Strategy Tester Report
FusionMarkets-Live (Build 3280)
Settings
Expert: V136-Strategy_0_4513
Symbol: AUDJPY
Period: Daily (1990.01.01 - 2022.05.08)
Inputs: CustomComment=Strategy 0.4513
MagicNumber=11111
BarOpensPeriod1=400
ADXRisingPeriod1=14
MoveSL2BECoef1=7.5
StopLossCoef1=5.2
TrailingStopCoef1=6
TrailingActCef1=2.5
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: 83.22 Balance Drawdown Absolute: 281.40 Equity Drawdown Absolute: 428.86
Gross Profit: 364.62 Balance Drawdown Maximal: 281.40 (0.28%) Equity Drawdown Maximal: 1 698.77 (1.68%)
Gross Loss: -281.40 Balance Drawdown Relative: 0.28% (281.40) Equity Drawdown Relative: 1.68% (1 698.77)
Profit Factor: 1.30 Expected Payoff: 41.61 Margin Level: 99571.14%
Recovery Factor: 0.05 Sharpe Ratio: 0.00 Z-Score: 0.00 (0.00%)
AHPR: 1.0004 (0.04%) LR Correlation: 0.68 OnTester result: 0
GHPR: 1.0004 (0.04%) LR Standard Error: 263.55
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: 364.62 Largest loss trade: -280.99
Average profit trade: 364.62 Average loss trade: -281.40
Maximum consecutive wins ($): 1 (364.62) Maximum consecutive losses ($): 1 (-280.99)
Maximal consecutive profit (count): 364.62 (1) Maximal consecutive loss (count): -280.99 (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: 1484:00:40 Maximal position holding time: 3586:16:40 Average position holding time: 2535:08:40
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2020.03.02 01:00:002AUDJPYsell0.08 / 0.080.00073.6902020.03.02 01:00:00filledStrategy 0.4513
2020.05.26 21:00:403AUDJPYbuy0.08 / 0.080.0002020.05.26 21:00:40filledsl 71.836
2020.12.11 00:30:004AUDJPYbuy0.1 / 0.10.00075.1762020.12.11 00:30:00filledStrategy 0.4513
2021.07.08 10:46:405AUDJPYsell0.1 / 0.10.0002021.07.08 10:46:40filledsl 81.633
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 01:00:002AUDJPYsellin0.0869.5592-0.180.000.0099 999.82Strategy 0.4513
2020.05.26 21:00:403AUDJPYbuyout0.0871.8363-0.18-27.23-253.5899 718.83sl 71.836
2020.12.11 00:30:004AUDJPYbuyin0.178.6354-0.230.000.0099 718.60Strategy 0.4513
2021.07.08 10:46:405AUDJPYsellout0.181.6335-0.23-2.40367.25100 083.22sl 81.633
-0.82 -29.63 113.67 100 083.22