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

SymbolUSDCADm (US Dollar vs Canadian Dollar)
PeriodDaily (D1) 2012.01.01 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 modelled21168658Modelling quality34.62%
Mismatched charts errors1
Initial deposit10000.00Spread2
Total net profit-1652.43Gross profit2724.77Gross loss-4377.19
Profit factor0.62Expected payoff-33.72
Absolute drawdown2440.78Maximal drawdown5176.93 (40.65%)Relative drawdown40.65% (5176.93)
Total trades49Short positions (won %)18 (33.33%)Long positions (won %)31 (38.71%)
Profit trades (% of total)18 (36.73%)Loss trades (% of total)31 (63.27%)
Largestprofit trade365.07loss trade-207.76
Averageprofit trade151.38loss trade-141.20
Maximumconsecutive wins (profit in money)8 (1721.83)consecutive losses (loss in money)16 (-2146.51)
Maximalconsecutive profit (count of wins)1721.83 (8)consecutive loss (count of losses)-2146.51 (16)
Averageconsecutive wins5consecutive losses10
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风险

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