Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 720260435_USDJPY#_60 | |||||||||||
Symbol: | USDJPY# | |||||||||||
Period: | H1 (2024.10.09 - 2025.01.07) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=720260435 | ||||||||||||
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: | 1466 | Ticks: | 8121456 | Symbols: | 1 | |||||||
Total Net Profit: | 7.79 | Balance Drawdown Absolute: | 22.43 | Equity Drawdown Absolute: | 32.13 | |||||||
Gross Profit: | 54.58 | Balance Drawdown Maximal: | 27.96 (0.28%) | Equity Drawdown Maximal: | 41.39 (0.41%) | |||||||
Gross Loss: | -46.79 | Balance Drawdown Relative: | 0.28% (27.96) | Equity Drawdown Relative: | 0.41% (41.39) | |||||||
Profit Factor: | 1.17 | Expected Payoff: | 0.41 | Margin Level: | 996.79% | |||||||
Recovery Factor: | 0.19 | Sharpe Ratio: | 0.60 | Z-Score: | 0.70 (51.61%) | |||||||
AHPR: | 1.0000 (0.00%) | LR Correlation: | 0.33 | OnTester result: | 0 | |||||||
GHPR: | 1.0000 (0.00%) | LR Standard Error: | 7.27 | |||||||||
Total Trades: | 19 | Short Trades (won %): | 8 (50.00%) | Long Trades (won %): | 11 (90.91%) | |||||||
Total Deals: | 38 | Profit Trades (% of total): | 14 (73.68%) | Loss Trades (% of total): | 5 (26.32%) | |||||||
Largest profit trade: | 8.20 | Largest loss trade: | -19.29 | |||||||||
Average profit trade: | 3.90 | Average loss trade: | -9.36 | |||||||||
Maximum consecutive wins ($): | 4 (14.95) | Maximum consecutive losses ($): | 2 (-12.68) | |||||||||
Maximal consecutive profit (count): | 14.95 (4) | Maximal consecutive loss (count): | -19.29 (1) | |||||||||
Average consecutive wins: | 3 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.55 | Correlation (Profits,MAE): | 0.94 | Correlation (MFE,MAE): | 0.3976 | |||||||
Minimal position holding time: | 1:00:00 | Maximal position holding time: | 88:00:00 | Average position holding time: | 22:34:44 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.10.09 21:00:00 | 2 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.09 21:00:00 | filled | 720260435 | ||||
2024.10.10 16:00:00 | 3 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.10 16:00:00 | filled | 720260435 | ||||
2024.10.22 03:00:00 | 4 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.22 03:00:00 | filled | 720260435 | ||||
2024.10.24 10:00:00 | 5 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.24 10:00:00 | filled | 720260435 | ||||
2024.10.24 22:00:00 | 6 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.10.24 22:00:00 | filled | 720260435 | ||||
2024.10.25 19:00:00 | 7 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.10.25 19:00:00 | filled | 720260435 | ||||
2024.11.07 02:00:00 | 8 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.07 02:00:00 | filled | 720260435 | ||||
2024.11.07 10:00:00 | 9 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.07 10:00:00 | filled | 720260435 | ||||
2024.11.08 02:00:00 | 10 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.08 02:00:00 | filled | 720260435 | ||||
2024.11.11 04:00:00 | 11 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.11 04:00:00 | filled | 720260435 | ||||
2024.11.11 18:00:00 | 12 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.11 18:00:00 | filled | 720260435 | ||||
2024.11.15 10:00:00 | 13 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.15 10:00:00 | filled | 720260435 | ||||
2024.11.19 14:00:00 | 14 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.19 14:00:00 | filled | 720260435 | ||||
2024.11.19 22:00:00 | 15 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.19 22:00:00 | filled | 720260435 | ||||
2024.11.20 17:00:00 | 16 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.20 17:00:00 | filled | 720260435 | ||||
2024.11.21 09:00:00 | 17 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.21 09:00:00 | filled | 720260435 | ||||
2024.11.21 14:00:00 | 18 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.21 14:00:00 | filled | 720260435 | ||||
2024.11.22 12:00:00 | 19 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.22 12:00:00 | filled | 720260435 | ||||
2024.11.28 02:00:00 | 20 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.28 02:00:00 | filled | 720260435 | ||||
2024.11.28 12:00:00 | 21 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.28 12:00:00 | filled | 720260435 | ||||
2024.11.29 18:00:00 | 22 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.29 18:00:00 | filled | 720260435 | ||||
2024.12.02 05:00:00 | 23 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.02 05:00:00 | filled | 720260435 | ||||
2024.12.02 20:00:00 | 24 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.02 20:00:00 | filled | 720260435 | ||||
2024.12.02 21:00:00 | 25 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.02 21:00:00 | filled | 720260435 | ||||
2024.12.03 18:00:00 | 26 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.03 18:00:00 | filled | 720260435 | ||||
2024.12.04 00:00:00 | 27 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.04 00:00:00 | filled | 720260435 | ||||
2024.12.10 00:00:00 | 28 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.10 00:00:00 | filled | 720260435 | ||||
2024.12.12 13:00:00 | 29 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.12 13:00:00 | filled | 720260435 | ||||
2024.12.13 21:00:00 | 30 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.13 21:00:00 | filled | 720260435 | ||||
2024.12.17 16:00:00 | 31 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.17 16:00:00 | filled | 720260435 | ||||
2024.12.20 05:00:00 | 32 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.20 05:00:00 | filled | 720260435 | ||||
2024.12.20 12:00:00 | 33 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.20 12:00:00 | filled | 720260435 | ||||
2024.12.20 23:00:00 | 34 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.20 23:00:00 | filled | 720260435 | ||||
2024.12.23 13:00:00 | 35 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.23 13:00:00 | filled | 720260435 | ||||
2024.12.31 12:00:00 | 36 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.31 12:00:00 | filled | 720260435 | ||||
2024.12.31 18:00:00 | 37 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.31 18:00:00 | filled | 720260435 | ||||
2025.01.06 17:00:00 | 38 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.06 17:00:00 | filled | 720260435 | ||||
2025.01.06 23:59:59 | 39 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.06 23:59:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.10.09 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.10.09 21:00:00 | 2 | USDJPY# | sell | in | 0.01 | 149.166 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 720260435 |
2024.10.10 16:00:00 | 3 | USDJPY# | buy | out | 0.01 | 148.613 | 3 | 0.00 | 0.00 | 5.53 | 10 005.53 | 720260435 |
2024.10.22 03:00:00 | 4 | USDJPY# | sell | in | 0.01 | 150.616 | 4 | 0.00 | 0.00 | 0.00 | 10 005.53 | 720260435 |
2024.10.24 10:00:00 | 5 | USDJPY# | buy | out | 0.01 | 152.061 | 5 | 0.00 | 0.00 | -14.45 | 9 991.08 | 720260435 |
2024.10.24 22:00:00 | 6 | USDJPY# | buy | in | 0.01 | 151.832 | 6 | 0.00 | 0.00 | 0.00 | 9 991.08 | 720260435 |
2024.10.25 19:00:00 | 7 | USDJPY# | sell | out | 0.01 | 152.075 | 7 | 0.00 | 0.00 | 2.43 | 9 993.51 | 720260435 |
2024.11.07 02:00:00 | 8 | USDJPY# | sell | in | 0.01 | 154.303 | 8 | 0.00 | 0.00 | 0.00 | 9 993.51 | 720260435 |
2024.11.07 10:00:00 | 9 | USDJPY# | buy | out | 0.01 | 154.008 | 9 | 0.00 | 0.00 | 2.95 | 9 996.46 | 720260435 |
2024.11.08 02:00:00 | 10 | USDJPY# | buy | in | 0.01 | 153.177 | 10 | 0.00 | 0.00 | 0.00 | 9 996.46 | 720260435 |
2024.11.11 04:00:00 | 11 | USDJPY# | sell | out | 0.01 | 153.217 | 11 | 0.00 | 0.00 | 0.40 | 9 996.86 | 720260435 |
2024.11.11 18:00:00 | 12 | USDJPY# | sell | in | 0.01 | 153.853 | 12 | 0.00 | 0.00 | 0.00 | 9 996.86 | 720260435 |
2024.11.15 10:00:00 | 13 | USDJPY# | buy | out | 0.01 | 155.782 | 13 | 0.00 | 0.00 | -19.29 | 9 977.57 | 720260435 |
2024.11.19 14:00:00 | 14 | USDJPY# | buy | in | 0.01 | 154.083 | 14 | 0.00 | 0.00 | 0.00 | 9 977.57 | 720260435 |
2024.11.19 22:00:00 | 15 | USDJPY# | sell | out | 0.01 | 154.688 | 15 | 0.00 | 0.00 | 6.05 | 9 983.62 | 720260435 |
2024.11.20 17:00:00 | 16 | USDJPY# | sell | in | 0.01 | 155.588 | 16 | 0.00 | 0.00 | 0.00 | 9 983.62 | 720260435 |
2024.11.21 09:00:00 | 17 | USDJPY# | buy | out | 0.01 | 154.768 | 17 | 0.00 | 0.00 | 8.20 | 9 991.82 | 720260435 |
2024.11.21 14:00:00 | 18 | USDJPY# | buy | in | 0.01 | 154.529 | 18 | 0.00 | 0.00 | 0.00 | 9 991.82 | 720260435 |
2024.11.22 12:00:00 | 19 | USDJPY# | sell | out | 0.01 | 154.492 | 19 | 0.00 | 0.00 | -0.37 | 9 991.45 | 720260435 |
2024.11.28 02:00:00 | 20 | USDJPY# | buy | in | 0.01 | 151.344 | 20 | 0.00 | 0.00 | 0.00 | 9 991.45 | 720260435 |
2024.11.28 12:00:00 | 21 | USDJPY# | sell | out | 0.01 | 151.884 | 21 | 0.00 | 0.00 | 5.40 | 9 996.85 | 720260435 |
2024.11.29 18:00:00 | 22 | USDJPY# | buy | in | 0.01 | 150.183 | 22 | 0.00 | 0.00 | 0.00 | 9 996.85 | 720260435 |
2024.12.02 05:00:00 | 23 | USDJPY# | sell | out | 0.01 | 150.592 | 23 | 0.00 | 0.00 | 4.09 | 10 000.94 | 720260435 |
2024.12.02 20:00:00 | 24 | USDJPY# | buy | in | 0.01 | 149.600 | 24 | 0.00 | 0.00 | 0.00 | 10 000.94 | 720260435 |
2024.12.02 21:00:00 | 25 | USDJPY# | sell | out | 0.01 | 149.644 | 25 | 0.00 | 0.00 | 0.44 | 10 001.38 | 720260435 |
2024.12.03 18:00:00 | 26 | USDJPY# | buy | in | 0.01 | 149.156 | 26 | 0.00 | 0.00 | 0.00 | 10 001.38 | 720260435 |
2024.12.04 00:00:00 | 27 | USDJPY# | sell | out | 0.01 | 149.570 | 27 | 0.00 | 0.00 | 4.14 | 10 005.52 | 720260435 |
2024.12.10 00:00:00 | 28 | USDJPY# | sell | in | 0.01 | 151.137 | 28 | 0.00 | 0.00 | 0.00 | 10 005.52 | 720260435 |
2024.12.12 13:00:00 | 29 | USDJPY# | buy | out | 0.01 | 152.323 | 29 | 0.00 | 0.00 | -11.86 | 9 993.66 | 720260435 |
2024.12.13 21:00:00 | 30 | USDJPY# | sell | in | 0.01 | 153.695 | 30 | 0.00 | 0.00 | 0.00 | 9 993.66 | 720260435 |
2024.12.17 16:00:00 | 31 | USDJPY# | buy | out | 0.01 | 153.777 | 31 | 0.00 | 0.00 | -0.82 | 9 992.84 | 720260435 |
2024.12.20 05:00:00 | 32 | USDJPY# | sell | in | 0.01 | 156.969 | 32 | 0.00 | 0.00 | 0.00 | 9 992.84 | 720260435 |
2024.12.20 12:00:00 | 33 | USDJPY# | buy | out | 0.01 | 156.720 | 33 | 0.00 | 0.00 | 2.49 | 9 995.33 | 720260435 |
2024.12.20 23:00:00 | 34 | USDJPY# | buy | in | 0.01 | 156.363 | 34 | 0.00 | 0.00 | 0.00 | 9 995.33 | 720260435 |
2024.12.23 13:00:00 | 35 | USDJPY# | sell | out | 0.01 | 156.818 | 35 | 0.00 | 0.00 | 4.55 | 9 999.88 | 720260435 |
2024.12.31 12:00:00 | 36 | USDJPY# | buy | in | 0.01 | 156.649 | 36 | 0.00 | 0.00 | 0.00 | 9 999.88 | 720260435 |
2024.12.31 18:00:00 | 37 | USDJPY# | sell | out | 0.01 | 157.151 | 37 | 0.00 | 0.00 | 5.02 | 10 004.90 | 720260435 |
2025.01.06 17:00:00 | 38 | USDJPY# | buy | in | 0.01 | 157.278 | 38 | 0.00 | 0.00 | 0.00 | 10 004.90 | 720260435 |
2025.01.06 23:59:59 | 39 | USDJPY# | sell | out | 0.01 | 157.567 | 39 | 0.00 | 0.00 | 2.89 | 10 007.79 | end of test |
0.00 | 0.00 | 7.79 | 10 007.79 | |||||||||