Strategy Tester Report
FusionMarkets-Live (Build 3280)
Settings
Expert: V136-Strategy_0_2879
Symbol: AUDJPY
Period: Daily (1990.01.01 - 2022.05.08)
Inputs: CustomComment=Strategy 0.2879
MagicNumber=11111
BarOpensPeriod1=850
ADXRisingPeriod1=14
StopLossCoef1=9.3
TrailingStopCoef1=4
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: 40.80 Balance Drawdown Absolute: 0.09 Equity Drawdown Absolute: 115.67
Gross Profit: 40.89 Balance Drawdown Maximal: 0.09 (0.00%) Equity Drawdown Maximal: 594.17 (0.59%)
Gross Loss: -0.09 Balance Drawdown Relative: 0.00% (0.09) Equity Drawdown Relative: 0.59% (594.17)
Profit Factor: 454.33 Expected Payoff: 40.89 Margin Level: 249710.83%
Recovery Factor: 0.07 Sharpe Ratio: 0.01 Z-Score: 0.00 (0.00%)
AHPR: 1.0004 (0.04%) LR Correlation: 0.00 OnTester result: 0
GHPR: 1.0004 (0.04%) LR Standard Error: 0.00
Total Trades: 1 Short Trades (won %): 1 (100.00%) Long Trades (won %): 0 (0.00%)
Total Deals: 2 Profit Trades (% of total): 1 (100.00%) Loss Trades (% of total): 0 (0.00%)
Largest profit trade: 40.89 Largest loss trade: 0.00
Average profit trade: 40.89 Average loss trade: 0.00
Maximum consecutive wins ($): 1 (40.89) Maximum consecutive losses ($): 0 (0.00)
Maximal consecutive profit (count): 40.89 (1) Maximal consecutive loss (count): 0.00 (0)
Average consecutive wins: 1 Average consecutive losses: 0
Graph
Graph
Correlation (Profits,MFE): 0.00 Correlation (Profits,MAE): 0.00 Correlation (MFE,MAE): 0.0000
Graph
Minimal position holding time: 691:00:40 Maximal position holding time: 691:00:40 Average position holding time: 691:00:40
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2020.03.02 01:00:002AUDJPYsell0.04 / 0.040.00076.9472020.03.02 01:00:00filledStrategy 0.2879
2020.04.09 20:00:403AUDJPYbuy0.04 / 0.040.0002020.04.09 20:00:40filledsl 68.743
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 0.2879
2020.04.09 20:00:403AUDJPYbuyout0.0468.7433-0.09-6.5047.48100 040.80sl 68.743
-0.18 -6.50 47.48 100 040.80