Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1827207460_USDJPY#_15 | |||||||||||
Symbol: | USDJPY# | |||||||||||
Period: | M15 (2024.11.28 - 2025.01.12) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=1827207460 | ||||||||||||
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: | 3583154 | Symbols: | 1 | |||||||
Total Net Profit: | 76.33 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 0.54 | |||||||
Gross Profit: | 88.22 | Balance Drawdown Maximal: | 11.89 (0.12%) | Equity Drawdown Maximal: | 24.94 (0.25%) | |||||||
Gross Loss: | -11.89 | Balance Drawdown Relative: | 0.12% (11.89) | Equity Drawdown Relative: | 0.25% (24.94) | |||||||
Profit Factor: | 7.42 | Expected Payoff: | 4.77 | Margin Level: | 999.95% | |||||||
Recovery Factor: | 3.06 | Sharpe Ratio: | 4.69 | Z-Score: | -3.01 (99.74%) | |||||||
AHPR: | 1.0005 (0.05%) | LR Correlation: | 0.96 | OnTester result: | 0 | |||||||
GHPR: | 1.0005 (0.05%) | LR Standard Error: | 7.48 | |||||||||
Total Trades: | 16 | Short Trades (won %): | 5 (80.00%) | Long Trades (won %): | 11 (81.82%) | |||||||
Total Deals: | 32 | Profit Trades (% of total): | 13 (81.25%) | Loss Trades (% of total): | 3 (18.75%) | |||||||
Largest profit trade: | 10.64 | Largest loss trade: | -8.40 | |||||||||
Average profit trade: | 6.79 | Average loss trade: | -3.96 | |||||||||
Maximum consecutive wins ($): | 13 (88.22) | Maximum consecutive losses ($): | 3 (-11.89) | |||||||||
Maximal consecutive profit (count): | 88.22 (13) | Maximal consecutive loss (count): | -11.89 (3) | |||||||||
Average consecutive wins: | 13 | Average consecutive losses: | 3 | |||||||||
Correlation (Profits,MFE): | 0.65 | Correlation (Profits,MAE): | 0.77 | Correlation (MFE,MAE): | 0.4730 | |||||||
Minimal position holding time: | 1:00:00 | Maximal position holding time: | 78:57:59 | Average position holding time: | 26:42:03 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.28 16:45:00 | 2 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.28 16:45:00 | filled | 1827207460 | ||||
2024.11.29 02:45:00 | 3 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.29 02:45:00 | filled | 1827207460 | ||||
2024.11.29 17:15:00 | 4 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.29 17:15:00 | filled | 1827207460 | ||||
2024.11.29 20:45:00 | 5 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.29 20:45:00 | filled | 1827207460 | ||||
2024.12.02 02:30:00 | 6 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.02 02:30:00 | filled | 1827207460 | ||||
2024.12.02 03:30:00 | 7 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.02 03:30:00 | filled | 1827207460 | ||||
2024.12.03 11:30:00 | 8 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.03 11:30:00 | filled | 1827207460 | ||||
2024.12.03 16:00:00 | 9 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.03 16:00:00 | filled | 1827207460 | ||||
2024.12.05 05:45:00 | 10 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.05 05:45:00 | filled | 1827207460 | ||||
2024.12.05 08:30:00 | 11 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.05 08:30:00 | filled | 1827207460 | ||||
2024.12.05 11:45:00 | 12 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.05 11:45:00 | filled | 1827207460 | ||||
2024.12.06 11:30:00 | 13 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.06 11:30:00 | filled | 1827207460 | ||||
2024.12.06 18:00:00 | 14 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.06 18:00:00 | filled | 1827207460 | ||||
2024.12.09 11:00:00 | 15 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.09 11:00:00 | filled | 1827207460 | ||||
2024.12.10 07:45:00 | 16 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.10 07:45:00 | filled | 1827207460 | ||||
2024.12.10 18:45:00 | 17 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.10 18:45:00 | filled | 1827207460 | ||||
2024.12.11 20:15:00 | 18 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.11 20:15:00 | filled | 1827207460 | ||||
2024.12.13 12:30:00 | 19 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.13 12:30:00 | filled | 1827207460 | ||||
2024.12.16 03:15:00 | 20 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.16 03:15:00 | filled | 1827207460 | ||||
2024.12.16 17:30:00 | 21 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.16 17:30:00 | filled | 1827207460 | ||||
2024.12.17 01:30:00 | 22 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.17 01:30:00 | filled | 1827207460 | ||||
2024.12.18 22:00:00 | 23 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.18 22:00:00 | filled | 1827207460 | ||||
2024.12.23 01:15:00 | 24 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.23 01:15:00 | filled | 1827207460 | ||||
2024.12.23 15:30:00 | 25 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.23 15:30:00 | filled | 1827207460 | ||||
2024.12.24 01:30:00 | 26 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.24 01:30:00 | filled | 1827207460 | ||||
2024.12.26 18:45:00 | 27 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.26 18:45:00 | filled | 1827207460 | ||||
2024.12.27 17:45:00 | 28 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.27 17:45:00 | filled | 1827207460 | ||||
2024.12.31 13:00:00 | 29 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.31 13:00:00 | filled | 1827207460 | ||||
2025.01.02 09:30:00 | 30 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.02 09:30:00 | filled | 1827207460 | ||||
2025.01.06 14:30:00 | 31 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.06 14:30:00 | filled | 1827207460 | ||||
2025.01.07 17:00:00 | 32 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.07 17:00:00 | filled | 1827207460 | ||||
2025.01.10 23:57:59 | 33 | USDJPY# | sell | 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 |
2024.11.28 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.28 16:45:00 | 2 | USDJPY# | sell | in | 0.01 | 151.550 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1827207460 |
2024.11.29 02:45:00 | 3 | USDJPY# | buy | out | 0.01 | 150.638 | 3 | 0.00 | 0.00 | 9.12 | 10 009.12 | 1827207460 |
2024.11.29 17:15:00 | 4 | USDJPY# | sell | in | 0.01 | 150.093 | 4 | 0.00 | 0.00 | 0.00 | 10 009.12 | 1827207460 |
2024.11.29 20:45:00 | 5 | USDJPY# | buy | out | 0.01 | 149.672 | 5 | 0.00 | 0.00 | 4.21 | 10 013.33 | 1827207460 |
2024.12.02 02:30:00 | 6 | USDJPY# | buy | in | 0.01 | 150.038 | 6 | 0.00 | 0.00 | 0.00 | 10 013.33 | 1827207460 |
2024.12.02 03:30:00 | 7 | USDJPY# | sell | out | 0.01 | 150.383 | 7 | 0.00 | 0.00 | 3.45 | 10 016.78 | 1827207460 |
2024.12.03 11:30:00 | 8 | USDJPY# | sell | in | 0.01 | 149.918 | 8 | 0.00 | 0.00 | 0.00 | 10 016.78 | 1827207460 |
2024.12.03 16:00:00 | 9 | USDJPY# | buy | out | 0.01 | 148.854 | 9 | 0.00 | 0.00 | 10.64 | 10 027.42 | 1827207460 |
2024.12.05 05:45:00 | 10 | USDJPY# | sell | in | 0.01 | 150.306 | 10 | 0.00 | 0.00 | 0.00 | 10 027.42 | 1827207460 |
2024.12.05 08:30:00 | 11 | USDJPY# | buy | out | 0.01 | 149.821 | 11 | 0.00 | 0.00 | 4.85 | 10 032.27 | 1827207460 |
2024.12.05 11:45:00 | 12 | USDJPY# | buy | in | 0.01 | 150.156 | 12 | 0.00 | 0.00 | 0.00 | 10 032.27 | 1827207460 |
2024.12.06 11:30:00 | 13 | USDJPY# | sell | out | 0.01 | 150.538 | 13 | 0.00 | 0.00 | 3.82 | 10 036.09 | 1827207460 |
2024.12.06 18:00:00 | 14 | USDJPY# | buy | in | 0.01 | 149.874 | 14 | 0.00 | 0.00 | 0.00 | 10 036.09 | 1827207460 |
2024.12.09 11:00:00 | 15 | USDJPY# | sell | out | 0.01 | 150.411 | 15 | 0.00 | 0.00 | 5.37 | 10 041.46 | 1827207460 |
2024.12.10 07:45:00 | 16 | USDJPY# | buy | in | 0.01 | 151.156 | 16 | 0.00 | 0.00 | 0.00 | 10 041.46 | 1827207460 |
2024.12.10 18:45:00 | 17 | USDJPY# | sell | out | 0.01 | 152.072 | 17 | 0.00 | 0.00 | 9.16 | 10 050.62 | 1827207460 |
2024.12.11 20:15:00 | 18 | USDJPY# | buy | in | 0.01 | 152.415 | 18 | 0.00 | 0.00 | 0.00 | 10 050.62 | 1827207460 |
2024.12.13 12:30:00 | 19 | USDJPY# | sell | out | 0.01 | 153.435 | 19 | 0.00 | 0.00 | 10.20 | 10 060.82 | 1827207460 |
2024.12.16 03:15:00 | 20 | USDJPY# | buy | in | 0.01 | 153.707 | 20 | 0.00 | 0.00 | 0.00 | 10 060.82 | 1827207460 |
2024.12.16 17:30:00 | 21 | USDJPY# | sell | out | 0.01 | 154.465 | 21 | 0.00 | 0.00 | 7.58 | 10 068.40 | 1827207460 |
2024.12.17 01:30:00 | 22 | USDJPY# | buy | in | 0.01 | 154.193 | 22 | 0.00 | 0.00 | 0.00 | 10 068.40 | 1827207460 |
2024.12.18 22:00:00 | 23 | USDJPY# | sell | out | 0.01 | 154.641 | 23 | 0.00 | 0.00 | 4.48 | 10 072.88 | 1827207460 |
2024.12.23 01:15:00 | 24 | USDJPY# | buy | in | 0.01 | 156.457 | 24 | 0.00 | 0.00 | 0.00 | 10 072.88 | 1827207460 |
2024.12.23 15:30:00 | 25 | USDJPY# | sell | out | 0.01 | 157.116 | 25 | 0.00 | 0.00 | 6.59 | 10 079.47 | 1827207460 |
2024.12.24 01:30:00 | 26 | USDJPY# | buy | in | 0.01 | 157.141 | 26 | 0.00 | 0.00 | 0.00 | 10 079.47 | 1827207460 |
2024.12.26 18:45:00 | 27 | USDJPY# | sell | out | 0.01 | 158.016 | 27 | 0.00 | 0.00 | 8.75 | 10 088.22 | 1827207460 |
2024.12.27 17:45:00 | 28 | USDJPY# | buy | in | 0.01 | 157.670 | 28 | 0.00 | 0.00 | 0.00 | 10 088.22 | 1827207460 |
2024.12.31 13:00:00 | 29 | USDJPY# | sell | out | 0.01 | 156.830 | 29 | 0.00 | 0.00 | -8.40 | 10 079.82 | 1827207460 |
2025.01.02 09:30:00 | 30 | USDJPY# | sell | in | 0.01 | 156.715 | 30 | 0.00 | 0.00 | 0.00 | 10 079.82 | 1827207460 |
2025.01.06 14:30:00 | 31 | USDJPY# | buy | out | 0.01 | 157.021 | 31 | 0.00 | 0.00 | -3.06 | 10 076.76 | 1827207460 |
2025.01.07 17:00:00 | 32 | USDJPY# | buy | in | 0.01 | 157.748 | 32 | 0.00 | 0.00 | 0.00 | 10 076.76 | 1827207460 |
2025.01.10 23:57:59 | 33 | USDJPY# | sell | out | 0.01 | 157.705 | 33 | 0.00 | 0.00 | -0.43 | 10 076.33 | end of test |
0.00 | 0.00 | 76.33 | 10 076.33 | |||||||||