Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
| Expert: | 876668743_USDJPY#_5 | |||||||||||
| Symbol: | USDJPY# | |||||||||||
| Period: | M5 (2024.12.05 - 2025.01.07) | |||||||||||
| Inputs: | Entry_Amount=0.01 | |||||||||||
| Stop_Loss= | ||||||||||||
| Take_Profit= | ||||||||||||
| Magic_Number=876668743 | ||||||||||||
| 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: | 5762 | Ticks: | 2409182 | Symbols: | 1 | |||||||
| Total Net Profit: | 31.39 | Balance Drawdown Absolute: | 0.03 | Equity Drawdown Absolute: | 7.70 | |||||||
| Gross Profit: | 39.63 | Balance Drawdown Maximal: | 8.19 (0.08%) | Equity Drawdown Maximal: | 14.13 (0.14%) | |||||||
| Gross Loss: | -8.24 | Balance Drawdown Relative: | 0.08% (8.19) | Equity Drawdown Relative: | 0.14% (14.13) | |||||||
| Profit Factor: | 4.81 | Expected Payoff: | 3.14 | Margin Level: | 999.23% | |||||||
| Recovery Factor: | 2.22 | Sharpe Ratio: | 2.37 | Z-Score: | 1.47 (85.84%) | |||||||
| AHPR: | 1.0003 (0.03%) | LR Correlation: | 0.94 | OnTester result: | 0 | |||||||
| GHPR: | 1.0003 (0.03%) | LR Standard Error: | 4.56 | |||||||||
| Total Trades: | 10 | Short Trades (won %): | 5 (80.00%) | Long Trades (won %): | 5 (80.00%) | |||||||
| Total Deals: | 20 | Profit Trades (% of total): | 8 (80.00%) | Loss Trades (% of total): | 2 (20.00%) | |||||||
| Largest profit trade: | 8.90 | Largest loss trade: | -8.19 | |||||||||
| Average profit trade: | 4.95 | Average loss trade: | -4.12 | |||||||||
| Maximum consecutive wins ($): | 5 (31.46) | Maximum consecutive losses ($): | 1 (-8.19) | |||||||||
| Maximal consecutive profit (count): | 31.46 (5) | Maximal consecutive loss (count): | -8.19 (1) | |||||||||
| Average consecutive wins: | 3 | Average consecutive losses: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.76 | Correlation (Profits,MAE): | 0.86 | Correlation (MFE,MAE): | 0.6250 | |||||||
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| Minimal position holding time: | 0:15:00 | Maximal position holding time: | 15:10:00 | Average position holding time: | 8:06:59 | |||||||
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Orders | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2024.12.06 16:20:00 | 2 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.06 16:20:00 | filled | 876668743 | ||||
| 2024.12.09 02:30:00 | 3 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.09 02:30:00 | filled | 876668743 | ||||
| 2024.12.11 12:00:00 | 4 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.11 12:00:00 | filled | 876668743 | ||||
| 2024.12.11 20:55:00 | 5 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.11 20:55:00 | filled | 876668743 | ||||
| 2024.12.18 21:35:00 | 6 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.18 21:35:00 | filled | 876668743 | ||||
| 2024.12.19 04:55:00 | 7 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.19 04:55:00 | filled | 876668743 | ||||
| 2024.12.19 05:30:00 | 8 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.19 05:30:00 | filled | 876668743 | ||||
| 2024.12.19 08:40:00 | 9 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.19 08:40:00 | filled | 876668743 | ||||
| 2024.12.19 09:30:00 | 10 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.19 09:30:00 | filled | 876668743 | ||||
| 2024.12.19 16:20:00 | 11 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.19 16:20:00 | filled | 876668743 | ||||
| 2024.12.20 03:35:00 | 12 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.20 03:35:00 | filled | 876668743 | ||||
| 2024.12.20 15:35:00 | 13 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.20 15:35:00 | filled | 876668743 | ||||
| 2024.12.30 17:15:00 | 14 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.30 17:15:00 | filled | 876668743 | ||||
| 2024.12.31 03:30:00 | 15 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.31 03:30:00 | filled | 876668743 | ||||
| 2025.01.02 08:50:00 | 16 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.02 08:50:00 | filled | 876668743 | ||||
| 2025.01.03 00:00:00 | 17 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.03 00:00:00 | filled | 876668743 | ||||
| 2025.01.06 13:50:00 | 18 | USDJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.06 13:50:00 | filled | 876668743 | ||||
| 2025.01.06 14:05:00 | 19 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.06 14:05:00 | filled | 876668743 | ||||
| 2025.01.06 16:55:00 | 20 | USDJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.06 16:55:00 | filled | 876668743 | ||||
| 2025.01.06 23:59:59 | 21 | 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 |
| 2024.12.05 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2024.12.06 16:20:00 | 2 | USDJPY# | sell | in | 0.01 | 149.779 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 876668743 |
| 2024.12.09 02:30:00 | 3 | USDJPY# | buy | out | 0.01 | 149.777 | 3 | 0.00 | 0.00 | 0.02 | 10 000.02 | 876668743 |
| 2024.12.11 12:00:00 | 4 | USDJPY# | buy | in | 0.01 | 152.684 | 4 | 0.00 | 0.00 | 0.00 | 10 000.02 | 876668743 |
| 2024.12.11 20:55:00 | 5 | USDJPY# | sell | out | 0.01 | 152.679 | 5 | 0.00 | 0.00 | -0.05 | 9 999.97 | 876668743 |
| 2024.12.18 21:35:00 | 6 | USDJPY# | buy | in | 0.01 | 154.433 | 6 | 0.00 | 0.00 | 0.00 | 9 999.97 | 876668743 |
| 2024.12.19 04:55:00 | 7 | USDJPY# | sell | out | 0.01 | 155.094 | 7 | 0.00 | 0.00 | 6.61 | 10 006.58 | 876668743 |
| 2024.12.19 05:30:00 | 8 | USDJPY# | buy | in | 0.01 | 155.214 | 8 | 0.00 | 0.00 | 0.00 | 10 006.58 | 876668743 |
| 2024.12.19 08:40:00 | 9 | USDJPY# | sell | out | 0.01 | 155.654 | 9 | 0.00 | 0.00 | 4.40 | 10 010.98 | 876668743 |
| 2024.12.19 09:30:00 | 10 | USDJPY# | buy | in | 0.01 | 156.486 | 10 | 0.00 | 0.00 | 0.00 | 10 010.98 | 876668743 |
| 2024.12.19 16:20:00 | 11 | USDJPY# | sell | out | 0.01 | 157.155 | 11 | 0.00 | 0.00 | 6.69 | 10 017.67 | 876668743 |
| 2024.12.20 03:35:00 | 12 | USDJPY# | sell | in | 0.01 | 157.387 | 12 | 0.00 | 0.00 | 0.00 | 10 017.67 | 876668743 |
| 2024.12.20 15:35:00 | 13 | USDJPY# | buy | out | 0.01 | 156.497 | 13 | 0.00 | 0.00 | 8.90 | 10 026.57 | 876668743 |
| 2024.12.30 17:15:00 | 14 | USDJPY# | sell | in | 0.01 | 156.931 | 14 | 0.00 | 0.00 | 0.00 | 10 026.57 | 876668743 |
| 2024.12.31 03:30:00 | 15 | USDJPY# | buy | out | 0.01 | 156.445 | 15 | 0.00 | 0.00 | 4.86 | 10 031.43 | 876668743 |
| 2025.01.02 08:50:00 | 16 | USDJPY# | sell | in | 0.01 | 156.751 | 16 | 0.00 | 0.00 | 0.00 | 10 031.43 | 876668743 |
| 2025.01.03 00:00:00 | 17 | USDJPY# | buy | out | 0.01 | 157.570 | 17 | 0.00 | 0.00 | -8.19 | 10 023.24 | 876668743 |
| 2025.01.06 13:50:00 | 18 | USDJPY# | sell | in | 0.01 | 157.335 | 18 | 0.00 | 0.00 | 0.00 | 10 023.24 | 876668743 |
| 2025.01.06 14:05:00 | 19 | USDJPY# | buy | out | 0.01 | 156.904 | 19 | 0.00 | 0.00 | 4.31 | 10 027.55 | 876668743 |
| 2025.01.06 16:55:00 | 20 | USDJPY# | buy | in | 0.01 | 157.183 | 20 | 0.00 | 0.00 | 0.00 | 10 027.55 | 876668743 |
| 2025.01.06 23:59:59 | 21 | USDJPY# | sell | out | 0.01 | 157.567 | 21 | 0.00 | 0.00 | 3.84 | 10 031.39 | end of test |
| 0.00 | 0.00 | 31.39 | 10 031.39 | |||||||||