Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 4188580148_USDJPY#_60 | |||||||||||
Symbol: | USDJPY# | |||||||||||
Period: | H1 (2024.10.14 - 2025.01.12) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=4188580148 | ||||||||||||
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: | 1490 | Ticks: | 8236494 | Symbols: | 1 | |||||||
Total Net Profit: | 48.29 | Balance Drawdown Absolute: | 5.70 | Equity Drawdown Absolute: | 16.99 | |||||||
Gross Profit: | 95.76 | Balance Drawdown Maximal: | 15.19 (0.15%) | Equity Drawdown Maximal: | 33.40 (0.33%) | |||||||
Gross Loss: | -47.47 | Balance Drawdown Relative: | 0.15% (15.19) | Equity Drawdown Relative: | 0.33% (33.40) | |||||||
Profit Factor: | 2.02 | Expected Payoff: | 2.30 | Margin Level: | 998.30% | |||||||
Recovery Factor: | 1.45 | Sharpe Ratio: | 2.91 | Z-Score: | 1.71 (91.27%) | |||||||
AHPR: | 1.0002 (0.02%) | LR Correlation: | 0.88 | OnTester result: | 0 | |||||||
GHPR: | 1.0002 (0.02%) | LR Standard Error: | 11.59 | |||||||||
Total Trades: | 21 | Short Trades (won %): | 10 (60.00%) | Long Trades (won %): | 11 (63.64%) | |||||||
Total Deals: | 42 | Profit Trades (% of total): | 13 (61.90%) | Loss Trades (% of total): | 8 (38.10%) | |||||||
Largest profit trade: | 41.07 | Largest loss trade: | -15.19 | |||||||||
Average profit trade: | 7.37 | Average loss trade: | -5.93 | |||||||||
Maximum consecutive wins ($): | 4 (23.19) | Maximum consecutive losses ($): | 2 (-5.97) | |||||||||
Maximal consecutive profit (count): | 42.18 (2) | Maximal consecutive loss (count): | -15.19 (1) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.87 | Correlation (Profits,MAE): | 0.66 | Correlation (MFE,MAE): | 0.3078 | |||||||
Minimal position holding time: | 1:00:00 | Maximal position holding time: | 93:00:00 | Average position holding time: | 30:39:54 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.10.16 17:00:00 | 2 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.16 17:00:00 | filled | 4188580148 | ||||
2024.10.21 17:00:00 | 3 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.21 17:00:00 | filled | 4188580148 | ||||
2024.10.22 02:00:00 | 4 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.22 02:00:00 | filled | 4188580148 | ||||
2024.10.24 10:00:00 | 5 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.24 10:00:00 | filled | 4188580148 | ||||
2024.10.31 22:00:00 | 6 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.31 22:00:00 | filled | 4188580148 | ||||
2024.11.01 14:00:00 | 7 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.01 14:00:00 | filled | 4188580148 | ||||
2024.11.04 11:00:00 | 8 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.04 11:00:00 | filled | 4188580148 | ||||
2024.11.05 21:00:00 | 9 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.05 21:00:00 | filled | 4188580148 | ||||
2024.11.06 18:00:00 | 10 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.06 18:00:00 | filled | 4188580148 | ||||
2024.11.07 13:00:00 | 11 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.07 13:00:00 | filled | 4188580148 | ||||
2024.11.08 10:00:00 | 12 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.08 10:00:00 | filled | 4188580148 | ||||
2024.11.11 05:00:00 | 13 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.11 05:00:00 | filled | 4188580148 | ||||
2024.11.11 19:00:00 | 14 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.11 19:00:00 | filled | 4188580148 | ||||
2024.11.15 16:00:00 | 15 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.15 16:00:00 | filled | 4188580148 | ||||
2024.11.18 08:00:00 | 16 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.18 08:00:00 | filled | 4188580148 | ||||
2024.11.18 17:00:00 | 17 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.18 17:00:00 | filled | 4188580148 | ||||
2024.11.20 19:00:00 | 18 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.20 19:00:00 | filled | 4188580148 | ||||
2024.11.21 06:00:00 | 19 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.21 06:00:00 | filled | 4188580148 | ||||
2024.11.21 23:00:00 | 20 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.21 23:00:00 | filled | 4188580148 | ||||
2024.11.22 12:00:00 | 21 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.22 12:00:00 | filled | 4188580148 | ||||
2024.11.25 11:00:00 | 22 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.25 11:00:00 | filled | 4188580148 | ||||
2024.11.29 03:00:00 | 23 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.29 03:00:00 | filled | 4188580148 | ||||
2024.12.05 01:00:00 | 24 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.05 01:00:00 | filled | 4188580148 | ||||
2024.12.05 07:00:00 | 25 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.05 07:00:00 | filled | 4188580148 | ||||
2024.12.05 22:00:00 | 26 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.05 22:00:00 | filled | 4188580148 | ||||
2024.12.06 21:00:00 | 27 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.06 21:00:00 | filled | 4188580148 | ||||
2024.12.09 01:00:00 | 28 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.09 01:00:00 | filled | 4188580148 | ||||
2024.12.09 02:00:00 | 29 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.09 02:00:00 | filled | 4188580148 | ||||
2024.12.09 07:00:00 | 30 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.09 07:00:00 | filled | 4188580148 | ||||
2024.12.09 14:00:00 | 31 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.09 14:00:00 | filled | 4188580148 | ||||
2024.12.10 00:00:00 | 32 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.10 00:00:00 | filled | 4188580148 | ||||
2024.12.12 13:00:00 | 33 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.12 13:00:00 | filled | 4188580148 | ||||
2024.12.31 07:00:00 | 34 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.31 07:00:00 | filled | 4188580148 | ||||
2025.01.02 09:00:00 | 35 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.02 09:00:00 | filled | 4188580148 | ||||
2025.01.03 09:00:00 | 36 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.03 09:00:00 | filled | 4188580148 | ||||
2025.01.03 15:00:00 | 37 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.03 15:00:00 | filled | 4188580148 | ||||
2025.01.06 08:00:00 | 38 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.06 08:00:00 | filled | 4188580148 | ||||
2025.01.07 05:00:00 | 39 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.07 05:00:00 | filled | 4188580148 | ||||
2025.01.07 05:00:01 | 40 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.07 05:00:01 | filled | 4188580148 | ||||
2025.01.08 02:00:00 | 41 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.08 02:00:00 | filled | 4188580148 | ||||
2025.01.10 06:00:00 | 42 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.10 06:00:00 | filled | 4188580148 | ||||
2025.01.10 23:57:59 | 43 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.10 23:57:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.10.14 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.10.16 17:00:00 | 2 | USDJPY# | buy | in | 0.01 | 149.313 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 4188580148 |
2024.10.21 17:00:00 | 3 | USDJPY# | sell | out | 0.01 | 150.127 | 3 | 0.00 | 0.00 | 8.14 | 10 008.14 | 4188580148 |
2024.10.22 02:00:00 | 4 | USDJPY# | sell | in | 0.01 | 150.677 | 4 | 0.00 | 0.00 | 0.00 | 10 008.14 | 4188580148 |
2024.10.24 10:00:00 | 5 | USDJPY# | buy | out | 0.01 | 152.061 | 5 | 0.00 | 0.00 | -13.84 | 9 994.30 | 4188580148 |
2024.10.31 22:00:00 | 6 | USDJPY# | buy | in | 0.01 | 151.944 | 6 | 0.00 | 0.00 | 0.00 | 9 994.30 | 4188580148 |
2024.11.01 14:00:00 | 7 | USDJPY# | sell | out | 0.01 | 152.666 | 7 | 0.00 | 0.00 | 7.22 | 10 001.52 | 4188580148 |
2024.11.04 11:00:00 | 8 | USDJPY# | sell | in | 0.01 | 152.085 | 8 | 0.00 | 0.00 | 0.00 | 10 001.52 | 4188580148 |
2024.11.05 21:00:00 | 9 | USDJPY# | buy | out | 0.01 | 151.560 | 9 | 0.00 | 0.00 | 5.25 | 10 006.77 | 4188580148 |
2024.11.06 18:00:00 | 10 | USDJPY# | sell | in | 0.01 | 154.348 | 10 | 0.00 | 0.00 | 0.00 | 10 006.77 | 4188580148 |
2024.11.07 13:00:00 | 11 | USDJPY# | buy | out | 0.01 | 154.021 | 11 | 0.00 | 0.00 | 3.27 | 10 010.04 | 4188580148 |
2024.11.08 10:00:00 | 12 | USDJPY# | buy | in | 0.01 | 152.640 | 12 | 0.00 | 0.00 | 0.00 | 10 010.04 | 4188580148 |
2024.11.11 05:00:00 | 13 | USDJPY# | sell | out | 0.01 | 153.385 | 13 | 0.00 | 0.00 | 7.45 | 10 017.49 | 4188580148 |
2024.11.11 19:00:00 | 14 | USDJPY# | sell | in | 0.01 | 153.816 | 14 | 0.00 | 0.00 | 0.00 | 10 017.49 | 4188580148 |
2024.11.15 16:00:00 | 15 | USDJPY# | buy | out | 0.01 | 155.335 | 15 | 0.00 | 0.00 | -15.19 | 10 002.30 | 4188580148 |
2024.11.18 08:00:00 | 16 | USDJPY# | buy | in | 0.01 | 154.600 | 16 | 0.00 | 0.00 | 0.00 | 10 002.30 | 4188580148 |
2024.11.18 17:00:00 | 17 | USDJPY# | sell | out | 0.01 | 154.804 | 17 | 0.00 | 0.00 | 2.04 | 10 004.34 | 4188580148 |
2024.11.20 19:00:00 | 18 | USDJPY# | sell | in | 0.01 | 155.376 | 18 | 0.00 | 0.00 | 0.00 | 10 004.34 | 4188580148 |
2024.11.21 06:00:00 | 19 | USDJPY# | buy | out | 0.01 | 154.931 | 19 | 0.00 | 0.00 | 4.45 | 10 008.79 | 4188580148 |
2024.11.21 23:00:00 | 20 | USDJPY# | buy | in | 0.01 | 154.506 | 20 | 0.00 | 0.00 | 0.00 | 10 008.79 | 4188580148 |
2024.11.22 12:00:00 | 21 | USDJPY# | sell | out | 0.01 | 154.492 | 21 | 0.00 | 0.00 | -0.14 | 10 008.65 | 4188580148 |
2024.11.25 11:00:00 | 22 | USDJPY# | sell | in | 0.01 | 154.691 | 22 | 0.00 | 0.00 | 0.00 | 10 008.65 | 4188580148 |
2024.11.29 03:00:00 | 23 | USDJPY# | buy | out | 0.01 | 150.584 | 23 | 0.00 | 0.00 | 41.07 | 10 049.72 | 4188580148 |
2024.12.05 01:00:00 | 24 | USDJPY# | sell | in | 0.01 | 150.505 | 24 | 0.00 | 0.00 | 0.00 | 10 049.72 | 4188580148 |
2024.12.05 07:00:00 | 25 | USDJPY# | buy | out | 0.01 | 150.394 | 25 | 0.00 | 0.00 | 1.11 | 10 050.83 | 4188580148 |
2024.12.05 22:00:00 | 26 | USDJPY# | buy | in | 0.01 | 150.023 | 26 | 0.00 | 0.00 | 0.00 | 10 050.83 | 4188580148 |
2024.12.06 21:00:00 | 27 | USDJPY# | sell | out | 0.01 | 149.984 | 27 | 0.00 | 0.00 | -0.39 | 10 050.44 | 4188580148 |
2024.12.09 01:00:00 | 28 | USDJPY# | sell | in | 0.01 | 149.959 | 28 | 0.00 | 0.00 | 0.00 | 10 050.44 | 4188580148 |
2024.12.09 02:00:00 | 29 | USDJPY# | buy | out | 0.01 | 149.894 | 29 | 0.00 | 0.00 | 0.65 | 10 051.09 | 4188580148 |
2024.12.09 07:00:00 | 30 | USDJPY# | buy | in | 0.01 | 149.896 | 30 | 0.00 | 0.00 | 0.00 | 10 051.09 | 4188580148 |
2024.12.09 14:00:00 | 31 | USDJPY# | sell | out | 0.01 | 150.493 | 31 | 0.00 | 0.00 | 5.97 | 10 057.06 | 4188580148 |
2024.12.10 00:00:00 | 32 | USDJPY# | sell | in | 0.01 | 151.137 | 32 | 0.00 | 0.00 | 0.00 | 10 057.06 | 4188580148 |
2024.12.12 13:00:00 | 33 | USDJPY# | buy | out | 0.01 | 152.323 | 33 | 0.00 | 0.00 | -11.86 | 10 045.20 | 4188580148 |
2024.12.31 07:00:00 | 34 | USDJPY# | buy | in | 0.01 | 156.235 | 34 | 0.00 | 0.00 | 0.00 | 10 045.20 | 4188580148 |
2025.01.02 09:00:00 | 35 | USDJPY# | sell | out | 0.01 | 156.656 | 35 | 0.00 | 0.00 | 4.21 | 10 049.41 | 4188580148 |
2025.01.03 09:00:00 | 36 | USDJPY# | sell | in | 0.01 | 157.164 | 36 | 0.00 | 0.00 | 0.00 | 10 049.41 | 4188580148 |
2025.01.03 15:00:00 | 37 | USDJPY# | buy | out | 0.01 | 157.172 | 37 | 0.00 | 0.00 | -0.08 | 10 049.33 | 4188580148 |
2025.01.06 08:00:00 | 38 | USDJPY# | buy | in | 0.01 | 157.783 | 38 | 0.00 | 0.00 | 0.00 | 10 049.33 | 4188580148 |
2025.01.07 05:00:00 | 39 | USDJPY# | sell | out | 0.01 | 158.276 | 39 | 0.00 | 0.00 | 4.93 | 10 054.26 | 4188580148 |
2025.01.07 05:00:01 | 40 | USDJPY# | buy | in | 0.01 | 158.283 | 40 | 0.00 | 0.00 | 0.00 | 10 054.26 | 4188580148 |
2025.01.08 02:00:00 | 41 | USDJPY# | sell | out | 0.01 | 158.215 | 41 | 0.00 | 0.00 | -0.68 | 10 053.58 | 4188580148 |
2025.01.10 06:00:00 | 42 | USDJPY# | buy | in | 0.01 | 158.234 | 42 | 0.00 | 0.00 | 0.00 | 10 053.58 | 4188580148 |
2025.01.10 23:57:59 | 43 | USDJPY# | sell | out | 0.01 | 157.705 | 43 | 0.00 | 0.00 | -5.29 | 10 048.29 | end of test |
0.00 | 0.00 | 48.29 | 10 048.29 | |||||||||