Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 4265920526_USDJPY#_15 | |||||||||||
Symbol: | USDJPY# | |||||||||||
Period: | M15 (2024.11.28 - 2025.01.12) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=4265920526 | ||||||||||||
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: | 2786 | Ticks: | 3583154 | Symbols: | 1 | |||||||
Total Net Profit: | 58.47 | Balance Drawdown Absolute: | 5.32 | Equity Drawdown Absolute: | 11.89 | |||||||
Gross Profit: | 70.43 | Balance Drawdown Maximal: | 5.32 (0.05%) | Equity Drawdown Maximal: | 25.36 (0.25%) | |||||||
Gross Loss: | -11.96 | Balance Drawdown Relative: | 0.05% (5.32) | Equity Drawdown Relative: | 0.25% (25.36) | |||||||
Profit Factor: | 5.89 | Expected Payoff: | 3.44 | Margin Level: | 998.81% | |||||||
Recovery Factor: | 2.31 | Sharpe Ratio: | 5.89 | Z-Score: | -0.44 (34.01%) | |||||||
AHPR: | 1.0003 (0.03%) | LR Correlation: | 0.96 | OnTester result: | 0 | |||||||
GHPR: | 1.0003 (0.03%) | LR Standard Error: | 7.93 | |||||||||
Total Trades: | 17 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 17 (76.47%) | |||||||
Total Deals: | 34 | Profit Trades (% of total): | 13 (76.47%) | Loss Trades (% of total): | 4 (23.53%) | |||||||
Largest profit trade: | 28.43 | Largest loss trade: | -5.27 | |||||||||
Average profit trade: | 5.42 | Average loss trade: | -2.99 | |||||||||
Maximum consecutive wins ($): | 7 (50.97) | Maximum consecutive losses ($): | 2 (-5.32) | |||||||||
Maximal consecutive profit (count): | 50.97 (7) | Maximal consecutive loss (count): | -5.32 (2) | |||||||||
Average consecutive wins: | 4 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.94 | Correlation (Profits,MAE): | 0.57 | Correlation (MFE,MAE): | 0.3269 | |||||||
Minimal position holding time: | 0:45:00 | Maximal position holding time: | 52:45:00 | Average position holding time: | 12:31:40 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.29 04:45:00 | 2 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.29 04:45:00 | filled | 4265920526 | ||||
2024.11.29 16:15:00 | 3 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.29 16:15:00 | filled | 4265920526 | ||||
2024.12.02 09:15:00 | 4 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.02 09:15:00 | filled | 4265920526 | ||||
2024.12.03 03:45:00 | 5 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.03 03:45:00 | filled | 4265920526 | ||||
2024.12.03 17:15:00 | 6 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.03 17:15:00 | filled | 4265920526 | ||||
2024.12.04 00:15:30 | 7 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.04 00:15:30 | filled | 4265920526 | ||||
2024.12.04 17:45:00 | 8 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.04 17:45:00 | filled | 4265920526 | ||||
2024.12.05 14:15:00 | 9 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.05 14:15:00 | filled | 4265920526 | ||||
2024.12.05 18:30:00 | 10 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.05 18:30:00 | filled | 4265920526 | ||||
2024.12.06 10:30:00 | 11 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.06 10:30:00 | filled | 4265920526 | ||||
2024.12.06 17:15:00 | 12 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.06 17:15:00 | filled | 4265920526 | ||||
2024.12.09 06:30:00 | 13 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.09 06:30:00 | filled | 4265920526 | ||||
2024.12.11 05:00:00 | 14 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.11 05:00:00 | filled | 4265920526 | ||||
2024.12.11 11:45:00 | 15 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.11 11:45:00 | filled | 4265920526 | ||||
2024.12.12 02:15:00 | 16 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.12 02:15:00 | filled | 4265920526 | ||||
2024.12.12 08:45:00 | 17 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.12 08:45:00 | filled | 4265920526 | ||||
2024.12.17 04:45:00 | 18 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.17 04:45:00 | filled | 4265920526 | ||||
2024.12.17 09:00:00 | 19 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.17 09:00:00 | filled | 4265920526 | ||||
2024.12.17 17:00:00 | 20 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.17 17:00:00 | filled | 4265920526 | ||||
2024.12.18 02:45:00 | 21 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.18 02:45:00 | filled | 4265920526 | ||||
2024.12.18 21:00:00 | 22 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.18 21:00:00 | filled | 4265920526 | ||||
2024.12.23 01:45:00 | 23 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.23 01:45:00 | filled | 4265920526 | ||||
2024.12.30 17:45:00 | 24 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.30 17:45:00 | filled | 4265920526 | ||||
2024.12.31 13:15:00 | 25 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.31 13:15:00 | filled | 4265920526 | ||||
2025.01.02 10:15:00 | 26 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.02 10:15:00 | filled | 4265920526 | ||||
2025.01.02 13:45:00 | 27 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.02 13:45:00 | filled | 4265920526 | ||||
2025.01.03 19:15:00 | 28 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.03 19:15:00 | filled | 4265920526 | ||||
2025.01.03 20:00:00 | 29 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.03 20:00:00 | filled | 4265920526 | ||||
2025.01.07 07:45:00 | 30 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.07 07:45:00 | filled | 4265920526 | ||||
2025.01.07 17:45:00 | 31 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.07 17:45:00 | filled | 4265920526 | ||||
2025.01.09 14:15:00 | 32 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.09 14:15:00 | filled | 4265920526 | ||||
2025.01.09 20:00:00 | 33 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.09 20:00:00 | filled | 4265920526 | ||||
2025.01.10 17:15:00 | 34 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.10 17:15:00 | filled | 4265920526 | ||||
2025.01.10 23:57:59 | 35 | 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 |
2024.11.28 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.29 04:45:00 | 2 | USDJPY# | buy | in | 0.01 | 150.103 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 4265920526 |
2024.11.29 16:15:00 | 3 | USDJPY# | sell | out | 0.01 | 150.098 | 3 | 0.00 | 0.00 | -0.05 | 9 999.95 | 4265920526 |
2024.12.02 09:15:00 | 4 | USDJPY# | buy | in | 0.01 | 150.258 | 4 | 0.00 | 0.00 | 0.00 | 9 999.95 | 4265920526 |
2024.12.03 03:45:00 | 5 | USDJPY# | sell | out | 0.01 | 149.731 | 5 | 0.00 | 0.00 | -5.27 | 9 994.68 | 4265920526 |
2024.12.03 17:15:00 | 6 | USDJPY# | buy | in | 0.01 | 149.047 | 6 | 0.00 | 0.00 | 0.00 | 9 994.68 | 4265920526 |
2024.12.04 00:15:30 | 7 | USDJPY# | sell | out | 0.01 | 149.560 | 7 | 0.00 | 0.00 | 5.13 | 9 999.81 | 4265920526 |
2024.12.04 17:45:00 | 8 | USDJPY# | buy | in | 0.01 | 150.507 | 8 | 0.00 | 0.00 | 0.00 | 9 999.81 | 4265920526 |
2024.12.05 14:15:00 | 9 | USDJPY# | sell | out | 0.01 | 150.325 | 9 | 0.00 | 0.00 | -1.82 | 9 997.99 | 4265920526 |
2024.12.05 18:30:00 | 10 | USDJPY# | buy | in | 0.01 | 150.153 | 10 | 0.00 | 0.00 | 0.00 | 9 997.99 | 4265920526 |
2024.12.06 10:30:00 | 11 | USDJPY# | sell | out | 0.01 | 150.331 | 11 | 0.00 | 0.00 | 1.78 | 9 999.77 | 4265920526 |
2024.12.06 17:15:00 | 12 | USDJPY# | buy | in | 0.01 | 149.825 | 12 | 0.00 | 0.00 | 0.00 | 9 999.77 | 4265920526 |
2024.12.09 06:30:00 | 13 | USDJPY# | sell | out | 0.01 | 149.970 | 13 | 0.00 | 0.00 | 1.45 | 10 001.22 | 4265920526 |
2024.12.11 05:00:00 | 14 | USDJPY# | buy | in | 0.01 | 151.446 | 14 | 0.00 | 0.00 | 0.00 | 10 001.22 | 4265920526 |
2024.12.11 11:45:00 | 15 | USDJPY# | sell | out | 0.01 | 152.541 | 15 | 0.00 | 0.00 | 10.95 | 10 012.17 | 4265920526 |
2024.12.12 02:15:00 | 16 | USDJPY# | buy | in | 0.01 | 152.115 | 16 | 0.00 | 0.00 | 0.00 | 10 012.17 | 4265920526 |
2024.12.12 08:45:00 | 17 | USDJPY# | sell | out | 0.01 | 152.528 | 17 | 0.00 | 0.00 | 4.13 | 10 016.30 | 4265920526 |
2024.12.17 04:45:00 | 18 | USDJPY# | buy | in | 0.01 | 153.893 | 18 | 0.00 | 0.00 | 0.00 | 10 016.30 | 4265920526 |
2024.12.17 09:00:00 | 19 | USDJPY# | sell | out | 0.01 | 154.134 | 19 | 0.00 | 0.00 | 2.41 | 10 018.71 | 4265920526 |
2024.12.17 17:00:00 | 20 | USDJPY# | buy | in | 0.01 | 153.559 | 20 | 0.00 | 0.00 | 0.00 | 10 018.71 | 4265920526 |
2024.12.18 02:45:00 | 21 | USDJPY# | sell | out | 0.01 | 153.741 | 21 | 0.00 | 0.00 | 1.82 | 10 020.53 | 4265920526 |
2024.12.18 21:00:00 | 22 | USDJPY# | buy | in | 0.01 | 153.666 | 22 | 0.00 | 0.00 | 0.00 | 10 020.53 | 4265920526 |
2024.12.23 01:45:00 | 23 | USDJPY# | sell | out | 0.01 | 156.509 | 23 | 0.00 | 0.00 | 28.43 | 10 048.96 | 4265920526 |
2024.12.30 17:45:00 | 24 | USDJPY# | buy | in | 0.01 | 157.139 | 24 | 0.00 | 0.00 | 0.00 | 10 048.96 | 4265920526 |
2024.12.31 13:15:00 | 25 | USDJPY# | sell | out | 0.01 | 156.657 | 25 | 0.00 | 0.00 | -4.82 | 10 044.14 | 4265920526 |
2025.01.02 10:15:00 | 26 | USDJPY# | buy | in | 0.01 | 156.696 | 26 | 0.00 | 0.00 | 0.00 | 10 044.14 | 4265920526 |
2025.01.02 13:45:00 | 27 | USDJPY# | sell | out | 0.01 | 157.241 | 27 | 0.00 | 0.00 | 5.45 | 10 049.59 | 4265920526 |
2025.01.03 19:15:00 | 28 | USDJPY# | buy | in | 0.01 | 156.945 | 28 | 0.00 | 0.00 | 0.00 | 10 049.59 | 4265920526 |
2025.01.03 20:00:00 | 29 | USDJPY# | sell | out | 0.01 | 157.162 | 29 | 0.00 | 0.00 | 2.17 | 10 051.76 | 4265920526 |
2025.01.07 07:45:00 | 30 | USDJPY# | buy | in | 0.01 | 157.814 | 30 | 0.00 | 0.00 | 0.00 | 10 051.76 | 4265920526 |
2025.01.07 17:45:00 | 31 | USDJPY# | sell | out | 0.01 | 158.103 | 31 | 0.00 | 0.00 | 2.89 | 10 054.65 | 4265920526 |
2025.01.09 14:15:00 | 32 | USDJPY# | buy | in | 0.01 | 157.763 | 32 | 0.00 | 0.00 | 0.00 | 10 054.65 | 4265920526 |
2025.01.09 20:00:00 | 33 | USDJPY# | sell | out | 0.01 | 158.101 | 33 | 0.00 | 0.00 | 3.38 | 10 058.03 | 4265920526 |
2025.01.10 17:15:00 | 34 | USDJPY# | buy | in | 0.01 | 157.661 | 34 | 0.00 | 0.00 | 0.00 | 10 058.03 | 4265920526 |
2025.01.10 23:57:59 | 35 | USDJPY# | sell | out | 0.01 | 157.705 | 35 | 0.00 | 0.00 | 0.44 | 10 058.47 | end of test |
0.00 | 0.00 | 58.47 | 10 058.47 | |||||||||