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

SymbolUSDJPY (US Dollar vs Japanese Yen)
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 modelled31944797Modelling quality50.00%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (12)
Total net profit4286.81Gross profit5371.34Gross loss-1084.53
Profit factor4.95Expected payoff306.20
Absolute drawdown1087.56Maximal drawdown2772.61 (18.81%)Relative drawdown18.81% (2772.61)
Total trades14Short positions (won %)3 (0.00%)Long positions (won %)11 (72.73%)
Profit trades (% of total)8 (57.14%)Loss trades (% of total)6 (42.86%)
Largestprofit trade833.04loss trade-202.67
Averageprofit trade671.42loss trade-180.76
Maximumconsecutive wins (profit in money)8 (5371.34)consecutive losses (loss in money)6 (-1084.53)
Maximalconsecutive profit (count of wins)5371.34 (8)consecutive loss (count of losses)-1084.53 (6)
Averageconsecutive wins8consecutive losses6
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