Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 2022019149_CHFJPY#_240 | |||||||||||
Symbol: | CHFJPY# | |||||||||||
Period: | H4 (2024.07.14 - 2025.01.10) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=2022019149 | ||||||||||||
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: | 15840709 | Symbols: | 1 | |||||||
Total Net Profit: | 5.69 | Balance Drawdown Absolute: | 1.78 | Equity Drawdown Absolute: | 30.26 | |||||||
Gross Profit: | 86.28 | Balance Drawdown Maximal: | 80.59 (0.80%) | Equity Drawdown Maximal: | 121.36 (1.20%) | |||||||
Gross Loss: | -80.59 | Balance Drawdown Relative: | 0.80% (80.59) | Equity Drawdown Relative: | 1.20% (121.36) | |||||||
Profit Factor: | 1.07 | Expected Payoff: | 0.95 | Margin Level: | 996.97% | |||||||
Recovery Factor: | 0.05 | Sharpe Ratio: | 0.01 | Z-Score: | -0.18 (14.28%) | |||||||
AHPR: | 1.0001 (0.01%) | LR Correlation: | -0.25 | OnTester result: | 0 | |||||||
GHPR: | 1.0001 (0.01%) | LR Standard Error: | 32.94 | |||||||||
Total Trades: | 6 | Short Trades (won %): | 6 (66.67%) | Long Trades (won %): | 0 (0.00%) | |||||||
Total Deals: | 12 | Profit Trades (% of total): | 4 (66.67%) | Loss Trades (% of total): | 2 (33.33%) | |||||||
Largest profit trade: | 33.05 | Largest loss trade: | -52.75 | |||||||||
Average profit trade: | 21.57 | Average loss trade: | -40.30 | |||||||||
Maximum consecutive wins ($): | 3 (78.81) | Maximum consecutive losses ($): | 2 (-80.59) | |||||||||
Maximal consecutive profit (count): | 78.81 (3) | Maximal consecutive loss (count): | -80.59 (2) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.87 | Correlation (Profits,MAE): | 0.97 | Correlation (MFE,MAE): | 0.7435 | |||||||
Minimal position holding time: | 24:00:00 | Maximal position holding time: | 1148:00:00 | Average position holding time: | 380:39:59 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.07.18 16:00:00 | 2 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.07.18 16:00:00 | filled | 2022019149 | ||||
2024.07.23 20:00:00 | 3 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.07.23 20:00:00 | filled | 2022019149 | ||||
2024.07.30 12:00:00 | 4 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.07.30 12:00:00 | filled | 2022019149 | ||||
2024.07.31 12:00:00 | 5 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.07.31 12:00:00 | filled | 2022019149 | ||||
2024.08.07 08:00:00 | 6 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.08.07 08:00:00 | filled | 2022019149 | ||||
2024.09.05 08:00:00 | 7 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.09.05 08:00:00 | filled | 2022019149 | ||||
2024.09.17 20:00:00 | 8 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.09.17 20:00:00 | filled | 2022019149 | ||||
2024.11.22 16:00:00 | 9 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.22 16:00:00 | filled | 2022019149 | ||||
2024.12.04 16:00:00 | 10 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.04 16:00:00 | filled | 2022019149 | ||||
2024.12.31 08:00:00 | 11 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.31 08:00:00 | filled | 2022019149 | ||||
2025.01.06 12:00:00 | 12 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.06 12:00:00 | filled | 2022019149 | ||||
2025.01.09 23:59:59 | 13 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.09 23:59:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.07.14 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.07.18 16:00:00 | 2 | CHFJPY# | sell | in | 0.01 | 177.057 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 2022019149 |
2024.07.23 20:00:00 | 3 | CHFJPY# | buy | out | 0.01 | 174.733 | 3 | 0.00 | 0.00 | 23.24 | 10 023.24 | 2022019149 |
2024.07.30 12:00:00 | 4 | CHFJPY# | sell | in | 0.01 | 174.506 | 4 | 0.00 | 0.00 | 0.00 | 10 023.24 | 2022019149 |
2024.07.31 12:00:00 | 5 | CHFJPY# | buy | out | 0.01 | 171.201 | 5 | 0.00 | 0.00 | 33.05 | 10 056.29 | 2022019149 |
2024.08.07 08:00:00 | 6 | CHFJPY# | sell | in | 0.01 | 171.851 | 6 | 0.00 | 0.00 | 0.00 | 10 056.29 | 2022019149 |
2024.09.05 08:00:00 | 7 | CHFJPY# | buy | out | 0.01 | 169.599 | 7 | 0.00 | 0.00 | 22.52 | 10 078.81 | 2022019149 |
2024.09.17 20:00:00 | 8 | CHFJPY# | sell | in | 0.01 | 167.478 | 8 | 0.00 | 0.00 | 0.00 | 10 078.81 | 2022019149 |
2024.11.22 16:00:00 | 9 | CHFJPY# | buy | out | 0.01 | 172.753 | 9 | 0.00 | 0.00 | -52.75 | 10 026.06 | 2022019149 |
2024.12.04 16:00:00 | 10 | CHFJPY# | sell | in | 0.01 | 170.269 | 10 | 0.00 | 0.00 | 0.00 | 10 026.06 | 2022019149 |
2024.12.31 08:00:00 | 11 | CHFJPY# | buy | out | 0.01 | 173.053 | 11 | 0.00 | 0.00 | -27.84 | 9 998.22 | 2022019149 |
2025.01.06 12:00:00 | 12 | CHFJPY# | sell | in | 0.01 | 174.092 | 12 | 0.00 | 0.00 | 0.00 | 9 998.22 | 2022019149 |
2025.01.09 23:59:59 | 13 | CHFJPY# | buy | out | 0.01 | 173.345 | 13 | 0.00 | 0.00 | 7.47 | 10 005.69 | end of test |
0.00 | 0.00 | 5.69 | 10 005.69 | |||||||||