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官方网站 Original Turtle Trader
Strategy Tester Report
Turtle Trader Tester
FXCM-USDDemo02 (Build 765)

SymbolNZDUSD (New Zealand Dollar vs US Dollar)
PeriodDaily (D1) 2014.01.02 00:00 - 2014.12.30 00:00 (2014.01.01 - 2014.12.31)
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 test1260Ticks modelled25942387Modelling quality50.00%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (68)
Total net profit2900.42Gross profit4235.94Gross loss-1335.52
Profit factor3.17Expected payoff181.28
Absolute drawdown1496.18Maximal drawdown2734.30 (24.33%)Relative drawdown24.33% (2734.30)
Total trades16Short positions (won %)8 (50.00%)Long positions (won %)8 (37.50%)
Profit trades (% of total)7 (43.75%)Loss trades (% of total)9 (56.25%)
Largestprofit trade1074.07loss trade-205.80
Averageprofit trade605.13loss trade-148.39
Maximumconsecutive wins (profit in money)4 (3993.04)consecutive losses (loss in money)7 (-933.68)
Maximalconsecutive profit (count of wins)3993.04 (4)consecutive loss (count of losses)-933.68 (7)
Averageconsecutive wins4consecutive losses5
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