Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 719928539_AUDUSD#_15 | |||||||||||
Symbol: | AUDUSD# | |||||||||||
Period: | M15 (2024.11.22 - 2025.01.06) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=719928539 | ||||||||||||
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: | 2690 | Ticks: | 1667722 | Symbols: | 1 | |||||||
Total Net Profit: | 31.03 | Balance Drawdown Absolute: | 2.22 | Equity Drawdown Absolute: | 4.31 | |||||||
Gross Profit: | 33.25 | Balance Drawdown Maximal: | 2.22 (0.02%) | Equity Drawdown Maximal: | 9.58 (0.10%) | |||||||
Gross Loss: | -2.22 | Balance Drawdown Relative: | 0.02% (2.22) | Equity Drawdown Relative: | 0.10% (9.58) | |||||||
Profit Factor: | 14.98 | Expected Payoff: | 6.21 | Margin Level: | 999.57% | |||||||
Recovery Factor: | 3.24 | Sharpe Ratio: | 0.25 | Z-Score: | -0.20 (15.85%) | |||||||
AHPR: | 1.0006 (0.06%) | LR Correlation: | 0.97 | OnTester result: | 0 | |||||||
GHPR: | 1.0006 (0.06%) | LR Standard Error: | 5.31 | |||||||||
Total Trades: | 5 | Short Trades (won %): | 5 (80.00%) | Long Trades (won %): | 0 (0.00%) | |||||||
Total Deals: | 10 | Profit Trades (% of total): | 4 (80.00%) | Loss Trades (% of total): | 1 (20.00%) | |||||||
Largest profit trade: | 18.56 | Largest loss trade: | -2.22 | |||||||||
Average profit trade: | 8.31 | Average loss trade: | -2.22 | |||||||||
Maximum consecutive wins ($): | 4 (33.25) | Maximum consecutive losses ($): | 1 (-2.22) | |||||||||
Maximal consecutive profit (count): | 33.25 (4) | Maximal consecutive loss (count): | -2.22 (1) | |||||||||
Average consecutive wins: | 4 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.97 | Correlation (Profits,MAE): | -0.23 | Correlation (MFE,MAE): | -0.4017 | |||||||
Minimal position holding time: | 13:30:00 | Maximal position holding time: | 365:00:00 | Average position holding time: | 145:11:35 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.22 10:45:00 | 2 | AUDUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.22 10:45:00 | filled | 719928539 | ||||
2024.11.25 00:15:00 | 3 | AUDUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.11.25 00:15:00 | filled | 719928539 | ||||
2024.11.25 00:15:01 | 4 | AUDUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.11.25 00:15:01 | filled | 719928539 | ||||
2024.12.09 10:00:00 | 5 | AUDUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.09 10:00:00 | filled | 719928539 | ||||
2024.12.09 13:30:00 | 6 | AUDUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.09 13:30:00 | filled | 719928539 | ||||
2024.12.12 02:45:00 | 7 | AUDUSD# | buy | 0.01 / 0.01 | 0.00000 | 2024.12.12 02:45:00 | filled | 719928539 | ||||
2024.12.12 03:00:00 | 8 | AUDUSD# | sell | 0.01 / 0.01 | 0.00000 | 2024.12.12 03:00:00 | filled | 719928539 | ||||
2025.01.02 08:00:00 | 9 | AUDUSD# | buy | 0.01 / 0.01 | 0.00000 | 2025.01.02 08:00:00 | filled | 719928539 | ||||
2025.01.02 11:30:00 | 10 | AUDUSD# | sell | 0.01 / 0.01 | 0.00000 | 2025.01.02 11:30:00 | filled | 719928539 | ||||
2025.01.03 23:57:59 | 11 | AUDUSD# | buy | 0.01 / 0.01 | 0.00000 | 2025.01.03 23:57:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.11.22 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.11.22 10:45:00 | 2 | AUDUSD# | sell | in | 0.01 | 0.65125 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 719928539 |
2024.11.25 00:15:00 | 3 | AUDUSD# | buy | out | 0.01 | 0.65347 | 3 | 0.00 | 0.00 | -2.22 | 9 997.78 | 719928539 |
2024.11.25 00:15:01 | 4 | AUDUSD# | sell | in | 0.01 | 0.65297 | 4 | 0.00 | 0.00 | 0.00 | 9 997.78 | 719928539 |
2024.12.09 10:00:00 | 5 | AUDUSD# | buy | out | 0.01 | 0.64243 | 5 | 0.00 | 0.00 | 10.54 | 10 008.32 | 719928539 |
2024.12.09 13:30:00 | 6 | AUDUSD# | sell | in | 0.01 | 0.64470 | 6 | 0.00 | 0.00 | 0.00 | 10 008.32 | 719928539 |
2024.12.12 02:45:00 | 7 | AUDUSD# | buy | out | 0.01 | 0.64061 | 7 | 0.00 | 0.00 | 4.09 | 10 012.41 | 719928539 |
2024.12.12 03:00:00 | 8 | AUDUSD# | sell | in | 0.01 | 0.64029 | 8 | 0.00 | 0.00 | 0.00 | 10 012.41 | 719928539 |
2025.01.02 08:00:00 | 9 | AUDUSD# | buy | out | 0.01 | 0.62173 | 9 | 0.00 | 0.00 | 18.56 | 10 030.97 | 719928539 |
2025.01.02 11:30:00 | 10 | AUDUSD# | sell | in | 0.01 | 0.62158 | 10 | 0.00 | 0.00 | 0.00 | 10 030.97 | 719928539 |
2025.01.03 23:57:59 | 11 | AUDUSD# | buy | out | 0.01 | 0.62152 | 11 | 0.00 | 0.00 | 0.06 | 10 031.03 | end of test |
0.00 | 0.00 | 31.03 | 10 031.03 | |||||||||