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

SymbolUSDJPY (US Dollar vs Japanese Yen)
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 test3862Ticks modelled48146012Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit-5629.89Gross profit13117.82Gross loss-18747.71
Profit factor0.70Expected payoff-27.46
Absolute drawdown5629.89Maximal drawdown9422.53 (68.32%)Relative drawdown68.32% (9422.53)
Total trades205Short positions (won %)116 (31.03%)Long positions (won %)89 (23.60%)
Profit trades (% of total)57 (27.80%)Loss trades (% of total)148 (72.20%)
Largestprofit trade647.39loss trade-239.45
Averageprofit trade230.14loss trade-126.67
Maximumconsecutive wins (profit in money)6 (1589.88)consecutive losses (loss in money)36 (-5437.95)
Maximalconsecutive profit (count of wins)2361.35 (4)consecutive loss (count of losses)-5437.95 (36)
Averageconsecutive wins4consecutive losses9
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance


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