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

SymbolUSDCHF (US Dollar vs Swiss Franc)
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 modelled56640091Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit2757.05Gross profit16459.68Gross loss-13702.63
Profit factor1.20Expected payoff14.51
Absolute drawdown2150.90Maximal drawdown4708.64 (37.33%)Relative drawdown37.33% (4708.64)
Total trades190Short positions (won %)107 (38.32%)Long positions (won %)83 (20.48%)
Profit trades (% of total)58 (30.53%)Loss trades (% of total)132 (69.47%)
Largestprofit trade826.58loss trade-196.96
Averageprofit trade283.79loss trade-103.81
Maximumconsecutive wins (profit in money)8 (3081.13)consecutive losses (loss in money)20 (-2203.03)
Maximalconsecutive profit (count of wins)3093.94 (4)consecutive loss (count of losses)-2203.03 (20)
Averageconsecutive wins3consecutive losses7
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance


Loading...

Loading backtest data...

All backtest data loaded successfully.

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.