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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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.

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