Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 1444887864_GBPJPY#_30 | |||||||||||
| Symbol: | GBPJPY# | |||||||||||
| Period: | M30 (2024.11.06 - 2025.01.12) | |||||||||||
| Inputs: | Entry_Amount=0.01 | |||||||||||
| Stop_Loss= | ||||||||||||
| Take_Profit= | ||||||||||||
| Magic_Number=1444887864 | ||||||||||||
| 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: | 2162 | Ticks: | 8332547 | Symbols: | 1 | |||||||
| Total Net Profit: | 3.75 | Balance Drawdown Absolute: | 13.85 | Equity Drawdown Absolute: | 23.96 | |||||||
| Gross Profit: | 102.61 | Balance Drawdown Maximal: | 36.14 (0.36%) | Equity Drawdown Maximal: | 50.62 (0.50%) | |||||||
| Gross Loss: | -98.86 | Balance Drawdown Relative: | 0.36% (36.14) | Equity Drawdown Relative: | 0.50% (50.62) | |||||||
| Profit Factor: | 1.04 | Expected Payoff: | 0.16 | Margin Level: | 997.60% | |||||||
| Recovery Factor: | 0.07 | Sharpe Ratio: | 0.18 | Z-Score: | -0.35 (27.37%) | |||||||
| AHPR: | 1.0000 (0.00%) | LR Correlation: | 0.54 | OnTester result: | 0 | |||||||
| GHPR: | 1.0000 (0.00%) | LR Standard Error: | 13.09 | |||||||||
| Total Trades: | 23 | Short Trades (won %): | 9 (66.67%) | Long Trades (won %): | 14 (50.00%) | |||||||
| Total Deals: | 46 | Profit Trades (% of total): | 13 (56.52%) | Loss Trades (% of total): | 10 (43.48%) | |||||||
| Largest profit trade: | 28.35 | Largest loss trade: | -21.22 | |||||||||
| Average profit trade: | 7.89 | Average loss trade: | -9.89 | |||||||||
| Maximum consecutive wins ($): | 5 (31.31) | Maximum consecutive losses ($): | 3 (-36.14) | |||||||||
| Maximal consecutive profit (count): | 31.31 (5) | Maximal consecutive loss (count): | -36.14 (3) | |||||||||
| Average consecutive wins: | 3 | Average consecutive losses: | 2 | |||||||||
 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
 | ||||||||||||
| Correlation (Profits,MFE): | 0.85 | Correlation (Profits,MAE): | 0.80 | Correlation (MFE,MAE): | 0.4247 | |||||||
 | ||||||||||||
| Minimal position holding time: | 4:00:00 | Maximal position holding time: | 62:00:00 | Average position holding time: | 27:45:33 | |||||||
 | ||||||||||||
Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.11.06 04:00:00 | 2 | GBPJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.06 04:00:00 | filled | 1444887864 | ||||
| 2024.11.07 18:30:00 | 3 | GBPJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.07 18:30:00 | filled | 1444887864 | ||||
| 2024.11.12 07:00:00 | 4 | GBPJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.12 07:00:00 | filled | 1444887864 | ||||
| 2024.11.12 16:30:00 | 5 | GBPJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.12 16:30:00 | filled | 1444887864 | ||||
| 2024.11.13 17:30:00 | 6 | GBPJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.13 17:30:00 | filled | 1444887864 | ||||
| 2024.11.14 00:30:00 | 7 | GBPJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.14 00:30:00 | filled | 1444887864 | ||||
| 2024.11.15 11:00:00 | 8 | GBPJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.15 11:00:00 | filled | 1444887864 | ||||
| 2024.11.18 16:00:00 | 9 | GBPJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.18 16:00:00 | filled | 1444887864 | ||||
| 2024.11.19 12:00:00 | 10 | GBPJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.19 12:00:00 | filled | 1444887864 | ||||
| 2024.11.20 16:30:00 | 11 | GBPJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.20 16:30:00 | filled | 1444887864 | ||||
| 2024.11.21 10:00:00 | 12 | GBPJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.21 10:00:00 | filled | 1444887864 | ||||
| 2024.11.25 10:30:00 | 13 | GBPJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.25 10:30:00 | filled | 1444887864 | ||||
| 2024.11.26 03:30:00 | 14 | GBPJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.26 03:30:00 | filled | 1444887864 | ||||
| 2024.11.28 16:00:00 | 15 | GBPJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.28 16:00:00 | filled | 1444887864 | ||||
| 2024.11.29 04:30:00 | 16 | GBPJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.29 04:30:00 | filled | 1444887864 | ||||
| 2024.12.02 09:30:00 | 17 | GBPJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.02 09:30:00 | filled | 1444887864 | ||||
| 2024.12.02 18:00:00 | 18 | GBPJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.02 18:00:00 | filled | 1444887864 | ||||
| 2024.12.03 12:00:00 | 19 | GBPJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.03 12:00:00 | filled | 1444887864 | ||||
| 2024.12.03 17:00:00 | 20 | GBPJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.03 17:00:00 | filled | 1444887864 | ||||
| 2024.12.04 05:00:00 | 21 | GBPJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.04 05:00:00 | filled | 1444887864 | ||||
| 2024.12.05 16:30:00 | 22 | GBPJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.05 16:30:00 | filled | 1444887864 | ||||
| 2024.12.06 09:30:00 | 23 | GBPJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.06 09:30:00 | filled | 1444887864 | ||||
| 2024.12.06 11:00:00 | 24 | GBPJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.06 11:00:00 | filled | 1444887864 | ||||
| 2024.12.09 09:00:00 | 25 | GBPJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.09 09:00:00 | filled | 1444887864 | ||||
| 2024.12.09 11:30:00 | 26 | GBPJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.09 11:30:00 | filled | 1444887864 | ||||
| 2024.12.11 10:30:00 | 27 | GBPJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.11 10:30:00 | filled | 1444887864 | ||||
| 2024.12.12 09:00:00 | 28 | GBPJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.12 09:00:00 | filled | 1444887864 | ||||
| 2024.12.12 17:00:00 | 29 | GBPJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.12 17:00:00 | filled | 1444887864 | ||||
| 2024.12.13 10:00:00 | 30 | GBPJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.13 10:00:00 | filled | 1444887864 | ||||
| 2024.12.13 17:30:00 | 31 | GBPJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.13 17:30:00 | filled | 1444887864 | ||||
| 2024.12.16 18:00:00 | 32 | GBPJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.16 18:00:00 | filled | 1444887864 | ||||
| 2024.12.17 13:00:00 | 33 | GBPJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.17 13:00:00 | filled | 1444887864 | ||||
| 2024.12.19 10:00:00 | 34 | GBPJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.19 10:00:00 | filled | 1444887864 | ||||
| 2024.12.20 16:00:00 | 35 | GBPJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.20 16:00:00 | filled | 1444887864 | ||||
| 2024.12.24 17:00:00 | 36 | GBPJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.24 17:00:00 | filled | 1444887864 | ||||
| 2024.12.26 08:30:00 | 37 | GBPJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.26 08:30:00 | filled | 1444887864 | ||||
| 2024.12.30 18:30:00 | 38 | GBPJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.30 18:30:00 | filled | 1444887864 | ||||
| 2025.01.02 08:30:00 | 39 | GBPJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.02 08:30:00 | filled | 1444887864 | ||||
| 2025.01.03 19:00:00 | 40 | GBPJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.03 19:00:00 | filled | 1444887864 | ||||
| 2025.01.08 01:30:00 | 41 | GBPJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.08 01:30:00 | filled | 1444887864 | ||||
| 2025.01.08 15:00:00 | 42 | GBPJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.08 15:00:00 | filled | 1444887864 | ||||
| 2025.01.10 09:00:00 | 43 | GBPJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.10 09:00:00 | filled | 1444887864 | ||||
| 2025.01.10 11:30:00 | 44 | GBPJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.10 11:30:00 | filled | 1444887864 | ||||
| 2025.01.10 15:30:00 | 45 | GBPJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.10 15:30:00 | filled | 1444887864 | ||||
| 2025.01.10 18:30:00 | 46 | GBPJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.10 18:30:00 | filled | 1444887864 | ||||
| 2025.01.10 23:57:59 | 47 | GBPJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.10 23:57:59 | filled | end of test | ||||
Deals | ||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2024.11.06 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2024.11.06 04:00:00 | 2 | GBPJPY# | sell | in | 0.01 | 198.275 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1444887864 |
| 2024.11.07 18:30:00 | 3 | GBPJPY# | buy | out | 0.01 | 198.865 | 3 | 0.00 | 0.00 | -5.90 | 9 994.10 | 1444887864 |
| 2024.11.12 07:00:00 | 4 | GBPJPY# | buy | in | 0.01 | 197.177 | 4 | 0.00 | 0.00 | 0.00 | 9 994.10 | 1444887864 |
| 2024.11.12 16:30:00 | 5 | GBPJPY# | sell | out | 0.01 | 197.649 | 5 | 0.00 | 0.00 | 4.72 | 9 998.82 | 1444887864 |
| 2024.11.13 17:30:00 | 6 | GBPJPY# | buy | in | 0.01 | 196.947 | 6 | 0.00 | 0.00 | 0.00 | 9 998.82 | 1444887864 |
| 2024.11.14 00:30:00 | 7 | GBPJPY# | sell | out | 0.01 | 197.319 | 7 | 0.00 | 0.00 | 3.72 | 10 002.54 | 1444887864 |
| 2024.11.15 11:00:00 | 8 | GBPJPY# | buy | in | 0.01 | 196.941 | 8 | 0.00 | 0.00 | 0.00 | 10 002.54 | 1444887864 |
| 2024.11.18 16:00:00 | 9 | GBPJPY# | sell | out | 0.01 | 195.555 | 9 | 0.00 | 0.00 | -13.86 | 9 988.68 | 1444887864 |
| 2024.11.19 12:00:00 | 10 | GBPJPY# | buy | in | 0.01 | 194.168 | 10 | 0.00 | 0.00 | 0.00 | 9 988.68 | 1444887864 |
| 2024.11.20 16:30:00 | 11 | GBPJPY# | sell | out | 0.01 | 197.003 | 11 | 0.00 | 0.00 | 28.35 | 10 017.03 | 1444887864 |
| 2024.11.21 10:00:00 | 12 | GBPJPY# | buy | in | 0.01 | 195.940 | 12 | 0.00 | 0.00 | 0.00 | 10 017.03 | 1444887864 |
| 2024.11.25 10:30:00 | 13 | GBPJPY# | sell | out | 0.01 | 194.057 | 13 | 0.00 | 0.00 | -18.83 | 9 998.20 | 1444887864 |
| 2024.11.26 03:30:00 | 14 | GBPJPY# | buy | in | 0.01 | 192.868 | 14 | 0.00 | 0.00 | 0.00 | 9 998.20 | 1444887864 |
| 2024.11.28 16:00:00 | 15 | GBPJPY# | sell | out | 0.01 | 191.936 | 15 | 0.00 | 0.00 | -9.32 | 9 988.88 | 1444887864 |
| 2024.11.29 04:30:00 | 16 | GBPJPY# | buy | in | 0.01 | 190.906 | 16 | 0.00 | 0.00 | 0.00 | 9 988.88 | 1444887864 |
| 2024.12.02 09:30:00 | 17 | GBPJPY# | sell | out | 0.01 | 190.633 | 17 | 0.00 | 0.00 | -2.73 | 9 986.15 | 1444887864 |
| 2024.12.02 18:00:00 | 18 | GBPJPY# | buy | in | 0.01 | 189.264 | 18 | 0.00 | 0.00 | 0.00 | 9 986.15 | 1444887864 |
| 2024.12.03 12:00:00 | 19 | GBPJPY# | sell | out | 0.01 | 189.914 | 19 | 0.00 | 0.00 | 6.50 | 9 992.65 | 1444887864 |
| 2024.12.03 17:00:00 | 20 | GBPJPY# | buy | in | 0.01 | 188.466 | 20 | 0.00 | 0.00 | 0.00 | 9 992.65 | 1444887864 |
| 2024.12.04 05:00:00 | 21 | GBPJPY# | sell | out | 0.01 | 189.661 | 21 | 0.00 | 0.00 | 11.95 | 10 004.60 | 1444887864 |
| 2024.12.05 16:30:00 | 22 | GBPJPY# | sell | in | 0.01 | 192.000 | 22 | 0.00 | 0.00 | 0.00 | 10 004.60 | 1444887864 |
| 2024.12.06 09:30:00 | 23 | GBPJPY# | buy | out | 0.01 | 191.452 | 23 | 0.00 | 0.00 | 5.48 | 10 010.08 | 1444887864 |
| 2024.12.06 11:00:00 | 24 | GBPJPY# | sell | in | 0.01 | 191.876 | 24 | 0.00 | 0.00 | 0.00 | 10 010.08 | 1444887864 |
| 2024.12.09 09:00:00 | 25 | GBPJPY# | buy | out | 0.01 | 191.162 | 25 | 0.00 | 0.00 | 7.14 | 10 017.22 | 1444887864 |
| 2024.12.09 11:30:00 | 26 | GBPJPY# | sell | in | 0.01 | 192.147 | 26 | 0.00 | 0.00 | 0.00 | 10 017.22 | 1444887864 |
| 2024.12.11 10:30:00 | 27 | GBPJPY# | buy | out | 0.01 | 193.311 | 27 | 0.00 | 0.00 | -11.64 | 10 005.58 | 1444887864 |
| 2024.12.12 09:00:00 | 28 | GBPJPY# | sell | in | 0.01 | 194.710 | 28 | 0.00 | 0.00 | 0.00 | 10 005.58 | 1444887864 |
| 2024.12.12 17:00:00 | 29 | GBPJPY# | buy | out | 0.01 | 193.858 | 29 | 0.00 | 0.00 | 8.52 | 10 014.10 | 1444887864 |
| 2024.12.13 10:00:00 | 30 | GBPJPY# | buy | in | 0.01 | 192.942 | 30 | 0.00 | 0.00 | 0.00 | 10 014.10 | 1444887864 |
| 2024.12.13 17:30:00 | 31 | GBPJPY# | sell | out | 0.01 | 193.886 | 31 | 0.00 | 0.00 | 9.44 | 10 023.54 | 1444887864 |
| 2024.12.16 18:00:00 | 32 | GBPJPY# | sell | in | 0.01 | 195.727 | 32 | 0.00 | 0.00 | 0.00 | 10 023.54 | 1444887864 |
| 2024.12.17 13:00:00 | 33 | GBPJPY# | buy | out | 0.01 | 195.296 | 33 | 0.00 | 0.00 | 4.31 | 10 027.85 | 1444887864 |
| 2024.12.19 10:00:00 | 34 | GBPJPY# | sell | in | 0.01 | 197.356 | 34 | 0.00 | 0.00 | 0.00 | 10 027.85 | 1444887864 |
| 2024.12.20 16:00:00 | 35 | GBPJPY# | buy | out | 0.01 | 196.497 | 35 | 0.00 | 0.00 | 8.59 | 10 036.44 | 1444887864 |
| 2024.12.24 17:00:00 | 36 | GBPJPY# | sell | in | 0.01 | 197.485 | 36 | 0.00 | 0.00 | 0.00 | 10 036.44 | 1444887864 |
| 2024.12.26 08:30:00 | 37 | GBPJPY# | buy | out | 0.01 | 197.440 | 37 | 0.00 | 0.00 | 0.45 | 10 036.89 | 1444887864 |
| 2024.12.30 18:30:00 | 38 | GBPJPY# | buy | in | 0.01 | 196.675 | 38 | 0.00 | 0.00 | 0.00 | 10 036.89 | 1444887864 |
| 2025.01.02 08:30:00 | 39 | GBPJPY# | sell | out | 0.01 | 196.511 | 39 | 0.00 | 0.00 | -1.64 | 10 035.25 | 1444887864 |
| 2025.01.03 19:00:00 | 40 | GBPJPY# | sell | in | 0.01 | 195.199 | 40 | 0.00 | 0.00 | 0.00 | 10 035.25 | 1444887864 |
| 2025.01.08 01:30:00 | 41 | GBPJPY# | buy | out | 0.01 | 197.321 | 41 | 0.00 | 0.00 | -21.22 | 10 014.03 | 1444887864 |
| 2025.01.08 15:00:00 | 42 | GBPJPY# | buy | in | 0.01 | 195.551 | 42 | 0.00 | 0.00 | 0.00 | 10 014.03 | 1444887864 |
| 2025.01.10 09:00:00 | 43 | GBPJPY# | sell | out | 0.01 | 194.223 | 43 | 0.00 | 0.00 | -13.28 | 10 000.75 | 1444887864 |
| 2025.01.10 11:30:00 | 44 | GBPJPY# | buy | in | 0.01 | 194.059 | 44 | 0.00 | 0.00 | 0.00 | 10 000.75 | 1444887864 |
| 2025.01.10 15:30:00 | 45 | GBPJPY# | sell | out | 0.01 | 194.403 | 45 | 0.00 | 0.00 | 3.44 | 10 004.19 | 1444887864 |
| 2025.01.10 18:30:00 | 46 | GBPJPY# | buy | in | 0.01 | 192.539 | 46 | 0.00 | 0.00 | 0.00 | 10 004.19 | 1444887864 |
| 2025.01.10 23:57:59 | 47 | GBPJPY# | sell | out | 0.01 | 192.495 | 47 | 0.00 | 0.00 | -0.44 | 10 003.75 | end of test |
| 0.00 | 0.00 | 3.75 | 10 003.75 | |||||||||