Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 4244358878_USDJPY#_240 | |||||||||||
Symbol: | USDJPY# | |||||||||||
Period: | H4 (2024.07.14 - 2025.01.10) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=4244358878 | ||||||||||||
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: | 759 | Ticks: | 19634399 | Symbols: | 1 | |||||||
Total Net Profit: | 145.13 | Balance Drawdown Absolute: | 9.69 | Equity Drawdown Absolute: | 22.86 | |||||||
Gross Profit: | 211.50 | Balance Drawdown Maximal: | 49.53 (0.49%) | Equity Drawdown Maximal: | 98.00 (0.97%) | |||||||
Gross Loss: | -66.37 | Balance Drawdown Relative: | 0.49% (49.53) | Equity Drawdown Relative: | 0.97% (98.00) | |||||||
Profit Factor: | 3.19 | Expected Payoff: | 10.37 | Margin Level: | 997.71% | |||||||
Recovery Factor: | 1.48 | Sharpe Ratio: | 1.03 | Z-Score: | -0.20 (15.85%) | |||||||
AHPR: | 1.0010 (0.10%) | LR Correlation: | 0.66 | OnTester result: | 0 | |||||||
GHPR: | 1.0010 (0.10%) | LR Standard Error: | 36.54 | |||||||||
Total Trades: | 14 | Short Trades (won %): | 5 (80.00%) | Long Trades (won %): | 9 (44.44%) | |||||||
Total Deals: | 28 | Profit Trades (% of total): | 8 (57.14%) | Loss Trades (% of total): | 6 (42.86%) | |||||||
Largest profit trade: | 70.78 | Largest loss trade: | -14.50 | |||||||||
Average profit trade: | 26.44 | Average loss trade: | -11.06 | |||||||||
Maximum consecutive wins ($): | 5 (154.82) | Maximum consecutive losses ($): | 4 (-49.53) | |||||||||
Maximal consecutive profit (count): | 154.82 (5) | Maximal consecutive loss (count): | -49.53 (4) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.92 | Correlation (Profits,MAE): | 0.57 | Correlation (MFE,MAE): | 0.5338 | |||||||
Minimal position holding time: | 12:00:00 | Maximal position holding time: | 496:00:00 | Average position holding time: | 152:17:08 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.07.17 12:00:00 | 2 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.07.17 12:00:00 | filled | 4244358878 | ||||
2024.07.25 20:00:00 | 3 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.07.25 20:00:00 | filled | 4244358878 | ||||
2024.07.25 20:00:01 | 4 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.07.25 20:00:01 | filled | 4244358878 | ||||
2024.07.31 00:00:00 | 5 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.07.31 00:00:00 | filled | 4244358878 | ||||
2024.07.31 00:00:01 | 6 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.07.31 00:00:01 | filled | 4244358878 | ||||
2024.08.01 20:00:00 | 7 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.08.01 20:00:00 | filled | 4244358878 | ||||
2024.08.06 04:00:00 | 8 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.08.06 04:00:00 | filled | 4244358878 | ||||
2024.08.07 04:00:00 | 9 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.08.07 04:00:00 | filled | 4244358878 | ||||
2024.08.16 16:00:00 | 10 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.08.16 16:00:00 | filled | 4244358878 | ||||
2024.09.02 16:00:00 | 11 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.09.02 16:00:00 | filled | 4244358878 | ||||
2024.09.09 08:00:00 | 12 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.09.09 08:00:00 | filled | 4244358878 | ||||
2024.09.11 12:00:00 | 13 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.09.11 12:00:00 | filled | 4244358878 | ||||
2024.09.12 00:00:00 | 14 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.09.12 00:00:00 | filled | 4244358878 | ||||
2024.09.18 08:00:00 | 15 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.09.18 08:00:00 | filled | 4244358878 | ||||
2024.09.20 04:00:00 | 16 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.09.20 04:00:00 | filled | 4244358878 | ||||
2024.09.20 16:00:00 | 17 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.09.20 16:00:00 | filled | 4244358878 | ||||
2024.09.20 16:00:01 | 18 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.09.20 16:00:01 | filled | 4244358878 | ||||
2024.09.27 16:00:00 | 19 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.09.27 16:00:00 | filled | 4244358878 | ||||
2024.10.04 16:00:00 | 20 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.04 16:00:00 | filled | 4244358878 | ||||
2024.11.04 08:00:00 | 21 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.04 08:00:00 | filled | 4244358878 | ||||
2024.11.11 08:00:00 | 22 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.11 08:00:00 | filled | 4244358878 | ||||
2024.11.15 16:00:00 | 23 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.15 16:00:00 | filled | 4244358878 | ||||
2024.11.25 04:00:00 | 24 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.25 04:00:00 | filled | 4244358878 | ||||
2024.12.02 08:00:00 | 25 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.02 08:00:00 | filled | 4244358878 | ||||
2024.12.09 12:00:00 | 26 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.09 12:00:00 | filled | 4244358878 | ||||
2025.01.06 20:00:00 | 27 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.06 20:00:00 | filled | 4244358878 | ||||
2025.01.07 00:00:00 | 28 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.07 00:00:00 | filled | 4244358878 | ||||
2025.01.09 23:59:59 | 29 | USDJPY# | 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 |
2024.07.14 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.07.17 12:00:00 | 2 | USDJPY# | sell | in | 0.01 | 156.229 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 4244358878 |
2024.07.25 20:00:00 | 3 | USDJPY# | buy | out | 0.01 | 154.028 | 3 | 0.00 | 0.00 | 22.01 | 10 022.01 | 4244358878 |
2024.07.25 20:00:01 | 4 | USDJPY# | buy | in | 0.01 | 154.029 | 4 | 0.00 | 0.00 | 0.00 | 10 022.01 | 4244358878 |
2024.07.31 00:00:00 | 5 | USDJPY# | sell | out | 0.01 | 152.663 | 5 | 0.00 | 0.00 | -13.66 | 10 008.35 | 4244358878 |
2024.07.31 00:00:01 | 6 | USDJPY# | sell | in | 0.01 | 152.663 | 6 | 0.00 | 0.00 | 0.00 | 10 008.35 | 4244358878 |
2024.08.01 20:00:00 | 7 | USDJPY# | buy | out | 0.01 | 149.901 | 7 | 0.00 | 0.00 | 27.62 | 10 035.97 | 4244358878 |
2024.08.06 04:00:00 | 8 | USDJPY# | buy | in | 0.01 | 145.042 | 8 | 0.00 | 0.00 | 0.00 | 10 035.97 | 4244358878 |
2024.08.07 04:00:00 | 9 | USDJPY# | sell | out | 0.01 | 144.724 | 9 | 0.00 | 0.00 | -3.18 | 10 032.79 | 4244358878 |
2024.08.16 16:00:00 | 10 | USDJPY# | sell | in | 0.01 | 147.685 | 10 | 0.00 | 0.00 | 0.00 | 10 032.79 | 4244358878 |
2024.09.02 16:00:00 | 11 | USDJPY# | buy | out | 0.01 | 146.980 | 11 | 0.00 | 0.00 | 7.05 | 10 039.84 | 4244358878 |
2024.09.09 08:00:00 | 12 | USDJPY# | buy | in | 0.01 | 142.980 | 12 | 0.00 | 0.00 | 0.00 | 10 039.84 | 4244358878 |
2024.09.11 12:00:00 | 13 | USDJPY# | sell | out | 0.01 | 141.530 | 13 | 0.00 | 0.00 | -14.50 | 10 025.34 | 4244358878 |
2024.09.12 00:00:00 | 14 | USDJPY# | buy | in | 0.01 | 142.382 | 14 | 0.00 | 0.00 | 0.00 | 10 025.34 | 4244358878 |
2024.09.18 08:00:00 | 15 | USDJPY# | sell | out | 0.01 | 141.313 | 15 | 0.00 | 0.00 | -10.69 | 10 014.65 | 4244358878 |
2024.09.20 04:00:00 | 16 | USDJPY# | sell | in | 0.01 | 142.401 | 16 | 0.00 | 0.00 | 0.00 | 10 014.65 | 4244358878 |
2024.09.20 16:00:00 | 17 | USDJPY# | buy | out | 0.01 | 143.674 | 17 | 0.00 | 0.00 | -12.73 | 10 001.92 | 4244358878 |
2024.09.20 16:00:01 | 18 | USDJPY# | buy | in | 0.01 | 143.672 | 18 | 0.00 | 0.00 | 0.00 | 10 001.92 | 4244358878 |
2024.09.27 16:00:00 | 19 | USDJPY# | sell | out | 0.01 | 142.511 | 19 | 0.00 | 0.00 | -11.61 | 9 990.31 | 4244358878 |
2024.10.04 16:00:00 | 20 | USDJPY# | buy | in | 0.01 | 148.654 | 20 | 0.00 | 0.00 | 0.00 | 9 990.31 | 4244358878 |
2024.11.04 08:00:00 | 21 | USDJPY# | sell | out | 0.01 | 151.845 | 21 | 0.00 | 0.00 | 31.91 | 10 022.22 | 4244358878 |
2024.11.11 08:00:00 | 22 | USDJPY# | buy | in | 0.01 | 153.535 | 22 | 0.00 | 0.00 | 0.00 | 10 022.22 | 4244358878 |
2024.11.15 16:00:00 | 23 | USDJPY# | sell | out | 0.01 | 155.326 | 23 | 0.00 | 0.00 | 17.91 | 10 040.13 | 4244358878 |
2024.11.25 04:00:00 | 24 | USDJPY# | sell | in | 0.01 | 153.763 | 24 | 0.00 | 0.00 | 0.00 | 10 040.13 | 4244358878 |
2024.12.02 08:00:00 | 25 | USDJPY# | buy | out | 0.01 | 150.731 | 25 | 0.00 | 0.00 | 30.32 | 10 070.45 | 4244358878 |
2024.12.09 12:00:00 | 26 | USDJPY# | buy | in | 0.01 | 150.425 | 26 | 0.00 | 0.00 | 0.00 | 10 070.45 | 4244358878 |
2025.01.06 20:00:00 | 27 | USDJPY# | sell | out | 0.01 | 157.503 | 27 | 0.00 | 0.00 | 70.78 | 10 141.23 | 4244358878 |
2025.01.07 00:00:00 | 28 | USDJPY# | buy | in | 0.01 | 157.660 | 28 | 0.00 | 0.00 | 0.00 | 10 141.23 | 4244358878 |
2025.01.09 23:59:59 | 29 | USDJPY# | sell | out | 0.01 | 158.050 | 29 | 0.00 | 0.00 | 3.90 | 10 145.13 | end of test |
0.00 | 0.00 | 145.13 | 10 145.13 | |||||||||