Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1576058323_EURNZD#_15 | |||||||||||
Symbol: | EURNZD# | |||||||||||
Period: | M15 (2024.11.28 - 2025.01.12) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=1576058323 | ||||||||||||
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: | 2786 | Ticks: | 1936994 | Symbols: | 1 | |||||||
Total Net Profit: | 10.89 | Balance Drawdown Absolute: | 22.56 | Equity Drawdown Absolute: | 31.19 | |||||||
Gross Profit: | 42.18 | Balance Drawdown Maximal: | 22.56 (0.23%) | Equity Drawdown Maximal: | 33.96 (0.34%) | |||||||
Gross Loss: | -31.29 | Balance Drawdown Relative: | 0.23% (22.56) | Equity Drawdown Relative: | 0.34% (33.96) | |||||||
Profit Factor: | 1.35 | Expected Payoff: | 1.56 | Margin Level: | 996.88% | |||||||
Recovery Factor: | 0.32 | Sharpe Ratio: | 0.08 | Z-Score: | 0.06 (4.78%) | |||||||
AHPR: | 1.0002 (0.02%) | LR Correlation: | 0.49 | OnTester result: | 0 | |||||||
GHPR: | 1.0002 (0.02%) | LR Standard Error: | 9.49 | |||||||||
Total Trades: | 7 | Short Trades (won %): | 4 (50.00%) | Long Trades (won %): | 3 (66.67%) | |||||||
Total Deals: | 14 | Profit Trades (% of total): | 4 (57.14%) | Loss Trades (% of total): | 3 (42.86%) | |||||||
Largest profit trade: | 22.37 | Largest loss trade: | -19.24 | |||||||||
Average profit trade: | 10.55 | Average loss trade: | -10.43 | |||||||||
Maximum consecutive wins ($): | 3 (19.81) | Maximum consecutive losses ($): | 2 (-22.56) | |||||||||
Maximal consecutive profit (count): | 22.37 (1) | Maximal consecutive loss (count): | -22.56 (2) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.84 | Correlation (Profits,MAE): | 0.92 | Correlation (MFE,MAE): | 0.7283 | |||||||
Minimal position holding time: | 32:00:00 | Maximal position holding time: | 260:57:59 | Average position holding time: | 98:25:25 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.28 08:00:00 | 2 | EURNZD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.28 08:00:00 | filled | 1576058323 | ||||
2024.12.03 04:30:00 | 3 | EURNZD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.03 04:30:00 | filled | 1576058323 | ||||
2024.12.03 20:30:00 | 4 | EURNZD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.03 20:30:00 | filled | 1576058323 | ||||
2024.12.09 10:30:00 | 5 | EURNZD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.09 10:30:00 | filled | 1576058323 | ||||
2024.12.09 21:45:00 | 6 | EURNZD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.09 21:45:00 | filled | 1576058323 | ||||
2024.12.17 03:15:00 | 7 | EURNZD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.17 03:15:00 | filled | 1576058323 | ||||
2024.12.17 07:00:00 | 8 | EURNZD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.17 07:00:00 | filled | 1576058323 | ||||
2024.12.18 15:00:00 | 9 | EURNZD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.18 15:00:00 | filled | 1576058323 | ||||
2024.12.19 06:45:00 | 10 | EURNZD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.19 06:45:00 | filled | 1576058323 | ||||
2024.12.23 10:30:00 | 11 | EURNZD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.23 10:30:00 | filled | 1576058323 | ||||
2024.12.24 01:30:00 | 12 | EURNZD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.24 01:30:00 | filled | 1576058323 | ||||
2024.12.26 17:45:00 | 13 | EURNZD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.26 17:45:00 | filled | 1576058323 | ||||
2024.12.27 03:00:00 | 14 | EURNZD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.27 03:00:00 | filled | 1576058323 | ||||
2025.01.10 23:57:59 | 15 | EURNZD# | 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 |
2024.11.28 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.28 08:00:00 | 2 | EURNZD# | buy | in | 0.01 | 1.79049 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1576058323 |
2024.12.03 04:30:00 | 3 | EURNZD# | sell | out | 0.01 | 1.78717 | 3 | 0.00 | 0.00 | -3.32 | 9 996.68 | 1576058323 |
2024.12.03 20:30:00 | 4 | EURNZD# | sell | in | 0.01 | 1.78791 | 4 | 0.00 | 0.00 | 0.00 | 9 996.68 | 1576058323 |
2024.12.09 10:30:00 | 5 | EURNZD# | buy | out | 0.01 | 1.80715 | 5 | 0.00 | 0.00 | -19.24 | 9 977.44 | 1576058323 |
2024.12.09 21:45:00 | 6 | EURNZD# | buy | in | 0.01 | 1.79904 | 6 | 0.00 | 0.00 | 0.00 | 9 977.44 | 1576058323 |
2024.12.17 03:15:00 | 7 | EURNZD# | sell | out | 0.01 | 1.82141 | 7 | 0.00 | 0.00 | 22.37 | 9 999.81 | 1576058323 |
2024.12.17 07:00:00 | 8 | EURNZD# | sell | in | 0.01 | 1.82139 | 8 | 0.00 | 0.00 | 0.00 | 9 999.81 | 1576058323 |
2024.12.18 15:00:00 | 9 | EURNZD# | buy | out | 0.01 | 1.83012 | 9 | 0.00 | 0.00 | -8.73 | 9 991.08 | 1576058323 |
2024.12.19 06:45:00 | 10 | EURNZD# | sell | in | 0.01 | 1.84446 | 10 | 0.00 | 0.00 | 0.00 | 9 991.08 | 1576058323 |
2024.12.23 10:30:00 | 11 | EURNZD# | buy | out | 0.01 | 1.84189 | 11 | 0.00 | 0.00 | 2.57 | 9 993.65 | 1576058323 |
2024.12.24 01:30:00 | 12 | EURNZD# | buy | in | 0.01 | 1.84256 | 12 | 0.00 | 0.00 | 0.00 | 9 993.65 | 1576058323 |
2024.12.26 17:45:00 | 13 | EURNZD# | sell | out | 0.01 | 1.85115 | 13 | 0.00 | 0.00 | 8.59 | 10 002.24 | 1576058323 |
2024.12.27 03:00:00 | 14 | EURNZD# | sell | in | 0.01 | 1.85287 | 14 | 0.00 | 0.00 | 0.00 | 10 002.24 | 1576058323 |
2025.01.10 23:57:59 | 15 | EURNZD# | buy | out | 0.01 | 1.84422 | 15 | 0.00 | 0.00 | 8.65 | 10 010.89 | end of test |
0.00 | 0.00 | 10.89 | 10 010.89 | |||||||||