Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 3379658007_AUDCAD#_240 | |||||||||||
Symbol: | AUDCAD# | |||||||||||
Period: | H4 (2024.07.16 - 2025.01.12) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss=82 | ||||||||||||
Take_Profit=12 | ||||||||||||
Magic_Number=3379658007 | ||||||||||||
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: | 759 | Ticks: | 11219292 | Symbols: | 1 | |||||||
Total Net Profit: | 13.76 | Balance Drawdown Absolute: | 0.69 | Equity Drawdown Absolute: | 2.23 | |||||||
Gross Profit: | 17.14 | Balance Drawdown Maximal: | 0.82 (0.01%) | Equity Drawdown Maximal: | 8.06 (0.08%) | |||||||
Gross Loss: | -3.38 | Balance Drawdown Relative: | 0.01% (0.82) | Equity Drawdown Relative: | 0.08% (8.06) | |||||||
Profit Factor: | 5.07 | Expected Payoff: | 0.57 | Margin Level: | 999.78% | |||||||
Recovery Factor: | 1.71 | Sharpe Ratio: | 4.86 | Z-Score: | 1.03 (69.70%) | |||||||
AHPR: | 1.0001 (0.01%) | LR Correlation: | 0.99 | OnTester result: | 0 | |||||||
GHPR: | 1.0001 (0.01%) | LR Standard Error: | 0.72 | |||||||||
Total Trades: | 24 | Short Trades (won %): | 11 (90.91%) | Long Trades (won %): | 13 (69.23%) | |||||||
Total Deals: | 48 | Profit Trades (% of total): | 19 (79.17%) | Loss Trades (% of total): | 5 (20.83%) | |||||||
Largest profit trade: | 0.99 | Largest loss trade: | -0.82 | |||||||||
Average profit trade: | 0.90 | Average loss trade: | -0.68 | |||||||||
Maximum consecutive wins ($): | 8 (7.59) | Maximum consecutive losses ($): | 1 (-0.82) | |||||||||
Maximal consecutive profit (count): | 7.59 (8) | Maximal consecutive loss (count): | -0.82 (1) | |||||||||
Average consecutive wins: | 4 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.98 | Correlation (Profits,MAE): | -0.02 | Correlation (MFE,MAE): | -0.0312 | |||||||
Minimal position holding time: | 0:05:00 | Maximal position holding time: | 35:39:38 | Average position holding time: | 7:29:36 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.07.19 00:00:00 | 2 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 0.90968 | 0.91908 | 2024.07.19 00:00:00 | filled | 3379658007 | ||
2024.07.19 10:01:41 | 3 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.07.19 10:01:41 | filled | tp 0.91908 | ||||
2024.08.09 08:00:00 | 4 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 0.91347 | 0.90407 | 2024.08.09 08:00:00 | filled | 3379658007 | ||
2024.08.09 13:07:59 | 5 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.08.09 13:07:59 | filled | tp 0.90407 | ||||
2024.08.28 00:00:00 | 6 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 0.90364 | 0.91304 | 2024.08.28 00:00:00 | filled | 3379658007 | ||
2024.08.28 01:01:13 | 7 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.08.28 01:01:13 | filled | tp 0.91304 | ||||
2024.08.28 12:00:00 | 8 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 0.92316 | 0.91376 | 2024.08.28 12:00:00 | filled | 3379658007 | ||
2024.08.28 14:00:55 | 9 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.08.28 14:00:55 | filled | tp 0.91376 | ||||
2024.08.28 16:00:00 | 10 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 0.90430 | 0.91370 | 2024.08.28 16:00:00 | filled | 3379658007 | ||
2024.08.28 17:41:27 | 11 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.08.28 17:41:27 | filled | tp 0.91370 | ||||
2024.08.29 04:00:00 | 12 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 0.92394 | 0.91454 | 2024.08.29 04:00:00 | filled | 3379658007 | ||
2024.08.29 04:55:02 | 13 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.08.29 04:55:02 | filled | tp 0.91454 | ||||
2024.09.03 12:00:00 | 14 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 0.90322 | 0.91262 | 2024.09.03 12:00:00 | filled | 3379658007 | ||
2024.09.03 16:00:42 | 15 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.09.03 16:00:42 | filled | tp 0.91262 | ||||
2024.09.13 04:00:00 | 16 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 0.92139 | 0.91199 | 2024.09.13 04:00:00 | filled | 3379658007 | ||
2024.09.13 09:53:37 | 17 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.09.13 09:53:37 | filled | tp 0.91199 | ||||
2024.10.03 20:00:00 | 18 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 0.91854 | 0.92794 | 2024.10.03 20:00:00 | filled | 3379658007 | ||
2024.10.04 02:45:33 | 19 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.04 02:45:33 | filled | tp 0.92794 | ||||
2024.10.11 12:00:00 | 20 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 0.93578 | 0.92638 | 2024.10.11 12:00:00 | filled | 3379658007 | ||
2024.10.11 15:33:20 | 21 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.11 15:33:20 | filled | tp 0.92638 | ||||
2024.10.16 08:00:00 | 22 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 0.91342 | 0.92282 | 2024.10.16 08:00:00 | filled | 3379658007 | ||
2024.10.17 14:21:59 | 23 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.17 14:21:59 | filled | tp 0.92282 | ||||
2024.10.22 00:02:30 | 24 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 0.91206 | 0.92146 | 2024.10.22 00:02:30 | filled | 3379658007 | ||
2024.10.22 04:28:37 | 25 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.22 04:28:37 | filled | tp 0.92146 | ||||
2024.11.05 08:00:00 | 26 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 0.92514 | 0.91574 | 2024.11.05 08:00:00 | filled | 3379658007 | ||
2024.11.06 02:32:39 | 27 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.06 02:32:39 | filled | tp 0.91574 | ||||
2024.11.06 08:00:00 | 28 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 0.90294 | 0.91234 | 2024.11.06 08:00:00 | filled | 3379658007 | ||
2024.11.06 09:49:39 | 29 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.06 09:49:39 | filled | tp 0.91234 | ||||
2024.11.07 08:00:00 | 30 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 0.92823 | 0.91883 | 2024.11.07 08:00:00 | filled | 3379658007 | ||
2024.11.08 16:43:32 | 31 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.08 16:43:32 | filled | tp 0.91883 | ||||
2024.11.12 00:00:00 | 32 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 0.90609 | 0.91549 | 2024.11.12 00:00:00 | filled | 3379658007 | ||
2024.11.12 01:48:36 | 33 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.12 01:48:36 | filled | tp 0.91549 | ||||
2024.11.26 08:00:00 | 34 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 0.92375 | 0.91435 | 2024.11.26 08:00:00 | filled | 3379658007 | ||
2024.11.26 11:35:28 | 35 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.26 11:35:28 | filled | tp 0.91435 | ||||
2024.12.02 20:00:00 | 36 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 0.89981 | 0.90921 | 2024.12.02 20:00:00 | filled | 3379658007 | ||
2024.12.02 22:15:14 | 37 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.02 22:15:14 | filled | tp 0.90921 | ||||
2024.12.10 00:00:30 | 38 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 0.92097 | 0.91157 | 2024.12.10 00:00:30 | filled | 3379658007 | ||
2024.12.10 02:47:26 | 39 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.10 02:47:26 | filled | tp 0.91157 | ||||
2024.12.10 16:00:00 | 40 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 0.89721 | 0.90661 | 2024.12.10 16:00:00 | filled | 3379658007 | ||
2024.12.12 03:39:38 | 41 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.12 03:39:38 | filled | tp 0.90661 | ||||
2024.12.17 00:00:00 | 42 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 0.91616 | 0.90676 | 2024.12.17 00:00:00 | filled | 3379658007 | ||
2024.12.17 00:05:00 | 43 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.17 00:05:00 | filled | tp 0.90676 | ||||
2024.12.18 12:00:00 | 44 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 0.89538 | 0.90478 | 2024.12.18 12:00:00 | filled | 3379658007 | ||
2024.12.18 14:42:26 | 45 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.18 14:42:26 | filled | tp 0.90478 | ||||
2025.01.06 16:00:00 | 46 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 0.90813 | 0.89873 | 2025.01.06 16:00:00 | filled | 3379658007 | ||
2025.01.06 16:15:16 | 47 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2025.01.06 16:15:16 | filled | tp 0.89873 | ||||
2025.01.08 04:00:00 | 48 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 0.88455 | 0.89395 | 2025.01.08 04:00:00 | filled | 3379658007 | ||
2025.01.08 05:46:33 | 49 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.08 05:46:33 | filled | tp 0.89395 | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.07.16 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.07.19 00:00:00 | 2 | AUDCAD# | buy | in | 0.01 | 0.91978 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 3379658007 |
2024.07.19 10:01:41 | 3 | AUDCAD# | sell | out | 0.01 | 0.91909 | 3 | 0.00 | 0.00 | -0.69 | 9 999.31 | tp 0.91908 |
2024.08.09 08:00:00 | 4 | AUDCAD# | sell | in | 0.01 | 0.90502 | 4 | 0.00 | 0.00 | 0.00 | 9 999.31 | 3379658007 |
2024.08.09 13:07:59 | 5 | AUDCAD# | buy | out | 0.01 | 0.90405 | 5 | 0.00 | 0.00 | 0.97 | 10 000.28 | tp 0.90407 |
2024.08.28 00:00:00 | 6 | AUDCAD# | buy | in | 0.01 | 0.91386 | 6 | 0.00 | 0.00 | 0.00 | 10 000.28 | 3379658007 |
2024.08.28 01:01:13 | 7 | AUDCAD# | sell | out | 0.01 | 0.91304 | 7 | 0.00 | 0.00 | -0.82 | 9 999.46 | tp 0.91304 |
2024.08.28 12:00:00 | 8 | AUDCAD# | sell | in | 0.01 | 0.91470 | 8 | 0.00 | 0.00 | 0.00 | 9 999.46 | 3379658007 |
2024.08.28 14:00:55 | 9 | AUDCAD# | buy | out | 0.01 | 0.91376 | 9 | 0.00 | 0.00 | 0.94 | 10 000.40 | tp 0.91376 |
2024.08.28 16:00:00 | 10 | AUDCAD# | buy | in | 0.01 | 0.91275 | 10 | 0.00 | 0.00 | 0.00 | 10 000.40 | 3379658007 |
2024.08.28 17:41:27 | 11 | AUDCAD# | sell | out | 0.01 | 0.91370 | 11 | 0.00 | 0.00 | 0.95 | 10 001.35 | tp 0.91370 |
2024.08.29 04:00:00 | 12 | AUDCAD# | sell | in | 0.01 | 0.91550 | 12 | 0.00 | 0.00 | 0.00 | 10 001.35 | 3379658007 |
2024.08.29 04:55:02 | 13 | AUDCAD# | buy | out | 0.01 | 0.91454 | 13 | 0.00 | 0.00 | 0.96 | 10 002.31 | tp 0.91454 |
2024.09.03 12:00:00 | 14 | AUDCAD# | buy | in | 0.01 | 0.91168 | 14 | 0.00 | 0.00 | 0.00 | 10 002.31 | 3379658007 |
2024.09.03 16:00:42 | 15 | AUDCAD# | sell | out | 0.01 | 0.91262 | 15 | 0.00 | 0.00 | 0.94 | 10 003.25 | tp 0.91262 |
2024.09.13 04:00:00 | 16 | AUDCAD# | sell | in | 0.01 | 0.91292 | 16 | 0.00 | 0.00 | 0.00 | 10 003.25 | 3379658007 |
2024.09.13 09:53:37 | 17 | AUDCAD# | buy | out | 0.01 | 0.91198 | 17 | 0.00 | 0.00 | 0.94 | 10 004.19 | tp 0.91199 |
2024.10.03 20:00:00 | 18 | AUDCAD# | buy | in | 0.01 | 0.92700 | 18 | 0.00 | 0.00 | 0.00 | 10 004.19 | 3379658007 |
2024.10.04 02:45:33 | 19 | AUDCAD# | sell | out | 0.01 | 0.92794 | 19 | 0.00 | 0.00 | 0.94 | 10 005.13 | tp 0.92794 |
2024.10.11 12:00:00 | 20 | AUDCAD# | sell | in | 0.01 | 0.92733 | 20 | 0.00 | 0.00 | 0.00 | 10 005.13 | 3379658007 |
2024.10.11 15:33:20 | 21 | AUDCAD# | buy | out | 0.01 | 0.92637 | 21 | 0.00 | 0.00 | 0.96 | 10 006.09 | tp 0.92638 |
2024.10.16 08:00:00 | 22 | AUDCAD# | buy | in | 0.01 | 0.92187 | 22 | 0.00 | 0.00 | 0.00 | 10 006.09 | 3379658007 |
2024.10.17 14:21:59 | 23 | AUDCAD# | sell | out | 0.01 | 0.92283 | 23 | 0.00 | 0.00 | 0.96 | 10 007.05 | tp 0.92282 |
2024.10.22 00:02:30 | 24 | AUDCAD# | buy | in | 0.01 | 0.92196 | 24 | 0.00 | 0.00 | 0.00 | 10 007.05 | 3379658007 |
2024.10.22 04:28:37 | 25 | AUDCAD# | sell | out | 0.01 | 0.92147 | 25 | 0.00 | 0.00 | -0.49 | 10 006.56 | tp 0.92146 |
2024.11.05 08:00:00 | 26 | AUDCAD# | sell | in | 0.01 | 0.91668 | 26 | 0.00 | 0.00 | 0.00 | 10 006.56 | 3379658007 |
2024.11.06 02:32:39 | 27 | AUDCAD# | buy | out | 0.01 | 0.91572 | 27 | 0.00 | 0.00 | 0.96 | 10 007.52 | tp 0.91574 |
2024.11.06 08:00:00 | 28 | AUDCAD# | buy | in | 0.01 | 0.91144 | 28 | 0.00 | 0.00 | 0.00 | 10 007.52 | 3379658007 |
2024.11.06 09:49:39 | 29 | AUDCAD# | sell | out | 0.01 | 0.91234 | 29 | 0.00 | 0.00 | 0.90 | 10 008.42 | tp 0.91234 |
2024.11.07 08:00:00 | 30 | AUDCAD# | sell | in | 0.01 | 0.91979 | 30 | 0.00 | 0.00 | 0.00 | 10 008.42 | 3379658007 |
2024.11.08 16:43:32 | 31 | AUDCAD# | buy | out | 0.01 | 0.91880 | 31 | 0.00 | 0.00 | 0.99 | 10 009.41 | tp 0.91883 |
2024.11.12 00:00:00 | 32 | AUDCAD# | buy | in | 0.01 | 0.91631 | 32 | 0.00 | 0.00 | 0.00 | 10 009.41 | 3379658007 |
2024.11.12 01:48:36 | 33 | AUDCAD# | sell | out | 0.01 | 0.91549 | 33 | 0.00 | 0.00 | -0.82 | 10 008.59 | tp 0.91549 |
2024.11.26 08:00:00 | 34 | AUDCAD# | sell | in | 0.01 | 0.91530 | 34 | 0.00 | 0.00 | 0.00 | 10 008.59 | 3379658007 |
2024.11.26 11:35:28 | 35 | AUDCAD# | buy | out | 0.01 | 0.91435 | 35 | 0.00 | 0.00 | 0.95 | 10 009.54 | tp 0.91435 |
2024.12.02 20:00:00 | 36 | AUDCAD# | buy | in | 0.01 | 0.90827 | 36 | 0.00 | 0.00 | 0.00 | 10 009.54 | 3379658007 |
2024.12.02 22:15:14 | 37 | AUDCAD# | sell | out | 0.01 | 0.90921 | 37 | 0.00 | 0.00 | 0.94 | 10 010.48 | tp 0.90921 |
2024.12.10 00:00:30 | 38 | AUDCAD# | sell | in | 0.01 | 0.91168 | 38 | 0.00 | 0.00 | 0.00 | 10 010.48 | 3379658007 |
2024.12.10 02:47:26 | 39 | AUDCAD# | buy | out | 0.01 | 0.91157 | 39 | 0.00 | 0.00 | 0.11 | 10 010.59 | tp 0.91157 |
2024.12.10 16:00:00 | 40 | AUDCAD# | buy | in | 0.01 | 0.90567 | 40 | 0.00 | 0.00 | 0.00 | 10 010.59 | 3379658007 |
2024.12.12 03:39:38 | 41 | AUDCAD# | sell | out | 0.01 | 0.90661 | 41 | 0.00 | 0.00 | 0.94 | 10 011.53 | tp 0.90661 |
2024.12.17 00:00:00 | 42 | AUDCAD# | sell | in | 0.01 | 0.90594 | 42 | 0.00 | 0.00 | 0.00 | 10 011.53 | 3379658007 |
2024.12.17 00:05:00 | 43 | AUDCAD# | buy | out | 0.01 | 0.90650 | 43 | 0.00 | 0.00 | -0.56 | 10 010.97 | tp 0.90676 |
2024.12.18 12:00:00 | 44 | AUDCAD# | buy | in | 0.01 | 0.90387 | 44 | 0.00 | 0.00 | 0.00 | 10 010.97 | 3379658007 |
2024.12.18 14:42:26 | 45 | AUDCAD# | sell | out | 0.01 | 0.90478 | 45 | 0.00 | 0.00 | 0.91 | 10 011.88 | tp 0.90478 |
2025.01.06 16:00:00 | 46 | AUDCAD# | sell | in | 0.01 | 0.89967 | 46 | 0.00 | 0.00 | 0.00 | 10 011.88 | 3379658007 |
2025.01.06 16:15:16 | 47 | AUDCAD# | buy | out | 0.01 | 0.89872 | 47 | 0.00 | 0.00 | 0.95 | 10 012.83 | tp 0.89873 |
2025.01.08 04:00:00 | 48 | AUDCAD# | buy | in | 0.01 | 0.89303 | 48 | 0.00 | 0.00 | 0.00 | 10 012.83 | 3379658007 |
2025.01.08 05:46:33 | 49 | AUDCAD# | sell | out | 0.01 | 0.89396 | 49 | 0.00 | 0.00 | 0.93 | 10 013.76 | tp 0.89395 |
0.00 | 0.00 | 13.76 | 10 013.76 | |||||||||