Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 3857913573_CHFJPY#_15 | |||||||||||
| Symbol: | CHFJPY# | |||||||||||
| Period: | M15 (2024.11.24 - 2025.01.08) | |||||||||||
| Inputs: | Entry_Amount=0.01 | |||||||||||
| Stop_Loss= | ||||||||||||
| Take_Profit= | ||||||||||||
| Magic_Number=3857913573 | ||||||||||||
| 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: | 2784 | Ticks: | 3326836 | Symbols: | 1 | |||||||
| Total Net Profit: | 5.57 | Balance Drawdown Absolute: | 26.03 | Equity Drawdown Absolute: | 33.93 | |||||||
| Gross Profit: | 38.05 | Balance Drawdown Maximal: | 32.48 (0.32%) | Equity Drawdown Maximal: | 83.41 (0.83%) | |||||||
| Gross Loss: | -32.48 | Balance Drawdown Relative: | 0.32% (32.48) | Equity Drawdown Relative: | 0.83% (83.41) | |||||||
| Profit Factor: | 1.17 | Expected Payoff: | 1.11 | Margin Level: | 996.61% | |||||||
| Recovery Factor: | 0.07 | Sharpe Ratio: | 0.02 | Z-Score: | 0.11 (8.76%) | |||||||
| AHPR: | 1.0001 (0.01%) | LR Correlation: | 0.06 | OnTester result: | 0 | |||||||
| GHPR: | 1.0001 (0.01%) | LR Standard Error: | 16.40 | |||||||||
| 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: | 24.11 | Largest loss trade: | -30.79 | |||||||||
| Average profit trade: | 12.68 | Average loss trade: | -16.24 | |||||||||
| Maximum consecutive wins ($): | 2 (31.60) | Maximum consecutive losses ($): | 2 (-32.48) | |||||||||
| Maximal consecutive profit (count): | 31.60 (2) | Maximal consecutive loss (count): | -32.48 (2) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
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| Correlation (Profits,MFE): | 0.47 | Correlation (Profits,MAE): | 0.93 | Correlation (MFE,MAE): | 0.2241 | |||||||
 | ||||||||||||
| Minimal position holding time: | 50:14:59 | Maximal position holding time: | 258:00:00 | Average position holding time: | 141:35:59 | |||||||
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Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.11.25 00:15:00 | 2 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.25 00:15:00 | filled | 3857913573 | ||||
| 2024.12.09 18:15:00 | 3 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.09 18:15:00 | filled | 3857913573 | ||||
| 2024.12.10 05:15:00 | 4 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.10 05:15:00 | filled | 3857913573 | ||||
| 2024.12.19 13:15:00 | 5 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.19 13:15:00 | filled | 3857913573 | ||||
| 2024.12.20 10:45:00 | 6 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.20 10:45:00 | filled | 3857913573 | ||||
| 2024.12.26 13:15:00 | 7 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.26 13:15:00 | filled | 3857913573 | ||||
| 2024.12.27 12:30:00 | 8 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.27 12:30:00 | filled | 3857913573 | ||||
| 2025.01.03 17:45:00 | 9 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.03 17:45:00 | filled | 3857913573 | ||||
| 2025.01.03 21:45:00 | 10 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.03 21:45:00 | filled | 3857913573 | ||||
| 2025.01.07 23:59:59 | 11 | CHFJPY# | 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 |
| 2024.11.24 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2024.11.25 00:15:00 | 2 | CHFJPY# | sell | in | 0.01 | 172.991 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 3857913573 |
| 2024.12.09 18:15:00 | 3 | CHFJPY# | buy | out | 0.01 | 172.346 | 3 | 0.00 | 0.00 | 6.45 | 10 006.45 | 3857913573 |
| 2024.12.10 05:15:00 | 4 | CHFJPY# | sell | in | 0.01 | 172.103 | 4 | 0.00 | 0.00 | 0.00 | 10 006.45 | 3857913573 |
| 2024.12.19 13:15:00 | 5 | CHFJPY# | buy | out | 0.01 | 175.182 | 5 | 0.00 | 0.00 | -30.79 | 9 975.66 | 3857913573 |
| 2024.12.20 10:45:00 | 6 | CHFJPY# | buy | in | 0.01 | 175.198 | 6 | 0.00 | 0.00 | 0.00 | 9 975.66 | 3857913573 |
| 2024.12.26 13:15:00 | 7 | CHFJPY# | sell | out | 0.01 | 175.029 | 7 | 0.00 | 0.00 | -1.69 | 9 973.97 | 3857913573 |
| 2024.12.27 12:30:00 | 8 | CHFJPY# | sell | in | 0.01 | 175.412 | 8 | 0.00 | 0.00 | 0.00 | 9 973.97 | 3857913573 |
| 2025.01.03 17:45:00 | 9 | CHFJPY# | buy | out | 0.01 | 173.001 | 9 | 0.00 | 0.00 | 24.11 | 9 998.08 | 3857913573 |
| 2025.01.03 21:45:00 | 10 | CHFJPY# | buy | in | 0.01 | 172.916 | 10 | 0.00 | 0.00 | 0.00 | 9 998.08 | 3857913573 |
| 2025.01.07 23:59:59 | 11 | CHFJPY# | sell | out | 0.01 | 173.665 | 11 | 0.00 | 0.00 | 7.49 | 10 005.57 | end of test |
| 0.00 | 0.00 | 5.57 | 10 005.57 | |||||||||