Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1676749372_AUDCAD#_60 | |||||||||||
Symbol: | AUDCAD# | |||||||||||
Period: | H1 (2024.10.08 - 2025.01.06) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=1676749372 | ||||||||||||
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: | 5456030 | Symbols: | 1 | |||||||
Total Net Profit: | 34.94 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 5.41 | |||||||
Gross Profit: | 55.96 | Balance Drawdown Maximal: | 7.38 (0.07%) | Equity Drawdown Maximal: | 13.83 (0.14%) | |||||||
Gross Loss: | -21.02 | Balance Drawdown Relative: | 0.07% (7.38) | Equity Drawdown Relative: | 0.14% (13.83) | |||||||
Profit Factor: | 2.66 | Expected Payoff: | 1.29 | Margin Level: | 999.46% | |||||||
Recovery Factor: | 2.53 | Sharpe Ratio: | 4.66 | Z-Score: | 1.25 (78.87%) | |||||||
AHPR: | 1.0001 (0.01%) | LR Correlation: | 0.97 | OnTester result: | 0 | |||||||
GHPR: | 1.0001 (0.01%) | LR Standard Error: | 3.40 | |||||||||
Total Trades: | 27 | Short Trades (won %): | 12 (83.33%) | Long Trades (won %): | 15 (73.33%) | |||||||
Total Deals: | 54 | Profit Trades (% of total): | 21 (77.78%) | Loss Trades (% of total): | 6 (22.22%) | |||||||
Largest profit trade: | 6.62 | Largest loss trade: | -7.38 | |||||||||
Average profit trade: | 2.66 | Average loss trade: | -3.50 | |||||||||
Maximum consecutive wins ($): | 7 (16.21) | Maximum consecutive losses ($): | 1 (-7.38) | |||||||||
Maximal consecutive profit (count): | 19.61 (5) | Maximal consecutive loss (count): | -7.38 (1) | |||||||||
Average consecutive wins: | 4 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.65 | Correlation (Profits,MAE): | 0.82 | Correlation (MFE,MAE): | 0.2808 | |||||||
Minimal position holding time: | 4:00:00 | Maximal position holding time: | 103:00:00 | Average position holding time: | 25:19:55 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.10.08 07:00:00 | 2 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.08 07:00:00 | filled | 1676749372 | ||||
2024.10.08 23:00:00 | 3 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.08 23:00:00 | filled | 1676749372 | ||||
2024.10.10 09:00:00 | 4 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.10 09:00:00 | filled | 1676749372 | ||||
2024.10.14 15:00:00 | 5 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.14 15:00:00 | filled | 1676749372 | ||||
2024.10.16 04:00:00 | 6 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.16 04:00:00 | filled | 1676749372 | ||||
2024.10.17 13:00:00 | 7 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.17 13:00:00 | filled | 1676749372 | ||||
2024.10.21 20:00:00 | 8 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.21 20:00:00 | filled | 1676749372 | ||||
2024.10.22 16:00:00 | 9 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.22 16:00:00 | filled | 1676749372 | ||||
2024.10.23 17:00:00 | 10 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.23 17:00:00 | filled | 1676749372 | ||||
2024.10.24 20:00:00 | 11 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.24 20:00:00 | filled | 1676749372 | ||||
2024.10.28 07:00:00 | 12 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.28 07:00:00 | filled | 1676749372 | ||||
2024.10.30 11:00:00 | 13 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.30 11:00:00 | filled | 1676749372 | ||||
2024.10.30 15:00:00 | 14 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.30 15:00:00 | filled | 1676749372 | ||||
2024.10.31 16:00:00 | 15 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.31 16:00:00 | filled | 1676749372 | ||||
2024.10.31 18:00:00 | 16 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.31 18:00:00 | filled | 1676749372 | ||||
2024.10.31 22:00:00 | 17 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.31 22:00:00 | filled | 1676749372 | ||||
2024.11.04 01:00:00 | 18 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.04 01:00:00 | filled | 1676749372 | ||||
2024.11.04 19:00:00 | 19 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.04 19:00:00 | filled | 1676749372 | ||||
2024.11.06 08:00:00 | 20 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.06 08:00:00 | filled | 1676749372 | ||||
2024.11.06 21:00:00 | 21 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.06 21:00:00 | filled | 1676749372 | ||||
2024.11.07 19:00:00 | 22 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.07 19:00:00 | filled | 1676749372 | ||||
2024.11.08 15:00:00 | 23 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.08 15:00:00 | filled | 1676749372 | ||||
2024.11.08 21:00:00 | 24 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.08 21:00:00 | filled | 1676749372 | ||||
2024.11.15 04:00:00 | 25 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.15 04:00:00 | filled | 1676749372 | ||||
2024.11.18 04:00:00 | 26 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.18 04:00:00 | filled | 1676749372 | ||||
2024.11.19 12:00:00 | 27 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.19 12:00:00 | filled | 1676749372 | ||||
2024.11.20 18:00:00 | 28 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.20 18:00:00 | filled | 1676749372 | ||||
2024.11.21 15:00:00 | 29 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.21 15:00:00 | filled | 1676749372 | ||||
2024.11.22 09:00:00 | 30 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.22 09:00:00 | filled | 1676749372 | ||||
2024.11.22 14:00:00 | 31 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.22 14:00:00 | filled | 1676749372 | ||||
2024.11.25 01:00:00 | 32 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.25 01:00:00 | filled | 1676749372 | ||||
2024.11.25 11:00:00 | 33 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.25 11:00:00 | filled | 1676749372 | ||||
2024.11.26 08:00:00 | 34 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.26 08:00:00 | filled | 1676749372 | ||||
2024.11.26 18:00:00 | 35 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.26 18:00:00 | filled | 1676749372 | ||||
2024.11.29 18:00:00 | 36 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.29 18:00:00 | filled | 1676749372 | ||||
2024.12.02 01:00:00 | 37 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.02 01:00:00 | filled | 1676749372 | ||||
2024.12.02 19:00:00 | 38 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.02 19:00:00 | filled | 1676749372 | ||||
2024.12.03 11:00:00 | 39 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.03 11:00:00 | filled | 1676749372 | ||||
2024.12.04 07:00:00 | 40 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.04 07:00:00 | filled | 1676749372 | ||||
2024.12.05 13:00:00 | 41 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.05 13:00:00 | filled | 1676749372 | ||||
2024.12.06 05:00:00 | 42 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.06 05:00:00 | filled | 1676749372 | ||||
2024.12.06 16:00:00 | 43 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.06 16:00:00 | filled | 1676749372 | ||||
2024.12.09 14:00:00 | 44 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.09 14:00:00 | filled | 1676749372 | ||||
2024.12.10 06:00:00 | 45 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.10 06:00:00 | filled | 1676749372 | ||||
2024.12.12 05:00:00 | 46 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.12 05:00:00 | filled | 1676749372 | ||||
2024.12.13 12:00:00 | 47 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.13 12:00:00 | filled | 1676749372 | ||||
2024.12.16 01:00:00 | 48 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.16 01:00:00 | filled | 1676749372 | ||||
2024.12.16 06:00:00 | 49 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.16 06:00:00 | filled | 1676749372 | ||||
2024.12.18 08:00:00 | 50 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.18 08:00:00 | filled | 1676749372 | ||||
2024.12.20 19:00:00 | 51 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.20 19:00:00 | filled | 1676749372 | ||||
2024.12.30 07:00:00 | 52 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.30 07:00:00 | filled | 1676749372 | ||||
2024.12.30 18:00:00 | 53 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.30 18:00:00 | filled | 1676749372 | ||||
2025.01.02 13:00:00 | 54 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.02 13:00:00 | filled | 1676749372 | ||||
2025.01.03 23:57:59 | 55 | AUDCAD# | buy | 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 |
2024.10.08 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.10.08 07:00:00 | 2 | AUDCAD# | buy | in | 0.01 | 0.91735 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1676749372 |
2024.10.08 23:00:00 | 3 | AUDCAD# | sell | out | 0.01 | 0.92090 | 3 | 0.00 | 0.00 | 3.55 | 10 003.55 | 1676749372 |
2024.10.10 09:00:00 | 4 | AUDCAD# | sell | in | 0.01 | 0.92282 | 4 | 0.00 | 0.00 | 0.00 | 10 003.55 | 1676749372 |
2024.10.14 15:00:00 | 5 | AUDCAD# | buy | out | 0.01 | 0.92617 | 5 | 0.00 | 0.00 | -3.35 | 10 000.20 | 1676749372 |
2024.10.16 04:00:00 | 6 | AUDCAD# | buy | in | 0.01 | 0.92103 | 6 | 0.00 | 0.00 | 0.00 | 10 000.20 | 1676749372 |
2024.10.17 13:00:00 | 7 | AUDCAD# | sell | out | 0.01 | 0.92164 | 7 | 0.00 | 0.00 | 0.61 | 10 000.81 | 1676749372 |
2024.10.21 20:00:00 | 8 | AUDCAD# | buy | in | 0.01 | 0.92207 | 8 | 0.00 | 0.00 | 0.00 | 10 000.81 | 1676749372 |
2024.10.22 16:00:00 | 9 | AUDCAD# | sell | out | 0.01 | 0.92433 | 9 | 0.00 | 0.00 | 2.26 | 10 003.07 | 1676749372 |
2024.10.23 17:00:00 | 10 | AUDCAD# | buy | in | 0.01 | 0.91876 | 10 | 0.00 | 0.00 | 0.00 | 10 003.07 | 1676749372 |
2024.10.24 20:00:00 | 11 | AUDCAD# | sell | out | 0.01 | 0.91911 | 11 | 0.00 | 0.00 | 0.35 | 10 003.42 | 1676749372 |
2024.10.28 07:00:00 | 12 | AUDCAD# | buy | in | 0.01 | 0.91605 | 12 | 0.00 | 0.00 | 0.00 | 10 003.42 | 1676749372 |
2024.10.30 11:00:00 | 13 | AUDCAD# | sell | out | 0.01 | 0.91496 | 13 | 0.00 | 0.00 | -1.09 | 10 002.33 | 1676749372 |
2024.10.30 15:00:00 | 14 | AUDCAD# | sell | in | 0.01 | 0.91576 | 14 | 0.00 | 0.00 | 0.00 | 10 002.33 | 1676749372 |
2024.10.31 16:00:00 | 15 | AUDCAD# | buy | out | 0.01 | 0.91060 | 15 | 0.00 | 0.00 | 5.16 | 10 007.49 | 1676749372 |
2024.10.31 18:00:00 | 16 | AUDCAD# | buy | in | 0.01 | 0.91299 | 16 | 0.00 | 0.00 | 0.00 | 10 007.49 | 1676749372 |
2024.10.31 22:00:00 | 17 | AUDCAD# | sell | out | 0.01 | 0.91594 | 17 | 0.00 | 0.00 | 2.95 | 10 010.44 | 1676749372 |
2024.11.04 01:00:00 | 18 | AUDCAD# | sell | in | 0.01 | 0.91721 | 18 | 0.00 | 0.00 | 0.00 | 10 010.44 | 1676749372 |
2024.11.04 19:00:00 | 19 | AUDCAD# | buy | out | 0.01 | 0.91507 | 19 | 0.00 | 0.00 | 2.14 | 10 012.58 | 1676749372 |
2024.11.06 08:00:00 | 20 | AUDCAD# | buy | in | 0.01 | 0.91144 | 20 | 0.00 | 0.00 | 0.00 | 10 012.58 | 1676749372 |
2024.11.06 21:00:00 | 21 | AUDCAD# | sell | out | 0.01 | 0.91806 | 21 | 0.00 | 0.00 | 6.62 | 10 019.20 | 1676749372 |
2024.11.07 19:00:00 | 22 | AUDCAD# | sell | in | 0.01 | 0.92437 | 22 | 0.00 | 0.00 | 0.00 | 10 019.20 | 1676749372 |
2024.11.08 15:00:00 | 23 | AUDCAD# | buy | out | 0.01 | 0.92163 | 23 | 0.00 | 0.00 | 2.74 | 10 021.94 | 1676749372 |
2024.11.08 21:00:00 | 24 | AUDCAD# | buy | in | 0.01 | 0.91503 | 24 | 0.00 | 0.00 | 0.00 | 10 021.94 | 1676749372 |
2024.11.15 04:00:00 | 25 | AUDCAD# | sell | out | 0.01 | 0.90765 | 25 | 0.00 | 0.00 | -7.38 | 10 014.56 | 1676749372 |
2024.11.18 04:00:00 | 26 | AUDCAD# | sell | in | 0.01 | 0.91074 | 26 | 0.00 | 0.00 | 0.00 | 10 014.56 | 1676749372 |
2024.11.19 12:00:00 | 27 | AUDCAD# | buy | out | 0.01 | 0.91045 | 27 | 0.00 | 0.00 | 0.29 | 10 014.85 | 1676749372 |
2024.11.20 18:00:00 | 28 | AUDCAD# | buy | in | 0.01 | 0.90911 | 28 | 0.00 | 0.00 | 0.00 | 10 014.85 | 1676749372 |
2024.11.21 15:00:00 | 29 | AUDCAD# | sell | out | 0.01 | 0.91071 | 29 | 0.00 | 0.00 | 1.60 | 10 016.45 | 1676749372 |
2024.11.22 09:00:00 | 30 | AUDCAD# | buy | in | 0.01 | 0.90796 | 30 | 0.00 | 0.00 | 0.00 | 10 016.45 | 1676749372 |
2024.11.22 14:00:00 | 31 | AUDCAD# | sell | out | 0.01 | 0.90991 | 31 | 0.00 | 0.00 | 1.95 | 10 018.40 | 1676749372 |
2024.11.25 01:00:00 | 32 | AUDCAD# | sell | in | 0.01 | 0.91103 | 32 | 0.00 | 0.00 | 0.00 | 10 018.40 | 1676749372 |
2024.11.25 11:00:00 | 33 | AUDCAD# | buy | out | 0.01 | 0.90835 | 33 | 0.00 | 0.00 | 2.68 | 10 021.08 | 1676749372 |
2024.11.26 08:00:00 | 34 | AUDCAD# | sell | in | 0.01 | 0.91530 | 34 | 0.00 | 0.00 | 0.00 | 10 021.08 | 1676749372 |
2024.11.26 18:00:00 | 35 | AUDCAD# | buy | out | 0.01 | 0.90912 | 35 | 0.00 | 0.00 | 6.18 | 10 027.26 | 1676749372 |
2024.11.29 18:00:00 | 36 | AUDCAD# | sell | in | 0.01 | 0.91213 | 36 | 0.00 | 0.00 | 0.00 | 10 027.26 | 1676749372 |
2024.12.02 01:00:00 | 37 | AUDCAD# | buy | out | 0.01 | 0.91108 | 37 | 0.00 | 0.00 | 1.05 | 10 028.31 | 1676749372 |
2024.12.02 19:00:00 | 38 | AUDCAD# | buy | in | 0.01 | 0.90861 | 38 | 0.00 | 0.00 | 0.00 | 10 028.31 | 1676749372 |
2024.12.03 11:00:00 | 39 | AUDCAD# | sell | out | 0.01 | 0.91107 | 39 | 0.00 | 0.00 | 2.46 | 10 030.77 | 1676749372 |
2024.12.04 07:00:00 | 40 | AUDCAD# | buy | in | 0.01 | 0.90542 | 40 | 0.00 | 0.00 | 0.00 | 10 030.77 | 1676749372 |
2024.12.05 13:00:00 | 41 | AUDCAD# | sell | out | 0.01 | 0.90478 | 41 | 0.00 | 0.00 | -0.64 | 10 030.13 | 1676749372 |
2024.12.06 05:00:00 | 42 | AUDCAD# | buy | in | 0.01 | 0.90268 | 42 | 0.00 | 0.00 | 0.00 | 10 030.13 | 1676749372 |
2024.12.06 16:00:00 | 43 | AUDCAD# | sell | out | 0.01 | 0.90653 | 43 | 0.00 | 0.00 | 3.85 | 10 033.98 | 1676749372 |
2024.12.09 14:00:00 | 44 | AUDCAD# | sell | in | 0.01 | 0.91032 | 44 | 0.00 | 0.00 | 0.00 | 10 033.98 | 1676749372 |
2024.12.10 06:00:00 | 45 | AUDCAD# | buy | out | 0.01 | 0.90680 | 45 | 0.00 | 0.00 | 3.52 | 10 037.50 | 1676749372 |
2024.12.12 05:00:00 | 46 | AUDCAD# | sell | in | 0.01 | 0.90620 | 46 | 0.00 | 0.00 | 0.00 | 10 037.50 | 1676749372 |
2024.12.13 12:00:00 | 47 | AUDCAD# | buy | out | 0.01 | 0.90557 | 47 | 0.00 | 0.00 | 0.63 | 10 038.13 | 1676749372 |
2024.12.16 01:00:00 | 48 | AUDCAD# | buy | in | 0.01 | 0.90515 | 48 | 0.00 | 0.00 | 0.00 | 10 038.13 | 1676749372 |
2024.12.16 06:00:00 | 49 | AUDCAD# | sell | out | 0.01 | 0.90662 | 49 | 0.00 | 0.00 | 1.47 | 10 039.60 | 1676749372 |
2024.12.18 08:00:00 | 50 | AUDCAD# | buy | in | 0.01 | 0.90452 | 50 | 0.00 | 0.00 | 0.00 | 10 039.60 | 1676749372 |
2024.12.20 19:00:00 | 51 | AUDCAD# | sell | out | 0.01 | 0.89910 | 51 | 0.00 | 0.00 | -5.42 | 10 034.18 | 1676749372 |
2024.12.30 07:00:00 | 52 | AUDCAD# | sell | in | 0.01 | 0.89829 | 52 | 0.00 | 0.00 | 0.00 | 10 034.18 | 1676749372 |
2024.12.30 18:00:00 | 53 | AUDCAD# | buy | out | 0.01 | 0.89439 | 53 | 0.00 | 0.00 | 3.90 | 10 038.08 | 1676749372 |
2025.01.02 13:00:00 | 54 | AUDCAD# | sell | in | 0.01 | 0.89543 | 54 | 0.00 | 0.00 | 0.00 | 10 038.08 | 1676749372 |
2025.01.03 23:57:59 | 55 | AUDCAD# | buy | out | 0.01 | 0.89857 | 55 | 0.00 | 0.00 | -3.14 | 10 034.94 | end of test |
0.00 | 0.00 | 34.94 | 10 034.94 | |||||||||