Strategy Tester Report
FusionMarkets-Live (Build 3280)
Settings
Expert: V136-Strategy_0_749
Symbol: AUDJPY
Period: Daily (1990.01.01 - 2022.05.08)
Inputs: CustomComment=Strategy 0.749
MagicNumber=11111
BarOpensPeriod1=500
ADXRisingPeriod1=14
MoveSL2BECoef1=1.5
StopLossCoef1=6.9
TrailingStopCoef1=4
smm=----------- Money Management - Fixed Amount -----------
UseMoneyManagement=true
mmRiskedMoney=500
mmDecimals=2
mmLotsIfNoMM=0.01
mmMaxLots=10
sdtw=----------- Dont Trade On Weekends -----------
DontTradeOnWeekends=false
FridayCloseTime=00:38
SundayOpenTime=00:38
seod=----------- Exit At End Of Day -----------
ExitAtEndOfDay=false
EODExitTime=23:04
seof=----------- Exit On Friday -----------
ExitOnFriday=false
FridayExitTime=22:00
sltr=----------- Limit Time Range -----------
LimitTimeRange=false
SignalTimeRangeFrom=08:00
SignalTimeRangeTo=16:00
ExitAtEndOfRange=false
OrderTypeToExit=0
smmmdfmp=----------- Max distance from market price -----------
LimitMaxDistanceFromMarketPrice=false
MaxDistanceFromMarketPct=6
smtpd=----------- Max Trades Per Day -----------
MaxTradesPerDay=1
smmslpt=----------- Min/Max SL/PT -----------
MinimumSL=0
MinimumPT=0
MaximumSL=0
MaximumPT=0
slts=----------- Use Tick size from SQ (for CFDs) -----------
UseSQTickSize=false
MainChartTickSizeSQ=0.01
tradeInSessionHoursOnly=true
MAX_ORDER_RETRIES=20
OpenBarDelay=30
slex=----------- Order expiration time (for stocks) -----------
ExpirationTime=0
ModifyInsteadOfReplacing=false
Company: Fusion Markets Pty Ltd
Currency: AUD
Initial Deposit: 100 000.00
Leverage: 1:100
Results
History Quality: 6%
Bars: 6449 Ticks: 2230408 Symbols: 1
Total Net Profit: 174.95 Balance Drawdown Absolute: 0.14 Equity Drawdown Absolute: 173.52
Gross Profit: 175.27 Balance Drawdown Maximal: 0.18 (0.00%) Equity Drawdown Maximal: 900.90 (0.89%)
Gross Loss: -0.32 Balance Drawdown Relative: 0.00% (0.18) Equity Drawdown Relative: 0.89% (900.90)
Profit Factor: 547.72 Expected Payoff: 87.64 Margin Level: 125064.45%
Recovery Factor: 0.19 Sharpe Ratio: 0.01 Z-Score: 0.00 (0.00%)
AHPR: 1.0009 (0.09%) LR Correlation: 0.94 OnTester result: 0
GHPR: 1.0009 (0.09%) LR Standard Error: 21.48
Total Trades: 2 Short Trades (won %): 1 (100.00%) Long Trades (won %): 1 (100.00%)
Total Deals: 4 Profit Trades (% of total): 2 (100.00%) Loss Trades (% of total): 0 (0.00%)
Largest profit trade: 113.96 Largest loss trade: 0.00
Average profit trade: 87.64 Average loss trade: 0.00
Maximum consecutive wins ($): 2 (175.27) Maximum consecutive losses ($): 0 (0.00)
Maximal consecutive profit (count): 175.27 (2) Maximal consecutive loss (count): 0.00 (0)
Average consecutive wins: 2 Average consecutive losses: 0
Graph
Graph
Correlation (Profits,MFE): -1.00 Correlation (Profits,MAE): 1.00 Correlation (MFE,MAE): -1.0000
Graph
Minimal position holding time: 691:00:40 Maximal position holding time: 2150:51:40 Average position holding time: 1420:56:10
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2020.03.02 01:00:002AUDJPYsell0.06 / 0.060.00075.0412020.03.02 01:00:00filledStrategy 0.749
2020.04.09 20:00:403AUDJPYbuy0.06 / 0.060.0002020.04.09 20:00:40filledsl 68.743
2021.02.15 00:30:004AUDJPYbuy0.08 / 0.080.00077.3272021.02.15 00:30:00filledStrategy 0.749
2021.06.18 15:21:405AUDJPYsell0.08 / 0.080.0002021.06.18 15:21:40filledsl 82.714
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
1990.01.01 00:00:001balance0.000.00100 000.00100 000.00
2020.03.02 01:00:002AUDJPYsellin0.0669.5592-0.140.000.0099 999.86Strategy 0.749
2020.04.09 20:00:403AUDJPYbuyout0.0668.7433-0.14-9.7771.22100 061.17sl 68.743
2021.02.15 00:30:004AUDJPYbuyin0.0881.5214-0.180.000.00100 060.99Strategy 0.749
2021.06.18 15:21:405AUDJPYsellout0.0882.7145-0.18-1.25115.39100 174.95sl 82.714
-0.64 -11.02 186.61 100 174.95