# Quant Analyzer Report

### StrategyTester_eurusd_2008

Source: MT4Report

Symbol | EURUSD | Period | M15 : 01.01.2008 - 24.12.2008
Initial deposit | 10000.0 |  |
Parameters | -

Total Profit
$ 17859.61
Profit in pips
7344.5 pips
Yrly Avg profit
$ 17859.61
Yrly Avg % ret
178.6 %
CAGR
178.6 %
# of trades
657
Sharpe ratio
0.25
Profit factor
2.04
Return / DD ratio
10.5
Winning %
65.91 %
Drawdown
$ 1701.08
% Drawdown
6.57 %
Daily Avg profit
$ 75.68
Mthly Avg profit
$ 1488.3
Average trade
$ 79.63
Annual% / Max DD%
27.18
R Expectancy
0.35 R
R Exp score
232.18 R
SQN
5.48
SQN score
15.89
generated by Quant Analyzer

# Monthly Performance ($)

Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD
2008 | 826.29 | 1027.48 | 1801.13 | 1080.45 | 1893.66 | 2055.41 | 3018.68 | 1434.53 | 1527.28 | 876.63 | 356.72 | 1961.35 | 17859.61

# Stats

#### Strategy

Wins/Losses Ratio | 1.93 | Payout Ratio (Avg Win/Loss) | 1.05 | Average # of Bars in Trade | 0
AHPR | 0.16 | Z-Score | -4.15 | Z-Probability | 100 %
Expectancy | 27.18 | Deviation | $ 137.55 | Exposure | -999999999 %
Stagnation in Days | 50 | Stagnation in % | 13.93 % |  |

#### Trades

|  | # of Wins | 433 | # of Losses | 224 | # of Cancelled/Expired | 0
Gross Profit | $ 35088.81 | Gross Loss | $ -17229.2 | Average Win | $ 81.04 | Average Loss | $ -76.92
Largest Win | $ 545.7 | Largest Loss | $ -1389.2 | Max Consec Wins | 18 | Max Consec Losses | 8
Avg Consec Wins | 3.46 | Avg Consec Loss | 1.81 | 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