Report Result : Fuzzy logic - Desynced Forex Repository

Strategy Tester Report

Fuzzy logic

AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2010.03.01 00:00 - 2010.03.12 22:00 (2010.03.01 - 2010.03.27)
Model		Control points (a very crude method, the results must not be considered)
Parameters		TrailingStop=35; PercentMM=8; DeltaMM=0; InitialBalance=10000; SL=60;

Bars in test	1238	Ticks modelled	6934	Modelling quality	n/a
Mismatched charts errors	8

Initial deposit	10000.00
Total net profit	-1764.66	Gross profit	666.16	Gross loss	-2430.82
Profit factor	0.27	Expected payoff	-110.29
Absolute drawdown	2012.01	Maximal drawdown	2707.92 (25.32%)	Relative drawdown	25.32% (2707.92)

Total trades	16	Short positions (won %)	16 (93.75%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	15 (93.75%)	Loss trades (% of total)	1 (6.25%)
Largest		profit trade	120.80	loss trade	-2430.82
Average		profit trade	44.41	loss trade	-2430.82
Maximum		consecutive wins (profit in money)	15 (666.16)	consecutive losses (loss in money)	1 (-2430.82)
Maximal		consecutive profit (count of wins)	666.16 (15)	consecutive loss (count of losses)	-2430.82 (1)
Average		consecutive wins	15	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 00:00	sell	1	0.80	1.36221	0.00000	0.00000
2	2010.03.01 00:07	modify	1	0.80	1.36221	1.36221	0.00000
3	2010.03.01 00:10	s/l	1	0.80	1.36221	1.36221	0.00000	0.00	10000.00
4	2010.03.01 01:00	sell	2	0.80	1.36388	0.00000	0.00000
5	2010.03.01 01:20	modify	2	0.80	1.36388	1.36388	0.00000
6	2010.03.01 01:20	modify	2	0.80	1.36388	1.36371	0.00000
7	2010.03.01 01:27	s/l	2	0.80	1.36371	1.36371	0.00000	13.60	10013.60
8	2010.03.01 02:00	sell	3	0.80	1.36348	0.00000	0.00000
9	2010.03.01 02:15	modify	3	0.80	1.36348	1.36348	0.00000
10	2010.03.01 02:15	modify	3	0.80	1.36348	1.36293	0.00000
11	2010.03.01 02:20	modify	3	0.80	1.36348	1.36197	0.00000
12	2010.03.01 02:22	s/l	3	0.80	1.36197	1.36197	0.00000	120.80	10134.40
13	2010.03.01 03:00	sell	4	0.81	1.36161	0.00000	0.00000
14	2010.03.01 03:10	modify	4	0.81	1.36161	1.36161	0.00000
15	2010.03.01 03:15	modify	4	0.81	1.36161	1.36106	0.00000
16	2010.03.01 03:20	modify	4	0.81	1.36161	1.36028	0.00000
17	2010.03.01 03:22	s/l	4	0.81	1.36028	1.36028	0.00000	107.73	10242.13
18	2010.03.01 04:00	sell	5	0.82	1.36040	0.00000	0.00000
19	2010.03.01 07:45	modify	5	0.82	1.36040	1.36040	0.00000
20	2010.03.01 07:45	modify	5	0.82	1.36040	1.36015	0.00000
21	2010.03.01 07:50	modify	5	0.82	1.36040	1.35918	0.00000
22	2010.03.01 07:52	s/l	5	0.82	1.35918	1.35918	0.00000	100.04	10342.17
23	2010.03.01 08:00	sell	6	0.83	1.35970	0.00000	0.00000
24	2010.03.01 08:02	modify	6	0.83	1.35970	1.35970	0.00000
25	2010.03.01 08:02	modify	6	0.83	1.35970	1.35942	0.00000
26	2010.03.01 08:07	modify	6	0.83	1.35970	1.35931	0.00000
27	2010.03.01 08:10	s/l	6	0.83	1.35931	1.35931	0.00000	32.37	10374.54
28	2010.03.01 09:00	sell	7	0.83	1.36235	0.00000	0.00000
29	2010.03.01 09:20	modify	7	0.83	1.36235	1.36235	0.00000
30	2010.03.01 09:20	modify	7	0.83	1.36235	1.36234	0.00000
31	2010.03.01 09:27	s/l	7	0.83	1.36234	1.36234	0.00000	0.83	10375.37
32	2010.03.01 10:00	sell	8	0.83	1.36328	0.00000	0.00000
33	2010.03.01 11:15	modify	8	0.83	1.36328	1.36328	0.00000
34	2010.03.01 11:15	modify	8	0.83	1.36328	1.36288	0.00000
35	2010.03.01 11:17	s/l	8	0.83	1.36288	1.36288	0.00000	33.20	10408.57
36	2010.03.01 12:00	sell	9	0.83	1.35939	0.00000	0.00000
37	2010.03.01 12:07	modify	9	0.83	1.35939	1.35939	0.00000
38	2010.03.01 12:10	s/l	9	0.83	1.35939	1.35939	0.00000	0.00	10408.57
39	2010.03.01 13:00	sell	10	0.83	1.35418	0.00000	0.00000
40	2010.03.01 13:10	modify	10	0.83	1.35418	1.35418	0.00000
41	2010.03.01 13:12	s/l	10	0.83	1.35418	1.35418	0.00000	0.00	10408.57
42	2010.03.01 14:00	sell	11	0.83	1.35069	0.00000	0.00000
43	2010.03.01 16:15	modify	11	0.83	1.35069	1.35069	0.00000
44	2010.03.01 16:15	modify	11	0.83	1.35069	1.34976	0.00000
45	2010.03.01 16:17	s/l	11	0.83	1.34976	1.34976	0.00000	77.19	10485.76
46	2010.03.01 17:00	sell	12	0.84	1.34783	0.00000	0.00000
47	2010.03.01 17:07	modify	12	0.84	1.34783	1.34783	0.00000
48	2010.03.01 17:10	s/l	12	0.84	1.34783	1.34783	0.00000	0.00	10485.76
49	2010.03.01 18:00	sell	13	0.84	1.35149	0.00000	0.00000
50	2010.03.02 08:02	modify	13	0.84	1.35149	1.35149	0.00000
51	2010.03.02 08:02	modify	13	0.84	1.35149	1.35125	0.00000
52	2010.03.02 08:07	modify	13	0.84	1.35149	1.35108	0.00000
53	2010.03.02 08:10	s/l	13	0.84	1.35108	1.35108	0.00000	33.61	10519.37
54	2010.03.02 09:00	sell	14	0.84	1.35271	0.00000	0.00000
55	2010.03.02 09:15	modify	14	0.84	1.35271	1.35271	0.00000
56	2010.03.02 09:15	modify	14	0.84	1.35271	1.35267	0.00000
57	2010.03.02 09:20	modify	14	0.84	1.35271	1.35160	0.00000
58	2010.03.02 09:22	s/l	14	0.84	1.35160	1.35160	0.00000	93.24	10612.61
59	2010.03.02 10:00	sell	15	0.85	1.34849	0.00000	0.00000
60	2010.03.02 10:10	modify	15	0.85	1.34849	1.34849	0.00000
61	2010.03.02 10:10	modify	15	0.85	1.34849	1.34786	0.00000
62	2010.03.02 10:12	s/l	15	0.85	1.34786	1.34786	0.00000	53.55	10666.16
63	2010.03.02 11:00	sell	16	0.85	1.34851	0.00000	0.00000
64	2010.03.12 22:59	close at stop	16	0.85	1.37699	0.00000	0.00000	-2430.82	8235.34