Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1487177139_JNJ_240 | |||||||||||
Symbol: | JNJ | |||||||||||
Period: | H4 (2024.08.01 - 2025.01.28) | |||||||||||
Inputs: | Entry_Amount=10 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=1487177139 | ||||||||||||
Max_Spread=0 | ||||||||||||
Min_Equity=0 | ||||||||||||
Company: | Neural Target | |||||||||||
Currency: | profit in pips | |||||||||||
Initial Deposit: | 10 000.00 | |||||||||||
Leverage: | 1:1 | |||||||||||
Results | ||||||||||||
History Quality: | 99% | |||||||||||
Bars: | 207 | Ticks: | 1821001 | Symbols: | 1 | |||||||
Total Net Profit: | 2 820.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 290.00 | |||||||
Gross Profit: | 3 100.00 | Balance Drawdown Maximal: | 280.00 (2.57%) | Equity Drawdown Maximal: | 1 460.00 (12.16%) | |||||||
Gross Loss: | -280.00 | Balance Drawdown Relative: | 2.57% (280.00) | Equity Drawdown Relative: | 12.16% (1 460.00) | |||||||
Profit Factor: | 11.07 | Expected Payoff: | 705.00 | Margin Level: | 2934.42% | |||||||
Recovery Factor: | 1.93 | Sharpe Ratio: | 0.09 | Z-Score: | 2.00 (95.45%) | |||||||
AHPR: | 1.0654 (6.54%) | LR Correlation: | 0.91 | OnTester result: | 0 | |||||||
GHPR: | 1.0641 (6.41%) | LR Standard Error: | 460.24 | |||||||||
Total Trades: | 4 | Short Trades (won %): | 2 (100.00%) | Long Trades (won %): | 2 (50.00%) | |||||||
Total Deals: | 8 | Profit Trades (% of total): | 3 (75.00%) | Loss Trades (% of total): | 1 (25.00%) | |||||||
Largest profit trade: | 1 240.00 | Largest loss trade: | -280.00 | |||||||||
Average profit trade: | 1 033.33 | Average loss trade: | -280.00 | |||||||||
Maximum consecutive wins ($): | 2 (2 190.00) | Maximum consecutive losses ($): | 1 (-280.00) | |||||||||
Maximal consecutive profit (count): | 2 190.00 (2) | Maximal consecutive loss (count): | -280.00 (1) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.37 | Correlation (Profits,MAE): | 0.67 | Correlation (MFE,MAE): | 0.7555 | |||||||
Minimal position holding time: | 3:30:00 | Maximal position holding time: | 20:30:00 | Average position holding time: | 16:15:00 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.09.13 20:00:00 | 2 | JNJ | buy | 10 / 10 | 165.45 | 2024.09.13 20:00:00 | filled | 1487177139 | ||||
2024.09.16 16:30:00 | 3 | JNJ | sell | 10 / 10 | 166.36 | 2024.09.16 16:30:00 | filled | 1487177139 | ||||
2024.09.19 20:00:00 | 4 | JNJ | buy | 10 / 10 | 164.58 | 2024.09.19 20:00:00 | filled | 1487177139 | ||||
2024.09.20 16:30:00 | 5 | JNJ | sell | 10 / 10 | 164.30 | 2024.09.20 16:30:00 | filled | 1487177139 | ||||
2024.11.01 20:00:00 | 6 | JNJ | sell | 10 / 10 | 160.73 | 2024.11.01 20:00:00 | filled | 1487177139 | ||||
2024.11.04 16:30:00 | 7 | JNJ | buy | 10 / 10 | 159.78 | 2024.11.04 16:30:00 | filled | 1487177139 | ||||
2024.12.03 16:30:00 | 8 | JNJ | sell | 10 / 10 | 154.80 | 2024.12.03 16:30:00 | filled | 1487177139 | ||||
2024.12.03 20:00:00 | 9 | JNJ | buy | 10 / 10 | 153.56 | 2024.12.03 20:00:00 | filled | 1487177139 | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.08.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.09.13 20:00:00 | 2 | JNJ | buy | in | 10 | 165.45 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1487177139 |
2024.09.16 16:30:00 | 3 | JNJ | sell | out | 10 | 166.36 | 3 | 0.00 | 0.00 | 910.00 | 10 910.00 | 1487177139 |
2024.09.19 20:00:00 | 4 | JNJ | buy | in | 10 | 164.58 | 4 | 0.00 | 0.00 | 0.00 | 10 910.00 | 1487177139 |
2024.09.20 16:30:00 | 5 | JNJ | sell | out | 10 | 164.30 | 5 | 0.00 | 0.00 | -280.00 | 10 630.00 | 1487177139 |
2024.11.01 20:00:00 | 6 | JNJ | sell | in | 10 | 160.73 | 6 | 0.00 | 0.00 | 0.00 | 10 630.00 | 1487177139 |
2024.11.04 16:30:00 | 7 | JNJ | buy | out | 10 | 159.78 | 7 | 0.00 | 0.00 | 950.00 | 11 580.00 | 1487177139 |
2024.12.03 16:30:00 | 8 | JNJ | sell | in | 10 | 154.80 | 8 | 0.00 | 0.00 | 0.00 | 11 580.00 | 1487177139 |
2024.12.03 20:00:00 | 9 | JNJ | buy | out | 10 | 153.56 | 9 | 0.00 | 0.00 | 1 240.00 | 12 820.00 | 1487177139 |
0.00 | 0.00 | 2 820.00 | 12 820.00 | |||||||||