Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 1996750840_USDJPY#_240 | |||||||||||
Symbol: | USDJPY# | |||||||||||
Period: | H4 (2024.07.11 - 2025.01.07) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=1996750840 | ||||||||||||
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: | 753 | Ticks: | 19551738 | Symbols: | 1 | |||||||
Total Net Profit: | 255.69 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 8.26 | |||||||
Gross Profit: | 276.49 | Balance Drawdown Maximal: | 12.65 (0.12%) | Equity Drawdown Maximal: | 81.03 (0.79%) | |||||||
Gross Loss: | -20.80 | Balance Drawdown Relative: | 0.12% (12.65) | Equity Drawdown Relative: | 0.79% (81.03) | |||||||
Profit Factor: | 13.29 | Expected Payoff: | 51.14 | Margin Level: | 999.17% | |||||||
Recovery Factor: | 3.16 | Sharpe Ratio: | 0.17 | Z-Score: | 2.29 (97.80%) | |||||||
AHPR: | 1.0051 (0.51%) | LR Correlation: | 0.76 | OnTester result: | 0 | |||||||
GHPR: | 1.0051 (0.51%) | LR Standard Error: | 48.95 | |||||||||
Total Trades: | 5 | Short Trades (won %): | 2 (100.00%) | Long Trades (won %): | 3 (33.33%) | |||||||
Total Deals: | 10 | Profit Trades (% of total): | 3 (60.00%) | Loss Trades (% of total): | 2 (40.00%) | |||||||
Largest profit trade: | 143.97 | Largest loss trade: | -12.65 | |||||||||
Average profit trade: | 92.16 | Average loss trade: | -10.40 | |||||||||
Maximum consecutive wins ($): | 1 (143.97) | Maximum consecutive losses ($): | 1 (-12.65) | |||||||||
Maximal consecutive profit (count): | 143.97 (1) | Maximal consecutive loss (count): | -12.65 (1) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.99 | Correlation (Profits,MAE): | 0.78 | Correlation (MFE,MAE): | 0.6986 | |||||||
Minimal position holding time: | 96:00:00 | Maximal position holding time: | 1635:59:59 | Average position holding time: | 568:47:59 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.07.11 16:00:00 | 2 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.07.11 16:00:00 | filled | 1996750840 | ||||
2024.08.06 00:00:00 | 3 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.08.06 00:00:00 | filled | 1996750840 | ||||
2024.08.09 08:00:00 | 4 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.08.09 08:00:00 | filled | 1996750840 | ||||
2024.08.19 12:00:00 | 5 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.08.19 12:00:00 | filled | 1996750840 | ||||
2024.08.20 20:00:00 | 6 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.08.20 20:00:00 | filled | 1996750840 | ||||
2024.09.20 16:00:00 | 7 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.09.20 16:00:00 | filled | 1996750840 | ||||
2024.09.23 16:00:00 | 8 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.09.23 16:00:00 | filled | 1996750840 | ||||
2024.09.27 16:00:00 | 9 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.09.27 16:00:00 | filled | 1996750840 | ||||
2024.10.02 20:00:00 | 10 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.02 20:00:00 | filled | 1996750840 | ||||
2025.01.06 23:59:59 | 11 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.06 23:59:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.07.11 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.07.11 16:00:00 | 2 | USDJPY# | sell | in | 0.01 | 158.627 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1996750840 |
2024.08.06 00:00:00 | 3 | USDJPY# | buy | out | 0.01 | 144.230 | 3 | 0.00 | 0.00 | 143.97 | 10 143.97 | 1996750840 |
2024.08.09 08:00:00 | 4 | USDJPY# | buy | in | 0.01 | 146.891 | 4 | 0.00 | 0.00 | 0.00 | 10 143.97 | 1996750840 |
2024.08.19 12:00:00 | 5 | USDJPY# | sell | out | 0.01 | 146.076 | 5 | 0.00 | 0.00 | -8.15 | 10 135.82 | 1996750840 |
2024.08.20 20:00:00 | 6 | USDJPY# | sell | in | 0.01 | 145.392 | 6 | 0.00 | 0.00 | 0.00 | 10 135.82 | 1996750840 |
2024.09.20 16:00:00 | 7 | USDJPY# | buy | out | 0.01 | 143.674 | 7 | 0.00 | 0.00 | 17.18 | 10 153.00 | 1996750840 |
2024.09.23 16:00:00 | 8 | USDJPY# | buy | in | 0.01 | 143.776 | 8 | 0.00 | 0.00 | 0.00 | 10 153.00 | 1996750840 |
2024.09.27 16:00:00 | 9 | USDJPY# | sell | out | 0.01 | 142.511 | 9 | 0.00 | 0.00 | -12.65 | 10 140.35 | 1996750840 |
2024.10.02 20:00:00 | 10 | USDJPY# | buy | in | 0.01 | 146.033 | 10 | 0.00 | 0.00 | 0.00 | 10 140.35 | 1996750840 |
2025.01.06 23:59:59 | 11 | USDJPY# | sell | out | 0.01 | 157.567 | 11 | 0.00 | 0.00 | 115.34 | 10 255.69 | end of test |
0.00 | 0.00 | 255.69 | 10 255.69 | |||||||||