Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 2646262190_USDJPY#_240 | |||||||||||
Symbol: | USDJPY# | |||||||||||
Period: | H4 (2024.07.15 - 2025.01.11) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=2646262190 | ||||||||||||
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: | 765 | Ticks: | 19769210 | Symbols: | 1 | |||||||
Total Net Profit: | 147.73 | Balance Drawdown Absolute: | 18.51 | Equity Drawdown Absolute: | 32.52 | |||||||
Gross Profit: | 181.18 | Balance Drawdown Maximal: | 28.79 (0.29%) | Equity Drawdown Maximal: | 59.46 (0.59%) | |||||||
Gross Loss: | -33.45 | Balance Drawdown Relative: | 0.29% (28.79) | Equity Drawdown Relative: | 0.59% (59.46) | |||||||
Profit Factor: | 5.42 | Expected Payoff: | 9.85 | Margin Level: | 996.75% | |||||||
Recovery Factor: | 2.48 | Sharpe Ratio: | 1.91 | Z-Score: | 0.61 (45.81%) | |||||||
AHPR: | 1.0010 (0.10%) | LR Correlation: | 0.94 | OnTester result: | 0 | |||||||
GHPR: | 1.0010 (0.10%) | LR Standard Error: | 21.95 | |||||||||
Total Trades: | 15 | Short Trades (won %): | 4 (75.00%) | Long Trades (won %): | 11 (81.82%) | |||||||
Total Deals: | 30 | Profit Trades (% of total): | 12 (80.00%) | Loss Trades (% of total): | 3 (20.00%) | |||||||
Largest profit trade: | 47.25 | Largest loss trade: | -28.79 | |||||||||
Average profit trade: | 15.10 | Average loss trade: | -11.15 | |||||||||
Maximum consecutive wins ($): | 9 (165.19) | Maximum consecutive losses ($): | 1 (-28.79) | |||||||||
Maximal consecutive profit (count): | 165.19 (9) | Maximal consecutive loss (count): | -28.79 (1) | |||||||||
Average consecutive wins: | 4 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.76 | Correlation (Profits,MAE): | 0.60 | Correlation (MFE,MAE): | 0.0398 | |||||||
Minimal position holding time: | 4:00:00 | Maximal position holding time: | 268:00:00 | Average position holding time: | 92:15:51 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.07.17 12:00:00 | 2 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.07.17 12:00:00 | filled | 2646262190 | ||||
2024.07.23 04:00:00 | 3 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.07.23 04:00:00 | filled | 2646262190 | ||||
2024.07.23 04:00:01 | 4 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.07.23 04:00:01 | filled | 2646262190 | ||||
2024.07.24 00:00:00 | 5 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.07.24 00:00:00 | filled | 2646262190 | ||||
2024.07.30 20:00:00 | 6 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.07.30 20:00:00 | filled | 2646262190 | ||||
2024.07.31 00:00:00 | 7 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.07.31 00:00:00 | filled | 2646262190 | ||||
2024.08.13 08:00:00 | 8 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.08.13 08:00:00 | filled | 2646262190 | ||||
2024.08.27 04:00:00 | 9 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.08.27 04:00:00 | filled | 2646262190 | ||||
2024.08.30 12:00:00 | 10 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.08.30 12:00:00 | filled | 2646262190 | ||||
2024.08.30 20:00:00 | 11 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.08.30 20:00:00 | filled | 2646262190 | ||||
2024.09.20 12:00:00 | 12 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.09.20 12:00:00 | filled | 2646262190 | ||||
2024.09.27 04:00:00 | 13 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.09.27 04:00:00 | filled | 2646262190 | ||||
2024.10.02 12:00:00 | 14 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.02 12:00:00 | filled | 2646262190 | ||||
2024.10.04 16:00:00 | 15 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.04 16:00:00 | filled | 2646262190 | ||||
2024.10.04 16:00:01 | 16 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.04 16:00:01 | filled | 2646262190 | ||||
2024.10.09 12:00:00 | 17 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.09 12:00:00 | filled | 2646262190 | ||||
2024.10.11 16:00:00 | 18 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.11 16:00:00 | filled | 2646262190 | ||||
2024.10.21 12:00:00 | 19 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.21 12:00:00 | filled | 2646262190 | ||||
2024.10.21 12:00:01 | 20 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.21 12:00:01 | filled | 2646262190 | ||||
2024.10.23 04:00:00 | 21 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.23 04:00:00 | filled | 2646262190 | ||||
2024.10.28 20:00:00 | 22 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.28 20:00:00 | filled | 2646262190 | ||||
2024.11.06 20:00:00 | 23 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.06 20:00:00 | filled | 2646262190 | ||||
2024.11.21 12:00:00 | 24 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.21 12:00:00 | filled | 2646262190 | ||||
2024.12.06 16:00:00 | 25 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.06 16:00:00 | filled | 2646262190 | ||||
2024.12.09 12:00:00 | 26 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.09 12:00:00 | filled | 2646262190 | ||||
2024.12.09 20:00:00 | 27 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.09 20:00:00 | filled | 2646262190 | ||||
2024.12.23 16:00:00 | 28 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.23 16:00:00 | filled | 2646262190 | ||||
2024.12.24 16:00:00 | 29 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.24 16:00:00 | filled | 2646262190 | ||||
2025.01.02 20:00:00 | 30 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.02 20:00:00 | filled | 2646262190 | ||||
2025.01.10 23:57:59 | 31 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.10 23:57:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.07.15 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.07.17 12:00:00 | 2 | USDJPY# | sell | in | 0.01 | 156.229 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 2646262190 |
2024.07.23 04:00:00 | 3 | USDJPY# | buy | out | 0.01 | 156.664 | 3 | 0.00 | 0.00 | -4.35 | 9 995.65 | 2646262190 |
2024.07.23 04:00:01 | 4 | USDJPY# | sell | in | 0.01 | 156.657 | 4 | 0.00 | 0.00 | 0.00 | 9 995.65 | 2646262190 |
2024.07.24 00:00:00 | 5 | USDJPY# | buy | out | 0.01 | 155.578 | 5 | 0.00 | 0.00 | 10.79 | 10 006.44 | 2646262190 |
2024.07.30 20:00:00 | 6 | USDJPY# | sell | in | 0.01 | 153.231 | 6 | 0.00 | 0.00 | 0.00 | 10 006.44 | 2646262190 |
2024.07.31 00:00:00 | 7 | USDJPY# | buy | out | 0.01 | 152.847 | 7 | 0.00 | 0.00 | 3.84 | 10 010.28 | 2646262190 |
2024.08.13 08:00:00 | 8 | USDJPY# | buy | in | 0.01 | 147.721 | 8 | 0.00 | 0.00 | 0.00 | 10 010.28 | 2646262190 |
2024.08.27 04:00:00 | 9 | USDJPY# | sell | out | 0.01 | 144.842 | 9 | 0.00 | 0.00 | -28.79 | 9 981.49 | 2646262190 |
2024.08.30 12:00:00 | 10 | USDJPY# | buy | in | 0.01 | 145.123 | 10 | 0.00 | 0.00 | 0.00 | 9 981.49 | 2646262190 |
2024.08.30 20:00:00 | 11 | USDJPY# | sell | out | 0.01 | 146.221 | 11 | 0.00 | 0.00 | 10.98 | 9 992.47 | 2646262190 |
2024.09.20 12:00:00 | 12 | USDJPY# | buy | in | 0.01 | 143.810 | 12 | 0.00 | 0.00 | 0.00 | 9 992.47 | 2646262190 |
2024.09.27 04:00:00 | 13 | USDJPY# | sell | out | 0.01 | 145.456 | 13 | 0.00 | 0.00 | 16.46 | 10 008.93 | 2646262190 |
2024.10.02 12:00:00 | 14 | USDJPY# | buy | in | 0.01 | 144.330 | 14 | 0.00 | 0.00 | 0.00 | 10 008.93 | 2646262190 |
2024.10.04 16:00:00 | 15 | USDJPY# | sell | out | 0.01 | 148.645 | 15 | 0.00 | 0.00 | 43.15 | 10 052.08 | 2646262190 |
2024.10.04 16:00:01 | 16 | USDJPY# | buy | in | 0.01 | 148.652 | 16 | 0.00 | 0.00 | 0.00 | 10 052.08 | 2646262190 |
2024.10.09 12:00:00 | 17 | USDJPY# | sell | out | 0.01 | 148.716 | 17 | 0.00 | 0.00 | 0.64 | 10 052.72 | 2646262190 |
2024.10.11 16:00:00 | 18 | USDJPY# | buy | in | 0.01 | 149.064 | 18 | 0.00 | 0.00 | 0.00 | 10 052.72 | 2646262190 |
2024.10.21 12:00:00 | 19 | USDJPY# | sell | out | 0.01 | 149.942 | 19 | 0.00 | 0.00 | 8.78 | 10 061.50 | 2646262190 |
2024.10.21 12:00:01 | 20 | USDJPY# | buy | in | 0.01 | 149.952 | 20 | 0.00 | 0.00 | 0.00 | 10 061.50 | 2646262190 |
2024.10.23 04:00:00 | 21 | USDJPY# | sell | out | 0.01 | 151.465 | 21 | 0.00 | 0.00 | 15.13 | 10 076.63 | 2646262190 |
2024.10.28 20:00:00 | 22 | USDJPY# | buy | in | 0.01 | 153.281 | 22 | 0.00 | 0.00 | 0.00 | 10 076.63 | 2646262190 |
2024.11.06 20:00:00 | 23 | USDJPY# | sell | out | 0.01 | 154.661 | 23 | 0.00 | 0.00 | 13.80 | 10 090.43 | 2646262190 |
2024.11.21 12:00:00 | 24 | USDJPY# | sell | in | 0.01 | 154.392 | 24 | 0.00 | 0.00 | 0.00 | 10 090.43 | 2646262190 |
2024.12.06 16:00:00 | 25 | USDJPY# | buy | out | 0.01 | 149.667 | 25 | 0.00 | 0.00 | 47.25 | 10 137.68 | 2646262190 |
2024.12.09 12:00:00 | 26 | USDJPY# | buy | in | 0.01 | 150.425 | 26 | 0.00 | 0.00 | 0.00 | 10 137.68 | 2646262190 |
2024.12.09 20:00:00 | 27 | USDJPY# | sell | out | 0.01 | 151.325 | 27 | 0.00 | 0.00 | 9.00 | 10 146.68 | 2646262190 |
2024.12.23 16:00:00 | 28 | USDJPY# | buy | in | 0.01 | 157.215 | 28 | 0.00 | 0.00 | 0.00 | 10 146.68 | 2646262190 |
2024.12.24 16:00:00 | 29 | USDJPY# | sell | out | 0.01 | 157.184 | 29 | 0.00 | 0.00 | -0.31 | 10 146.37 | 2646262190 |
2025.01.02 20:00:00 | 30 | USDJPY# | buy | in | 0.01 | 157.569 | 30 | 0.00 | 0.00 | 0.00 | 10 146.37 | 2646262190 |
2025.01.10 23:57:59 | 31 | USDJPY# | sell | out | 0.01 | 157.705 | 31 | 0.00 | 0.00 | 1.36 | 10 147.73 | end of test |
0.00 | 0.00 | 147.73 | 10 147.73 | |||||||||