# Quant Analyzer Report

### StrategyTester_eurusd_2016

Source: MT4Report

Symbol | EURUSD | Period | M15 : 04.01.2016 - 22.12.2016
Initial deposit | 10000.0 |  |
Parameters | -

Total Profit
$ 6602.01
Profit in pips
3196.6 pips
Yrly Avg profit
$ 6601.51
Yrly Avg % ret
66.01 %
CAGR
66.02 %
# of trades
526
Sharpe ratio
0.14
Profit factor
1.89
Return / DD ratio
7.08
Winning %
62.74 %
Drawdown
$ 932.69
% Drawdown
8.95 %
Daily Avg profit
$ 30.15
Mthly Avg profit
$ 550.17
Average trade
$ 40.74
Annual% / Max DD%
7.38
R Expectancy
0.33 R
R Exp score
174.55 R
SQN
3.31
SQN score
5.39
generated by Quant Analyzer

# Monthly Performance ($)

Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD
2016 | -449.75 | 851.1 | 619.5 | -218.73 | 42.93 | 1720.17 | 310.51 | -87.8 | 495.04 | 449.14 | 366.91 | 2502.99 | 6602.01

# Stats

#### Strategy

Wins/Losses Ratio | 1.68 | Payout Ratio (Avg Win/Loss) | 1.12 | Average # of Bars in Trade | 0
AHPR | 0.1 | Z-Score | -4.22 | Z-Probability | 100 %
Expectancy | 12.55 | Deviation | $ 91.3 | Exposure | -999999999 %
Stagnation in Days | 64 | Stagnation in % | 18.08 % |  |

#### Trades

|  | # of Wins | 330 | # of Losses | 196 | # of Cancelled/Expired | 0
Gross Profit | $ 14014.76 | Gross Loss | $ -7412.75 | Average Win | $ 42.47 | Average Loss | $ -37.82
Largest Win | $ 660.33 | Largest Loss | $ -375.24 | Max Consec Wins | 14 | Max Consec Losses | 8
Avg Consec Wins | 3.33 | Avg Consec Loss | 2 | 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