Strategy Tester Report
FusionMarkets-Live (Build 3280)
Settings
Expert: V136-Strategy_0_3864
Symbol: AUDJPY
Period: Daily (1990.01.01 - 2022.05.08)
Inputs: CustomComment=Strategy 0.3864
MagicNumber=11111
BarOpensPeriod1=500
ADXRisingPeriod1=14
StopLossCoef1=5
TrailingStopCoef1=5.5
TrailingActCef1=3
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: -145.60 Balance Drawdown Absolute: 194.99 Equity Drawdown Absolute: 231.36
Gross Profit: 49.39 Balance Drawdown Maximal: 194.99 (0.19%) Equity Drawdown Maximal: 1 477.87 (1.46%)
Gross Loss: -194.99 Balance Drawdown Relative: 0.19% (194.99) Equity Drawdown Relative: 1.46% (1 477.87)
Profit Factor: 0.25 Expected Payoff: -72.80 Margin Level: 90720.04%
Recovery Factor: -0.10 Sharpe Ratio: -0.00 Z-Score: 0.00 (0.00%)
AHPR: 0.9993 (-0.07%) LR Correlation: -0.27 OnTester result: 0
GHPR: 0.9993 (-0.07%) LR Standard Error: 99.56
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: 49.39 Largest loss trade: -194.56
Average profit trade: 49.39 Average loss trade: -194.99
Maximum consecutive wins ($): 1 (49.39) Maximum consecutive losses ($): 1 (-194.56)
Maximal consecutive profit (count): 49.39 (1) Maximal consecutive loss (count): -194.56 (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: 1364:00:20 Maximal position holding time: 2481:34:40 Average position holding time: 1922:47:30
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2020.03.02 01:00:002AUDJPYsell0.08 / 0.080.00073.5312020.03.02 01:00:00filledStrategy 0.3864
2020.05.19 21:00:203AUDJPYbuy0.08 / 0.080.0002020.05.19 21:00:20filledsl 71.063
2021.02.15 00:30:004AUDJPYbuy0.11 / 0.110.00078.4822021.02.15 00:30:00filledStrategy 0.3864
2021.07.08 10:04:405AUDJPYsell0.11 / 0.110.0002021.07.08 10:04:40filledsl 81.903
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 0.3864
2020.05.19 21:00:203AUDJPYbuyout0.0871.0633-0.18-25.07-169.3199 805.26sl 71.063
2021.02.15 00:30:004AUDJPYbuyin0.1181.5214-0.250.000.0099 805.01Strategy 0.3864
2021.07.08 10:04:405AUDJPYsellout0.1181.9035-0.25-1.6651.3099 854.40sl 81.903
-0.86 -26.73 -118.01 99 854.40