Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 3662836857_CHFJPY#_30 | |||||||||||
Symbol: | CHFJPY# | |||||||||||
Period: | M30 (2024.11.04 - 2025.01.10) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=3662836857 | ||||||||||||
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: | 2210 | Ticks: | 5169839 | Symbols: | 1 | |||||||
Total Net Profit: | 10.60 | Balance Drawdown Absolute: | 0.20 | Equity Drawdown Absolute: | 25.28 | |||||||
Gross Profit: | 37.13 | Balance Drawdown Maximal: | 26.33 (0.26%) | Equity Drawdown Maximal: | 50.50 (0.50%) | |||||||
Gross Loss: | -26.53 | Balance Drawdown Relative: | 0.26% (26.33) | Equity Drawdown Relative: | 0.50% (50.50) | |||||||
Profit Factor: | 1.40 | Expected Payoff: | 2.12 | Margin Level: | 997.47% | |||||||
Recovery Factor: | 0.21 | Sharpe Ratio: | 0.02 | Z-Score: | 1.20 (76.99%) | |||||||
AHPR: | 1.0002 (0.02%) | LR Correlation: | 0.23 | OnTester result: | 0 | |||||||
GHPR: | 1.0002 (0.02%) | LR Standard Error: | 14.38 | |||||||||
Total Trades: | 5 | Short Trades (won %): | 3 (66.67%) | Long Trades (won %): | 2 (50.00%) | |||||||
Total Deals: | 10 | Profit Trades (% of total): | 3 (60.00%) | Loss Trades (% of total): | 2 (40.00%) | |||||||
Largest profit trade: | 25.76 | Largest loss trade: | -26.33 | |||||||||
Average profit trade: | 12.38 | Average loss trade: | -13.27 | |||||||||
Maximum consecutive wins ($): | 2 (31.81) | Maximum consecutive losses ($): | 1 (-26.33) | |||||||||
Maximal consecutive profit (count): | 31.81 (2) | Maximal consecutive loss (count): | -26.33 (1) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.77 | Correlation (Profits,MAE): | 0.75 | Correlation (MFE,MAE): | 0.6136 | |||||||
Minimal position holding time: | 52:59:59 | Maximal position holding time: | 439:00:00 | Average position holding time: | 207:41:59 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.04 16:00:00 | 2 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.04 16:00:00 | filled | 3662836857 | ||||
2024.11.20 12:00:00 | 3 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.20 12:00:00 | filled | 3662836857 | ||||
2024.11.21 12:30:00 | 4 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.21 12:30:00 | filled | 3662836857 | ||||
2024.11.27 07:30:00 | 5 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.27 07:30:00 | filled | 3662836857 | ||||
2024.11.28 17:00:00 | 6 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.28 17:00:00 | filled | 3662836857 | ||||
2024.12.09 20:30:00 | 7 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.09 20:30:00 | filled | 3662836857 | ||||
2024.12.11 06:00:00 | 8 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.11 06:00:00 | filled | 3662836857 | ||||
2025.01.06 13:00:00 | 9 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.06 13:00:00 | filled | 3662836857 | ||||
2025.01.07 19:00:00 | 10 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.07 19:00:00 | filled | 3662836857 | ||||
2025.01.09 23:59:59 | 11 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.09 23:59:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.04 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.04 16:00:00 | 2 | CHFJPY# | buy | in | 0.01 | 175.908 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 3662836857 |
2024.11.20 12:00:00 | 3 | CHFJPY# | sell | out | 0.01 | 175.888 | 3 | 0.00 | 0.00 | -0.20 | 9 999.80 | 3662836857 |
2024.11.21 12:30:00 | 4 | CHFJPY# | sell | in | 0.01 | 174.507 | 4 | 0.00 | 0.00 | 0.00 | 9 999.80 | 3662836857 |
2024.11.27 07:30:00 | 5 | CHFJPY# | buy | out | 0.01 | 171.931 | 5 | 0.00 | 0.00 | 25.76 | 10 025.56 | 3662836857 |
2024.11.28 17:00:00 | 6 | CHFJPY# | buy | in | 0.01 | 171.587 | 6 | 0.00 | 0.00 | 0.00 | 10 025.56 | 3662836857 |
2024.12.09 20:30:00 | 7 | CHFJPY# | sell | out | 0.01 | 172.192 | 7 | 0.00 | 0.00 | 6.05 | 10 031.61 | 3662836857 |
2024.12.11 06:00:00 | 8 | CHFJPY# | sell | in | 0.01 | 171.541 | 8 | 0.00 | 0.00 | 0.00 | 10 031.61 | 3662836857 |
2025.01.06 13:00:00 | 9 | CHFJPY# | buy | out | 0.01 | 174.174 | 9 | 0.00 | 0.00 | -26.33 | 10 005.28 | 3662836857 |
2025.01.07 19:00:00 | 10 | CHFJPY# | sell | in | 0.01 | 173.877 | 10 | 0.00 | 0.00 | 0.00 | 10 005.28 | 3662836857 |
2025.01.09 23:59:59 | 11 | CHFJPY# | buy | out | 0.01 | 173.345 | 11 | 0.00 | 0.00 | 5.32 | 10 010.60 | end of test |
0.00 | 0.00 | 10.60 | 10 010.60 | |||||||||