Strategy Tester Report
FusionMarkets-Live (Build 3280)
Settings
Expert: V136-Strategy_0_3380
Symbol: AUDJPY
Period: Daily (1990.01.01 - 2022.05.08)
Inputs: CustomComment=Strategy 0.3380
MagicNumber=11111
BarOpensPeriod1=500
ADXRisingPeriod1=14
StopLossCoef1=10
TrailingStopCoef1=5.5
TrailingActCef1=2
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: -75.54 Balance Drawdown Absolute: 97.51 Equity Drawdown Absolute: 115.67
Gross Profit: 21.97 Balance Drawdown Maximal: 97.51 (0.10%) Equity Drawdown Maximal: 738.37 (0.73%)
Gross Loss: -97.51 Balance Drawdown Relative: 0.10% (97.51) Equity Drawdown Relative: 0.73% (738.37)
Profit Factor: 0.23 Expected Payoff: -37.77 Margin Level: 199793.20%
Recovery Factor: -0.10 Sharpe Ratio: -0.00 Z-Score: 0.00 (0.00%)
AHPR: 0.9996 (-0.04%) LR Correlation: -0.30 OnTester result: 0
GHPR: 0.9996 (-0.04%) LR Standard Error: 48.69
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: 21.97 Largest loss trade: -97.31
Average profit trade: 21.97 Average loss trade: -97.51
Maximum consecutive wins ($): 1 (21.97) Maximum consecutive losses ($): 1 (-97.31)
Maximal consecutive profit (count): 21.97 (1) Maximal consecutive loss (count): -97.31 (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: 1364:00:20 Maximal position holding time: 2481:34:40 Average position holding time: 1922:47:30
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2020.03.02 01:00:002AUDJPYsell0.04 / 0.040.00077.5032020.03.02 01:00:00filledStrategy 0.3380
2020.05.19 21:00:203AUDJPYbuy0.04 / 0.040.0002020.05.19 21:00:20filledsl 71.063
2021.02.15 00:30:004AUDJPYbuy0.05 / 0.050.00075.4432021.02.15 00:30:00filledStrategy 0.3380
2021.07.08 10:04:405AUDJPYsell0.05 / 0.050.0002021.07.08 10:04:40filledsl 81.903
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 0.3380
2020.05.19 21:00:203AUDJPYbuyout0.0471.0633-0.09-12.56-84.6699 902.60sl 71.063
2021.02.15 00:30:004AUDJPYbuyin0.0581.5214-0.110.000.0099 902.49Strategy 0.3380
2021.07.08 10:04:405AUDJPYsellout0.0581.9035-0.11-1.2423.3299 924.46sl 81.903
-0.40 -13.80 -61.34 99 924.46