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
Graph
Graph
Correlation (Profits,MFE): -1.00 Correlation (Profits,MAE): 1.00 Correlation (MFE,MAE): -1.0000
Graph
Minimal position holding time: 1208:00:40 Maximal position holding time: 2166:07:40 Average position holding time: 1687:04:10
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2020.03.02 01:00:002AUDJPYsell0.04 / 0.040.00077.4242020.03.02 01:00:00filledStrategy 0.1418
2020.05.11 09:00:403AUDJPYbuy0.04 / 0.040.0002020.05.11 09:00:40filledsl 70.290
2021.02.15 00:30:004AUDJPYbuy0.05 / 0.050.00075.5042021.02.15 00:30:00filledStrategy 0.1418
2021.06.21 06:37:405AUDJPYsell0.05 / 0.050.0002021.06.21 06:37:40filledsl 82.174
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 01:00:002AUDJPYsellin0.0469.5592-0.090.000.0099 999.91Strategy 0.1418
2020.05.11 09:00:403AUDJPYbuyout0.0470.2903-0.09-11.29-41.6099 946.93sl 70.290
2021.02.15 00:30:004AUDJPYbuyin0.0581.5214-0.110.000.0099 946.82Strategy 0.1418
2021.06.21 06:37:405AUDJPYsellout0.0582.1745-0.11-1.0839.7399 985.36sl 82.174
-0.40 -12.37 -1.87 99 985.36