# Quant Analyzer Report

### StrategyTester_eurusd_2018

Source: MT4Report

Symbol | EURUSD | Period | M15 : 02.01.2018 - 20.12.2018
Initial deposit | 10000.0 |  |
Parameters | -

Total Profit
$ 4124.61
Profit in pips
1972.6 pips
Yrly Avg profit
$ 4124.98
Yrly Avg % ret
41.25 %
CAGR
41.25 %
# of trades
449
Sharpe ratio
0.18
Profit factor
1.79
Return / DD ratio
7.93
Winning %
59.47 %
Drawdown
$ 520.22
% Drawdown
4.13 %
Daily Avg profit
$ 19.55
Mthly Avg profit
$ 343.72
Average trade
$ 32.51
Annual% / Max DD%
9.99
R Expectancy
0.32 R
R Exp score
143.38 R
SQN
3.69
SQN score
6.42
generated by Quant Analyzer

# Monthly Performance ($)

Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD
2018 | -2.72 | 761.76 | 809.43 | 92.43 | 12.29 | 1896.46 | 170.05 | 404.15 | 302.02 | -147.31 | 57.31 | -231.26 | 4124.61

# Stats

#### Strategy

Wins/Losses Ratio | 1.47 | Payout Ratio (Avg Win/Loss) | 1.22 | Average # of Bars in Trade | 0
AHPR | 0.08 | Z-Score | -2.81 | Z-Probability | 99.75 %
Expectancy | 9.19 | Deviation | $ 57.68 | Exposure | -999999999 %
Stagnation in Days | 80 | Stagnation in % | 22.66 % |  |

#### Trades

|  | # of Wins | 267 | # of Losses | 182 | # of Cancelled/Expired | 0
Gross Profit | $ 9360.94 | Gross Loss | $ -5236.33 | Average Win | $ 35.06 | Average Loss | $ -28.77
Largest Win | $ 363.37 | Largest Loss | $ -165.24 | Max Consec Wins | 13 | Max Consec Losses | 8
Avg Consec Wins | 2.84 | Avg Consec Loss | 1.92 | 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