Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 4185338189_EURJPY#_15 | |||||||||||
Symbol: | EURJPY# | |||||||||||
Period: | M15 (2024.11.26 - 2025.01.10) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=4185338189 | ||||||||||||
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: | 2882 | Ticks: | 4677821 | Symbols: | 1 | |||||||
Total Net Profit: | 9.88 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 8.83 | |||||||
Gross Profit: | 36.94 | Balance Drawdown Maximal: | 27.06 (0.27%) | Equity Drawdown Maximal: | 49.22 (0.49%) | |||||||
Gross Loss: | -27.06 | Balance Drawdown Relative: | 0.27% (27.06) | Equity Drawdown Relative: | 0.49% (49.22) | |||||||
Profit Factor: | 1.37 | Expected Payoff: | 1.65 | Margin Level: | 999.12% | |||||||
Recovery Factor: | 0.20 | Sharpe Ratio: | 0.05 | Z-Score: | -1.24 (78.50%) | |||||||
AHPR: | 1.0002 (0.02%) | LR Correlation: | 0.33 | OnTester result: | 0 | |||||||
GHPR: | 1.0002 (0.02%) | LR Standard Error: | 14.14 | |||||||||
Total Trades: | 6 | Short Trades (won %): | 4 (75.00%) | Long Trades (won %): | 2 (50.00%) | |||||||
Total Deals: | 12 | Profit Trades (% of total): | 4 (66.67%) | Loss Trades (% of total): | 2 (33.33%) | |||||||
Largest profit trade: | 20.36 | Largest loss trade: | -18.28 | |||||||||
Average profit trade: | 9.24 | Average loss trade: | -13.53 | |||||||||
Maximum consecutive wins ($): | 4 (36.94) | Maximum consecutive losses ($): | 2 (-27.06) | |||||||||
Maximal consecutive profit (count): | 36.94 (4) | Maximal consecutive loss (count): | -27.06 (2) | |||||||||
Average consecutive wins: | 4 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.62 | Correlation (Profits,MAE): | 0.88 | Correlation (MFE,MAE): | 0.2724 | |||||||
Minimal position holding time: | 7:15:00 | Maximal position holding time: | 366:14:59 | Average position holding time: | 114:12:29 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.27 09:15:00 | 2 | EURJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.27 09:15:00 | filled | 4185338189 | ||||
2024.11.29 03:15:00 | 3 | EURJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.29 03:15:00 | filled | 4185338189 | ||||
2024.11.29 13:30:00 | 4 | EURJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.29 13:30:00 | filled | 4185338189 | ||||
2024.12.02 09:45:00 | 5 | EURJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.02 09:45:00 | filled | 4185338189 | ||||
2024.12.03 01:45:00 | 6 | EURJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.03 01:45:00 | filled | 4185338189 | ||||
2024.12.05 16:00:00 | 7 | EURJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.05 16:00:00 | filled | 4185338189 | ||||
2024.12.06 09:00:00 | 8 | EURJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.06 09:00:00 | filled | 4185338189 | ||||
2024.12.06 16:15:00 | 9 | EURJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.06 16:15:00 | filled | 4185338189 | ||||
2024.12.09 03:00:00 | 10 | EURJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.09 03:00:00 | filled | 4185338189 | ||||
2024.12.18 22:15:00 | 11 | EURJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.18 22:15:00 | filled | 4185338189 | ||||
2024.12.19 17:45:00 | 12 | EURJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.19 17:45:00 | filled | 4185338189 | ||||
2025.01.09 23:59:59 | 13 | EURJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.09 23:59:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.26 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.27 09:15:00 | 2 | EURJPY# | sell | in | 0.01 | 159.471 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 4185338189 |
2024.11.29 03:15:00 | 3 | EURJPY# | buy | out | 0.01 | 158.661 | 3 | 0.00 | 0.00 | 8.10 | 10 008.10 | 4185338189 |
2024.11.29 13:30:00 | 4 | EURJPY# | sell | in | 0.01 | 158.405 | 4 | 0.00 | 0.00 | 0.00 | 10 008.10 | 4185338189 |
2024.12.02 09:45:00 | 5 | EURJPY# | buy | out | 0.01 | 157.628 | 5 | 0.00 | 0.00 | 7.77 | 10 015.87 | 4185338189 |
2024.12.03 01:45:00 | 6 | EURJPY# | buy | in | 0.01 | 157.098 | 6 | 0.00 | 0.00 | 0.00 | 10 015.87 | 4185338189 |
2024.12.05 16:00:00 | 7 | EURJPY# | sell | out | 0.01 | 159.134 | 7 | 0.00 | 0.00 | 20.36 | 10 036.23 | 4185338189 |
2024.12.06 09:00:00 | 8 | EURJPY# | sell | in | 0.01 | 158.459 | 8 | 0.00 | 0.00 | 0.00 | 10 036.23 | 4185338189 |
2024.12.06 16:15:00 | 9 | EURJPY# | buy | out | 0.01 | 158.388 | 9 | 0.00 | 0.00 | 0.71 | 10 036.94 | 4185338189 |
2024.12.09 03:00:00 | 10 | EURJPY# | sell | in | 0.01 | 158.217 | 10 | 0.00 | 0.00 | 0.00 | 10 036.94 | 4185338189 |
2024.12.18 22:15:00 | 11 | EURJPY# | buy | out | 0.01 | 160.045 | 11 | 0.00 | 0.00 | -18.28 | 10 018.66 | 4185338189 |
2024.12.19 17:45:00 | 12 | EURJPY# | buy | in | 0.01 | 163.643 | 12 | 0.00 | 0.00 | 0.00 | 10 018.66 | 4185338189 |
2025.01.09 23:59:59 | 13 | EURJPY# | sell | out | 0.01 | 162.765 | 13 | 0.00 | 0.00 | -8.78 | 10 009.88 | end of test |
0.00 | 0.00 | 9.88 | 10 009.88 | |||||||||