Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 3133247109_AUDUSD#_240 | |||||||||||
Symbol: | AUDUSD# | |||||||||||
Period: | H4 (2024.07.12 - 2025.01.08) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=3133247109 | ||||||||||||
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: | 753 | Ticks: | 9194334 | Symbols: | 1 | |||||||
Total Net Profit: | 3.76 | Balance Drawdown Absolute: | 23.12 | Equity Drawdown Absolute: | 42.27 | |||||||
Gross Profit: | 60.52 | Balance Drawdown Maximal: | 28.81 (0.29%) | Equity Drawdown Maximal: | 44.57 (0.45%) | |||||||
Gross Loss: | -56.76 | Balance Drawdown Relative: | 0.29% (28.81) | Equity Drawdown Relative: | 0.45% (44.57) | |||||||
Profit Factor: | 1.07 | Expected Payoff: | 0.29 | Margin Level: | 995.77% | |||||||
Recovery Factor: | 0.08 | Sharpe Ratio: | 0.06 | Z-Score: | 0.75 (54.67%) | |||||||
AHPR: | 1.0000 (0.00%) | LR Correlation: | 0.36 | OnTester result: | 0 | |||||||
GHPR: | 1.0000 (0.00%) | LR Standard Error: | 10.09 | |||||||||
Total Trades: | 13 | Short Trades (won %): | 5 (100.00%) | Long Trades (won %): | 8 (62.50%) | |||||||
Total Deals: | 26 | Profit Trades (% of total): | 10 (76.92%) | Loss Trades (% of total): | 3 (23.08%) | |||||||
Largest profit trade: | 10.24 | Largest loss trade: | -28.81 | |||||||||
Average profit trade: | 6.05 | Average loss trade: | -18.92 | |||||||||
Maximum consecutive wins ($): | 5 (26.39) | Maximum consecutive losses ($): | 1 (-28.81) | |||||||||
Maximal consecutive profit (count): | 26.39 (5) | Maximal consecutive loss (count): | -28.81 (1) | |||||||||
Average consecutive wins: | 3 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.83 | Correlation (Profits,MAE): | 0.98 | Correlation (MFE,MAE): | 0.7758 | |||||||
Minimal position holding time: | 8:00:00 | Maximal position holding time: | 612:00:00 | Average position holding time: | 181:13:53 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.07.12 08:00:00 | 2 | AUDUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.07.12 08:00:00 | filled | 3133247109 | ||||
2024.08.07 04:00:00 | 3 | AUDUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.08.07 04:00:00 | filled | 3133247109 | ||||
2024.08.13 00:00:00 | 4 | AUDUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.08.13 00:00:00 | filled | 3133247109 | ||||
2024.08.16 20:00:00 | 5 | AUDUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.08.16 20:00:00 | filled | 3133247109 | ||||
2024.08.21 12:00:00 | 6 | AUDUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.08.21 12:00:00 | filled | 3133247109 | ||||
2024.08.26 12:00:00 | 7 | AUDUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.08.26 12:00:00 | filled | 3133247109 | ||||
2024.08.27 04:00:00 | 8 | AUDUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.08.27 04:00:00 | filled | 3133247109 | ||||
2024.09.13 00:00:30 | 9 | AUDUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.09.13 00:00:30 | filled | 3133247109 | ||||
2024.09.19 04:00:00 | 10 | AUDUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.09.19 04:00:00 | filled | 3133247109 | ||||
2024.09.19 12:00:00 | 11 | AUDUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.09.19 12:00:00 | filled | 3133247109 | ||||
2024.09.24 12:00:00 | 12 | AUDUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.09.24 12:00:00 | filled | 3133247109 | ||||
2024.09.25 04:00:00 | 13 | AUDUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.09.25 04:00:00 | filled | 3133247109 | ||||
2024.09.25 20:00:00 | 14 | AUDUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.09.25 20:00:00 | filled | 3133247109 | ||||
2024.09.27 16:00:00 | 15 | AUDUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.09.27 16:00:00 | filled | 3133247109 | ||||
2024.10.01 04:00:00 | 16 | AUDUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.01 04:00:00 | filled | 3133247109 | ||||
2024.11.05 16:00:00 | 17 | AUDUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.05 16:00:00 | filled | 3133247109 | ||||
2024.11.15 16:00:00 | 18 | AUDUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.15 16:00:00 | filled | 3133247109 | ||||
2024.11.26 20:00:00 | 19 | AUDUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.26 20:00:00 | filled | 3133247109 | ||||
2024.11.27 16:00:00 | 20 | AUDUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.27 16:00:00 | filled | 3133247109 | ||||
2024.12.04 16:00:00 | 21 | AUDUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.04 16:00:00 | filled | 3133247109 | ||||
2024.12.05 20:00:00 | 22 | AUDUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.05 20:00:00 | filled | 3133247109 | ||||
2024.12.11 08:00:00 | 23 | AUDUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.11 08:00:00 | filled | 3133247109 | ||||
2024.12.12 04:00:00 | 24 | AUDUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.12 04:00:00 | filled | 3133247109 | ||||
2024.12.18 12:00:00 | 25 | AUDUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.18 12:00:00 | filled | 3133247109 | ||||
2024.12.20 16:00:00 | 26 | AUDUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.20 16:00:00 | filled | 3133247109 | ||||
2025.01.07 23:59:59 | 27 | AUDUSD# | buy | 0.01 / 0.01 | 0.00000 | 2025.01.07 23:59:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.07.12 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.07.12 08:00:00 | 2 | AUDUSD# | buy | in | 0.01 | 0.67700 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 3133247109 |
2024.08.07 04:00:00 | 3 | AUDUSD# | sell | out | 0.01 | 0.65388 | 3 | 0.00 | 0.00 | -23.12 | 9 976.88 | 3133247109 |
2024.08.13 00:00:00 | 4 | AUDUSD# | buy | in | 0.01 | 0.65876 | 4 | 0.00 | 0.00 | 0.00 | 9 976.88 | 3133247109 |
2024.08.16 20:00:00 | 5 | AUDUSD# | sell | out | 0.01 | 0.66551 | 5 | 0.00 | 0.00 | 6.75 | 9 983.63 | 3133247109 |
2024.08.21 12:00:00 | 6 | AUDUSD# | buy | in | 0.01 | 0.67367 | 6 | 0.00 | 0.00 | 0.00 | 9 983.63 | 3133247109 |
2024.08.26 12:00:00 | 7 | AUDUSD# | sell | out | 0.01 | 0.67736 | 7 | 0.00 | 0.00 | 3.69 | 9 987.32 | 3133247109 |
2024.08.27 04:00:00 | 8 | AUDUSD# | buy | in | 0.01 | 0.67637 | 8 | 0.00 | 0.00 | 0.00 | 9 987.32 | 3133247109 |
2024.09.13 00:00:30 | 9 | AUDUSD# | sell | out | 0.01 | 0.67154 | 9 | 0.00 | 0.00 | -4.83 | 9 982.49 | 3133247109 |
2024.09.19 04:00:00 | 10 | AUDUSD# | buy | in | 0.01 | 0.67455 | 10 | 0.00 | 0.00 | 0.00 | 9 982.49 | 3133247109 |
2024.09.19 12:00:00 | 11 | AUDUSD# | sell | out | 0.01 | 0.68259 | 11 | 0.00 | 0.00 | 8.04 | 9 990.53 | 3133247109 |
2024.09.24 12:00:00 | 12 | AUDUSD# | buy | in | 0.01 | 0.68365 | 12 | 0.00 | 0.00 | 0.00 | 9 990.53 | 3133247109 |
2024.09.25 04:00:00 | 13 | AUDUSD# | sell | out | 0.01 | 0.68969 | 13 | 0.00 | 0.00 | 6.04 | 9 996.57 | 3133247109 |
2024.09.25 20:00:00 | 14 | AUDUSD# | buy | in | 0.01 | 0.68277 | 14 | 0.00 | 0.00 | 0.00 | 9 996.57 | 3133247109 |
2024.09.27 16:00:00 | 15 | AUDUSD# | sell | out | 0.01 | 0.69238 | 15 | 0.00 | 0.00 | 9.61 | 10 006.18 | 3133247109 |
2024.10.01 04:00:00 | 16 | AUDUSD# | buy | in | 0.01 | 0.69136 | 16 | 0.00 | 0.00 | 0.00 | 10 006.18 | 3133247109 |
2024.11.05 16:00:00 | 17 | AUDUSD# | sell | out | 0.01 | 0.66255 | 17 | 0.00 | 0.00 | -28.81 | 9 977.37 | 3133247109 |
2024.11.15 16:00:00 | 18 | AUDUSD# | sell | in | 0.01 | 0.64622 | 18 | 0.00 | 0.00 | 0.00 | 9 977.37 | 3133247109 |
2024.11.26 20:00:00 | 19 | AUDUSD# | buy | out | 0.01 | 0.64559 | 19 | 0.00 | 0.00 | 0.63 | 9 978.00 | 3133247109 |
2024.11.27 16:00:00 | 20 | AUDUSD# | sell | in | 0.01 | 0.64956 | 20 | 0.00 | 0.00 | 0.00 | 9 978.00 | 3133247109 |
2024.12.04 16:00:00 | 21 | AUDUSD# | buy | out | 0.01 | 0.64084 | 21 | 0.00 | 0.00 | 8.72 | 9 986.72 | 3133247109 |
2024.12.05 20:00:00 | 22 | AUDUSD# | sell | in | 0.01 | 0.64372 | 22 | 0.00 | 0.00 | 0.00 | 9 986.72 | 3133247109 |
2024.12.11 08:00:00 | 23 | AUDUSD# | buy | out | 0.01 | 0.63724 | 23 | 0.00 | 0.00 | 6.48 | 9 993.20 | 3133247109 |
2024.12.12 04:00:00 | 24 | AUDUSD# | sell | in | 0.01 | 0.64103 | 24 | 0.00 | 0.00 | 0.00 | 9 993.20 | 3133247109 |
2024.12.18 12:00:00 | 25 | AUDUSD# | buy | out | 0.01 | 0.63079 | 25 | 0.00 | 0.00 | 10.24 | 10 003.44 | 3133247109 |
2024.12.20 16:00:00 | 26 | AUDUSD# | sell | in | 0.01 | 0.62346 | 26 | 0.00 | 0.00 | 0.00 | 10 003.44 | 3133247109 |
2025.01.07 23:59:59 | 27 | AUDUSD# | buy | out | 0.01 | 0.62314 | 27 | 0.00 | 0.00 | 0.32 | 10 003.76 | end of test |
0.00 | 0.00 | 3.76 | 10 003.76 | |||||||||