Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 654698610_EURNZD#_15 | |||||||||||
Symbol: | EURNZD# | |||||||||||
Period: | M15 (2024.11.24 - 2025.01.08) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=654698610 | ||||||||||||
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: | 2786 | Ticks: | 2031147 | Symbols: | 1 | |||||||
Total Net Profit: | 32.86 | Balance Drawdown Absolute: | 4.08 | Equity Drawdown Absolute: | 15.35 | |||||||
Gross Profit: | 51.51 | Balance Drawdown Maximal: | 7.97 (0.08%) | Equity Drawdown Maximal: | 26.44 (0.26%) | |||||||
Gross Loss: | -18.65 | Balance Drawdown Relative: | 0.08% (7.97) | Equity Drawdown Relative: | 0.26% (26.44) | |||||||
Profit Factor: | 2.76 | Expected Payoff: | 6.57 | Margin Level: | 998.47% | |||||||
Recovery Factor: | 1.24 | Sharpe Ratio: | 0.12 | Z-Score: | 2.29 (97.80%) | |||||||
AHPR: | 1.0007 (0.07%) | LR Correlation: | 0.85 | OnTester result: | 0 | |||||||
GHPR: | 1.0007 (0.07%) | LR Standard Error: | 12.79 | |||||||||
Total Trades: | 5 | Short Trades (won %): | 2 (0.00%) | Long Trades (won %): | 3 (66.67%) | |||||||
Total Deals: | 10 | Profit Trades (% of total): | 2 (40.00%) | Loss Trades (% of total): | 3 (60.00%) | |||||||
Largest profit trade: | 41.77 | Largest loss trade: | -7.97 | |||||||||
Average profit trade: | 25.76 | Average loss trade: | -6.22 | |||||||||
Maximum consecutive wins ($): | 1 (41.77) | Maximum consecutive losses ($): | 1 (-7.97) | |||||||||
Maximal consecutive profit (count): | 41.77 (1) | Maximal consecutive loss (count): | -7.97 (1) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.96 | Correlation (Profits,MAE): | 0.94 | Correlation (MFE,MAE): | 0.8772 | |||||||
Minimal position holding time: | 47:15:00 | Maximal position holding time: | 326:14:59 | Average position holding time: | 147:50:59 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.25 05:00:00 | 2 | EURNZD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.25 05:00:00 | filled | 654698610 | ||||
2024.11.27 04:15:00 | 3 | EURNZD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.27 04:15:00 | filled | 654698610 | ||||
2024.11.27 06:30:00 | 4 | EURNZD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.27 06:30:00 | filled | 654698610 | ||||
2024.12.04 05:45:00 | 5 | EURNZD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.04 05:45:00 | filled | 654698610 | ||||
2024.12.04 11:45:00 | 6 | EURNZD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.04 11:45:00 | filled | 654698610 | ||||
2024.12.09 12:00:00 | 7 | EURNZD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.09 12:00:00 | filled | 654698610 | ||||
2024.12.09 18:45:00 | 8 | EURNZD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.09 18:45:00 | filled | 654698610 | ||||
2024.12.19 01:00:00 | 9 | EURNZD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.19 01:00:00 | filled | 654698610 | ||||
2024.12.19 09:45:00 | 10 | EURNZD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.19 09:45:00 | filled | 654698610 | ||||
2025.01.07 23:59:59 | 11 | EURNZD# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.07 23:59:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.24 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.25 05:00:00 | 2 | EURNZD# | sell | in | 0.01 | 1.78889 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 654698610 |
2024.11.27 04:15:00 | 3 | EURNZD# | buy | out | 0.01 | 1.79297 | 3 | 0.00 | 0.00 | -4.08 | 9 995.92 | 654698610 |
2024.11.27 06:30:00 | 4 | EURNZD# | buy | in | 0.01 | 1.78620 | 4 | 0.00 | 0.00 | 0.00 | 9 995.92 | 654698610 |
2024.12.04 05:45:00 | 5 | EURNZD# | sell | out | 0.01 | 1.79594 | 5 | 0.00 | 0.00 | 9.74 | 10 005.66 | 654698610 |
2024.12.04 11:45:00 | 6 | EURNZD# | sell | in | 0.01 | 1.79660 | 6 | 0.00 | 0.00 | 0.00 | 10 005.66 | 654698610 |
2024.12.09 12:00:00 | 7 | EURNZD# | buy | out | 0.01 | 1.80320 | 7 | 0.00 | 0.00 | -6.60 | 9 999.06 | 654698610 |
2024.12.09 18:45:00 | 8 | EURNZD# | buy | in | 0.01 | 1.79879 | 8 | 0.00 | 0.00 | 0.00 | 9 999.06 | 654698610 |
2024.12.19 01:00:00 | 9 | EURNZD# | sell | out | 0.01 | 1.84056 | 9 | 0.00 | 0.00 | 41.77 | 10 040.83 | 654698610 |
2024.12.19 09:45:00 | 10 | EURNZD# | buy | in | 0.01 | 1.84286 | 10 | 0.00 | 0.00 | 0.00 | 10 040.83 | 654698610 |
2025.01.07 23:59:59 | 11 | EURNZD# | sell | out | 0.01 | 1.83489 | 11 | 0.00 | 0.00 | -7.97 | 10 032.86 | end of test |
0.00 | 0.00 | 32.86 | 10 032.86 | |||||||||