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

SymbolUSDCAD (US Dollar vs Canadian 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 test3864Ticks modelled43197751Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit389.81Gross profit20046.43Gross loss-19656.63
Profit factor1.02Expected payoff1.90
Absolute drawdown1419.22Maximal drawdown9620.71 (48.08%)Relative drawdown48.08% (9620.71)
Total trades205Short positions (won %)117 (23.08%)Long positions (won %)88 (18.18%)
Profit trades (% of total)43 (20.98%)Loss trades (% of total)162 (79.02%)
Largestprofit trade1569.12loss trade-213.03
Averageprofit trade466.20loss trade-121.34
Maximumconsecutive wins (profit in money)4 (6047.87)consecutive losses (loss in money)52 (-7763.88)
Maximalconsecutive profit (count of wins)6047.87 (4)consecutive loss (count of losses)-7763.88 (52)
Averageconsecutive wins3consecutive losses10
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance


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风险

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