# Quant Analyzer Report

### StrategyTester_eurusd_2015

Source: MT4Report

Symbol | EURUSD | Period | M15 : 01.01.2015 - 24.12.2015
Initial deposit | 10000.0 |  |
Parameters | -

Total Profit
$ 7194.79
Profit in pips
2763 pips
Yrly Avg profit
$ 7195.24
Yrly Avg % ret
71.95 %
CAGR
71.95 %
# of trades
641
Sharpe ratio
0.12
Profit factor
1.48
Return / DD ratio
3.67
Winning %
53.04 %
Drawdown
$ 1962.27
% Drawdown
11.2 %
Daily Avg profit
$ 31.01
Mthly Avg profit
$ 599.57
Average trade
$ 58.12
Annual% / Max DD%
6.42
R Expectancy
0.22 R
R Exp score
144.11 R
SQN
2.75
SQN score
5.96
generated by Quant Analyzer

# Monthly Performance ($)

Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD
2015 | 926.96 | 841.85 | 2151.66 | -629.27 | 2651.78 | 1159.46 | -632.13 | 197.3 | -217.66 | 185.89 | -555.69 | 1114.64 | 7194.79

# Stats

#### Strategy

Wins/Losses Ratio | 1.13 | Payout Ratio (Avg Win/Loss) | 1.31 | Average # of Bars in Trade | 0
AHPR | 0.09 | Z-Score | -4.27 | Z-Probability | 100 %
Expectancy | 11.22 | Deviation | $ 113.62 | Exposure | -999999999 %
Stagnation in Days | 164 | Stagnation in % | 45.94 % |  |

#### Trades

|  | # of Wins | 340 | # of Losses | 301 | # of Cancelled/Expired | 0
Gross Profit | $ 22224.26 | Gross Loss | $ -15029.47 | Average Win | $ 65.37 | Average Loss | $ -49.93
Largest Win | $ 825.48 | Largest Loss | $ -372.4 | Max Consec Wins | 12 | Max Consec Losses | 10
Avg Consec Wins | 2.56 | Avg Consec Loss | 2.25 | 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