Strategy Tester Report
FusionMarkets-Live (Build 3280)
Settings
Expert: V136-Strategy_0_891
Symbol: AUDJPY
Period: Daily (1990.01.01 - 2022.05.08)
Inputs: CustomComment=Strategy 0.891
MagicNumber=11111
BarOpensPeriod1=500
ADXRisingPeriod1=14
MoveSL2BECoef1=8.5
StopLossCoef1=6.9
TrailingStopCoef1=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: 77.53 Balance Drawdown Absolute: 10.60 Equity Drawdown Absolute: 173.52
Gross Profit: 88.13 Balance Drawdown Maximal: 10.60 (0.01%) Equity Drawdown Maximal: 972.49 (0.96%)
Gross Loss: -10.60 Balance Drawdown Relative: 0.01% (10.60) Equity Drawdown Relative: 0.96% (972.49)
Profit Factor: 8.31 Expected Payoff: 38.77 Margin Level: 124974.96%
Recovery Factor: 0.08 Sharpe Ratio: 0.00 Z-Score: 0.00 (0.00%)
AHPR: 1.0004 (0.04%) LR Correlation: 0.99 OnTester result: 0
GHPR: 1.0004 (0.04%) LR Standard Error: 40.16
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: 88.13 Largest loss trade: -10.28
Average profit trade: 88.13 Average loss trade: -10.60
Maximum consecutive wins ($): 1 (88.13) Maximum consecutive losses ($): 1 (-10.28)
Maximal consecutive profit (count): 88.13 (1) Maximal consecutive loss (count): -10.28 (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: 993:00:40 Maximal position holding time: 2159:03:40 Average position holding time: 1576:02:10
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2020.03.02 01:00:002AUDJPYsell0.06 / 0.060.00075.0412020.03.02 01:00:00filledStrategy 0.891
2020.04.28 10:00:403AUDJPYbuy0.06 / 0.060.0002020.04.28 10:00:40filledsl 69.516
2021.02.15 00:30:004AUDJPYbuy0.08 / 0.080.00077.3272021.02.15 00:30:00filledStrategy 0.891
2021.06.18 23:33:405AUDJPYsell0.08 / 0.080.0002021.06.18 23:33:40filledsl 82.444
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 01:00:002AUDJPYsellin0.0669.5592-0.140.000.0099 999.86Strategy 0.891
2020.04.28 10:00:403AUDJPYbuyout0.0669.5163-0.14-13.853.7199 989.58sl 69.516
2021.02.15 00:30:004AUDJPYbuyin0.0881.5214-0.180.000.0099 989.40Strategy 0.891
2021.06.18 23:33:405AUDJPYsellout0.0882.4445-0.18-1.2589.56100 077.53sl 82.444
-0.64 -15.10 93.27 100 077.53