https://robotwealth.com/getting-started-neural-networks-algorithmic-trading/

WFA Test PerceptronV100 EURUSD

Simulated account   AssetsFix 
Bar period          1 hour (avg 86 min)
Simulation period   2014-01-08..2016-12-30 (18208 bars)
Test period         2015-07-06..2016-12-30 (9105 bars)
Lookback period     100 bars (4 days)
WFO test cycles     4 x 2276 bars (19 weeks)
Training cycles     5 x 9103 bars (78 weeks)
Montecarlo cycles   200
Simulation mode     Realistic (slippage 0.0 sec)
Avg bar             9.0 pips range
Spread              0.0 pips (roll 0.00/0.00)
Contracts per lot   1000.0

Gross win/loss      627$ / -505$ (+1393p)
Average profit      82.24$/year, 6.85$/month, 0.32$/day
Max drawdown        -46.39$ 37.9% (MAE -47.85$ 39.1%)
Total down time     88% (TAE 31%)
Max down time       7 weeks from Dec 2015
Max open margin     2.56$
Max open risk       10.24$
Trade volume        575122$ (386798$/year)
Transaction costs   0$ spr, 0$ slp, 0$ rol
Capital required    68.46$

Number of trades    593 (399/year, 8/week, 2/day)
Percent winning     51.3%
Max win/loss        30.52$ / -11.34$
Avg trade profit    0.21$ 2.3p (+23.5p / -19.9p)
Avg trade slippage  0$ 0.0p (+0.0p / -0.0p)
Avg trade bars      5 (+5 / -5)
Max trade bars      7 (7 hours)
Time in market      39%
Max open trades     1
Max loss streak     8 (uncorrelated 9)

Annual return       120%
Profit factor       1.24 (PRR 1.11)
Sharpe ratio        1.44
Kelly criterion     1.73
R2 coefficient      0.864
Ulcer index         12.6%

Confidence level     AR   DDMax  Capital

 10%                138%    40   59.72$
 20%                122%    46   67.44$
 30%                113%    49   72.61$
 40%                105%    53   78.37$
 50%                 97%    58   85.08$
 60%                 91%    62   90.56$
 70%                 84%    67   97.38$
 80%                 76%    74   108$
 90%                 64%    89   129$
 95%                 52%   109   158$
100%                 41%   138   199$

Portfolio analysis  OptF  ProF  Win/Loss  Wgt%  Cycles

EURUSD              .057  1.24  304/289  100.0  /X//
EURUSD:L            .062  1.31  145/153   69.5  ///.
EURUSD:S            .050  1.16  159/136   30.5  /\//