Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1877542201_JNJ_60 | |||||||||||
Symbol: | JNJ | |||||||||||
Period: | H1 (2024.10.25 - 2025.01.23) | |||||||||||
Inputs: | Entry_Amount=10 | |||||||||||
Stop_Loss=0 | ||||||||||||
Take_Profit=49 | ||||||||||||
Magic_Number=1877542201 | ||||||||||||
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: | 337 | Ticks: | 849204 | Symbols: | 1 | |||||||
Total Net Profit: | 9 550.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 140.00 | |||||||
Gross Profit: | 9 550.00 | Balance Drawdown Maximal: | 0.00 (0.00%) | Equity Drawdown Maximal: | 2 510.00 (19.78%) | |||||||
Gross Loss: | 0.00 | Balance Drawdown Relative: | 0.00% (0.00) | Equity Drawdown Relative: | 19.78% (2 510.00) | |||||||
Profit Factor: | 0.00 | Expected Payoff: | 477.50 | Margin Level: | 3046.41% | |||||||
Recovery Factor: | 3.80 | Sharpe Ratio: | 17.70 | Z-Score: | 0.00 (0.00%) | |||||||
AHPR: | 1.0341 (3.41%) | LR Correlation: | 1.00 | OnTester result: | 0 | |||||||
GHPR: | 1.0341 (3.41%) | LR Standard Error: | 98.53 | |||||||||
Total Trades: | 20 | Short Trades (won %): | 11 (100.00%) | Long Trades (won %): | 9 (100.00%) | |||||||
Total Deals: | 40 | Profit Trades (% of total): | 20 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
Largest profit trade: | 740.00 | Largest loss trade: | 0.00 | |||||||||
Average profit trade: | 477.50 | Average loss trade: | 0.00 | |||||||||
Maximum consecutive wins ($): | 20 (9 550.00) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
Maximal consecutive profit (count): | 9 550.00 (20) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
Average consecutive wins: | 20 | Average consecutive losses: | 0 | |||||||||
Correlation (Profits,MFE): | 0.93 | Correlation (Profits,MAE): | 0.27 | Correlation (MFE,MAE): | 0.1453 | |||||||
Minimal position holding time: | 0:02:24 | Maximal position holding time: | 41:30:15 | Average position holding time: | 10:06:22 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.10.28 21:00:00 | 2 | JNJ | sell | 10 / 10 | 161.83 | 161.35 | 2024.10.28 21:00:00 | filled | 1877542201 | |||
2024.10.28 22:55:41 | 3 | JNJ | buy | 10 / 10 | 161.35 | 2024.10.28 22:55:41 | filled | tp 161.35 | ||||
2024.10.30 20:00:00 | 4 | JNJ | buy | 10 / 10 | 160.31 | 160.79 | 2024.10.30 20:00:00 | filled | 1877542201 | |||
2024.10.30 20:26:59 | 5 | JNJ | sell | 10 / 10 | 160.79 | 2024.10.30 20:26:59 | filled | tp 160.79 | ||||
2024.10.31 23:00:00 | 6 | JNJ | buy | 10 / 10 | 159.84 | 160.33 | 2024.10.31 23:00:00 | filled | 1877542201 | |||
2024.11.01 16:30:00 | 7 | JNJ | sell | 10 / 10 | 160.33 | 2024.11.01 16:30:00 | filled | tp 160.33 | ||||
2024.11.01 17:00:00 | 8 | JNJ | sell | 10 / 10 | 160.45 | 159.97 | 2024.11.01 17:00:00 | filled | 1877542201 | |||
2024.11.01 22:51:00 | 9 | JNJ | buy | 10 / 10 | 159.97 | 2024.11.01 22:51:00 | filled | tp 159.97 | ||||
2024.11.05 22:00:00 | 10 | JNJ | buy | 10 / 10 | 157.60 | 158.08 | 2024.11.05 22:00:00 | filled | 1877542201 | |||
2024.11.05 22:46:28 | 11 | JNJ | sell | 10 / 10 | 158.08 | 2024.11.05 22:46:28 | filled | tp 158.08 | ||||
2024.11.05 23:00:00 | 12 | JNJ | sell | 10 / 10 | 158.38 | 157.90 | 2024.11.05 23:00:00 | filled | 1877542201 | |||
2024.11.06 17:52:15 | 13 | JNJ | buy | 10 / 10 | 157.90 | 2024.11.06 17:52:15 | filled | tp 157.90 | ||||
2024.11.11 17:00:00 | 14 | JNJ | sell | 10 / 10 | 157.22 | 156.76 | 2024.11.11 17:00:00 | filled | 1877542201 | |||
2024.11.11 17:10:41 | 15 | JNJ | buy | 10 / 10 | 156.76 | 2024.11.11 17:10:41 | filled | tp 156.76 | ||||
2024.11.11 18:00:00 | 16 | JNJ | buy | 10 / 10 | 155.59 | 156.06 | 2024.11.11 18:00:00 | filled | 1877542201 | |||
2024.11.11 20:02:00 | 17 | JNJ | sell | 10 / 10 | 156.06 | 2024.11.11 20:02:00 | filled | tp 156.06 | ||||
2024.11.19 17:00:00 | 18 | JNJ | buy | 10 / 10 | 152.20 | 152.65 | 2024.11.19 17:00:00 | filled | 1877542201 | |||
2024.11.19 17:02:24 | 19 | JNJ | sell | 10 / 10 | 152.65 | 2024.11.19 17:02:24 | filled | tp 152.65 | ||||
2024.11.19 23:00:00 | 20 | JNJ | sell | 10 / 10 | 152.97 | 152.49 | 2024.11.19 23:00:00 | filled | 1877542201 | |||
2024.11.20 16:34:25 | 21 | JNJ | buy | 10 / 10 | 152.49 | 2024.11.20 16:34:25 | filled | tp 152.49 | ||||
2024.11.20 17:00:00 | 22 | JNJ | buy | 10 / 10 | 152.58 | 153.05 | 2024.11.20 17:00:00 | filled | 1877542201 | |||
2024.11.20 22:36:29 | 23 | JNJ | sell | 10 / 10 | 153.05 | 2024.11.20 22:36:29 | filled | tp 153.05 | ||||
2024.11.22 20:00:00 | 24 | JNJ | sell | 10 / 10 | 155.04 | 154.56 | 2024.11.22 20:00:00 | filled | 1877542201 | |||
2024.11.22 21:16:35 | 25 | JNJ | buy | 10 / 10 | 154.56 | 2024.11.22 21:16:35 | filled | tp 154.56 | ||||
2024.11.22 23:00:00 | 26 | JNJ | sell | 10 / 10 | 155.21 | 154.74 | 2024.11.22 23:00:00 | filled | 1877542201 | |||
2024.11.26 16:30:15 | 27 | JNJ | buy | 10 / 10 | 154.74 | 2024.11.26 16:30:15 | filled | tp 154.74 | ||||
2024.12.05 23:00:00 | 28 | JNJ | sell | 10 / 10 | 149.48 | 148.99 | 2024.12.05 23:00:00 | filled | 1877542201 | |||
2024.12.06 18:03:16 | 29 | JNJ | buy | 10 / 10 | 148.99 | 2024.12.06 18:03:16 | filled | tp 148.99 | ||||
2024.12.10 21:00:00 | 30 | JNJ | sell | 10 / 10 | 149.00 | 148.52 | 2024.12.10 21:00:00 | filled | 1877542201 | |||
2024.12.11 16:30:00 | 31 | JNJ | buy | 10 / 10 | 148.52 | 2024.12.11 16:30:00 | filled | tp 148.52 | ||||
2024.12.12 17:00:00 | 32 | JNJ | sell | 10 / 10 | 146.93 | 146.46 | 2024.12.12 17:00:00 | filled | 1877542201 | |||
2024.12.12 18:42:04 | 33 | JNJ | buy | 10 / 10 | 146.46 | 2024.12.12 18:42:04 | filled | tp 146.46 | ||||
2024.12.12 19:00:00 | 34 | JNJ | buy | 10 / 10 | 146.37 | 146.86 | 2024.12.12 19:00:00 | filled | 1877542201 | |||
2024.12.13 22:39:40 | 35 | JNJ | sell | 10 / 10 | 146.86 | 2024.12.13 22:39:40 | filled | tp 146.86 | ||||
2024.12.19 21:00:00 | 36 | JNJ | sell | 10 / 10 | 144.58 | 144.11 | 2024.12.19 21:00:00 | filled | 1877542201 | |||
2024.12.19 21:19:38 | 37 | JNJ | buy | 10 / 10 | 144.11 | 2024.12.19 21:19:38 | filled | tp 144.11 | ||||
2024.12.19 22:00:00 | 38 | JNJ | buy | 10 / 10 | 144.03 | 144.49 | 2024.12.19 22:00:00 | filled | 1877542201 | |||
2024.12.20 17:32:27 | 39 | JNJ | sell | 10 / 10 | 144.49 | 2024.12.20 17:32:27 | filled | tp 144.49 | ||||
2024.12.23 17:00:00 | 40 | JNJ | buy | 10 / 10 | 143.64 | 144.12 | 2024.12.23 17:00:00 | filled | 1877542201 | |||
2024.12.23 17:45:16 | 41 | JNJ | sell | 10 / 10 | 144.12 | 2024.12.23 17:45:16 | filled | tp 144.12 | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.10.25 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.10.28 21:00:00 | 2 | JNJ | sell | in | 10 | 161.83 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1877542201 |
2024.10.28 22:55:41 | 3 | JNJ | buy | out | 10 | 161.36 | 3 | 0.00 | 0.00 | 470.00 | 10 470.00 | tp 161.35 |
2024.10.30 20:00:00 | 4 | JNJ | buy | in | 10 | 160.31 | 4 | 0.00 | 0.00 | 0.00 | 10 470.00 | 1877542201 |
2024.10.30 20:26:59 | 5 | JNJ | sell | out | 10 | 160.79 | 5 | 0.00 | 0.00 | 480.00 | 10 950.00 | tp 160.79 |
2024.10.31 23:00:00 | 6 | JNJ | buy | in | 10 | 159.84 | 6 | 0.00 | 0.00 | 0.00 | 10 950.00 | 1877542201 |
2024.11.01 16:30:00 | 7 | JNJ | sell | out | 10 | 160.58 | 7 | 0.00 | 0.00 | 740.00 | 11 690.00 | tp 160.33 |
2024.11.01 17:00:00 | 8 | JNJ | sell | in | 10 | 160.45 | 8 | 0.00 | 0.00 | 0.00 | 11 690.00 | 1877542201 |
2024.11.01 22:51:00 | 9 | JNJ | buy | out | 10 | 159.98 | 9 | 0.00 | 0.00 | 470.00 | 12 160.00 | tp 159.97 |
2024.11.05 22:00:00 | 10 | JNJ | buy | in | 10 | 157.60 | 10 | 0.00 | 0.00 | 0.00 | 12 160.00 | 1877542201 |
2024.11.05 22:46:28 | 11 | JNJ | sell | out | 10 | 158.09 | 11 | 0.00 | 0.00 | 490.00 | 12 650.00 | tp 158.08 |
2024.11.05 23:00:00 | 12 | JNJ | sell | in | 10 | 158.38 | 12 | 0.00 | 0.00 | 0.00 | 12 650.00 | 1877542201 |
2024.11.06 17:52:15 | 13 | JNJ | buy | out | 10 | 157.91 | 13 | 0.00 | 0.00 | 470.00 | 13 120.00 | tp 157.90 |
2024.11.11 17:00:00 | 14 | JNJ | sell | in | 10 | 157.22 | 14 | 0.00 | 0.00 | 0.00 | 13 120.00 | 1877542201 |
2024.11.11 17:10:41 | 15 | JNJ | buy | out | 10 | 156.77 | 15 | 0.00 | 0.00 | 450.00 | 13 570.00 | tp 156.76 |
2024.11.11 18:00:00 | 16 | JNJ | buy | in | 10 | 155.59 | 16 | 0.00 | 0.00 | 0.00 | 13 570.00 | 1877542201 |
2024.11.11 20:02:00 | 17 | JNJ | sell | out | 10 | 156.06 | 17 | 0.00 | 0.00 | 470.00 | 14 040.00 | tp 156.06 |
2024.11.19 17:00:00 | 18 | JNJ | buy | in | 10 | 152.20 | 18 | 0.00 | 0.00 | 0.00 | 14 040.00 | 1877542201 |
2024.11.19 17:02:24 | 19 | JNJ | sell | out | 10 | 152.66 | 19 | 0.00 | 0.00 | 460.00 | 14 500.00 | tp 152.65 |
2024.11.19 23:00:00 | 20 | JNJ | sell | in | 10 | 152.97 | 20 | 0.00 | 0.00 | 0.00 | 14 500.00 | 1877542201 |
2024.11.20 16:34:25 | 21 | JNJ | buy | out | 10 | 152.53 | 21 | 0.00 | 0.00 | 440.00 | 14 940.00 | tp 152.49 |
2024.11.20 17:00:00 | 22 | JNJ | buy | in | 10 | 152.58 | 22 | 0.00 | 0.00 | 0.00 | 14 940.00 | 1877542201 |
2024.11.20 22:36:29 | 23 | JNJ | sell | out | 10 | 153.05 | 23 | 0.00 | 0.00 | 470.00 | 15 410.00 | tp 153.05 |
2024.11.22 20:00:00 | 24 | JNJ | sell | in | 10 | 155.04 | 24 | 0.00 | 0.00 | 0.00 | 15 410.00 | 1877542201 |
2024.11.22 21:16:35 | 25 | JNJ | buy | out | 10 | 154.57 | 25 | 0.00 | 0.00 | 470.00 | 15 880.00 | tp 154.56 |
2024.11.22 23:00:00 | 26 | JNJ | sell | in | 10 | 155.21 | 26 | 0.00 | 0.00 | 0.00 | 15 880.00 | 1877542201 |
2024.11.26 16:30:15 | 27 | JNJ | buy | out | 10 | 154.82 | 27 | 0.00 | 0.00 | 390.00 | 16 270.00 | tp 154.74 |
2024.12.05 23:00:00 | 28 | JNJ | sell | in | 10 | 149.48 | 28 | 0.00 | 0.00 | 0.00 | 16 270.00 | 1877542201 |
2024.12.06 18:03:16 | 29 | JNJ | buy | out | 10 | 149.00 | 29 | 0.00 | 0.00 | 480.00 | 16 750.00 | tp 148.99 |
2024.12.10 21:00:00 | 30 | JNJ | sell | in | 10 | 149.00 | 30 | 0.00 | 0.00 | 0.00 | 16 750.00 | 1877542201 |
2024.12.11 16:30:00 | 31 | JNJ | buy | out | 10 | 148.54 | 31 | 0.00 | 0.00 | 460.00 | 17 210.00 | tp 148.52 |
2024.12.12 17:00:00 | 32 | JNJ | sell | in | 10 | 146.93 | 32 | 0.00 | 0.00 | 0.00 | 17 210.00 | 1877542201 |
2024.12.12 18:42:04 | 33 | JNJ | buy | out | 10 | 146.47 | 33 | 0.00 | 0.00 | 460.00 | 17 670.00 | tp 146.46 |
2024.12.12 19:00:00 | 34 | JNJ | buy | in | 10 | 146.37 | 34 | 0.00 | 0.00 | 0.00 | 17 670.00 | 1877542201 |
2024.12.13 22:39:40 | 35 | JNJ | sell | out | 10 | 146.86 | 35 | 0.00 | 0.00 | 490.00 | 18 160.00 | tp 146.86 |
2024.12.19 21:00:00 | 36 | JNJ | sell | in | 10 | 144.58 | 36 | 0.00 | 0.00 | 0.00 | 18 160.00 | 1877542201 |
2024.12.19 21:19:38 | 37 | JNJ | buy | out | 10 | 144.13 | 37 | 0.00 | 0.00 | 450.00 | 18 610.00 | tp 144.11 |
2024.12.19 22:00:00 | 38 | JNJ | buy | in | 10 | 144.03 | 38 | 0.00 | 0.00 | 0.00 | 18 610.00 | 1877542201 |
2024.12.20 17:32:27 | 39 | JNJ | sell | out | 10 | 144.49 | 39 | 0.00 | 0.00 | 460.00 | 19 070.00 | tp 144.49 |
2024.12.23 17:00:00 | 40 | JNJ | buy | in | 10 | 143.64 | 40 | 0.00 | 0.00 | 0.00 | 19 070.00 | 1877542201 |
2024.12.23 17:45:16 | 41 | JNJ | sell | out | 10 | 144.12 | 41 | 0.00 | 0.00 | 480.00 | 19 550.00 | tp 144.12 |
0.00 | 0.00 | 9 550.00 | 19 550.00 | |||||||||