Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 417950599_AUDCAD#_30 | |||||||||||
Symbol: | AUDCAD# | |||||||||||
Period: | M30 (2024.10.29 - 2025.01.04) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=417950599 | ||||||||||||
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: | 2208 | Ticks: | 4138510 | Symbols: | 1 | |||||||
Total Net Profit: | 25.28 | Balance Drawdown Absolute: | 0.35 | Equity Drawdown Absolute: | 7.62 | |||||||
Gross Profit: | 25.86 | Balance Drawdown Maximal: | 0.35 (0.00%) | Equity Drawdown Maximal: | 12.64 (0.13%) | |||||||
Gross Loss: | -0.58 | Balance Drawdown Relative: | 0.00% (0.35) | Equity Drawdown Relative: | 0.13% (12.64) | |||||||
Profit Factor: | 44.59 | Expected Payoff: | 4.21 | Margin Level: | 999.24% | |||||||
Recovery Factor: | 2.00 | Sharpe Ratio: | 0.16 | Z-Score: | -0.18 (14.28%) | |||||||
AHPR: | 1.0004 (0.04%) | LR Correlation: | 0.97 | OnTester result: | 0 | |||||||
GHPR: | 1.0004 (0.04%) | LR Standard Error: | 3.53 | |||||||||
Total Trades: | 6 | Short Trades (won %): | 3 (100.00%) | Long Trades (won %): | 3 (33.33%) | |||||||
Total Deals: | 12 | Profit Trades (% of total): | 4 (66.67%) | Loss Trades (% of total): | 2 (33.33%) | |||||||
Largest profit trade: | 12.04 | Largest loss trade: | -0.35 | |||||||||
Average profit trade: | 6.47 | Average loss trade: | -0.29 | |||||||||
Maximum consecutive wins ($): | 4 (25.86) | Maximum consecutive losses ($): | 1 (-0.35) | |||||||||
Maximal consecutive profit (count): | 25.86 (4) | Maximal consecutive loss (count): | -0.35 (1) | |||||||||
Average consecutive wins: | 4 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.99 | Correlation (Profits,MAE): | 0.47 | Correlation (MFE,MAE): | 0.4697 | |||||||
Minimal position holding time: | 26:00:00 | Maximal position holding time: | 361:30:00 | Average position holding time: | 166:59:39 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.10.29 05:30:00 | 2 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.29 05:30:00 | filled | 417950599 | ||||
2024.10.30 09:30:00 | 3 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.30 09:30:00 | filled | 417950599 | ||||
2024.10.31 01:30:00 | 4 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.31 01:30:00 | filled | 417950599 | ||||
2024.11.06 05:30:00 | 5 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.06 05:30:00 | filled | 417950599 | ||||
2024.11.06 14:00:00 | 6 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.06 14:00:00 | filled | 417950599 | ||||
2024.11.07 16:00:00 | 7 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.07 16:00:00 | filled | 417950599 | ||||
2024.11.13 03:30:00 | 8 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.13 03:30:00 | filled | 417950599 | ||||
2024.12.04 05:00:00 | 9 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.04 05:00:00 | filled | 417950599 | ||||
2024.12.05 19:30:00 | 10 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.05 19:30:00 | filled | 417950599 | ||||
2024.12.18 22:30:00 | 11 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.18 22:30:00 | filled | 417950599 | ||||
2024.12.19 20:30:00 | 12 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.19 20:30:00 | filled | 417950599 | ||||
2025.01.03 23:57:59 | 13 | AUDCAD# | 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 |
2024.10.29 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.10.29 05:30:00 | 2 | AUDCAD# | buy | in | 0.01 | 0.91299 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 417950599 |
2024.10.30 09:30:00 | 3 | AUDCAD# | sell | out | 0.01 | 0.91264 | 3 | 0.00 | 0.00 | -0.35 | 9 999.65 | 417950599 |
2024.10.31 01:30:00 | 4 | AUDCAD# | sell | in | 0.01 | 0.91417 | 4 | 0.00 | 0.00 | 0.00 | 9 999.65 | 417950599 |
2024.11.06 05:30:00 | 5 | AUDCAD# | buy | out | 0.01 | 0.91082 | 5 | 0.00 | 0.00 | 3.35 | 10 003.00 | 417950599 |
2024.11.06 14:00:00 | 6 | AUDCAD# | buy | in | 0.01 | 0.91256 | 6 | 0.00 | 0.00 | 0.00 | 10 003.00 | 417950599 |
2024.11.07 16:00:00 | 7 | AUDCAD# | sell | out | 0.01 | 0.92460 | 7 | 0.00 | 0.00 | 12.04 | 10 015.04 | 417950599 |
2024.11.13 03:30:00 | 8 | AUDCAD# | sell | in | 0.01 | 0.91045 | 8 | 0.00 | 0.00 | 0.00 | 10 015.04 | 417950599 |
2024.12.04 05:00:00 | 9 | AUDCAD# | buy | out | 0.01 | 0.90508 | 9 | 0.00 | 0.00 | 5.37 | 10 020.41 | 417950599 |
2024.12.05 19:30:00 | 10 | AUDCAD# | sell | in | 0.01 | 0.90403 | 10 | 0.00 | 0.00 | 0.00 | 10 020.41 | 417950599 |
2024.12.18 22:30:00 | 11 | AUDCAD# | buy | out | 0.01 | 0.89893 | 11 | 0.00 | 0.00 | 5.10 | 10 025.51 | 417950599 |
2024.12.19 20:30:00 | 12 | AUDCAD# | buy | in | 0.01 | 0.89827 | 12 | 0.00 | 0.00 | 0.00 | 10 025.51 | 417950599 |
2025.01.03 23:57:59 | 13 | AUDCAD# | sell | out | 0.01 | 0.89804 | 13 | 0.00 | 0.00 | -0.23 | 10 025.28 | end of test |
0.00 | 0.00 | 25.28 | 10 025.28 | |||||||||