Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 3631190694_EURCAD#_15 | |||||||||||
Symbol: | EURCAD# | |||||||||||
Period: | M15 (2024.11.26 - 2025.01.10) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=3631190694 | ||||||||||||
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: | 2882 | Ticks: | 2984103 | Symbols: | 1 | |||||||
Total Net Profit: | 4.49 | Balance Drawdown Absolute: | 0.95 | Equity Drawdown Absolute: | 8.48 | |||||||
Gross Profit: | 20.37 | Balance Drawdown Maximal: | 14.93 (0.15%) | Equity Drawdown Maximal: | 27.48 (0.27%) | |||||||
Gross Loss: | -15.88 | Balance Drawdown Relative: | 0.15% (14.93) | Equity Drawdown Relative: | 0.27% (27.48) | |||||||
Profit Factor: | 1.28 | Expected Payoff: | 0.90 | Margin Level: | 999.15% | |||||||
Recovery Factor: | 0.16 | Sharpe Ratio: | 0.02 | Z-Score: | 1.84 (93.42%) | |||||||
AHPR: | 1.0001 (0.01%) | LR Correlation: | 0.55 | OnTester result: | 0 | |||||||
GHPR: | 1.0001 (0.01%) | LR Standard Error: | 9.03 | |||||||||
Total Trades: | 5 | Short Trades (won %): | 3 (0.00%) | Long Trades (won %): | 2 (50.00%) | |||||||
Total Deals: | 10 | Profit Trades (% of total): | 1 (20.00%) | Loss Trades (% of total): | 4 (80.00%) | |||||||
Largest profit trade: | 20.37 | Largest loss trade: | -14.52 | |||||||||
Average profit trade: | 20.37 | Average loss trade: | -3.97 | |||||||||
Maximum consecutive wins ($): | 1 (20.37) | Maximum consecutive losses ($): | 2 (-14.93) | |||||||||
Maximal consecutive profit (count): | 20.37 (1) | Maximal consecutive loss (count): | -14.93 (2) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.82 | Correlation (Profits,MAE): | 0.45 | Correlation (MFE,MAE): | -0.1410 | |||||||
Minimal position holding time: | 0:15:00 | Maximal position holding time: | 540:15:00 | Average position holding time: | 148:11:59 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.26 01:45:00 | 2 | EURCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.26 01:45:00 | filled | 3631190694 | ||||
2024.11.26 02:00:00 | 3 | EURCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.26 02:00:00 | filled | 3631190694 | ||||
2024.11.26 10:30:00 | 4 | EURCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.26 10:30:00 | filled | 3631190694 | ||||
2024.11.26 10:45:00 | 5 | EURCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.26 10:45:00 | filled | 3631190694 | ||||
2024.11.26 17:00:00 | 6 | EURCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.26 17:00:00 | filled | 3631190694 | ||||
2024.12.27 05:15:00 | 7 | EURCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.27 05:15:00 | filled | 3631190694 | ||||
2024.12.27 10:00:00 | 8 | EURCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.27 10:00:00 | filled | 3631190694 | ||||
2024.12.27 10:15:00 | 9 | EURCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.27 10:15:00 | filled | 3631190694 | ||||
2024.12.30 16:00:00 | 10 | EURCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.30 16:00:00 | filled | 3631190694 | ||||
2025.01.09 23:59:59 | 11 | EURCAD# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.09 23:59:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.26 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.26 01:45:00 | 2 | EURCAD# | sell | in | 0.01 | 1.47187 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 3631190694 |
2024.11.26 02:00:00 | 3 | EURCAD# | buy | out | 0.01 | 1.47238 | 3 | 0.00 | 0.00 | -0.51 | 9 999.49 | 3631190694 |
2024.11.26 10:30:00 | 4 | EURCAD# | sell | in | 0.01 | 1.48128 | 4 | 0.00 | 0.00 | 0.00 | 9 999.49 | 3631190694 |
2024.11.26 10:45:00 | 5 | EURCAD# | buy | out | 0.01 | 1.48172 | 5 | 0.00 | 0.00 | -0.44 | 9 999.05 | 3631190694 |
2024.11.26 17:00:00 | 6 | EURCAD# | buy | in | 0.01 | 1.47930 | 6 | 0.00 | 0.00 | 0.00 | 9 999.05 | 3631190694 |
2024.12.27 05:15:00 | 7 | EURCAD# | sell | out | 0.01 | 1.49967 | 7 | 0.00 | 0.00 | 20.37 | 10 019.42 | 3631190694 |
2024.12.27 10:00:00 | 8 | EURCAD# | sell | in | 0.01 | 1.50103 | 8 | 0.00 | 0.00 | 0.00 | 10 019.42 | 3631190694 |
2024.12.27 10:15:00 | 9 | EURCAD# | buy | out | 0.01 | 1.50144 | 9 | 0.00 | 0.00 | -0.41 | 10 019.01 | 3631190694 |
2024.12.30 16:00:00 | 10 | EURCAD# | buy | in | 0.01 | 1.49665 | 10 | 0.00 | 0.00 | 0.00 | 10 019.01 | 3631190694 |
2025.01.09 23:59:59 | 11 | EURCAD# | sell | out | 0.01 | 1.48213 | 11 | 0.00 | 0.00 | -14.52 | 10 004.49 | end of test |
0.00 | 0.00 | 4.49 | 10 004.49 | |||||||||