Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 1732101701_USDJPY#_15 | |||||||||||
| Symbol: | USDJPY# | |||||||||||
| Period: | M15 (2024.11.27 - 2025.01.11) | |||||||||||
| Inputs: | Entry_Amount=0.01 | |||||||||||
| Stop_Loss= | ||||||||||||
| Take_Profit= | ||||||||||||
| Magic_Number=1732101701 | ||||||||||||
| 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: | 2882 | Ticks: | 3744598 | Symbols: | 1 | |||||||
| Total Net Profit: | 52.44 | Balance Drawdown Absolute: | 23.05 | Equity Drawdown Absolute: | 24.53 | |||||||
| Gross Profit: | 76.86 | Balance Drawdown Maximal: | 23.05 (0.23%) | Equity Drawdown Maximal: | 29.87 (0.30%) | |||||||
| Gross Loss: | -24.42 | Balance Drawdown Relative: | 0.23% (23.05) | Equity Drawdown Relative: | 0.30% (29.87) | |||||||
| Profit Factor: | 3.15 | Expected Payoff: | 10.49 | Margin Level: | 997.55% | |||||||
| Recovery Factor: | 1.76 | Sharpe Ratio: | 0.20 | Z-Score: | 0.11 (8.76%) | |||||||
| AHPR: | 1.0011 (0.11%) | LR Correlation: | 0.85 | OnTester result: | 0 | |||||||
| GHPR: | 1.0010 (0.10%) | LR Standard Error: | 24.38 | |||||||||
| Total Trades: | 5 | Short Trades (won %): | 1 (0.00%) | Long Trades (won %): | 4 (50.00%) | |||||||
| Total Deals: | 10 | Profit Trades (% of total): | 2 (40.00%) | Loss Trades (% of total): | 3 (60.00%) | |||||||
| Largest profit trade: | 73.61 | Largest loss trade: | -13.64 | |||||||||
| Average profit trade: | 38.43 | Average loss trade: | -8.14 | |||||||||
| Maximum consecutive wins ($): | 2 (76.86) | Maximum consecutive losses ($): | 2 (-23.05) | |||||||||
| Maximal consecutive profit (count): | 76.86 (2) | Maximal consecutive loss (count): | -23.05 (2) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
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| Correlation (Profits,MFE): | 0.99 | Correlation (Profits,MAE): | 0.60 | Correlation (MFE,MAE): | 0.5138 | |||||||
 | ||||||||||||
| Minimal position holding time: | 6:42:59 | Maximal position holding time: | 487:30:00 | Average position holding time: | 135:38:35 | |||||||
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Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.11.29 15:15:00 | 2 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.29 15:15:00 | filled | 1732101701 | ||||
| 2024.12.03 16:00:00 | 3 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.03 16:00:00 | filled | 1732101701 | ||||
| 2024.12.04 23:15:00 | 4 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.04 23:15:00 | filled | 1732101701 | ||||
| 2024.12.06 16:00:00 | 5 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.06 16:00:00 | filled | 1732101701 | ||||
| 2024.12.09 06:00:00 | 6 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.09 06:00:00 | filled | 1732101701 | ||||
| 2025.01.06 13:30:00 | 7 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.06 13:30:00 | filled | 1732101701 | ||||
| 2025.01.06 18:15:00 | 8 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.06 18:15:00 | filled | 1732101701 | ||||
| 2025.01.10 16:45:00 | 9 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.10 16:45:00 | filled | 1732101701 | ||||
| 2025.01.10 17:15:00 | 10 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.10 17:15:00 | filled | 1732101701 | ||||
| 2025.01.10 23:57:59 | 11 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.10 23:57:59 | filled | end of test | ||||
Deals | ||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2024.11.27 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2024.11.29 15:15:00 | 2 | USDJPY# | buy | in | 0.01 | 150.209 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1732101701 |
| 2024.12.03 16:00:00 | 3 | USDJPY# | sell | out | 0.01 | 148.845 | 3 | 0.00 | 0.00 | -13.64 | 9 986.36 | 1732101701 |
| 2024.12.04 23:15:00 | 4 | USDJPY# | buy | in | 0.01 | 150.599 | 4 | 0.00 | 0.00 | 0.00 | 9 986.36 | 1732101701 |
| 2024.12.06 16:00:00 | 5 | USDJPY# | sell | out | 0.01 | 149.658 | 5 | 0.00 | 0.00 | -9.41 | 9 976.95 | 1732101701 |
| 2024.12.09 06:00:00 | 6 | USDJPY# | buy | in | 0.01 | 149.981 | 6 | 0.00 | 0.00 | 0.00 | 9 976.95 | 1732101701 |
| 2025.01.06 13:30:00 | 7 | USDJPY# | sell | out | 0.01 | 157.342 | 7 | 0.00 | 0.00 | 73.61 | 10 050.56 | 1732101701 |
| 2025.01.06 18:15:00 | 8 | USDJPY# | buy | in | 0.01 | 157.487 | 8 | 0.00 | 0.00 | 0.00 | 10 050.56 | 1732101701 |
| 2025.01.10 16:45:00 | 9 | USDJPY# | sell | out | 0.01 | 157.812 | 9 | 0.00 | 0.00 | 3.25 | 10 053.81 | 1732101701 |
| 2025.01.10 17:15:00 | 10 | USDJPY# | sell | in | 0.01 | 157.653 | 10 | 0.00 | 0.00 | 0.00 | 10 053.81 | 1732101701 |
| 2025.01.10 23:57:59 | 11 | USDJPY# | buy | out | 0.01 | 157.790 | 11 | 0.00 | 0.00 | -1.37 | 10 052.44 | end of test |
| 0.00 | 0.00 | 52.44 | 10 052.44 | |||||||||