Strategy Tester Report
OriginalTurtleTrader backtester
IBFX-MT4-Demo2 (Build 646)

SymbolEURUSDm (Euro vs US Dollar)
PeriodDaily (D1) 2012.01.01 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 modelled36133424Modelling quality50.00%
Mismatched charts errors6
Initial deposit10000.00Spread2
Total net profit-3334.02Gross profit1658.79Gross loss-4992.81
Profit factor0.33Expected payoff-70.94
Absolute drawdown3334.02Maximal drawdown5295.63 (44.27%)Relative drawdown44.27% (5295.63)
Total trades47Short positions (won %)20 (20.00%)Long positions (won %)27 (18.52%)
Profit trades (% of total)9 (19.15%)Loss trades (% of total)38 (80.85%)
Largestprofit trade347.43loss trade-200.90
Averageprofit trade184.31loss trade-131.39
Maximumconsecutive wins (profit in money)4 (1090.30)consecutive losses (loss in money)22 (-2968.88)
Maximalconsecutive profit (count of wins)1090.30 (4)consecutive loss (count of losses)-2968.88 (22)
Averageconsecutive wins3consecutive losses10
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风险

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