Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 2700762293_USDJPY#_60 | |||||||||||
| Symbol: | USDJPY# | |||||||||||
| Period: | H1 (2024.10.13 - 2025.01.11) | |||||||||||
| Inputs: | Entry_Amount=0.01 | |||||||||||
| Stop_Loss= | ||||||||||||
| Take_Profit= | ||||||||||||
| Magic_Number=2700762293 | ||||||||||||
| 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: | 8236494 | Symbols: | 1 | |||||||
| Total Net Profit: | 27.72 | Balance Drawdown Absolute: | 10.65 | Equity Drawdown Absolute: | 24.32 | |||||||
| Gross Profit: | 86.70 | Balance Drawdown Maximal: | 17.13 (0.17%) | Equity Drawdown Maximal: | 34.81 (0.35%) | |||||||
| Gross Loss: | -58.98 | Balance Drawdown Relative: | 0.17% (17.13) | Equity Drawdown Relative: | 0.35% (34.81) | |||||||
| Profit Factor: | 1.47 | Expected Payoff: | 1.32 | Margin Level: | 997.57% | |||||||
| Recovery Factor: | 0.80 | Sharpe Ratio: | 1.78 | Z-Score: | 0.08 (6.38%) | |||||||
| AHPR: | 1.0001 (0.01%) | LR Correlation: | 0.82 | OnTester result: | 0 | |||||||
| GHPR: | 1.0001 (0.01%) | LR Standard Error: | 10.85 | |||||||||
| Total Trades: | 21 | Short Trades (won %): | 9 (66.67%) | Long Trades (won %): | 12 (66.67%) | |||||||
| Total Deals: | 42 | Profit Trades (% of total): | 14 (66.67%) | Loss Trades (% of total): | 7 (33.33%) | |||||||
| Largest profit trade: | 29.88 | Largest loss trade: | -17.13 | |||||||||
| Average profit trade: | 6.19 | Average loss trade: | -8.43 | |||||||||
| Maximum consecutive wins ($): | 4 (15.69) | Maximum consecutive losses ($): | 3 (-9.92) | |||||||||
| Maximal consecutive profit (count): | 40.41 (3) | Maximal consecutive loss (count): | -17.13 (1) | |||||||||
| Average consecutive wins: | 3 | Average consecutive losses: | 1 | |||||||||
 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
 | ||||||||||||
| Correlation (Profits,MFE): | 0.76 | Correlation (Profits,MAE): | 0.79 | Correlation (MFE,MAE): | 0.2876 | |||||||
 | ||||||||||||
| Minimal position holding time: | 5:00:00 | Maximal position holding time: | 90:00:00 | Average position holding time: | 30:08:28 | |||||||
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Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.10.16 04:00:00 | 2 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.16 04:00:00 | filled | 2700762293 | ||||
| 2024.10.16 12:00:00 | 3 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.16 12:00:00 | filled | 2700762293 | ||||
| 2024.10.16 16:00:00 | 4 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.16 16:00:00 | filled | 2700762293 | ||||
| 2024.10.21 15:00:00 | 5 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.21 15:00:00 | filled | 2700762293 | ||||
| 2024.10.22 02:00:00 | 6 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.22 02:00:00 | filled | 2700762293 | ||||
| 2024.10.24 09:00:00 | 7 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.24 09:00:00 | filled | 2700762293 | ||||
| 2024.10.31 22:00:00 | 8 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.31 22:00:00 | filled | 2700762293 | ||||
| 2024.11.01 11:00:00 | 9 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.01 11:00:00 | filled | 2700762293 | ||||
| 2024.11.04 10:00:00 | 10 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.04 10:00:00 | filled | 2700762293 | ||||
| 2024.11.05 18:00:00 | 11 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.05 18:00:00 | filled | 2700762293 | ||||
| 2024.11.06 18:00:00 | 12 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.06 18:00:00 | filled | 2700762293 | ||||
| 2024.11.07 11:00:00 | 13 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.07 11:00:00 | filled | 2700762293 | ||||
| 2024.11.08 09:00:00 | 14 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.08 09:00:00 | filled | 2700762293 | ||||
| 2024.11.11 04:00:00 | 15 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.11 04:00:00 | filled | 2700762293 | ||||
| 2024.11.11 19:00:00 | 16 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.11 19:00:00 | filled | 2700762293 | ||||
| 2024.11.15 13:00:00 | 17 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.15 13:00:00 | filled | 2700762293 | ||||
| 2024.11.18 07:00:00 | 18 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.18 07:00:00 | filled | 2700762293 | ||||
| 2024.11.18 15:00:00 | 19 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.18 15:00:00 | filled | 2700762293 | ||||
| 2024.11.20 18:00:00 | 20 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.20 18:00:00 | filled | 2700762293 | ||||
| 2024.11.21 04:00:00 | 21 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.21 04:00:00 | filled | 2700762293 | ||||
| 2024.11.21 23:00:00 | 22 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.21 23:00:00 | filled | 2700762293 | ||||
| 2024.11.22 11:00:00 | 23 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.22 11:00:00 | filled | 2700762293 | ||||
| 2024.11.25 10:00:00 | 24 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.25 10:00:00 | filled | 2700762293 | ||||
| 2024.11.29 01:00:00 | 25 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.29 01:00:00 | filled | 2700762293 | ||||
| 2024.12.05 00:00:00 | 26 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.05 00:00:00 | filled | 2700762293 | ||||
| 2024.12.05 08:00:00 | 27 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.05 08:00:00 | filled | 2700762293 | ||||
| 2024.12.05 22:00:00 | 28 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.05 22:00:00 | filled | 2700762293 | ||||
| 2024.12.06 14:00:00 | 29 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.06 14:00:00 | filled | 2700762293 | ||||
| 2024.12.09 01:00:00 | 30 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.09 01:00:00 | filled | 2700762293 | ||||
| 2024.12.11 10:00:00 | 31 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.11 10:00:00 | filled | 2700762293 | ||||
| 2024.12.18 11:00:00 | 32 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.18 11:00:00 | filled | 2700762293 | ||||
| 2024.12.18 16:00:00 | 33 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.18 16:00:00 | filled | 2700762293 | ||||
| 2024.12.31 06:00:00 | 34 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.31 06:00:00 | filled | 2700762293 | ||||
| 2024.12.31 19:00:00 | 35 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.31 19:00:00 | filled | 2700762293 | ||||
| 2025.01.03 08:00:00 | 36 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.03 08:00:00 | filled | 2700762293 | ||||
| 2025.01.03 15:00:00 | 37 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.03 15:00:00 | filled | 2700762293 | ||||
| 2025.01.06 08:00:00 | 38 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.06 08:00:00 | filled | 2700762293 | ||||
| 2025.01.07 01:00:00 | 39 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.07 01:00:00 | filled | 2700762293 | ||||
| 2025.01.07 05:00:00 | 40 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.07 05:00:00 | filled | 2700762293 | ||||
| 2025.01.10 02:00:00 | 41 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.10 02:00:00 | filled | 2700762293 | ||||
| 2025.01.10 05:00:00 | 42 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.10 05:00:00 | filled | 2700762293 | ||||
| 2025.01.10 23:57:59 | 43 | 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 |
| 2024.10.13 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2024.10.16 04:00:00 | 2 | USDJPY# | buy | in | 0.01 | 149.275 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 2700762293 |
| 2024.10.16 12:00:00 | 3 | USDJPY# | sell | out | 0.01 | 149.459 | 3 | 0.00 | 0.00 | 1.84 | 10 001.84 | 2700762293 |
| 2024.10.16 16:00:00 | 4 | USDJPY# | buy | in | 0.01 | 149.453 | 4 | 0.00 | 0.00 | 0.00 | 10 001.84 | 2700762293 |
| 2024.10.21 15:00:00 | 5 | USDJPY# | sell | out | 0.01 | 149.917 | 5 | 0.00 | 0.00 | 4.64 | 10 006.48 | 2700762293 |
| 2024.10.22 02:00:00 | 6 | USDJPY# | sell | in | 0.01 | 150.677 | 6 | 0.00 | 0.00 | 0.00 | 10 006.48 | 2700762293 |
| 2024.10.24 09:00:00 | 7 | USDJPY# | buy | out | 0.01 | 152.390 | 7 | 0.00 | 0.00 | -17.13 | 9 989.35 | 2700762293 |
| 2024.10.31 22:00:00 | 8 | USDJPY# | buy | in | 0.01 | 151.944 | 8 | 0.00 | 0.00 | 0.00 | 9 989.35 | 2700762293 |
| 2024.11.01 11:00:00 | 9 | USDJPY# | sell | out | 0.01 | 152.636 | 9 | 0.00 | 0.00 | 6.92 | 9 996.27 | 2700762293 |
| 2024.11.04 10:00:00 | 10 | USDJPY# | sell | in | 0.01 | 152.177 | 10 | 0.00 | 0.00 | 0.00 | 9 996.27 | 2700762293 |
| 2024.11.05 18:00:00 | 11 | USDJPY# | buy | out | 0.01 | 152.049 | 11 | 0.00 | 0.00 | 1.28 | 9 997.55 | 2700762293 |
| 2024.11.06 18:00:00 | 12 | USDJPY# | sell | in | 0.01 | 154.348 | 12 | 0.00 | 0.00 | 0.00 | 9 997.55 | 2700762293 |
| 2024.11.07 11:00:00 | 13 | USDJPY# | buy | out | 0.01 | 154.051 | 13 | 0.00 | 0.00 | 2.97 | 10 000.52 | 2700762293 |
| 2024.11.08 09:00:00 | 14 | USDJPY# | buy | in | 0.01 | 152.765 | 14 | 0.00 | 0.00 | 0.00 | 10 000.52 | 2700762293 |
| 2024.11.11 04:00:00 | 15 | USDJPY# | sell | out | 0.01 | 153.217 | 15 | 0.00 | 0.00 | 4.52 | 10 005.04 | 2700762293 |
| 2024.11.11 19:00:00 | 16 | USDJPY# | sell | in | 0.01 | 153.816 | 16 | 0.00 | 0.00 | 0.00 | 10 005.04 | 2700762293 |
| 2024.11.15 13:00:00 | 17 | USDJPY# | buy | out | 0.01 | 155.309 | 17 | 0.00 | 0.00 | -14.93 | 9 990.11 | 2700762293 |
| 2024.11.18 07:00:00 | 18 | USDJPY# | buy | in | 0.01 | 154.652 | 18 | 0.00 | 0.00 | 0.00 | 9 990.11 | 2700762293 |
| 2024.11.18 15:00:00 | 19 | USDJPY# | sell | out | 0.01 | 155.264 | 19 | 0.00 | 0.00 | 6.12 | 9 996.23 | 2700762293 |
| 2024.11.20 18:00:00 | 20 | USDJPY# | sell | in | 0.01 | 155.522 | 20 | 0.00 | 0.00 | 0.00 | 9 996.23 | 2700762293 |
| 2024.11.21 04:00:00 | 21 | USDJPY# | buy | out | 0.01 | 155.046 | 21 | 0.00 | 0.00 | 4.76 | 10 000.99 | 2700762293 |
| 2024.11.21 23:00:00 | 22 | USDJPY# | buy | in | 0.01 | 154.506 | 22 | 0.00 | 0.00 | 0.00 | 10 000.99 | 2700762293 |
| 2024.11.22 11:00:00 | 23 | USDJPY# | sell | out | 0.01 | 154.502 | 23 | 0.00 | 0.00 | -0.04 | 10 000.95 | 2700762293 |
| 2024.11.25 10:00:00 | 24 | USDJPY# | sell | in | 0.01 | 154.532 | 24 | 0.00 | 0.00 | 0.00 | 10 000.95 | 2700762293 |
| 2024.11.29 01:00:00 | 25 | USDJPY# | buy | out | 0.01 | 151.544 | 25 | 0.00 | 0.00 | 29.88 | 10 030.83 | 2700762293 |
| 2024.12.05 00:00:00 | 26 | USDJPY# | sell | in | 0.01 | 150.505 | 26 | 0.00 | 0.00 | 0.00 | 10 030.83 | 2700762293 |
| 2024.12.05 08:00:00 | 27 | USDJPY# | buy | out | 0.01 | 149.936 | 27 | 0.00 | 0.00 | 5.69 | 10 036.52 | 2700762293 |
| 2024.12.05 22:00:00 | 28 | USDJPY# | buy | in | 0.01 | 150.023 | 28 | 0.00 | 0.00 | 0.00 | 10 036.52 | 2700762293 |
| 2024.12.06 14:00:00 | 29 | USDJPY# | sell | out | 0.01 | 150.507 | 29 | 0.00 | 0.00 | 4.84 | 10 041.36 | 2700762293 |
| 2024.12.09 01:00:00 | 30 | USDJPY# | sell | in | 0.01 | 149.959 | 30 | 0.00 | 0.00 | 0.00 | 10 041.36 | 2700762293 |
| 2024.12.11 10:00:00 | 31 | USDJPY# | buy | out | 0.01 | 151.655 | 31 | 0.00 | 0.00 | -16.96 | 10 024.40 | 2700762293 |
| 2024.12.18 11:00:00 | 32 | USDJPY# | buy | in | 0.01 | 153.568 | 32 | 0.00 | 0.00 | 0.00 | 10 024.40 | 2700762293 |
| 2024.12.18 16:00:00 | 33 | USDJPY# | sell | out | 0.01 | 153.846 | 33 | 0.00 | 0.00 | 2.78 | 10 027.18 | 2700762293 |
| 2024.12.31 06:00:00 | 34 | USDJPY# | buy | in | 0.01 | 156.441 | 34 | 0.00 | 0.00 | 0.00 | 10 027.18 | 2700762293 |
| 2024.12.31 19:00:00 | 35 | USDJPY# | sell | out | 0.01 | 157.366 | 35 | 0.00 | 0.00 | 9.25 | 10 036.43 | 2700762293 |
| 2025.01.03 08:00:00 | 36 | USDJPY# | sell | in | 0.01 | 157.293 | 36 | 0.00 | 0.00 | 0.00 | 10 036.43 | 2700762293 |
| 2025.01.03 15:00:00 | 37 | USDJPY# | buy | out | 0.01 | 157.172 | 37 | 0.00 | 0.00 | 1.21 | 10 037.64 | 2700762293 |
| 2025.01.06 08:00:00 | 38 | USDJPY# | buy | in | 0.01 | 157.783 | 38 | 0.00 | 0.00 | 0.00 | 10 037.64 | 2700762293 |
| 2025.01.07 01:00:00 | 39 | USDJPY# | sell | out | 0.01 | 157.604 | 39 | 0.00 | 0.00 | -1.79 | 10 035.85 | 2700762293 |
| 2025.01.07 05:00:00 | 40 | USDJPY# | buy | in | 0.01 | 158.284 | 40 | 0.00 | 0.00 | 0.00 | 10 035.85 | 2700762293 |
| 2025.01.10 02:00:00 | 41 | USDJPY# | sell | out | 0.01 | 158.036 | 41 | 0.00 | 0.00 | -2.48 | 10 033.37 | 2700762293 |
| 2025.01.10 05:00:00 | 42 | USDJPY# | buy | in | 0.01 | 158.270 | 42 | 0.00 | 0.00 | 0.00 | 10 033.37 | 2700762293 |
| 2025.01.10 23:57:59 | 43 | USDJPY# | sell | out | 0.01 | 157.705 | 43 | 0.00 | 0.00 | -5.65 | 10 027.72 | end of test |
| 0.00 | 0.00 | 27.72 | 10 027.72 | |||||||||