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

SymbolUSDCAD (US Dollar vs Canadian 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 modelled17179090Modelling quality50.00%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (13)
Total net profit1140.13Gross profit3214.05Gross loss-2073.92
Profit factor1.55Expected payoff45.61
Absolute drawdown1477.55Maximal drawdown4159.47 (32.80%)Relative drawdown32.80% (4159.47)
Total trades25Short positions (won %)8 (12.50%)Long positions (won %)17 (47.06%)
Profit trades (% of total)9 (36.00%)Loss trades (% of total)16 (64.00%)
Largestprofit trade615.04loss trade-187.65
Averageprofit trade357.12loss trade-129.62
Maximumconsecutive wins (profit in money)4 (2196.30)consecutive losses (loss in money)10 (-1124.71)
Maximalconsecutive profit (count of wins)2196.30 (4)consecutive loss (count of losses)-1124.71 (10)
Averageconsecutive wins3consecutive losses8
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