: | 39.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 1.21 | |||||||
Gross Profit: | 46.42 | Balance Drawdown Maximal: | 5.34 (0.05%) | Equity Drawdown Maximal: | 18.10 (0.18%) | |||||||
Gross Loss: | -7.42 | Balance Drawdown Relative: | 0.05% (5.34) | Equity Drawdown Relative: | 0.18% (18.10) | |||||||
Profit Factor: | 6.26 | Expected Payoff: | 2.29 | Margin Level: | 999.88% | |||||||
Recovery Factor: | 2.15 | Sharpe Ratio: | 2.22 | Z-Score: | -0.04 (3.19%) | |||||||
AHPR: | 1.0002 (0.02%) | LR Correlation: | 0.95 | OnTester result: | 0 | |||||||
GHPR: | 1.0002 (0.02%) | LR Standard Error: | 4.09 | |||||||||
Total Trades: | 17 | Short Trades (won %): | 12 (100.00%) | Long Trades (won %): | 5 (60.00%) | |||||||
Total Deals: | 34 | Profit Trades (% of total): | 15 (88.24%) | Loss Trades (% of total): | 2 (11.76%) | |||||||
Largest profit trade: | 8.71 | Largest loss trade: | -5.34 | |||||||||
Average profit trade: | 3.09 | Average loss trade: | -3.71 | |||||||||
Maximum consecutive wins ($): | 13 (44.01) | Maximum consecutive losses ($): | 1 (-5.34) | |||||||||
Maximal consecutive profit (count): | 44.01 (13) | Maximal consecutive loss (count): | -5.34 (1) | |||||||||
Average consecutive wins: | 8 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.68 | Correlation (Profits,MAE): | 0.52 | Correlation (MFE,MAE): | 0.4790 | |||||||
Minimal position holding time: | 19:00:00 | Maximal position holding time: | 154:00:00 | Average position holding time: | 59:38:42 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.10.16 23:00:00 | 2 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.16 23:00:00 | filled | 127881552 | ||||
2024.10.18 06:00:00 | 3 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.18 06:00:00 | filled | 127881552 | ||||
2024.10.18 11:00:00 | 4 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.18 11:00:00 | filled | 127881552 | ||||
2024.10.22 01:00:00 | 5 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.22 01:00:00 | filled | 127881552 | ||||
2024.10.24 12:00:00 | 6 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.24 12:00:00 | filled | 127881552 | ||||
2024.10.31 05:00:00 | 7 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.31 05:00:00 | filled | 127881552 | ||||
2024.11.04 05:00:00 | 8 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.04 05:00:00 | filled | 127881552 | ||||
2024.11.06 11:00:00 | 9 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.06 11:00:00 | filled | 127881552 | ||||
2024.11.06 22:00:00 | 10 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.06 22:00:00 | filled | 127881552 | ||||
2024.11.11 03:00:00 | 11 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.11 03:00:00 | filled | 127881552 | ||||
2024.11.13 21:00:00 | 12 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.13 21:00:00 | filled | 127881552 | ||||
2024.11.18 08:00:00 | 13 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.18 08:00:00 | filled | 127881552 | ||||
2024.11.19 07:00:00 | 14 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.19 07:00:00 | filled | 127881552 | ||||
2024.11.20 21:00:00 | 15 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.20 21:00:00 | filled | 127881552 | ||||
2024.11.21 07:00:00 | 16 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.21 07:00:00 | filled | 127881552 | ||||
2024.11.25 19:00:00 | 17 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.25 19:00:00 | filled | 127881552 | ||||
2024.11.26 08:00:00 | 18 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.26 08:00:00 | filled | 127881552 | ||||
2024.11.27 07:00:00 | 19 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.27 07:00:00 | filled | 127881552 | ||||
2024.11.29 03:00:00 | 20 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.29 03:00:00 | filled | 127881552 | ||||
2024.12.02 21:00:00 | 21 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.02 21:00:00 | filled | 127881552 | ||||
2024.12.03 15:00:00 | 22 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.03 15:00:00 | filled | 127881552 | ||||
2024.12.04 10:00:00 | 23 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.04 10:00:00 | filled | 127881552 | ||||
2024.12.06 17:00:00 | 24 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.06 17:00:00 | filled | 127881552 | ||||
2024.12.10 21:00:00 | 25 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.10 21:00:00 | filled | 127881552 | ||||
2024.12.12 08:00:00 | 26 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.12 08:00:00 | filled | 127881552 | ||||
2024.12.18 14:00:00 | 27 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.18 14:00:00 | filled | 127881552 | ||||
2024.12.20 02:00:00 | 28 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.20 02:00:00 | filled | 127881552 | ||||
2024.12.30 12:00:00 | 29 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.30 12:00:00 | filled | 127881552 | ||||
2024.12.31 01:00:00 | 30 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.31 01:00:00 | filled | 127881552 | ||||
2025.01.03 02:00:00 | 31 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.03 02:00:00 | filled | 127881552 | ||||
2025.01.03 18:00:00 | 32 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.03 18:00:00 | filled | 127881552 | ||||
2025.01.08 07:00:00 | 33 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2025.01.08 07:00:00 | filled | 127881552 | ||||
2025.01.09 06:00:00 | 34 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2025.01.09 06:00:00 | filled | 127881552 | ||||
2025.01.10 23:57:59 | 35 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.10 23:57:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.10.14 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.10.16 23:00:00 | 2 | AUDCAD# | buy | in | 0.01 | 0.91663 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 127881552 |
2024.10.18 06:00:00 | 3 | AUDCAD# | sell | out | 0.01 | 0.92534 | 3 | 0.00 | 0.00 | 8.71 | 10 008.71 | 127881552 |
2024.10.18 11:00:00 | 4 | AUDCAD# | sell | in | 0.01 | 0.92581 | 4 | 0.00 | 0.00 | 0.00 | 10 008.71 | 127881552 |
2024.10.22 01:00:00 | 5 | AUDCAD# | buy | out | 0.01 | 0.92105 | 5 | 0.00 | 0.00 | 4.76 | 10 013.47 | 127881552 |
2024.10.24 12:00:00 | 6 | AUDCAD# | sell | in | 0.01 | 0.91919 | 6 | 0.00 | 0.00 | 0.00 | 10 013.47 | 127881552 |
2024.10.31 05:00:00 | 7 | AUDCAD# | buy | out | 0.01 | 0.91498 | 7 | 0.00 | 0.00 | 4.21 | 10 017.68 | 127881552 |
2024.11.04 05:00:00 | 8 | AUDCAD# | sell | in | 0.01 | 0.91806 | 8 | 0.00 | 0.00 | 0.00 | 10 017.68 | 127881552 |
2024.11.06 11:00:00 | 9 | AUDCAD# | buy | out | 0.01 | 0.91524 | 9 | 0.00 | 0.00 | 2.82 | 10 020.50 | 127881552 |
2024.11.06 22:00:00 | 10 | AUDCAD# | sell | in | 0.01 | 0.91700 | 10 | 0.00 | 0.00 | 0.00 | 10 020.50 | 127881552 |
2024.11.11 03:00:00 | 11 | AUDCAD# | buy | out | 0.01 | 0.91691 | 11 | 0.00 | 0.00 | 0.09 | 10 020.59 | 127881552 |
2024.11.13 21:00:00 | 12 | AUDCAD# | buy | in | 0.01 | 0.90737 | 12 | 0.00 | 0.00 | 0.00 | 10 020.59 | 127881552 |
2024.11.18 08:00:00 | 13 | AUDCAD# | sell | out | 0.01 | 0.91066 | 13 | 0.00 | 0.00 | 3.29 | 10 023.88 | 127881552 |
2024.11.19 07:00:00 | 14 | AUDCAD# | sell | in | 0.01 | 0.91229 | 14 | 0.00 | 0.00 | 0.00 | 10 023.88 | 127881552 |
2024.11.20 21:00:00 | 15 | AUDCAD# | buy | out | 0.01 | 0.90878 | 15 | 0.00 | 0.00 | 3.51 | 10 027.39 | 127881552 |
2024.11.21 07:00:00 | 16 | AUDCAD# | sell | in | 0.01 | 0.90982 | 16 | 0.00 | 0.00 | 0.00 | 10 027.39 | 127881552 |
2024.11.25 19:00:00 | 17 | AUDCAD# | buy | out | 0.01 | 0.90897 | 17 | 0.00 | 0.00 | 0.85 | 10 028.24 | 127881552 |
2024.11.26 08:00:00 | 18 | AUDCAD# | sell | in | 0.01 | 0.91530 | 18 | 0.00 | 0.00 | 0.00 | 10 028.24 | 127881552 |
2024.11.27 07:00:00 | 19 | AUDCAD# | buy | out | 0.01 | 0.91136 | 19 | 0.00 | 0.00 | 3.94 | 10 032.18 | 127881552 |
2024.11.29 03:00:00 | 20 | AUDCAD# | sell | in | 0.01 | 0.91100 | 20 | 0.00 | 0.00 | 0.00 | 10 032.18 | 127881552 |
2024.12.02 21:00:00 | 21 | AUDCAD# | buy | out | 0.01 | 0.90843 | 21 | 0.00 | 0.00 | 2.57 | 10 034.75 | 127881552 |
2024.12.03 15:00:00 | 22 | AUDCAD# | sell | in | 0.01 | 0.90972 | 22 | 0.00 | 0.00 | 0.00 | 10 034.75 | 127881552 |
2024.12.04 10:00:00 | 23 | AUDCAD# | buy | out | 0.01 | 0.90553 | 23 | 0.00 | 0.00 | 4.19 | 10 038.94 | 127881552 |
2024.12.06 17:00:00 | 24 | AUDCAD# | sell | in | 0.01 | 0.90584 | 24 | 0.00 | 0.00 | 0.00 | 10 038.94 | 127881552 |
2024.12.10 21:00:00 | 25 | AUDCAD# | buy | out | 0.01 | 0.90348 | 25 | 0.00 | 0.00 | 2.36 | 10 041.30 | 127881552 |
2024.12.12 08:00:00 | 26 | AUDCAD# | sell | in | 0.01 | 0.90747 | 26 | 0.00 | 0.00 | 0.00 | 10 041.30 | 127881552 |
2024.12.18 14:00:00 | 27 | AUDCAD# | buy | out | 0.01 | 0.90476 | 27 | 0.00 | 0.00 | 2.71 | 10 044.01 | 127881552 |
2024.12.20 02:00:00 | 28 | AUDCAD# | buy | in | 0.01 | 0.89755 | 28 | 0.00 | 0.00 | 0.00 | 10 044.01 | 127881552 |
2024.12.30 12:00:00 | 29 | AUDCAD# | sell | out | 0.01 | 0.89547 | 29 | 0.00 | 0.00 | -2.08 | 10 041.93 | 127881552 |
2024.12.31 01:00:00 | 30 | AUDCAD# | buy | in | 0.01 | 0.89223 | 30 | 0.00 | 0.00 | 0.00 | 10 041.93 | 127881552 |
2025.01.03 02:00:00 | 31 | AUDCAD# | sell | out | 0.01 | 0.89305 | 31 | 0.00 | 0.00 | 0.82 | 10 042.75 | 127881552 |
2025.01.03 18:00:00 | 32 | AUDCAD# | sell | in | 0.01 | 0.89558 | 32 | 0.00 | 0.00 | 0.00 | 10 042.75 | 127881552 |
2025.01.08 07:00:00 | 33 | AUDCAD# | buy | out | 0.01 | 0.89399 | 33 | 0.00 | 0.00 | 1.59 | 10 044.34 | 127881552 |
2025.01.09 06:00:00 | 34 | AUDCAD# | buy | in | 0.01 | 0.89127 | 34 | 0.00 | 0.00 | 0.00 | 10 044.34 | 127881552 |
2025.01.10 23:57:59 | 35 | AUDCAD# | sell | out | 0.01 | 0.88593 | 35 | 0.00 | 0.00 | -5.34 | 10 039.00 | end of test |
0.00 | 0.00 | 39.00 | 10 039.00 | |||||||||