Strategy Tester Report
Fuzzy logic
AlpariUK-Demo (Build 226)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.04.01 00:00 - 2010.04.16 22:00 (2010.04.01 - 2010.04.30) | ||||
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 | 1285 | Ticks modelled | 8030 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1479.42 | Gross profit | 373.64 | Gross loss | -1853.06 |
Profit factor | 0.20 | Expected payoff | -164.38 | ||
Absolute drawdown | 3149.21 | Maximal drawdown | 3551.90 (34.14%) | Relative drawdown | 34.14% (3551.90) |
Total trades | 9 | Short positions (won %) | 9 (88.89%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 8 (88.89%) | Loss trades (% of total) | 1 (11.11%) | ||
Largest | profit trade | 96.80 | loss trade | -1853.06 | |
Average | profit trade | 46.70 | loss trade | -1853.06 | |
Maximum | consecutive wins (profit in money) | 8 (373.64) | consecutive losses (loss in money) | 1 (-1853.06) | |
Maximal | consecutive profit (count of wins) | 373.64 (8) | consecutive loss (count of losses) | -1853.06 (1) | |
Average | consecutive wins | 8 | consecutive losses | 1 |

# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 05:00 | sell | 1 | 0.80 | 1.35010 | 0.00000 | 0.00000 | ||
2 | 2010.04.01 14:15 | modify | 1 | 0.80 | 1.35010 | 1.35010 | 0.00000 | ||
3 | 2010.04.01 14:15 | modify | 1 | 0.80 | 1.35010 | 1.34970 | 0.00000 | ||
4 | 2010.04.01 14:20 | modify | 1 | 0.80 | 1.35010 | 1.34889 | 0.00000 | ||
5 | 2010.04.01 14:22 | s/l | 1 | 0.80 | 1.34889 | 1.34889 | 0.00000 | 96.80 | 10096.80 |
6 | 2010.04.01 15:00 | sell | 2 | 0.81 | 1.34969 | 0.00000 | 0.00000 | ||
7 | 2010.04.05 08:50 | modify | 2 | 0.81 | 1.34969 | 1.34969 | 0.00000 | ||
8 | 2010.04.05 08:50 | modify | 2 | 0.81 | 1.34969 | 1.34926 | 0.00000 | ||
9 | 2010.04.05 08:52 | s/l | 2 | 0.81 | 1.34926 | 1.34926 | 0.00000 | 32.89 | 10129.69 |
10 | 2010.04.05 09:00 | sell | 3 | 0.81 | 1.34641 | 0.00000 | 0.00000 | ||
11 | 2010.04.06 03:15 | modify | 3 | 0.81 | 1.34641 | 1.34641 | 0.00000 | ||
12 | 2010.04.06 03:15 | modify | 3 | 0.81 | 1.34641 | 1.34616 | 0.00000 | ||
13 | 2010.04.06 03:20 | modify | 3 | 0.81 | 1.34641 | 1.34528 | 0.00000 | ||
14 | 2010.04.06 03:22 | s/l | 3 | 0.81 | 1.34528 | 1.34528 | 0.00000 | 90.56 | 10220.24 |
15 | 2010.04.06 04:00 | sell | 4 | 0.82 | 1.34341 | 0.00000 | 0.00000 | ||
16 | 2010.04.06 09:20 | modify | 4 | 0.82 | 1.34341 | 1.34341 | 0.00000 | ||
17 | 2010.04.06 09:22 | s/l | 4 | 0.82 | 1.34341 | 1.34341 | 0.00000 | 0.00 | 10220.24 |
18 | 2010.04.06 10:00 | sell | 5 | 0.82 | 1.34120 | 0.00000 | 0.00000 | ||
19 | 2010.04.06 14:20 | modify | 5 | 0.82 | 1.34120 | 1.34120 | 0.00000 | ||
20 | 2010.04.06 14:20 | modify | 5 | 0.82 | 1.34120 | 1.34101 | 0.00000 | ||
21 | 2010.04.06 14:22 | s/l | 5 | 0.82 | 1.34101 | 1.34101 | 0.00000 | 15.58 | 10235.82 |
22 | 2010.04.06 15:00 | sell | 6 | 0.82 | 1.33678 | 0.00000 | 0.00000 | ||
23 | 2010.04.07 13:32 | modify | 6 | 0.82 | 1.33678 | 1.33678 | 0.00000 | ||
24 | 2010.04.07 13:32 | modify | 6 | 0.82 | 1.33678 | 1.33638 | 0.00000 | ||
25 | 2010.04.07 13:37 | modify | 6 | 0.82 | 1.33678 | 1.33621 | 0.00000 | ||
26 | 2010.04.07 13:40 | s/l | 6 | 0.82 | 1.33621 | 1.33621 | 0.00000 | 45.76 | 10281.58 |
27 | 2010.04.07 14:00 | sell | 7 | 0.82 | 1.33493 | 0.00000 | 0.00000 | ||
28 | 2010.04.08 03:20 | modify | 7 | 0.82 | 1.33493 | 1.33493 | 0.00000 | ||
29 | 2010.04.08 03:20 | modify | 7 | 0.82 | 1.33493 | 1.33449 | 0.00000 | ||
30 | 2010.04.08 03:22 | s/l | 7 | 0.82 | 1.33449 | 1.33449 | 0.00000 | 33.13 | 10314.71 |
31 | 2010.04.08 04:00 | sell | 8 | 0.83 | 1.33215 | 0.00000 | 0.00000 | ||
32 | 2010.04.08 09:50 | modify | 8 | 0.83 | 1.33215 | 1.33215 | 0.00000 | ||
33 | 2010.04.08 09:50 | modify | 8 | 0.83 | 1.33215 | 1.33144 | 0.00000 | ||
34 | 2010.04.08 09:52 | s/l | 8 | 0.83 | 1.33144 | 1.33144 | 0.00000 | 58.93 | 10373.64 |
35 | 2010.04.08 10:00 | sell | 9 | 0.83 | 1.32930 | 0.00000 | 0.00000 | ||
36 | 2010.04.16 22:59 | close at stop | 9 | 0.83 | 1.35153 | 0.00000 | 0.00000 | -1853.06 | 8520.58 |