Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1744056336_USDJPY#_15 | |||||||||||
Symbol: | USDJPY# | |||||||||||
Period: | M15 (2024.11.26 - 2025.01.10) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=1744056336 | ||||||||||||
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: | 3759851 | Symbols: | 1 | |||||||
Total Net Profit: | 35.78 | Balance Drawdown Absolute: | 24.77 | Equity Drawdown Absolute: | 33.45 | |||||||
Gross Profit: | 68.10 | Balance Drawdown Maximal: | 25.78 (0.26%) | Equity Drawdown Maximal: | 38.79 (0.39%) | |||||||
Gross Loss: | -32.32 | Balance Drawdown Relative: | 0.26% (25.78) | Equity Drawdown Relative: | 0.39% (38.79) | |||||||
Profit Factor: | 2.11 | Expected Payoff: | 2.10 | Margin Level: | 996.65% | |||||||
Recovery Factor: | 0.92 | Sharpe Ratio: | 2.77 | Z-Score: | 0.41 (31.82%) | |||||||
AHPR: | 1.0002 (0.02%) | LR Correlation: | 0.82 | OnTester result: | 0 | |||||||
GHPR: | 1.0002 (0.02%) | LR Standard Error: | 13.23 | |||||||||
Total Trades: | 17 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 17 (64.71%) | |||||||
Total Deals: | 34 | Profit Trades (% of total): | 11 (64.71%) | Loss Trades (% of total): | 6 (35.29%) | |||||||
Largest profit trade: | 29.35 | Largest loss trade: | -21.21 | |||||||||
Average profit trade: | 6.19 | Average loss trade: | -5.39 | |||||||||
Maximum consecutive wins ($): | 5 (25.83) | Maximum consecutive losses ($): | 3 (-25.78) | |||||||||
Maximal consecutive profit (count): | 29.35 (1) | Maximal consecutive loss (count): | -25.78 (3) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.80 | Correlation (Profits,MAE): | 0.73 | Correlation (MFE,MAE): | 0.2335 | |||||||
Minimal position holding time: | 1:30:00 | Maximal position holding time: | 54:00:00 | Average position holding time: | 16:16:45 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.26 01:15:00 | 2 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.26 01:15:00 | filled | 1744056336 | ||||
2024.11.26 02:45:00 | 3 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.26 02:45:00 | filled | 1744056336 | ||||
2024.11.26 05:15:00 | 4 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.26 05:15:00 | filled | 1744056336 | ||||
2024.11.28 03:00:00 | 5 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.28 03:00:00 | filled | 1744056336 | ||||
2024.11.29 04:45:00 | 6 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.29 04:45:00 | filled | 1744056336 | ||||
2024.11.29 16:00:00 | 7 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.29 16:00:00 | filled | 1744056336 | ||||
2024.12.02 09:15:00 | 8 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.02 09:15:00 | filled | 1744056336 | ||||
2024.12.03 04:30:00 | 9 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.03 04:30:00 | filled | 1744056336 | ||||
2024.12.03 17:15:00 | 10 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.03 17:15:00 | filled | 1744056336 | ||||
2024.12.04 01:30:00 | 11 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.04 01:30:00 | filled | 1744056336 | ||||
2024.12.04 17:45:00 | 12 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.04 17:45:00 | filled | 1744056336 | ||||
2024.12.05 04:15:00 | 13 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.05 04:15:00 | filled | 1744056336 | ||||
2024.12.05 07:45:00 | 14 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.05 07:45:00 | filled | 1744056336 | ||||
2024.12.05 15:15:00 | 15 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.05 15:15:00 | filled | 1744056336 | ||||
2024.12.05 18:30:00 | 16 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.05 18:30:00 | filled | 1744056336 | ||||
2024.12.06 11:15:00 | 17 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.06 11:15:00 | filled | 1744056336 | ||||
2024.12.06 17:15:00 | 18 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.06 17:15:00 | filled | 1744056336 | ||||
2024.12.09 04:30:00 | 19 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.09 04:30:00 | filled | 1744056336 | ||||
2024.12.11 05:00:00 | 20 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.11 05:00:00 | filled | 1744056336 | ||||
2024.12.11 12:00:00 | 21 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.11 12:00:00 | filled | 1744056336 | ||||
2024.12.11 17:00:00 | 22 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.11 17:00:00 | filled | 1744056336 | ||||
2024.12.12 10:00:00 | 23 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.12 10:00:00 | filled | 1744056336 | ||||
2024.12.17 04:45:00 | 24 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.17 04:45:00 | filled | 1744056336 | ||||
2024.12.18 03:30:00 | 25 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.18 03:30:00 | filled | 1744056336 | ||||
2024.12.18 21:00:00 | 26 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.18 21:00:00 | filled | 1744056336 | ||||
2024.12.23 03:00:00 | 27 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.23 03:00:00 | filled | 1744056336 | ||||
2024.12.30 17:45:00 | 28 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.30 17:45:00 | filled | 1744056336 | ||||
2024.12.31 14:30:00 | 29 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.31 14:30:00 | filled | 1744056336 | ||||
2025.01.02 10:15:00 | 30 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.02 10:15:00 | filled | 1744056336 | ||||
2025.01.02 16:00:00 | 31 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.02 16:00:00 | filled | 1744056336 | ||||
2025.01.07 07:45:00 | 32 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.07 07:45:00 | filled | 1744056336 | ||||
2025.01.07 18:00:00 | 33 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.07 18:00:00 | filled | 1744056336 | ||||
2025.01.09 14:15:00 | 34 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.09 14:15:00 | filled | 1744056336 | ||||
2025.01.09 21:30:00 | 35 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.09 21:30:00 | filled | 1744056336 | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.26 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.26 01:15:00 | 2 | USDJPY# | buy | in | 0.01 | 153.950 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1744056336 |
2024.11.26 02:45:00 | 3 | USDJPY# | sell | out | 0.01 | 154.051 | 3 | 0.00 | 0.00 | 1.01 | 10 001.01 | 1744056336 |
2024.11.26 05:15:00 | 4 | USDJPY# | buy | in | 0.01 | 153.802 | 4 | 0.00 | 0.00 | 0.00 | 10 001.01 | 1744056336 |
2024.11.28 03:00:00 | 5 | USDJPY# | sell | out | 0.01 | 151.681 | 5 | 0.00 | 0.00 | -21.21 | 9 979.80 | 1744056336 |
2024.11.29 04:45:00 | 6 | USDJPY# | buy | in | 0.01 | 150.103 | 6 | 0.00 | 0.00 | 0.00 | 9 979.80 | 1744056336 |
2024.11.29 16:00:00 | 7 | USDJPY# | sell | out | 0.01 | 149.962 | 7 | 0.00 | 0.00 | -1.41 | 9 978.39 | 1744056336 |
2024.12.02 09:15:00 | 8 | USDJPY# | buy | in | 0.01 | 150.258 | 8 | 0.00 | 0.00 | 0.00 | 9 978.39 | 1744056336 |
2024.12.03 04:30:00 | 9 | USDJPY# | sell | out | 0.01 | 149.942 | 9 | 0.00 | 0.00 | -3.16 | 9 975.23 | 1744056336 |
2024.12.03 17:15:00 | 10 | USDJPY# | buy | in | 0.01 | 149.047 | 10 | 0.00 | 0.00 | 0.00 | 9 975.23 | 1744056336 |
2024.12.04 01:30:00 | 11 | USDJPY# | sell | out | 0.01 | 149.672 | 11 | 0.00 | 0.00 | 6.25 | 9 981.48 | 1744056336 |
2024.12.04 17:45:00 | 12 | USDJPY# | buy | in | 0.01 | 150.507 | 12 | 0.00 | 0.00 | 0.00 | 9 981.48 | 1744056336 |
2024.12.05 04:15:00 | 13 | USDJPY# | sell | out | 0.01 | 150.388 | 13 | 0.00 | 0.00 | -1.19 | 9 980.29 | 1744056336 |
2024.12.05 07:45:00 | 14 | USDJPY# | buy | in | 0.01 | 149.903 | 14 | 0.00 | 0.00 | 0.00 | 9 980.29 | 1744056336 |
2024.12.05 15:15:00 | 15 | USDJPY# | sell | out | 0.01 | 150.401 | 15 | 0.00 | 0.00 | 4.98 | 9 985.27 | 1744056336 |
2024.12.05 18:30:00 | 16 | USDJPY# | buy | in | 0.01 | 150.153 | 16 | 0.00 | 0.00 | 0.00 | 9 985.27 | 1744056336 |
2024.12.06 11:15:00 | 17 | USDJPY# | sell | out | 0.01 | 150.453 | 17 | 0.00 | 0.00 | 3.00 | 9 988.27 | 1744056336 |
2024.12.06 17:15:00 | 18 | USDJPY# | buy | in | 0.01 | 149.825 | 18 | 0.00 | 0.00 | 0.00 | 9 988.27 | 1744056336 |
2024.12.09 04:30:00 | 19 | USDJPY# | sell | out | 0.01 | 149.956 | 19 | 0.00 | 0.00 | 1.31 | 9 989.58 | 1744056336 |
2024.12.11 05:00:00 | 20 | USDJPY# | buy | in | 0.01 | 151.446 | 20 | 0.00 | 0.00 | 0.00 | 9 989.58 | 1744056336 |
2024.12.11 12:00:00 | 21 | USDJPY# | sell | out | 0.01 | 152.675 | 21 | 0.00 | 0.00 | 12.29 | 10 001.87 | 1744056336 |
2024.12.11 17:00:00 | 22 | USDJPY# | buy | in | 0.01 | 152.138 | 22 | 0.00 | 0.00 | 0.00 | 10 001.87 | 1744056336 |
2024.12.12 10:00:00 | 23 | USDJPY# | sell | out | 0.01 | 152.563 | 23 | 0.00 | 0.00 | 4.25 | 10 006.12 | 1744056336 |
2024.12.17 04:45:00 | 24 | USDJPY# | buy | in | 0.01 | 153.893 | 24 | 0.00 | 0.00 | 0.00 | 10 006.12 | 1744056336 |
2024.12.18 03:30:00 | 25 | USDJPY# | sell | out | 0.01 | 153.723 | 25 | 0.00 | 0.00 | -1.70 | 10 004.42 | 1744056336 |
2024.12.18 21:00:00 | 26 | USDJPY# | buy | in | 0.01 | 153.666 | 26 | 0.00 | 0.00 | 0.00 | 10 004.42 | 1744056336 |
2024.12.23 03:00:00 | 27 | USDJPY# | sell | out | 0.01 | 156.601 | 27 | 0.00 | 0.00 | 29.35 | 10 033.77 | 1744056336 |
2024.12.30 17:45:00 | 28 | USDJPY# | buy | in | 0.01 | 157.139 | 28 | 0.00 | 0.00 | 0.00 | 10 033.77 | 1744056336 |
2024.12.31 14:30:00 | 29 | USDJPY# | sell | out | 0.01 | 156.774 | 29 | 0.00 | 0.00 | -3.65 | 10 030.12 | 1744056336 |
2025.01.02 10:15:00 | 30 | USDJPY# | buy | in | 0.01 | 156.696 | 30 | 0.00 | 0.00 | 0.00 | 10 030.12 | 1744056336 |
2025.01.02 16:00:00 | 31 | USDJPY# | sell | out | 0.01 | 156.819 | 31 | 0.00 | 0.00 | 1.23 | 10 031.35 | 1744056336 |
2025.01.07 07:45:00 | 32 | USDJPY# | buy | in | 0.01 | 157.814 | 32 | 0.00 | 0.00 | 0.00 | 10 031.35 | 1744056336 |
2025.01.07 18:00:00 | 33 | USDJPY# | sell | out | 0.01 | 157.935 | 33 | 0.00 | 0.00 | 1.21 | 10 032.56 | 1744056336 |
2025.01.09 14:15:00 | 34 | USDJPY# | buy | in | 0.01 | 157.763 | 34 | 0.00 | 0.00 | 0.00 | 10 032.56 | 1744056336 |
2025.01.09 21:30:00 | 35 | USDJPY# | sell | out | 0.01 | 158.085 | 35 | 0.00 | 0.00 | 3.22 | 10 035.78 | 1744056336 |
0.00 | 0.00 | 35.78 | 10 035.78 | |||||||||