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

SymbolNZDUSD (New Zealand Dollar vs US Dollar)
PeriodDaily (D1) 2005.08.29 00:00 - 2011.10.26 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 test1732Ticks modelled43674229Modelling quality84.74%
Mismatched charts errors0
Initial deposit10000.00
Total net profit-77.53Gross profit13304.67Gross loss-13382.20
Profit factor0.99Expected payoff-0.63
Absolute drawdown4430.45Maximal drawdown6999.02 (55.69%)Relative drawdown55.69% (6999.02)
Total trades123Short positions (won %)47 (17.02%)Long positions (won %)76 (25.00%)
Profit trades (% of total)27 (21.95%)Loss trades (% of total)96 (78.05%)
Largestprofit trade2116.83loss trade-218.09
Averageprofit trade492.77loss trade-139.40
Maximumconsecutive wins (profit in money)4 (8182.79)consecutive losses (loss in money)22 (-3222.84)
Maximalconsecutive profit (count of wins)8182.79 (4)consecutive loss (count of losses)-3222.84 (22)
Averageconsecutive wins3consecutive losses11
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance


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风险

外汇交易可能涉及超出您初始存款的损失风险。这并不适合所有投资者,您应确保了解所涉及的风险,如有必要,请寻求独立建议。

外汇账户通常提供不同程度的杠杆,其较高的利润潜力与同样高的风险水平平衡。您永远不应该冒超过您准备损失的风险,并应仔细考虑您的交易经验。

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