Strategy Tester Report
FusionMarkets-Live (Build 3280)
Settings
Expert: V136-Strategy_0_4076
Symbol: AUDJPY
Period: Daily (1990.01.01 - 2022.05.08)
Inputs: CustomComment=Strategy 0.4076
MagicNumber=11111
BarOpensPeriod1=450
ADXRisingPeriod1=14
StopLossCoef1=6.8
TrailingStopCoef1=4
TrailingActCef1=9.5
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: 470.80 Balance Drawdown Absolute: 454.87 Equity Drawdown Absolute: 875.84
Gross Profit: 925.67 Balance Drawdown Maximal: 454.87 (0.45%) Equity Drawdown Maximal: 1 828.30 (1.81%)
Gross Loss: -454.87 Balance Drawdown Relative: 0.45% (454.87) Equity Drawdown Relative: 1.81% (1 828.30)
Profit Factor: 2.04 Expected Payoff: 235.40 Margin Level: 110137.96%
Recovery Factor: 0.26 Sharpe Ratio: 0.01 Z-Score: 0.00 (0.00%)
AHPR: 1.0024 (0.24%) LR Correlation: 0.87 OnTester result: 0
GHPR: 1.0024 (0.24%) LR Standard Error: 563.44
Total Trades: 2 Short Trades (won %): 1 (0.00%) Long Trades (won %): 1 (100.00%)
Total Deals: 4 Profit Trades (% of total): 1 (50.00%) Loss Trades (% of total): 1 (50.00%)
Largest profit trade: 925.67 Largest loss trade: -454.53
Average profit trade: 925.67 Average loss trade: -454.87
Maximum consecutive wins ($): 1 (925.67) Maximum consecutive losses ($): 1 (-454.53)
Maximal consecutive profit (count): 925.67 (1) Maximal consecutive loss (count): -454.53 (1)
Average consecutive wins: 1 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 1.00 Correlation (Profits,MAE): 1.00 Correlation (MFE,MAE): 1.0000
Graph
Minimal position holding time: 1600:00:40 Maximal position holding time: 7481:31:40 Average position holding time: 4540:46:10
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2020.03.02 01:00:002AUDJPYsell0.06 / 0.060.00074.9612020.03.02 01:00:00filledStrategy 0.4076
2020.06.02 17:00:403AUDJPYbuy0.06 / 0.060.0002020.06.02 17:00:40filledsl 74.961
2021.02.15 00:30:004AUDJPYbuy0.09 / 0.090.00077.3882021.02.15 00:30:00filledStrategy 0.4076
2022.04.26 18:01:405AUDJPYsell0.09 / 0.090.0002022.04.26 18:01:40filledsl 90.924
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 0.4076
2020.06.02 17:00:403AUDJPYbuyout0.0674.9613-0.14-22.01-432.3899 545.33sl 74.961
2021.02.15 00:30:004AUDJPYbuyin0.0981.5214-0.200.000.0099 545.13Strategy 0.4076
2022.04.26 18:01:405AUDJPYsellout0.0990.9245-0.20-4.87930.74100 470.80sl 90.924
-0.68 -26.88 498.36 100 470.80