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

SymbolNZDUSDm (New Zealand Dollar vs US Dollar)
PeriodDaily (D1) 2012.01.02 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 modelled25440959Modelling quality34.59%
Mismatched charts errors1
Initial deposit10000.00Spread2
Total net profit905.99Gross profit4812.47Gross loss-3906.48
Profit factor1.23Expected payoff21.07
Absolute drawdown115.97Maximal drawdown5270.84 (33.13%)Relative drawdown33.13% (5270.84)
Total trades43Short positions (won %)15 (53.33%)Long positions (won %)28 (25.00%)
Profit trades (% of total)15 (34.88%)Loss trades (% of total)28 (65.12%)
Largestprofit trade819.13loss trade-214.98
Averageprofit trade320.83loss trade-139.52
Maximumconsecutive wins (profit in money)8 (4202.25)consecutive losses (loss in money)23 (-3192.09)
Maximalconsecutive profit (count of wins)4202.25 (8)consecutive loss (count of losses)-3192.09 (23)
Averageconsecutive wins5consecutive losses9
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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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