Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 64377621_CHFJPY#_240 | |||||||||||
Symbol: | CHFJPY# | |||||||||||
Period: | H4 (2024.07.16 - 2025.01.12) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=64377621 | ||||||||||||
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: | 15854981 | Symbols: | 1 | |||||||
Total Net Profit: | 61.10 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 10.47 | |||||||
Gross Profit: | 165.40 | Balance Drawdown Maximal: | 82.26 (0.82%) | Equity Drawdown Maximal: | 98.83 (0.98%) | |||||||
Gross Loss: | -104.30 | Balance Drawdown Relative: | 0.82% (82.26) | Equity Drawdown Relative: | 0.98% (98.83) | |||||||
Profit Factor: | 1.59 | Expected Payoff: | 3.82 | Margin Level: | 998.95% | |||||||
Recovery Factor: | 0.62 | Sharpe Ratio: | 0.72 | Z-Score: | 1.11 (73.30%) | |||||||
AHPR: | 1.0004 (0.04%) | LR Correlation: | 0.28 | OnTester result: | 0 | |||||||
GHPR: | 1.0004 (0.04%) | LR Standard Error: | 28.28 | |||||||||
Total Trades: | 16 | Short Trades (won %): | 10 (70.00%) | Long Trades (won %): | 6 (50.00%) | |||||||
Total Deals: | 32 | Profit Trades (% of total): | 10 (62.50%) | Loss Trades (% of total): | 6 (37.50%) | |||||||
Largest profit trade: | 34.84 | Largest loss trade: | -76.94 | |||||||||
Average profit trade: | 16.54 | Average loss trade: | -17.38 | |||||||||
Maximum consecutive wins ($): | 4 (77.17) | Maximum consecutive losses ($): | 2 (-82.26) | |||||||||
Maximal consecutive profit (count): | 77.17 (4) | Maximal consecutive loss (count): | -82.26 (2) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.66 | Correlation (Profits,MAE): | 0.94 | Correlation (MFE,MAE): | 0.4747 | |||||||
Minimal position holding time: | 12:00:00 | Maximal position holding time: | 648:00:00 | Average position holding time: | 115:00:09 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.07.19 00:00:30 | 2 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.07.19 00:00:30 | filled | 64377621 | ||||
2024.07.23 12:00:00 | 3 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.07.23 12:00:00 | filled | 64377621 | ||||
2024.07.30 16:00:00 | 4 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.07.30 16:00:00 | filled | 64377621 | ||||
2024.07.31 04:00:00 | 5 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.07.31 04:00:00 | filled | 64377621 | ||||
2024.08.07 08:00:00 | 6 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.08.07 08:00:00 | filled | 64377621 | ||||
2024.08.19 00:05:00 | 7 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.08.19 00:05:00 | filled | 64377621 | ||||
2024.08.19 08:00:00 | 8 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.08.19 08:00:00 | filled | 64377621 | ||||
2024.08.22 20:00:00 | 9 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.08.22 20:00:00 | filled | 64377621 | ||||
2024.08.26 20:00:00 | 10 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.08.26 20:00:00 | filled | 64377621 | ||||
2024.08.30 08:00:00 | 11 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.08.30 08:00:00 | filled | 64377621 | ||||
2024.08.30 12:00:00 | 12 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.08.30 12:00:00 | filled | 64377621 | ||||
2024.09.05 00:00:00 | 13 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.09.05 00:00:00 | filled | 64377621 | ||||
2024.09.17 20:00:00 | 14 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.09.17 20:00:00 | filled | 64377621 | ||||
2024.10.24 20:00:00 | 15 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.24 20:00:00 | filled | 64377621 | ||||
2024.10.31 20:00:00 | 16 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.31 20:00:00 | filled | 64377621 | ||||
2024.11.12 20:00:00 | 17 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.12 20:00:00 | filled | 64377621 | ||||
2024.11.13 12:00:00 | 18 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.13 12:00:00 | filled | 64377621 | ||||
2024.11.15 20:00:00 | 19 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.15 20:00:00 | filled | 64377621 | ||||
2024.11.19 20:00:00 | 20 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.19 20:00:00 | filled | 64377621 | ||||
2024.11.21 20:00:00 | 21 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.21 20:00:00 | filled | 64377621 | ||||
2024.12.05 16:00:00 | 22 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.05 16:00:00 | filled | 64377621 | ||||
2024.12.13 00:00:00 | 23 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.13 00:00:00 | filled | 64377621 | ||||
2024.12.13 00:00:01 | 24 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.13 00:00:01 | filled | 64377621 | ||||
2024.12.16 12:00:00 | 25 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.16 12:00:00 | filled | 64377621 | ||||
2024.12.17 12:00:00 | 26 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.17 12:00:00 | filled | 64377621 | ||||
2024.12.19 16:00:00 | 27 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.19 16:00:00 | filled | 64377621 | ||||
2024.12.30 16:00:00 | 28 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.30 16:00:00 | filled | 64377621 | ||||
2025.01.06 08:00:00 | 29 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.06 08:00:00 | filled | 64377621 | ||||
2025.01.06 20:00:00 | 30 | CHFJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.06 20:00:00 | filled | 64377621 | ||||
2025.01.08 00:00:00 | 31 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.08 00:00:00 | filled | 64377621 | ||||
2025.01.09 16:00:00 | 32 | CHFJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.09 16:00:00 | filled | 64377621 | ||||
2025.01.10 23:57:59 | 33 | CHFJPY# | 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 |
2024.07.16 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.07.19 00:00:30 | 2 | CHFJPY# | sell | in | 0.01 | 177.239 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 64377621 |
2024.07.23 12:00:00 | 3 | CHFJPY# | buy | out | 0.01 | 175.291 | 3 | 0.00 | 0.00 | 19.48 | 10 019.48 | 64377621 |
2024.07.30 16:00:00 | 4 | CHFJPY# | sell | in | 0.01 | 174.786 | 4 | 0.00 | 0.00 | 0.00 | 10 019.48 | 64377621 |
2024.07.31 04:00:00 | 5 | CHFJPY# | buy | out | 0.01 | 172.740 | 5 | 0.00 | 0.00 | 20.46 | 10 039.94 | 64377621 |
2024.08.07 08:00:00 | 6 | CHFJPY# | sell | in | 0.01 | 171.851 | 6 | 0.00 | 0.00 | 0.00 | 10 039.94 | 64377621 |
2024.08.19 00:05:00 | 7 | CHFJPY# | buy | out | 0.01 | 170.632 | 7 | 0.00 | 0.00 | 12.19 | 10 052.13 | 64377621 |
2024.08.19 08:00:00 | 8 | CHFJPY# | buy | in | 0.01 | 169.226 | 8 | 0.00 | 0.00 | 0.00 | 10 052.13 | 64377621 |
2024.08.22 20:00:00 | 9 | CHFJPY# | sell | out | 0.01 | 171.730 | 9 | 0.00 | 0.00 | 25.04 | 10 077.17 | 64377621 |
2024.08.26 20:00:00 | 10 | CHFJPY# | sell | in | 0.01 | 170.488 | 10 | 0.00 | 0.00 | 0.00 | 10 077.17 | 64377621 |
2024.08.30 08:00:00 | 11 | CHFJPY# | buy | out | 0.01 | 170.874 | 11 | 0.00 | 0.00 | -3.86 | 10 073.31 | 64377621 |
2024.08.30 12:00:00 | 12 | CHFJPY# | sell | in | 0.01 | 170.992 | 12 | 0.00 | 0.00 | 0.00 | 10 073.31 | 64377621 |
2024.09.05 00:00:00 | 13 | CHFJPY# | buy | out | 0.01 | 169.856 | 13 | 0.00 | 0.00 | 11.36 | 10 084.67 | 64377621 |
2024.09.17 20:00:00 | 14 | CHFJPY# | sell | in | 0.01 | 167.478 | 14 | 0.00 | 0.00 | 0.00 | 10 084.67 | 64377621 |
2024.10.24 20:00:00 | 15 | CHFJPY# | buy | out | 0.01 | 175.172 | 15 | 0.00 | 0.00 | -76.94 | 10 007.73 | 64377621 |
2024.10.31 20:00:00 | 16 | CHFJPY# | buy | in | 0.01 | 175.904 | 16 | 0.00 | 0.00 | 0.00 | 10 007.73 | 64377621 |
2024.11.12 20:00:00 | 17 | CHFJPY# | sell | out | 0.01 | 175.372 | 17 | 0.00 | 0.00 | -5.32 | 10 002.41 | 64377621 |
2024.11.13 12:00:00 | 18 | CHFJPY# | sell | in | 0.01 | 175.490 | 18 | 0.00 | 0.00 | 0.00 | 10 002.41 | 64377621 |
2024.11.15 20:00:00 | 19 | CHFJPY# | buy | out | 0.01 | 173.982 | 19 | 0.00 | 0.00 | 15.08 | 10 017.49 | 64377621 |
2024.11.19 20:00:00 | 20 | CHFJPY# | sell | in | 0.01 | 175.160 | 20 | 0.00 | 0.00 | 0.00 | 10 017.49 | 64377621 |
2024.11.21 20:00:00 | 21 | CHFJPY# | buy | out | 0.01 | 174.329 | 21 | 0.00 | 0.00 | 8.31 | 10 025.80 | 64377621 |
2024.12.05 16:00:00 | 22 | CHFJPY# | sell | in | 0.01 | 170.818 | 22 | 0.00 | 0.00 | 0.00 | 10 025.80 | 64377621 |
2024.12.13 00:00:00 | 23 | CHFJPY# | buy | out | 0.01 | 171.199 | 23 | 0.00 | 0.00 | -3.81 | 10 021.99 | 64377621 |
2024.12.13 00:00:01 | 24 | CHFJPY# | buy | in | 0.01 | 171.199 | 24 | 0.00 | 0.00 | 0.00 | 10 021.99 | 64377621 |
2024.12.16 12:00:00 | 25 | CHFJPY# | sell | out | 0.01 | 172.711 | 25 | 0.00 | 0.00 | 15.12 | 10 037.11 | 64377621 |
2024.12.17 12:00:00 | 26 | CHFJPY# | buy | in | 0.01 | 171.385 | 26 | 0.00 | 0.00 | 0.00 | 10 037.11 | 64377621 |
2024.12.19 16:00:00 | 27 | CHFJPY# | sell | out | 0.01 | 174.869 | 27 | 0.00 | 0.00 | 34.84 | 10 071.95 | 64377621 |
2024.12.30 16:00:00 | 28 | CHFJPY# | buy | in | 0.01 | 173.912 | 28 | 0.00 | 0.00 | 0.00 | 10 071.95 | 64377621 |
2025.01.06 08:00:00 | 29 | CHFJPY# | sell | out | 0.01 | 173.444 | 29 | 0.00 | 0.00 | -4.68 | 10 067.27 | 64377621 |
2025.01.06 20:00:00 | 30 | CHFJPY# | sell | in | 0.01 | 174.224 | 30 | 0.00 | 0.00 | 0.00 | 10 067.27 | 64377621 |
2025.01.08 00:00:00 | 31 | CHFJPY# | buy | out | 0.01 | 173.872 | 31 | 0.00 | 0.00 | 3.52 | 10 070.79 | 64377621 |
2025.01.09 16:00:00 | 32 | CHFJPY# | buy | in | 0.01 | 173.036 | 32 | 0.00 | 0.00 | 0.00 | 10 070.79 | 64377621 |
2025.01.10 23:57:59 | 33 | CHFJPY# | sell | out | 0.01 | 172.067 | 33 | 0.00 | 0.00 | -9.69 | 10 061.10 | end of test |
0.00 | 0.00 | 61.10 | 10 061.10 | |||||||||