# Quant Analyzer Report

### StrategyTester_eurusd_2009

Source: MT4Report

Symbol | EURUSD | Period | M15 : 01.01.2009 - 25.12.2009
Initial deposit | 10000.0 |  |
Parameters | -

Total Profit
$ 11296.51
Profit in pips
4719.3 pips
Yrly Avg profit
$ 11297.1
Yrly Avg % ret
112.98 %
CAGR
112.97 %
# of trades
761
Sharpe ratio
0.13
Profit factor
1.58
Return / DD ratio
5.06
Winning %
62.68 %
Drawdown
$ 2231.96
% Drawdown
15.25 %
Daily Avg profit
$ 46.87
Mthly Avg profit
$ 941.38
Average trade
$ 66.13
Annual% / Max DD%
7.41
R Expectancy
0.22 R
R Exp score
164.39 R
SQN
3.88
SQN score
10.29
generated by Quant Analyzer

# Monthly Performance ($)

Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD
2009 | 1056.65 | 769.95 | -104.98 | 596.82 | 414.19 | 1632.82 | -1349.15 | 2480.95 | 1105.5 | 2711.75 | -1726.29 | 3708.3 | 11296.51

# Stats

#### Strategy

Wins/Losses Ratio | 1.68 | Payout Ratio (Avg Win/Loss) | 0.94 | Average # of Bars in Trade | 0
AHPR | 0.1 | Z-Score | -6.86 | Z-Probability | 0 %
Expectancy | 14.84 | Deviation | $ 117.35 | Exposure | -999999999 %
Stagnation in Days | 50 | Stagnation in % | 13.97 % |  |

#### Trades

|  | # of Wins | 477 | # of Losses | 284 | # of Cancelled/Expired | 0
Gross Profit | $ 30811.98 | Gross Loss | $ -19515.47 | Average Win | $ 64.6 | Average Loss | $ -68.72
Largest Win | $ 451.37 | Largest Loss | $ -894.16 | Max Consec Wins | 18 | Max Consec Losses | 8
Avg Consec Wins | 3.53 | Avg Consec Loss | 2.12 | 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