Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1883351779_EURCHF#_240 | |||||||||||
Symbol: | EURCHF# | |||||||||||
Period: | H4 (2024.07.16 - 2025.01.12) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=1883351779 | ||||||||||||
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: | 759 | Ticks: | 9267844 | Symbols: | 1 | |||||||
Total Net Profit: | 6.22 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 2.87 | |||||||
Gross Profit: | 17.99 | Balance Drawdown Maximal: | 11.00 (0.11%) | Equity Drawdown Maximal: | 44.85 (0.45%) | |||||||
Gross Loss: | -11.77 | Balance Drawdown Relative: | 0.11% (11.00) | Equity Drawdown Relative: | 0.45% (44.85) | |||||||
Profit Factor: | 1.53 | Expected Payoff: | 0.78 | Margin Level: | 999.71% | |||||||
Recovery Factor: | 0.14 | Sharpe Ratio: | 0.03 | Z-Score: | 0.62 (46.47%) | |||||||
AHPR: | 1.0001 (0.01%) | LR Correlation: | -0.38 | OnTester result: | 0 | |||||||
GHPR: | 1.0001 (0.01%) | LR Standard Error: | 5.05 | |||||||||
Total Trades: | 8 | Short Trades (won %): | 3 (33.33%) | Long Trades (won %): | 5 (40.00%) | |||||||
Total Deals: | 16 | Profit Trades (% of total): | 3 (37.50%) | Loss Trades (% of total): | 5 (62.50%) | |||||||
Largest profit trade: | 13.48 | Largest loss trade: | -4.88 | |||||||||
Average profit trade: | 6.00 | Average loss trade: | -2.35 | |||||||||
Maximum consecutive wins ($): | 1 (13.48) | Maximum consecutive losses ($): | 4 (-11.00) | |||||||||
Maximal consecutive profit (count): | 13.48 (1) | Maximal consecutive loss (count): | -11.00 (4) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 3 | |||||||||
Correlation (Profits,MFE): | 0.93 | Correlation (Profits,MAE): | 0.60 | Correlation (MFE,MAE): | 0.5265 | |||||||
Minimal position holding time: | 32:00:00 | Maximal position holding time: | 568:00:00 | Average position holding time: | 282:29:44 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.07.17 20:00:00 | 2 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.07.17 20:00:00 | filled | 1883351779 | ||||
2024.08.20 12:00:00 | 3 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.08.20 12:00:00 | filled | 1883351779 | ||||
2024.08.28 00:00:00 | 4 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.08.28 00:00:00 | filled | 1883351779 | ||||
2024.09.13 08:00:00 | 5 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.09.13 08:00:00 | filled | 1883351779 | ||||
2024.09.19 08:00:00 | 6 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.09.19 08:00:00 | filled | 1883351779 | ||||
2024.09.30 12:00:00 | 7 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.09.30 12:00:00 | filled | 1883351779 | ||||
2024.10.02 04:00:00 | 8 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.02 04:00:00 | filled | 1883351779 | ||||
2024.10.31 00:00:00 | 9 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.31 00:00:00 | filled | 1883351779 | ||||
2024.10.31 16:00:00 | 10 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.31 16:00:00 | filled | 1883351779 | ||||
2024.11.13 04:00:00 | 11 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.13 04:00:00 | filled | 1883351779 | ||||
2024.11.25 04:00:00 | 12 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.25 04:00:00 | filled | 1883351779 | ||||
2024.11.26 12:00:00 | 13 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.26 12:00:00 | filled | 1883351779 | ||||
2024.12.12 12:00:00 | 14 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.12 12:00:00 | filled | 1883351779 | ||||
2024.12.20 16:00:00 | 15 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.20 16:00:00 | filled | 1883351779 | ||||
2024.12.23 20:00:00 | 16 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.23 20:00:00 | filled | 1883351779 | ||||
2025.01.10 23:57:59 | 17 | EURCHF# | 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 |
2024.07.16 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.07.17 20:00:00 | 2 | EURCHF# | sell | in | 0.01 | 0.96652 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1883351779 |
2024.08.20 12:00:00 | 3 | EURCHF# | buy | out | 0.01 | 0.95304 | 3 | 0.00 | 0.00 | 13.48 | 10 013.48 | 1883351779 |
2024.08.28 00:00:00 | 4 | EURCHF# | sell | in | 0.01 | 0.94112 | 4 | 0.00 | 0.00 | 0.00 | 10 013.48 | 1883351779 |
2024.09.13 08:00:00 | 5 | EURCHF# | buy | out | 0.01 | 0.94189 | 5 | 0.00 | 0.00 | -0.77 | 10 012.71 | 1883351779 |
2024.09.19 08:00:00 | 6 | EURCHF# | buy | in | 0.01 | 0.94387 | 6 | 0.00 | 0.00 | 0.00 | 10 012.71 | 1883351779 |
2024.09.30 12:00:00 | 7 | EURCHF# | sell | out | 0.01 | 0.94492 | 7 | 0.00 | 0.00 | 1.05 | 10 013.76 | 1883351779 |
2024.10.02 04:00:00 | 8 | EURCHF# | sell | in | 0.01 | 0.93613 | 8 | 0.00 | 0.00 | 0.00 | 10 013.76 | 1883351779 |
2024.10.31 00:00:00 | 9 | EURCHF# | buy | out | 0.01 | 0.94101 | 9 | 0.00 | 0.00 | -4.88 | 10 008.88 | 1883351779 |
2024.10.31 16:00:00 | 10 | EURCHF# | buy | in | 0.01 | 0.93947 | 10 | 0.00 | 0.00 | 0.00 | 10 008.88 | 1883351779 |
2024.11.13 04:00:00 | 11 | EURCHF# | sell | out | 0.01 | 0.93709 | 11 | 0.00 | 0.00 | -2.38 | 10 006.50 | 1883351779 |
2024.11.25 04:00:00 | 12 | EURCHF# | buy | in | 0.01 | 0.93287 | 12 | 0.00 | 0.00 | 0.00 | 10 006.50 | 1883351779 |
2024.11.26 12:00:00 | 13 | EURCHF# | sell | out | 0.01 | 0.93075 | 13 | 0.00 | 0.00 | -2.12 | 10 004.38 | 1883351779 |
2024.12.12 12:00:00 | 14 | EURCHF# | buy | in | 0.01 | 0.93190 | 14 | 0.00 | 0.00 | 0.00 | 10 004.38 | 1883351779 |
2024.12.20 16:00:00 | 15 | EURCHF# | sell | out | 0.01 | 0.93028 | 15 | 0.00 | 0.00 | -1.62 | 10 002.76 | 1883351779 |
2024.12.23 20:00:00 | 16 | EURCHF# | buy | in | 0.01 | 0.93512 | 16 | 0.00 | 0.00 | 0.00 | 10 002.76 | 1883351779 |
2025.01.10 23:57:59 | 17 | EURCHF# | sell | out | 0.01 | 0.93858 | 17 | 0.00 | 0.00 | 3.46 | 10 006.22 | end of test |
0.00 | 0.00 | 6.22 | 10 006.22 | |||||||||