Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1491496145_EURNZD#_30 | |||||||||||
Symbol: | EURNZD# | |||||||||||
Period: | M30 (2024.10.30 - 2025.01.05) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=1491496145 | ||||||||||||
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: | 2160 | Ticks: | 3343503 | Symbols: | 1 | |||||||
Total Net Profit: | 32.33 | Balance Drawdown Absolute: | 17.37 | Equity Drawdown Absolute: | 29.64 | |||||||
Gross Profit: | 52.03 | Balance Drawdown Maximal: | 17.37 (0.17%) | Equity Drawdown Maximal: | 34.13 (0.34%) | |||||||
Gross Loss: | -19.70 | Balance Drawdown Relative: | 0.17% (17.37) | Equity Drawdown Relative: | 0.34% (34.13) | |||||||
Profit Factor: | 2.64 | Expected Payoff: | 5.39 | Margin Level: | 997.04% | |||||||
Recovery Factor: | 0.95 | Sharpe Ratio: | 0.15 | Z-Score: | 0.46 (35.45%) | |||||||
AHPR: | 1.0005 (0.05%) | LR Correlation: | 0.85 | OnTester result: | 0 | |||||||
GHPR: | 1.0005 (0.05%) | LR Standard Error: | 14.08 | |||||||||
Total Trades: | 6 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 6 (50.00%) | |||||||
Total Deals: | 12 | Profit Trades (% of total): | 3 (50.00%) | Loss Trades (% of total): | 3 (50.00%) | |||||||
Largest profit trade: | 36.66 | Largest loss trade: | -10.32 | |||||||||
Average profit trade: | 17.34 | Average loss trade: | -6.57 | |||||||||
Maximum consecutive wins ($): | 2 (47.92) | Maximum consecutive losses ($): | 2 (-17.37) | |||||||||
Maximal consecutive profit (count): | 47.92 (2) | Maximal consecutive loss (count): | -17.37 (2) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.89 | Correlation (Profits,MAE): | 0.59 | Correlation (MFE,MAE): | 0.2712 | |||||||
Minimal position holding time: | 20:57:59 | Maximal position holding time: | 330:00:00 | Average position holding time: | 120:04:39 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.01 10:30:00 | 2 | EURNZD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.01 10:30:00 | filled | 1491496145 | ||||
2024.11.06 10:30:00 | 3 | EURNZD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.06 10:30:00 | filled | 1491496145 | ||||
2024.11.07 12:00:00 | 4 | EURNZD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.07 12:00:00 | filled | 1491496145 | ||||
2024.11.27 06:00:00 | 5 | EURNZD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.27 06:00:00 | filled | 1491496145 | ||||
2024.11.27 12:00:00 | 6 | EURNZD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.27 12:00:00 | filled | 1491496145 | ||||
2024.12.04 11:30:00 | 7 | EURNZD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.04 11:30:00 | filled | 1491496145 | ||||
2024.12.12 15:30:00 | 8 | EURNZD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.12 15:30:00 | filled | 1491496145 | ||||
2024.12.19 02:30:00 | 9 | EURNZD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.19 02:30:00 | filled | 1491496145 | ||||
2024.12.30 16:00:00 | 10 | EURNZD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.30 16:00:00 | filled | 1491496145 | ||||
2025.01.02 15:00:00 | 11 | EURNZD# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.02 15:00:00 | filled | 1491496145 | ||||
2025.01.03 03:00:00 | 12 | EURNZD# | buy | 0.01 / 0.01 | 0.00000 | 2025.01.03 03:00:00 | filled | 1491496145 | ||||
2025.01.03 23:57:59 | 13 | EURNZD# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.03 23:57:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.10.30 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.01 10:30:00 | 2 | EURNZD# | buy | in | 0.01 | 1.81869 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1491496145 |
2024.11.06 10:30:00 | 3 | EURNZD# | sell | out | 0.01 | 1.80837 | 3 | 0.00 | 0.00 | -10.32 | 9 989.68 | 1491496145 |
2024.11.07 12:00:00 | 4 | EURNZD# | buy | in | 0.01 | 1.79364 | 4 | 0.00 | 0.00 | 0.00 | 9 989.68 | 1491496145 |
2024.11.27 06:00:00 | 5 | EURNZD# | sell | out | 0.01 | 1.78659 | 5 | 0.00 | 0.00 | -7.05 | 9 982.63 | 1491496145 |
2024.11.27 12:00:00 | 6 | EURNZD# | buy | in | 0.01 | 1.78522 | 6 | 0.00 | 0.00 | 0.00 | 9 982.63 | 1491496145 |
2024.12.04 11:30:00 | 7 | EURNZD# | sell | out | 0.01 | 1.79648 | 7 | 0.00 | 0.00 | 11.26 | 9 993.89 | 1491496145 |
2024.12.12 15:30:00 | 8 | EURNZD# | buy | in | 0.01 | 1.81033 | 8 | 0.00 | 0.00 | 0.00 | 9 993.89 | 1491496145 |
2024.12.19 02:30:00 | 9 | EURNZD# | sell | out | 0.01 | 1.84699 | 9 | 0.00 | 0.00 | 36.66 | 10 030.55 | 1491496145 |
2024.12.30 16:00:00 | 10 | EURNZD# | buy | in | 0.01 | 1.84197 | 10 | 0.00 | 0.00 | 0.00 | 10 030.55 | 1491496145 |
2025.01.02 15:00:00 | 11 | EURNZD# | sell | out | 0.01 | 1.83964 | 11 | 0.00 | 0.00 | -2.33 | 10 028.22 | 1491496145 |
2025.01.03 03:00:00 | 12 | EURNZD# | buy | in | 0.01 | 1.83215 | 12 | 0.00 | 0.00 | 0.00 | 10 028.22 | 1491496145 |
2025.01.03 23:57:59 | 13 | EURNZD# | sell | out | 0.01 | 1.83626 | 13 | 0.00 | 0.00 | 4.11 | 10 032.33 | end of test |
0.00 | 0.00 | 32.33 | 10 032.33 | |||||||||