Strategy Tester Report
FusionMarkets-Live (Build 3280)
Settings
Expert: V136-Strategy_0_2591
Symbol: AUDJPY
Period: Daily (1990.01.01 - 2022.05.08)
Inputs: CustomComment=Strategy 0.2591
MagicNumber=11111
BarOpensPeriod1=900
ADXRisingPeriod1=14
MoveSL2BECoef1=5
StopLossCoef1=5.8
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: -12.15 Balance Drawdown Absolute: 12.15 Equity Drawdown Absolute: 202.44
Gross Profit: 0.00 Balance Drawdown Maximal: 12.15 (0.01%) Equity Drawdown Maximal: 1 123.35 (1.11%)
Gross Loss: -12.15 Balance Drawdown Relative: 0.01% (12.15) Equity Drawdown Relative: 1.11% (1 123.35)
Profit Factor: 0.00 Expected Payoff: -12.15 Margin Level: 142567.94%
Recovery Factor: -0.01 Sharpe Ratio: -0.00 Z-Score: 0.00 (0.00%)
AHPR: 0.9999 (-0.01%) LR Correlation: 0.00 OnTester result: 0
GHPR: 0.9999 (-0.01%) LR Standard Error: 0.00
Total Trades: 1 Short Trades (won %): 1 (0.00%) Long Trades (won %): 0 (0.00%)
Total Deals: 2 Profit Trades (% of total): 0 (0.00%) Loss Trades (% of total): 1 (100.00%)
Largest profit trade: 0.00 Largest loss trade: -11.99
Average profit trade: 0.00 Average loss trade: -12.15
Maximum consecutive wins ($): 0 (0.00) Maximum consecutive losses ($): 1 (-11.99)
Maximal consecutive profit (count): 0.00 (0) Maximal consecutive loss (count): -11.99 (1)
Average consecutive wins: 0 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.00 Correlation (Profits,MAE): 0.00 Correlation (MFE,MAE): 0.0000
Graph
Minimal position holding time: 993:00:40 Maximal position holding time: 993:00:40 Average position holding time: 993:00:40
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2020.03.02 01:00:002AUDJPYsell0.07 / 0.070.00074.1672020.03.02 01:00:00filledStrategy 0.2591
2020.04.28 10:00:403AUDJPYbuy0.07 / 0.070.0002020.04.28 10:00:40filledsl 69.516
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 01:00:002AUDJPYsellin0.0769.5592-0.160.000.0099 999.84Strategy 0.2591
2020.04.28 10:00:403AUDJPYbuyout0.0769.5163-0.16-16.164.3399 987.85sl 69.516
-0.32 -16.16 4.33 99 987.85