Strategy Tester Report
Turtle Trader Results 2001 - 2012
(Build 409)

SymbolAUDUSD (Australian Dollar vs US Dollar)
PeriodDaily (D1) 2001.01.02 00:00 - 2011.12.30 00:00 (2001.01.01 - 2011.12.31)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersAcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6;
Bars in test3863Ticks modelled49356011Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit15558.61Gross profit33739.79Gross loss-18181.18
Profit factor1.86Expected payoff84.56
Absolute drawdown2105.60Maximal drawdown9514.65 (40.11%)Relative drawdown40.11% (9514.65)
Total trades184Short positions (won %)68 (16.18%)Long positions (won %)116 (38.79%)
Profit trades (% of total)56 (30.43%)Loss trades (% of total)128 (69.57%)
Largestprofit trade2678.75loss trade-252.41
Averageprofit trade602.50loss trade-142.04
Maximumconsecutive wins (profit in money)8 (6544.57)consecutive losses (loss in money)23 (-3738.35)
Maximalconsecutive profit (count of wins)10428.47 (4)consecutive loss (count of losses)-3738.35 (23)
Averageconsecutive wins4consecutive losses8
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance


Loading...

Loading backtest data...

All backtest data loaded successfully.

风险

外汇交易可能涉及超出您初始存款的损失风险。这并不适合所有投资者,您应确保了解所涉及的风险,如有必要,请寻求独立建议。

外汇账户通常提供不同程度的杠杆,其较高的利润潜力与同样高的风险水平平衡。您永远不应该冒超过您准备损失的风险,并应仔细考虑您的交易经验。

过去的表现和模拟结果并不一定表明未来的表现。本网站上的所有内容仅代表作者的意见,不构成对购买其页面中描述的任何产品的明确建议。