Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1601467212_EURCHF#_240 | |||||||||||
Symbol: | EURCHF# | |||||||||||
Period: | H4 (2024.07.08 - 2025.01.04) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=1601467212 | ||||||||||||
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: | 765 | Ticks: | 9201164 | Symbols: | 1 | |||||||
Total Net Profit: | 17.11 | Balance Drawdown Absolute: | 2.18 | Equity Drawdown Absolute: | 6.03 | |||||||
Gross Profit: | 31.45 | Balance Drawdown Maximal: | 6.49 (0.06%) | Equity Drawdown Maximal: | 16.09 (0.16%) | |||||||
Gross Loss: | -14.34 | Balance Drawdown Relative: | 0.06% (6.49) | Equity Drawdown Relative: | 0.16% (16.09) | |||||||
Profit Factor: | 2.19 | Expected Payoff: | 1.01 | Margin Level: | 999.40% | |||||||
Recovery Factor: | 1.06 | Sharpe Ratio: | 0.82 | Z-Score: | 0.41 (31.82%) | |||||||
AHPR: | 1.0001 (0.01%) | LR Correlation: | 0.95 | OnTester result: | 0 | |||||||
GHPR: | 1.0001 (0.01%) | LR Standard Error: | 3.05 | |||||||||
Total Trades: | 17 | Short Trades (won %): | 10 (70.00%) | Long Trades (won %): | 7 (57.14%) | |||||||
Total Deals: | 34 | Profit Trades (% of total): | 11 (64.71%) | Loss Trades (% of total): | 6 (35.29%) | |||||||
Largest profit trade: | 6.56 | Largest loss trade: | -4.60 | |||||||||
Average profit trade: | 2.86 | Average loss trade: | -2.39 | |||||||||
Maximum consecutive wins ($): | 6 (17.93) | Maximum consecutive losses ($): | 2 (-6.49) | |||||||||
Maximal consecutive profit (count): | 17.93 (6) | Maximal consecutive loss (count): | -6.49 (2) | |||||||||
Average consecutive wins: | 3 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.52 | Correlation (Profits,MAE): | 0.74 | Correlation (MFE,MAE): | 0.2838 | |||||||
Minimal position holding time: | 4:00:00 | Maximal position holding time: | 263:59:59 | Average position holding time: | 92:28:06 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.07.09 08:00:00 | 2 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.07.09 08:00:00 | filled | 1601467212 | ||||
2024.07.16 20:00:00 | 3 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.07.16 20:00:00 | filled | 1601467212 | ||||
2024.07.19 08:00:00 | 4 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.07.19 08:00:00 | filled | 1601467212 | ||||
2024.07.24 08:00:00 | 5 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.07.24 08:00:00 | filled | 1601467212 | ||||
2024.07.26 12:00:00 | 6 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.07.26 12:00:00 | filled | 1601467212 | ||||
2024.07.30 20:00:00 | 7 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.07.30 20:00:00 | filled | 1601467212 | ||||
2024.08.16 12:00:00 | 8 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.08.16 12:00:00 | filled | 1601467212 | ||||
2024.08.23 20:00:00 | 9 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.08.23 20:00:00 | filled | 1601467212 | ||||
2024.08.23 20:00:01 | 10 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.08.23 20:00:01 | filled | 1601467212 | ||||
2024.08.26 12:00:00 | 11 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.08.26 12:00:00 | filled | 1601467212 | ||||
2024.08.27 12:00:00 | 12 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.08.27 12:00:00 | filled | 1601467212 | ||||
2024.08.27 16:00:00 | 13 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.08.27 16:00:00 | filled | 1601467212 | ||||
2024.08.29 16:00:00 | 14 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.08.29 16:00:00 | filled | 1601467212 | ||||
2024.09.03 20:00:00 | 15 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.09.03 20:00:00 | filled | 1601467212 | ||||
2024.09.03 20:00:01 | 16 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.09.03 20:00:01 | filled | 1601467212 | ||||
2024.09.17 16:00:00 | 17 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.09.17 16:00:00 | filled | 1601467212 | ||||
2024.09.17 16:00:01 | 18 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.09.17 16:00:01 | filled | 1601467212 | ||||
2024.09.23 20:00:00 | 19 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.09.23 20:00:00 | filled | 1601467212 | ||||
2024.10.01 08:00:00 | 20 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.01 08:00:00 | filled | 1601467212 | ||||
2024.10.01 20:00:00 | 21 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.01 20:00:00 | filled | 1601467212 | ||||
2024.10.02 16:00:00 | 22 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.02 16:00:00 | filled | 1601467212 | ||||
2024.10.10 16:00:00 | 23 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.10 16:00:00 | filled | 1601467212 | ||||
2024.10.10 16:00:01 | 24 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.10 16:00:01 | filled | 1601467212 | ||||
2024.10.14 12:00:00 | 25 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.14 12:00:00 | filled | 1601467212 | ||||
2024.10.28 20:00:00 | 26 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.28 20:00:00 | filled | 1601467212 | ||||
2024.10.30 20:00:00 | 27 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.30 20:00:00 | filled | 1601467212 | ||||
2024.11.22 20:00:00 | 28 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.22 20:00:00 | filled | 1601467212 | ||||
2024.11.26 04:00:00 | 29 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.26 04:00:00 | filled | 1601467212 | ||||
2024.11.26 04:00:01 | 30 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.26 04:00:01 | filled | 1601467212 | ||||
2024.12.11 04:00:00 | 31 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.11 04:00:00 | filled | 1601467212 | ||||
2024.12.16 12:00:00 | 32 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.16 12:00:00 | filled | 1601467212 | ||||
2024.12.23 08:00:00 | 33 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.23 08:00:00 | filled | 1601467212 | ||||
2024.12.31 04:00:00 | 34 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.31 04:00:00 | filled | 1601467212 | ||||
2025.01.03 23:57:59 | 35 | EURCHF# | 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 |
2024.07.08 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.07.09 08:00:00 | 2 | EURCHF# | sell | in | 0.01 | 0.97262 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1601467212 |
2024.07.16 20:00:00 | 3 | EURCHF# | buy | out | 0.01 | 0.97480 | 3 | 0.00 | 0.00 | -2.18 | 9 997.82 | 1601467212 |
2024.07.19 08:00:00 | 4 | EURCHF# | sell | in | 0.01 | 0.96810 | 4 | 0.00 | 0.00 | 0.00 | 9 997.82 | 1601467212 |
2024.07.24 08:00:00 | 5 | EURCHF# | buy | out | 0.01 | 0.96679 | 5 | 0.00 | 0.00 | 1.31 | 9 999.13 | 1601467212 |
2024.07.26 12:00:00 | 6 | EURCHF# | sell | in | 0.01 | 0.95851 | 6 | 0.00 | 0.00 | 0.00 | 9 999.13 | 1601467212 |
2024.07.30 20:00:00 | 7 | EURCHF# | buy | out | 0.01 | 0.95518 | 7 | 0.00 | 0.00 | 3.33 | 10 002.46 | 1601467212 |
2024.08.16 12:00:00 | 8 | EURCHF# | buy | in | 0.01 | 0.95402 | 8 | 0.00 | 0.00 | 0.00 | 10 002.46 | 1601467212 |
2024.08.23 20:00:00 | 9 | EURCHF# | sell | out | 0.01 | 0.94942 | 9 | 0.00 | 0.00 | -4.60 | 9 997.86 | 1601467212 |
2024.08.23 20:00:01 | 10 | EURCHF# | sell | in | 0.01 | 0.94942 | 10 | 0.00 | 0.00 | 0.00 | 9 997.86 | 1601467212 |
2024.08.26 12:00:00 | 11 | EURCHF# | buy | out | 0.01 | 0.94578 | 11 | 0.00 | 0.00 | 3.64 | 10 001.50 | 1601467212 |
2024.08.27 12:00:00 | 12 | EURCHF# | sell | in | 0.01 | 0.94636 | 12 | 0.00 | 0.00 | 0.00 | 10 001.50 | 1601467212 |
2024.08.27 16:00:00 | 13 | EURCHF# | buy | out | 0.01 | 0.94337 | 13 | 0.00 | 0.00 | 2.99 | 10 004.49 | 1601467212 |
2024.08.29 16:00:00 | 14 | EURCHF# | sell | in | 0.01 | 0.93858 | 14 | 0.00 | 0.00 | 0.00 | 10 004.49 | 1601467212 |
2024.09.03 20:00:00 | 15 | EURCHF# | buy | out | 0.01 | 0.93917 | 15 | 0.00 | 0.00 | -0.59 | 10 003.90 | 1601467212 |
2024.09.03 20:00:01 | 16 | EURCHF# | buy | in | 0.01 | 0.93917 | 16 | 0.00 | 0.00 | 0.00 | 10 003.90 | 1601467212 |
2024.09.17 16:00:00 | 17 | EURCHF# | sell | out | 0.01 | 0.94142 | 17 | 0.00 | 0.00 | 2.25 | 10 006.15 | 1601467212 |
2024.09.17 16:00:01 | 18 | EURCHF# | sell | in | 0.01 | 0.94141 | 18 | 0.00 | 0.00 | 0.00 | 10 006.15 | 1601467212 |
2024.09.23 20:00:00 | 19 | EURCHF# | buy | out | 0.01 | 0.94189 | 19 | 0.00 | 0.00 | -0.48 | 10 005.67 | 1601467212 |
2024.10.01 08:00:00 | 20 | EURCHF# | sell | in | 0.01 | 0.94246 | 20 | 0.00 | 0.00 | 0.00 | 10 005.67 | 1601467212 |
2024.10.01 20:00:00 | 21 | EURCHF# | buy | out | 0.01 | 0.93590 | 21 | 0.00 | 0.00 | 6.56 | 10 012.23 | 1601467212 |
2024.10.02 16:00:00 | 22 | EURCHF# | sell | in | 0.01 | 0.93990 | 22 | 0.00 | 0.00 | 0.00 | 10 012.23 | 1601467212 |
2024.10.10 16:00:00 | 23 | EURCHF# | buy | out | 0.01 | 0.93863 | 23 | 0.00 | 0.00 | 1.27 | 10 013.50 | 1601467212 |
2024.10.10 16:00:01 | 24 | EURCHF# | buy | in | 0.01 | 0.93862 | 24 | 0.00 | 0.00 | 0.00 | 10 013.50 | 1601467212 |
2024.10.14 12:00:00 | 25 | EURCHF# | sell | out | 0.01 | 0.93946 | 25 | 0.00 | 0.00 | 0.84 | 10 014.34 | 1601467212 |
2024.10.28 20:00:00 | 26 | EURCHF# | buy | in | 0.01 | 0.93583 | 26 | 0.00 | 0.00 | 0.00 | 10 014.34 | 1601467212 |
2024.10.30 20:00:00 | 27 | EURCHF# | sell | out | 0.01 | 0.94076 | 27 | 0.00 | 0.00 | 4.93 | 10 019.27 | 1601467212 |
2024.11.22 20:00:00 | 28 | EURCHF# | sell | in | 0.01 | 0.93076 | 28 | 0.00 | 0.00 | 0.00 | 10 019.27 | 1601467212 |
2024.11.26 04:00:00 | 29 | EURCHF# | buy | out | 0.01 | 0.92829 | 29 | 0.00 | 0.00 | 2.47 | 10 021.74 | 1601467212 |
2024.11.26 04:00:01 | 30 | EURCHF# | buy | in | 0.01 | 0.92829 | 30 | 0.00 | 0.00 | 0.00 | 10 021.74 | 1601467212 |
2024.12.11 04:00:00 | 31 | EURCHF# | sell | out | 0.01 | 0.93015 | 31 | 0.00 | 0.00 | 1.86 | 10 023.60 | 1601467212 |
2024.12.16 12:00:00 | 32 | EURCHF# | buy | in | 0.01 | 0.93553 | 32 | 0.00 | 0.00 | 0.00 | 10 023.60 | 1601467212 |
2024.12.23 08:00:00 | 33 | EURCHF# | sell | out | 0.01 | 0.93290 | 33 | 0.00 | 0.00 | -2.63 | 10 020.97 | 1601467212 |
2024.12.31 04:00:00 | 34 | EURCHF# | buy | in | 0.01 | 0.94017 | 34 | 0.00 | 0.00 | 0.00 | 10 020.97 | 1601467212 |
2025.01.03 23:57:59 | 35 | EURCHF# | sell | out | 0.01 | 0.93631 | 35 | 0.00 | 0.00 | -3.86 | 10 017.11 | end of test |
0.00 | 0.00 | 17.11 | 10 017.11 | |||||||||