Strategy Tester Report
FusionMarkets-Live (Build 3280)
Settings
Expert: V136-Strategy_0_3521
Symbol: AUDJPY
Period: Daily (1990.01.01 - 2022.05.08)
Inputs: CustomComment=Strategy 0.3521
MagicNumber=11111
BarOpensPeriod1=550
ADXRisingPeriod1=14
StopLossCoef1=9.3
TrailingStopCoef1=3.5
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: 503.11 Balance Drawdown Absolute: 0.09 Equity Drawdown Absolute: 299.35
Gross Profit: 503.45 Balance Drawdown Maximal: 0.14 (0.00%) Equity Drawdown Maximal: 934.32 (0.93%)
Gross Loss: -0.34 Balance Drawdown Relative: 0.00% (0.14) Equity Drawdown Relative: 0.93% (934.32)
Profit Factor: 1 480.74 Expected Payoff: 167.82 Margin Level: 166800.17%
Recovery Factor: 0.54 Sharpe Ratio: 0.02 Z-Score: 0.00 (0.00%)
AHPR: 1.0017 (0.17%) LR Correlation: 0.93 OnTester result: 0
GHPR: 1.0017 (0.17%) LR Standard Error: 119.60
Total Trades: 3 Short Trades (won %): 1 (100.00%) Long Trades (won %): 2 (100.00%)
Total Deals: 6 Profit Trades (% of total): 3 (100.00%) Loss Trades (% of total): 0 (0.00%)
Largest profit trade: 377.69 Largest loss trade: 0.00
Average profit trade: 167.82 Average loss trade: 0.00
Maximum consecutive wins ($): 3 (503.45) Maximum consecutive losses ($): 0 (0.00)
Maximal consecutive profit (count): 503.45 (3) Maximal consecutive loss (count): 0.00 (0)
Average consecutive wins: 3 Average consecutive losses: 0
Graph
Graph
Correlation (Profits,MFE): 0.53 Correlation (Profits,MAE): -0.99 Correlation (MFE,MAE): -0.6132
Graph
Minimal position holding time: 238:25:40 Maximal position holding time: 7000:01:40 Average position holding time: 2635:29:20
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2020.03.02 01:00:002AUDJPYsell0.04 / 0.040.00076.9472020.03.02 01:00:00filledStrategy 0.3521
2020.04.08 21:00:403AUDJPYbuy0.04 / 0.040.0002020.04.08 21:00:40filledsl 67.970
2021.02.15 00:30:004AUDJPYbuy0.06 / 0.060.00075.8692021.02.15 00:30:00filledStrategy 0.3521
2021.02.26 22:55:405AUDJPYsell0.06 / 0.060.0002021.02.26 22:55:40filledsl 82.049
2021.03.12 00:30:006AUDJPYbuy0.05 / 0.050.00077.3572021.03.12 00:30:00filledStrategy 0.3521
2022.04.25 16:31:407AUDJPYsell0.05 / 0.050.0002022.04.25 16:31:40filledsl 91.467
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 0.3521
2020.04.08 21:00:403AUDJPYbuyout0.0467.9703-0.09-6.0293.51100 087.31sl 67.970
2021.02.15 00:30:004AUDJPYbuyin0.0681.5214-0.140.000.00100 087.17Strategy 0.3521
2021.02.26 22:55:405AUDJPYsellout0.0682.0495-0.14-0.1138.61100 125.53sl 82.049
2021.03.12 00:30:006AUDJPYbuyin0.0584.4926-0.110.000.00100 125.42Strategy 0.3521
2022.04.25 16:31:407AUDJPYsellout0.0591.4677-0.11-3.49381.29100 503.11sl 91.467
-0.68 -9.62 513.41 100 503.11