Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 2249262879_CHFJPY#_30 | |||||||||||
Symbol: | CHFJPY# | |||||||||||
Period: | M30 (2024.11.04 - 2025.01.10) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=2249262879 | ||||||||||||
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: | 2210 | Ticks: | 5169839 | Symbols: | 1 | |||||||
Total Net Profit: | 3.01 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 21.99 | |||||||
Gross Profit: | 31.20 | Balance Drawdown Maximal: | 28.19 (0.28%) | Equity Drawdown Maximal: | 53.33 (0.53%) | |||||||
Gross Loss: | -28.19 | Balance Drawdown Relative: | 0.28% (28.19) | Equity Drawdown Relative: | 0.53% (53.33) | |||||||
Profit Factor: | 1.11 | Expected Payoff: | 0.43 | Margin Level: | 997.80% | |||||||
Recovery Factor: | 0.06 | Sharpe Ratio: | 0.01 | Z-Score: | -0.79 (57.05%) | |||||||
AHPR: | 1.0000 (0.00%) | LR Correlation: | -0.05 | OnTester result: | 0 | |||||||
GHPR: | 1.0000 (0.00%) | LR Standard Error: | 11.16 | |||||||||
Total Trades: | 7 | Short Trades (won %): | 5 (60.00%) | Long Trades (won %): | 2 (50.00%) | |||||||
Total Deals: | 14 | Profit Trades (% of total): | 4 (57.14%) | Loss Trades (% of total): | 3 (42.86%) | |||||||
Largest profit trade: | 17.60 | Largest loss trade: | -14.42 | |||||||||
Average profit trade: | 7.80 | Average loss trade: | -9.40 | |||||||||
Maximum consecutive wins ($): | 3 (31.01) | Maximum consecutive losses ($): | 3 (-28.19) | |||||||||
Maximal consecutive profit (count): | 31.01 (3) | Maximal consecutive loss (count): | -28.19 (3) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 3 | |||||||||
Correlation (Profits,MFE): | 0.59 | Correlation (Profits,MAE): | 0.92 | Correlation (MFE,MAE): | 0.4337 | |||||||
Minimal position holding time: | 4:00:00 | Maximal position holding time: | 296:30:00 | Average position holding time: | 132:12:51 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.04 01:30:00 | 2 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.04 01:30:00 | filled | 2249262879 | ||||
2024.11.20 10:00:00 | 3 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.20 10:00:00 | filled | 2249262879 | ||||
2024.11.21 07:30:00 | 4 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.21 07:30:00 | filled | 2249262879 | ||||
2024.11.21 11:30:00 | 5 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.21 11:30:00 | filled | 2249262879 | ||||
2024.11.25 17:30:00 | 6 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.25 17:30:00 | filled | 2249262879 | ||||
2024.11.27 06:30:00 | 7 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.27 06:30:00 | filled | 2249262879 | ||||
2024.11.27 14:30:00 | 8 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.27 14:30:00 | filled | 2249262879 | ||||
2024.12.04 12:30:00 | 9 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.04 12:30:00 | filled | 2249262879 | ||||
2024.12.06 10:30:00 | 10 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.06 10:30:00 | filled | 2249262879 | ||||
2024.12.12 15:00:00 | 11 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.12 15:00:00 | filled | 2249262879 | ||||
2024.12.16 18:00:00 | 12 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.16 18:00:00 | filled | 2249262879 | ||||
2024.12.30 16:00:00 | 13 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.30 16:00:00 | filled | 2249262879 | ||||
2025.01.02 12:30:00 | 14 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.02 12:30:00 | filled | 2249262879 | ||||
2025.01.09 23:59:59 | 15 | 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 |
2024.11.04 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.04 01:30:00 | 2 | CHFJPY# | buy | in | 0.01 | 175.579 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 2249262879 |
2024.11.20 10:00:00 | 3 | CHFJPY# | sell | out | 0.01 | 175.954 | 3 | 0.00 | 0.00 | 3.75 | 10 003.75 | 2249262879 |
2024.11.21 07:30:00 | 4 | CHFJPY# | sell | in | 0.01 | 175.615 | 4 | 0.00 | 0.00 | 0.00 | 10 003.75 | 2249262879 |
2024.11.21 11:30:00 | 5 | CHFJPY# | buy | out | 0.01 | 174.649 | 5 | 0.00 | 0.00 | 9.66 | 10 013.41 | 2249262879 |
2024.11.25 17:30:00 | 6 | CHFJPY# | sell | in | 0.01 | 173.707 | 6 | 0.00 | 0.00 | 0.00 | 10 013.41 | 2249262879 |
2024.11.27 06:30:00 | 7 | CHFJPY# | buy | out | 0.01 | 171.947 | 7 | 0.00 | 0.00 | 17.60 | 10 031.01 | 2249262879 |
2024.11.27 14:30:00 | 8 | CHFJPY# | buy | in | 0.01 | 171.350 | 8 | 0.00 | 0.00 | 0.00 | 10 031.01 | 2249262879 |
2024.12.04 12:30:00 | 9 | CHFJPY# | sell | out | 0.01 | 169.908 | 9 | 0.00 | 0.00 | -14.42 | 10 016.59 | 2249262879 |
2024.12.06 10:30:00 | 10 | CHFJPY# | sell | in | 0.01 | 171.043 | 10 | 0.00 | 0.00 | 0.00 | 10 016.59 | 2249262879 |
2024.12.12 15:00:00 | 11 | CHFJPY# | buy | out | 0.01 | 171.325 | 11 | 0.00 | 0.00 | -2.82 | 10 013.77 | 2249262879 |
2024.12.16 18:00:00 | 12 | CHFJPY# | sell | in | 0.01 | 172.817 | 12 | 0.00 | 0.00 | 0.00 | 10 013.77 | 2249262879 |
2024.12.30 16:00:00 | 13 | CHFJPY# | buy | out | 0.01 | 173.912 | 13 | 0.00 | 0.00 | -10.95 | 10 002.82 | 2249262879 |
2025.01.02 12:30:00 | 14 | CHFJPY# | sell | in | 0.01 | 173.364 | 14 | 0.00 | 0.00 | 0.00 | 10 002.82 | 2249262879 |
2025.01.09 23:59:59 | 15 | CHFJPY# | buy | out | 0.01 | 173.345 | 15 | 0.00 | 0.00 | 0.19 | 10 003.01 | end of test |
0.00 | 0.00 | 3.01 | 10 003.01 | |||||||||