Strategy Tester Report
Holy Grail Deep Neural Network Recurrent
ICMarkets-Demo01 (Build 1260)

SymbolEURUSD (Euro vs US Dollar)
Period4 Hours (H4) 2015.02.08 22:00 - 2020.02.07 21:59 (2019.01.01 - 2020.02.05)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersSL_prev_Avoid=5; StopLoss=75; Filter_spread=false; MaxSpread=20; AvoidNews=false; MinimumImpact=3; MinsBeforeNews=15; MinsAfterNews=30; ContinueTrading=true; value_1=0.6; value_2=0.6; value_3=0.6; TAKEPROFITPIPS=35; MAX_SLIPPAGE=10; MAX_SPREAD=20; RISK=1; GRAPHICAL_INTERFACE=true; Parmeters_Spread="Parametros de Spread"; SymSpread=10; Parmeters_Stop_Loos="Parametros de Stop Loos"; bets=6; betb=6; betc=18; col1=75; col2=25; per1=0; per2=0; per3=0; per4=0; per5=0; per6=0; per7=0; opero=0; opero4=0; men1=0; men2=0; parameterer="paramerros del neuronon"; azz1=0.6; azz2=0.76; azz3=0.82; axx1=0.61; axx2=0.62; axx3=0.6; arte=0; perceptron17="perceptron CCI_1 especial"; period_cci=32; xCCI_11=73; xCCI_12=62; xCCI_13=69; xCCI_14=110; xCCI_15=1; xCCI_16=7; xCCI_17=1; xCCI_18=138; min_cci=20; max_cci=100; perce1015=27; perce1015a=23; perceptron7="perceptron RSI_a comun"; xrsi_a1=161; xrsi_a2=162; xrsi_a3=153; xrsi_a4=136; xrsi_a5=17; xrsi_a6=113; xrsi_a7=193; xrsi_a8=161; max_rsi=0; min_rsi=0; rsi1=13; perce1005=2; perce1005a=24; ap1=1; ap5=1; ap15=1; ap60=1; ap240=1; ap1440=1; ap10080=1; ap43200=1; perceptron11="perceptron adx_0 especial"; dx=17; xadx_01=7; xadx_02=132; xadx_03=169; xadx_04=170; xadx_05=176; xadx_06=185; xadx_07=21; xadx_08=27; min_adx0=-102; max_adx0=11; perce1009=10; perce1009a=6; perceptron12="perceptron adx_1 especial"; xadx_11=107; xadx_12=173; xadx_13=44; xadx_14=151; xadx_15=53; xadx_16=10; xadx_17=120; xadx_18=27; perce1010=8; perce1010a=15; perceptron13="perceptron adx_2 especial"; xadx_21=189; xadx_22=97; xadx_23=48; xadx_24=115; xadx_25=174; xadx_26=31; xadx_27=25; xadx_28=48; perce1011=15; perce1011a=19; weightneural0=-0.751; weightneural1=-0.9; weightneural2=-0.609; weightneural3=-0.835; weightneural4=-0.823; weightneural5=-0.336; weightneural6=0.52; weightneural7=0.762; weightneural8=-0.712; weightneural9=0.345; weightneural10=0.869; weightneural11=-0.835; weightneural12=0.45; weightneural13=-0.408; weightneural14=0.457; weightneural15=-0.515; cel_neural0=0.557; cel_neural1=-0.831; cel_neural2=-0.493; cel_neural3=0.719; cel_neura101=0.231; cel_neura102=0.121; weightneural40=0.797; weightneural41=-0.9; weightneural42=0.237; weightneural43=0.78; weightneural44=-0.488; weightneural45=-0.676; weightneural46=0.728; weightneural47=0.782; weightneural48=-0.529; weightneural49=0.712; weightneural50=-0.346; weightneural51=0.716; weightneural52=0.967; weightneural53=0.534; weightneural54=-0.701; weightneural55=-0.36; weightneural56=-0.55; weightneural57=-0.985; weightneural58=-0.829; weightneural59=-0.743; cel_neural4=-0.909; cel_neural5=0.764; cel_neural6=0.69; cel_neural7=0.605; cel_neural8=0.009; cel_neura103=0.521; cel_neura104=-0.12; weightneural60=-0.086; weightneural61=-0.502; weightneural62=-0.348; weightneural63=0.093; weightneural64=0.48; weightneural65=0.987; weightneural66=-0.876; weightneural67=0.527; weightneural68=0.295; weightneural69=-0.15; weightneural70=-1; weightneural71=-1; weightneural72=-1; weightneural73=-0.984; weightneural74=0.807; cel_neural9=0.356; cel_neural10=0.884; cel_neural11=0.521; cel_neura105=-0.12; cel_neura106=-0.12; expertcomment=""; numorder_magic=32172;
Bars in test8056Ticks modelled145472699Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread2
Total net profit3781.56Gross profit7564.08Gross loss-3782.52
Profit factor2.00Expected payoff41.56
Absolute drawdown505.42Maximal drawdown1047.87 (8.89%)Relative drawdown8.89% (1047.87)
Total trades91Short positions (won %)38 (73.68%)Long positions (won %)53 (60.38%)
Profit trades (% of total)60 (65.93%)Loss trades (% of total)31 (34.07%)
Largestprofit trade607.89loss trade-406.36
Averageprofit trade126.07loss trade-122.02
Maximumconsecutive wins (profit in money)7 (566.03)consecutive losses (loss in money)5 (-587.58)
Maximalconsecutive profit (count of wins)832.73 (4)consecutive loss (count of losses)-587.58 (5)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12019.01.03 04:40sell10.331.136660.000000.00000
22019.01.03 20:00close10.331.139160.000000.00000-82.509917.50
32019.01.03 20:00buy20.331.139160.000000.00000
42019.01.07 00:00close20.331.141020.000000.0000055.439972.93
52019.01.07 04:00sell30.331.142250.000000.00000
62019.01.22 00:00close30.331.136890.000000.00000201.0910174.01
72019.01.22 00:00buy40.331.136890.000000.00000
82019.01.25 00:00close40.331.131270.000000.00000-200.349973.67
92019.01.25 14:45sell50.331.138210.000000.00000
102019.01.29 04:00close50.331.142970.000000.00000-153.859819.82
112019.01.29 04:00buy60.331.142970.000000.00000
122019.01.30 20:00close60.331.149200.000000.00000202.6110022.43
132019.01.30 20:00sell70.331.149200.000000.00000
142019.02.01 16:00close70.331.146880.000000.0000083.0110105.44
152019.02.01 16:20buy80.341.147520.000000.00000
162019.02.04 12:00close80.341.145180.000000.00000-82.6310022.82
172019.02.04 12:00sell90.341.145180.000000.00000
182019.02.08 08:00close90.341.134030.000000.00000389.0810411.89
192019.02.08 08:00buy100.331.134030.000000.00000
202019.02.11 00:00close100.331.132390.000000.00000-57.1010354.80
212019.02.19 00:00buy110.351.131170.000000.00000
222019.02.19 16:00close110.351.133380.000000.0000077.3510432.15
232019.02.20 00:00buy120.351.134010.000000.00000
242019.02.20 16:00close120.351.134920.000000.0000031.8510464.00
252019.02.20 17:48sell130.351.136580.000000.00000
262019.02.21 16:00close130.351.134750.000000.0000069.1810533.18
272019.02.21 16:00buy140.351.134750.000000.00000
282019.02.25 00:00close140.351.134210.000000.00000-25.2110507.97
292019.02.25 11:18sell150.351.136200.000000.00000
302019.03.11 00:00close150.351.123170.000000.00000480.0110987.98
312019.03.11 00:00buy160.351.123170.000000.00000
322019.03.11 08:00close160.351.124860.000000.0000059.1511047.13
332019.03.14 20:00buy170.371.130240.000000.00000
342019.03.15 08:00close170.371.132540.000000.0000081.7611128.89
352019.03.15 08:00sell180.371.132540.000000.00000
362019.03.19 08:00close180.371.134730.000000.00000-77.4111051.48
372019.03.19 08:01buy190.371.134760.000000.00000
382019.03.19 20:00close190.371.135800.000000.0000038.4811089.96
392019.03.19 20:01sell200.371.135660.000000.00000
402019.03.20 08:00close200.371.134540.000000.0000043.2511133.21
412019.03.20 08:00buy210.371.134540.000000.00000
422019.03.20 12:00close210.371.135770.000000.0000045.5111178.72
432019.03.20 12:30sell220.371.136210.000000.00000
442019.03.26 12:00close220.371.131080.000000.00000200.6711379.38
452019.03.26 12:00buy230.371.131080.000000.00000
462019.03.27 12:00close230.371.128070.000000.00000-114.7111264.68
472019.03.29 04:00buy240.381.122850.000000.00000
482019.04.01 04:00close240.381.123210.000000.0000010.2511274.93
492019.04.08 04:05sell250.381.122950.000000.00000
502019.04.15 00:00close250.381.130310.000000.00000-266.6711008.26
512019.04.15 02:34buy260.371.131290.000000.00000
522019.04.15 04:00close260.371.131110.000000.00000-6.6611001.60
532019.04.15 04:00sell270.371.131110.000000.00000
542019.04.24 00:00close270.371.122410.000000.00000338.1811339.78
552019.04.24 00:00buy280.371.122410.000000.00000
562019.04.29 00:00close280.371.114940.000000.00000-293.0811046.70
572019.04.30 08:00buy290.371.118620.000000.00000
582019.04.30 12:00close290.371.121990.000000.00000124.6911171.39
592019.05.01 09:01sell300.371.122990.000000.00000
602019.05.13 08:00close300.371.122980.000000.0000022.0811193.48
612019.05.13 08:00buy310.371.122980.000000.00000
622019.05.14 04:00close310.371.123930.000000.0000031.8111225.29
632019.05.14 04:00sell320.371.123930.000000.00000
642019.05.17 08:00close320.371.117720.000000.00000238.8211464.10
652019.05.17 08:00buy330.371.117720.000000.00000
662019.05.20 00:00close330.371.116460.000000.00000-49.9611414.15
672019.05.27 05:23sell340.381.121020.000000.00000
682019.06.18 16:00close340.381.119600.000000.0000094.8411508.99
692019.06.18 16:00buy350.381.119600.000000.00000
702019.06.19 08:00close350.381.120020.000000.0000012.5311521.52
712019.06.19 09:30sell360.381.120160.000000.00000
722019.07.16 04:00close360.381.125990.000000.00000-171.3711350.15
732019.07.16 05:23buy370.381.125890.000000.00000
742019.07.17 16:00close370.381.123070.000000.00000-110.5911239.56
752019.07.18 04:00sell380.371.123930.000000.00000
762019.07.18 08:00close380.371.123910.000000.000000.7411240.30
772019.07.18 08:00buy390.371.123910.000000.00000
782019.07.18 20:00close390.371.127540.000000.00000134.3111374.61
792019.07.18 20:08sell400.381.127440.000000.00000
802019.07.29 12:00close400.381.111910.000000.00000606.8611981.48
812019.07.29 12:00buy410.381.111910.000000.00000
822019.07.29 16:00close410.381.114300.000000.0000090.8212072.30
832019.07.31 08:00buy420.401.115250.000000.00000
842019.08.01 16:00close420.401.106060.000000.00000-378.4211693.87
852019.08.05 14:15sell430.391.119670.000000.00000
862019.08.09 00:00close430.391.118630.000000.0000052.0011745.88
872019.08.09 00:00buy440.391.118630.000000.00000
882019.08.09 04:00close440.391.119590.000000.0000037.4411783.32
892019.08.09 16:43sell450.391.121390.000000.00000
902019.08.19 00:00close450.391.109200.000000.00000490.6712273.98
912019.08.19 00:00buy460.391.109200.000000.00000
922019.08.19 08:00close460.391.110390.000000.0000046.4112320.39
932019.08.19 12:00buy470.411.110290.000000.00000
942019.08.20 04:00close470.411.108690.000000.00000-69.3012251.09
952019.08.21 04:00buy480.411.109540.000000.00000
962019.08.21 12:00close480.411.110270.000000.0000029.9312281.02
972019.08.23 17:37sell490.411.114290.000000.00000
982019.08.27 04:00close490.411.110150.000000.00000173.7512454.77
992019.08.27 04:00buy500.411.110150.000000.00000
1002019.08.29 00:00close500.411.108560.000000.00000-79.9812374.79
1012019.08.29 00:09sell510.411.108410.000000.00000
1022019.09.03 12:00close510.411.093730.000000.00000607.8912982.69
1032019.09.03 12:00buy520.411.093730.000000.00000
1042019.09.03 16:00close520.411.096680.000000.00000120.9513103.64
1052019.09.05 20:00buy530.441.103600.000000.00000
1062019.09.06 08:00close530.441.104660.000000.0000042.6713146.31
1072019.09.08 21:00buy540.441.102620.000000.00000
1082019.09.09 04:00close540.441.102700.000000.00000-0.4513145.86
1092019.09.11 04:00buy550.441.104980.000000.00000
1102019.09.11 20:00close550.441.101020.000000.00000-174.2412971.62
1112019.09.19 20:00buy560.431.104420.000000.00000
1122019.09.20 04:00close560.431.105630.000000.0000048.1513019.77
1132019.09.24 16:00buy570.431.099910.000000.00000
1142019.09.24 20:00close570.431.101710.000000.0000077.4013097.17
1152019.09.27 20:00buy580.441.094150.000000.00000
1162019.10.01 16:00close580.441.093120.000000.00000-53.2613043.91
1172019.10.03 16:01sell590.431.098900.000000.00000
1182019.10.09 16:00close590.431.097790.000000.0000056.1413100.05
1192019.10.09 16:00buy600.431.097790.000000.00000
1202019.10.10 08:00close600.431.101600.000000.00000152.1913252.25
1212019.10.10 10:58sell610.441.102580.000000.00000
1222019.10.14 20:00close610.441.102540.000000.000006.0613258.31
1232019.10.14 20:04buy620.441.102520.000000.00000
1242019.10.15 04:00close620.441.103200.000000.0000025.9513284.26
1252019.10.15 04:39sell630.441.102990.000000.00000
1262019.10.18 00:00close630.441.112470.000000.00000-406.3612877.90
1272019.10.18 00:00buy640.441.112470.000000.00000
1282019.10.18 12:00close640.441.114300.000000.0000080.5212958.42
1292019.10.18 13:25sell650.431.114350.000000.00000
1302019.10.22 16:00close650.431.113780.000000.0000028.7212987.14
1312019.10.22 16:19buy660.431.114210.000000.00000
1322019.10.25 08:00close660.431.111330.000000.00000-143.2312843.90
1332019.10.25 08:23sell670.431.111760.000000.00000
1342019.11.12 20:00close670.431.101180.000000.00000488.5813332.49
1352019.11.12 20:00buy680.431.101180.000000.00000
1362019.11.14 00:00close680.431.100960.000000.00000-24.9713307.51
1372019.11.14 00:10sell690.441.100980.000000.00000
1382019.11.20 00:00close690.441.107830.000000.00000-292.7913014.72
1392019.11.20 00:52buy700.431.107830.000000.00000
1402019.11.20 12:00close700.431.105650.000000.00000-93.7412920.98
1412019.11.20 12:38sell710.431.105980.000000.00000
1422019.11.22 12:00close710.431.106490.000000.00000-13.5212907.46
1432019.11.22 12:35buy720.431.105940.000000.00000
1442019.11.25 00:00close720.431.102250.000000.00000-162.5512744.91
1452019.11.25 02:16sell730.421.102470.000000.00000
1462019.11.27 00:00close730.421.102220.000000.0000014.6112759.52
1472019.11.27 00:00buy740.421.102220.000000.00000
1482019.11.27 08:00close740.421.100770.000000.00000-60.9012698.62
1492019.12.02 04:00buy750.421.101800.000000.00000
1502019.12.02 16:00close750.421.107070.000000.00000221.3412919.96
1512019.12.02 16:53sell760.431.107780.000000.00000
1522019.12.03 12:00close760.431.107520.000000.0000013.2812933.24
1532019.12.03 12:00buy770.431.107520.000000.00000
1542019.12.05 00:00close770.431.108240.000000.0000015.4512948.69
1552019.12.05 01:17sell780.431.108110.000000.00000
1562019.12.11 04:00close780.431.109250.000000.00000-40.6112908.08
1572019.12.11 04:00buy790.431.109250.000000.00000
1582019.12.11 20:00close790.431.113940.000000.00000201.6713109.75
1592019.12.11 20:17sell800.441.113770.000000.00000
1602019.12.18 12:00close800.441.112800.000000.0000057.7413167.49
1612019.12.18 13:08buy810.441.111920.000000.00000
1622019.12.19 04:00close810.441.112990.000000.0000035.1713202.66
1632019.12.19 04:00sell820.441.112990.000000.00000
1642020.01.09 08:00close820.441.111540.000000.00000108.9813311.65
1652020.01.09 08:00buy830.441.111540.000000.00000
1662020.01.10 00:00close830.441.110920.000000.00000-31.2513280.40
1672020.01.10 17:11sell840.441.112350.000000.00000
1682020.01.13 12:00close840.441.112060.000000.0000014.9113295.31
1692020.01.13 12:00buy850.441.112060.000000.00000
1702020.01.13 16:00close850.441.113300.000000.0000054.5613349.87
1712020.01.13 16:15sell860.441.113900.000000.00000
1722020.01.15 00:00close860.441.112780.000000.0000053.5813403.45
1732020.01.15 00:00buy870.441.112780.000000.00000
1742020.01.15 04:00close870.441.113030.000000.0000011.0013414.45
1752020.01.15 04:00sell880.451.113030.000000.00000
1762020.01.22 16:00close880.451.107560.000000.00000261.5513676.00
1772020.01.22 16:00buy890.451.107560.000000.00000
1782020.01.22 20:00close890.451.109180.000000.0000072.9013748.90
1792020.01.29 16:00buy900.461.099920.000000.00000
1802020.01.29 20:00close900.461.102040.000000.0000097.5213846.42
1812020.01.31 16:00sell910.461.108050.000000.00000
1822020.01.31 21:59close at stop910.461.109460.000000.00000-64.8613781.56