Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 2833917906_CHFJPY#_60 | |||||||||||
Symbol: | CHFJPY# | |||||||||||
Period: | H1 (2024.10.05 - 2025.01.03) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=2833917906 | ||||||||||||
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: | 1466 | Ticks: | 6665515 | Symbols: | 1 | |||||||
Total Net Profit: | 28.65 | Balance Drawdown Absolute: | 20.85 | Equity Drawdown Absolute: | 28.32 | |||||||
Gross Profit: | 99.88 | Balance Drawdown Maximal: | 26.06 (0.26%) | Equity Drawdown Maximal: | 38.31 (0.38%) | |||||||
Gross Loss: | -71.23 | Balance Drawdown Relative: | 0.26% (26.06) | Equity Drawdown Relative: | 0.38% (38.31) | |||||||
Profit Factor: | 1.40 | Expected Payoff: | 1.69 | Margin Level: | 997.17% | |||||||
Recovery Factor: | 0.75 | Sharpe Ratio: | 0.94 | Z-Score: | -1.42 (84.44%) | |||||||
AHPR: | 1.0002 (0.02%) | LR Correlation: | 0.64 | OnTester result: | 0 | |||||||
GHPR: | 1.0002 (0.02%) | LR Standard Error: | 12.62 | |||||||||
Total Trades: | 17 | Short Trades (won %): | 11 (45.45%) | Long Trades (won %): | 6 (33.33%) | |||||||
Total Deals: | 34 | Profit Trades (% of total): | 7 (41.18%) | Loss Trades (% of total): | 10 (58.82%) | |||||||
Largest profit trade: | 38.24 | Largest loss trade: | -14.43 | |||||||||
Average profit trade: | 14.27 | Average loss trade: | -7.12 | |||||||||
Maximum consecutive wins ($): | 4 (40.37) | Maximum consecutive losses ($): | 4 (-24.32) | |||||||||
Maximal consecutive profit (count): | 40.60 (2) | Maximal consecutive loss (count): | -26.06 (3) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 3 | |||||||||
Correlation (Profits,MFE): | 0.96 | Correlation (Profits,MAE): | 0.59 | Correlation (MFE,MAE): | 0.4393 | |||||||
Minimal position holding time: | 13:59:30 | Maximal position holding time: | 154:00:00 | Average position holding time: | 53:35:15 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.10.07 22:00:00 | 2 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.07 22:00:00 | filled | 2833917906 | ||||
2024.10.08 16:00:00 | 3 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.08 16:00:00 | filled | 2833917906 | ||||
2024.10.09 00:00:30 | 4 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.09 00:00:30 | filled | 2833917906 | ||||
2024.10.09 14:00:00 | 5 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.09 14:00:00 | filled | 2833917906 | ||||
2024.10.10 11:00:00 | 6 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.10 11:00:00 | filled | 2833917906 | ||||
2024.10.11 19:00:00 | 7 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.11 19:00:00 | filled | 2833917906 | ||||
2024.10.16 01:00:00 | 8 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.16 01:00:00 | filled | 2833917906 | ||||
2024.10.24 11:00:00 | 9 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.24 11:00:00 | filled | 2833917906 | ||||
2024.10.25 16:00:00 | 10 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.25 16:00:00 | filled | 2833917906 | ||||
2024.10.28 14:00:00 | 11 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.28 14:00:00 | filled | 2833917906 | ||||
2024.10.29 13:00:00 | 12 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.29 13:00:00 | filled | 2833917906 | ||||
2024.11.06 07:00:00 | 13 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.06 07:00:00 | filled | 2833917906 | ||||
2024.11.08 06:00:00 | 14 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.08 06:00:00 | filled | 2833917906 | ||||
2024.11.11 09:00:00 | 15 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.11 09:00:00 | filled | 2833917906 | ||||
2024.11.11 21:00:00 | 16 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.11 21:00:00 | filled | 2833917906 | ||||
2024.11.12 15:00:00 | 17 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.12 15:00:00 | filled | 2833917906 | ||||
2024.11.13 09:00:00 | 18 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.13 09:00:00 | filled | 2833917906 | ||||
2024.11.18 01:00:00 | 19 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.18 01:00:00 | filled | 2833917906 | ||||
2024.11.19 11:00:00 | 20 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.19 11:00:00 | filled | 2833917906 | ||||
2024.11.20 01:00:00 | 21 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.20 01:00:00 | filled | 2833917906 | ||||
2024.11.22 12:00:00 | 22 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.22 12:00:00 | filled | 2833917906 | ||||
2024.11.25 14:00:00 | 23 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.25 14:00:00 | filled | 2833917906 | ||||
2024.11.26 15:00:00 | 24 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.26 15:00:00 | filled | 2833917906 | ||||
2024.12.03 12:00:00 | 25 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.03 12:00:00 | filled | 2833917906 | ||||
2024.12.10 03:00:00 | 26 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.10 03:00:00 | filled | 2833917906 | ||||
2024.12.11 08:00:00 | 27 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.11 08:00:00 | filled | 2833917906 | ||||
2024.12.12 11:00:00 | 28 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.12 11:00:00 | filled | 2833917906 | ||||
2024.12.13 22:00:00 | 29 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.13 22:00:00 | filled | 2833917906 | ||||
2024.12.16 03:00:00 | 30 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.16 03:00:00 | filled | 2833917906 | ||||
2024.12.17 15:00:00 | 31 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.17 15:00:00 | filled | 2833917906 | ||||
2024.12.23 04:00:00 | 32 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.23 04:00:00 | filled | 2833917906 | ||||
2024.12.26 23:00:00 | 33 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.26 23:00:00 | filled | 2833917906 | ||||
2024.12.30 05:00:00 | 34 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.30 05:00:00 | filled | 2833917906 | ||||
2025.01.02 09:00:00 | 35 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.02 09:00:00 | filled | 2833917906 | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.10.05 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.10.07 22:00:00 | 2 | CHFJPY# | buy | in | 0.01 | 173.442 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 2833917906 |
2024.10.08 16:00:00 | 3 | CHFJPY# | sell | out | 0.01 | 172.717 | 3 | 0.00 | 0.00 | -7.25 | 9 992.75 | 2833917906 |
2024.10.09 00:00:30 | 4 | CHFJPY# | sell | in | 0.01 | 172.704 | 4 | 0.00 | 0.00 | 0.00 | 9 992.75 | 2833917906 |
2024.10.09 14:00:00 | 5 | CHFJPY# | buy | out | 0.01 | 173.381 | 5 | 0.00 | 0.00 | -6.77 | 9 985.98 | 2833917906 |
2024.10.10 11:00:00 | 6 | CHFJPY# | sell | in | 0.01 | 173.264 | 6 | 0.00 | 0.00 | 0.00 | 9 985.98 | 2833917906 |
2024.10.11 19:00:00 | 7 | CHFJPY# | buy | out | 0.01 | 173.947 | 7 | 0.00 | 0.00 | -6.83 | 9 979.15 | 2833917906 |
2024.10.16 01:00:00 | 8 | CHFJPY# | buy | in | 0.01 | 173.140 | 8 | 0.00 | 0.00 | 0.00 | 9 979.15 | 2833917906 |
2024.10.24 11:00:00 | 9 | CHFJPY# | sell | out | 0.01 | 175.621 | 9 | 0.00 | 0.00 | 24.81 | 10 003.96 | 2833917906 |
2024.10.25 16:00:00 | 10 | CHFJPY# | buy | in | 0.01 | 175.501 | 10 | 0.00 | 0.00 | 0.00 | 10 003.96 | 2833917906 |
2024.10.28 14:00:00 | 11 | CHFJPY# | sell | out | 0.01 | 176.298 | 11 | 0.00 | 0.00 | 7.97 | 10 011.93 | 2833917906 |
2024.10.29 13:00:00 | 12 | CHFJPY# | sell | in | 0.01 | 176.875 | 12 | 0.00 | 0.00 | 0.00 | 10 011.93 | 2833917906 |
2024.11.06 07:00:00 | 13 | CHFJPY# | buy | out | 0.01 | 176.194 | 13 | 0.00 | 0.00 | 6.81 | 10 018.74 | 2833917906 |
2024.11.08 06:00:00 | 14 | CHFJPY# | sell | in | 0.01 | 175.044 | 14 | 0.00 | 0.00 | 0.00 | 10 018.74 | 2833917906 |
2024.11.11 09:00:00 | 15 | CHFJPY# | buy | out | 0.01 | 174.966 | 15 | 0.00 | 0.00 | 0.78 | 10 019.52 | 2833917906 |
2024.11.11 21:00:00 | 16 | CHFJPY# | sell | in | 0.01 | 174.716 | 16 | 0.00 | 0.00 | 0.00 | 10 019.52 | 2833917906 |
2024.11.12 15:00:00 | 17 | CHFJPY# | buy | out | 0.01 | 174.908 | 17 | 0.00 | 0.00 | -1.92 | 10 017.60 | 2833917906 |
2024.11.13 09:00:00 | 18 | CHFJPY# | buy | in | 0.01 | 175.541 | 18 | 0.00 | 0.00 | 0.00 | 10 017.60 | 2833917906 |
2024.11.18 01:00:00 | 19 | CHFJPY# | sell | out | 0.01 | 174.098 | 19 | 0.00 | 0.00 | -14.43 | 10 003.17 | 2833917906 |
2024.11.19 11:00:00 | 20 | CHFJPY# | sell | in | 0.01 | 174.095 | 20 | 0.00 | 0.00 | 0.00 | 10 003.17 | 2833917906 |
2024.11.20 01:00:00 | 21 | CHFJPY# | buy | out | 0.01 | 175.066 | 21 | 0.00 | 0.00 | -9.71 | 9 993.46 | 2833917906 |
2024.11.22 12:00:00 | 22 | CHFJPY# | sell | in | 0.01 | 173.766 | 22 | 0.00 | 0.00 | 0.00 | 9 993.46 | 2833917906 |
2024.11.25 14:00:00 | 23 | CHFJPY# | buy | out | 0.01 | 173.530 | 23 | 0.00 | 0.00 | 2.36 | 9 995.82 | 2833917906 |
2024.11.26 15:00:00 | 24 | CHFJPY# | sell | in | 0.01 | 173.063 | 24 | 0.00 | 0.00 | 0.00 | 9 995.82 | 2833917906 |
2024.12.03 12:00:00 | 25 | CHFJPY# | buy | out | 0.01 | 169.239 | 25 | 0.00 | 0.00 | 38.24 | 10 034.06 | 2833917906 |
2024.12.10 03:00:00 | 26 | CHFJPY# | buy | in | 0.01 | 172.325 | 26 | 0.00 | 0.00 | 0.00 | 10 034.06 | 2833917906 |
2024.12.11 08:00:00 | 27 | CHFJPY# | sell | out | 0.01 | 171.745 | 27 | 0.00 | 0.00 | -5.80 | 10 028.26 | 2833917906 |
2024.12.12 11:00:00 | 28 | CHFJPY# | sell | in | 0.01 | 171.869 | 28 | 0.00 | 0.00 | 0.00 | 10 028.26 | 2833917906 |
2024.12.13 22:00:00 | 29 | CHFJPY# | buy | out | 0.01 | 172.155 | 29 | 0.00 | 0.00 | -2.86 | 10 025.40 | 2833917906 |
2024.12.16 03:00:00 | 30 | CHFJPY# | buy | in | 0.01 | 172.521 | 30 | 0.00 | 0.00 | 0.00 | 10 025.40 | 2833917906 |
2024.12.17 15:00:00 | 31 | CHFJPY# | sell | out | 0.01 | 171.575 | 31 | 0.00 | 0.00 | -9.46 | 10 015.94 | 2833917906 |
2024.12.23 04:00:00 | 32 | CHFJPY# | sell | in | 0.01 | 175.137 | 32 | 0.00 | 0.00 | 0.00 | 10 015.94 | 2833917906 |
2024.12.26 23:00:00 | 33 | CHFJPY# | buy | out | 0.01 | 175.757 | 33 | 0.00 | 0.00 | -6.20 | 10 009.74 | 2833917906 |
2024.12.30 05:00:00 | 34 | CHFJPY# | sell | in | 0.01 | 175.062 | 34 | 0.00 | 0.00 | 0.00 | 10 009.74 | 2833917906 |
2025.01.02 09:00:00 | 35 | CHFJPY# | buy | out | 0.01 | 173.171 | 35 | 0.00 | 0.00 | 18.91 | 10 028.65 | 2833917906 |
0.00 | 0.00 | 28.65 | 10 028.65 | |||||||||