I am running some simulated strategies on FX pairs. When I trade Yen pairs (e.g. GBPJPY or EURJPY), and I look at the trade analysis, the some values of the gains and losses are correct, but the MAE, MFE and ETD are off by a wide margin.
Please refer to the attached spreadsheet. I have taken a sample of my trades. A s you see, the % values are correct. The yen trades are highlighted in Green. For instance, trade number 1 had a MAE of 0.11%. (K8).
However, the same trade which made 6 pips (short from 114.10 to 114.06) gave me a dollar gain of 600 points in the table, not 6, and a MAE of 1200 points, not 12 as it should (cells V8 and X8). Points are highlighted in yellow.
The dollar value for the gain or loss is correct (AI1) as I make a profit of 600 yen (which equals $7.49),but the MAE, MFE and ETD are off (AL8, AM8 and AN8). Remember, the gain is in yens, then translated into USD.
I have tried adjusting tick size and the point values in the instrument editor (attached), but I can either correct the point value or the $ value, not both.
The consequence is that all my aggregate stats are wrong. I'm pretty sure there's an obvious fix but I can't find it. Many thanks for your help.
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