Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 3235897043_CHFJPY#_15 | |||||||||||
| Symbol: | CHFJPY# | |||||||||||
| Period: | M15 (2024.11.24 - 2025.01.08) | |||||||||||
| Inputs: | Entry_Amount=0.01 | |||||||||||
| Stop_Loss= | ||||||||||||
| Take_Profit= | ||||||||||||
| Magic_Number=3235897043 | ||||||||||||
| 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: | 2784 | Ticks: | 3326836 | Symbols: | 1 | |||||||
| Total Net Profit: | 6.87 | Balance Drawdown Absolute: | 48.94 | Equity Drawdown Absolute: | 49.84 | |||||||
| Gross Profit: | 55.81 | Balance Drawdown Maximal: | 48.94 (0.49%) | Equity Drawdown Maximal: | 57.75 (0.58%) | |||||||
| Gross Loss: | -48.94 | Balance Drawdown Relative: | 0.49% (48.94) | Equity Drawdown Relative: | 0.58% (57.75) | |||||||
| Profit Factor: | 1.14 | Expected Payoff: | 0.98 | Margin Level: | 995.02% | |||||||
| Recovery Factor: | 0.12 | Sharpe Ratio: | 0.04 | Z-Score: | -1.64 (89.90%) | |||||||
| AHPR: | 1.0001 (0.01%) | LR Correlation: | 0.54 | OnTester result: | 0 | |||||||
| GHPR: | 1.0001 (0.01%) | LR Standard Error: | 20.77 | |||||||||
| Total Trades: | 7 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 7 (57.14%) | |||||||
| Total Deals: | 14 | Profit Trades (% of total): | 4 (57.14%) | Loss Trades (% of total): | 3 (42.86%) | |||||||
| Largest profit trade: | 26.89 | Largest loss trade: | -28.25 | |||||||||
| Average profit trade: | 13.95 | Average loss trade: | -16.31 | |||||||||
| Maximum consecutive wins ($): | 4 (55.81) | Maximum consecutive losses ($): | 3 (-48.94) | |||||||||
| Maximal consecutive profit (count): | 55.81 (4) | Maximal consecutive loss (count): | -48.94 (3) | |||||||||
| Average consecutive wins: | 4 | Average consecutive losses: | 3 | |||||||||
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
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| Correlation (Profits,MFE): | 0.90 | Correlation (Profits,MAE): | 0.92 | Correlation (MFE,MAE): | 0.6950 | |||||||
 | ||||||||||||
| Minimal position holding time: | 16:30:00 | Maximal position holding time: | 179:30:00 | Average position holding time: | 102:34:17 | |||||||
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Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.11.25 09:00:00 | 2 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.25 09:00:00 | filled | 3235897043 | ||||
| 2024.11.29 03:30:00 | 3 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.29 03:30:00 | filled | 3235897043 | ||||
| 2024.11.29 12:30:00 | 4 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.29 12:30:00 | filled | 3235897043 | ||||
| 2024.12.02 17:45:00 | 5 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.02 17:45:00 | filled | 3235897043 | ||||
| 2024.12.03 00:30:00 | 6 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.03 00:30:00 | filled | 3235897043 | ||||
| 2024.12.03 17:00:00 | 7 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.03 17:00:00 | filled | 3235897043 | ||||
| 2024.12.03 22:45:00 | 8 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.03 22:45:00 | filled | 3235897043 | ||||
| 2024.12.12 15:00:00 | 9 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.12 15:00:00 | filled | 3235897043 | ||||
| 2024.12.12 21:45:00 | 10 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.12 21:45:00 | filled | 3235897043 | ||||
| 2024.12.18 23:15:00 | 11 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.18 23:15:00 | filled | 3235897043 | ||||
| 2024.12.19 04:45:00 | 12 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.19 04:45:00 | filled | 3235897043 | ||||
| 2024.12.30 16:15:00 | 13 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.30 16:15:00 | filled | 3235897043 | ||||
| 2024.12.30 23:30:00 | 14 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.30 23:30:00 | filled | 3235897043 | ||||
| 2025.01.07 23:59:59 | 15 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.07 23:59:59 | filled | end of test | ||||
Deals | ||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2024.11.24 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2024.11.25 09:00:00 | 2 | CHFJPY# | buy | in | 0.01 | 173.266 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 3235897043 |
| 2024.11.29 03:30:00 | 3 | CHFJPY# | sell | out | 0.01 | 170.441 | 3 | 0.00 | 0.00 | -28.25 | 9 971.75 | 3235897043 |
| 2024.11.29 12:30:00 | 4 | CHFJPY# | buy | in | 0.01 | 170.463 | 4 | 0.00 | 0.00 | 0.00 | 9 971.75 | 3235897043 |
| 2024.12.02 17:45:00 | 5 | CHFJPY# | sell | out | 0.01 | 169.014 | 5 | 0.00 | 0.00 | -14.49 | 9 957.26 | 3235897043 |
| 2024.12.03 00:30:00 | 6 | CHFJPY# | buy | in | 0.01 | 168.852 | 6 | 0.00 | 0.00 | 0.00 | 9 957.26 | 3235897043 |
| 2024.12.03 17:00:00 | 7 | CHFJPY# | sell | out | 0.01 | 168.232 | 7 | 0.00 | 0.00 | -6.20 | 9 951.06 | 3235897043 |
| 2024.12.03 22:45:00 | 8 | CHFJPY# | buy | in | 0.01 | 168.619 | 8 | 0.00 | 0.00 | 0.00 | 9 951.06 | 3235897043 |
| 2024.12.12 15:00:00 | 9 | CHFJPY# | sell | out | 0.01 | 171.308 | 9 | 0.00 | 0.00 | 26.89 | 9 977.95 | 3235897043 |
| 2024.12.12 21:45:00 | 10 | CHFJPY# | buy | in | 0.01 | 171.161 | 10 | 0.00 | 0.00 | 0.00 | 9 977.95 | 3235897043 |
| 2024.12.18 23:15:00 | 11 | CHFJPY# | sell | out | 0.01 | 171.814 | 11 | 0.00 | 0.00 | 6.53 | 9 984.48 | 3235897043 |
| 2024.12.19 04:45:00 | 12 | CHFJPY# | buy | in | 0.01 | 171.849 | 12 | 0.00 | 0.00 | 0.00 | 9 984.48 | 3235897043 |
| 2024.12.30 16:15:00 | 13 | CHFJPY# | sell | out | 0.01 | 174.045 | 13 | 0.00 | 0.00 | 21.96 | 10 006.44 | 3235897043 |
| 2024.12.30 23:30:00 | 14 | CHFJPY# | buy | in | 0.01 | 173.622 | 14 | 0.00 | 0.00 | 0.00 | 10 006.44 | 3235897043 |
| 2025.01.07 23:59:59 | 15 | CHFJPY# | sell | out | 0.01 | 173.665 | 15 | 0.00 | 0.00 | 0.43 | 10 006.87 | end of test |
| 0.00 | 0.00 | 6.87 | 10 006.87 | |||||||||