A sample futures backtest report
A real backtest, not a mock-up: Carson’s own research into a rule set published in 1983, not a customer’s strategy. It is a sample and it is one run - it does not settle anything about the rules it tests, and nothing on this page says whether they are worth trading.
/sample-report
A $100,000 account following the 1983 Turtle rules on MNQ over 13.6 years ended at $53,642, a loss of $46,358.
Terminal equity
$53,642
on $100,000
Max drawdown
−81.59%
−$99,319 from peak equity
Trades
202
over 13.6 years
Peak open risk
73.4%
the most of the account ever exposed at once, both entry rules combined
Every other figure this run produced — each entry rule on its own, the two ways it sizes positions, the capital the rule requires by year — is in Reports.