Strategy Tester Report
Ruben_FuzzyLogic_GBPUSD_H1
ADSSecurities-Live (Build 1031)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2016.01.03 23:01 - 2016.12.29 23:00 (2016.01.01 - 2016.12.30)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersStopLoss=45; TakeProfit=100; MagicNumber=1102876; MaxSlippage=3;
Bars in test7110Ticks modelled27554274Modelling quality99.90%
Mismatched charts errors9485
Initial deposit100.00Spread15
Total net profit89.45Gross profit139.73Gross loss-50.28
Profit factor2.78Expected payoff3.73
Absolute drawdown3.79Maximal drawdown22.44 (13.22%)Relative drawdown17.50% (20.96)
Total trades24Short positions (won %)10 (40.00%)Long positions (won %)14 (57.14%)
Profit trades (% of total)12 (50.00%)Loss trades (% of total)12 (50.00%)
Largestprofit trade19.91loss trade-4.55
Averageprofit trade11.64loss trade-4.19
Maximumconsecutive wins (profit in money)4 (39.96)consecutive losses (loss in money)3 (-13.56)
Maximalconsecutive profit (count of wins)49.73 (3)consecutive loss (count of losses)-13.56 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12016.01.21 22:00buy10.011.424210.000000.00000
22016.01.21 22:00modify10.011.424211.419710.00000
32016.01.21 22:00modify10.011.424211.419711.43421
42016.01.22 15:54t/p10.011.434211.419711.4342110.01110.01
52016.01.25 23:37sell20.011.423690.000000.00000
62016.01.25 23:37modify20.011.423691.428190.00000
72016.01.25 23:37modify20.011.423691.428191.41369
82016.01.26 15:36s/l20.011.428191.428191.41369-4.52105.49
92016.01.27 19:55buy30.011.427130.000000.00000
102016.01.27 19:55modify30.011.427131.422630.00000
112016.01.27 19:55modify30.011.427131.422631.43713
122016.01.28 16:14t/p30.011.437131.422631.4371310.02115.51
132016.02.12 19:21buy40.011.449210.000000.00000
142016.02.12 19:21modify40.011.449211.444710.00000
152016.02.12 19:21modify40.011.449211.444711.45921
162016.02.15 16:16s/l40.011.444711.444711.45921-4.49111.01
172016.02.19 21:00buy50.011.436150.000000.00000
182016.02.19 21:00modify50.011.436151.431650.00000
192016.02.19 21:00modify50.011.436151.431651.44615
202016.02.21 23:01s/l50.011.431651.431651.44615-4.50106.51
212016.02.21 23:01sell60.011.426070.000000.00000
222016.02.21 23:01modify60.011.426071.430570.00000
232016.02.21 23:01modify60.011.426071.430571.41607
242016.02.21 23:40s/l60.011.430571.430571.41607-4.50102.01
252016.03.16 22:00buy70.011.425290.000000.00000
262016.03.16 22:00modify70.011.425291.420790.00000
272016.03.16 22:00modify70.011.425291.420791.43529
282016.03.17 11:15t/p70.011.435291.420791.4352910.02112.03
292016.03.21 21:00sell80.011.437010.000000.00000
302016.03.21 21:00modify80.011.437011.441510.00000
312016.03.21 21:00modify80.011.437011.441511.42701
322016.03.22 09:31t/p80.011.427011.441511.427019.98122.02
332016.04.10 23:32buy90.011.412940.000000.00000
342016.04.10 23:32modify90.011.412941.408440.00000
352016.04.10 23:32modify90.011.412941.408441.42294
362016.04.11 11:13t/p90.011.422941.408441.4229410.01132.02
372016.04.13 20:11sell100.011.420660.000000.00000
382016.04.13 20:11modify100.011.420661.425160.00000
392016.04.13 20:11modify100.011.420661.425161.41066
402016.04.14 08:05t/p100.011.410661.425161.410669.95141.98
412016.04.21 22:01sell110.011.431890.000000.00000
422016.04.21 22:01modify110.011.431891.436390.00000
432016.04.21 22:01modify110.011.431891.436391.42189
442016.04.22 06:47s/l110.011.436391.436391.42189-4.52137.46
452016.05.11 23:45sell120.011.443800.000000.00000
462016.05.11 23:45modify120.011.443801.448300.00000
472016.05.11 23:45modify120.011.443801.448301.43380
482016.05.12 12:00s/l120.011.448301.448301.43380-4.55132.92
492016.05.30 21:00buy130.011.463900.000000.00000
502016.05.30 21:00modify130.011.463901.459400.00000
512016.05.30 21:00modify130.011.463901.459401.47390
522016.05.31 08:54s/l130.011.459401.459401.47390-4.49128.42
532016.06.16 23:00buy140.011.421110.000000.00000
542016.06.16 23:00modify140.011.421111.416610.00000
552016.06.16 23:00modify140.011.421111.416611.43111
562016.06.17 15:17t/p140.011.431111.416611.4311110.01138.43
572016.07.11 19:07buy150.011.298580.000000.00000
582016.07.11 19:07modify150.011.298581.294080.00000
592016.07.11 19:07modify150.011.298581.294081.30858
602016.07.12 03:15t/p150.011.308581.294081.3085810.01148.43
612016.07.20 21:00buy160.011.321250.000000.00000
622016.07.20 21:00modify160.011.321251.316750.00000
632016.07.20 21:00modify160.011.321251.316751.33125
642016.07.21 09:34s/l160.011.316751.316751.33125-4.48143.95
652016.07.27 19:22buy170.011.317100.000000.00000
662016.07.27 19:22modify170.011.317101.312600.00000
672016.07.27 19:22modify170.011.317101.312601.32710
682016.07.28 15:54s/l170.011.312601.312601.32710-4.48139.47
692016.07.28 21:00buy180.011.316050.000000.00000
702016.07.28 21:00modify180.011.316051.311550.00000
712016.07.28 21:00modify180.011.316051.311551.32605
722016.07.29 15:47t/p180.011.326051.311551.3260510.01149.48
732016.08.01 21:00sell190.011.317800.000000.00000
742016.08.01 21:00modify190.011.317801.322300.00000
752016.08.01 21:00modify190.011.317801.322301.30780
762016.08.02 08:00s/l190.011.322301.322301.30780-4.52144.96
772016.08.19 19:09sell200.011.307340.000000.00000
782016.08.19 19:09modify200.011.307341.311840.00000
792016.08.19 19:09modify200.011.307341.311841.29734
802016.08.22 09:54s/l200.011.311841.311841.29734-4.52140.44
812016.08.25 19:02buy210.011.317740.000000.00000
822016.08.25 19:02modify210.011.317741.313240.00000
832016.08.25 19:02modify210.011.317741.313241.32774
842016.08.26 15:22t/p210.011.327741.313241.3277410.01150.45
852016.09.07 20:11sell220.021.333300.000000.00000
862016.09.07 20:11modify220.021.333301.337800.00000
872016.09.07 20:11modify220.021.333301.337801.32330
882016.09.13 13:38t/p220.021.323301.337801.3233019.82170.27
892016.12.14 20:00sell230.021.259980.000000.00000
902016.12.14 20:00modify230.021.259981.264480.00000
912016.12.14 20:00modify230.021.259981.264481.24998
922016.12.15 11:34t/p230.021.249981.264481.2499819.91190.17
932016.12.29 23:40buy240.021.228690.000000.00000
942016.12.29 23:40modify240.021.228691.224190.00000
952016.12.29 23:40modify240.021.228691.224191.23869
962016.12.29 23:59close at stop240.021.228331.224191.23869-0.72189.45