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

SymbolAUDUSDm (Australian Dollar vs US Dollar)
PeriodDaily (D1) 2012.01.02 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 modelled29014365Modelling qualityn/a
Mismatched charts errors293
Initial deposit10000.00SpreadCurrent (27)
Total net profit3696.38Gross profit8411.32Gross loss-4714.94
Profit factor1.78Expected payoff69.74
Absolute drawdown1816.91Maximal drawdown5917.69 (41.97%)Relative drawdown41.97% (5917.69)
Total trades53Short positions (won %)28 (42.86%)Long positions (won %)25 (32.00%)
Profit trades (% of total)20 (37.74%)Loss trades (% of total)33 (62.26%)
Largestprofit trade1141.83loss trade-211.97
Averageprofit trade420.57loss trade-142.88
Maximumconsecutive wins (profit in money)8 (1698.64)consecutive losses (loss in money)26 (-3565.24)
Maximalconsecutive profit (count of wins)4266.56 (4)consecutive loss (count of losses)-3565.24 (26)
Averageconsecutive wins5consecutive losses11
Graph

Scroll down to load the orders history in smaller chunks.

Loading...

Loading orders history...

Full orders history loaded.

Risk

Forex trading can involve the risk of loss beyond your initial deposit. It is not suitable for all investors and you should make sure you understand the risks involved, seeking independent advice if necessary.

Forex accounts typically offer various degrees of leverage and their elevated profit potential is counterbalanced by an equally high level of risk. You should never risk more than you are prepared to lose and you should carefully take into consideration your trading experience.

Past performance and simulated results are not necessarily indicative of future performance. All the content on this site represents the sole opinion of the author and does not constitute an express recommendation to purchase any of the products described in its pages.

Sponsored By

IC Markets IC Markets IC Markets

Get Funded

IC Funded IC Funded IC Funded