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官方网站 Original Turtle Trader
Strategy Tester Report
Turtle Trader Tester
FXCM-USDDemo02 (Build 765)

SymbolAUDUSD (Australian Dollar vs US Dollar)
PeriodDaily (D1) 2014.01.02 00:00 - 2014.12.30 00:00 (2014.01.01 - 2014.12.31)
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 test1260Ticks modelled28648786Modelling quality50.00%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (71)
Total net profit1402.76Gross profit3400.20Gross loss-1997.44
Profit factor1.70Expected payoff56.11
Absolute drawdown1586.38Maximal drawdown2474.74 (19.71%)Relative drawdown19.87% (2086.10)
Total trades25Short positions (won %)16 (50.00%)Long positions (won %)9 (33.33%)
Profit trades (% of total)11 (44.00%)Loss trades (% of total)14 (56.00%)
Largestprofit trade604.62loss trade-206.80
Averageprofit trade309.11loss trade-142.67
Maximumconsecutive wins (profit in money)4 (2120.40)consecutive losses (loss in money)6 (-835.12)
Maximalconsecutive profit (count of wins)2120.40 (4)consecutive loss (count of losses)-835.12 (6)
Averageconsecutive wins4consecutive losses5
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