Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 2932229712_USDCHF#_60 | |||||||||||
Symbol: | USDCHF# | |||||||||||
Period: | H1 (2024.10.11 - 2025.01.09) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=2932229712 | ||||||||||||
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: | 3804905 | Symbols: | 1 | |||||||
Total Net Profit: | 23.15 | Balance Drawdown Absolute: | 16.79 | Equity Drawdown Absolute: | 29.12 | |||||||
Gross Profit: | 44.20 | Balance Drawdown Maximal: | 21.05 (0.21%) | Equity Drawdown Maximal: | 35.09 (0.35%) | |||||||
Gross Loss: | -21.05 | Balance Drawdown Relative: | 0.21% (21.05) | Equity Drawdown Relative: | 0.35% (35.09) | |||||||
Profit Factor: | 2.10 | Expected Payoff: | 2.57 | Margin Level: | 997.09% | |||||||
Recovery Factor: | 0.66 | Sharpe Ratio: | 0.28 | Z-Score: | -0.67 (49.71%) | |||||||
AHPR: | 1.0003 (0.03%) | LR Correlation: | 0.73 | OnTester result: | 0 | |||||||
GHPR: | 1.0003 (0.03%) | LR Standard Error: | 10.25 | |||||||||
Total Trades: | 9 | Short Trades (won %): | 2 (50.00%) | Long Trades (won %): | 7 (85.71%) | |||||||
Total Deals: | 18 | Profit Trades (% of total): | 7 (77.78%) | Loss Trades (% of total): | 2 (22.22%) | |||||||
Largest profit trade: | 8.27 | Largest loss trade: | -19.43 | |||||||||
Average profit trade: | 6.31 | Average loss trade: | -10.53 | |||||||||
Maximum consecutive wins ($): | 6 (39.94) | Maximum consecutive losses ($): | 2 (-21.05) | |||||||||
Maximal consecutive profit (count): | 39.94 (6) | Maximal consecutive loss (count): | -21.05 (2) | |||||||||
Average consecutive wins: | 4 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.79 | Correlation (Profits,MAE): | 0.98 | Correlation (MFE,MAE): | 0.7574 | |||||||
Minimal position holding time: | 9:00:00 | Maximal position holding time: | 751:00:00 | Average position holding time: | 128:06:40 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.10.11 20:00:00 | 2 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.11 20:00:00 | filled | 2932229712 | ||||
2024.10.14 14:00:00 | 3 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.14 14:00:00 | filled | 2932229712 | ||||
2024.10.15 06:00:00 | 4 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.15 06:00:00 | filled | 2932229712 | ||||
2024.11.27 13:00:00 | 5 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.27 13:00:00 | filled | 2932229712 | ||||
2024.12.03 01:00:00 | 6 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.03 01:00:00 | filled | 2932229712 | ||||
2024.12.11 10:00:00 | 7 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.11 10:00:00 | filled | 2932229712 | ||||
2024.12.12 00:00:00 | 8 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.12 00:00:00 | filled | 2932229712 | ||||
2024.12.12 23:00:00 | 9 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.12 23:00:00 | filled | 2932229712 | ||||
2024.12.18 13:00:00 | 10 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.18 13:00:00 | filled | 2932229712 | ||||
2024.12.18 22:00:00 | 11 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.18 22:00:00 | filled | 2932229712 | ||||
2024.12.19 06:00:00 | 12 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.19 06:00:00 | filled | 2932229712 | ||||
2024.12.20 22:00:00 | 13 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.20 22:00:00 | filled | 2932229712 | ||||
2024.12.26 09:00:00 | 14 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.26 09:00:00 | filled | 2932229712 | ||||
2024.12.30 16:00:00 | 15 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.30 16:00:00 | filled | 2932229712 | ||||
2024.12.31 11:00:00 | 16 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.31 11:00:00 | filled | 2932229712 | ||||
2025.01.02 18:00:00 | 17 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.02 18:00:00 | filled | 2932229712 | ||||
2025.01.06 10:00:00 | 18 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2025.01.06 10:00:00 | filled | 2932229712 | ||||
2025.01.08 11:00:00 | 19 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.08 11:00:00 | filled | 2932229712 | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.10.11 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.10.11 20:00:00 | 2 | USDCHF# | buy | in | 0.01 | 0.85643 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 2932229712 |
2024.10.14 14:00:00 | 3 | USDCHF# | sell | out | 0.01 | 0.86069 | 3 | 0.00 | 0.00 | 4.26 | 10 004.26 | 2932229712 |
2024.10.15 06:00:00 | 4 | USDCHF# | sell | in | 0.01 | 0.86243 | 4 | 0.00 | 0.00 | 0.00 | 10 004.26 | 2932229712 |
2024.11.27 13:00:00 | 5 | USDCHF# | buy | out | 0.01 | 0.88186 | 5 | 0.00 | 0.00 | -19.43 | 9 984.83 | 2932229712 |
2024.12.03 01:00:00 | 6 | USDCHF# | buy | in | 0.01 | 0.88653 | 6 | 0.00 | 0.00 | 0.00 | 9 984.83 | 2932229712 |
2024.12.11 10:00:00 | 7 | USDCHF# | sell | out | 0.01 | 0.88491 | 7 | 0.00 | 0.00 | -1.62 | 9 983.21 | 2932229712 |
2024.12.12 00:00:00 | 8 | USDCHF# | buy | in | 0.01 | 0.88476 | 8 | 0.00 | 0.00 | 0.00 | 9 983.21 | 2932229712 |
2024.12.12 23:00:00 | 9 | USDCHF# | sell | out | 0.01 | 0.89212 | 9 | 0.00 | 0.00 | 7.36 | 9 990.57 | 2932229712 |
2024.12.18 13:00:00 | 10 | USDCHF# | buy | in | 0.01 | 0.89364 | 10 | 0.00 | 0.00 | 0.00 | 9 990.57 | 2932229712 |
2024.12.18 22:00:00 | 11 | USDCHF# | sell | out | 0.01 | 0.90016 | 11 | 0.00 | 0.00 | 6.52 | 9 997.09 | 2932229712 |
2024.12.19 06:00:00 | 12 | USDCHF# | sell | in | 0.01 | 0.90009 | 12 | 0.00 | 0.00 | 0.00 | 9 997.09 | 2932229712 |
2024.12.20 22:00:00 | 13 | USDCHF# | buy | out | 0.01 | 0.89182 | 13 | 0.00 | 0.00 | 8.27 | 10 005.36 | 2932229712 |
2024.12.26 09:00:00 | 14 | USDCHF# | buy | in | 0.01 | 0.89994 | 14 | 0.00 | 0.00 | 0.00 | 10 005.36 | 2932229712 |
2024.12.30 16:00:00 | 15 | USDCHF# | sell | out | 0.01 | 0.90580 | 15 | 0.00 | 0.00 | 5.86 | 10 011.22 | 2932229712 |
2024.12.31 11:00:00 | 16 | USDCHF# | buy | in | 0.01 | 0.90251 | 16 | 0.00 | 0.00 | 0.00 | 10 011.22 | 2932229712 |
2025.01.02 18:00:00 | 17 | USDCHF# | sell | out | 0.01 | 0.91067 | 17 | 0.00 | 0.00 | 8.16 | 10 019.38 | 2932229712 |
2025.01.06 10:00:00 | 18 | USDCHF# | buy | in | 0.01 | 0.90819 | 18 | 0.00 | 0.00 | 0.00 | 10 019.38 | 2932229712 |
2025.01.08 11:00:00 | 19 | USDCHF# | sell | out | 0.01 | 0.91196 | 19 | 0.00 | 0.00 | 3.77 | 10 023.15 | 2932229712 |
0.00 | 0.00 | 23.15 | 10 023.15 | |||||||||