Strategy Tester Report
FusionMarkets-Live (Build 3280)
Settings
Expert: V136-Strategy_0_1287
Symbol: AUDJPY
Period: Daily (1990.01.01 - 2022.05.08)
Inputs: CustomComment=Strategy 0.1287
MagicNumber=11111
BarOpensPeriod1=450
ADXRisingPeriod1=14
MoveSL2BECoef1=5.5
StopLossCoef1=10
TrailingStopCoef1=1
TrailingActCef1=9.5
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: -439.09 Balance Drawdown Absolute: 439.09 Equity Drawdown Absolute: 444.78
Gross Profit: 0.00 Balance Drawdown Maximal: 439.09 (0.44%) Equity Drawdown Maximal: 1 079.75 (1.07%)
Gross Loss: -439.09 Balance Drawdown Relative: 0.44% (439.09) Equity Drawdown Relative: 1.07% (1 079.75)
Profit Factor: 0.00 Expected Payoff: -219.54 Margin Level: 165925.37%
Recovery Factor: -0.41 Sharpe Ratio: -0.02 Z-Score: 0.00 (0.00%)
AHPR: 0.9978 (-0.22%) LR Correlation: -0.50 OnTester result: 0
GHPR: 0.9978 (-0.22%) LR Standard Error: 178.02
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: -437.48
Average profit trade: 0.00 Average loss trade: -219.54
Maximum consecutive wins ($): 0 (0.00) Maximum consecutive losses ($): 2 (-438.86)
Maximal consecutive profit (count): 0.00 (0) Maximal consecutive loss (count): -438.86 (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: 2482:34:40 Maximal position holding time: 3090:00:40 Average position holding time: 2786:17:40
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2020.03.02 01:00:002AUDJPYsell0.04 / 0.040.00077.5032020.03.02 01:00:00filledStrategy 0.1287
2020.08.27 19:00:403AUDJPYbuy0.04 / 0.040.0002020.08.27 19:00:40filledsl 77.503
2021.02.15 00:30:004AUDJPYbuy0.06 / 0.060.00075.4432021.02.15 00:30:00filledStrategy 0.1287
2021.07.08 11:04:405AUDJPYsell0.06 / 0.060.0002021.07.08 11:04:40filledsl 81.521
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 0.1287
2020.08.27 19:00:403AUDJPYbuyout0.0477.5033-0.09-27.39-410.0099 562.43sl 77.503
2021.02.15 00:30:004AUDJPYbuyin0.0681.5214-0.140.000.0099 562.29Strategy 0.1287
2021.07.08 11:04:405AUDJPYsellout0.0681.5215-0.14-1.240.0099 560.91sl 81.521
-0.46 -28.63 -410.00 99 560.91