Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 2134105694_JPM_60 | |||||||||||
| Symbol: | JPM | |||||||||||
| Period: | H1 (2024.10.25 - 2025.01.23) | |||||||||||
| Inputs: | Entry_Amount=10 | |||||||||||
| Stop_Loss= | ||||||||||||
| Take_Profit= | ||||||||||||
| Magic_Number=2134105694 | ||||||||||||
| 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: | 345 | Ticks: | 1037740 | Symbols: | 1 | |||||||
| Total Net Profit: | 20 320.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 1 710.00 | |||||||
| Gross Profit: | 26 250.00 | Balance Drawdown Maximal: | 3 180.00 (9.93%) | Equity Drawdown Maximal: | 16 640.00 (44.55%) | |||||||
| Gross Loss: | -5 930.00 | Balance Drawdown Relative: | 9.93% (3 180.00) | Equity Drawdown Relative: | 44.55% (16 640.00) | |||||||
| Profit Factor: | 4.43 | Expected Payoff: | 2 902.86 | Margin Level: | 1862.17% | |||||||
| Recovery Factor: | 1.22 | Sharpe Ratio: | 0.49 | Z-Score: | 0.06 (4.78%) | |||||||
| AHPR: | 1.2297 (22.97%) | LR Correlation: | 0.83 | OnTester result: | 0 | |||||||
| GHPR: | 1.1717 (17.17%) | LR Standard Error: | 5 800.69 | |||||||||
| Total Trades: | 7 | Short Trades (won %): | 4 (25.00%) | Long Trades (won %): | 3 (100.00%) | |||||||
| Total Deals: | 14 | Profit Trades (% of total): | 4 (57.14%) | Loss Trades (% of total): | 3 (42.86%) | |||||||
| Largest profit trade: | 17 890.00 | Largest loss trade: | -3 010.00 | |||||||||
| Average profit trade: | 6 562.50 | Average loss trade: | -1 976.67 | |||||||||
| Maximum consecutive wins ($): | 3 (22 010.00) | Maximum consecutive losses ($): | 2 (-3 180.00) | |||||||||
| Maximal consecutive profit (count): | 22 010.00 (3) | Maximal consecutive loss (count): | -3 180.00 (2) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
 | ||||||||||||
| Correlation (Profits,MFE): | 0.94 | Correlation (Profits,MAE): | 0.42 | Correlation (MFE,MAE): | 0.1886 | |||||||
 | ||||||||||||
| Minimal position holding time: | 22:00:00 | Maximal position holding time: | 239:59:59 | Average position holding time: | 110:34:25 | |||||||
 | ||||||||||||
Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.10.25 19:00:00 | 2 | JPM | buy | 10 / 10 | 222.59 | 2024.10.25 19:00:00 | filled | 2134105694 | ||||
| 2024.10.28 22:00:00 | 3 | JPM | sell | 10 / 10 | 224.73 | 2024.10.28 22:00:00 | filled | 2134105694 | ||||
| 2024.10.29 21:00:00 | 4 | JPM | buy | 10 / 10 | 223.60 | 2024.10.29 21:00:00 | filled | 2134105694 | ||||
| 2024.10.30 19:00:00 | 5 | JPM | sell | 10 / 10 | 225.58 | 2024.10.30 19:00:00 | filled | 2134105694 | ||||
| 2024.10.31 18:00:00 | 6 | JPM | buy | 10 / 10 | 222.68 | 2024.10.31 18:00:00 | filled | 2134105694 | ||||
| 2024.11.06 17:00:00 | 7 | JPM | sell | 10 / 10 | 240.57 | 2024.11.06 17:00:00 | filled | 2134105694 | ||||
| 2024.11.06 17:00:01 | 8 | JPM | sell | 10 / 10 | 240.56 | 2024.11.06 17:00:01 | filled | 2134105694 | ||||
| 2024.11.20 17:00:00 | 9 | JPM | buy | 10 / 10 | 240.73 | 2024.11.20 17:00:00 | filled | 2134105694 | ||||
| 2024.11.21 17:00:00 | 10 | JPM | sell | 10 / 10 | 243.18 | 2024.11.21 17:00:00 | filled | 2134105694 | ||||
| 2024.12.03 18:00:00 | 11 | JPM | buy | 10 / 10 | 246.19 | 2024.12.03 18:00:00 | filled | 2134105694 | ||||
| 2024.12.05 17:00:00 | 12 | JPM | sell | 10 / 10 | 246.96 | 2024.12.05 17:00:00 | filled | 2134105694 | ||||
| 2024.12.10 18:00:00 | 13 | JPM | buy | 10 / 10 | 242.72 | 2024.12.10 18:00:00 | filled | 2134105694 | ||||
| 2024.12.20 19:00:00 | 14 | JPM | sell | 10 / 10 | 238.46 | 2024.12.20 19:00:00 | filled | 2134105694 | ||||
| 2024.12.27 23:00:59 | 15 | JPM | buy | 10 / 10 | 241.21 | 2024.12.27 23:00:59 | filled | end of test | ||||
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 | ||||||
| 2024.10.25 19:00:00 | 2 | JPM | buy | in | 10 | 222.59 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 2134105694 |
| 2024.10.28 22:00:00 | 3 | JPM | sell | out | 10 | 224.73 | 3 | 0.00 | 0.00 | 2 140.00 | 12 140.00 | 2134105694 |
| 2024.10.29 21:00:00 | 4 | JPM | buy | in | 10 | 223.60 | 4 | 0.00 | 0.00 | 0.00 | 12 140.00 | 2134105694 |
| 2024.10.30 19:00:00 | 5 | JPM | sell | out | 10 | 225.58 | 5 | 0.00 | 0.00 | 1 980.00 | 14 120.00 | 2134105694 |
| 2024.10.31 18:00:00 | 6 | JPM | buy | in | 10 | 222.68 | 6 | 0.00 | 0.00 | 0.00 | 14 120.00 | 2134105694 |
| 2024.11.06 17:00:00 | 7 | JPM | sell | out | 10 | 240.57 | 7 | 0.00 | 0.00 | 17 890.00 | 32 010.00 | 2134105694 |
| 2024.11.06 17:00:01 | 8 | JPM | sell | in | 10 | 240.56 | 8 | 0.00 | 0.00 | 0.00 | 32 010.00 | 2134105694 |
| 2024.11.20 17:00:00 | 9 | JPM | buy | out | 10 | 240.73 | 9 | 0.00 | 0.00 | -170.00 | 31 840.00 | 2134105694 |
| 2024.11.21 17:00:00 | 10 | JPM | sell | in | 10 | 243.18 | 10 | 0.00 | 0.00 | 0.00 | 31 840.00 | 2134105694 |
| 2024.12.03 18:00:00 | 11 | JPM | buy | out | 10 | 246.19 | 11 | 0.00 | 0.00 | -3 010.00 | 28 830.00 | 2134105694 |
| 2024.12.05 17:00:00 | 12 | JPM | sell | in | 10 | 246.96 | 12 | 0.00 | 0.00 | 0.00 | 28 830.00 | 2134105694 |
| 2024.12.10 18:00:00 | 13 | JPM | buy | out | 10 | 242.72 | 13 | 0.00 | 0.00 | 4 240.00 | 33 070.00 | 2134105694 |
| 2024.12.20 19:00:00 | 14 | JPM | sell | in | 10 | 238.46 | 14 | 0.00 | 0.00 | 0.00 | 33 070.00 | 2134105694 |
| 2024.12.27 23:00:59 | 15 | JPM | buy | out | 10 | 241.21 | 15 | 0.00 | 0.00 | -2 750.00 | 30 320.00 | end of test |
| 0.00 | 0.00 | 20 320.00 | 30 320.00 | |||||||||