Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 554201641_JNJ_240 | |||||||||||
| Symbol: | JNJ | |||||||||||
| Period: | H4 (2024.07.26 - 2025.01.22) | |||||||||||
| Inputs: | Entry_Amount=10 | |||||||||||
| Stop_Loss=0 | ||||||||||||
| Take_Profit=92 | ||||||||||||
| Magic_Number=554201641 | ||||||||||||
| Max_Spread=0 | ||||||||||||
| Min_Equity=0 | ||||||||||||
| Company: | Neural Target | |||||||||||
| Currency: | profit in pips | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:1 | |||||||||||
Results | ||||||||||||
| History Quality: | 99% | |||||||||||
| Bars: | 213 | Ticks: | 1890777 | Symbols: | 1 | |||||||
| Total Net Profit: | 16 120.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 3 190.00 | |||||||
| Gross Profit: | 16 120.00 | Balance Drawdown Maximal: | 0.00 (0.00%) | Equity Drawdown Maximal: | 7 910.00 (53.74%) | |||||||
| Gross Loss: | 0.00 | Balance Drawdown Relative: | 0.00% (0.00) | Equity Drawdown Relative: | 53.74% (7 910.00) | |||||||
| Profit Factor: | 0.00 | Expected Payoff: | 848.42 | Margin Level: | 2113.33% | |||||||
| Recovery Factor: | 2.04 | Sharpe Ratio: | 2.78 | Z-Score: | 0.00 (0.00%) | |||||||
| AHPR: | 1.0520 (5.20%) | LR Correlation: | 1.00 | OnTester result: | 0 | |||||||
| GHPR: | 1.0518 (5.18%) | LR Standard Error: | 181.03 | |||||||||
| Total Trades: | 19 | Short Trades (won %): | 11 (100.00%) | Long Trades (won %): | 8 (100.00%) | |||||||
| Total Deals: | 38 | Profit Trades (% of total): | 19 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
| Largest profit trade: | 970.00 | Largest loss trade: | 0.00 | |||||||||
| Average profit trade: | 848.42 | Average loss trade: | 0.00 | |||||||||
| Maximum consecutive wins ($): | 19 (16 120.00) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
| Maximal consecutive profit (count): | 16 120.00 (19) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
| Average consecutive wins: | 19 | Average consecutive losses: | 0 | |||||||||
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
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| Correlation (Profits,MFE): | 0.98 | Correlation (Profits,MAE): | -0.16 | Correlation (MFE,MAE): | -0.1579 | |||||||
 | ||||||||||||
| Minimal position holding time: | 0:04:19 | Maximal position holding time: | 596:30:31 | Average position holding time: | 74:52:23 | |||||||
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Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.07.29 16:30:00 | 2 | JNJ | sell | 10 / 10 | 159.98 | 159.09 | 2024.07.29 16:30:00 | filled | 554201641 | |||
| 2024.07.29 16:34:19 | 3 | JNJ | buy | 10 / 10 | 159.09 | 2024.07.29 16:34:19 | filled | tp 159.09 | ||||
| 2024.07.30 20:00:00 | 4 | JNJ | buy | 10 / 10 | 160.99 | 161.90 | 2024.07.30 20:00:00 | filled | 554201641 | |||
| 2024.08.02 16:30:00 | 5 | JNJ | sell | 10 / 10 | 161.90 | 2024.08.02 16:30:00 | filled | tp 161.90 | ||||
| 2024.08.05 20:00:00 | 6 | JNJ | sell | 10 / 10 | 161.61 | 160.70 | 2024.08.05 20:00:00 | filled | 554201641 | |||
| 2024.08.05 22:46:39 | 7 | JNJ | buy | 10 / 10 | 160.70 | 2024.08.05 22:46:39 | filled | tp 160.70 | ||||
| 2024.08.12 20:00:00 | 8 | JNJ | sell | 10 / 10 | 159.83 | 158.92 | 2024.08.12 20:00:00 | filled | 554201641 | |||
| 2024.08.13 16:49:35 | 9 | JNJ | buy | 10 / 10 | 158.92 | 2024.08.13 16:49:35 | filled | tp 158.92 | ||||
| 2024.08.14 20:00:00 | 10 | JNJ | buy | 10 / 10 | 158.57 | 159.47 | 2024.08.14 20:00:00 | filled | 554201641 | |||
| 2024.08.15 22:46:59 | 11 | JNJ | sell | 10 / 10 | 159.47 | 2024.08.15 22:46:59 | filled | tp 159.47 | ||||
| 2024.08.22 20:00:00 | 12 | JNJ | sell | 10 / 10 | 161.12 | 160.21 | 2024.08.22 20:00:00 | filled | 554201641 | |||
| 2024.09.26 16:30:31 | 13 | JNJ | buy | 10 / 10 | 160.21 | 2024.09.26 16:30:31 | filled | tp 160.21 | ||||
| 2024.09.26 20:00:00 | 14 | JNJ | buy | 10 / 10 | 161.03 | 161.94 | 2024.09.26 20:00:00 | filled | 554201641 | |||
| 2024.09.27 16:30:00 | 15 | JNJ | sell | 10 / 10 | 161.94 | 2024.09.27 16:30:00 | filled | tp 161.94 | ||||
| 2024.10.01 16:30:00 | 16 | JNJ | buy | 10 / 10 | 162.49 | 163.35 | 2024.10.01 16:30:00 | filled | 554201641 | |||
| 2024.10.15 16:48:29 | 17 | JNJ | sell | 10 / 10 | 163.35 | 2024.10.15 16:48:29 | filled | tp 163.35 | ||||
| 2024.10.21 20:00:00 | 18 | JNJ | sell | 10 / 10 | 163.18 | 162.28 | 2024.10.21 20:00:00 | filled | 554201641 | |||
| 2024.10.22 16:30:01 | 19 | JNJ | buy | 10 / 10 | 162.28 | 2024.10.22 16:30:01 | filled | tp 162.28 | ||||
| 2024.10.24 20:00:00 | 20 | JNJ | sell | 10 / 10 | 163.71 | 162.80 | 2024.10.24 20:00:00 | filled | 554201641 | |||
| 2024.10.25 17:04:16 | 21 | JNJ | buy | 10 / 10 | 162.80 | 2024.10.25 17:04:16 | filled | tp 162.80 | ||||
| 2024.11.01 16:30:00 | 22 | JNJ | sell | 10 / 10 | 160.58 | 159.77 | 2024.11.01 16:30:00 | filled | 554201641 | |||
| 2024.11.04 16:30:00 | 23 | JNJ | buy | 10 / 10 | 159.77 | 2024.11.04 16:30:00 | filled | tp 159.77 | ||||
| 2024.11.06 20:00:00 | 24 | JNJ | sell | 10 / 10 | 157.67 | 156.76 | 2024.11.06 20:00:00 | filled | 554201641 | |||
| 2024.11.07 17:18:59 | 25 | JNJ | buy | 10 / 10 | 156.76 | 2024.11.07 17:18:59 | filled | tp 156.76 | ||||
| 2024.11.11 20:00:00 | 26 | JNJ | buy | 10 / 10 | 155.92 | 156.83 | 2024.11.11 20:00:00 | filled | 554201641 | |||
| 2024.11.22 16:49:28 | 27 | JNJ | sell | 10 / 10 | 156.83 | 2024.11.22 16:49:28 | filled | tp 156.83 | ||||
| 2024.12.06 16:30:00 | 28 | JNJ | buy | 10 / 10 | 149.45 | 150.31 | 2024.12.06 16:30:00 | filled | 554201641 | |||
| 2024.12.09 17:33:25 | 29 | JNJ | sell | 10 / 10 | 150.31 | 2024.12.09 17:33:25 | filled | tp 150.31 | ||||
| 2024.12.10 20:00:00 | 30 | JNJ | sell | 10 / 10 | 148.75 | 147.85 | 2024.12.10 20:00:00 | filled | 554201641 | |||
| 2024.12.11 16:30:38 | 31 | JNJ | buy | 10 / 10 | 147.85 | 2024.12.11 16:30:38 | filled | tp 147.85 | ||||
| 2024.12.16 20:00:00 | 32 | JNJ | sell | 10 / 10 | 145.25 | 144.35 | 2024.12.16 20:00:00 | filled | 554201641 | |||
| 2024.12.16 22:22:38 | 33 | JNJ | buy | 10 / 10 | 144.35 | 2024.12.16 22:22:38 | filled | tp 144.35 | ||||
| 2024.12.17 20:00:00 | 34 | JNJ | buy | 10 / 10 | 145.25 | 146.15 | 2024.12.17 20:00:00 | filled | 554201641 | |||
| 2024.12.17 22:50:31 | 35 | JNJ | sell | 10 / 10 | 146.15 | 2024.12.17 22:50:31 | filled | tp 146.15 | ||||
| 2024.12.20 20:00:00 | 36 | JNJ | buy | 10 / 10 | 145.21 | 146.11 | 2024.12.20 20:00:00 | filled | 554201641 | |||
| 2024.12.26 16:48:03 | 37 | JNJ | sell | 10 / 10 | 146.11 | 2024.12.26 16:48:03 | filled | tp 146.11 | ||||
| 2024.12.26 20:00:00 | 38 | JNJ | sell | 10 / 10 | 145.66 | 144.76 | 2024.12.26 20:00:00 | filled | 554201641 | |||
| 2024.12.26 23:00:59 | 39 | JNJ | buy | 10 / 10 | 145.58 | 2024.12.26 23:00:59 | filled | end of test | ||||
Deals | ||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2024.07.26 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2024.07.29 16:30:00 | 2 | JNJ | sell | in | 10 | 159.98 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 554201641 |
| 2024.07.29 16:34:19 | 3 | JNJ | buy | out | 10 | 159.10 | 3 | 0.00 | 0.00 | 880.00 | 10 880.00 | tp 159.09 |
| 2024.07.30 20:00:00 | 4 | JNJ | buy | in | 10 | 160.99 | 4 | 0.00 | 0.00 | 0.00 | 10 880.00 | 554201641 |
| 2024.08.02 16:30:00 | 5 | JNJ | sell | out | 10 | 161.90 | 5 | 0.00 | 0.00 | 910.00 | 11 790.00 | tp 161.90 |
| 2024.08.05 20:00:00 | 6 | JNJ | sell | in | 10 | 161.61 | 6 | 0.00 | 0.00 | 0.00 | 11 790.00 | 554201641 |
| 2024.08.05 22:46:39 | 7 | JNJ | buy | out | 10 | 160.69 | 7 | 0.00 | 0.00 | 920.00 | 12 710.00 | tp 160.70 |
| 2024.08.12 20:00:00 | 8 | JNJ | sell | in | 10 | 159.83 | 8 | 0.00 | 0.00 | 0.00 | 12 710.00 | 554201641 |
| 2024.08.13 16:49:35 | 9 | JNJ | buy | out | 10 | 158.91 | 9 | 0.00 | 0.00 | 920.00 | 13 630.00 | tp 158.92 |
| 2024.08.14 20:00:00 | 10 | JNJ | buy | in | 10 | 158.57 | 10 | 0.00 | 0.00 | 0.00 | 13 630.00 | 554201641 |
| 2024.08.15 22:46:59 | 11 | JNJ | sell | out | 10 | 159.48 | 11 | 0.00 | 0.00 | 910.00 | 14 540.00 | tp 159.47 |
| 2024.08.22 20:00:00 | 12 | JNJ | sell | in | 10 | 161.12 | 12 | 0.00 | 0.00 | 0.00 | 14 540.00 | 554201641 |
| 2024.09.26 16:30:31 | 13 | JNJ | buy | out | 10 | 160.26 | 13 | 0.00 | 0.00 | 860.00 | 15 400.00 | tp 160.21 |
| 2024.09.26 20:00:00 | 14 | JNJ | buy | in | 10 | 161.03 | 14 | 0.00 | 0.00 | 0.00 | 15 400.00 | 554201641 |
| 2024.09.27 16:30:00 | 15 | JNJ | sell | out | 10 | 162.00 | 15 | 0.00 | 0.00 | 970.00 | 16 370.00 | tp 161.94 |
| 2024.10.01 16:30:00 | 16 | JNJ | buy | in | 10 | 162.49 | 16 | 0.00 | 0.00 | 0.00 | 16 370.00 | 554201641 |
| 2024.10.15 16:48:29 | 17 | JNJ | sell | out | 10 | 163.40 | 17 | 0.00 | 0.00 | 910.00 | 17 280.00 | tp 163.35 |
| 2024.10.21 20:00:00 | 18 | JNJ | sell | in | 10 | 163.18 | 18 | 0.00 | 0.00 | 0.00 | 17 280.00 | 554201641 |
| 2024.10.22 16:30:01 | 19 | JNJ | buy | out | 10 | 162.35 | 19 | 0.00 | 0.00 | 830.00 | 18 110.00 | tp 162.28 |
| 2024.10.24 20:00:00 | 20 | JNJ | sell | in | 10 | 163.71 | 20 | 0.00 | 0.00 | 0.00 | 18 110.00 | 554201641 |
| 2024.10.25 17:04:16 | 21 | JNJ | buy | out | 10 | 162.82 | 21 | 0.00 | 0.00 | 890.00 | 19 000.00 | tp 162.80 |
| 2024.11.01 16:30:00 | 22 | JNJ | sell | in | 10 | 160.58 | 22 | 0.00 | 0.00 | 0.00 | 19 000.00 | 554201641 |
| 2024.11.04 16:30:00 | 23 | JNJ | buy | out | 10 | 159.78 | 23 | 0.00 | 0.00 | 800.00 | 19 800.00 | tp 159.77 |
| 2024.11.06 20:00:00 | 24 | JNJ | sell | in | 10 | 157.67 | 24 | 0.00 | 0.00 | 0.00 | 19 800.00 | 554201641 |
| 2024.11.07 17:18:59 | 25 | JNJ | buy | out | 10 | 156.77 | 25 | 0.00 | 0.00 | 900.00 | 20 700.00 | tp 156.76 |
| 2024.11.11 20:00:00 | 26 | JNJ | buy | in | 10 | 155.92 | 26 | 0.00 | 0.00 | 0.00 | 20 700.00 | 554201641 |
| 2024.11.22 16:49:28 | 27 | JNJ | sell | out | 10 | 156.83 | 27 | 0.00 | 0.00 | 910.00 | 21 610.00 | tp 156.83 |
| 2024.12.06 16:30:00 | 28 | JNJ | buy | in | 10 | 149.45 | 28 | 0.00 | 0.00 | 0.00 | 21 610.00 | 554201641 |
| 2024.12.09 17:33:25 | 29 | JNJ | sell | out | 10 | 150.31 | 29 | 0.00 | 0.00 | 860.00 | 22 470.00 | tp 150.31 |
| 2024.12.10 20:00:00 | 30 | JNJ | sell | in | 10 | 148.75 | 30 | 0.00 | 0.00 | 0.00 | 22 470.00 | 554201641 |
| 2024.12.11 16:30:38 | 31 | JNJ | buy | out | 10 | 147.89 | 31 | 0.00 | 0.00 | 860.00 | 23 330.00 | tp 147.85 |
| 2024.12.16 20:00:00 | 32 | JNJ | sell | in | 10 | 145.25 | 32 | 0.00 | 0.00 | 0.00 | 23 330.00 | 554201641 |
| 2024.12.16 22:22:38 | 33 | JNJ | buy | out | 10 | 144.34 | 33 | 0.00 | 0.00 | 910.00 | 24 240.00 | tp 144.35 |
| 2024.12.17 20:00:00 | 34 | JNJ | buy | in | 10 | 145.25 | 34 | 0.00 | 0.00 | 0.00 | 24 240.00 | 554201641 |
| 2024.12.17 22:50:31 | 35 | JNJ | sell | out | 10 | 146.15 | 35 | 0.00 | 0.00 | 900.00 | 25 140.00 | tp 146.15 |
| 2024.12.20 20:00:00 | 36 | JNJ | buy | in | 10 | 145.21 | 36 | 0.00 | 0.00 | 0.00 | 25 140.00 | 554201641 |
| 2024.12.26 16:48:03 | 37 | JNJ | sell | out | 10 | 146.11 | 37 | 0.00 | 0.00 | 900.00 | 26 040.00 | tp 146.11 |
| 2024.12.26 20:00:00 | 38 | JNJ | sell | in | 10 | 145.66 | 38 | 0.00 | 0.00 | 0.00 | 26 040.00 | 554201641 |
| 2024.12.26 23:00:59 | 39 | JNJ | buy | out | 10 | 145.58 | 39 | 0.00 | 0.00 | 80.00 | 26 120.00 | end of test |
| 0.00 | 0.00 | 16 120.00 | 26 120.00 | |||||||||