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官方网站 Original Turtle Trader
Strategy Tester Report
OriginalTurtleTrader backtester
IBFX-MT4-Demo2 (Build 646)

SymbolAUDUSDm (Australian Dollar vs US Dollar)
PeriodDaily (D1) 2012.01.02 00:00 - 2013.12.30 00:00 (2012.01.01 - 2013.12.31)
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 test1627Ticks modelled29014365Modelling qualityn/a
Mismatched charts errors293
Initial deposit10000.00SpreadCurrent (27)
Total net profit3696.38Gross profit8411.32Gross loss-4714.94
Profit factor1.78Expected payoff69.74
Absolute drawdown1816.91Maximal drawdown5917.69 (41.97%)Relative drawdown41.97% (5917.69)
Total trades53Short positions (won %)28 (42.86%)Long positions (won %)25 (32.00%)
Profit trades (% of total)20 (37.74%)Loss trades (% of total)33 (62.26%)
Largestprofit trade1141.83loss trade-211.97
Averageprofit trade420.57loss trade-142.88
Maximumconsecutive wins (profit in money)8 (1698.64)consecutive losses (loss in money)26 (-3565.24)
Maximalconsecutive profit (count of wins)4266.56 (4)consecutive loss (count of losses)-3565.24 (26)
Averageconsecutive wins5consecutive losses11
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