Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 970482902_AUDCAD#_240 | |||||||||||
Symbol: | AUDCAD# | |||||||||||
Period: | H4 (2024.07.08 - 2025.01.04) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=970482902 | ||||||||||||
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: | 765 | Ticks: | 11325007 | Symbols: | 1 | |||||||
Total Net Profit: | 22.22 | Balance Drawdown Absolute: | 23.44 | Equity Drawdown Absolute: | 34.30 | |||||||
Gross Profit: | 46.67 | Balance Drawdown Maximal: | 24.45 (0.24%) | Equity Drawdown Maximal: | 37.04 (0.37%) | |||||||
Gross Loss: | -24.45 | Balance Drawdown Relative: | 0.24% (24.45) | Equity Drawdown Relative: | 0.37% (37.04) | |||||||
Profit Factor: | 1.91 | Expected Payoff: | 3.70 | Margin Level: | 996.57% | |||||||
Recovery Factor: | 0.60 | Sharpe Ratio: | 0.06 | Z-Score: | -0.18 (14.28%) | |||||||
AHPR: | 1.0004 (0.04%) | LR Correlation: | 0.33 | OnTester result: | 0 | |||||||
GHPR: | 1.0004 (0.04%) | LR Standard Error: | 15.15 | |||||||||
Total Trades: | 6 | Short Trades (won %): | 4 (75.00%) | Long Trades (won %): | 2 (50.00%) | |||||||
Total Deals: | 12 | Profit Trades (% of total): | 4 (66.67%) | Loss Trades (% of total): | 2 (33.33%) | |||||||
Largest profit trade: | 28.76 | Largest loss trade: | -13.17 | |||||||||
Average profit trade: | 11.67 | Average loss trade: | -12.23 | |||||||||
Maximum consecutive wins ($): | 3 (45.66) | Maximum consecutive losses ($): | 2 (-24.45) | |||||||||
Maximal consecutive profit (count): | 45.66 (3) | Maximal consecutive loss (count): | -24.45 (2) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
Correlation (Profits,MFE): | 0.93 | Correlation (Profits,MAE): | 0.73 | Correlation (MFE,MAE): | 0.5569 | |||||||
Minimal position holding time: | 64:00:00 | Maximal position holding time: | 1451:57:59 | Average position holding time: | 430:39:39 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.07.11 16:00:00 | 2 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.07.11 16:00:00 | filled | 970482902 | ||||
2024.07.16 08:00:00 | 3 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.07.16 08:00:00 | filled | 970482902 | ||||
2024.07.19 04:00:00 | 4 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.07.19 04:00:00 | filled | 970482902 | ||||
2024.07.29 08:00:00 | 5 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.07.29 08:00:00 | filled | 970482902 | ||||
2024.08.09 08:00:00 | 6 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.08.09 08:00:00 | filled | 970482902 | ||||
2024.08.22 04:00:00 | 7 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.08.22 04:00:00 | filled | 970482902 | ||||
2024.08.27 20:00:00 | 8 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.08.27 20:00:00 | filled | 970482902 | ||||
2024.09.20 20:00:00 | 9 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.09.20 20:00:00 | filled | 970482902 | ||||
2024.09.23 08:00:00 | 10 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.09.23 08:00:00 | filled | 970482902 | ||||
2024.10.08 20:00:00 | 11 | AUDCAD# | buy | 0.01 / 0.01 | 0.00000 | 2024.10.08 20:00:00 | filled | 970482902 | ||||
2024.10.11 12:00:00 | 12 | AUDCAD# | sell | 0.01 / 0.01 | 0.00000 | 2024.10.11 12:00:00 | filled | 970482902 | ||||
2025.01.03 23:57:59 | 13 | AUDCAD# | 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 |
2024.07.08 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.07.11 16:00:00 | 2 | AUDCAD# | sell | in | 0.01 | 0.92372 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 970482902 |
2024.07.16 08:00:00 | 3 | AUDCAD# | buy | out | 0.01 | 0.92271 | 3 | 0.00 | 0.00 | 1.01 | 10 001.01 | 970482902 |
2024.07.19 04:00:00 | 4 | AUDCAD# | buy | in | 0.01 | 0.91853 | 4 | 0.00 | 0.00 | 0.00 | 10 001.01 | 970482902 |
2024.07.29 08:00:00 | 5 | AUDCAD# | sell | out | 0.01 | 0.90536 | 5 | 0.00 | 0.00 | -13.17 | 9 987.84 | 970482902 |
2024.08.09 08:00:00 | 6 | AUDCAD# | sell | in | 0.01 | 0.90502 | 6 | 0.00 | 0.00 | 0.00 | 9 987.84 | 970482902 |
2024.08.22 04:00:00 | 7 | AUDCAD# | buy | out | 0.01 | 0.91630 | 7 | 0.00 | 0.00 | -11.28 | 9 976.56 | 970482902 |
2024.08.27 20:00:00 | 8 | AUDCAD# | buy | in | 0.01 | 0.91252 | 8 | 0.00 | 0.00 | 0.00 | 9 976.56 | 970482902 |
2024.09.20 20:00:00 | 9 | AUDCAD# | sell | out | 0.01 | 0.92388 | 9 | 0.00 | 0.00 | 11.36 | 9 987.92 | 970482902 |
2024.09.23 08:00:00 | 10 | AUDCAD# | sell | in | 0.01 | 0.92638 | 10 | 0.00 | 0.00 | 0.00 | 9 987.92 | 970482902 |
2024.10.08 20:00:00 | 11 | AUDCAD# | buy | out | 0.01 | 0.92084 | 11 | 0.00 | 0.00 | 5.54 | 9 993.46 | 970482902 |
2024.10.11 12:00:00 | 12 | AUDCAD# | sell | in | 0.01 | 0.92733 | 12 | 0.00 | 0.00 | 0.00 | 9 993.46 | 970482902 |
2025.01.03 23:57:59 | 13 | AUDCAD# | buy | out | 0.01 | 0.89857 | 13 | 0.00 | 0.00 | 28.76 | 10 022.22 | end of test |
0.00 | 0.00 | 22.22 | 10 022.22 | |||||||||