Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 3568938417_GBPCHF#_30 | |||||||||||
Symbol: | GBPCHF# | |||||||||||
Period: | M30 (2024.10.31 - 2025.01.06) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=3568938417 | ||||||||||||
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: | 2112 | Ticks: | 3754185 | Symbols: | 1 | |||||||
Total Net Profit: | 47.92 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 13.30 | |||||||
Gross Profit: | 59.96 | Balance Drawdown Maximal: | 7.53 (0.08%) | Equity Drawdown Maximal: | 14.62 (0.15%) | |||||||
Gross Loss: | -12.04 | Balance Drawdown Relative: | 0.08% (7.53) | Equity Drawdown Relative: | 0.15% (14.62) | |||||||
Profit Factor: | 4.98 | Expected Payoff: | 1.77 | Margin Level: | 998.67% | |||||||
Recovery Factor: | 3.28 | Sharpe Ratio: | 5.36 | Z-Score: | -0.45 (34.73%) | |||||||
AHPR: | 1.0002 (0.02%) | LR Correlation: | 0.95 | OnTester result: | 0 | |||||||
GHPR: | 1.0002 (0.02%) | LR Standard Error: | 4.25 | |||||||||
Total Trades: | 27 | Short Trades (won %): | 15 (60.00%) | Long Trades (won %): | 12 (91.67%) | |||||||
Total Deals: | 54 | Profit Trades (% of total): | 20 (74.07%) | Loss Trades (% of total): | 7 (25.93%) | |||||||
Largest profit trade: | 9.21 | Largest loss trade: | -7.53 | |||||||||
Average profit trade: | 3.00 | Average loss trade: | -1.72 | |||||||||
Maximum consecutive wins ($): | 9 (19.39) | Maximum consecutive losses ($): | 2 (-2.51) | |||||||||
Maximal consecutive profit (count): | 19.39 (9) | Maximal consecutive loss (count): | -7.53 (1) | |||||||||
Average consecutive wins: | 4 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.86 | Correlation (Profits,MAE): | 0.37 | Correlation (MFE,MAE): | 0.1826 | |||||||
Minimal position holding time: | 6:30:00 | Maximal position holding time: | 118:30:00 | Average position holding time: | 27:16:35 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.10.31 11:00:00 | 2 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.31 11:00:00 | filled | 3568938417 | ||||
2024.11.01 20:00:00 | 3 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.01 20:00:00 | filled | 3568938417 | ||||
2024.11.04 04:00:00 | 4 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.04 04:00:00 | filled | 3568938417 | ||||
2024.11.04 19:00:00 | 5 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.04 19:00:00 | filled | 3568938417 | ||||
2024.11.05 03:00:00 | 6 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.05 03:00:00 | filled | 3568938417 | ||||
2024.11.05 22:00:00 | 7 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.05 22:00:00 | filled | 3568938417 | ||||
2024.11.06 08:30:00 | 8 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.06 08:30:00 | filled | 3568938417 | ||||
2024.11.08 18:00:00 | 9 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.08 18:00:00 | filled | 3568938417 | ||||
2024.11.08 22:00:00 | 10 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.08 22:00:00 | filled | 3568938417 | ||||
2024.11.11 08:00:00 | 11 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.11 08:00:00 | filled | 3568938417 | ||||
2024.11.11 18:00:00 | 12 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.11 18:00:00 | filled | 3568938417 | ||||
2024.11.12 13:30:00 | 13 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.12 13:30:00 | filled | 3568938417 | ||||
2024.11.13 09:00:00 | 14 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.13 09:00:00 | filled | 3568938417 | ||||
2024.11.14 20:30:00 | 15 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.14 20:30:00 | filled | 3568938417 | ||||
2024.11.15 08:30:00 | 16 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.15 08:30:00 | filled | 3568938417 | ||||
2024.11.15 16:00:00 | 17 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.15 16:00:00 | filled | 3568938417 | ||||
2024.11.18 07:30:00 | 18 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.18 07:30:00 | filled | 3568938417 | ||||
2024.11.20 09:30:00 | 19 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.20 09:30:00 | filled | 3568938417 | ||||
2024.11.20 17:00:00 | 20 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.20 17:00:00 | filled | 3568938417 | ||||
2024.11.21 02:30:00 | 21 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.21 02:30:00 | filled | 3568938417 | ||||
2024.11.21 22:30:00 | 22 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.21 22:30:00 | filled | 3568938417 | ||||
2024.11.22 23:00:00 | 23 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.22 23:00:00 | filled | 3568938417 | ||||
2024.11.25 11:30:00 | 24 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.25 11:30:00 | filled | 3568938417 | ||||
2024.11.25 22:00:00 | 25 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.25 22:00:00 | filled | 3568938417 | ||||
2024.11.26 12:30:00 | 26 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.26 12:30:00 | filled | 3568938417 | ||||
2024.11.27 21:30:00 | 27 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.27 21:30:00 | filled | 3568938417 | ||||
2024.11.29 02:00:00 | 28 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.29 02:00:00 | filled | 3568938417 | ||||
2024.11.29 21:30:00 | 29 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.29 21:30:00 | filled | 3568938417 | ||||
2024.12.02 18:00:00 | 30 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.02 18:00:00 | filled | 3568938417 | ||||
2024.12.03 19:30:00 | 31 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.03 19:30:00 | filled | 3568938417 | ||||
2024.12.04 15:30:00 | 32 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.04 15:30:00 | filled | 3568938417 | ||||
2024.12.05 05:30:00 | 33 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.05 05:30:00 | filled | 3568938417 | ||||
2024.12.05 17:30:00 | 34 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.05 17:30:00 | filled | 3568938417 | ||||
2024.12.06 00:30:00 | 35 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.06 00:30:00 | filled | 3568938417 | ||||
2024.12.06 10:30:00 | 36 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.06 10:30:00 | filled | 3568938417 | ||||
2024.12.09 16:00:00 | 37 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.09 16:00:00 | filled | 3568938417 | ||||
2024.12.09 21:30:00 | 38 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.09 21:30:00 | filled | 3568938417 | ||||
2024.12.10 06:00:00 | 39 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.10 06:00:00 | filled | 3568938417 | ||||
2024.12.10 11:30:00 | 40 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.10 11:30:00 | filled | 3568938417 | ||||
2024.12.10 18:00:00 | 41 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.10 18:00:00 | filled | 3568938417 | ||||
2024.12.11 11:30:00 | 42 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.11 11:30:00 | filled | 3568938417 | ||||
2024.12.13 23:30:00 | 43 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.13 23:30:00 | filled | 3568938417 | ||||
2024.12.16 12:00:00 | 44 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.16 12:00:00 | filled | 3568938417 | ||||
2024.12.16 21:00:00 | 45 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.16 21:00:00 | filled | 3568938417 | ||||
2024.12.17 19:30:00 | 46 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.17 19:30:00 | filled | 3568938417 | ||||
2024.12.18 12:30:00 | 47 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.18 12:30:00 | filled | 3568938417 | ||||
2024.12.18 18:00:00 | 48 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.18 18:00:00 | filled | 3568938417 | ||||
2024.12.19 01:30:00 | 49 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.19 01:30:00 | filled | 3568938417 | ||||
2024.12.20 17:30:00 | 50 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.20 17:30:00 | filled | 3568938417 | ||||
2024.12.27 16:00:00 | 51 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.27 16:00:00 | filled | 3568938417 | ||||
2024.12.30 19:30:00 | 52 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.30 19:30:00 | filled | 3568938417 | ||||
2025.01.02 16:00:00 | 53 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2025.01.02 16:00:00 | filled | 3568938417 | ||||
2025.01.03 03:00:00 | 54 | GBPCHF# | buy | 0.01 / 0.01 | 0.00000 | 2025.01.03 03:00:00 | filled | 3568938417 | ||||
2025.01.03 23:57:59 | 55 | GBPCHF# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.03 23:57:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.10.31 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.10.31 11:00:00 | 2 | GBPCHF# | buy | in | 0.01 | 1.12388 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 3568938417 |
2024.11.01 20:00:00 | 3 | GBPCHF# | sell | out | 0.01 | 1.12526 | 3 | 0.00 | 0.00 | 1.38 | 10 001.38 | 3568938417 |
2024.11.04 04:00:00 | 4 | GBPCHF# | sell | in | 0.01 | 1.12289 | 4 | 0.00 | 0.00 | 0.00 | 10 001.38 | 3568938417 |
2024.11.04 19:00:00 | 5 | GBPCHF# | buy | out | 0.01 | 1.11737 | 5 | 0.00 | 0.00 | 5.52 | 10 006.90 | 3568938417 |
2024.11.05 03:00:00 | 6 | GBPCHF# | buy | in | 0.01 | 1.11934 | 6 | 0.00 | 0.00 | 0.00 | 10 006.90 | 3568938417 |
2024.11.05 22:00:00 | 7 | GBPCHF# | sell | out | 0.01 | 1.12367 | 7 | 0.00 | 0.00 | 4.33 | 10 011.23 | 3568938417 |
2024.11.06 08:30:00 | 8 | GBPCHF# | sell | in | 0.01 | 1.12288 | 8 | 0.00 | 0.00 | 0.00 | 10 011.23 | 3568938417 |
2024.11.08 18:00:00 | 9 | GBPCHF# | buy | out | 0.01 | 1.13041 | 9 | 0.00 | 0.00 | -7.53 | 10 003.70 | 3568938417 |
2024.11.08 22:00:00 | 10 | GBPCHF# | buy | in | 0.01 | 1.13140 | 10 | 0.00 | 0.00 | 0.00 | 10 003.70 | 3568938417 |
2024.11.11 08:00:00 | 11 | GBPCHF# | sell | out | 0.01 | 1.13225 | 11 | 0.00 | 0.00 | 0.85 | 10 004.55 | 3568938417 |
2024.11.11 18:00:00 | 12 | GBPCHF# | sell | in | 0.01 | 1.13227 | 12 | 0.00 | 0.00 | 0.00 | 10 004.55 | 3568938417 |
2024.11.12 13:30:00 | 13 | GBPCHF# | buy | out | 0.01 | 1.13066 | 13 | 0.00 | 0.00 | 1.61 | 10 006.16 | 3568938417 |
2024.11.13 09:00:00 | 14 | GBPCHF# | buy | in | 0.01 | 1.12568 | 14 | 0.00 | 0.00 | 0.00 | 10 006.16 | 3568938417 |
2024.11.14 20:30:00 | 15 | GBPCHF# | sell | out | 0.01 | 1.12750 | 15 | 0.00 | 0.00 | 1.82 | 10 007.98 | 3568938417 |
2024.11.15 08:30:00 | 16 | GBPCHF# | sell | in | 0.01 | 1.12613 | 16 | 0.00 | 0.00 | 0.00 | 10 007.98 | 3568938417 |
2024.11.15 16:00:00 | 17 | GBPCHF# | buy | out | 0.01 | 1.12409 | 17 | 0.00 | 0.00 | 2.04 | 10 010.02 | 3568938417 |
2024.11.18 07:30:00 | 18 | GBPCHF# | buy | in | 0.01 | 1.12136 | 18 | 0.00 | 0.00 | 0.00 | 10 010.02 | 3568938417 |
2024.11.20 09:30:00 | 19 | GBPCHF# | sell | out | 0.01 | 1.12327 | 19 | 0.00 | 0.00 | 1.91 | 10 011.93 | 3568938417 |
2024.11.20 17:00:00 | 20 | GBPCHF# | sell | in | 0.01 | 1.11892 | 20 | 0.00 | 0.00 | 0.00 | 10 011.93 | 3568938417 |
2024.11.21 02:30:00 | 21 | GBPCHF# | buy | out | 0.01 | 1.11820 | 21 | 0.00 | 0.00 | 0.72 | 10 012.65 | 3568938417 |
2024.11.21 22:30:00 | 22 | GBPCHF# | buy | in | 0.01 | 1.11717 | 22 | 0.00 | 0.00 | 0.00 | 10 012.65 | 3568938417 |
2024.11.22 23:00:00 | 23 | GBPCHF# | sell | out | 0.01 | 1.12030 | 23 | 0.00 | 0.00 | 3.13 | 10 015.78 | 3568938417 |
2024.11.25 11:30:00 | 24 | GBPCHF# | sell | in | 0.01 | 1.11865 | 24 | 0.00 | 0.00 | 0.00 | 10 015.78 | 3568938417 |
2024.11.25 22:00:00 | 25 | GBPCHF# | buy | out | 0.01 | 1.11388 | 25 | 0.00 | 0.00 | 4.77 | 10 020.55 | 3568938417 |
2024.11.26 12:30:00 | 26 | GBPCHF# | buy | in | 0.01 | 1.11462 | 26 | 0.00 | 0.00 | 0.00 | 10 020.55 | 3568938417 |
2024.11.27 21:30:00 | 27 | GBPCHF# | sell | out | 0.01 | 1.11716 | 27 | 0.00 | 0.00 | 2.54 | 10 023.09 | 3568938417 |
2024.11.29 02:00:00 | 28 | GBPCHF# | sell | in | 0.01 | 1.12008 | 28 | 0.00 | 0.00 | 0.00 | 10 023.09 | 3568938417 |
2024.11.29 21:30:00 | 29 | GBPCHF# | buy | out | 0.01 | 1.12124 | 29 | 0.00 | 0.00 | -1.16 | 10 021.93 | 3568938417 |
2024.12.02 18:00:00 | 30 | GBPCHF# | sell | in | 0.01 | 1.12090 | 30 | 0.00 | 0.00 | 0.00 | 10 021.93 | 3568938417 |
2024.12.03 19:30:00 | 31 | GBPCHF# | buy | out | 0.01 | 1.12225 | 31 | 0.00 | 0.00 | -1.35 | 10 020.58 | 3568938417 |
2024.12.04 15:30:00 | 32 | GBPCHF# | sell | in | 0.01 | 1.12350 | 32 | 0.00 | 0.00 | 0.00 | 10 020.58 | 3568938417 |
2024.12.05 05:30:00 | 33 | GBPCHF# | buy | out | 0.01 | 1.12343 | 33 | 0.00 | 0.00 | 0.07 | 10 020.65 | 3568938417 |
2024.12.05 17:30:00 | 34 | GBPCHF# | sell | in | 0.01 | 1.12295 | 34 | 0.00 | 0.00 | 0.00 | 10 020.65 | 3568938417 |
2024.12.06 00:30:00 | 35 | GBPCHF# | buy | out | 0.01 | 1.12303 | 35 | 0.00 | 0.00 | -0.08 | 10 020.57 | 3568938417 |
2024.12.06 10:30:00 | 36 | GBPCHF# | buy | in | 0.01 | 1.12212 | 36 | 0.00 | 0.00 | 0.00 | 10 020.57 | 3568938417 |
2024.12.09 16:00:00 | 37 | GBPCHF# | sell | out | 0.01 | 1.12250 | 37 | 0.00 | 0.00 | 0.38 | 10 020.95 | 3568938417 |
2024.12.09 21:30:00 | 38 | GBPCHF# | sell | in | 0.01 | 1.12107 | 38 | 0.00 | 0.00 | 0.00 | 10 020.95 | 3568938417 |
2024.12.10 06:00:00 | 39 | GBPCHF# | buy | out | 0.01 | 1.11942 | 39 | 0.00 | 0.00 | 1.65 | 10 022.60 | 3568938417 |
2024.12.10 11:30:00 | 40 | GBPCHF# | buy | in | 0.01 | 1.12172 | 40 | 0.00 | 0.00 | 0.00 | 10 022.60 | 3568938417 |
2024.12.10 18:00:00 | 41 | GBPCHF# | sell | out | 0.01 | 1.12388 | 41 | 0.00 | 0.00 | 2.16 | 10 024.76 | 3568938417 |
2024.12.11 11:30:00 | 42 | GBPCHF# | sell | in | 0.01 | 1.12729 | 42 | 0.00 | 0.00 | 0.00 | 10 024.76 | 3568938417 |
2024.12.13 23:30:00 | 43 | GBPCHF# | buy | out | 0.01 | 1.12659 | 43 | 0.00 | 0.00 | 0.70 | 10 025.46 | 3568938417 |
2024.12.16 12:00:00 | 44 | GBPCHF# | buy | in | 0.01 | 1.12687 | 44 | 0.00 | 0.00 | 0.00 | 10 025.46 | 3568938417 |
2024.12.16 21:00:00 | 45 | GBPCHF# | sell | out | 0.01 | 1.13462 | 45 | 0.00 | 0.00 | 7.75 | 10 033.21 | 3568938417 |
2024.12.17 19:30:00 | 46 | GBPCHF# | sell | in | 0.01 | 1.13470 | 46 | 0.00 | 0.00 | 0.00 | 10 033.21 | 3568938417 |
2024.12.18 12:30:00 | 47 | GBPCHF# | buy | out | 0.01 | 1.13471 | 47 | 0.00 | 0.00 | -0.01 | 10 033.20 | 3568938417 |
2024.12.18 18:00:00 | 48 | GBPCHF# | sell | in | 0.01 | 1.13317 | 48 | 0.00 | 0.00 | 0.00 | 10 033.20 | 3568938417 |
2024.12.19 01:30:00 | 49 | GBPCHF# | buy | out | 0.01 | 1.13411 | 49 | 0.00 | 0.00 | -0.94 | 10 032.26 | 3568938417 |
2024.12.20 17:30:00 | 50 | GBPCHF# | buy | in | 0.01 | 1.12328 | 50 | 0.00 | 0.00 | 0.00 | 10 032.26 | 3568938417 |
2024.12.27 16:00:00 | 51 | GBPCHF# | sell | out | 0.01 | 1.13249 | 51 | 0.00 | 0.00 | 9.21 | 10 041.47 | 3568938417 |
2024.12.30 19:30:00 | 52 | GBPCHF# | sell | in | 0.01 | 1.13473 | 52 | 0.00 | 0.00 | 0.00 | 10 041.47 | 3568938417 |
2025.01.02 16:00:00 | 53 | GBPCHF# | buy | out | 0.01 | 1.12731 | 53 | 0.00 | 0.00 | 7.42 | 10 048.89 | 3568938417 |
2025.01.03 03:00:00 | 54 | GBPCHF# | buy | in | 0.01 | 1.12930 | 54 | 0.00 | 0.00 | 0.00 | 10 048.89 | 3568938417 |
2025.01.03 23:57:59 | 55 | GBPCHF# | sell | out | 0.01 | 1.12833 | 55 | 0.00 | 0.00 | -0.97 | 10 047.92 | end of test |
0.00 | 0.00 | 47.92 | 10 047.92 | |||||||||