# Quant Analyzer Report

### StrategyTester_eurusd_2017

Source: MT4Report

Symbol | EURUSD | Period | M15 : 02.01.2017 - 22.12.2017
Initial deposit | 10000.0 |  |
Parameters | -

Total Profit
$ 2637.69
Profit in pips
1918 pips
Yrly Avg profit
$ 2637.69
Yrly Avg % ret
26.38 %
CAGR
26.38 %
# of trades
498
Sharpe ratio
0.1
Profit factor
1.41
Return / DD ratio
3.43
Winning %
59.04 %
Drawdown
$ 769.64
% Drawdown
6.09 %
Daily Avg profit
$ 12.74
Mthly Avg profit
$ 219.81
Average trade
$ 31.41
Annual% / Max DD%
4.33
R Expectancy
0.17 R
R Exp score
82.74 R
SQN
2.06
SQN score
5.58
generated by Quant Analyzer

# Monthly Performance ($)

Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD
2017 | 129.05 | -21.98 | 524.18 | -64.5 | 99.54 | 464.98 | 853.95 | -136.89 | 51.47 | 640.85 | 482.45 | -385.41 | 2637.69

# Stats

#### Strategy

Wins/Losses Ratio | 1.44 | Payout Ratio (Avg Win/Loss) | 0.98 | Average # of Bars in Trade | 0
AHPR | 0.05 | Z-Score | -4.24 | Z-Probability | 100 %
Expectancy | 5.3 | Deviation | $ 63.16 | Exposure | -999999999 %
Stagnation in Days | 64 | Stagnation in % | 18.08 % |  |

#### Trades

|  | # of Wins | 294 | # of Losses | 204 | # of Cancelled/Expired | 0
Gross Profit | $ 9140.36 | Gross Loss | $ -6502.67 | Average Win | $ 31.09 | Average Loss | $ -31.88
Largest Win | $ 378.42 | Largest Loss | $ -296.86 | Max Consec Wins | 16 | Max Consec Losses | 6
Avg Consec Wins | 3 | Avg Consec Loss | 2.08 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0

# Charts

Click on the chart to see bigger image

Trades by hour | P/L by weekday | Wins/Losses by month
Trades by weekday | P/L by year | Wins/Losses Profit by hour
Trades by year | Wins/Losses by hour | Wins/Losses by weekday
P/L by hour | Wins/Losses by weekday | Wins/Losses Profit by month

Report generated by Quant Analyzer