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

SymbolGBPUSD (Great Britain Pound 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 test3862Ticks modelled62175838Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit4193.01Gross profit21250.88Gross loss-17057.88
Profit factor1.25Expected payoff24.24
Absolute drawdown1864.78Maximal drawdown5715.07 (36.98%)Relative drawdown36.98% (5715.07)
Total trades173Short positions (won %)79 (24.05%)Long positions (won %)94 (35.11%)
Profit trades (% of total)52 (30.06%)Loss trades (% of total)121 (69.94%)
Largestprofit trade1257.37loss trade-216.08
Averageprofit trade408.67loss trade-140.97
Maximumconsecutive wins (profit in money)4 (4733.38)consecutive losses (loss in money)18 (-2545.37)
Maximalconsecutive profit (count of wins)4733.38 (4)consecutive loss (count of losses)-2545.37 (18)
Averageconsecutive wins4consecutive losses8
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance


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