Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 233539447_USDJPY#_60 | |||||||||||
Symbol: | USDJPY# | |||||||||||
Period: | H1 (2024.10.06 - 2025.01.04) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=233539447 | ||||||||||||
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: | 1490 | Ticks: | 8308377 | Symbols: | 1 | |||||||
Total Net Profit: | 81.89 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 7.94 | |||||||
Gross Profit: | 121.92 | Balance Drawdown Maximal: | 32.01 (0.32%) | Equity Drawdown Maximal: | 63.47 (0.63%) | |||||||
Gross Loss: | -40.03 | Balance Drawdown Relative: | 0.32% (32.01) | Equity Drawdown Relative: | 0.63% (63.47) | |||||||
Profit Factor: | 3.05 | Expected Payoff: | 16.38 | Margin Level: | 999.21% | |||||||
Recovery Factor: | 1.29 | Sharpe Ratio: | 0.15 | Z-Score: | 1.20 (76.99%) | |||||||
AHPR: | 1.0016 (0.16%) | LR Correlation: | 0.72 | OnTester result: | 0 | |||||||
GHPR: | 1.0016 (0.16%) | LR Standard Error: | 24.06 | |||||||||
Total Trades: | 5 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 5 (40.00%) | |||||||
Total Deals: | 10 | Profit Trades (% of total): | 2 (40.00%) | Loss Trades (% of total): | 3 (60.00%) | |||||||
Largest profit trade: | 61.11 | Largest loss trade: | -32.01 | |||||||||
Average profit trade: | 60.96 | Average loss trade: | -13.34 | |||||||||
Maximum consecutive wins ($): | 1 (61.11) | Maximum consecutive losses ($): | 2 (-8.02) | |||||||||
Maximal consecutive profit (count): | 61.11 (1) | Maximal consecutive loss (count): | -32.01 (1) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.96 | Correlation (Profits,MAE): | 0.69 | Correlation (MFE,MAE): | 0.4979 | |||||||
Minimal position holding time: | 76:57:59 | Maximal position holding time: | 699:00:00 | Average position holding time: | 276:23:35 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.10.07 19:00:00 | 2 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.07 19:00:00 | filled | 233539447 | ||||
2024.11.15 22:00:00 | 3 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.15 22:00:00 | filled | 233539447 | ||||
2024.11.18 15:00:00 | 4 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.18 15:00:00 | filled | 233539447 | ||||
2024.11.27 09:00:00 | 5 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.27 09:00:00 | filled | 233539447 | ||||
2024.12.04 07:00:00 | 6 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.04 07:00:00 | filled | 233539447 | ||||
2024.12.20 21:00:00 | 7 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.20 21:00:00 | filled | 233539447 | ||||
2024.12.23 13:00:00 | 8 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.23 13:00:00 | filled | 233539447 | ||||
2024.12.31 11:00:00 | 9 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.31 11:00:00 | filled | 233539447 | ||||
2024.12.31 19:00:00 | 10 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.31 19:00:00 | filled | 233539447 | ||||
2025.01.03 23:57:59 | 11 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.03 23:57:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.10.06 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.10.07 19:00:00 | 2 | USDJPY# | buy | in | 0.01 | 148.131 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 233539447 |
2024.11.15 22:00:00 | 3 | USDJPY# | sell | out | 0.01 | 154.212 | 3 | 0.00 | 0.00 | 60.81 | 10 060.81 | 233539447 |
2024.11.18 15:00:00 | 4 | USDJPY# | buy | in | 0.01 | 155.273 | 4 | 0.00 | 0.00 | 0.00 | 10 060.81 | 233539447 |
2024.11.27 09:00:00 | 5 | USDJPY# | sell | out | 0.01 | 152.072 | 5 | 0.00 | 0.00 | -32.01 | 10 028.80 | 233539447 |
2024.12.04 07:00:00 | 6 | USDJPY# | buy | in | 0.01 | 149.972 | 6 | 0.00 | 0.00 | 0.00 | 10 028.80 | 233539447 |
2024.12.20 21:00:00 | 7 | USDJPY# | sell | out | 0.01 | 156.083 | 7 | 0.00 | 0.00 | 61.11 | 10 089.91 | 233539447 |
2024.12.23 13:00:00 | 8 | USDJPY# | buy | in | 0.01 | 156.828 | 8 | 0.00 | 0.00 | 0.00 | 10 089.91 | 233539447 |
2024.12.31 11:00:00 | 9 | USDJPY# | sell | out | 0.01 | 156.145 | 9 | 0.00 | 0.00 | -6.83 | 10 083.08 | 233539447 |
2024.12.31 19:00:00 | 10 | USDJPY# | buy | in | 0.01 | 157.374 | 10 | 0.00 | 0.00 | 0.00 | 10 083.08 | 233539447 |
2025.01.03 23:57:59 | 11 | USDJPY# | sell | out | 0.01 | 157.255 | 11 | 0.00 | 0.00 | -1.19 | 10 081.89 | end of test |
0.00 | 0.00 | 81.89 | 10 081.89 | |||||||||