Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 829881536_USDJPY#_5 | |||||||||||
Symbol: | USDJPY# | |||||||||||
Period: | M5 (2024.12.02 - 2025.01.04) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=829881536 | ||||||||||||
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: | 6338 | Ticks: | 2716483 | Symbols: | 1 | |||||||
Total Net Profit: | 77.21 | Balance Drawdown Absolute: | 0.18 | Equity Drawdown Absolute: | 2.27 | |||||||
Gross Profit: | 80.10 | Balance Drawdown Maximal: | 2.56 (0.03%) | Equity Drawdown Maximal: | 13.61 (0.14%) | |||||||
Gross Loss: | -2.89 | Balance Drawdown Relative: | 0.03% (2.56) | Equity Drawdown Relative: | 0.14% (13.61) | |||||||
Profit Factor: | 27.72 | Expected Payoff: | 4.06 | Margin Level: | 999.77% | |||||||
Recovery Factor: | 5.67 | Sharpe Ratio: | 14.13 | Z-Score: | 0.42 (32.55%) | |||||||
AHPR: | 1.0004 (0.04%) | LR Correlation: | 0.94 | OnTester result: | 0 | |||||||
GHPR: | 1.0004 (0.04%) | LR Standard Error: | 9.27 | |||||||||
Total Trades: | 19 | Short Trades (won %): | 4 (100.00%) | Long Trades (won %): | 15 (80.00%) | |||||||
Total Deals: | 38 | Profit Trades (% of total): | 16 (84.21%) | Loss Trades (% of total): | 3 (15.79%) | |||||||
Largest profit trade: | 31.92 | Largest loss trade: | -2.56 | |||||||||
Average profit trade: | 5.01 | Average loss trade: | -0.96 | |||||||||
Maximum consecutive wins ($): | 7 (53.20) | Maximum consecutive losses ($): | 1 (-2.56) | |||||||||
Maximal consecutive profit (count): | 53.20 (7) | Maximal consecutive loss (count): | -2.56 (1) | |||||||||
Average consecutive wins: | 5 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.98 | Correlation (Profits,MAE): | 0.29 | Correlation (MFE,MAE): | 0.2443 | |||||||
Minimal position holding time: | 0:05:00 | Maximal position holding time: | 58:55:00 | Average position holding time: | 9:36:03 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.12.02 01:05:00 | 2 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.02 01:05:00 | filled | 829881536 | ||||
2024.12.02 01:10:00 | 3 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.02 01:10:00 | filled | 829881536 | ||||
2024.12.02 19:25:00 | 4 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.02 19:25:00 | filled | 829881536 | ||||
2024.12.03 01:25:00 | 5 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.03 01:25:00 | filled | 829881536 | ||||
2024.12.03 03:50:00 | 6 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.03 03:50:00 | filled | 829881536 | ||||
2024.12.03 08:05:00 | 7 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.03 08:05:00 | filled | 829881536 | ||||
2024.12.04 02:15:00 | 8 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.04 02:15:00 | filled | 829881536 | ||||
2024.12.05 00:20:00 | 9 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.05 00:20:00 | filled | 829881536 | ||||
2024.12.05 03:35:00 | 10 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.05 03:35:00 | filled | 829881536 | ||||
2024.12.05 06:55:00 | 11 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.05 06:55:00 | filled | 829881536 | ||||
2024.12.05 15:20:00 | 12 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.05 15:20:00 | filled | 829881536 | ||||
2024.12.05 20:25:00 | 13 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.05 20:25:00 | filled | 829881536 | ||||
2024.12.06 02:25:00 | 14 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.06 02:25:00 | filled | 829881536 | ||||
2024.12.06 08:25:00 | 15 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.06 08:25:00 | filled | 829881536 | ||||
2024.12.09 04:25:00 | 16 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.09 04:25:00 | filled | 829881536 | ||||
2024.12.09 08:20:00 | 17 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.09 08:20:00 | filled | 829881536 | ||||
2024.12.10 01:05:00 | 18 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.10 01:05:00 | filled | 829881536 | ||||
2024.12.10 20:45:00 | 19 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.10 20:45:00 | filled | 829881536 | ||||
2024.12.11 11:15:00 | 20 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.11 11:15:00 | filled | 829881536 | ||||
2024.12.11 15:40:00 | 21 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.11 15:40:00 | filled | 829881536 | ||||
2024.12.12 08:50:00 | 22 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.12 08:50:00 | filled | 829881536 | ||||
2024.12.12 12:35:00 | 23 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.12 12:35:00 | filled | 829881536 | ||||
2024.12.13 02:05:00 | 24 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.13 02:05:00 | filled | 829881536 | ||||
2024.12.13 02:15:00 | 25 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.13 02:15:00 | filled | 829881536 | ||||
2024.12.16 17:50:00 | 26 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.16 17:50:00 | filled | 829881536 | ||||
2024.12.16 21:05:00 | 27 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.16 21:05:00 | filled | 829881536 | ||||
2024.12.18 21:05:00 | 28 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.18 21:05:00 | filled | 829881536 | ||||
2024.12.19 20:55:00 | 29 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.19 20:55:00 | filled | 829881536 | ||||
2024.12.23 02:35:00 | 30 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.23 02:35:00 | filled | 829881536 | ||||
2024.12.23 02:55:00 | 31 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.23 02:55:00 | filled | 829881536 | ||||
2024.12.23 02:55:01 | 32 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.23 02:55:01 | filled | 829881536 | ||||
2024.12.23 09:20:00 | 33 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.23 09:20:00 | filled | 829881536 | ||||
2024.12.27 18:45:00 | 34 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.27 18:45:00 | filled | 829881536 | ||||
2024.12.27 22:05:00 | 35 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.27 22:05:00 | filled | 829881536 | ||||
2024.12.31 11:10:00 | 36 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.31 11:10:00 | filled | 829881536 | ||||
2025.01.02 22:05:00 | 37 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.02 22:05:00 | filled | 829881536 | ||||
2025.01.03 15:20:00 | 38 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.03 15:20:00 | filled | 829881536 | ||||
2025.01.03 22:55:00 | 39 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.03 22:55:00 | filled | 829881536 | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.12.02 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.12.02 01:05:00 | 2 | USDJPY# | buy | in | 0.01 | 149.754 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 829881536 |
2024.12.02 01:10:00 | 3 | USDJPY# | sell | out | 0.01 | 149.736 | 3 | 0.00 | 0.00 | -0.18 | 9 999.82 | 829881536 |
2024.12.02 19:25:00 | 4 | USDJPY# | buy | in | 0.01 | 149.430 | 4 | 0.00 | 0.00 | 0.00 | 9 999.82 | 829881536 |
2024.12.03 01:25:00 | 5 | USDJPY# | sell | out | 0.01 | 149.753 | 5 | 0.00 | 0.00 | 3.23 | 10 003.05 | 829881536 |
2024.12.03 03:50:00 | 6 | USDJPY# | buy | in | 0.01 | 149.977 | 6 | 0.00 | 0.00 | 0.00 | 10 003.05 | 829881536 |
2024.12.03 08:05:00 | 7 | USDJPY# | sell | out | 0.01 | 150.019 | 7 | 0.00 | 0.00 | 0.42 | 10 003.47 | 829881536 |
2024.12.04 02:15:00 | 8 | USDJPY# | buy | in | 0.01 | 149.744 | 8 | 0.00 | 0.00 | 0.00 | 10 003.47 | 829881536 |
2024.12.05 00:20:00 | 9 | USDJPY# | sell | out | 0.01 | 150.468 | 9 | 0.00 | 0.00 | 7.24 | 10 010.71 | 829881536 |
2024.12.05 03:35:00 | 10 | USDJPY# | buy | in | 0.01 | 150.652 | 10 | 0.00 | 0.00 | 0.00 | 10 010.71 | 829881536 |
2024.12.05 06:55:00 | 11 | USDJPY# | sell | out | 0.01 | 150.396 | 11 | 0.00 | 0.00 | -2.56 | 10 008.15 | 829881536 |
2024.12.05 15:20:00 | 12 | USDJPY# | sell | in | 0.01 | 150.349 | 12 | 0.00 | 0.00 | 0.00 | 10 008.15 | 829881536 |
2024.12.05 20:25:00 | 13 | USDJPY# | buy | out | 0.01 | 150.253 | 13 | 0.00 | 0.00 | 0.96 | 10 009.11 | 829881536 |
2024.12.06 02:25:00 | 14 | USDJPY# | sell | in | 0.01 | 150.142 | 14 | 0.00 | 0.00 | 0.00 | 10 009.11 | 829881536 |
2024.12.06 08:25:00 | 15 | USDJPY# | buy | out | 0.01 | 149.890 | 15 | 0.00 | 0.00 | 2.52 | 10 011.63 | 829881536 |
2024.12.09 04:25:00 | 16 | USDJPY# | buy | in | 0.01 | 149.988 | 16 | 0.00 | 0.00 | 0.00 | 10 011.63 | 829881536 |
2024.12.09 08:20:00 | 17 | USDJPY# | sell | out | 0.01 | 150.122 | 17 | 0.00 | 0.00 | 1.34 | 10 012.97 | 829881536 |
2024.12.10 01:05:00 | 18 | USDJPY# | buy | in | 0.01 | 151.354 | 18 | 0.00 | 0.00 | 0.00 | 10 012.97 | 829881536 |
2024.12.10 20:45:00 | 19 | USDJPY# | sell | out | 0.01 | 151.938 | 19 | 0.00 | 0.00 | 5.84 | 10 018.81 | 829881536 |
2024.12.11 11:15:00 | 20 | USDJPY# | buy | in | 0.01 | 151.877 | 20 | 0.00 | 0.00 | 0.00 | 10 018.81 | 829881536 |
2024.12.11 15:40:00 | 21 | USDJPY# | sell | out | 0.01 | 152.343 | 21 | 0.00 | 0.00 | 4.66 | 10 023.47 | 829881536 |
2024.12.12 08:50:00 | 22 | USDJPY# | sell | in | 0.01 | 152.479 | 22 | 0.00 | 0.00 | 0.00 | 10 023.47 | 829881536 |
2024.12.12 12:35:00 | 23 | USDJPY# | buy | out | 0.01 | 152.410 | 23 | 0.00 | 0.00 | 0.69 | 10 024.16 | 829881536 |
2024.12.13 02:05:00 | 24 | USDJPY# | buy | in | 0.01 | 152.714 | 24 | 0.00 | 0.00 | 0.00 | 10 024.16 | 829881536 |
2024.12.13 02:15:00 | 25 | USDJPY# | sell | out | 0.01 | 152.699 | 25 | 0.00 | 0.00 | -0.15 | 10 024.01 | 829881536 |
2024.12.16 17:50:00 | 26 | USDJPY# | sell | in | 0.01 | 154.284 | 26 | 0.00 | 0.00 | 0.00 | 10 024.01 | 829881536 |
2024.12.16 21:05:00 | 27 | USDJPY# | buy | out | 0.01 | 154.060 | 27 | 0.00 | 0.00 | 2.24 | 10 026.25 | 829881536 |
2024.12.18 21:05:00 | 28 | USDJPY# | buy | in | 0.01 | 154.371 | 28 | 0.00 | 0.00 | 0.00 | 10 026.25 | 829881536 |
2024.12.19 20:55:00 | 29 | USDJPY# | sell | out | 0.01 | 157.563 | 29 | 0.00 | 0.00 | 31.92 | 10 058.17 | 829881536 |
2024.12.23 02:35:00 | 30 | USDJPY# | buy | in | 0.01 | 156.598 | 30 | 0.00 | 0.00 | 0.00 | 10 058.17 | 829881536 |
2024.12.23 02:55:00 | 31 | USDJPY# | sell | out | 0.01 | 156.629 | 31 | 0.00 | 0.00 | 0.31 | 10 058.48 | 829881536 |
2024.12.23 02:55:01 | 32 | USDJPY# | buy | in | 0.01 | 156.637 | 32 | 0.00 | 0.00 | 0.00 | 10 058.48 | 829881536 |
2024.12.23 09:20:00 | 33 | USDJPY# | sell | out | 0.01 | 156.764 | 33 | 0.00 | 0.00 | 1.27 | 10 059.75 | 829881536 |
2024.12.27 18:45:00 | 34 | USDJPY# | buy | in | 0.01 | 157.657 | 34 | 0.00 | 0.00 | 0.00 | 10 059.75 | 829881536 |
2024.12.27 22:05:00 | 35 | USDJPY# | sell | out | 0.01 | 157.923 | 35 | 0.00 | 0.00 | 2.66 | 10 062.41 | 829881536 |
2024.12.31 11:10:00 | 36 | USDJPY# | buy | in | 0.01 | 156.227 | 36 | 0.00 | 0.00 | 0.00 | 10 062.41 | 829881536 |
2025.01.02 22:05:00 | 37 | USDJPY# | sell | out | 0.01 | 157.632 | 37 | 0.00 | 0.00 | 14.05 | 10 076.46 | 829881536 |
2025.01.03 15:20:00 | 38 | USDJPY# | buy | in | 0.01 | 157.186 | 38 | 0.00 | 0.00 | 0.00 | 10 076.46 | 829881536 |
2025.01.03 22:55:00 | 39 | USDJPY# | sell | out | 0.01 | 157.261 | 39 | 0.00 | 0.00 | 0.75 | 10 077.21 | 829881536 |
0.00 | 0.00 | 77.21 | 10 077.21 | |||||||||