Strategy Tester Report
FusionMarkets-Live (Build 3280)
Settings
Expert: V136-Strategy_0_3228
Symbol: AUDJPY
Period: Daily (1990.01.01 - 2022.05.08)
Inputs: CustomComment=Strategy 0.3228
MagicNumber=11111
BarOpensPeriod1=450
ADXRisingPeriod1=14
StopLossCoef1=7.7
TrailingStopCoef1=3.5
TrailingActCef1=9
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: 442.34 Balance Drawdown Absolute: 423.05 Equity Drawdown Absolute: 797.22
Gross Profit: 865.39 Balance Drawdown Maximal: 423.05 (0.42%) Equity Drawdown Maximal: 1 590.95 (1.58%)
Gross Loss: -423.05 Balance Drawdown Relative: 0.42% (423.05) Equity Drawdown Relative: 1.58% (1 590.95)
Profit Factor: 2.05 Expected Payoff: 221.17 Margin Level: 124003.48%
Recovery Factor: 0.28 Sharpe Ratio: 0.01 Z-Score: 0.00 (0.00%)
AHPR: 1.0022 (0.22%) LR Correlation: 0.87 OnTester result: 0
GHPR: 1.0022 (0.22%) LR Standard Error: 525.86
Total Trades: 2 Short Trades (won %): 1 (0.00%) Long Trades (won %): 1 (100.00%)
Total Deals: 4 Profit Trades (% of total): 1 (50.00%) Loss Trades (% of total): 1 (50.00%)
Largest profit trade: 865.39 Largest loss trade: -422.76
Average profit trade: 865.39 Average loss trade: -423.05
Maximum consecutive wins ($): 1 (865.39) Maximum consecutive losses ($): 1 (-422.76)
Maximal consecutive profit (count): 865.39 (1) Maximal consecutive loss (count): -422.76 (1)
Average consecutive wins: 1 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 1.00 Correlation (Profits,MAE): 1.00 Correlation (MFE,MAE): 1.0000
Graph
Minimal position holding time: 1610:00:40 Maximal position holding time: 7456:01:40 Average position holding time: 4533:01:10
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2020.03.02 01:00:002AUDJPYsell0.05 / 0.050.00075.6762020.03.02 01:00:00filledStrategy 0.3228
2020.06.03 03:00:403AUDJPYbuy0.05 / 0.050.0002020.06.03 03:00:40filledsl 75.676
2021.02.15 00:30:004AUDJPYbuy0.08 / 0.080.00076.8412021.02.15 00:30:00filledStrategy 0.3228
2022.04.25 16:31:405AUDJPYsell0.08 / 0.080.0002022.04.25 16:31:40filledsl 91.467
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 01:00:002AUDJPYsellin0.0569.5592-0.110.000.0099 999.89Strategy 0.3228
2020.06.03 03:00:403AUDJPYbuyout0.0575.6763-0.11-18.49-404.1699 577.13sl 75.676
2021.02.15 00:30:004AUDJPYbuyin0.0881.5214-0.180.000.0099 576.95Strategy 0.3228
2022.04.25 16:31:405AUDJPYsellout0.0891.4675-0.18-4.34869.91100 442.34sl 91.467
-0.58 -22.83 465.75 100 442.34