Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 3533024603_USDCHF#_30 | |||||||||||
Symbol: | USDCHF# | |||||||||||
Period: | M30 (2024.11.06 - 2025.01.12) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=3533024603 | ||||||||||||
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: | 2162 | Ticks: | 2788290 | Symbols: | 1 | |||||||
Total Net Profit: | 18.58 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 1.44 | |||||||
Gross Profit: | 37.31 | Balance Drawdown Maximal: | 11.60 (0.12%) | Equity Drawdown Maximal: | 21.58 (0.21%) | |||||||
Gross Loss: | -18.73 | Balance Drawdown Relative: | 0.12% (11.60) | Equity Drawdown Relative: | 0.21% (21.58) | |||||||
Profit Factor: | 1.99 | Expected Payoff: | 1.55 | Margin Level: | 999.86% | |||||||
Recovery Factor: | 0.86 | Sharpe Ratio: | 0.54 | Z-Score: | 0.11 (8.76%) | |||||||
AHPR: | 1.0002 (0.02%) | LR Correlation: | 0.74 | OnTester result: | 0 | |||||||
GHPR: | 1.0002 (0.02%) | LR Standard Error: | 6.04 | |||||||||
Total Trades: | 12 | Short Trades (won %): | 4 (75.00%) | Long Trades (won %): | 8 (62.50%) | |||||||
Total Deals: | 24 | Profit Trades (% of total): | 8 (66.67%) | Loss Trades (% of total): | 4 (33.33%) | |||||||
Largest profit trade: | 9.63 | Largest loss trade: | -11.53 | |||||||||
Average profit trade: | 4.66 | Average loss trade: | -4.68 | |||||||||
Maximum consecutive wins ($): | 4 (18.72) | Maximum consecutive losses ($): | 2 (-11.60) | |||||||||
Maximal consecutive profit (count): | 18.72 (4) | Maximal consecutive loss (count): | -11.60 (2) | |||||||||
Average consecutive wins: | 3 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.85 | Correlation (Profits,MAE): | 0.79 | Correlation (MFE,MAE): | 0.4541 | |||||||
Minimal position holding time: | 7:27:59 | Maximal position holding time: | 165:00:00 | Average position holding time: | 79:19:47 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.06 03:00:00 | 2 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.06 03:00:00 | filled | 3533024603 | ||||
2024.11.07 17:30:00 | 3 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.07 17:30:00 | filled | 3533024603 | ||||
2024.11.08 16:00:00 | 4 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.08 16:00:00 | filled | 3533024603 | ||||
2024.11.19 00:00:00 | 5 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.19 00:00:00 | filled | 3533024603 | ||||
2024.11.19 20:30:00 | 6 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.19 20:30:00 | filled | 3533024603 | ||||
2024.11.25 04:30:00 | 7 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.25 04:30:00 | filled | 3533024603 | ||||
2024.11.25 11:00:00 | 8 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.25 11:00:00 | filled | 3533024603 | ||||
2024.12.02 17:30:00 | 9 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.02 17:30:00 | filled | 3533024603 | ||||
2024.12.02 23:30:00 | 10 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.02 23:30:00 | filled | 3533024603 | ||||
2024.12.03 16:00:00 | 11 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.03 16:00:00 | filled | 3533024603 | ||||
2024.12.04 00:30:30 | 12 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.04 00:30:30 | filled | 3533024603 | ||||
2024.12.10 17:30:00 | 13 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.10 17:30:00 | filled | 3533024603 | ||||
2024.12.11 01:00:00 | 14 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.11 01:00:00 | filled | 3533024603 | ||||
2024.12.17 19:30:00 | 15 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.17 19:30:00 | filled | 3533024603 | ||||
2024.12.18 22:00:00 | 16 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.18 22:00:00 | filled | 3533024603 | ||||
2024.12.19 11:30:00 | 17 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.19 11:30:00 | filled | 3533024603 | ||||
2024.12.19 21:30:00 | 18 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.19 21:30:00 | filled | 3533024603 | ||||
2024.12.23 14:30:00 | 19 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.23 14:30:00 | filled | 3533024603 | ||||
2024.12.26 14:30:00 | 20 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.26 14:30:00 | filled | 3533024603 | ||||
2025.01.06 11:30:00 | 21 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.06 11:30:00 | filled | 3533024603 | ||||
2025.01.07 04:00:00 | 22 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.07 04:00:00 | filled | 3533024603 | ||||
2025.01.10 16:00:00 | 23 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2025.01.10 16:00:00 | filled | 3533024603 | ||||
2025.01.10 16:30:00 | 24 | USDCHF# | buy | 0.01 / 0.01 | 0.00000 | 2025.01.10 16:30:00 | filled | 3533024603 | ||||
2025.01.10 23:57:59 | 25 | USDCHF# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.10 23:57:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.06 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.06 03:00:00 | 2 | USDCHF# | buy | in | 0.01 | 0.86865 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 3533024603 |
2024.11.07 17:30:00 | 3 | USDCHF# | sell | out | 0.01 | 0.87162 | 3 | 0.00 | 0.00 | 2.97 | 10 002.97 | 3533024603 |
2024.11.08 16:00:00 | 4 | USDCHF# | buy | in | 0.01 | 0.87393 | 4 | 0.00 | 0.00 | 0.00 | 10 002.97 | 3533024603 |
2024.11.19 00:00:00 | 5 | USDCHF# | sell | out | 0.01 | 0.88219 | 5 | 0.00 | 0.00 | 8.26 | 10 011.23 | 3533024603 |
2024.11.19 20:30:00 | 6 | USDCHF# | buy | in | 0.01 | 0.88432 | 6 | 0.00 | 0.00 | 0.00 | 10 011.23 | 3533024603 |
2024.11.25 04:30:00 | 7 | USDCHF# | sell | out | 0.01 | 0.88961 | 7 | 0.00 | 0.00 | 5.29 | 10 016.52 | 3533024603 |
2024.11.25 11:00:00 | 8 | USDCHF# | sell | in | 0.01 | 0.89072 | 8 | 0.00 | 0.00 | 0.00 | 10 016.52 | 3533024603 |
2024.12.02 17:30:00 | 9 | USDCHF# | buy | out | 0.01 | 0.88852 | 9 | 0.00 | 0.00 | 2.20 | 10 018.72 | 3533024603 |
2024.12.02 23:30:00 | 10 | USDCHF# | buy | in | 0.01 | 0.88644 | 10 | 0.00 | 0.00 | 0.00 | 10 018.72 | 3533024603 |
2024.12.03 16:00:00 | 11 | USDCHF# | sell | out | 0.01 | 0.88329 | 11 | 0.00 | 0.00 | -3.15 | 10 015.57 | 3533024603 |
2024.12.04 00:30:30 | 12 | USDCHF# | sell | in | 0.01 | 0.88571 | 12 | 0.00 | 0.00 | 0.00 | 10 015.57 | 3533024603 |
2024.12.10 17:30:00 | 13 | USDCHF# | buy | out | 0.01 | 0.88261 | 13 | 0.00 | 0.00 | 3.10 | 10 018.67 | 3533024603 |
2024.12.11 01:00:00 | 14 | USDCHF# | buy | in | 0.01 | 0.88252 | 14 | 0.00 | 0.00 | 0.00 | 10 018.67 | 3533024603 |
2024.12.17 19:30:00 | 15 | USDCHF# | sell | out | 0.01 | 0.89215 | 15 | 0.00 | 0.00 | 9.63 | 10 028.30 | 3533024603 |
2024.12.18 22:00:00 | 16 | USDCHF# | buy | in | 0.01 | 0.90028 | 16 | 0.00 | 0.00 | 0.00 | 10 028.30 | 3533024603 |
2024.12.19 11:30:00 | 17 | USDCHF# | sell | out | 0.01 | 0.89630 | 17 | 0.00 | 0.00 | -3.98 | 10 024.32 | 3533024603 |
2024.12.19 21:30:00 | 18 | USDCHF# | sell | in | 0.01 | 0.89806 | 18 | 0.00 | 0.00 | 0.00 | 10 024.32 | 3533024603 |
2024.12.23 14:30:00 | 19 | USDCHF# | buy | out | 0.01 | 0.89730 | 19 | 0.00 | 0.00 | 0.76 | 10 025.08 | 3533024603 |
2024.12.26 14:30:00 | 20 | USDCHF# | buy | in | 0.01 | 0.90061 | 20 | 0.00 | 0.00 | 0.00 | 10 025.08 | 3533024603 |
2025.01.06 11:30:00 | 21 | USDCHF# | sell | out | 0.01 | 0.90571 | 21 | 0.00 | 0.00 | 5.10 | 10 030.18 | 3533024603 |
2025.01.07 04:00:00 | 22 | USDCHF# | sell | in | 0.01 | 0.90524 | 22 | 0.00 | 0.00 | 0.00 | 10 030.18 | 3533024603 |
2025.01.10 16:00:00 | 23 | USDCHF# | buy | out | 0.01 | 0.91677 | 23 | 0.00 | 0.00 | -11.53 | 10 018.65 | 3533024603 |
2025.01.10 16:30:00 | 24 | USDCHF# | buy | in | 0.01 | 0.91606 | 24 | 0.00 | 0.00 | 0.00 | 10 018.65 | 3533024603 |
2025.01.10 23:57:59 | 25 | USDCHF# | sell | out | 0.01 | 0.91599 | 25 | 0.00 | 0.00 | -0.07 | 10 018.58 | end of test |
0.00 | 0.00 | 18.58 | 10 018.58 | |||||||||