Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 649534165_USDCAD#_30 | |||||||||||
Symbol: | USDCAD# | |||||||||||
Period: | M30 (2024.11.05 - 2025.01.11) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=649534165 | ||||||||||||
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: | 2210 | Ticks: | 2837729 | Symbols: | 1 | |||||||
Total Net Profit: | 53.55 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 6.73 | |||||||
Gross Profit: | 59.49 | Balance Drawdown Maximal: | 5.94 (0.06%) | Equity Drawdown Maximal: | 17.13 (0.17%) | |||||||
Gross Loss: | -5.94 | Balance Drawdown Relative: | 0.06% (5.94) | Equity Drawdown Relative: | 0.17% (17.13) | |||||||
Profit Factor: | 10.02 | Expected Payoff: | 4.87 | Margin Level: | 999.33% | |||||||
Recovery Factor: | 3.13 | Sharpe Ratio: | 1.29 | Z-Score: | 1.77 (92.33%) | |||||||
AHPR: | 1.0005 (0.05%) | LR Correlation: | 0.98 | OnTester result: | 0 | |||||||
GHPR: | 1.0005 (0.05%) | LR Standard Error: | 3.38 | |||||||||
Total Trades: | 11 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 11 (90.91%) | |||||||
Total Deals: | 22 | Profit Trades (% of total): | 10 (90.91%) | Loss Trades (% of total): | 1 (9.09%) | |||||||
Largest profit trade: | 11.38 | Largest loss trade: | -5.94 | |||||||||
Average profit trade: | 5.95 | Average loss trade: | -5.94 | |||||||||
Maximum consecutive wins ($): | 9 (51.84) | Maximum consecutive losses ($): | 1 (-5.94) | |||||||||
Maximal consecutive profit (count): | 51.84 (9) | Maximal consecutive loss (count): | -5.94 (1) | |||||||||
Average consecutive wins: | 5 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.82 | Correlation (Profits,MAE): | 0.67 | Correlation (MFE,MAE): | 0.3290 | |||||||
Minimal position holding time: | 4:00:00 | Maximal position holding time: | 188:30:00 | Average position holding time: | 63:24:32 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.06 13:30:00 | 2 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.06 13:30:00 | filled | 649534165 | ||||
2024.11.13 17:00:00 | 3 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.13 17:00:00 | filled | 649534165 | ||||
2024.11.18 04:30:00 | 4 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.18 04:30:00 | filled | 649534165 | ||||
2024.11.22 11:30:00 | 5 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.22 11:30:00 | filled | 649534165 | ||||
2024.11.22 17:00:00 | 6 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.22 17:00:00 | filled | 649534165 | ||||
2024.11.26 02:00:00 | 7 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.26 02:00:00 | filled | 649534165 | ||||
2024.11.26 19:30:00 | 8 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.26 19:30:00 | filled | 649534165 | ||||
2024.12.06 16:00:00 | 9 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.06 16:00:00 | filled | 649534165 | ||||
2024.12.10 14:30:00 | 10 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.10 14:30:00 | filled | 649534165 | ||||
2024.12.12 23:00:00 | 11 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.12 23:00:00 | filled | 649534165 | ||||
2024.12.13 14:30:00 | 12 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.13 14:30:00 | filled | 649534165 | ||||
2024.12.16 15:00:00 | 13 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.16 15:00:00 | filled | 649534165 | ||||
2024.12.16 21:00:00 | 14 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.16 21:00:00 | filled | 649534165 | ||||
2024.12.17 10:30:00 | 15 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.17 10:30:00 | filled | 649534165 | ||||
2024.12.18 17:30:00 | 16 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.18 17:30:00 | filled | 649534165 | ||||
2024.12.18 21:30:00 | 17 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.18 21:30:00 | filled | 649534165 | ||||
2024.12.24 18:30:00 | 18 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.24 18:30:00 | filled | 649534165 | ||||
2024.12.27 19:30:00 | 19 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.27 19:30:00 | filled | 649534165 | ||||
2025.01.03 01:00:00 | 20 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2025.01.03 01:00:00 | filled | 649534165 | ||||
2025.01.03 18:30:00 | 21 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.03 18:30:00 | filled | 649534165 | ||||
2025.01.08 06:00:00 | 22 | USDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2025.01.08 06:00:00 | filled | 649534165 | ||||
2025.01.10 18:30:00 | 23 | USDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.10 18:30:00 | filled | 649534165 | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.05 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.06 13:30:00 | 2 | USDCAD# | buy | in | 0.01 | 1.39083 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 649534165 |
2024.11.13 17:00:00 | 3 | USDCAD# | sell | out | 0.01 | 1.39848 | 3 | 0.00 | 0.00 | 7.65 | 10 007.65 | 649534165 |
2024.11.18 04:30:00 | 4 | USDCAD# | buy | in | 0.01 | 1.40719 | 4 | 0.00 | 0.00 | 0.00 | 10 007.65 | 649534165 |
2024.11.22 11:30:00 | 5 | USDCAD# | sell | out | 0.01 | 1.40125 | 5 | 0.00 | 0.00 | -5.94 | 10 001.71 | 649534165 |
2024.11.22 17:00:00 | 6 | USDCAD# | buy | in | 0.01 | 1.39833 | 6 | 0.00 | 0.00 | 0.00 | 10 001.71 | 649534165 |
2024.11.26 02:00:00 | 7 | USDCAD# | sell | out | 0.01 | 1.40971 | 7 | 0.00 | 0.00 | 11.38 | 10 013.09 | 649534165 |
2024.11.26 19:30:00 | 8 | USDCAD# | buy | in | 0.01 | 1.40835 | 8 | 0.00 | 0.00 | 0.00 | 10 013.09 | 649534165 |
2024.12.06 16:00:00 | 9 | USDCAD# | sell | out | 0.01 | 1.40904 | 9 | 0.00 | 0.00 | 0.69 | 10 013.78 | 649534165 |
2024.12.10 14:30:00 | 10 | USDCAD# | buy | in | 0.01 | 1.41735 | 10 | 0.00 | 0.00 | 0.00 | 10 013.78 | 649534165 |
2024.12.12 23:00:00 | 11 | USDCAD# | sell | out | 0.01 | 1.42246 | 11 | 0.00 | 0.00 | 5.11 | 10 018.89 | 649534165 |
2024.12.13 14:30:00 | 12 | USDCAD# | buy | in | 0.01 | 1.42208 | 12 | 0.00 | 0.00 | 0.00 | 10 018.89 | 649534165 |
2024.12.16 15:00:00 | 13 | USDCAD# | sell | out | 0.01 | 1.42525 | 13 | 0.00 | 0.00 | 3.17 | 10 022.06 | 649534165 |
2024.12.16 21:00:00 | 14 | USDCAD# | buy | in | 0.01 | 1.42291 | 14 | 0.00 | 0.00 | 0.00 | 10 022.06 | 649534165 |
2024.12.17 10:30:00 | 15 | USDCAD# | sell | out | 0.01 | 1.42881 | 15 | 0.00 | 0.00 | 5.90 | 10 027.96 | 649534165 |
2024.12.18 17:30:00 | 16 | USDCAD# | buy | in | 0.01 | 1.43243 | 16 | 0.00 | 0.00 | 0.00 | 10 027.96 | 649534165 |
2024.12.18 21:30:00 | 17 | USDCAD# | sell | out | 0.01 | 1.43942 | 17 | 0.00 | 0.00 | 6.99 | 10 034.95 | 649534165 |
2024.12.24 18:30:00 | 18 | USDCAD# | buy | in | 0.01 | 1.43889 | 18 | 0.00 | 0.00 | 0.00 | 10 034.95 | 649534165 |
2024.12.27 19:30:00 | 19 | USDCAD# | sell | out | 0.01 | 1.44397 | 19 | 0.00 | 0.00 | 5.08 | 10 040.03 | 649534165 |
2025.01.03 01:00:00 | 20 | USDCAD# | buy | in | 0.01 | 1.44067 | 20 | 0.00 | 0.00 | 0.00 | 10 040.03 | 649534165 |
2025.01.03 18:30:00 | 21 | USDCAD# | sell | out | 0.01 | 1.44572 | 21 | 0.00 | 0.00 | 5.05 | 10 045.08 | 649534165 |
2025.01.08 06:00:00 | 22 | USDCAD# | buy | in | 0.01 | 1.43510 | 22 | 0.00 | 0.00 | 0.00 | 10 045.08 | 649534165 |
2025.01.10 18:30:00 | 23 | USDCAD# | sell | out | 0.01 | 1.44357 | 23 | 0.00 | 0.00 | 8.47 | 10 053.55 | 649534165 |
0.00 | 0.00 | 53.55 | 10 053.55 | |||||||||