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
Correlation (Profits,MFE):			-1.00	Correlation (Profits,MAE):			1.00	Correlation (MFE,MAE):			-1.0000
Minimal position holding time:			2482:34:40	Maximal position holding time:			3090:00:40	Average position holding time:			2786:17:40

Orders
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2020.03.02 01:00:00	2	AUDJPY	sell	0.04 / 0.04		0.000	77.503		2020.03.02 01:00:00		filled	Strategy 0.1287
2020.08.27 19:00:40	3	AUDJPY	buy	0.04 / 0.04		0.000			2020.08.27 19:00:40		filled	sl 77.503
2021.02.15 00:30:00	4	AUDJPY	buy	0.06 / 0.06		0.000	75.443		2021.02.15 00:30:00		filled	Strategy 0.1287
2021.07.08 11:04:40	5	AUDJPY	sell	0.06 / 0.06		0.000			2021.07.08 11:04:40		filled	sl 81.521
Deals
Time	Deal	Symbol	Type	Direction	Volume	Price	Order	Commission	Swap	Profit	Balance	Comment
1990.01.01 00:00:00	1		balance					0.00	0.00	100 000.00	100 000.00
2020.03.02 01:00:00	2	AUDJPY	sell	in	0.04	69.559	2	-0.09	0.00	0.00	99 999.91	Strategy 0.1287
2020.08.27 19:00:40	3	AUDJPY	buy	out	0.04	77.503	3	-0.09	-27.39	-410.00	99 562.43	sl 77.503
2021.02.15 00:30:00	4	AUDJPY	buy	in	0.06	81.521	4	-0.14	0.00	0.00	99 562.29	Strategy 0.1287
2021.07.08 11:04:40	5	AUDJPY	sell	out	0.06	81.521	5	-0.14	-1.24	0.00	99 560.91	sl 81.521
								-0.46	-28.63	-410.00	99 560.91