Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 3751130841_JNJ_240 | |||||||||||
Symbol: | JNJ | |||||||||||
Period: | H4 (2024.07.31 - 2025.01.27) | |||||||||||
Inputs: | Entry_Amount=10 | |||||||||||
Stop_Loss=96 | ||||||||||||
Take_Profit=100 | ||||||||||||
Magic_Number=3751130841 | ||||||||||||
Max_Spread=0 | ||||||||||||
Min_Equity=0 | ||||||||||||
Company: | Neural Target | |||||||||||
Currency: | profit in pips | |||||||||||
Initial Deposit: | 10 000.00 | |||||||||||
Leverage: | 1:1 | |||||||||||
Results | ||||||||||||
History Quality: | 99% | |||||||||||
Bars: | 207 | Ticks: | 1827095 | Symbols: | 1 | |||||||
Total Net Profit: | 5 860.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 290.00 | |||||||
Gross Profit: | 5 860.00 | Balance Drawdown Maximal: | 0.00 (0.00%) | Equity Drawdown Maximal: | 930.00 (6.47%) | |||||||
Gross Loss: | 0.00 | Balance Drawdown Relative: | 0.00% (0.00) | Equity Drawdown Relative: | 6.81% (710.00) | |||||||
Profit Factor: | 0.00 | Expected Payoff: | 1 172.00 | Margin Level: | 3015.15% | |||||||
Recovery Factor: | 6.30 | Sharpe Ratio: | 0.25 | Z-Score: | 0.00 (0.00%) | |||||||
AHPR: | 1.0970 (9.70%) | LR Correlation: | 0.98 | OnTester result: | 0 | |||||||
GHPR: | 1.0966 (9.66%) | LR Standard Error: | 225.21 | |||||||||
Total Trades: | 5 | Short Trades (won %): | 2 (100.00%) | Long Trades (won %): | 3 (100.00%) | |||||||
Total Deals: | 10 | Profit Trades (% of total): | 5 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
Largest profit trade: | 1 590.00 | Largest loss trade: | 0.00 | |||||||||
Average profit trade: | 1 172.00 | Average loss trade: | 0.00 | |||||||||
Maximum consecutive wins ($): | 5 (5 860.00) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
Maximal consecutive profit (count): | 5 860.00 (5) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
Average consecutive wins: | 5 | Average consecutive losses: | 0 | |||||||||
Correlation (Profits,MFE): | 0.99 | Correlation (Profits,MAE): | -0.22 | Correlation (MFE,MAE): | -0.1484 | |||||||
Minimal position holding time: | 0:32:00 | Maximal position holding time: | 20:30:00 | Average position holding time: | 16:30:24 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.08.21 20:00:00 | 2 | JNJ | buy | 10 / 10 | 161.02 | 160.04 | 162.00 | 2024.08.21 20:00:00 | filled | 3751130841 | ||
2024.08.22 16:30:00 | 3 | JNJ | sell | 10 / 10 | 162.00 | 2024.08.22 16:30:00 | filled | tp 162.00 | ||||
2024.08.26 20:00:00 | 4 | JNJ | sell | 10 / 10 | 165.19 | 166.16 | 164.20 | 2024.08.26 20:00:00 | filled | 3751130841 | ||
2024.08.27 16:30:00 | 5 | JNJ | buy | 10 / 10 | 164.20 | 2024.08.27 16:30:00 | filled | tp 164.20 | ||||
2024.09.26 16:30:00 | 6 | JNJ | buy | 10 / 10 | 160.29 | 159.28 | 161.24 | 2024.09.26 16:30:00 | filled | 3751130841 | ||
2024.09.26 17:02:00 | 7 | JNJ | sell | 10 / 10 | 161.24 | 2024.09.26 17:02:00 | filled | tp 161.24 | ||||
2024.10.21 20:00:00 | 8 | JNJ | sell | 10 / 10 | 163.18 | 164.16 | 162.20 | 2024.10.21 20:00:00 | filled | 3751130841 | ||
2024.10.22 16:30:00 | 9 | JNJ | buy | 10 / 10 | 162.39 | 2024.10.22 16:30:00 | filled | 3751130841 | ||||
2024.11.05 20:00:00 | 10 | JNJ | buy | 10 / 10 | 158.35 | 157.38 | 159.34 | 2024.11.05 20:00:00 | filled | 3751130841 | ||
2024.11.06 16:30:00 | 11 | JNJ | sell | 10 / 10 | 159.34 | 2024.11.06 16:30:00 | filled | tp 159.34 | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.07.31 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.08.21 20:00:00 | 2 | JNJ | buy | in | 10 | 161.02 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 3751130841 |
2024.08.22 16:30:00 | 3 | JNJ | sell | out | 10 | 162.00 | 3 | 0.00 | 0.00 | 980.00 | 10 980.00 | tp 162.00 |
2024.08.26 20:00:00 | 4 | JNJ | sell | in | 10 | 165.19 | 4 | 0.00 | 0.00 | 0.00 | 10 980.00 | 3751130841 |
2024.08.27 16:30:00 | 5 | JNJ | buy | out | 10 | 163.60 | 5 | 0.00 | 0.00 | 1 590.00 | 12 570.00 | tp 164.20 |
2024.09.26 16:30:00 | 6 | JNJ | buy | in | 10 | 160.29 | 6 | 0.00 | 0.00 | 0.00 | 12 570.00 | 3751130841 |
2024.09.26 17:02:00 | 7 | JNJ | sell | out | 10 | 161.24 | 7 | 0.00 | 0.00 | 950.00 | 13 520.00 | tp 161.24 |
2024.10.21 20:00:00 | 8 | JNJ | sell | in | 10 | 163.18 | 8 | 0.00 | 0.00 | 0.00 | 13 520.00 | 3751130841 |
2024.10.22 16:30:00 | 9 | JNJ | buy | out | 10 | 162.39 | 9 | 0.00 | 0.00 | 790.00 | 14 310.00 | 3751130841 |
2024.11.05 20:00:00 | 10 | JNJ | buy | in | 10 | 158.35 | 10 | 0.00 | 0.00 | 0.00 | 14 310.00 | 3751130841 |
2024.11.06 16:30:00 | 11 | JNJ | sell | out | 10 | 159.90 | 11 | 0.00 | 0.00 | 1 550.00 | 15 860.00 | tp 159.34 |
0.00 | 0.00 | 5 860.00 | 15 860.00 | |||||||||