Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 149496110_USDCAD#_240 | |||||||||||
Symbol: | USDCAD# | |||||||||||
Period: | H4 (2024.07.12 - 2025.01.08) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss=72 | ||||||||||||
Take_Profit=11 | ||||||||||||
Magic_Number=149496110 | ||||||||||||
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: | 753 | Ticks: | 7854351 | Symbols: | 1 | |||||||
Total Net Profit: | 20.92 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 1.65 | |||||||
Gross Profit: | 21.25 | Balance Drawdown Maximal: | 0.33 (0.00%) | Equity Drawdown Maximal: | 6.18 (0.06%) | |||||||
Gross Loss: | -0.33 | Balance Drawdown Relative: | 0.00% (0.33) | Equity Drawdown Relative: | 0.06% (6.18) | |||||||
Profit Factor: | 64.39 | Expected Payoff: | 0.84 | Margin Level: | 999.84% | |||||||
Recovery Factor: | 3.39 | Sharpe Ratio: | 12.34 | Z-Score: | 2.14 (96.76%) | |||||||
AHPR: | 1.0001 (0.01%) | LR Correlation: | 1.00 | OnTester result: | 0 | |||||||
GHPR: | 1.0001 (0.01%) | LR Standard Error: | 0.33 | |||||||||
Total Trades: | 25 | Short Trades (won %): | 10 (90.00%) | Long Trades (won %): | 15 (100.00%) | |||||||
Total Deals: | 50 | Profit Trades (% of total): | 24 (96.00%) | Loss Trades (% of total): | 1 (4.00%) | |||||||
Largest profit trade: | 0.96 | Largest loss trade: | -0.33 | |||||||||
Average profit trade: | 0.89 | Average loss trade: | -0.33 | |||||||||
Maximum consecutive wins ($): | 20 (17.69) | Maximum consecutive losses ($): | 1 (-0.33) | |||||||||
Maximal consecutive profit (count): | 17.69 (20) | Maximal consecutive loss (count): | -0.33 (1) | |||||||||
Average consecutive wins: | 12 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.99 | Correlation (Profits,MAE): | 0.15 | Correlation (MFE,MAE): | 0.1823 | |||||||
Minimal position holding time: | 0:35:40 | Maximal position holding time: | 24:44:15 | Average position holding time: | 6:13:40 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.07.29 04:00:00 | 2 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 1.37460 | 1.38290 | 2024.07.29 04:00:00 | filled | 149496110 | ||
2024.07.29 10:13:02 | 3 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.07.29 10:13:02 | filled | tp 1.38290 | ||||
2024.07.31 16:00:00 | 4 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 1.37378 | 1.38208 | 2024.07.31 16:00:00 | filled | 149496110 | ||
2024.07.31 21:00:38 | 5 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.07.31 21:00:38 | filled | tp 1.38208 | ||||
2024.08.08 16:00:00 | 6 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 1.38276 | 1.37446 | 2024.08.08 16:00:00 | filled | 149496110 | ||
2024.08.08 17:12:36 | 7 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.08.08 17:12:36 | filled | tp 1.37446 | ||||
2024.08.16 04:00:00 | 8 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 1.38034 | 1.37204 | 2024.08.16 04:00:00 | filled | 149496110 | ||
2024.08.16 09:05:30 | 9 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.08.16 09:05:30 | filled | tp 1.37204 | ||||
2024.08.16 16:00:00 | 10 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 1.37989 | 1.37159 | 2024.08.16 16:00:00 | filled | 149496110 | ||
2024.08.16 16:40:04 | 11 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.08.16 16:40:04 | filled | tp 1.37159 | ||||
2024.09.04 20:00:00 | 12 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 1.34386 | 1.35216 | 2024.09.04 20:00:00 | filled | 149496110 | ||
2024.09.04 20:53:05 | 13 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.09.04 20:53:05 | filled | tp 1.35216 | ||||
2024.09.06 00:00:00 | 14 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 1.34281 | 1.35111 | 2024.09.06 00:00:00 | filled | 149496110 | ||
2024.09.06 16:09:26 | 15 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.09.06 16:09:26 | filled | tp 1.35111 | ||||
2024.09.13 04:00:00 | 16 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 1.34934 | 1.35764 | 2024.09.13 04:00:00 | filled | 149496110 | ||
2024.09.13 08:16:37 | 17 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.09.13 08:16:37 | filled | tp 1.35764 | ||||
2024.09.26 20:00:00 | 18 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 1.35541 | 1.34711 | 2024.09.26 20:00:00 | filled | 149496110 | ||
2024.09.26 21:12:29 | 19 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.09.26 21:12:29 | filled | tp 1.34711 | ||||
2024.09.27 20:00:00 | 20 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 1.35838 | 1.35008 | 2024.09.27 20:00:00 | filled | 149496110 | ||
2024.09.30 16:14:42 | 21 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.09.30 16:14:42 | filled | tp 1.35008 | ||||
2024.10.01 12:00:00 | 22 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 1.36089 | 1.35259 | 2024.10.01 12:00:00 | filled | 149496110 | ||
2024.10.01 14:03:13 | 23 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.01 14:03:13 | filled | tp 1.35259 | ||||
2024.10.03 00:00:00 | 24 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 1.34283 | 1.35113 | 2024.10.03 00:00:00 | filled | 149496110 | ||
2024.10.03 03:26:36 | 25 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.03 03:26:36 | filled | tp 1.35113 | ||||
2024.10.03 08:00:00 | 26 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 1.35976 | 1.35146 | 2024.10.03 08:00:00 | filled | 149496110 | ||
2024.10.03 09:34:45 | 27 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.03 09:34:45 | filled | tp 1.35146 | ||||
2024.10.11 16:00:00 | 28 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 1.36761 | 1.37591 | 2024.10.11 16:00:00 | filled | 149496110 | ||
2024.10.11 16:45:17 | 29 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.11 16:45:17 | filled | tp 1.37591 | ||||
2024.10.30 08:00:00 | 30 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 1.39929 | 1.39099 | 2024.10.30 08:00:00 | filled | 149496110 | ||
2024.10.30 10:20:33 | 31 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.30 10:20:33 | filled | tp 1.39099 | ||||
2024.11.04 04:00:00 | 32 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 1.38326 | 1.39156 | 2024.11.04 04:00:00 | filled | 149496110 | ||
2024.11.04 09:33:34 | 33 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.04 09:33:34 | filled | tp 1.39156 | ||||
2024.11.07 16:00:00 | 34 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 1.38073 | 1.38903 | 2024.11.07 16:00:00 | filled | 149496110 | ||
2024.11.08 10:03:26 | 35 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.08 10:03:26 | filled | tp 1.38903 | ||||
2024.11.13 12:00:00 | 36 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 1.38747 | 1.39577 | 2024.11.13 12:00:00 | filled | 149496110 | ||
2024.11.13 12:35:40 | 37 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.13 12:35:40 | filled | tp 1.39577 | ||||
2024.11.28 16:00:00 | 38 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 1.39364 | 1.40194 | 2024.11.28 16:00:00 | filled | 149496110 | ||
2024.11.29 14:45:31 | 39 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.29 14:45:31 | filled | tp 1.40194 | ||||
2024.12.02 04:00:00 | 40 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 1.41064 | 1.40234 | 2024.12.02 04:00:00 | filled | 149496110 | ||
2024.12.02 08:44:30 | 41 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.02 08:44:30 | filled | tp 1.40234 | ||||
2024.12.05 00:00:00 | 42 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 1.41507 | 1.40677 | 2024.12.05 00:00:00 | filled | 149496110 | ||
2024.12.05 04:39:36 | 43 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.05 04:39:36 | filled | tp 1.40677 | ||||
2024.12.11 08:00:00 | 44 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 1.40935 | 1.41765 | 2024.12.11 08:00:00 | filled | 149496110 | ||
2024.12.11 09:09:40 | 45 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.11 09:09:40 | filled | tp 1.41765 | ||||
2024.12.11 20:00:00 | 46 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 1.40864 | 1.41694 | 2024.12.11 20:00:00 | filled | 149496110 | ||
2024.12.11 21:00:37 | 47 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.11 21:00:37 | filled | tp 1.41694 | ||||
2024.12.20 12:00:00 | 48 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 1.43136 | 1.43966 | 2024.12.20 12:00:00 | filled | 149496110 | ||
2024.12.23 12:44:15 | 49 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.23 12:44:15 | filled | tp 1.43966 | ||||
2024.12.26 08:00:00 | 50 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 1.42944 | 1.43774 | 2024.12.26 08:00:00 | filled | 149496110 | ||
2024.12.26 09:16:24 | 51 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.26 09:16:24 | filled | tp 1.43774 | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.07.12 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.07.29 04:00:00 | 2 | USDCAD# | buy | in | 0.01 | 1.38200 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 149496110 |
2024.07.29 10:13:02 | 3 | USDCAD# | sell | out | 0.01 | 1.38290 | 3 | 0.00 | 0.00 | 0.90 | 10 000.90 | tp 1.38290 |
2024.07.31 16:00:00 | 4 | USDCAD# | buy | in | 0.01 | 1.38117 | 4 | 0.00 | 0.00 | 0.00 | 10 000.90 | 149496110 |
2024.07.31 21:00:38 | 5 | USDCAD# | sell | out | 0.01 | 1.38210 | 5 | 0.00 | 0.00 | 0.93 | 10 001.83 | tp 1.38208 |
2024.08.08 16:00:00 | 6 | USDCAD# | sell | in | 0.01 | 1.37536 | 6 | 0.00 | 0.00 | 0.00 | 10 001.83 | 149496110 |
2024.08.08 17:12:36 | 7 | USDCAD# | buy | out | 0.01 | 1.37446 | 7 | 0.00 | 0.00 | 0.90 | 10 002.73 | tp 1.37446 |
2024.08.16 04:00:00 | 8 | USDCAD# | sell | in | 0.01 | 1.37294 | 8 | 0.00 | 0.00 | 0.00 | 10 002.73 | 149496110 |
2024.08.16 09:05:30 | 9 | USDCAD# | buy | out | 0.01 | 1.37204 | 9 | 0.00 | 0.00 | 0.90 | 10 003.63 | tp 1.37204 |
2024.08.16 16:00:00 | 10 | USDCAD# | sell | in | 0.01 | 1.37251 | 10 | 0.00 | 0.00 | 0.00 | 10 003.63 | 149496110 |
2024.08.16 16:40:04 | 11 | USDCAD# | buy | out | 0.01 | 1.37159 | 11 | 0.00 | 0.00 | 0.92 | 10 004.55 | tp 1.37159 |
2024.09.04 20:00:00 | 12 | USDCAD# | buy | in | 0.01 | 1.35125 | 12 | 0.00 | 0.00 | 0.00 | 10 004.55 | 149496110 |
2024.09.04 20:53:05 | 13 | USDCAD# | sell | out | 0.01 | 1.35216 | 13 | 0.00 | 0.00 | 0.91 | 10 005.46 | tp 1.35216 |
2024.09.06 00:00:00 | 14 | USDCAD# | buy | in | 0.01 | 1.35061 | 14 | 0.00 | 0.00 | 0.00 | 10 005.46 | 149496110 |
2024.09.06 16:09:26 | 15 | USDCAD# | sell | out | 0.01 | 1.35112 | 15 | 0.00 | 0.00 | 0.51 | 10 005.97 | tp 1.35111 |
2024.09.13 04:00:00 | 16 | USDCAD# | buy | in | 0.01 | 1.35673 | 16 | 0.00 | 0.00 | 0.00 | 10 005.97 | 149496110 |
2024.09.13 08:16:37 | 17 | USDCAD# | sell | out | 0.01 | 1.35764 | 17 | 0.00 | 0.00 | 0.91 | 10 006.88 | tp 1.35764 |
2024.09.26 20:00:00 | 18 | USDCAD# | sell | in | 0.01 | 1.34803 | 18 | 0.00 | 0.00 | 0.00 | 10 006.88 | 149496110 |
2024.09.26 21:12:29 | 19 | USDCAD# | buy | out | 0.01 | 1.34707 | 19 | 0.00 | 0.00 | 0.96 | 10 007.84 | tp 1.34711 |
2024.09.27 20:00:00 | 20 | USDCAD# | sell | in | 0.01 | 1.35101 | 20 | 0.00 | 0.00 | 0.00 | 10 007.84 | 149496110 |
2024.09.30 16:14:42 | 21 | USDCAD# | buy | out | 0.01 | 1.35008 | 21 | 0.00 | 0.00 | 0.93 | 10 008.77 | tp 1.35008 |
2024.10.01 12:00:00 | 22 | USDCAD# | sell | in | 0.01 | 1.35350 | 22 | 0.00 | 0.00 | 0.00 | 10 008.77 | 149496110 |
2024.10.01 14:03:13 | 23 | USDCAD# | buy | out | 0.01 | 1.35259 | 23 | 0.00 | 0.00 | 0.91 | 10 009.68 | tp 1.35259 |
2024.10.03 00:00:00 | 24 | USDCAD# | buy | in | 0.01 | 1.35043 | 24 | 0.00 | 0.00 | 0.00 | 10 009.68 | 149496110 |
2024.10.03 03:26:36 | 25 | USDCAD# | sell | out | 0.01 | 1.35113 | 25 | 0.00 | 0.00 | 0.70 | 10 010.38 | tp 1.35113 |
2024.10.03 08:00:00 | 26 | USDCAD# | sell | in | 0.01 | 1.35236 | 26 | 0.00 | 0.00 | 0.00 | 10 010.38 | 149496110 |
2024.10.03 09:34:45 | 27 | USDCAD# | buy | out | 0.01 | 1.35146 | 27 | 0.00 | 0.00 | 0.90 | 10 011.28 | tp 1.35146 |
2024.10.11 16:00:00 | 28 | USDCAD# | buy | in | 0.01 | 1.37497 | 28 | 0.00 | 0.00 | 0.00 | 10 011.28 | 149496110 |
2024.10.11 16:45:17 | 29 | USDCAD# | sell | out | 0.01 | 1.37592 | 29 | 0.00 | 0.00 | 0.95 | 10 012.23 | tp 1.37591 |
2024.10.30 08:00:00 | 30 | USDCAD# | sell | in | 0.01 | 1.39190 | 30 | 0.00 | 0.00 | 0.00 | 10 012.23 | 149496110 |
2024.10.30 10:20:33 | 31 | USDCAD# | buy | out | 0.01 | 1.39099 | 31 | 0.00 | 0.00 | 0.91 | 10 013.14 | tp 1.39099 |
2024.11.04 04:00:00 | 32 | USDCAD# | buy | in | 0.01 | 1.39066 | 32 | 0.00 | 0.00 | 0.00 | 10 013.14 | 149496110 |
2024.11.04 09:33:34 | 33 | USDCAD# | sell | out | 0.01 | 1.39156 | 33 | 0.00 | 0.00 | 0.90 | 10 014.04 | tp 1.39156 |
2024.11.07 16:00:00 | 34 | USDCAD# | buy | in | 0.01 | 1.38812 | 34 | 0.00 | 0.00 | 0.00 | 10 014.04 | 149496110 |
2024.11.08 10:03:26 | 35 | USDCAD# | sell | out | 0.01 | 1.38904 | 35 | 0.00 | 0.00 | 0.92 | 10 014.96 | tp 1.38903 |
2024.11.13 12:00:00 | 36 | USDCAD# | buy | in | 0.01 | 1.39485 | 36 | 0.00 | 0.00 | 0.00 | 10 014.96 | 149496110 |
2024.11.13 12:35:40 | 37 | USDCAD# | sell | out | 0.01 | 1.39577 | 37 | 0.00 | 0.00 | 0.92 | 10 015.88 | tp 1.39577 |
2024.11.28 16:00:00 | 38 | USDCAD# | buy | in | 0.01 | 1.40103 | 38 | 0.00 | 0.00 | 0.00 | 10 015.88 | 149496110 |
2024.11.29 14:45:31 | 39 | USDCAD# | sell | out | 0.01 | 1.40195 | 39 | 0.00 | 0.00 | 0.92 | 10 016.80 | tp 1.40194 |
2024.12.02 04:00:00 | 40 | USDCAD# | sell | in | 0.01 | 1.40323 | 40 | 0.00 | 0.00 | 0.00 | 10 016.80 | 149496110 |
2024.12.02 08:44:30 | 41 | USDCAD# | buy | out | 0.01 | 1.40234 | 41 | 0.00 | 0.00 | 0.89 | 10 017.69 | tp 1.40234 |
2024.12.05 00:00:00 | 42 | USDCAD# | sell | in | 0.01 | 1.40644 | 42 | 0.00 | 0.00 | 0.00 | 10 017.69 | 149496110 |
2024.12.05 04:39:36 | 43 | USDCAD# | buy | out | 0.01 | 1.40677 | 43 | 0.00 | 0.00 | -0.33 | 10 017.36 | tp 1.40677 |
2024.12.11 08:00:00 | 44 | USDCAD# | buy | in | 0.01 | 1.41676 | 44 | 0.00 | 0.00 | 0.00 | 10 017.36 | 149496110 |
2024.12.11 09:09:40 | 45 | USDCAD# | sell | out | 0.01 | 1.41765 | 45 | 0.00 | 0.00 | 0.89 | 10 018.25 | tp 1.41765 |
2024.12.11 20:00:00 | 46 | USDCAD# | buy | in | 0.01 | 1.41602 | 46 | 0.00 | 0.00 | 0.00 | 10 018.25 | 149496110 |
2024.12.11 21:00:37 | 47 | USDCAD# | sell | out | 0.01 | 1.41695 | 47 | 0.00 | 0.00 | 0.93 | 10 019.18 | tp 1.41694 |
2024.12.20 12:00:00 | 48 | USDCAD# | buy | in | 0.01 | 1.43877 | 48 | 0.00 | 0.00 | 0.00 | 10 019.18 | 149496110 |
2024.12.23 12:44:15 | 49 | USDCAD# | sell | out | 0.01 | 1.43966 | 49 | 0.00 | 0.00 | 0.89 | 10 020.07 | tp 1.43966 |
2024.12.26 08:00:00 | 50 | USDCAD# | buy | in | 0.01 | 1.43689 | 50 | 0.00 | 0.00 | 0.00 | 10 020.07 | 149496110 |
2024.12.26 09:16:24 | 51 | USDCAD# | sell | out | 0.01 | 1.43774 | 51 | 0.00 | 0.00 | 0.85 | 10 020.92 | tp 1.43774 |
0.00 | 0.00 | 20.92 | 10 020.92 | |||||||||