Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 3749248853_EURCHF#_30 | |||||||||||
Symbol: | EURCHF# | |||||||||||
Period: | M30 (2024.10.31 - 2025.01.06) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=3749248853 | ||||||||||||
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: | 3211084 | Symbols: | 1 | |||||||
Total Net Profit: | 27.16 | Balance Drawdown Absolute: | 0.88 | Equity Drawdown Absolute: | 5.30 | |||||||
Gross Profit: | 28.41 | Balance Drawdown Maximal: | 0.88 (0.01%) | Equity Drawdown Maximal: | 14.58 (0.15%) | |||||||
Gross Loss: | -1.25 | Balance Drawdown Relative: | 0.01% (0.88) | Equity Drawdown Relative: | 0.15% (14.58) | |||||||
Profit Factor: | 22.73 | Expected Payoff: | 4.53 | Margin Level: | 999.47% | |||||||
Recovery Factor: | 1.86 | Sharpe Ratio: | 0.21 | Z-Score: | -0.18 (14.28%) | |||||||
AHPR: | 1.0005 (0.05%) | LR Correlation: | 0.97 | OnTester result: | 0 | |||||||
GHPR: | 1.0005 (0.05%) | LR Standard Error: | 4.01 | |||||||||
Total Trades: | 6 | Short Trades (won %): | 4 (75.00%) | Long Trades (won %): | 2 (50.00%) | |||||||
Total Deals: | 12 | Profit Trades (% of total): | 4 (66.67%) | Loss Trades (% of total): | 2 (33.33%) | |||||||
Largest profit trade: | 14.51 | Largest loss trade: | -0.88 | |||||||||
Average profit trade: | 7.10 | Average loss trade: | -0.63 | |||||||||
Maximum consecutive wins ($): | 4 (28.41) | Maximum consecutive losses ($): | 1 (-0.88) | |||||||||
Maximal consecutive profit (count): | 28.41 (4) | Maximal consecutive loss (count): | -0.88 (1) | |||||||||
Average consecutive wins: | 4 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.88 | Correlation (Profits,MAE): | 0.47 | Correlation (MFE,MAE): | 0.3395 | |||||||
Minimal position holding time: | 3:27:59 | Maximal position holding time: | 358:30:00 | Average position holding time: | 177:34:39 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.10.31 04:00:00 | 2 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.31 04:00:00 | filled | 3749248853 | ||||
2024.11.08 11:30:00 | 3 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.08 11:30:00 | filled | 3749248853 | ||||
2024.11.11 09:30:00 | 4 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.11 09:30:00 | filled | 3749248853 | ||||
2024.12.02 08:00:00 | 5 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.02 08:00:00 | filled | 3749248853 | ||||
2024.12.02 09:30:00 | 6 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.02 09:30:00 | filled | 3749248853 | ||||
2024.12.10 05:30:00 | 7 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.10 05:30:00 | filled | 3749248853 | ||||
2024.12.10 17:00:00 | 8 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.10 17:00:00 | filled | 3749248853 | ||||
2024.12.31 12:30:00 | 9 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.31 12:30:00 | filled | 3749248853 | ||||
2024.12.31 16:30:00 | 10 | EURCHF# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.31 16:30:00 | filled | 3749248853 | ||||
2025.01.03 01:00:00 | 11 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2025.01.03 01:00:00 | filled | 3749248853 | ||||
2025.01.03 20:30:00 | 12 | EURCHF# | buy | 0.01 / 0.01 | 0.00000 | 2025.01.03 20:30:00 | filled | 3749248853 | ||||
2025.01.03 23:57:59 | 13 | EURCHF# | 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 04:00:00 | 2 | EURCHF# | sell | in | 0.01 | 0.93944 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 3749248853 |
2024.11.08 11:30:00 | 3 | EURCHF# | buy | out | 0.01 | 0.94032 | 3 | 0.00 | 0.00 | -0.88 | 9 999.12 | 3749248853 |
2024.11.11 09:30:00 | 4 | EURCHF# | sell | in | 0.01 | 0.93880 | 4 | 0.00 | 0.00 | 0.00 | 9 999.12 | 3749248853 |
2024.12.02 08:00:00 | 5 | EURCHF# | buy | out | 0.01 | 0.93122 | 5 | 0.00 | 0.00 | 7.58 | 10 006.70 | 3749248853 |
2024.12.02 09:30:00 | 6 | EURCHF# | sell | in | 0.01 | 0.93000 | 6 | 0.00 | 0.00 | 0.00 | 10 006.70 | 3749248853 |
2024.12.10 05:30:00 | 7 | EURCHF# | buy | out | 0.01 | 0.92709 | 7 | 0.00 | 0.00 | 2.91 | 10 009.61 | 3749248853 |
2024.12.10 17:00:00 | 8 | EURCHF# | buy | in | 0.01 | 0.92714 | 8 | 0.00 | 0.00 | 0.00 | 10 009.61 | 3749248853 |
2024.12.31 12:30:00 | 9 | EURCHF# | sell | out | 0.01 | 0.94165 | 9 | 0.00 | 0.00 | 14.51 | 10 024.12 | 3749248853 |
2024.12.31 16:30:00 | 10 | EURCHF# | sell | in | 0.01 | 0.93956 | 10 | 0.00 | 0.00 | 0.00 | 10 024.12 | 3749248853 |
2025.01.03 01:00:00 | 11 | EURCHF# | buy | out | 0.01 | 0.93615 | 11 | 0.00 | 0.00 | 3.41 | 10 027.53 | 3749248853 |
2025.01.03 20:30:00 | 12 | EURCHF# | buy | in | 0.01 | 0.93668 | 12 | 0.00 | 0.00 | 0.00 | 10 027.53 | 3749248853 |
2025.01.03 23:57:59 | 13 | EURCHF# | sell | out | 0.01 | 0.93631 | 13 | 0.00 | 0.00 | -0.37 | 10 027.16 | end of test |
0.00 | 0.00 | 27.16 | 10 027.16 | |||||||||