Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 3674189614_USDJPY#_240 | |||||||||||
Symbol: | USDJPY# | |||||||||||
Period: | H4 (2024.07.12 - 2025.01.08) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=3674189614 | ||||||||||||
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: | 753 | Ticks: | 19576897 | Symbols: | 1 | |||||||
Total Net Profit: | 187.89 | Balance Drawdown Absolute: | 12.01 | Equity Drawdown Absolute: | 16.39 | |||||||
Gross Profit: | 277.86 | Balance Drawdown Maximal: | 38.58 (0.38%) | Equity Drawdown Maximal: | 118.53 (1.17%) | |||||||
Gross Loss: | -89.97 | Balance Drawdown Relative: | 0.38% (38.58) | Equity Drawdown Relative: | 1.17% (118.53) | |||||||
Profit Factor: | 3.09 | Expected Payoff: | 13.42 | Margin Level: | 998.36% | |||||||
Recovery Factor: | 1.59 | Sharpe Ratio: | 1.05 | Z-Score: | 0.93 (64.76%) | |||||||
AHPR: | 1.0013 (0.13%) | LR Correlation: | 0.89 | OnTester result: | 0 | |||||||
GHPR: | 1.0013 (0.13%) | LR Standard Error: | 27.57 | |||||||||
Total Trades: | 14 | Short Trades (won %): | 5 (60.00%) | Long Trades (won %): | 9 (33.33%) | |||||||
Total Deals: | 28 | Profit Trades (% of total): | 6 (42.86%) | Loss Trades (% of total): | 8 (57.14%) | |||||||
Largest profit trade: | 91.57 | Largest loss trade: | -35.75 | |||||||||
Average profit trade: | 46.31 | Average loss trade: | -11.25 | |||||||||
Maximum consecutive wins ($): | 2 (96.59) | Maximum consecutive losses ($): | 2 (-38.58) | |||||||||
Maximal consecutive profit (count): | 96.59 (2) | Maximal consecutive loss (count): | -38.58 (2) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.93 | Correlation (Profits,MAE): | 0.47 | Correlation (MFE,MAE): | 0.3356 | |||||||
Minimal position holding time: | 4:00:00 | Maximal position holding time: | 432:00:00 | Average position holding time: | 169:42:51 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.07.17 12:00:00 | 2 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.07.17 12:00:00 | filled | 3674189614 | ||||
2024.07.22 04:00:00 | 3 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.07.22 04:00:00 | filled | 3674189614 | ||||
2024.07.23 12:00:00 | 4 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.07.23 12:00:00 | filled | 3674189614 | ||||
2024.08.14 00:00:00 | 5 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.08.14 00:00:00 | filled | 3674189614 | ||||
2024.08.15 16:00:00 | 6 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.08.15 16:00:00 | filled | 3674189614 | ||||
2024.08.29 16:00:00 | 7 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.08.29 16:00:00 | filled | 3674189614 | ||||
2024.08.29 16:00:01 | 8 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.08.29 16:00:01 | filled | 3674189614 | ||||
2024.08.30 12:00:00 | 9 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.08.30 12:00:00 | filled | 3674189614 | ||||
2024.09.04 20:00:00 | 10 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.09.04 20:00:00 | filled | 3674189614 | ||||
2024.09.19 12:00:00 | 11 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.09.19 12:00:00 | filled | 3674189614 | ||||
2024.09.20 12:00:00 | 12 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.09.20 12:00:00 | filled | 3674189614 | ||||
2024.09.20 16:00:00 | 13 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.09.20 16:00:00 | filled | 3674189614 | ||||
2024.09.24 12:00:00 | 14 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.09.24 12:00:00 | filled | 3674189614 | ||||
2024.09.25 08:00:00 | 15 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.09.25 08:00:00 | filled | 3674189614 | ||||
2024.09.25 20:00:00 | 16 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.09.25 20:00:00 | filled | 3674189614 | ||||
2024.10.21 20:00:00 | 17 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.21 20:00:00 | filled | 3674189614 | ||||
2024.10.21 20:00:01 | 18 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.21 20:00:01 | filled | 3674189614 | ||||
2024.11.05 04:00:00 | 19 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.05 04:00:00 | filled | 3674189614 | ||||
2024.11.05 20:00:00 | 20 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.05 20:00:00 | filled | 3674189614 | ||||
2024.11.07 08:00:00 | 21 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.07 08:00:00 | filled | 3674189614 | ||||
2024.11.12 20:00:00 | 22 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.12 20:00:00 | filled | 3674189614 | ||||
2024.11.20 00:00:00 | 23 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.20 00:00:00 | filled | 3674189614 | ||||
2024.11.26 08:00:00 | 24 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.26 08:00:00 | filled | 3674189614 | ||||
2024.12.04 20:00:00 | 25 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.04 20:00:00 | filled | 3674189614 | ||||
2024.12.09 16:00:00 | 26 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.09 16:00:00 | filled | 3674189614 | ||||
2024.12.31 16:00:00 | 27 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.31 16:00:00 | filled | 3674189614 | ||||
2025.01.07 04:00:00 | 28 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.07 04:00:00 | filled | 3674189614 | ||||
2025.01.07 23:59:59 | 29 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.07 23:59:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.07.12 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.07.17 12:00:00 | 2 | USDJPY# | sell | in | 0.01 | 156.229 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 3674189614 |
2024.07.22 04:00:00 | 3 | USDJPY# | buy | out | 0.01 | 157.430 | 3 | 0.00 | 0.00 | -12.01 | 9 987.99 | 3674189614 |
2024.07.23 12:00:00 | 4 | USDJPY# | sell | in | 0.01 | 156.003 | 4 | 0.00 | 0.00 | 0.00 | 9 987.99 | 3674189614 |
2024.08.14 00:00:00 | 5 | USDJPY# | buy | out | 0.01 | 146.846 | 5 | 0.00 | 0.00 | 91.57 | 10 079.56 | 3674189614 |
2024.08.15 16:00:00 | 6 | USDJPY# | buy | in | 0.01 | 148.963 | 6 | 0.00 | 0.00 | 0.00 | 10 079.56 | 3674189614 |
2024.08.29 16:00:00 | 7 | USDJPY# | sell | out | 0.01 | 145.388 | 7 | 0.00 | 0.00 | -35.75 | 10 043.81 | 3674189614 |
2024.08.29 16:00:01 | 8 | USDJPY# | buy | in | 0.01 | 145.397 | 8 | 0.00 | 0.00 | 0.00 | 10 043.81 | 3674189614 |
2024.08.30 12:00:00 | 9 | USDJPY# | sell | out | 0.01 | 145.114 | 9 | 0.00 | 0.00 | -2.83 | 10 040.98 | 3674189614 |
2024.09.04 20:00:00 | 10 | USDJPY# | sell | in | 0.01 | 144.041 | 10 | 0.00 | 0.00 | 0.00 | 10 040.98 | 3674189614 |
2024.09.19 12:00:00 | 11 | USDJPY# | buy | out | 0.01 | 142.794 | 11 | 0.00 | 0.00 | 12.47 | 10 053.45 | 3674189614 |
2024.09.20 12:00:00 | 12 | USDJPY# | buy | in | 0.01 | 143.810 | 12 | 0.00 | 0.00 | 0.00 | 10 053.45 | 3674189614 |
2024.09.20 16:00:00 | 13 | USDJPY# | sell | out | 0.01 | 143.663 | 13 | 0.00 | 0.00 | -1.47 | 10 051.98 | 3674189614 |
2024.09.24 12:00:00 | 14 | USDJPY# | buy | in | 0.01 | 144.292 | 14 | 0.00 | 0.00 | 0.00 | 10 051.98 | 3674189614 |
2024.09.25 08:00:00 | 15 | USDJPY# | sell | out | 0.01 | 143.250 | 15 | 0.00 | 0.00 | -10.42 | 10 041.56 | 3674189614 |
2024.09.25 20:00:00 | 16 | USDJPY# | buy | in | 0.01 | 144.538 | 16 | 0.00 | 0.00 | 0.00 | 10 041.56 | 3674189614 |
2024.10.21 20:00:00 | 17 | USDJPY# | sell | out | 0.01 | 150.514 | 17 | 0.00 | 0.00 | 59.76 | 10 101.32 | 3674189614 |
2024.10.21 20:00:01 | 18 | USDJPY# | buy | in | 0.01 | 150.522 | 18 | 0.00 | 0.00 | 0.00 | 10 101.32 | 3674189614 |
2024.11.05 04:00:00 | 19 | USDJPY# | sell | out | 0.01 | 152.269 | 19 | 0.00 | 0.00 | 17.47 | 10 118.79 | 3674189614 |
2024.11.05 20:00:00 | 20 | USDJPY# | sell | in | 0.01 | 151.678 | 20 | 0.00 | 0.00 | 0.00 | 10 118.79 | 3674189614 |
2024.11.07 08:00:00 | 21 | USDJPY# | buy | out | 0.01 | 154.009 | 21 | 0.00 | 0.00 | -23.31 | 10 095.48 | 3674189614 |
2024.11.12 20:00:00 | 22 | USDJPY# | buy | in | 0.01 | 154.787 | 22 | 0.00 | 0.00 | 0.00 | 10 095.48 | 3674189614 |
2024.11.20 00:00:00 | 23 | USDJPY# | sell | out | 0.01 | 154.647 | 23 | 0.00 | 0.00 | -1.40 | 10 094.08 | 3674189614 |
2024.11.26 08:00:00 | 24 | USDJPY# | sell | in | 0.01 | 153.710 | 24 | 0.00 | 0.00 | 0.00 | 10 094.08 | 3674189614 |
2024.12.04 20:00:00 | 25 | USDJPY# | buy | out | 0.01 | 150.172 | 25 | 0.00 | 0.00 | 35.38 | 10 129.46 | 3674189614 |
2024.12.09 16:00:00 | 26 | USDJPY# | buy | in | 0.01 | 150.880 | 26 | 0.00 | 0.00 | 0.00 | 10 129.46 | 3674189614 |
2024.12.31 16:00:00 | 27 | USDJPY# | sell | out | 0.01 | 157.001 | 27 | 0.00 | 0.00 | 61.21 | 10 190.67 | 3674189614 |
2025.01.07 04:00:00 | 28 | USDJPY# | buy | in | 0.01 | 158.315 | 28 | 0.00 | 0.00 | 0.00 | 10 190.67 | 3674189614 |
2025.01.07 23:59:59 | 29 | USDJPY# | sell | out | 0.01 | 158.037 | 29 | 0.00 | 0.00 | -2.78 | 10 187.89 | end of test |
0.00 | 0.00 | 187.89 | 10 187.89 | |||||||||