Strategy Tester Report
FusionMarkets-Live (Build 3280)
Settings
Expert: V136-Strategy_0_3626
Symbol: AUDJPY
Period: Daily (1990.01.01 - 2022.05.08)
Inputs: CustomComment=Strategy 0.3626
MagicNumber=11111
BarOpensPeriod1=500
ADXRisingPeriod1=14
MoveSL2BECoef1=4.5
StopLossCoef1=7.5
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: 68.16 Balance Drawdown Absolute: 8.80 Equity Drawdown Absolute: 144.59
Gross Profit: 76.96 Balance Drawdown Maximal: 8.80 (0.01%) Equity Drawdown Maximal: 810.78 (0.80%)
Gross Loss: -8.80 Balance Drawdown Relative: 0.01% (8.80) Equity Drawdown Relative: 0.80% (810.78)
Profit Factor: 8.75 Expected Payoff: 34.08 Margin Level: 142832.79%
Recovery Factor: 0.08 Sharpe Ratio: 0.00 Z-Score: 0.00 (0.00%)
AHPR: 1.0003 (0.03%) LR Correlation: 0.99 OnTester result: 0
GHPR: 1.0003 (0.03%) LR Standard Error: 34.88
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: 76.96 Largest loss trade: -8.53
Average profit trade: 76.96 Average loss trade: -8.80
Maximum consecutive wins ($): 1 (76.96) Maximum consecutive losses ($): 1 (-8.53)
Maximal consecutive profit (count): 76.96 (1) Maximal consecutive loss (count): -8.53 (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 01:00:002AUDJPYsell0.05 / 0.050.00075.5172020.03.02 01:00:00filledStrategy 0.3626
2020.04.28 10:00:403AUDJPYbuy0.05 / 0.050.0002020.04.28 10:00:40filledsl 69.516
2021.02.15 00:30:004AUDJPYbuy0.07 / 0.070.00076.9632021.02.15 00:30:00filledStrategy 0.3626
2021.06.18 23:33:405AUDJPYsell0.07 / 0.070.0002021.06.18 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 01:00:002AUDJPYsellin0.0569.5592-0.110.000.0099 999.89Strategy 0.3626
2020.04.28 10:00:403AUDJPYbuyout0.0569.5163-0.11-11.513.0999 991.36sl 69.516
2021.02.15 00:30:004AUDJPYbuyin0.0781.5214-0.160.000.0099 991.20Strategy 0.3626
2021.06.18 23:33:405AUDJPYsellout0.0782.4445-0.16-1.2578.37100 068.16sl 82.444
-0.54 -12.76 81.46 100 068.16