Strategy Tester Report |
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FusionMarkets-Live (Build 3280) |
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Settings |
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Expert: | V136-Strategy_0_1882 | |||||||||||
Symbol: | AUDJPY | |||||||||||
Period: | Daily (1990.01.01 - 2022.05.08) | |||||||||||
Inputs: | CustomComment=Strategy 0.1882 | |||||||||||
MagicNumber=11111 | ||||||||||||
BarOpensPeriod1=550 | ||||||||||||
ADXRisingPeriod1=14 | ||||||||||||
MoveSL2BECoef1=5 | ||||||||||||
StopLossCoef1=5.3 | ||||||||||||
TrailingStopCoef1=4 | ||||||||||||
TrailingActCef1=3.5 | ||||||||||||
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 |
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History Quality: | 6% | |||||||||||
Bars: | 6449 | Ticks: | 2230408 | Symbols: | 1 | |||||||
Total Net Profit: | 223.88 | Balance Drawdown Absolute: | 0.18 | Equity Drawdown Absolute: | 231.36 | |||||||
Gross Profit: | 224.29 | Balance Drawdown Maximal: | 0.23 (0.00%) | Equity Drawdown Maximal: | 1 200.39 (1.19%) | |||||||
Gross Loss: | -0.41 | Balance Drawdown Relative: | 0.00% (0.23) | Equity Drawdown Relative: | 1.19% (1 200.39) | |||||||
Profit Factor: | 547.05 | Expected Payoff: | 112.14 | Margin Level: | 100069.52% | |||||||
Recovery Factor: | 0.19 | Sharpe Ratio: | 0.01 | Z-Score: | 0.00 (0.00%) | |||||||
AHPR: | 1.0011 (0.11%) | LR Correlation: | 0.93 | OnTester result: | 0 | |||||||
GHPR: | 1.0011 (0.11%) | LR Standard Error: | 24.82 | |||||||||
Total Trades: | 2 | Short Trades (won %): | 1 (100.00%) | Long Trades (won %): | 1 (100.00%) | |||||||
Total Deals: | 4 | Profit Trades (% of total): | 2 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
Largest profit trade: | 142.57 | Largest loss trade: | 0.00 | |||||||||
Average profit trade: | 112.14 | Average loss trade: | 0.00 | |||||||||
Maximum consecutive wins ($): | 2 (224.29) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
Maximal consecutive profit (count): | 224.29 (2) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 0 | |||||||||
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Correlation (Profits,MFE): | -1.00 | Correlation (Profits,MAE): | 1.00 | Correlation (MFE,MAE): | -1.0000 | |||||||
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Minimal position holding time: | 691:00:40 | Maximal position holding time: | 2150:51:40 | Average position holding time: | 1420:56:10 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2020.03.02 01:00:00 | 2 | AUDJPY | sell | 0.08 / 0.08 | 0.000 | 73.770 | 2020.03.02 01:00:00 | filled | Strategy 0.1882 | |||
2020.04.09 20:00:40 | 3 | AUDJPY | buy | 0.08 / 0.08 | 0.000 | 2020.04.09 20:00:40 | filled | sl 68.743 | ||||
2021.02.15 00:30:00 | 4 | AUDJPY | buy | 0.1 / 0.1 | 0.000 | 78.300 | 2021.02.15 00:30:00 | filled | Strategy 0.1882 | |||
2021.06.18 15:21:40 | 5 | AUDJPY | sell | 0.1 / 0.1 | 0.000 | 2021.06.18 15:21:40 | filled | sl 82.714 | ||||
Deals |
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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 | 0.08 | 69.559 | 2 | -0.18 | 0.00 | 0.00 | 99 999.82 | Strategy 0.1882 |
2020.04.09 20:00:40 | 3 | AUDJPY | buy | out | 0.08 | 68.743 | 3 | -0.18 | -13.06 | 94.96 | 100 081.54 | sl 68.743 |
2021.02.15 00:30:00 | 4 | AUDJPY | buy | in | 0.1 | 81.521 | 4 | -0.23 | 0.00 | 0.00 | 100 081.31 | Strategy 0.1882 |
2021.06.18 15:21:40 | 5 | AUDJPY | sell | out | 0.1 | 82.714 | 5 | -0.23 | -1.43 | 144.23 | 100 223.88 | sl 82.714 |
-0.82 | -14.49 | 239.19 | 100 223.88 | |||||||||