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

SymbolUSDCHF (US Dollar vs Swiss Franc)
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 test3863Ticks modelled56640091Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit2757.05Gross profit16459.68Gross loss-13702.63
Profit factor1.20Expected payoff14.51
Absolute drawdown2150.90Maximal drawdown4708.64 (37.33%)Relative drawdown37.33% (4708.64)
Total trades190Short positions (won %)107 (38.32%)Long positions (won %)83 (20.48%)
Profit trades (% of total)58 (30.53%)Loss trades (% of total)132 (69.47%)
Largestprofit trade826.58loss trade-196.96
Averageprofit trade283.79loss trade-103.81
Maximumconsecutive wins (profit in money)8 (3081.13)consecutive losses (loss in money)20 (-2203.03)
Maximalconsecutive profit (count of wins)3093.94 (4)consecutive loss (count of losses)-2203.03 (20)
Averageconsecutive wins3consecutive losses7
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance


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