Strategy Tester Report
FusionMarkets-Live (Build 3280)
Settings
Expert: V136-Strategy_0_2105
Symbol: AUDJPY
Period: Daily (1990.01.01 - 2022.05.08)
Inputs: CustomComment=Strategy 0.2105
MagicNumber=11111
BarOpensPeriod1=950
ADXRisingPeriod1=14
StopLossCoef1=9.7
TrailingStopCoef1=6
TrailingActCef1=4.5
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: -140.59 Balance Drawdown Absolute: 140.59 Equity Drawdown Absolute: 140.59
Gross Profit: 0.00 Balance Drawdown Maximal: 140.59 (0.14%) Equity Drawdown Maximal: 775.56 (0.77%)
Gross Loss: -140.59 Balance Drawdown Relative: 0.14% (140.59) Equity Drawdown Relative: 0.77% (775.56)
Profit Factor: 0.00 Expected Payoff: -140.59 Margin Level: 249650.23%
Recovery Factor: -0.18 Sharpe Ratio: -0.01 Z-Score: 0.00 (0.00%)
AHPR: 0.9986 (-0.14%) LR Correlation: 0.00 OnTester result: 0
GHPR: 0.9986 (-0.14%) 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: -140.50
Average profit trade: 0.00 Average loss trade: -140.59
Maximum consecutive wins ($): 0 (0.00) Maximum consecutive losses ($): 1 (-140.50)
Maximal consecutive profit (count): 0.00 (0) Maximal consecutive loss (count): -140.50 (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: 1484:00:40 Maximal position holding time: 1484:00:40 Average position holding time: 1484:00:40
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2020.03.02 01:00:002AUDJPYsell0.04 / 0.040.00077.2652020.03.02 01:00:00filledStrategy 0.2105
2020.05.26 21:00:403AUDJPYbuy0.04 / 0.040.0002020.05.26 21:00:40filledsl 71.836
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 0.2105
2020.05.26 21:00:403AUDJPYbuyout0.0471.8363-0.09-13.62-126.7999 859.41sl 71.836
-0.18 -13.62 -126.79 99 859.41