Strategy Tester Report
FusionMarkets-Live (Build 3280)
Settings
Expert: V136-Strategy_0_1882
Symbol: AUDJPY
Period: Daily (1990.01.01 - 2022.05.08)
Inputs: CustomComment=Strategy 0.1882
MagicNumber=11111
BarOpensPeriod1=550
ADXRisingPeriod1=14
MoveSL2BECoef1=5
StopLossCoef1=5.3
TrailingStopCoef1=4
TrailingActCef1=3.5
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: 223.88 Balance Drawdown Absolute: 0.18 Equity Drawdown Absolute: 231.36
Gross Profit: 224.29 Balance Drawdown Maximal: 0.23 (0.00%) Equity Drawdown Maximal: 1 200.39 (1.19%)
Gross Loss: -0.41 Balance Drawdown Relative: 0.00% (0.23) Equity Drawdown Relative: 1.19% (1 200.39)
Profit Factor: 547.05 Expected Payoff: 112.14 Margin Level: 100069.52%
Recovery Factor: 0.19 Sharpe Ratio: 0.01 Z-Score: 0.00 (0.00%)
AHPR: 1.0011 (0.11%) LR Correlation: 0.93 OnTester result: 0
GHPR: 1.0011 (0.11%) LR Standard Error: 24.82
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: 142.57 Largest loss trade: 0.00
Average profit trade: 112.14 Average loss trade: 0.00
Maximum consecutive wins ($): 2 (224.29) Maximum consecutive losses ($): 0 (0.00)
Maximal consecutive profit (count): 224.29 (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 01:00:002AUDJPYsell0.08 / 0.080.00073.7702020.03.02 01:00:00filledStrategy 0.1882
2020.04.09 20:00:403AUDJPYbuy0.08 / 0.080.0002020.04.09 20:00:40filledsl 68.743
2021.02.15 00:30:004AUDJPYbuy0.1 / 0.10.00078.3002021.02.15 00:30:00filledStrategy 0.1882
2021.06.18 15:21:405AUDJPYsell0.1 / 0.10.0002021.06.18 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 01:00:002AUDJPYsellin0.0869.5592-0.180.000.0099 999.82Strategy 0.1882
2020.04.09 20:00:403AUDJPYbuyout0.0868.7433-0.18-13.0694.96100 081.54sl 68.743
2021.02.15 00:30:004AUDJPYbuyin0.181.5214-0.230.000.00100 081.31Strategy 0.1882
2021.06.18 15:21:405AUDJPYsellout0.182.7145-0.23-1.43144.23100 223.88sl 82.714
-0.82 -14.49 239.19 100 223.88