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

SymbolEURUSD (Euro vs US Dollar)
PeriodDaily (D1) 2001.01.01 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 modelled62417926Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit15913.20Gross profit29191.32Gross loss-13278.11
Profit factor2.20Expected payoff94.72
Absolute drawdown1924.93Maximal drawdown3944.79 (24.07%)Relative drawdown24.07% (3944.79)
Total trades168Short positions (won %)71 (29.58%)Long positions (won %)97 (51.55%)
Profit trades (% of total)71 (42.26%)Loss trades (% of total)97 (57.74%)
Largestprofit trade1353.59loss trade-214.63
Averageprofit trade411.15loss trade-136.89
Maximumconsecutive wins (profit in money)8 (4584.21)consecutive losses (loss in money)12 (-1811.70)
Maximalconsecutive profit (count of wins)5107.45 (4)consecutive loss (count of losses)-1811.70 (12)
Averageconsecutive wins4consecutive losses6
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance


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