Strategy Tester Report |
||||||||||||
FusionMarkets-Live (Build 3280) |
||||||||||||
Settings |
||||||||||||
Expert: | V136-Strategy_0_1418 | |||||||||||
Symbol: | AUDJPY | |||||||||||
Period: | Daily (1990.01.01 - 2022.05.08) | |||||||||||
Inputs: | CustomComment=Strategy 0.1418 | |||||||||||
MagicNumber=11111 | ||||||||||||
BarOpensPeriod1=500 | ||||||||||||
ADXRisingPeriod1=14 | ||||||||||||
StopLossCoef1=9.9 | ||||||||||||
TrailingStopCoef1=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: | -14.64 | Balance Drawdown Absolute: | 53.18 | Equity Drawdown Absolute: | 115.67 | |||||||
Gross Profit: | 38.54 | Balance Drawdown Maximal: | 53.18 (0.05%) | Equity Drawdown Maximal: | 694.04 (0.69%) | |||||||
Gross Loss: | -53.18 | Balance Drawdown Relative: | 0.05% (53.18) | Equity Drawdown Relative: | 0.69% (694.04) | |||||||
Profit Factor: | 0.72 | Expected Payoff: | -7.32 | Margin Level: | 199881.86% | |||||||
Recovery Factor: | -0.02 | Sharpe Ratio: | -0.00 | Z-Score: | 0.00 (0.00%) | |||||||
AHPR: | 0.9999 (-0.01%) | LR Correlation: | 0.25 | OnTester result: | 0 | |||||||
GHPR: | 0.9999 (-0.01%) | LR Standard Error: | 37.35 | |||||||||
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: | 38.54 | Largest loss trade: | -52.98 | |||||||||
Average profit trade: | 38.54 | Average loss trade: | -53.18 | |||||||||
Maximum consecutive wins ($): | 1 (38.54) | Maximum consecutive losses ($): | 1 (-52.98) | |||||||||
Maximal consecutive profit (count): | 38.54 (1) | Maximal consecutive loss (count): | -52.98 (1) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 1 | |||||||||
![]() |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
![]() |
||||||||||||
Correlation (Profits,MFE): | -1.00 | Correlation (Profits,MAE): | 1.00 | Correlation (MFE,MAE): | -1.0000 | |||||||
![]() |
||||||||||||
Minimal position holding time: | 1208:00:40 | Maximal position holding time: | 2166:07:40 | Average position holding time: | 1687:04:10 | |||||||
![]() |
||||||||||||
Orders |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2020.03.02 01:00:00 | 2 | AUDJPY | sell | 0.04 / 0.04 | 0.000 | 77.424 | 2020.03.02 01:00:00 | filled | Strategy 0.1418 | |||
2020.05.11 09:00:40 | 3 | AUDJPY | buy | 0.04 / 0.04 | 0.000 | 2020.05.11 09:00:40 | filled | sl 70.290 | ||||
2021.02.15 00:30:00 | 4 | AUDJPY | buy | 0.05 / 0.05 | 0.000 | 75.504 | 2021.02.15 00:30:00 | filled | Strategy 0.1418 | |||
2021.06.21 06:37:40 | 5 | AUDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.06.21 06:37:40 | filled | sl 82.174 | ||||
Deals |
||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
1990.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 100 000.00 | 100 000.00 | ||||||
2020.03.02 01:00:00 | 2 | AUDJPY | sell | in | 0.04 | 69.559 | 2 | -0.09 | 0.00 | 0.00 | 99 999.91 | Strategy 0.1418 |
2020.05.11 09:00:40 | 3 | AUDJPY | buy | out | 0.04 | 70.290 | 3 | -0.09 | -11.29 | -41.60 | 99 946.93 | sl 70.290 |
2021.02.15 00:30:00 | 4 | AUDJPY | buy | in | 0.05 | 81.521 | 4 | -0.11 | 0.00 | 0.00 | 99 946.82 | Strategy 0.1418 |
2021.06.21 06:37:40 | 5 | AUDJPY | sell | out | 0.05 | 82.174 | 5 | -0.11 | -1.08 | 39.73 | 99 985.36 | sl 82.174 |
-0.40 | -12.37 | -1.87 | 99 985.36 | |||||||||