Strategy Tester Report
FusionMarkets-Live (Build 3280)
Settings
Expert: V136-Strategy_0_3570
Symbol: AUDJPY
Period: Daily (1990.01.01 - 2022.05.08)
Inputs: CustomComment=Strategy 0.3570
MagicNumber=11111
BarOpensPeriod1=500
ADXRisingPeriod1=14
StopLossCoef1=5.3
TrailingStopCoef1=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: -388.97 Balance Drawdown Absolute: 388.97 Equity Drawdown Absolute: 388.97
Gross Profit: 0.00 Balance Drawdown Maximal: 388.97 (0.39%) Equity Drawdown Maximal: 1 658.88 (1.64%)
Gross Loss: -388.97 Balance Drawdown Relative: 0.39% (388.97) Equity Drawdown Relative: 1.64% (1 658.88)
Profit Factor: 0.00 Expected Payoff: -194.49 Margin Level: 90558.42%
Recovery Factor: -0.23 Sharpe Ratio: -0.01 Z-Score: 0.00 (0.00%)
AHPR: 0.9981 (-0.19%) LR Correlation: -0.55 OnTester result: 0
GHPR: 0.9981 (-0.19%) LR Standard Error: 139.59
Total Trades: 2 Short Trades (won %): 1 (0.00%) Long Trades (won %): 1 (0.00%)
Total Deals: 4 Profit Trades (% of total): 0 (0.00%) Loss Trades (% of total): 2 (100.00%)
Largest profit trade: 0.00 Largest loss trade: -365.27
Average profit trade: 0.00 Average loss trade: -194.49
Maximum consecutive wins ($): 0 (0.00) Maximum consecutive losses ($): 2 (-388.54)
Maximal consecutive profit (count): 0.00 (0) Maximal consecutive loss (count): -388.54 (2)
Average consecutive wins: 0 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): -1.00 Correlation (Profits,MAE): 1.00 Correlation (MFE,MAE): -1.0000
Graph
Minimal position holding time: 1563:00:40 Maximal position holding time: 2486:35:40 Average position holding time: 2024:48:10
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2020.03.02 01:00:002AUDJPYsell0.08 / 0.080.00073.7702020.03.02 01:00:00filledStrategy 0.3570
2020.06.01 04:00:403AUDJPYbuy0.08 / 0.080.0002020.06.01 04:00:40filledsl 72.609
2021.02.15 00:30:004AUDJPYbuy0.11 / 0.110.00078.3002021.02.15 00:30:00filledStrategy 0.3570
2021.07.08 15:05:405AUDJPYsell0.11 / 0.110.0002021.07.08 15:05:40filledsl 81.363
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 0.3570
2020.06.01 04:00:403AUDJPYbuyout0.0872.6093-0.18-29.04-336.0599 634.55sl 72.609
2021.02.15 00:30:004AUDJPYbuyin0.1181.5214-0.250.000.0099 634.30Strategy 0.3570
2021.07.08 15:05:405AUDJPYsellout0.1181.3635-0.25-1.66-21.3699 611.03sl 81.363
-0.86 -30.70 -357.41 99 611.03