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 | |||||||||
![]() |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
![]() |
||||||||||||
Correlation (Profits,MFE): | 0.53 | Correlation (Profits,MAE): | -0.99 | Correlation (MFE,MAE): | -0.6132 | |||||||
![]() |
||||||||||||
Minimal position holding time: | 238:25:40 | Maximal position holding time: | 7000:01:40 | Average position holding time: | 2635:29:20 | |||||||
![]() |
||||||||||||
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 | 76.947 | 2020.03.02 01:00:00 | filled | Strategy 0.3521 | |||
2020.04.08 21:00:40 | 3 | AUDJPY | buy | 0.04 / 0.04 | 0.000 | 2020.04.08 21:00:40 | filled | sl 67.970 | ||||
2021.02.15 00:30:00 | 4 | AUDJPY | buy | 0.06 / 0.06 | 0.000 | 75.869 | 2021.02.15 00:30:00 | filled | Strategy 0.3521 | |||
2021.02.26 22:55:40 | 5 | AUDJPY | sell | 0.06 / 0.06 | 0.000 | 2021.02.26 22:55:40 | filled | sl 82.049 | ||||
2021.03.12 00:30:00 | 6 | AUDJPY | buy | 0.05 / 0.05 | 0.000 | 77.357 | 2021.03.12 00:30:00 | filled | Strategy 0.3521 | |||
2022.04.25 16:31:40 | 7 | AUDJPY | sell | 0.05 / 0.05 | 0.000 | 2022.04.25 16:31:40 | filled | sl 91.467 | ||||
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 0.3521 |
2020.04.08 21:00:40 | 3 | AUDJPY | buy | out | 0.04 | 67.970 | 3 | -0.09 | -6.02 | 93.51 | 100 087.31 | sl 67.970 |
2021.02.15 00:30:00 | 4 | AUDJPY | buy | in | 0.06 | 81.521 | 4 | -0.14 | 0.00 | 0.00 | 100 087.17 | Strategy 0.3521 |
2021.02.26 22:55:40 | 5 | AUDJPY | sell | out | 0.06 | 82.049 | 5 | -0.14 | -0.11 | 38.61 | 100 125.53 | sl 82.049 |
2021.03.12 00:30:00 | 6 | AUDJPY | buy | in | 0.05 | 84.492 | 6 | -0.11 | 0.00 | 0.00 | 100 125.42 | Strategy 0.3521 |
2022.04.25 16:31:40 | 7 | AUDJPY | sell | out | 0.05 | 91.467 | 7 | -0.11 | -3.49 | 381.29 | 100 503.11 | sl 91.467 |
-0.68 | -9.62 | 513.41 | 100 503.11 | |||||||||