Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 435915308_EURCAD#_15 | |||||||||||
Symbol: | EURCAD# | |||||||||||
Period: | M15 (2024.11.23 - 2025.01.07) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=435915308 | ||||||||||||
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: | 2690 | Ticks: | 2770196 | Symbols: | 1 | |||||||
Total Net Profit: | 18.16 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 0.97 | |||||||
Gross Profit: | 37.58 | Balance Drawdown Maximal: | 12.08 (0.12%) | Equity Drawdown Maximal: | 24.46 (0.24%) | |||||||
Gross Loss: | -19.42 | Balance Drawdown Relative: | 0.12% (12.08) | Equity Drawdown Relative: | 0.24% (24.46) | |||||||
Profit Factor: | 1.94 | Expected Payoff: | 2.02 | Margin Level: | 999.90% | |||||||
Recovery Factor: | 0.74 | Sharpe Ratio: | 0.30 | Z-Score: | 0.76 (55.27%) | |||||||
AHPR: | 1.0002 (0.02%) | LR Correlation: | 0.33 | OnTester result: | 0 | |||||||
GHPR: | 1.0002 (0.02%) | LR Standard Error: | 6.84 | |||||||||
Total Trades: | 9 | Short Trades (won %): | 3 (33.33%) | Long Trades (won %): | 6 (66.67%) | |||||||
Total Deals: | 18 | Profit Trades (% of total): | 5 (55.56%) | Loss Trades (% of total): | 4 (44.44%) | |||||||
Largest profit trade: | 15.01 | Largest loss trade: | -9.86 | |||||||||
Average profit trade: | 7.52 | Average loss trade: | -4.85 | |||||||||
Maximum consecutive wins ($): | 2 (26.65) | Maximum consecutive losses ($): | 2 (-7.66) | |||||||||
Maximal consecutive profit (count): | 26.65 (2) | Maximal consecutive loss (count): | -9.86 (1) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.92 | Correlation (Profits,MAE): | 0.49 | Correlation (MFE,MAE): | 0.3440 | |||||||
Minimal position holding time: | 6:14:59 | Maximal position holding time: | 157:45:00 | Average position holding time: | 60:38:19 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.25 11:15:00 | 2 | EURCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.25 11:15:00 | filled | 435915308 | ||||
2024.11.26 17:30:00 | 3 | EURCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.26 17:30:00 | filled | 435915308 | ||||
2024.11.29 01:30:00 | 4 | EURCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.29 01:30:00 | filled | 435915308 | ||||
2024.12.09 15:15:00 | 5 | EURCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.09 15:15:00 | filled | 435915308 | ||||
2024.12.12 08:15:00 | 6 | EURCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.12 08:15:00 | filled | 435915308 | ||||
2024.12.13 15:30:00 | 7 | EURCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.13 15:30:00 | filled | 435915308 | ||||
2024.12.16 15:00:00 | 8 | EURCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.16 15:00:00 | filled | 435915308 | ||||
2024.12.18 15:30:00 | 9 | EURCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.18 15:30:00 | filled | 435915308 | ||||
2024.12.18 21:15:00 | 10 | EURCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.18 21:15:00 | filled | 435915308 | ||||
2024.12.26 17:45:00 | 11 | EURCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.26 17:45:00 | filled | 435915308 | ||||
2024.12.27 01:15:00 | 12 | EURCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.27 01:15:00 | filled | 435915308 | ||||
2024.12.30 16:00:00 | 13 | EURCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.30 16:00:00 | filled | 435915308 | ||||
2024.12.31 04:45:00 | 14 | EURCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.31 04:45:00 | filled | 435915308 | ||||
2025.01.03 18:45:00 | 15 | EURCAD# | buy | 0.01 / 0.01 | 0.00000 | 2025.01.03 18:45:00 | filled | 435915308 | ||||
2025.01.06 10:00:00 | 16 | EURCAD# | buy | 0.01 / 0.01 | 0.00000 | 2025.01.06 10:00:00 | filled | 435915308 | ||||
2025.01.06 16:30:00 | 17 | EURCAD# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.06 16:30:00 | filled | 435915308 | ||||
2025.01.06 17:45:00 | 18 | EURCAD# | buy | 0.01 / 0.01 | 0.00000 | 2025.01.06 17:45:00 | filled | 435915308 | ||||
2025.01.06 23:59:59 | 19 | EURCAD# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.06 23:59:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.23 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.25 11:15:00 | 2 | EURCAD# | buy | in | 0.01 | 1.46286 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 435915308 |
2024.11.26 17:30:00 | 3 | EURCAD# | sell | out | 0.01 | 1.47787 | 3 | 0.00 | 0.00 | 15.01 | 10 015.01 | 435915308 |
2024.11.29 01:30:00 | 4 | EURCAD# | buy | in | 0.01 | 1.47934 | 4 | 0.00 | 0.00 | 0.00 | 10 015.01 | 435915308 |
2024.12.09 15:15:00 | 5 | EURCAD# | sell | out | 0.01 | 1.49098 | 5 | 0.00 | 0.00 | 11.64 | 10 026.65 | 435915308 |
2024.12.12 08:15:00 | 6 | EURCAD# | sell | in | 0.01 | 1.48591 | 6 | 0.00 | 0.00 | 0.00 | 10 026.65 | 435915308 |
2024.12.13 15:30:00 | 7 | EURCAD# | buy | out | 0.01 | 1.49577 | 7 | 0.00 | 0.00 | -9.86 | 10 016.79 | 435915308 |
2024.12.16 15:00:00 | 8 | EURCAD# | buy | in | 0.01 | 1.49526 | 8 | 0.00 | 0.00 | 0.00 | 10 016.79 | 435915308 |
2024.12.18 15:30:00 | 9 | EURCAD# | sell | out | 0.01 | 1.50070 | 9 | 0.00 | 0.00 | 5.44 | 10 022.23 | 435915308 |
2024.12.18 21:15:00 | 10 | EURCAD# | sell | in | 0.01 | 1.49885 | 10 | 0.00 | 0.00 | 0.00 | 10 022.23 | 435915308 |
2024.12.26 17:45:00 | 11 | EURCAD# | buy | out | 0.01 | 1.50062 | 11 | 0.00 | 0.00 | -1.77 | 10 020.46 | 435915308 |
2024.12.27 01:15:00 | 12 | EURCAD# | buy | in | 0.01 | 1.50232 | 12 | 0.00 | 0.00 | 0.00 | 10 020.46 | 435915308 |
2024.12.30 16:00:00 | 13 | EURCAD# | sell | out | 0.01 | 1.49643 | 13 | 0.00 | 0.00 | -5.89 | 10 014.57 | 435915308 |
2024.12.31 04:45:00 | 14 | EURCAD# | sell | in | 0.01 | 1.49242 | 14 | 0.00 | 0.00 | 0.00 | 10 014.57 | 435915308 |
2025.01.03 18:45:00 | 15 | EURCAD# | buy | out | 0.01 | 1.48762 | 15 | 0.00 | 0.00 | 4.80 | 10 019.37 | 435915308 |
2025.01.06 10:00:00 | 16 | EURCAD# | buy | in | 0.01 | 1.48618 | 16 | 0.00 | 0.00 | 0.00 | 10 019.37 | 435915308 |
2025.01.06 16:30:00 | 17 | EURCAD# | sell | out | 0.01 | 1.48687 | 17 | 0.00 | 0.00 | 0.69 | 10 020.06 | 435915308 |
2025.01.06 17:45:00 | 18 | EURCAD# | buy | in | 0.01 | 1.49054 | 18 | 0.00 | 0.00 | 0.00 | 10 020.06 | 435915308 |
2025.01.06 23:59:59 | 19 | EURCAD# | sell | out | 0.01 | 1.48864 | 19 | 0.00 | 0.00 | -1.90 | 10 018.16 | end of test |
0.00 | 0.00 | 18.16 | 10 018.16 | |||||||||