Strategy Tester Report
Fuzzy logic
AlpariUK-Demo (Build 225)
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2009.09.14 14:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01) | ||||
| 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 | 1933 | Ticks modelled | 45732 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2993.41 | Gross profit | 2993.77 | Gross loss | -0.36 |
| Profit factor | 8224.65 | Expected payoff | 498.90 | ||
| Absolute drawdown | 948.18 | Maximal drawdown | 5085.92 (33.60%) | Relative drawdown | 33.60% (5085.92) |
| Total trades | 6 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 5 (83.33%) | Loss trades (% of total) | 1 (16.67%) | ||
| Largest | profit trade | 2993.77 | loss trade | -0.36 | |
| Average | profit trade | 598.75 | loss trade | -0.36 | |
| Maximum | consecutive wins (profit in money) | 3 (0.00) | consecutive losses (loss in money) | 1 (-0.36) | |
| Maximal | consecutive profit (count of wins) | 2993.77 (2) | consecutive loss (count of losses) | -0.36 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.09.14 16:00 | sell | 1 | 0.80 | 1.08390 | 0.00000 | 0.00000 | ||
| 2 | 2009.09.14 16:32 | modify | 1 | 0.80 | 1.08390 | 1.08390 | 0.00000 | ||
| 3 | 2009.09.14 16:40 | s/l | 1 | 0.80 | 1.08390 | 1.08390 | 0.00000 | 0.00 | 10000.00 |
| 4 | 2009.09.14 17:00 | sell | 2 | 0.80 | 1.08576 | 0.00000 | 0.00000 | ||
| 5 | 2009.09.14 17:15 | modify | 2 | 0.80 | 1.08576 | 1.08576 | 0.00000 | ||
| 6 | 2009.09.14 17:45 | s/l | 2 | 0.80 | 1.08576 | 1.08576 | 0.00000 | 0.00 | 10000.00 |
| 7 | 2009.09.14 18:00 | sell | 3 | 0.80 | 1.08580 | 0.00000 | 0.00000 | ||
| 8 | 2009.09.14 18:20 | modify | 3 | 0.80 | 1.08580 | 1.08580 | 0.00000 | ||
| 9 | 2009.09.14 18:27 | s/l | 3 | 0.80 | 1.08580 | 1.08580 | 0.00000 | 0.00 | 10000.00 |
| 10 | 2009.09.14 19:00 | sell | 4 | 0.80 | 1.08518 | 0.00000 | 0.00000 | ||
| 11 | 2009.09.14 20:15 | modify | 4 | 0.80 | 1.08518 | 1.08518 | 0.00000 | ||
| 12 | 2009.09.15 09:50 | s/l | 4 | 0.80 | 1.08518 | 1.08518 | 0.00000 | -0.36 | 9999.64 |
| 13 | 2009.09.15 10:00 | sell | 5 | 0.80 | 1.08418 | 0.00000 | 0.00000 | ||
| 14 | 2009.09.15 10:20 | modify | 5 | 0.80 | 1.08418 | 1.08418 | 0.00000 | ||
| 15 | 2009.09.15 10:45 | s/l | 5 | 0.80 | 1.08418 | 1.08418 | 0.00000 | 0.00 | 9999.64 |
| 16 | 2009.09.15 12:00 | sell | 6 | 0.80 | 1.08642 | 0.00000 | 0.00000 | ||
| 17 | 2009.12.31 18:57 | close at stop | 6 | 0.80 | 1.04673 | 0.00000 | 0.00000 | 2993.77 | 12993.41 |