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To read the full Turtle Story and Original Turtle Trader Rules you can visit its official website.
Trading Idea
A trend following system just as the Turtles used to trade.
Specifications
Non-expiring One live account with Demo compatibility.
Free Lifetime software updates.
Cultivated customer service and technical support.
For those accounts with less than $10,000 balance, they should support 100 unit lot size or $0.01 per pip to allow you to trade at the same risk level as that of the Turtle Trader of no more than 2% per trade.
EUR/USD, GBP/USD, USD/CHF, USD/JPY, USD/CAD, AUD/USD, NZD/USD
D1
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Historical Data Backtests
Backtests Settings
Symbol
USDJPY (US Dollar vs Japanese Yen)
Period
Daily (D1) 2014.01.02 00:00 - 2014.12.30 00:00 (2014.01.01 - 2014.12.31)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6;
Bars in test
1260
Ticks modelled
31944797
Modelling quality
50.00%
Initial Deposit
$10000.00
Spread
Backtests Results
Total net profit
4286.81
Gross profit
5371.34
Gross loss
-1084.53
Profit factor
4.95
Expected payoff
306.20
Absolute Bal DD
1087.56
Maximal Bal DD
2772.61 (18.81%)
Relative Bal DD
18.81% (2772.61)
Total Trades
14
Short positions
3 (0.00%)
Long positions
11 (72.73%)
Profit trades
8 (57.14%)
Loss trades
6 (42.86%)
Largest Profit trade
833.04
Largest Loss trade
-202.67
Average Profit trade
671.42
Average Loss trade
-180.76
Maximum consecutive wins (profit in money)
8 (5371.34)
Maximum consecutive losses (loss in money)
6 (-1084.53)
Maximal consecutive profit (count of wins)
5371.34 (8)
Maximal consecutive loss (count of losses)
-1084.53 (6)
Avarage consecutive wins
8
Avarage consecutive losses
6
Backtests Settings
Symbol
AUDUSD (Australian Dollar vs US Dollar)
Period
Daily (D1) 2014.01.02 00:00 - 2014.12.30 00:00 (2014.01.01 - 2014.12.31)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6;
Bars in test
1260
Ticks modelled
28648786
Modelling quality
50.00%
Initial Deposit
$10000.00
Spread
Backtests Results
Total net profit
1402.76
Gross profit
3400.20
Gross loss
-1997.44
Profit factor
1.70
Expected payoff
56.11
Absolute Bal DD
1586.38
Maximal Bal DD
2474.74 (19.71%)
Relative Bal DD
19.87% (2086.10)
Total Trades
25
Short positions
16 (50.00%)
Long positions
9 (33.33%)
Profit trades
11 (44.00%)
Loss trades
14 (56.00%)
Largest Profit trade
604.62
Largest Loss trade
-206.80
Average Profit trade
309.11
Average Loss trade
-142.67
Maximum consecutive wins (profit in money)
4 (2120.40)
Maximum consecutive losses (loss in money)
6 (-835.12)
Maximal consecutive profit (count of wins)
2120.40 (4)
Maximal consecutive loss (count of losses)
-835.12 (6)
Avarage consecutive wins
4
Avarage consecutive losses
5
Backtests Settings
Symbol
NZDUSD (New Zealand Dollar vs US Dollar)
Period
Daily (D1) 2014.01.02 00:00 - 2014.12.30 00:00 (2014.01.01 - 2014.12.31)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6;
Bars in test
1260
Ticks modelled
25942387
Modelling quality
50.00%
Initial Deposit
$10000.00
Spread
Backtests Results
Total net profit
2900.42
Gross profit
4235.94
Gross loss
-1335.52
Profit factor
3.17
Expected payoff
181.28
Absolute Bal DD
1496.18
Maximal Bal DD
2734.30 (24.33%)
Relative Bal DD
24.33% (2734.30)
Total Trades
16
Short positions
8 (50.00%)
Long positions
8 (37.50%)
Profit trades
7 (43.75%)
Loss trades
9 (56.25%)
Largest Profit trade
1074.07
Largest Loss trade
-205.80
Average Profit trade
605.13
Average Loss trade
-148.39
Maximum consecutive wins (profit in money)
4 (3993.04)
Maximum consecutive losses (loss in money)
7 (-933.68)
Maximal consecutive profit (count of wins)
3993.04 (4)
Maximal consecutive loss (count of losses)
-933.68 (7)
Avarage consecutive wins
4
Avarage consecutive losses
5
Backtests Settings
Symbol
USDCAD (US Dollar vs Canadian Dollar)
Period
Daily (D1) 2014.01.02 00:00 - 2014.12.30 00:00 (2014.01.01 - 2014.12.31)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6;
Bars in test
1260
Ticks modelled
17179090
Modelling quality
50.00%
Initial Deposit
$10000.00
Spread
Backtests Results
Total net profit
1140.13
Gross profit
3214.05
Gross loss
-2073.92
Profit factor
1.55
Expected payoff
45.61
Absolute Bal DD
1477.55
Maximal Bal DD
4159.47 (32.80%)
Relative Bal DD
32.80% (4159.47)
Total Trades
25
Short positions
8 (12.50%)
Long positions
17 (47.06%)
Profit trades
9 (36.00%)
Loss trades
16 (64.00%)
Largest Profit trade
615.04
Largest Loss trade
-187.65
Average Profit trade
357.12
Average Loss trade
-129.62
Maximum consecutive wins (profit in money)
4 (2196.30)
Maximum consecutive losses (loss in money)
10 (-1124.71)
Maximal consecutive profit (count of wins)
2196.30 (4)
Maximal consecutive loss (count of losses)
-1124.71 (10)
Avarage consecutive wins
3
Avarage consecutive losses
8
Backtests Settings
Symbol
GBPUSD (Great Britain Pound vs US Dollar)
Period
Daily (D1) 2014.01.02 00:00 - 2014.12.30 00:00 (2014.01.01 - 2014.12.31)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6;
Bars in test
1260
Ticks modelled
31227657
Modelling quality
50.00%
Initial Deposit
$10000.00
Spread
Backtests Results
Total net profit
5555.94
Gross profit
7376.30
Gross loss
-1820.36
Profit factor
4.05
Expected payoff
308.66
Absolute Bal DD
2033.88
Maximal Bal DD
3215.72 (26.34%)
Relative Bal DD
26.34% (3215.72)
Total Trades
18
Short positions
4 (100.00%)
Long positions
14 (0.00%)
Profit trades
4 (22.22%)
Loss trades
14 (77.78%)
Largest Profit trade
1921.17
Largest Loss trade
-209.44
Average Profit trade
1844.08
Average Loss trade
-130.03
Maximum consecutive wins (profit in money)
4 (7376.30)
Maximum consecutive losses (loss in money)
14 (-1820.36)
Maximal consecutive profit (count of wins)
7376.30 (4)
Maximal consecutive loss (count of losses)
-1820.36 (14)
Avarage consecutive wins
4
Avarage consecutive losses
14
Backtests Settings
Symbol
EURUSD (Euro vs US Dollar)
Period
Daily (D1) 2014.01.02 00:00 - 2014.12.30 00:00 (2014.01.01 - 2014.12.31)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6;
Bars in test
1260
Ticks modelled
29917692
Modelling quality
50.00%
Initial Deposit
$10000.00
Spread
Backtests Results
Total net profit
9369.27
Gross profit
10415.20
Gross loss
-1045.93
Profit factor
9.96
Expected payoff
851.75
Absolute Bal DD
1146.73
Maximal Bal DD
3092.00 (18.59%)
Relative Bal DD
18.59% (3092.00)
Total Trades
11
Short positions
8 (50.00%)
Long positions
3 (0.00%)
Profit trades
4 (36.36%)
Loss trades
7 (63.64%)
Largest Profit trade
2680.20
Largest Loss trade
-204.34
Average Profit trade
2603.80
Average Loss trade
-149.42
Maximum consecutive wins (profit in money)
4 (10415.20)
Maximum consecutive losses (loss in money)
7 (-1045.93)
Maximal consecutive profit (count of wins)
10415.20 (4)
Maximal consecutive loss (count of losses)
-1045.93 (7)
Avarage consecutive wins
4
Avarage consecutive losses
7
Backtests Settings
Symbol
USDCHF (US Dollar vs Swiss Franc)
Period
Daily (D1) 2014.01.02 00:00 - 2014.12.30 00:00 (2014.01.01 - 2014.12.31)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6;
Bars in test
1260
Ticks modelled
28836898
Modelling quality
50.00%
Initial Deposit
$10000.00
Spread
Backtests Results
Total net profit
7799.63
Gross profit
8950.84
Gross loss
-1151.21
Profit factor
7.78
Expected payoff
649.97
Absolute Bal DD
1681.65
Maximal Bal DD
3529.25 (22.37%)
Relative Bal DD
22.37% (3529.25)
Total Trades
12
Short positions
4 (0.00%)
Long positions
8 (50.00%)
Profit trades
4 (33.33%)
Loss trades
8 (66.67%)
Largest Profit trade
2312.29
Largest Loss trade
-231.87
Average Profit trade
2237.71
Average Loss trade
-143.90
Maximum consecutive wins (profit in money)
4 (8950.84)
Maximum consecutive losses (loss in money)
8 (-1151.21)
Maximal consecutive profit (count of wins)
8950.84 (4)
Maximal consecutive loss (count of losses)
-1151.21 (8)
Avarage consecutive wins
4
Avarage consecutive losses
8
Backtests Settings
Symbol
USDJPYm (US Dollar vs Japanese Yen)
Period
Daily (D1) 2012.01.01 00:00 - 2013.12.30 00:00 (2012.01.01 - 2013.12.31)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6;
Bars in test
1627
Ticks modelled
27962912
Modelling quality
34.62%
Initial Deposit
$10000.00
Spread
Backtests Results
Total net profit
13241.78
Gross profit
17752.54
Gross loss
-4510.76
Profit factor
3.94
Expected payoff
294.26
Absolute Bal DD
1081.36
Maximal Bal DD
5822.57 (33.23%)
Relative Bal DD
33.23% (5822.57)
Total Trades
45
Short positions
15 (6.67%)
Long positions
30 (43.33%)
Profit trades
14 (31.11%)
Loss trades
31 (68.89%)
Largest Profit trade
2753.69
Largest Loss trade
-261.53
Average Profit trade
1268.04
Average Loss trade
-145.51
Maximum consecutive wins (profit in money)
5 (4714.00)
Maximum consecutive losses (loss in money)
13 (-1967.48)
Maximal consecutive profit (count of wins)
10686.62 (4)
Maximal consecutive loss (count of losses)
-1967.48 (13)
Avarage consecutive wins
4
Avarage consecutive losses
8
Backtests Settings
Symbol
AUDUSDm (Australian Dollar vs US Dollar)
Period
Daily (D1) 2012.01.02 00:00 - 2013.12.30 00:00 (2012.01.01 - 2013.12.31)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6;
Bars in test
1627
Ticks modelled
29014365
Modelling quality
n/a
Initial Deposit
$10000.00
Spread
Backtests Results
Total net profit
3696.38
Gross profit
8411.32
Gross loss
-4714.94
Profit factor
1.78
Expected payoff
69.74
Absolute Bal DD
1816.91
Maximal Bal DD
5917.69 (41.97%)
Relative Bal DD
41.97% (5917.69)
Total Trades
53
Short positions
28 (42.86%)
Long positions
25 (32.00%)
Profit trades
20 (37.74%)
Loss trades
33 (62.26%)
Largest Profit trade
1141.83
Largest Loss trade
-211.97
Average Profit trade
420.57
Average Loss trade
-142.88
Maximum consecutive wins (profit in money)
8 (1698.64)
Maximum consecutive losses (loss in money)
26 (-3565.24)
Maximal consecutive profit (count of wins)
4266.56 (4)
Maximal consecutive loss (count of losses)
-3565.24 (26)
Avarage consecutive wins
5
Avarage consecutive losses
11
Backtests Settings
Symbol
NZDUSDm (New Zealand Dollar vs US Dollar)
Period
Daily (D1) 2012.01.02 00:00 - 2013.12.30 00:00 (2012.01.01 - 2013.12.31)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6;
Bars in test
1627
Ticks modelled
25440959
Modelling quality
34.59%
Initial Deposit
$10000.00
Spread
Backtests Results
Total net profit
905.99
Gross profit
4812.47
Gross loss
-3906.48
Profit factor
1.23
Expected payoff
21.07
Absolute Bal DD
115.97
Maximal Bal DD
5270.84 (33.13%)
Relative Bal DD
33.13% (5270.84)
Total Trades
43
Short positions
15 (53.33%)
Long positions
28 (25.00%)
Profit trades
15 (34.88%)
Loss trades
28 (65.12%)
Largest Profit trade
819.13
Largest Loss trade
-214.98
Average Profit trade
320.83
Average Loss trade
-139.52
Maximum consecutive wins (profit in money)
8 (4202.25)
Maximum consecutive losses (loss in money)
23 (-3192.09)
Maximal consecutive profit (count of wins)
4202.25 (8)
Maximal consecutive loss (count of losses)
-3192.09 (23)
Avarage consecutive wins
5
Avarage consecutive losses
9
Backtests Settings
Symbol
USDCADm (US Dollar vs Canadian Dollar)
Period
Daily (D1) 2012.01.01 00:00 - 2013.12.30 00:00 (2012.01.01 - 2013.12.31)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6;
Bars in test
1627
Ticks modelled
21168658
Modelling quality
34.62%
Initial Deposit
$10000.00
Spread
Backtests Results
Total net profit
-1652.43
Gross profit
2724.77
Gross loss
-4377.19
Profit factor
0.62
Expected payoff
-33.72
Absolute Bal DD
2440.78
Maximal Bal DD
5176.93 (40.65%)
Relative Bal DD
40.65% (5176.93)
Total Trades
49
Short positions
18 (33.33%)
Long positions
31 (38.71%)
Profit trades
18 (36.73%)
Loss trades
31 (63.27%)
Largest Profit trade
365.07
Largest Loss trade
-207.76
Average Profit trade
151.38
Average Loss trade
-141.20
Maximum consecutive wins (profit in money)
8 (1721.83)
Maximum consecutive losses (loss in money)
16 (-2146.51)
Maximal consecutive profit (count of wins)
1721.83 (8)
Maximal consecutive loss (count of losses)
-2146.51 (16)
Avarage consecutive wins
5
Avarage consecutive losses
10
Backtests Settings
Symbol
GBPUSDm (Great Britain Pound vs US Dollar)
Period
Daily (D1) 2012.01.01 00:00 - 2013.12.30 00:00 (2012.01.01 - 2013.12.31)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6;
Bars in test
1627
Ticks modelled
33379132
Modelling quality
34.62%
Initial Deposit
$10000.00
Spread
Backtests Results
Total net profit
-2066.93
Gross profit
4500.01
Gross loss
-6566.94
Profit factor
0.69
Expected payoff
-32.30
Absolute Bal DD
3725.80
Maximal Bal DD
4250.68 (40.39%)
Relative Bal DD
40.39% (4250.68)
Total Trades
64
Short positions
21 (23.81%)
Long positions
43 (20.93%)
Profit trades
14 (21.88%)
Loss trades
50 (78.13%)
Largest Profit trade
769.06
Largest Loss trade
-202.57
Average Profit trade
321.43
Average Loss trade
-131.34
Maximum consecutive wins (profit in money)
4 (2777.83)
Maximum consecutive losses (loss in money)
20 (-2746.07)
Maximal consecutive profit (count of wins)
2777.83 (4)
Maximal consecutive loss (count of losses)
-2746.07 (20)
Avarage consecutive wins
3
Avarage consecutive losses
10
Backtests Settings
Symbol
EURUSDm (Euro vs US Dollar)
Period
Daily (D1) 2012.01.01 00:00 - 2013.12.30 00:00 (2012.01.01 - 2013.12.31)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6;
Bars in test
1627
Ticks modelled
36133424
Modelling quality
50.00%
Initial Deposit
$10000.00
Spread
Backtests Results
Total net profit
-3334.02
Gross profit
1658.79
Gross loss
-4992.81
Profit factor
0.33
Expected payoff
-70.94
Absolute Bal DD
3334.02
Maximal Bal DD
5295.63 (44.27%)
Relative Bal DD
44.27% (5295.63)
Total Trades
47
Short positions
20 (20.00%)
Long positions
27 (18.52%)
Profit trades
9 (19.15%)
Loss trades
38 (80.85%)
Largest Profit trade
347.43
Largest Loss trade
-200.90
Average Profit trade
184.31
Average Loss trade
-131.39
Maximum consecutive wins (profit in money)
4 (1090.30)
Maximum consecutive losses (loss in money)
22 (-2968.88)
Maximal consecutive profit (count of wins)
1090.30 (4)
Maximal consecutive loss (count of losses)
-2968.88 (22)
Avarage consecutive wins
3
Avarage consecutive losses
10
Backtests Settings
Symbol
USDCHFm (US Dollar vs Swiss Franc)
Period
Daily (D1) 2012.01.01 00:00 - 2013.12.30 00:00 (2012.01.01 - 2013.12.31)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6;
Bars in test
1627
Ticks modelled
30608154
Modelling quality
34.62%
Initial Deposit
$10000.00
Spread
Backtests Results
Total net profit
-5577.49
Gross profit
816.11
Gross loss
-6393.60
Profit factor
0.13
Expected payoff
-109.36
Absolute Bal DD
5577.49
Maximal Bal DD
6956.60 (61.13%)
Relative Bal DD
61.13% (6956.60)
Total Trades
51
Short positions
30 (13.33%)
Long positions
21 (19.05%)
Profit trades
8 (15.69%)
Loss trades
43 (84.31%)
Largest Profit trade
231.50
Largest Loss trade
-224.36
Average Profit trade
102.01
Average Loss trade
-148.69
Maximum consecutive wins (profit in money)
4 (607.80)
Maximum consecutive losses (loss in money)
19 (-2864.03)
Maximal consecutive profit (count of wins)
607.80 (4)
Maximal consecutive loss (count of losses)
-2864.03 (19)
Avarage consecutive wins
3
Avarage consecutive losses
11
Backtests Settings
Symbol
EURUSD (Euro vs US Dollar)
Period
Daily (D1) 2001.01.01 00:00 - 2011.12.30 00:00 (2001.01.01 - 2011.12.31)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6;
Bars in test
3863
Ticks modelled
62417926
Modelling quality
90.00%
Initial Deposit
$10000.00
Spread
Backtests Results
Total net profit
15913.20
Gross profit
29191.32
Gross loss
-13278.11
Profit factor
2.20
Expected payoff
94.72
Absolute Bal DD
1924.93
Maximal Bal DD
3944.79 (24.07%)
Relative Bal DD
24.07% (3944.79)
Total Trades
168
Short positions
71 (29.58%)
Long positions
97 (51.55%)
Profit trades
71 (42.26%)
Loss trades
97 (57.74%)
Largest Profit trade
1353.59
Largest Loss trade
-214.63
Average Profit trade
411.15
Average Loss trade
-136.89
Maximum consecutive wins (profit in money)
8 (4584.21)
Maximum consecutive losses (loss in money)
12 (-1811.70)
Maximal consecutive profit (count of wins)
5107.45 (4)
Maximal consecutive loss (count of losses)
-1811.70 (12)
Avarage consecutive wins
4
Avarage consecutive losses
6
Backtests Settings
Symbol
AUDUSD (Australian Dollar vs US Dollar)
Period
Daily (D1) 2001.01.02 00:00 - 2011.12.30 00:00 (2001.01.01 - 2011.12.31)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6;
Bars in test
3863
Ticks modelled
49356011
Modelling quality
90.00%
Initial Deposit
$10000.00
Spread
Backtests Results
Total net profit
15558.61
Gross profit
33739.79
Gross loss
-18181.18
Profit factor
1.86
Expected payoff
84.56
Absolute Bal DD
2105.60
Maximal Bal DD
9514.65 (40.11%)
Relative Bal DD
40.11% (9514.65)
Total Trades
184
Short positions
68 (16.18%)
Long positions
116 (38.79%)
Profit trades
56 (30.43%)
Loss trades
128 (69.57%)
Largest Profit trade
2678.75
Largest Loss trade
-252.41
Average Profit trade
602.50
Average Loss trade
-142.04
Maximum consecutive wins (profit in money)
8 (6544.57)
Maximum consecutive losses (loss in money)
23 (-3738.35)
Maximal consecutive profit (count of wins)
10428.47 (4)
Maximal consecutive loss (count of losses)
-3738.35 (23)
Avarage consecutive wins
4
Avarage consecutive losses
8
Backtests Settings
Symbol
GBPUSD (Great Britain Pound vs US Dollar)
Period
Daily (D1) 2001.01.01 00:00 - 2011.12.30 00:00 (2001.01.01 - 2011.12.31)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6;
Bars in test
3862
Ticks modelled
62175838
Modelling quality
90.00%
Initial Deposit
$10000.00
Spread
Backtests Results
Total net profit
4193.01
Gross profit
21250.88
Gross loss
-17057.88
Profit factor
1.25
Expected payoff
24.24
Absolute Bal DD
1864.78
Maximal Bal DD
5715.07 (36.98%)
Relative Bal DD
36.98% (5715.07)
Total Trades
173
Short positions
79 (24.05%)
Long positions
94 (35.11%)
Profit trades
52 (30.06%)
Loss trades
121 (69.94%)
Largest Profit trade
1257.37
Largest Loss trade
-216.08
Average Profit trade
408.67
Average Loss trade
-140.97
Maximum consecutive wins (profit in money)
4 (4733.38)
Maximum consecutive losses (loss in money)
18 (-2545.37)
Maximal consecutive profit (count of wins)
4733.38 (4)
Maximal consecutive loss (count of losses)
-2545.37 (18)
Avarage consecutive wins
4
Avarage consecutive losses
8
Backtests Settings
Symbol
USDJPY (US Dollar vs Japanese Yen)
Period
Daily (D1) 2001.01.01 00:00 - 2011.12.30 00:00 (2001.01.01 - 2011.12.31)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6;
Bars in test
3862
Ticks modelled
48146012
Modelling quality
90.00%
Initial Deposit
$10000.00
Spread
Backtests Results
Total net profit
-5629.89
Gross profit
13117.82
Gross loss
-18747.71
Profit factor
0.70
Expected payoff
-27.46
Absolute Bal DD
5629.89
Maximal Bal DD
9422.53 (68.32%)
Relative Bal DD
68.32% (9422.53)
Total Trades
205
Short positions
116 (31.03%)
Long positions
89 (23.60%)
Profit trades
57 (27.80%)
Loss trades
148 (72.20%)
Largest Profit trade
647.39
Largest Loss trade
-239.45
Average Profit trade
230.14
Average Loss trade
-126.67
Maximum consecutive wins (profit in money)
6 (1589.88)
Maximum consecutive losses (loss in money)
36 (-5437.95)
Maximal consecutive profit (count of wins)
2361.35 (4)
Maximal consecutive loss (count of losses)
-5437.95 (36)
Avarage consecutive wins
4
Avarage consecutive losses
9
Backtests Settings
Symbol
NZDUSD (New Zealand Dollar vs US Dollar)
Period
Daily (D1) 2005.08.29 00:00 - 2011.10.26 00:00 (2001.01.01 - 2011.12.31)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6;
Bars in test
1732
Ticks modelled
43674229
Modelling quality
84.74%
Initial Deposit
$10000.00
Spread
Backtests Results
Total net profit
-77.53
Gross profit
13304.67
Gross loss
-13382.20
Profit factor
0.99
Expected payoff
-0.63
Absolute Bal DD
4430.45
Maximal Bal DD
6999.02 (55.69%)
Relative Bal DD
55.69% (6999.02)
Total Trades
123
Short positions
47 (17.02%)
Long positions
76 (25.00%)
Profit trades
27 (21.95%)
Loss trades
96 (78.05%)
Largest Profit trade
2116.83
Largest Loss trade
-218.09
Average Profit trade
492.77
Average Loss trade
-139.40
Maximum consecutive wins (profit in money)
4 (8182.79)
Maximum consecutive losses (loss in money)
22 (-3222.84)
Maximal consecutive profit (count of wins)
8182.79 (4)
Maximal consecutive loss (count of losses)
-3222.84 (22)
Avarage consecutive wins
3
Avarage consecutive losses
11
Backtests Settings
Symbol
USDCHF (US Dollar vs Swiss Franc)
Period
Daily (D1) 2001.01.01 00:00 - 2011.12.30 00:00 (2001.01.01 - 2011.12.31)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6;
Bars in test
3863
Ticks modelled
56640091
Modelling quality
90.00%
Initial Deposit
$10000.00
Spread
Backtests Results
Total net profit
2757.05
Gross profit
16459.68
Gross loss
-13702.63
Profit factor
1.20
Expected payoff
14.51
Absolute Bal DD
2150.90
Maximal Bal DD
4708.64 (37.33%)
Relative Bal DD
37.33% (4708.64)
Total Trades
190
Short positions
107 (38.32%)
Long positions
83 (20.48%)
Profit trades
58 (30.53%)
Loss trades
132 (69.47%)
Largest Profit trade
826.58
Largest Loss trade
-196.96
Average Profit trade
283.79
Average Loss trade
-103.81
Maximum consecutive wins (profit in money)
8 (3081.13)
Maximum consecutive losses (loss in money)
20 (-2203.03)
Maximal consecutive profit (count of wins)
3093.94 (4)
Maximal consecutive loss (count of losses)
-2203.03 (20)
Avarage consecutive wins
3
Avarage consecutive losses
7
Backtests Settings
Symbol
USDCAD (US Dollar vs Canadian Dollar)
Period
Daily (D1) 2001.01.01 00:00 - 2011.12.30 00:00 (2001.01.01 - 2011.12.31)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6;
Bars in test
3864
Ticks modelled
43197751
Modelling quality
90.00%
Initial Deposit
$10000.00
Spread
Backtests Results
Total net profit
389.81
Gross profit
20046.43
Gross loss
-19656.63
Profit factor
1.02
Expected payoff
1.90
Absolute Bal DD
1419.22
Maximal Bal DD
9620.71 (48.08%)
Relative Bal DD
48.08% (9620.71)
Total Trades
205
Short positions
117 (23.08%)
Long positions
88 (18.18%)
Profit trades
43 (20.98%)
Loss trades
162 (79.02%)
Largest Profit trade
1569.12
Largest Loss trade
-213.03
Average Profit trade
466.20
Average Loss trade
-121.34
Maximum consecutive wins (profit in money)
4 (6047.87)
Maximum consecutive losses (loss in money)
52 (-7763.88)
Maximal consecutive profit (count of wins)
6047.87 (4)
Maximal consecutive loss (count of losses)
-7763.88 (52)
Avarage consecutive wins
3
Avarage consecutive losses
10
Trading Strategy
The most important features of the Original Turtle trader's trading strategy can be summarized in the following points:
- It adapts to the market's conditions determining the target position sizes according to the market volatility 'N'.
- There is a hidden bridge between correlated currency pairs through which the risk is minimized and the right trades count for each correlated group is determined.
- Just as the Turtles used to trade, it trades with a 20 day or 55 day breakout, however this is fully customizable if you desired a different days count.
- It never puts your account balance under risk of more than the preset percentage of that balance you have determined before trading. The Turtles typical risk is just 2% per one trade.
Bottom Line
By following the Turtle Trading Rules, the most consistent results on long-term basis with can be achieved with the highest level of security.
The Turtle System which is the core of the original turtle trader strategy was strictly tested by C&D commodities and several book are out there documenting its success with an average return of 80% a year.
To know how exactly your money is being traded and what certain risks you are taking on your balance by a certain Forex system makes it transparent enough to trust, Original Turtle Trader Rules pdf file that is available for download before buying the software is there for that purpose.
Tags
Valery Trading
Tickmill
Algocrat AI
FXAutomater
WallStreet Forex Robot 3.0 Domination
Tick Data Suite
Waka Waka
Perceptrader AI
IC Markets
StrategyQuant X
Forex Diamond
Volatility Factor Pro
RoboForex
XM
HF Markets
InstaForex
Alpari
FX Scalper X
Forex Combo System
GPS Forex Robot
Golden Pickaxe
Forex Trend Detector
GrandCapital
Automated Forex Tools
Omega Trend
Broker Arbitrage
TradingFX VPS
AMarkets
Telegram Signal Copier
SMRT Algo
EasyAlgos AI
Quant Analyzer
AlgoCloud
Forex Trend Hunter
FXVM
Forex Gold Investor
Binance
Infinity Trader
Gold Miner
Sentinel AI
RayBOT
Gold Scalper PRO
LeapFX Trading Academy
ForexSignals.com
FxPro
ACY Securities
Zone Hunter Robot
Elirox
FX-Builder
Quant Data Manager
Commercial Network Services
FXCharger
News Scope EA PRO
Happy Forex
FXTM
BlackBull
Libertex
Smart Scalper PRO
Happy Bitcoin
Pump Trader Robot
WallStreet Recovery PRO
SlingShot
Dark Kronos
Vortex Trader PRO
Swing Trader PRO
Pepperstone
VPS Forex Trader
QHoster
FX Secret Club
Best Free Scalper Pro
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Exness
StarTrader
Forex VPS
MTeletool
Trend Matrix EA
Trade Copier Station
Forex Robot Academy
Forex Robot Factory (Expert Advisor Generator)
ByBit
Database Mart
Gold Breaker
DARKEAS
Quant Tekel Funded
XAUBOT
ChartPrime
easyVPS
EGPForex
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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