Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 3712530501_EURJPY#_15 | |||||||||||
Symbol: | EURJPY# | |||||||||||
Period: | M15 (2024.11.23 - 2025.01.07) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=3712530501 | ||||||||||||
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: | 2690 | Ticks: | 4450176 | Symbols: | 1 | |||||||
Total Net Profit: | 13.77 | Balance Drawdown Absolute: | 6.50 | Equity Drawdown Absolute: | 37.10 | |||||||
Gross Profit: | 32.36 | Balance Drawdown Maximal: | 12.95 (0.13%) | Equity Drawdown Maximal: | 46.18 (0.46%) | |||||||
Gross Loss: | -18.59 | Balance Drawdown Relative: | 0.13% (12.95) | Equity Drawdown Relative: | 0.46% (46.18) | |||||||
Profit Factor: | 1.74 | Expected Payoff: | 2.30 | Margin Level: | 996.29% | |||||||
Recovery Factor: | 0.30 | Sharpe Ratio: | 0.06 | Z-Score: | 0.88 (62.11%) | |||||||
AHPR: | 1.0002 (0.02%) | LR Correlation: | 0.75 | OnTester result: | 0 | |||||||
GHPR: | 1.0002 (0.02%) | LR Standard Error: | 7.08 | |||||||||
Total Trades: | 6 | Short Trades (won %): | 1 (0.00%) | Long Trades (won %): | 5 (80.00%) | |||||||
Total Deals: | 12 | Profit Trades (% of total): | 4 (66.67%) | Loss Trades (% of total): | 2 (33.33%) | |||||||
Largest profit trade: | 14.16 | Largest loss trade: | -12.95 | |||||||||
Average profit trade: | 8.09 | Average loss trade: | -9.30 | |||||||||
Maximum consecutive wins ($): | 3 (25.91) | Maximum consecutive losses ($): | 1 (-12.95) | |||||||||
Maximal consecutive profit (count): | 25.91 (3) | Maximal consecutive loss (count): | -12.95 (1) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.31 | Correlation (Profits,MAE): | 0.87 | Correlation (MFE,MAE): | 0.4801 | |||||||
Minimal position holding time: | 5:30:00 | Maximal position holding time: | 297:29:59 | Average position holding time: | 108:49:59 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.26 06:00:00 | 2 | EURJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.26 06:00:00 | filled | 3712530501 | ||||
2024.11.26 11:30:00 | 3 | EURJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.26 11:30:00 | filled | 3712530501 | ||||
2024.11.26 23:30:00 | 4 | EURJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.26 23:30:00 | filled | 3712530501 | ||||
2024.12.05 16:30:00 | 5 | EURJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.05 16:30:00 | filled | 3712530501 | ||||
2024.12.05 21:00:00 | 6 | EURJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.05 21:00:00 | filled | 3712530501 | ||||
2024.12.11 12:30:00 | 7 | EURJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.11 12:30:00 | filled | 3712530501 | ||||
2024.12.12 19:00:00 | 8 | EURJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.12 19:00:00 | filled | 3712530501 | ||||
2024.12.13 12:30:00 | 9 | EURJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.13 12:30:00 | filled | 3712530501 | ||||
2024.12.13 17:45:00 | 10 | EURJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.13 17:45:00 | filled | 3712530501 | ||||
2024.12.19 05:45:00 | 11 | EURJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.19 05:45:00 | filled | 3712530501 | ||||
2024.12.19 14:30:00 | 12 | EURJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.19 14:30:00 | filled | 3712530501 | ||||
2025.01.06 23:59:59 | 13 | EURJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.06 23:59:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.23 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.26 06:00:00 | 2 | EURJPY# | buy | in | 0.01 | 161.092 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 3712530501 |
2024.11.26 11:30:00 | 3 | EURJPY# | sell | out | 0.01 | 161.737 | 3 | 0.00 | 0.00 | 6.45 | 10 006.45 | 3712530501 |
2024.11.26 23:30:00 | 4 | EURJPY# | buy | in | 0.01 | 160.523 | 4 | 0.00 | 0.00 | 0.00 | 10 006.45 | 3712530501 |
2024.12.05 16:30:00 | 5 | EURJPY# | sell | out | 0.01 | 159.228 | 5 | 0.00 | 0.00 | -12.95 | 9 993.50 | 3712530501 |
2024.12.05 21:00:00 | 6 | EURJPY# | buy | in | 0.01 | 158.701 | 6 | 0.00 | 0.00 | 0.00 | 9 993.50 | 3712530501 |
2024.12.11 12:30:00 | 7 | EURJPY# | sell | out | 0.01 | 160.117 | 7 | 0.00 | 0.00 | 14.16 | 10 007.66 | 3712530501 |
2024.12.12 19:00:00 | 8 | EURJPY# | buy | in | 0.01 | 159.895 | 8 | 0.00 | 0.00 | 0.00 | 10 007.66 | 3712530501 |
2024.12.13 12:30:00 | 9 | EURJPY# | sell | out | 0.01 | 161.021 | 9 | 0.00 | 0.00 | 11.26 | 10 018.92 | 3712530501 |
2024.12.13 17:45:00 | 10 | EURJPY# | buy | in | 0.01 | 161.035 | 10 | 0.00 | 0.00 | 0.00 | 10 018.92 | 3712530501 |
2024.12.19 05:45:00 | 11 | EURJPY# | sell | out | 0.01 | 161.084 | 11 | 0.00 | 0.00 | 0.49 | 10 019.41 | 3712530501 |
2024.12.19 14:30:00 | 12 | EURJPY# | sell | in | 0.01 | 163.134 | 12 | 0.00 | 0.00 | 0.00 | 10 019.41 | 3712530501 |
2025.01.06 23:59:59 | 13 | EURJPY# | buy | out | 0.01 | 163.698 | 13 | 0.00 | 0.00 | -5.64 | 10 013.77 | end of test |
0.00 | 0.00 | 13.77 | 10 013.77 | |||||||||