Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1487285144_AUDUSD#_30 | |||||||||||
Symbol: | AUDUSD# | |||||||||||
Period: | M30 (2024.11.05 - 2025.01.11) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=1487285144 | ||||||||||||
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: | 2210 | Ticks: | 2971217 | Symbols: | 1 | |||||||
Total Net Profit: | 21.55 | Balance Drawdown Absolute: | 6.26 | Equity Drawdown Absolute: | 13.67 | |||||||
Gross Profit: | 28.11 | Balance Drawdown Maximal: | 6.56 (0.07%) | Equity Drawdown Maximal: | 17.70 (0.18%) | |||||||
Gross Loss: | -6.56 | Balance Drawdown Relative: | 0.07% (6.56) | Equity Drawdown Relative: | 0.18% (17.70) | |||||||
Profit Factor: | 4.29 | Expected Payoff: | 4.31 | Margin Level: | 998.63% | |||||||
Recovery Factor: | 1.22 | Sharpe Ratio: | 0.13 | Z-Score: | 1.84 (93.42%) | |||||||
AHPR: | 1.0004 (0.04%) | LR Correlation: | 0.79 | OnTester result: | 0 | |||||||
GHPR: | 1.0004 (0.04%) | LR Standard Error: | 7.94 | |||||||||
Total Trades: | 5 | Short Trades (won %): | 4 (100.00%) | Long Trades (won %): | 1 (0.00%) | |||||||
Total Deals: | 10 | Profit Trades (% of total): | 4 (80.00%) | Loss Trades (% of total): | 1 (20.00%) | |||||||
Largest profit trade: | 13.94 | Largest loss trade: | -6.56 | |||||||||
Average profit trade: | 7.03 | Average loss trade: | -6.56 | |||||||||
Maximum consecutive wins ($): | 3 (27.81) | Maximum consecutive losses ($): | 1 (-6.56) | |||||||||
Maximal consecutive profit (count): | 27.81 (3) | Maximal consecutive loss (count): | -6.56 (1) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.90 | Correlation (Profits,MAE): | 0.63 | Correlation (MFE,MAE): | 0.3664 | |||||||
Minimal position holding time: | 8:29:30 | Maximal position holding time: | 391:57:59 | Average position holding time: | 183:05:29 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.06 21:00:00 | 2 | AUDUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.06 21:00:00 | filled | 1487285144 | ||||
2024.11.08 23:30:00 | 3 | AUDUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.08 23:30:00 | filled | 1487285144 | ||||
2024.11.19 16:30:00 | 4 | AUDUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.19 16:30:00 | filled | 1487285144 | ||||
2024.12.09 14:30:00 | 5 | AUDUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.09 14:30:00 | filled | 1487285144 | ||||
2024.12.10 00:00:30 | 6 | AUDUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.10 00:00:30 | filled | 1487285144 | ||||
2024.12.10 08:30:00 | 7 | AUDUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.10 08:30:00 | filled | 1487285144 | ||||
2024.12.11 19:30:00 | 8 | AUDUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.11 19:30:00 | filled | 1487285144 | ||||
2024.12.19 06:00:00 | 9 | AUDUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.19 06:00:00 | filled | 1487285144 | ||||
2024.12.19 16:00:00 | 10 | AUDUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.19 16:00:00 | filled | 1487285144 | ||||
2025.01.10 23:57:59 | 11 | AUDUSD# | buy | 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 |
2024.11.05 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.06 21:00:00 | 2 | AUDUSD# | sell | in | 0.01 | 0.65891 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1487285144 |
2024.11.08 23:30:00 | 3 | AUDUSD# | buy | out | 0.01 | 0.65861 | 3 | 0.00 | 0.00 | 0.30 | 10 000.30 | 1487285144 |
2024.11.19 16:30:00 | 4 | AUDUSD# | buy | in | 0.01 | 0.65117 | 4 | 0.00 | 0.00 | 0.00 | 10 000.30 | 1487285144 |
2024.12.09 14:30:00 | 5 | AUDUSD# | sell | out | 0.01 | 0.64461 | 5 | 0.00 | 0.00 | -6.56 | 9 993.74 | 1487285144 |
2024.12.10 00:00:30 | 6 | AUDUSD# | sell | in | 0.01 | 0.64334 | 6 | 0.00 | 0.00 | 0.00 | 9 993.74 | 1487285144 |
2024.12.10 08:30:00 | 7 | AUDUSD# | buy | out | 0.01 | 0.64031 | 7 | 0.00 | 0.00 | 3.03 | 9 996.77 | 1487285144 |
2024.12.11 19:30:00 | 8 | AUDUSD# | sell | in | 0.01 | 0.63692 | 8 | 0.00 | 0.00 | 0.00 | 9 996.77 | 1487285144 |
2024.12.19 06:00:00 | 9 | AUDUSD# | buy | out | 0.01 | 0.62298 | 9 | 0.00 | 0.00 | 13.94 | 10 010.71 | 1487285144 |
2024.12.19 16:00:00 | 10 | AUDUSD# | sell | in | 0.01 | 0.62517 | 10 | 0.00 | 0.00 | 0.00 | 10 010.71 | 1487285144 |
2025.01.10 23:57:59 | 11 | AUDUSD# | buy | out | 0.01 | 0.61433 | 11 | 0.00 | 0.00 | 10.84 | 10 021.55 | end of test |
0.00 | 0.00 | 21.55 | 10 021.55 | |||||||||