Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 417927457_CHFJPY#_15 | |||||||||||
Symbol: | CHFJPY# | |||||||||||
Period: | M15 (2024.11.19 - 2025.01.03) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=417927457 | ||||||||||||
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: | 2880 | Ticks: | 3351372 | Symbols: | 1 | |||||||
Total Net Profit: | 53.93 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 4.84 | |||||||
Gross Profit: | 54.96 | Balance Drawdown Maximal: | 1.03 (0.01%) | Equity Drawdown Maximal: | 38.45 (0.38%) | |||||||
Gross Loss: | -1.03 | Balance Drawdown Relative: | 0.01% (1.03) | Equity Drawdown Relative: | 0.38% (38.45) | |||||||
Profit Factor: | 53.36 | Expected Payoff: | 13.48 | Margin Level: | 999.52% | |||||||
Recovery Factor: | 1.40 | Sharpe Ratio: | 0.14 | Z-Score: | 0.00 (0.00%) | |||||||
AHPR: | 1.0013 (0.13%) | LR Correlation: | 0.70 | OnTester result: | 0 | |||||||
GHPR: | 1.0013 (0.13%) | LR Standard Error: | 13.88 | |||||||||
Total Trades: | 4 | Short Trades (won %): | 2 (100.00%) | Long Trades (won %): | 2 (50.00%) | |||||||
Total Deals: | 8 | Profit Trades (% of total): | 3 (75.00%) | Loss Trades (% of total): | 1 (25.00%) | |||||||
Largest profit trade: | 40.04 | Largest loss trade: | -1.03 | |||||||||
Average profit trade: | 18.32 | Average loss trade: | -1.03 | |||||||||
Maximum consecutive wins ($): | 3 (54.96) | Maximum consecutive losses ($): | 1 (-1.03) | |||||||||
Maximal consecutive profit (count): | 54.96 (3) | Maximal consecutive loss (count): | -1.03 (1) | |||||||||
Average consecutive wins: | 3 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.58 | Correlation (Profits,MAE): | 0.45 | Correlation (MFE,MAE): | 0.3619 | |||||||
Minimal position holding time: | 27:00:00 | Maximal position holding time: | 394:44:59 | Average position holding time: | 179:59:59 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.20 19:00:00 | 2 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.20 19:00:00 | filled | 417927457 | ||||
2024.11.27 14:15:00 | 3 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.27 14:15:00 | filled | 417927457 | ||||
2024.11.28 04:00:00 | 4 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.28 04:00:00 | filled | 417927457 | ||||
2024.12.09 19:00:00 | 5 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.09 19:00:00 | filled | 417927457 | ||||
2024.12.10 04:00:00 | 6 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.10 04:00:00 | filled | 417927457 | ||||
2024.12.11 07:00:00 | 7 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.11 07:00:00 | filled | 417927457 | ||||
2024.12.11 13:15:00 | 8 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.11 13:15:00 | filled | 417927457 | ||||
2025.01.02 23:59:59 | 9 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.02 23:59:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.19 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.20 19:00:00 | 2 | CHFJPY# | sell | in | 0.01 | 175.448 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 417927457 |
2024.11.27 14:15:00 | 3 | CHFJPY# | buy | out | 0.01 | 171.444 | 3 | 0.00 | 0.00 | 40.04 | 10 040.04 | 417927457 |
2024.11.28 04:00:00 | 4 | CHFJPY# | buy | in | 0.01 | 171.526 | 4 | 0.00 | 0.00 | 0.00 | 10 040.04 | 417927457 |
2024.12.09 19:00:00 | 5 | CHFJPY# | sell | out | 0.01 | 172.355 | 5 | 0.00 | 0.00 | 8.29 | 10 048.33 | 417927457 |
2024.12.10 04:00:00 | 6 | CHFJPY# | sell | in | 0.01 | 172.192 | 6 | 0.00 | 0.00 | 0.00 | 10 048.33 | 417927457 |
2024.12.11 07:00:00 | 7 | CHFJPY# | buy | out | 0.01 | 171.529 | 7 | 0.00 | 0.00 | 6.63 | 10 054.96 | 417927457 |
2024.12.11 13:15:00 | 8 | CHFJPY# | buy | in | 0.01 | 172.666 | 8 | 0.00 | 0.00 | 0.00 | 10 054.96 | 417927457 |
2025.01.02 23:59:59 | 9 | CHFJPY# | sell | out | 0.01 | 172.563 | 9 | 0.00 | 0.00 | -1.03 | 10 053.93 | end of test |
0.00 | 0.00 | 53.93 | 10 053.93 | |||||||||