Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 661264451_USDJPY#_240 | |||||||||||
Symbol: | USDJPY# | |||||||||||
Period: | H4 (2024.07.15 - 2025.01.11) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=661264451 | ||||||||||||
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: | 765 | Ticks: | 19769210 | Symbols: | 1 | |||||||
Total Net Profit: | 146.11 | Balance Drawdown Absolute: | 12.01 | Equity Drawdown Absolute: | 19.46 | |||||||
Gross Profit: | 265.92 | Balance Drawdown Maximal: | 70.02 (0.69%) | Equity Drawdown Maximal: | 150.55 (1.49%) | |||||||
Gross Loss: | -119.81 | Balance Drawdown Relative: | 0.69% (70.02) | Equity Drawdown Relative: | 1.49% (150.55) | |||||||
Profit Factor: | 2.22 | Expected Payoff: | 9.13 | Margin Level: | 998.05% | |||||||
Recovery Factor: | 0.97 | Sharpe Ratio: | 1.04 | Z-Score: | -0.23 (18.19%) | |||||||
AHPR: | 1.0009 (0.09%) | LR Correlation: | 0.85 | OnTester result: | 0 | |||||||
GHPR: | 1.0009 (0.09%) | LR Standard Error: | 30.79 | |||||||||
Total Trades: | 16 | Short Trades (won %): | 4 (50.00%) | Long Trades (won %): | 12 (25.00%) | |||||||
Total Deals: | 32 | Profit Trades (% of total): | 5 (31.25%) | Loss Trades (% of total): | 11 (68.75%) | |||||||
Largest profit trade: | 91.57 | Largest loss trade: | -35.75 | |||||||||
Average profit trade: | 53.18 | Average loss trade: | -10.89 | |||||||||
Maximum consecutive wins ($): | 2 (97.12) | Maximum consecutive losses ($): | 5 (-70.02) | |||||||||
Maximal consecutive profit (count): | 97.12 (2) | Maximal consecutive loss (count): | -70.02 (5) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 3 | |||||||||
Correlation (Profits,MFE): | 0.92 | Correlation (Profits,MAE): | 0.47 | Correlation (MFE,MAE): | 0.2391 | |||||||
Minimal position holding time: | 4:00:00 | Maximal position holding time: | 432:00:00 | Average position holding time: | 157:29:52 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.07.17 12:00:00 | 2 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.07.17 12:00:00 | filled | 661264451 | ||||
2024.07.22 04:00:00 | 3 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.07.22 04:00:00 | filled | 661264451 | ||||
2024.07.23 12:00:00 | 4 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.07.23 12:00:00 | filled | 661264451 | ||||
2024.08.14 00:00:00 | 5 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.08.14 00:00:00 | filled | 661264451 | ||||
2024.08.15 16:00:00 | 6 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.08.15 16:00:00 | filled | 661264451 | ||||
2024.08.29 16:00:00 | 7 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.08.29 16:00:00 | filled | 661264451 | ||||
2024.08.29 16:00:01 | 8 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.08.29 16:00:01 | filled | 661264451 | ||||
2024.08.30 12:00:00 | 9 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.08.30 12:00:00 | filled | 661264451 | ||||
2024.08.30 12:00:01 | 10 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.08.30 12:00:01 | filled | 661264451 | ||||
2024.09.19 08:00:00 | 11 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.09.19 08:00:00 | filled | 661264451 | ||||
2024.09.20 12:00:00 | 12 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.09.20 12:00:00 | filled | 661264451 | ||||
2024.09.20 16:00:00 | 13 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.09.20 16:00:00 | filled | 661264451 | ||||
2024.09.24 12:00:00 | 14 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.09.24 12:00:00 | filled | 661264451 | ||||
2024.09.25 08:00:00 | 15 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.09.25 08:00:00 | filled | 661264451 | ||||
2024.09.25 20:00:00 | 16 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.09.25 20:00:00 | filled | 661264451 | ||||
2024.10.21 20:00:00 | 17 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.21 20:00:00 | filled | 661264451 | ||||
2024.10.21 20:00:01 | 18 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.21 20:00:01 | filled | 661264451 | ||||
2024.11.05 04:00:00 | 19 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.05 04:00:00 | filled | 661264451 | ||||
2024.11.05 20:00:00 | 20 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.05 20:00:00 | filled | 661264451 | ||||
2024.11.07 08:00:00 | 21 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.07 08:00:00 | filled | 661264451 | ||||
2024.11.12 20:00:00 | 22 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.12 20:00:00 | filled | 661264451 | ||||
2024.11.20 00:00:00 | 23 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.20 00:00:00 | filled | 661264451 | ||||
2024.11.25 04:00:00 | 24 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.25 04:00:00 | filled | 661264451 | ||||
2024.12.04 20:00:00 | 25 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.04 20:00:00 | filled | 661264451 | ||||
2024.12.09 16:00:00 | 26 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.09 16:00:00 | filled | 661264451 | ||||
2024.12.31 16:00:00 | 27 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.31 16:00:00 | filled | 661264451 | ||||
2025.01.07 04:00:00 | 28 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.07 04:00:00 | filled | 661264451 | ||||
2025.01.08 04:00:00 | 29 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.08 04:00:00 | filled | 661264451 | ||||
2025.01.08 08:00:00 | 30 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.08 08:00:00 | filled | 661264451 | ||||
2025.01.09 12:00:00 | 31 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.09 12:00:00 | filled | 661264451 | ||||
2025.01.10 16:00:00 | 32 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.10 16:00:00 | filled | 661264451 | ||||
2025.01.10 23:57:59 | 33 | USDJPY# | 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 |
2024.07.15 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.07.17 12:00:00 | 2 | USDJPY# | sell | in | 0.01 | 156.229 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 661264451 |
2024.07.22 04:00:00 | 3 | USDJPY# | buy | out | 0.01 | 157.430 | 3 | 0.00 | 0.00 | -12.01 | 9 987.99 | 661264451 |
2024.07.23 12:00:00 | 4 | USDJPY# | sell | in | 0.01 | 156.003 | 4 | 0.00 | 0.00 | 0.00 | 9 987.99 | 661264451 |
2024.08.14 00:00:00 | 5 | USDJPY# | buy | out | 0.01 | 146.846 | 5 | 0.00 | 0.00 | 91.57 | 10 079.56 | 661264451 |
2024.08.15 16:00:00 | 6 | USDJPY# | buy | in | 0.01 | 148.963 | 6 | 0.00 | 0.00 | 0.00 | 10 079.56 | 661264451 |
2024.08.29 16:00:00 | 7 | USDJPY# | sell | out | 0.01 | 145.388 | 7 | 0.00 | 0.00 | -35.75 | 10 043.81 | 661264451 |
2024.08.29 16:00:01 | 8 | USDJPY# | buy | in | 0.01 | 145.397 | 8 | 0.00 | 0.00 | 0.00 | 10 043.81 | 661264451 |
2024.08.30 12:00:00 | 9 | USDJPY# | sell | out | 0.01 | 145.114 | 9 | 0.00 | 0.00 | -2.83 | 10 040.98 | 661264451 |
2024.08.30 12:00:01 | 10 | USDJPY# | buy | in | 0.01 | 145.125 | 10 | 0.00 | 0.00 | 0.00 | 10 040.98 | 661264451 |
2024.09.19 08:00:00 | 11 | USDJPY# | sell | out | 0.01 | 143.170 | 11 | 0.00 | 0.00 | -19.55 | 10 021.43 | 661264451 |
2024.09.20 12:00:00 | 12 | USDJPY# | buy | in | 0.01 | 143.810 | 12 | 0.00 | 0.00 | 0.00 | 10 021.43 | 661264451 |
2024.09.20 16:00:00 | 13 | USDJPY# | sell | out | 0.01 | 143.663 | 13 | 0.00 | 0.00 | -1.47 | 10 019.96 | 661264451 |
2024.09.24 12:00:00 | 14 | USDJPY# | buy | in | 0.01 | 144.292 | 14 | 0.00 | 0.00 | 0.00 | 10 019.96 | 661264451 |
2024.09.25 08:00:00 | 15 | USDJPY# | sell | out | 0.01 | 143.250 | 15 | 0.00 | 0.00 | -10.42 | 10 009.54 | 661264451 |
2024.09.25 20:00:00 | 16 | USDJPY# | buy | in | 0.01 | 144.538 | 16 | 0.00 | 0.00 | 0.00 | 10 009.54 | 661264451 |
2024.10.21 20:00:00 | 17 | USDJPY# | sell | out | 0.01 | 150.514 | 17 | 0.00 | 0.00 | 59.76 | 10 069.30 | 661264451 |
2024.10.21 20:00:01 | 18 | USDJPY# | buy | in | 0.01 | 150.522 | 18 | 0.00 | 0.00 | 0.00 | 10 069.30 | 661264451 |
2024.11.05 04:00:00 | 19 | USDJPY# | sell | out | 0.01 | 152.269 | 19 | 0.00 | 0.00 | 17.47 | 10 086.77 | 661264451 |
2024.11.05 20:00:00 | 20 | USDJPY# | sell | in | 0.01 | 151.678 | 20 | 0.00 | 0.00 | 0.00 | 10 086.77 | 661264451 |
2024.11.07 08:00:00 | 21 | USDJPY# | buy | out | 0.01 | 154.009 | 21 | 0.00 | 0.00 | -23.31 | 10 063.46 | 661264451 |
2024.11.12 20:00:00 | 22 | USDJPY# | buy | in | 0.01 | 154.787 | 22 | 0.00 | 0.00 | 0.00 | 10 063.46 | 661264451 |
2024.11.20 00:00:00 | 23 | USDJPY# | sell | out | 0.01 | 154.647 | 23 | 0.00 | 0.00 | -1.40 | 10 062.06 | 661264451 |
2024.11.25 04:00:00 | 24 | USDJPY# | sell | in | 0.01 | 153.763 | 24 | 0.00 | 0.00 | 0.00 | 10 062.06 | 661264451 |
2024.12.04 20:00:00 | 25 | USDJPY# | buy | out | 0.01 | 150.172 | 25 | 0.00 | 0.00 | 35.91 | 10 097.97 | 661264451 |
2024.12.09 16:00:00 | 26 | USDJPY# | buy | in | 0.01 | 150.880 | 26 | 0.00 | 0.00 | 0.00 | 10 097.97 | 661264451 |
2024.12.31 16:00:00 | 27 | USDJPY# | sell | out | 0.01 | 157.001 | 27 | 0.00 | 0.00 | 61.21 | 10 159.18 | 661264451 |
2025.01.07 04:00:00 | 28 | USDJPY# | buy | in | 0.01 | 158.315 | 28 | 0.00 | 0.00 | 0.00 | 10 159.18 | 661264451 |
2025.01.08 04:00:00 | 29 | USDJPY# | sell | out | 0.01 | 157.962 | 29 | 0.00 | 0.00 | -3.53 | 10 155.65 | 661264451 |
2025.01.08 08:00:00 | 30 | USDJPY# | buy | in | 0.01 | 158.179 | 30 | 0.00 | 0.00 | 0.00 | 10 155.65 | 661264451 |
2025.01.09 12:00:00 | 31 | USDJPY# | sell | out | 0.01 | 158.077 | 31 | 0.00 | 0.00 | -1.02 | 10 154.63 | 661264451 |
2025.01.10 16:00:00 | 32 | USDJPY# | buy | in | 0.01 | 158.557 | 32 | 0.00 | 0.00 | 0.00 | 10 154.63 | 661264451 |
2025.01.10 23:57:59 | 33 | USDJPY# | sell | out | 0.01 | 157.705 | 33 | 0.00 | 0.00 | -8.52 | 10 146.11 | end of test |
0.00 | 0.00 | 146.11 | 10 146.11 | |||||||||