Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 721760315_USDJPY#_30 | |||||||||||
Symbol: | USDJPY# | |||||||||||
Period: | M30 (2024.11.05 - 2025.01.11) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=721760315 | ||||||||||||
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: | 6201460 | Symbols: | 1 | |||||||
Total Net Profit: | 30.38 | Balance Drawdown Absolute: | 15.33 | Equity Drawdown Absolute: | 16.98 | |||||||
Gross Profit: | 67.28 | Balance Drawdown Maximal: | 15.42 (0.15%) | Equity Drawdown Maximal: | 22.28 (0.22%) | |||||||
Gross Loss: | -36.90 | Balance Drawdown Relative: | 0.15% (15.42) | Equity Drawdown Relative: | 0.22% (22.28) | |||||||
Profit Factor: | 1.82 | Expected Payoff: | 1.79 | Margin Level: | 998.30% | |||||||
Recovery Factor: | 1.36 | Sharpe Ratio: | 2.63 | Z-Score: | -1.80 (92.81%) | |||||||
AHPR: | 1.0002 (0.02%) | LR Correlation: | 0.88 | OnTester result: | 0 | |||||||
GHPR: | 1.0002 (0.02%) | LR Standard Error: | 10.13 | |||||||||
Total Trades: | 17 | Short Trades (won %): | 8 (62.50%) | Long Trades (won %): | 9 (66.67%) | |||||||
Total Deals: | 34 | Profit Trades (% of total): | 11 (64.71%) | Loss Trades (% of total): | 6 (35.29%) | |||||||
Largest profit trade: | 20.18 | Largest loss trade: | -15.33 | |||||||||
Average profit trade: | 6.12 | Average loss trade: | -6.15 | |||||||||
Maximum consecutive wins ($): | 7 (46.61) | Maximum consecutive losses ($): | 4 (-15.42) | |||||||||
Maximal consecutive profit (count): | 46.61 (7) | Maximal consecutive loss (count): | -15.42 (4) | |||||||||
Average consecutive wins: | 6 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.90 | Correlation (Profits,MAE): | 0.74 | Correlation (MFE,MAE): | 0.4038 | |||||||
Minimal position holding time: | 0:30:00 | Maximal position holding time: | 30:00:00 | Average position holding time: | 14:12:21 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.11.06 02:00:00 | 2 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.06 02:00:00 | filled | 721760315 | ||||
2024.11.06 03:30:00 | 3 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.06 03:30:00 | filled | 721760315 | ||||
2024.11.07 15:00:00 | 4 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.07 15:00:00 | filled | 721760315 | ||||
2024.11.08 21:00:00 | 5 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.08 21:00:00 | filled | 721760315 | ||||
2024.11.11 10:00:00 | 6 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.11 10:00:00 | filled | 721760315 | ||||
2024.11.12 00:00:00 | 7 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.12 00:00:00 | filled | 721760315 | ||||
2024.11.13 18:30:00 | 8 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.13 18:30:00 | filled | 721760315 | ||||
2024.11.14 17:30:00 | 9 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.14 17:30:00 | filled | 721760315 | ||||
2024.11.15 18:00:00 | 10 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.15 18:00:00 | filled | 721760315 | ||||
2024.11.18 06:00:00 | 11 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.18 06:00:00 | filled | 721760315 | ||||
2024.11.19 11:00:00 | 12 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.19 11:00:00 | filled | 721760315 | ||||
2024.11.19 19:00:00 | 13 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.19 19:00:00 | filled | 721760315 | ||||
2024.11.20 06:30:00 | 14 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.20 06:30:00 | filled | 721760315 | ||||
2024.11.20 19:30:00 | 15 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.20 19:30:00 | filled | 721760315 | ||||
2024.11.21 08:30:00 | 16 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.21 08:30:00 | filled | 721760315 | ||||
2024.11.22 01:00:00 | 17 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.22 01:00:00 | filled | 721760315 | ||||
2024.11.26 22:00:00 | 18 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.11.26 22:00:00 | filled | 721760315 | ||||
2024.11.28 03:00:00 | 19 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.11.28 03:00:00 | filled | 721760315 | ||||
2024.12.13 11:00:00 | 20 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.13 11:00:00 | filled | 721760315 | ||||
2024.12.16 09:30:00 | 21 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.16 09:30:00 | filled | 721760315 | ||||
2024.12.19 05:00:00 | 22 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.19 05:00:00 | filled | 721760315 | ||||
2024.12.20 05:30:00 | 23 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.20 05:30:00 | filled | 721760315 | ||||
2024.12.26 12:00:00 | 24 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.26 12:00:00 | filled | 721760315 | ||||
2024.12.27 03:30:00 | 25 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.27 03:30:00 | filled | 721760315 | ||||
2024.12.31 03:00:00 | 26 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.31 03:00:00 | filled | 721760315 | ||||
2024.12.31 13:30:00 | 27 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.31 13:30:00 | filled | 721760315 | ||||
2025.01.06 12:30:00 | 28 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.06 12:30:00 | filled | 721760315 | ||||
2025.01.06 14:30:00 | 29 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.06 14:30:00 | filled | 721760315 | ||||
2025.01.08 13:00:00 | 30 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.08 13:00:00 | filled | 721760315 | ||||
2025.01.09 02:00:00 | 31 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.09 02:00:00 | filled | 721760315 | ||||
2025.01.09 14:00:00 | 32 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.09 14:00:00 | filled | 721760315 | ||||
2025.01.09 20:00:00 | 33 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.09 20:00:00 | filled | 721760315 | ||||
2025.01.10 16:00:00 | 34 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.10 16:00:00 | filled | 721760315 | ||||
2025.01.10 16:30:00 | 35 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.10 16:30:00 | filled | 721760315 | ||||
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 02:00:00 | 2 | USDJPY# | sell | in | 0.01 | 151.428 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 721760315 |
2024.11.06 03:30:00 | 3 | USDJPY# | buy | out | 0.01 | 152.961 | 3 | 0.00 | 0.00 | -15.33 | 9 984.67 | 721760315 |
2024.11.07 15:00:00 | 4 | USDJPY# | sell | in | 0.01 | 153.757 | 4 | 0.00 | 0.00 | 0.00 | 9 984.67 | 721760315 |
2024.11.08 21:00:00 | 5 | USDJPY# | buy | out | 0.01 | 152.696 | 5 | 0.00 | 0.00 | 10.61 | 9 995.28 | 721760315 |
2024.11.11 10:00:00 | 6 | USDJPY# | buy | in | 0.01 | 153.641 | 6 | 0.00 | 0.00 | 0.00 | 9 995.28 | 721760315 |
2024.11.12 00:00:00 | 7 | USDJPY# | sell | out | 0.01 | 153.695 | 7 | 0.00 | 0.00 | 0.54 | 9 995.82 | 721760315 |
2024.11.13 18:30:00 | 8 | USDJPY# | buy | in | 0.01 | 155.194 | 8 | 0.00 | 0.00 | 0.00 | 9 995.82 | 721760315 |
2024.11.14 17:30:00 | 9 | USDJPY# | sell | out | 0.01 | 155.860 | 9 | 0.00 | 0.00 | 6.66 | 10 002.48 | 721760315 |
2024.11.15 18:00:00 | 10 | USDJPY# | sell | in | 0.01 | 154.945 | 10 | 0.00 | 0.00 | 0.00 | 10 002.48 | 721760315 |
2024.11.18 06:00:00 | 11 | USDJPY# | buy | out | 0.01 | 154.659 | 11 | 0.00 | 0.00 | 2.86 | 10 005.34 | 721760315 |
2024.11.19 11:00:00 | 12 | USDJPY# | sell | in | 0.01 | 153.742 | 12 | 0.00 | 0.00 | 0.00 | 10 005.34 | 721760315 |
2024.11.19 19:00:00 | 13 | USDJPY# | buy | out | 0.01 | 154.357 | 13 | 0.00 | 0.00 | -6.15 | 9 999.19 | 721760315 |
2024.11.20 06:30:00 | 14 | USDJPY# | buy | in | 0.01 | 155.122 | 14 | 0.00 | 0.00 | 0.00 | 9 999.19 | 721760315 |
2024.11.20 19:30:00 | 15 | USDJPY# | sell | out | 0.01 | 155.215 | 15 | 0.00 | 0.00 | 0.93 | 10 000.12 | 721760315 |
2024.11.21 08:30:00 | 16 | USDJPY# | sell | in | 0.01 | 154.835 | 16 | 0.00 | 0.00 | 0.00 | 10 000.12 | 721760315 |
2024.11.22 01:00:00 | 17 | USDJPY# | buy | out | 0.01 | 154.458 | 17 | 0.00 | 0.00 | 3.77 | 10 003.89 | 721760315 |
2024.11.26 22:00:00 | 18 | USDJPY# | sell | in | 0.01 | 153.106 | 18 | 0.00 | 0.00 | 0.00 | 10 003.89 | 721760315 |
2024.11.28 03:00:00 | 19 | USDJPY# | buy | out | 0.01 | 151.690 | 19 | 0.00 | 0.00 | 14.16 | 10 018.05 | 721760315 |
2024.12.13 11:00:00 | 20 | USDJPY# | buy | in | 0.01 | 153.169 | 20 | 0.00 | 0.00 | 0.00 | 10 018.05 | 721760315 |
2024.12.16 09:30:00 | 21 | USDJPY# | sell | out | 0.01 | 153.622 | 21 | 0.00 | 0.00 | 4.53 | 10 022.58 | 721760315 |
2024.12.19 05:00:00 | 22 | USDJPY# | buy | in | 0.01 | 155.092 | 22 | 0.00 | 0.00 | 0.00 | 10 022.58 | 721760315 |
2024.12.20 05:30:00 | 23 | USDJPY# | sell | out | 0.01 | 157.110 | 23 | 0.00 | 0.00 | 20.18 | 10 042.76 | 721760315 |
2024.12.26 12:00:00 | 24 | USDJPY# | buy | in | 0.01 | 157.435 | 24 | 0.00 | 0.00 | 0.00 | 10 042.76 | 721760315 |
2024.12.27 03:30:00 | 25 | USDJPY# | sell | out | 0.01 | 157.737 | 25 | 0.00 | 0.00 | 3.02 | 10 045.78 | 721760315 |
2024.12.31 03:00:00 | 26 | USDJPY# | sell | in | 0.01 | 156.686 | 26 | 0.00 | 0.00 | 0.00 | 10 045.78 | 721760315 |
2024.12.31 13:30:00 | 27 | USDJPY# | buy | out | 0.01 | 156.684 | 27 | 0.00 | 0.00 | 0.02 | 10 045.80 | 721760315 |
2025.01.06 12:30:00 | 28 | USDJPY# | buy | in | 0.01 | 157.862 | 28 | 0.00 | 0.00 | 0.00 | 10 045.80 | 721760315 |
2025.01.06 14:30:00 | 29 | USDJPY# | sell | out | 0.01 | 157.012 | 29 | 0.00 | 0.00 | -8.50 | 10 037.30 | 721760315 |
2025.01.08 13:00:00 | 30 | USDJPY# | buy | in | 0.01 | 158.332 | 30 | 0.00 | 0.00 | 0.00 | 10 037.30 | 721760315 |
2025.01.09 02:00:00 | 31 | USDJPY# | sell | out | 0.01 | 158.182 | 31 | 0.00 | 0.00 | -1.50 | 10 035.80 | 721760315 |
2025.01.09 14:00:00 | 32 | USDJPY# | sell | in | 0.01 | 157.902 | 32 | 0.00 | 0.00 | 0.00 | 10 035.80 | 721760315 |
2025.01.09 20:00:00 | 33 | USDJPY# | buy | out | 0.01 | 158.113 | 33 | 0.00 | 0.00 | -2.11 | 10 033.69 | 721760315 |
2025.01.10 16:00:00 | 34 | USDJPY# | buy | in | 0.01 | 158.557 | 34 | 0.00 | 0.00 | 0.00 | 10 033.69 | 721760315 |
2025.01.10 16:30:00 | 35 | USDJPY# | sell | out | 0.01 | 158.226 | 35 | 0.00 | 0.00 | -3.31 | 10 030.38 | 721760315 |
0.00 | 0.00 | 30.38 | 10 030.38 | |||||||||