Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 4165097281_USDJPY#_60 | |||||||||||
Symbol: | USDJPY# | |||||||||||
Period: | H1 (2024.10.08 - 2025.01.06) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=4165097281 | ||||||||||||
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: | 1466 | Ticks: | 8151633 | Symbols: | 1 | |||||||
Total Net Profit: | 20.74 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 0.68 | |||||||
Gross Profit: | 42.51 | Balance Drawdown Maximal: | 19.41 (0.19%) | Equity Drawdown Maximal: | 23.86 (0.24%) | |||||||
Gross Loss: | -21.77 | Balance Drawdown Relative: | 0.19% (19.41) | Equity Drawdown Relative: | 0.24% (23.86) | |||||||
Profit Factor: | 1.95 | Expected Payoff: | 0.90 | Margin Level: | 999.93% | |||||||
Recovery Factor: | 0.87 | Sharpe Ratio: | 5.76 | Z-Score: | -0.91 (63.72%) | |||||||
AHPR: | 1.0001 (0.01%) | LR Correlation: | 0.46 | OnTester result: | 0 | |||||||
GHPR: | 1.0001 (0.01%) | LR Standard Error: | 5.80 | |||||||||
Total Trades: | 23 | Short Trades (won %): | 11 (63.64%) | Long Trades (won %): | 12 (66.67%) | |||||||
Total Deals: | 46 | Profit Trades (% of total): | 15 (65.22%) | Loss Trades (% of total): | 8 (34.78%) | |||||||
Largest profit trade: | 6.47 | Largest loss trade: | -15.27 | |||||||||
Average profit trade: | 2.83 | Average loss trade: | -2.72 | |||||||||
Maximum consecutive wins ($): | 10 (25.95) | Maximum consecutive losses ($): | 3 (-19.41) | |||||||||
Maximal consecutive profit (count): | 25.95 (10) | Maximal consecutive loss (count): | -19.41 (3) | |||||||||
Average consecutive wins: | 3 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.52 | Correlation (Profits,MAE): | 0.85 | Correlation (MFE,MAE): | 0.2082 | |||||||
Minimal position holding time: | 1:00:00 | Maximal position holding time: | 18:00:00 | Average position holding time: | 5:57:18 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.10.08 03:00:00 | 2 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.08 03:00:00 | filled | 4165097281 | ||||
2024.10.08 06:00:00 | 3 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.08 06:00:00 | filled | 4165097281 | ||||
2024.10.08 06:00:01 | 4 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.08 06:00:01 | filled | 4165097281 | ||||
2024.10.08 17:00:00 | 5 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.08 17:00:00 | filled | 4165097281 | ||||
2024.10.10 23:00:00 | 6 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.10 23:00:00 | filled | 4165097281 | ||||
2024.10.11 05:00:00 | 7 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.11 05:00:00 | filled | 4165097281 | ||||
2024.10.11 18:00:00 | 8 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.11 18:00:00 | filled | 4165097281 | ||||
2024.10.14 01:00:00 | 9 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.14 01:00:00 | filled | 4165097281 | ||||
2024.10.14 02:00:00 | 10 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.14 02:00:00 | filled | 4165097281 | ||||
2024.10.14 09:00:00 | 11 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.14 09:00:00 | filled | 4165097281 | ||||
2024.10.15 06:00:00 | 12 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.15 06:00:00 | filled | 4165097281 | ||||
2024.10.15 10:00:00 | 13 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.15 10:00:00 | filled | 4165097281 | ||||
2024.10.15 16:00:00 | 14 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.15 16:00:00 | filled | 4165097281 | ||||
2024.10.15 22:00:00 | 15 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.15 22:00:00 | filled | 4165097281 | ||||
2024.10.16 15:00:00 | 16 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.16 15:00:00 | filled | 4165097281 | ||||
2024.10.16 16:00:00 | 17 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.16 16:00:00 | filled | 4165097281 | ||||
2024.10.30 11:00:00 | 18 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.30 11:00:00 | filled | 4165097281 | ||||
2024.10.30 14:00:00 | 19 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.30 14:00:00 | filled | 4165097281 | ||||
2024.10.30 16:00:00 | 20 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.30 16:00:00 | filled | 4165097281 | ||||
2024.10.30 20:00:00 | 21 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.30 20:00:00 | filled | 4165097281 | ||||
2024.11.05 20:00:00 | 22 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.05 20:00:00 | filled | 4165097281 | ||||
2024.11.06 02:00:00 | 23 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.06 02:00:00 | filled | 4165097281 | ||||
2024.11.06 03:00:00 | 24 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.06 03:00:00 | filled | 4165097281 | ||||
2024.11.06 21:00:00 | 25 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.06 21:00:00 | filled | 4165097281 | ||||
2024.11.07 17:00:00 | 26 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.07 17:00:00 | filled | 4165097281 | ||||
2024.11.07 22:00:00 | 27 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.07 22:00:00 | filled | 4165097281 | ||||
2024.11.21 08:00:00 | 28 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.21 08:00:00 | filled | 4165097281 | ||||
2024.11.21 14:00:00 | 29 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.21 14:00:00 | filled | 4165097281 | ||||
2024.11.22 11:00:00 | 30 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.22 11:00:00 | filled | 4165097281 | ||||
2024.11.22 15:00:00 | 31 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.22 15:00:00 | filled | 4165097281 | ||||
2024.11.26 01:00:00 | 32 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.26 01:00:00 | filled | 4165097281 | ||||
2024.11.26 02:00:00 | 33 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.26 02:00:00 | filled | 4165097281 | ||||
2024.11.26 03:00:00 | 34 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.26 03:00:00 | filled | 4165097281 | ||||
2024.11.26 05:00:00 | 35 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.26 05:00:00 | filled | 4165097281 | ||||
2024.12.05 12:00:00 | 36 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.05 12:00:00 | filled | 4165097281 | ||||
2024.12.05 15:00:00 | 37 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.05 15:00:00 | filled | 4165097281 | ||||
2024.12.06 16:00:00 | 38 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.06 16:00:00 | filled | 4165097281 | ||||
2024.12.09 09:00:00 | 39 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.09 09:00:00 | filled | 4165097281 | ||||
2024.12.12 08:00:00 | 40 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.12 08:00:00 | filled | 4165097281 | ||||
2024.12.12 13:00:00 | 41 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.12 13:00:00 | filled | 4165097281 | ||||
2024.12.18 22:00:00 | 42 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.18 22:00:00 | filled | 4165097281 | ||||
2024.12.19 02:00:00 | 43 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.19 02:00:00 | filled | 4165097281 | ||||
2024.12.27 08:00:00 | 44 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.27 08:00:00 | filled | 4165097281 | ||||
2024.12.27 16:00:00 | 45 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.27 16:00:00 | filled | 4165097281 | ||||
2025.01.03 18:00:00 | 46 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.03 18:00:00 | filled | 4165097281 | ||||
2025.01.03 23:57:59 | 47 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.03 23:57:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.10.08 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.10.08 03:00:00 | 2 | USDJPY# | sell | in | 0.01 | 148.130 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 4165097281 |
2024.10.08 06:00:00 | 3 | USDJPY# | buy | out | 0.01 | 147.696 | 3 | 0.00 | 0.00 | 4.34 | 10 004.34 | 4165097281 |
2024.10.08 06:00:01 | 4 | USDJPY# | buy | in | 0.01 | 147.695 | 4 | 0.00 | 0.00 | 0.00 | 10 004.34 | 4165097281 |
2024.10.08 17:00:00 | 5 | USDJPY# | sell | out | 0.01 | 148.249 | 5 | 0.00 | 0.00 | 5.54 | 10 009.88 | 4165097281 |
2024.10.10 23:00:00 | 6 | USDJPY# | buy | in | 0.01 | 148.571 | 6 | 0.00 | 0.00 | 0.00 | 10 009.88 | 4165097281 |
2024.10.11 05:00:00 | 7 | USDJPY# | sell | out | 0.01 | 148.758 | 7 | 0.00 | 0.00 | 1.87 | 10 011.75 | 4165097281 |
2024.10.11 18:00:00 | 8 | USDJPY# | sell | in | 0.01 | 149.257 | 8 | 0.00 | 0.00 | 0.00 | 10 011.75 | 4165097281 |
2024.10.14 01:00:00 | 9 | USDJPY# | buy | out | 0.01 | 149.137 | 9 | 0.00 | 0.00 | 1.20 | 10 012.95 | 4165097281 |
2024.10.14 02:00:00 | 10 | USDJPY# | sell | in | 0.01 | 149.325 | 10 | 0.00 | 0.00 | 0.00 | 10 012.95 | 4165097281 |
2024.10.14 09:00:00 | 11 | USDJPY# | buy | out | 0.01 | 149.224 | 11 | 0.00 | 0.00 | 1.01 | 10 013.96 | 4165097281 |
2024.10.15 06:00:00 | 12 | USDJPY# | sell | in | 0.01 | 149.618 | 12 | 0.00 | 0.00 | 0.00 | 10 013.96 | 4165097281 |
2024.10.15 10:00:00 | 13 | USDJPY# | buy | out | 0.01 | 149.310 | 13 | 0.00 | 0.00 | 3.08 | 10 017.04 | 4165097281 |
2024.10.15 16:00:00 | 14 | USDJPY# | buy | in | 0.01 | 149.090 | 14 | 0.00 | 0.00 | 0.00 | 10 017.04 | 4165097281 |
2024.10.15 22:00:00 | 15 | USDJPY# | sell | out | 0.01 | 149.272 | 15 | 0.00 | 0.00 | 1.82 | 10 018.86 | 4165097281 |
2024.10.16 15:00:00 | 16 | USDJPY# | buy | in | 0.01 | 149.173 | 16 | 0.00 | 0.00 | 0.00 | 10 018.86 | 4165097281 |
2024.10.16 16:00:00 | 17 | USDJPY# | sell | out | 0.01 | 149.444 | 17 | 0.00 | 0.00 | 2.71 | 10 021.57 | 4165097281 |
2024.10.30 11:00:00 | 18 | USDJPY# | buy | in | 0.01 | 152.857 | 18 | 0.00 | 0.00 | 0.00 | 10 021.57 | 4165097281 |
2024.10.30 14:00:00 | 19 | USDJPY# | sell | out | 0.01 | 153.028 | 19 | 0.00 | 0.00 | 1.71 | 10 023.28 | 4165097281 |
2024.10.30 16:00:00 | 20 | USDJPY# | buy | in | 0.01 | 152.959 | 20 | 0.00 | 0.00 | 0.00 | 10 023.28 | 4165097281 |
2024.10.30 20:00:00 | 21 | USDJPY# | sell | out | 0.01 | 153.226 | 21 | 0.00 | 0.00 | 2.67 | 10 025.95 | 4165097281 |
2024.11.05 20:00:00 | 22 | USDJPY# | buy | in | 0.01 | 151.687 | 22 | 0.00 | 0.00 | 0.00 | 10 025.95 | 4165097281 |
2024.11.06 02:00:00 | 23 | USDJPY# | sell | out | 0.01 | 151.428 | 23 | 0.00 | 0.00 | -2.59 | 10 023.36 | 4165097281 |
2024.11.06 03:00:00 | 24 | USDJPY# | sell | in | 0.01 | 152.904 | 24 | 0.00 | 0.00 | 0.00 | 10 023.36 | 4165097281 |
2024.11.06 21:00:00 | 25 | USDJPY# | buy | out | 0.01 | 154.431 | 25 | 0.00 | 0.00 | -15.27 | 10 008.09 | 4165097281 |
2024.11.07 17:00:00 | 26 | USDJPY# | buy | in | 0.01 | 153.229 | 26 | 0.00 | 0.00 | 0.00 | 10 008.09 | 4165097281 |
2024.11.07 22:00:00 | 27 | USDJPY# | sell | out | 0.01 | 153.074 | 27 | 0.00 | 0.00 | -1.55 | 10 006.54 | 4165097281 |
2024.11.21 08:00:00 | 28 | USDJPY# | sell | in | 0.01 | 155.176 | 28 | 0.00 | 0.00 | 0.00 | 10 006.54 | 4165097281 |
2024.11.21 14:00:00 | 29 | USDJPY# | buy | out | 0.01 | 154.529 | 29 | 0.00 | 0.00 | 6.47 | 10 013.01 | 4165097281 |
2024.11.22 11:00:00 | 30 | USDJPY# | buy | in | 0.01 | 154.513 | 30 | 0.00 | 0.00 | 0.00 | 10 013.01 | 4165097281 |
2024.11.22 15:00:00 | 31 | USDJPY# | sell | out | 0.01 | 154.492 | 31 | 0.00 | 0.00 | -0.21 | 10 012.80 | 4165097281 |
2024.11.26 01:00:00 | 32 | USDJPY# | buy | in | 0.01 | 154.113 | 32 | 0.00 | 0.00 | 0.00 | 10 012.80 | 4165097281 |
2024.11.26 02:00:00 | 33 | USDJPY# | sell | out | 0.01 | 154.374 | 33 | 0.00 | 0.00 | 2.61 | 10 015.41 | 4165097281 |
2024.11.26 03:00:00 | 34 | USDJPY# | buy | in | 0.01 | 154.017 | 34 | 0.00 | 0.00 | 0.00 | 10 015.41 | 4165097281 |
2024.11.26 05:00:00 | 35 | USDJPY# | sell | out | 0.01 | 153.979 | 35 | 0.00 | 0.00 | -0.38 | 10 015.03 | 4165097281 |
2024.12.05 12:00:00 | 36 | USDJPY# | sell | in | 0.01 | 150.305 | 36 | 0.00 | 0.00 | 0.00 | 10 015.03 | 4165097281 |
2024.12.05 15:00:00 | 37 | USDJPY# | buy | out | 0.01 | 150.406 | 37 | 0.00 | 0.00 | -1.01 | 10 014.02 | 4165097281 |
2024.12.06 16:00:00 | 38 | USDJPY# | buy | in | 0.01 | 149.667 | 38 | 0.00 | 0.00 | 0.00 | 10 014.02 | 4165097281 |
2024.12.09 09:00:00 | 39 | USDJPY# | sell | out | 0.01 | 150.134 | 39 | 0.00 | 0.00 | 4.67 | 10 018.69 | 4165097281 |
2024.12.12 08:00:00 | 40 | USDJPY# | sell | in | 0.01 | 152.487 | 40 | 0.00 | 0.00 | 0.00 | 10 018.69 | 4165097281 |
2024.12.12 13:00:00 | 41 | USDJPY# | buy | out | 0.01 | 152.323 | 41 | 0.00 | 0.00 | 1.64 | 10 020.33 | 4165097281 |
2024.12.18 22:00:00 | 42 | USDJPY# | sell | in | 0.01 | 154.641 | 42 | 0.00 | 0.00 | 0.00 | 10 020.33 | 4165097281 |
2024.12.19 02:00:00 | 43 | USDJPY# | buy | out | 0.01 | 154.673 | 43 | 0.00 | 0.00 | -0.32 | 10 020.01 | 4165097281 |
2024.12.27 08:00:00 | 44 | USDJPY# | sell | in | 0.01 | 157.753 | 44 | 0.00 | 0.00 | 0.00 | 10 020.01 | 4165097281 |
2024.12.27 16:00:00 | 45 | USDJPY# | buy | out | 0.01 | 157.797 | 45 | 0.00 | 0.00 | -0.44 | 10 019.57 | 4165097281 |
2025.01.03 18:00:00 | 46 | USDJPY# | sell | in | 0.01 | 157.396 | 46 | 0.00 | 0.00 | 0.00 | 10 019.57 | 4165097281 |
2025.01.03 23:57:59 | 47 | USDJPY# | buy | out | 0.01 | 157.279 | 47 | 0.00 | 0.00 | 1.17 | 10 020.74 | end of test |
0.00 | 0.00 | 20.74 | 10 020.74 | |||||||||