Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 540774492_CHFJPY#_240 | |||||||||||
Symbol: | CHFJPY# | |||||||||||
Period: | H4 (2024.07.12 - 2025.01.08) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=540774492 | ||||||||||||
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: | 753 | Ticks: | 15767846 | Symbols: | 1 | |||||||
Total Net Profit: | 33.59 | Balance Drawdown Absolute: | 1.93 | Equity Drawdown Absolute: | 13.86 | |||||||
Gross Profit: | 124.71 | Balance Drawdown Maximal: | 58.30 (0.58%) | Equity Drawdown Maximal: | 98.21 (0.97%) | |||||||
Gross Loss: | -91.12 | Balance Drawdown Relative: | 0.58% (58.30) | Equity Drawdown Relative: | 0.97% (98.21) | |||||||
Profit Factor: | 1.37 | Expected Payoff: | 2.10 | Margin Level: | 998.61% | |||||||
Recovery Factor: | 0.34 | Sharpe Ratio: | 0.41 | Z-Score: | 1.66 (90.31%) | |||||||
AHPR: | 1.0002 (0.02%) | LR Correlation: | 0.20 | OnTester result: | 0 | |||||||
GHPR: | 1.0002 (0.02%) | LR Standard Error: | 18.37 | |||||||||
Total Trades: | 16 | Short Trades (won %): | 9 (66.67%) | Long Trades (won %): | 7 (57.14%) | |||||||
Total Deals: | 32 | Profit Trades (% of total): | 10 (62.50%) | Loss Trades (% of total): | 6 (37.50%) | |||||||
Largest profit trade: | 27.29 | Largest loss trade: | -35.20 | |||||||||
Average profit trade: | 12.47 | Average loss trade: | -15.19 | |||||||||
Maximum consecutive wins ($): | 4 (40.04) | Maximum consecutive losses ($): | 2 (-27.38) | |||||||||
Maximal consecutive profit (count): | 40.04 (4) | Maximal consecutive loss (count): | -35.20 (1) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.84 | Correlation (Profits,MAE): | 0.74 | Correlation (MFE,MAE): | 0.4875 | |||||||
Minimal position holding time: | 44:00:00 | Maximal position holding time: | 180:00:00 | Average position holding time: | 101:16:54 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.07.19 16:00:00 | 2 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.07.19 16:00:00 | filled | 540774492 | ||||
2024.07.25 20:00:00 | 3 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.07.25 20:00:00 | filled | 540774492 | ||||
2024.08.01 12:00:00 | 4 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.08.01 12:00:00 | filled | 540774492 | ||||
2024.08.05 08:00:00 | 5 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.08.05 08:00:00 | filled | 540774492 | ||||
2024.08.05 12:00:00 | 6 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.08.05 12:00:00 | filled | 540774492 | ||||
2024.08.09 04:00:00 | 7 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.08.09 04:00:00 | filled | 540774492 | ||||
2024.08.13 00:00:00 | 8 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.08.13 00:00:00 | filled | 540774492 | ||||
2024.08.20 16:00:00 | 9 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.08.20 16:00:00 | filled | 540774492 | ||||
2024.08.22 16:00:00 | 10 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.08.22 16:00:00 | filled | 540774492 | ||||
2024.08.27 12:00:00 | 11 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.08.27 12:00:00 | filled | 540774492 | ||||
2024.09.02 04:00:00 | 12 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.09.02 04:00:00 | filled | 540774492 | ||||
2024.09.06 16:00:00 | 13 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.09.06 16:00:00 | filled | 540774492 | ||||
2024.09.11 08:00:00 | 14 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.09.11 08:00:00 | filled | 540774492 | ||||
2024.09.20 08:00:00 | 15 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.09.20 08:00:00 | filled | 540774492 | ||||
2024.09.26 20:00:00 | 16 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.09.26 20:00:00 | filled | 540774492 | ||||
2024.10.01 08:00:00 | 17 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.01 08:00:00 | filled | 540774492 | ||||
2024.10.01 16:00:00 | 18 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.01 16:00:00 | filled | 540774492 | ||||
2024.10.07 00:30:00 | 19 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.07 00:30:00 | filled | 540774492 | ||||
2024.10.28 08:00:00 | 20 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.28 08:00:00 | filled | 540774492 | ||||
2024.11.05 00:00:30 | 21 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.05 00:00:30 | filled | 540774492 | ||||
2024.11.08 08:00:00 | 22 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.08 08:00:00 | filled | 540774492 | ||||
2024.11.15 12:00:00 | 23 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.15 12:00:00 | filled | 540774492 | ||||
2024.11.27 00:00:00 | 24 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.27 00:00:00 | filled | 540774492 | ||||
2024.11.29 04:00:00 | 25 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.29 04:00:00 | filled | 540774492 | ||||
2024.11.29 20:00:00 | 26 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.29 20:00:00 | filled | 540774492 | ||||
2024.12.11 08:00:00 | 27 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.11 08:00:00 | filled | 540774492 | ||||
2024.12.16 04:00:00 | 28 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.16 04:00:00 | filled | 540774492 | ||||
2024.12.19 08:00:00 | 29 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.19 08:00:00 | filled | 540774492 | ||||
2024.12.19 12:00:00 | 30 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.19 12:00:00 | filled | 540774492 | ||||
2024.12.27 04:00:00 | 31 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.27 04:00:00 | filled | 540774492 | ||||
2025.01.03 08:00:00 | 32 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.03 08:00:00 | filled | 540774492 | ||||
2025.01.07 23:59:59 | 33 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.07 23:59:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.07.12 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.07.19 16:00:00 | 2 | CHFJPY# | sell | in | 0.01 | 177.191 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 540774492 |
2024.07.25 20:00:00 | 3 | CHFJPY# | buy | out | 0.01 | 174.996 | 3 | 0.00 | 0.00 | 21.95 | 10 021.95 | 540774492 |
2024.08.01 12:00:00 | 4 | CHFJPY# | buy | in | 0.01 | 170.946 | 4 | 0.00 | 0.00 | 0.00 | 10 021.95 | 540774492 |
2024.08.05 08:00:00 | 5 | CHFJPY# | sell | out | 0.01 | 168.558 | 5 | 0.00 | 0.00 | -23.88 | 9 998.07 | 540774492 |
2024.08.05 12:00:00 | 6 | CHFJPY# | buy | in | 0.01 | 167.523 | 6 | 0.00 | 0.00 | 0.00 | 9 998.07 | 540774492 |
2024.08.09 04:00:00 | 7 | CHFJPY# | sell | out | 0.01 | 170.252 | 7 | 0.00 | 0.00 | 27.29 | 10 025.36 | 540774492 |
2024.08.13 00:00:00 | 8 | CHFJPY# | sell | in | 0.01 | 170.042 | 8 | 0.00 | 0.00 | 0.00 | 10 025.36 | 540774492 |
2024.08.20 16:00:00 | 9 | CHFJPY# | buy | out | 0.01 | 170.147 | 9 | 0.00 | 0.00 | -1.05 | 10 024.31 | 540774492 |
2024.08.22 16:00:00 | 10 | CHFJPY# | sell | in | 0.01 | 171.545 | 10 | 0.00 | 0.00 | 0.00 | 10 024.31 | 540774492 |
2024.08.27 12:00:00 | 11 | CHFJPY# | buy | out | 0.01 | 171.152 | 11 | 0.00 | 0.00 | 3.93 | 10 028.24 | 540774492 |
2024.09.02 04:00:00 | 12 | CHFJPY# | sell | in | 0.01 | 171.967 | 12 | 0.00 | 0.00 | 0.00 | 10 028.24 | 540774492 |
2024.09.06 16:00:00 | 13 | CHFJPY# | buy | out | 0.01 | 169.449 | 13 | 0.00 | 0.00 | 25.18 | 10 053.42 | 540774492 |
2024.09.11 08:00:00 | 14 | CHFJPY# | buy | in | 0.01 | 167.356 | 14 | 0.00 | 0.00 | 0.00 | 10 053.42 | 540774492 |
2024.09.20 08:00:00 | 15 | CHFJPY# | sell | out | 0.01 | 167.994 | 15 | 0.00 | 0.00 | 6.38 | 10 059.80 | 540774492 |
2024.09.26 20:00:00 | 16 | CHFJPY# | sell | in | 0.01 | 170.997 | 16 | 0.00 | 0.00 | 0.00 | 10 059.80 | 540774492 |
2024.10.01 08:00:00 | 17 | CHFJPY# | buy | out | 0.01 | 170.542 | 17 | 0.00 | 0.00 | 4.55 | 10 064.35 | 540774492 |
2024.10.01 16:00:00 | 18 | CHFJPY# | sell | in | 0.01 | 169.857 | 18 | 0.00 | 0.00 | 0.00 | 10 064.35 | 540774492 |
2024.10.07 00:30:00 | 19 | CHFJPY# | buy | out | 0.01 | 173.377 | 19 | 0.00 | 0.00 | -35.20 | 10 029.15 | 540774492 |
2024.10.28 08:00:00 | 20 | CHFJPY# | sell | in | 0.01 | 176.616 | 20 | 0.00 | 0.00 | 0.00 | 10 029.15 | 540774492 |
2024.11.05 00:00:30 | 21 | CHFJPY# | buy | out | 0.01 | 176.188 | 21 | 0.00 | 0.00 | 4.28 | 10 033.43 | 540774492 |
2024.11.08 08:00:00 | 22 | CHFJPY# | buy | in | 0.01 | 175.029 | 22 | 0.00 | 0.00 | 0.00 | 10 033.43 | 540774492 |
2024.11.15 12:00:00 | 23 | CHFJPY# | sell | out | 0.01 | 174.875 | 23 | 0.00 | 0.00 | -1.54 | 10 031.89 | 540774492 |
2024.11.27 00:00:00 | 24 | CHFJPY# | buy | in | 0.01 | 172.738 | 24 | 0.00 | 0.00 | 0.00 | 10 031.89 | 540774492 |
2024.11.29 04:00:00 | 25 | CHFJPY# | sell | out | 0.01 | 170.154 | 25 | 0.00 | 0.00 | -25.84 | 10 006.05 | 540774492 |
2024.11.29 20:00:00 | 26 | CHFJPY# | buy | in | 0.01 | 169.799 | 26 | 0.00 | 0.00 | 0.00 | 10 006.05 | 540774492 |
2024.12.11 08:00:00 | 27 | CHFJPY# | sell | out | 0.01 | 171.745 | 27 | 0.00 | 0.00 | 19.46 | 10 025.51 | 540774492 |
2024.12.16 04:00:00 | 28 | CHFJPY# | sell | in | 0.01 | 172.670 | 28 | 0.00 | 0.00 | 0.00 | 10 025.51 | 540774492 |
2024.12.19 08:00:00 | 29 | CHFJPY# | buy | out | 0.01 | 172.569 | 29 | 0.00 | 0.00 | 1.01 | 10 026.52 | 540774492 |
2024.12.19 12:00:00 | 30 | CHFJPY# | sell | in | 0.01 | 175.216 | 30 | 0.00 | 0.00 | 0.00 | 10 026.52 | 540774492 |
2024.12.27 04:00:00 | 31 | CHFJPY# | buy | out | 0.01 | 175.577 | 31 | 0.00 | 0.00 | -3.61 | 10 022.91 | 540774492 |
2025.01.03 08:00:00 | 32 | CHFJPY# | buy | in | 0.01 | 172.597 | 32 | 0.00 | 0.00 | 0.00 | 10 022.91 | 540774492 |
2025.01.07 23:59:59 | 33 | CHFJPY# | sell | out | 0.01 | 173.665 | 33 | 0.00 | 0.00 | 10.68 | 10 033.59 | end of test |
0.00 | 0.00 | 33.59 | 10 033.59 | |||||||||