Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1563182308_AUDCAD#_60 | |||||||||||
Symbol: | AUDCAD# | |||||||||||
Period: | H1 (2024.10.09 - 2025.01.07) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=1563182308 | ||||||||||||
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: | 1466 | Ticks: | 5417299 | Symbols: | 1 | |||||||
Total Net Profit: | 39.11 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 7.77 | |||||||
Gross Profit: | 42.86 | Balance Drawdown Maximal: | 2.00 (0.02%) | Equity Drawdown Maximal: | 18.62 (0.19%) | |||||||
Gross Loss: | -3.75 | Balance Drawdown Relative: | 0.02% (2.00) | Equity Drawdown Relative: | 0.19% (18.62) | |||||||
Profit Factor: | 11.43 | Expected Payoff: | 2.61 | Margin Level: | 999.22% | |||||||
Recovery Factor: | 2.10 | Sharpe Ratio: | 1.54 | Z-Score: | 1.49 (86.38%) | |||||||
AHPR: | 1.0003 (0.03%) | LR Correlation: | 0.96 | OnTester result: | 0 | |||||||
GHPR: | 1.0003 (0.03%) | LR Standard Error: | 3.22 | |||||||||
Total Trades: | 15 | Short Trades (won %): | 12 (83.33%) | Long Trades (won %): | 3 (66.67%) | |||||||
Total Deals: | 30 | Profit Trades (% of total): | 12 (80.00%) | Loss Trades (% of total): | 3 (20.00%) | |||||||
Largest profit trade: | 8.92 | Largest loss trade: | -2.00 | |||||||||
Average profit trade: | 3.57 | Average loss trade: | -1.25 | |||||||||
Maximum consecutive wins ($): | 5 (11.40) | Maximum consecutive losses ($): | 1 (-2.00) | |||||||||
Maximal consecutive profit (count): | 18.55 (4) | Maximal consecutive loss (count): | -2.00 (1) | |||||||||
Average consecutive wins: | 3 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.69 | Correlation (Profits,MAE): | 0.72 | Correlation (MFE,MAE): | 0.4448 | |||||||
Minimal position holding time: | 7:59:59 | Maximal position holding time: | 263:00:00 | Average position holding time: | 74:51:59 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.10.10 09:00:00 | 2 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.10 09:00:00 | filled | 1563182308 | ||||
2024.10.16 07:00:00 | 3 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.16 07:00:00 | filled | 1563182308 | ||||
2024.10.16 23:00:00 | 4 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.16 23:00:00 | filled | 1563182308 | ||||
2024.10.18 13:00:00 | 5 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.18 13:00:00 | filled | 1563182308 | ||||
2024.10.21 04:00:00 | 6 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.21 04:00:00 | filled | 1563182308 | ||||
2024.10.22 02:00:00 | 7 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.22 02:00:00 | filled | 1563182308 | ||||
2024.10.24 12:00:00 | 8 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.24 12:00:00 | filled | 1563182308 | ||||
2024.11.06 12:00:00 | 9 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.06 12:00:00 | filled | 1563182308 | ||||
2024.11.06 22:00:00 | 10 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.06 22:00:00 | filled | 1563182308 | ||||
2024.11.11 07:00:00 | 11 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.11 07:00:00 | filled | 1563182308 | ||||
2024.11.13 21:00:00 | 12 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.13 21:00:00 | filled | 1563182308 | ||||
2024.11.19 05:00:00 | 13 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.19 05:00:00 | filled | 1563182308 | ||||
2024.11.19 07:00:00 | 14 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.19 07:00:00 | filled | 1563182308 | ||||
2024.11.20 21:00:00 | 15 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.20 21:00:00 | filled | 1563182308 | ||||
2024.11.21 07:00:00 | 16 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.21 07:00:00 | filled | 1563182308 | ||||
2024.11.27 10:00:00 | 17 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.27 10:00:00 | filled | 1563182308 | ||||
2024.11.29 03:00:00 | 18 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.29 03:00:00 | filled | 1563182308 | ||||
2024.12.02 22:00:00 | 19 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.02 22:00:00 | filled | 1563182308 | ||||
2024.12.03 12:00:00 | 20 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.03 12:00:00 | filled | 1563182308 | ||||
2024.12.04 09:00:00 | 21 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.04 09:00:00 | filled | 1563182308 | ||||
2024.12.06 17:00:00 | 22 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.06 17:00:00 | filled | 1563182308 | ||||
2024.12.10 23:00:00 | 23 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.10 23:00:00 | filled | 1563182308 | ||||
2024.12.12 08:00:00 | 24 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.12 08:00:00 | filled | 1563182308 | ||||
2024.12.13 02:00:00 | 25 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.13 02:00:00 | filled | 1563182308 | ||||
2024.12.13 16:00:00 | 26 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.13 16:00:00 | filled | 1563182308 | ||||
2024.12.18 16:00:00 | 27 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.18 16:00:00 | filled | 1563182308 | ||||
2024.12.20 02:00:00 | 28 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.20 02:00:00 | filled | 1563182308 | ||||
2025.01.06 01:00:00 | 29 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.06 01:00:00 | filled | 1563182308 | ||||
2025.01.06 16:00:00 | 30 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.06 16:00:00 | filled | 1563182308 | ||||
2025.01.06 23:59:59 | 31 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2025.01.06 23:59:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.10.09 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.10.10 09:00:00 | 2 | AUDCAD# | sell | in | 0.01 | 0.92282 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1563182308 |
2024.10.16 07:00:00 | 3 | AUDCAD# | buy | out | 0.01 | 0.92209 | 3 | 0.00 | 0.00 | 0.73 | 10 000.73 | 1563182308 |
2024.10.16 23:00:00 | 4 | AUDCAD# | buy | in | 0.01 | 0.91663 | 4 | 0.00 | 0.00 | 0.00 | 10 000.73 | 1563182308 |
2024.10.18 13:00:00 | 5 | AUDCAD# | sell | out | 0.01 | 0.92555 | 5 | 0.00 | 0.00 | 8.92 | 10 009.65 | 1563182308 |
2024.10.21 04:00:00 | 6 | AUDCAD# | sell | in | 0.01 | 0.92601 | 6 | 0.00 | 0.00 | 0.00 | 10 009.65 | 1563182308 |
2024.10.22 02:00:00 | 7 | AUDCAD# | buy | out | 0.01 | 0.92054 | 7 | 0.00 | 0.00 | 5.47 | 10 015.12 | 1563182308 |
2024.10.24 12:00:00 | 8 | AUDCAD# | sell | in | 0.01 | 0.91919 | 8 | 0.00 | 0.00 | 0.00 | 10 015.12 | 1563182308 |
2024.11.06 12:00:00 | 9 | AUDCAD# | buy | out | 0.01 | 0.91576 | 9 | 0.00 | 0.00 | 3.43 | 10 018.55 | 1563182308 |
2024.11.06 22:00:00 | 10 | AUDCAD# | sell | in | 0.01 | 0.91700 | 10 | 0.00 | 0.00 | 0.00 | 10 018.55 | 1563182308 |
2024.11.11 07:00:00 | 11 | AUDCAD# | buy | out | 0.01 | 0.91798 | 11 | 0.00 | 0.00 | -0.98 | 10 017.57 | 1563182308 |
2024.11.13 21:00:00 | 12 | AUDCAD# | buy | in | 0.01 | 0.90737 | 12 | 0.00 | 0.00 | 0.00 | 10 017.57 | 1563182308 |
2024.11.19 05:00:00 | 13 | AUDCAD# | sell | out | 0.01 | 0.91240 | 13 | 0.00 | 0.00 | 5.03 | 10 022.60 | 1563182308 |
2024.11.19 07:00:00 | 14 | AUDCAD# | sell | in | 0.01 | 0.91229 | 14 | 0.00 | 0.00 | 0.00 | 10 022.60 | 1563182308 |
2024.11.20 21:00:00 | 15 | AUDCAD# | buy | out | 0.01 | 0.90878 | 15 | 0.00 | 0.00 | 3.51 | 10 026.11 | 1563182308 |
2024.11.21 07:00:00 | 16 | AUDCAD# | sell | in | 0.01 | 0.90982 | 16 | 0.00 | 0.00 | 0.00 | 10 026.11 | 1563182308 |
2024.11.27 10:00:00 | 17 | AUDCAD# | buy | out | 0.01 | 0.91182 | 17 | 0.00 | 0.00 | -2.00 | 10 024.11 | 1563182308 |
2024.11.29 03:00:00 | 18 | AUDCAD# | sell | in | 0.01 | 0.91100 | 18 | 0.00 | 0.00 | 0.00 | 10 024.11 | 1563182308 |
2024.12.02 22:00:00 | 19 | AUDCAD# | buy | out | 0.01 | 0.90908 | 19 | 0.00 | 0.00 | 1.92 | 10 026.03 | 1563182308 |
2024.12.03 12:00:00 | 20 | AUDCAD# | sell | in | 0.01 | 0.91054 | 20 | 0.00 | 0.00 | 0.00 | 10 026.03 | 1563182308 |
2024.12.04 09:00:00 | 21 | AUDCAD# | buy | out | 0.01 | 0.90588 | 21 | 0.00 | 0.00 | 4.66 | 10 030.69 | 1563182308 |
2024.12.06 17:00:00 | 22 | AUDCAD# | sell | in | 0.01 | 0.90584 | 22 | 0.00 | 0.00 | 0.00 | 10 030.69 | 1563182308 |
2024.12.10 23:00:00 | 23 | AUDCAD# | buy | out | 0.01 | 0.90423 | 23 | 0.00 | 0.00 | 1.61 | 10 032.30 | 1563182308 |
2024.12.12 08:00:00 | 24 | AUDCAD# | sell | in | 0.01 | 0.90747 | 24 | 0.00 | 0.00 | 0.00 | 10 032.30 | 1563182308 |
2024.12.13 02:00:00 | 25 | AUDCAD# | buy | out | 0.01 | 0.90584 | 25 | 0.00 | 0.00 | 1.63 | 10 033.93 | 1563182308 |
2024.12.13 16:00:00 | 26 | AUDCAD# | sell | in | 0.01 | 0.90664 | 26 | 0.00 | 0.00 | 0.00 | 10 033.93 | 1563182308 |
2024.12.18 16:00:00 | 27 | AUDCAD# | buy | out | 0.01 | 0.90506 | 27 | 0.00 | 0.00 | 1.58 | 10 035.51 | 1563182308 |
2024.12.20 02:00:00 | 28 | AUDCAD# | buy | in | 0.01 | 0.89755 | 28 | 0.00 | 0.00 | 0.00 | 10 035.51 | 1563182308 |
2025.01.06 01:00:00 | 29 | AUDCAD# | sell | out | 0.01 | 0.89678 | 29 | 0.00 | 0.00 | -0.77 | 10 034.74 | 1563182308 |
2025.01.06 16:00:00 | 30 | AUDCAD# | sell | in | 0.01 | 0.89967 | 30 | 0.00 | 0.00 | 0.00 | 10 034.74 | 1563182308 |
2025.01.06 23:59:59 | 31 | AUDCAD# | buy | out | 0.01 | 0.89530 | 31 | 0.00 | 0.00 | 4.37 | 10 039.11 | end of test |
0.00 | 0.00 | 39.11 | 10 039.11 | |||||||||