Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1857971951_USDCHF#_30 | |||||||||||
Symbol: | USDCHF# | |||||||||||
Period: | M30 (2024.11.05 - 2025.01.11) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=1857971951 | ||||||||||||
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: | 2210 | Ticks: | 2836261 | Symbols: | 1 | |||||||
Total Net Profit: | 40.59 | Balance Drawdown Absolute: | 3.27 | Equity Drawdown Absolute: | 4.71 | |||||||
Gross Profit: | 52.01 | Balance Drawdown Maximal: | 4.86 (0.05%) | Equity Drawdown Maximal: | 13.71 (0.14%) | |||||||
Gross Loss: | -11.42 | Balance Drawdown Relative: | 0.05% (4.86) | Equity Drawdown Relative: | 0.14% (13.71) | |||||||
Profit Factor: | 4.55 | Expected Payoff: | 4.06 | Margin Level: | 999.53% | |||||||
Recovery Factor: | 2.96 | Sharpe Ratio: | 0.73 | Z-Score: | 1.06 (71.09%) | |||||||
AHPR: | 1.0004 (0.04%) | LR Correlation: | 0.96 | OnTester result: | 0 | |||||||
GHPR: | 1.0004 (0.04%) | LR Standard Error: | 5.25 | |||||||||
Total Trades: | 10 | Short Trades (won %): | 3 (33.33%) | Long Trades (won %): | 7 (85.71%) | |||||||
Total Deals: | 20 | Profit Trades (% of total): | 7 (70.00%) | Loss Trades (% of total): | 3 (30.00%) | |||||||
Largest profit trade: | 15.85 | Largest loss trade: | -4.86 | |||||||||
Average profit trade: | 7.43 | Average loss trade: | -3.81 | |||||||||
Maximum consecutive wins ($): | 4 (18.70) | Maximum consecutive losses ($): | 1 (-4.86) | |||||||||
Maximal consecutive profit (count): | 28.41 (2) | Maximal consecutive loss (count): | -4.86 (1) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.98 | Correlation (Profits,MAE): | 0.62 | Correlation (MFE,MAE): | 0.5208 | |||||||
Minimal position holding time: | 14:30:00 | Maximal position holding time: | 242:00:00 | Average position holding time: | 101:08:47 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.05 00:00:00 | 2 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.05 00:00:00 | filled | 1857971951 | ||||
2024.11.06 02:30:00 | 3 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.06 02:30:00 | filled | 1857971951 | ||||
2024.11.06 03:00:00 | 4 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.06 03:00:00 | filled | 1857971951 | ||||
2024.11.07 17:30:00 | 5 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.07 17:30:00 | filled | 1857971951 | ||||
2024.11.08 16:00:00 | 6 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.08 16:00:00 | filled | 1857971951 | ||||
2024.11.18 20:00:00 | 7 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.18 20:00:00 | filled | 1857971951 | ||||
2024.11.19 20:30:00 | 8 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.19 20:30:00 | filled | 1857971951 | ||||
2024.11.25 15:30:00 | 9 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.25 15:30:00 | filled | 1857971951 | ||||
2024.11.26 04:00:00 | 10 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.26 04:00:00 | filled | 1857971951 | ||||
2024.12.02 07:00:00 | 11 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.02 07:00:00 | filled | 1857971951 | ||||
2024.12.02 23:30:00 | 12 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.02 23:30:00 | filled | 1857971951 | ||||
2024.12.05 16:00:00 | 13 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.05 16:00:00 | filled | 1857971951 | ||||
2024.12.06 20:00:00 | 14 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.06 20:00:00 | filled | 1857971951 | ||||
2024.12.20 12:30:00 | 15 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.20 12:30:00 | filled | 1857971951 | ||||
2024.12.23 09:00:00 | 16 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.23 09:00:00 | filled | 1857971951 | ||||
2025.01.06 11:00:00 | 17 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.06 11:00:00 | filled | 1857971951 | ||||
2025.01.07 04:00:00 | 18 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.07 04:00:00 | filled | 1857971951 | ||||
2025.01.07 18:30:00 | 19 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2025.01.07 18:30:00 | filled | 1857971951 | ||||
2025.01.08 17:00:00 | 20 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2025.01.08 17:00:00 | filled | 1857971951 | ||||
2025.01.10 23:57:59 | 21 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.10 23:57:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.05 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.05 00:00:00 | 2 | USDCHF# | sell | in | 0.01 | 0.86313 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1857971951 |
2024.11.06 02:30:00 | 3 | USDCHF# | buy | out | 0.01 | 0.86640 | 3 | 0.00 | 0.00 | -3.27 | 9 996.73 | 1857971951 |
2024.11.06 03:00:00 | 4 | USDCHF# | buy | in | 0.01 | 0.86865 | 4 | 0.00 | 0.00 | 0.00 | 9 996.73 | 1857971951 |
2024.11.07 17:30:00 | 5 | USDCHF# | sell | out | 0.01 | 0.87162 | 5 | 0.00 | 0.00 | 2.97 | 9 999.70 | 1857971951 |
2024.11.08 16:00:00 | 6 | USDCHF# | buy | in | 0.01 | 0.87393 | 6 | 0.00 | 0.00 | 0.00 | 9 999.70 | 1857971951 |
2024.11.18 20:00:00 | 7 | USDCHF# | sell | out | 0.01 | 0.88413 | 7 | 0.00 | 0.00 | 10.20 | 10 009.90 | 1857971951 |
2024.11.19 20:30:00 | 8 | USDCHF# | buy | in | 0.01 | 0.88432 | 8 | 0.00 | 0.00 | 0.00 | 10 009.90 | 1857971951 |
2024.11.25 15:30:00 | 9 | USDCHF# | sell | out | 0.01 | 0.88698 | 9 | 0.00 | 0.00 | 2.66 | 10 012.56 | 1857971951 |
2024.11.26 04:00:00 | 10 | USDCHF# | sell | in | 0.01 | 0.88775 | 10 | 0.00 | 0.00 | 0.00 | 10 012.56 | 1857971951 |
2024.12.02 07:00:00 | 11 | USDCHF# | buy | out | 0.01 | 0.88488 | 11 | 0.00 | 0.00 | 2.87 | 10 015.43 | 1857971951 |
2024.12.02 23:30:00 | 12 | USDCHF# | buy | in | 0.01 | 0.88644 | 12 | 0.00 | 0.00 | 0.00 | 10 015.43 | 1857971951 |
2024.12.05 16:00:00 | 13 | USDCHF# | sell | out | 0.01 | 0.88158 | 13 | 0.00 | 0.00 | -4.86 | 10 010.57 | 1857971951 |
2024.12.06 20:00:00 | 14 | USDCHF# | buy | in | 0.01 | 0.87881 | 14 | 0.00 | 0.00 | 0.00 | 10 010.57 | 1857971951 |
2024.12.20 12:30:00 | 15 | USDCHF# | sell | out | 0.01 | 0.89466 | 15 | 0.00 | 0.00 | 15.85 | 10 026.42 | 1857971951 |
2024.12.23 09:00:00 | 16 | USDCHF# | buy | in | 0.01 | 0.89357 | 16 | 0.00 | 0.00 | 0.00 | 10 026.42 | 1857971951 |
2025.01.06 11:00:00 | 17 | USDCHF# | sell | out | 0.01 | 0.90613 | 17 | 0.00 | 0.00 | 12.56 | 10 038.98 | 1857971951 |
2025.01.07 04:00:00 | 18 | USDCHF# | sell | in | 0.01 | 0.90524 | 18 | 0.00 | 0.00 | 0.00 | 10 038.98 | 1857971951 |
2025.01.07 18:30:00 | 19 | USDCHF# | buy | out | 0.01 | 0.90853 | 19 | 0.00 | 0.00 | -3.29 | 10 035.69 | 1857971951 |
2025.01.08 17:00:00 | 20 | USDCHF# | buy | in | 0.01 | 0.91109 | 20 | 0.00 | 0.00 | 0.00 | 10 035.69 | 1857971951 |
2025.01.10 23:57:59 | 21 | USDCHF# | sell | out | 0.01 | 0.91599 | 21 | 0.00 | 0.00 | 4.90 | 10 040.59 | end of test |
0.00 | 0.00 | 40.59 | 10 040.59 | |||||||||