# Quant Analyzer Report

### StrategyTester_eurusd_2005

Source: MT4Report

Symbol | EURUSD | Period | M15 : 03.01.2005 - 22.12.2005
Initial deposit | 10000.0 |  |
Parameters | -

Total Profit
$ 9699.06
Profit in pips
4540.9 pips
Yrly Avg profit
$ 9699.06
Yrly Avg % ret
96.99 %
CAGR
96.99 %
# of trades
726
Sharpe ratio
0.19
Profit factor
1.72
Return / DD ratio
6.81
Winning %
62.67 %
Drawdown
$ 1424.35
% Drawdown
6.98 %
Daily Avg profit
$ 38.8
Mthly Avg profit
$ 808.26
Average trade
$ 50.29
Annual% / Max DD%
13.9
R Expectancy
0.27 R
R Exp score
196.1 R
SQN
4.99
SQN score
12.99
generated by Quant Analyzer

# Monthly Performance ($)

Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD
2005 | 966.61 | 963.82 | 527.34 | 142.59 | 1276.73 | 1911.94 | 1158.89 | 1253.89 | 1818.03 | -445.49 | -324.37 | 449.08 | 9699.06

# Stats

#### Strategy

Wins/Losses Ratio | 1.68 | Payout Ratio (Avg Win/Loss) | 1.03 | Average # of Bars in Trade | 0
AHPR | 0.09 | Z-Score | -6.3 | Z-Probability | 0 %
Expectancy | 13.36 | Deviation | $ 81.04 | Exposure | -999999999 %
Stagnation in Days | 78 | Stagnation in % | 22.03 % |  |

#### Trades

|  | # of Wins | 455 | # of Losses | 271 | # of Cancelled/Expired | 0
Gross Profit | $ 23103.92 | Gross Loss | $ -13404.86 | Average Win | $ 50.78 | Average Loss | $ -49.46
Largest Win | $ 285.19 | Largest Loss | $ -471.12 | Max Consec Wins | 21 | Max Consec Losses | 9
Avg Consec Wins | 3.47 | 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