Strategy Tester Report
FusionMarkets-Live (Build 3280)
Settings
Expert: V136-Strategy_0_4715
Symbol: AUDJPY
Period: Daily (1990.01.01 - 2022.05.08)
Inputs: CustomComment=Strategy 0.4715
MagicNumber=11111
BarOpensPeriod1=850
ADXRisingPeriod1=14
StopLossCoef1=8.1
TrailingStopCoef1=1.5
TrailingActCef1=6.5
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: -442.64 Balance Drawdown Absolute: 442.64 Equity Drawdown Absolute: 442.64
Gross Profit: 0.00 Balance Drawdown Maximal: 442.64 (0.44%) Equity Drawdown Maximal: 1 236.37 (1.23%)
Gross Loss: -442.64 Balance Drawdown Relative: 0.44% (442.64) Equity Drawdown Relative: 1.23% (1 236.37)
Profit Factor: 0.00 Expected Payoff: -442.64 Margin Level: 199128.92%
Recovery Factor: -0.36 Sharpe Ratio: -0.03 Z-Score: 0.00 (0.00%)
AHPR: 0.9956 (-0.44%) LR Correlation: 0.00 OnTester result: 0
GHPR: 0.9956 (-0.44%) LR Standard Error: 0.00
Total Trades: 1 Short Trades (won %): 1 (0.00%) Long Trades (won %): 0 (0.00%)
Total Deals: 2 Profit Trades (% of total): 0 (0.00%) Loss Trades (% of total): 1 (100.00%)
Largest profit trade: 0.00 Largest loss trade: -442.53
Average profit trade: 0.00 Average loss trade: -442.64
Maximum consecutive wins ($): 0 (0.00) Maximum consecutive losses ($): 1 (-442.53)
Maximal consecutive profit (count): 0.00 (0) Maximal consecutive loss (count): -442.53 (1)
Average consecutive wins: 0 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.00 Correlation (Profits,MAE): 0.00 Correlation (MFE,MAE): 0.0000
Graph
Minimal position holding time: 1648:00:40 Maximal position holding time: 1648:00:40 Average position holding time: 1648:00:40
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2020.03.02 01:00:002AUDJPYsell0.05 / 0.050.00075.9942020.03.02 01:00:00filledStrategy 0.4715
2020.06.04 17:00:403AUDJPYbuy0.05 / 0.050.0002020.06.04 17:00:40filledsl 75.994
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 01:00:002AUDJPYsellin0.0569.5592-0.110.000.0099 999.89Strategy 0.4715
2020.06.04 17:00:403AUDJPYbuyout0.0575.9943-0.11-19.03-423.3999 557.36sl 75.994
-0.22 -19.03 -423.39 99 557.36