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

SymbolEURUSD (Euro vs US Dollar)
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 test3863Ticks modelled62417926Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit15913.20Gross profit29191.32Gross loss-13278.11
Profit factor2.20Expected payoff94.72
Absolute drawdown1924.93Maximal drawdown3944.79 (24.07%)Relative drawdown24.07% (3944.79)
Total trades168Short positions (won %)71 (29.58%)Long positions (won %)97 (51.55%)
Profit trades (% of total)71 (42.26%)Loss trades (% of total)97 (57.74%)
Largestprofit trade1353.59loss trade-214.63
Averageprofit trade411.15loss trade-136.89
Maximumconsecutive wins (profit in money)8 (4584.21)consecutive losses (loss in money)12 (-1811.70)
Maximalconsecutive profit (count of wins)5107.45 (4)consecutive loss (count of losses)-1811.70 (12)
Averageconsecutive wins4consecutive losses6
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance


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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.