Quant Analyzer Report
StrategyTester_eurusd
Source: MT4Report| Symbol | EURUSD | Period | M15 : 06.05.2003 - 11.10.2019 |
|---|---|---|---|
| Initial deposit | 10000.0 | ||
| Parameters | - | ||
Total Profit
$ 102797.83
Profit in pips
60928.5 pips
Yrly Avg profit
$ 6230.18
Yrly Avg % ret
62.3 %
CAGR
15.32 %
# of trades
10195
Sharpe ratio
0.14
Profit factor
1.76
Return / DD ratio
62.84
Winning %
60.94 %
Drawdown
$ 1635.8
% Drawdown
2.82 %
Daily Avg profit
$ 26.58
Mthly Avg profit
$ 519.18
Average trade
$ 36.53
Annual% / Max DD%
5.43
R Expectancy
0.3 R
R Exp score
184 R
SQN
16.42
SQN score
10.94
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | 24.51 | -25.77 | 26.84 | 69.69 | 0.35 | -13.52 | 112.67 | -8.56 | 229.69 | -20.55 | 0 | 0 | 395.35 |
| 2018 | 26.83 | 920.44 | 847.18 | 69.32 | 15.2 | 1538.56 | 112.21 | 299.2 | 201.07 | -104.6 | 31.94 | -154.4 | 3802.95 |
| 2017 | 334.65 | 60.66 | 629.59 | -60.65 | 81.19 | 452.81 | 744.32 | -95.32 | 43.18 | 554.32 | 383.28 | -286.07 | 2841.96 |
| 2016 | -362.59 | 916.53 | 907.35 | -190.96 | 36.8 | 1595.54 | 249.49 | -30.88 | 398.63 | 364.62 | 283.87 | 1688.26 | 5856.66 |
| 2015 | 986.88 | 809.71 | 1823.92 | -561.86 | 1583.72 | 646.79 | -502.29 | 72.77 | -155.26 | 287.55 | -309.34 | 686 | 5368.59 |
| 2014 | 86.21 | 11.28 | 472.62 | 280.78 | 444.68 | 270.75 | 107.4 | 24.59 | 994.96 | 1601.69 | 684.16 | -900.63 | 4078.49 |
| 2013 | 930.16 | 1966.15 | -429.63 | 940.36 | -259 | 1431.5 | 963.87 | -413.73 | 974.22 | 540.02 | 104.87 | 842.12 | 7590.91 |
| 2012 | 634.43 | 383.44 | 173.61 | 568.21 | 1007.58 | -7.77 | 1582.01 | -828.72 | 611.96 | -415.77 | -237.57 | 303.25 | 3774.66 |
| 2011 | 573.43 | 856.85 | 159.89 | -213.27 | 1121.76 | 280.15 | 230.93 | 123.2 | 1027.98 | 952.52 | 1424.44 | 652.12 | 7190 |
| 2010 | 482.83 | -7.88 | 439.13 | 184.6 | -18.66 | 1116.38 | 1421.95 | -97.1 | 2600.19 | 983.92 | 1433.76 | 243.39 | 8782.51 |
| 2009 | 1202.83 | 767.36 | -108.1 | 496.09 | 335.23 | 1227.54 | -948.06 | 1768.48 | 692.74 | 1521.35 | -928.71 | 1960.81 | 7987.56 |
| 2008 | 843.27 | 928.92 | 1356 | 770.8 | 1083.49 | 1314.11 | 1435.09 | 738.3 | 490.67 | 179.2 | 175.05 | 676.71 | 9991.61 |
| 2007 | 340.68 | 101.79 | 175.16 | 72.83 | -99.65 | 59.08 | 230.88 | 504.84 | 792.8 | 467.88 | 329.58 | 421.77 | 3397.64 |
| 2006 | 198.55 | 28.7 | 8.97 | 489.44 | 324.14 | 547.92 | 475.5 | 97.62 | 589.73 | 534.39 | 549.33 | -82.62 | 3761.67 |
| 2005 | 1083.3 | 884.44 | 913.14 | 43.47 | 1385.43 | 1181.5 | 751.57 | 355 | 800.84 | -240.26 | -130.62 | 235.57 | 7263.38 |
| 2004 | 2231.74 | 1281.8 | 2015.4 | 1708.8 | 1599.42 | 386.23 | 1153.69 | 1570.43 | 1110.87 | 978.92 | -181.28 | 555.79 | 14411.81 |
| 2003 | 0 | 0 | 0 | 0 | 1302.31 | 961.1 | 365.77 | 364.81 | 750.98 | 206.65 | 1568.48 | 781.98 | 6302.08 |
Stats
Strategy
| Wins/Losses Ratio | 1.56 | Payout Ratio (Avg Win/Loss) | 1.13 | Average # of Bars in Trade | 0 |
| AHPR | 0.02 | Z-Score | -20.06 | Z-Probability | 99.9 % |
| Expectancy | 10.08 | Deviation | $ 67.4 | Exposure | -999999999 % |
| Stagnation in Days | 346 | Stagnation in % | 5.76 % |
Trades
| # of Wins | 6213 | # of Losses | 3982 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 237615.95 | Gross Loss | $ -134818.12 | Average Win | $ 38.24 | Average Loss | $ -33.86 |
| Largest Win | $ 968.38 | Largest Loss | $ -490.35 | Max Consec Wins | 31 | Max Consec Losses | 10 |
| Avg Consec Wins | 3.19 | Avg Consec Loss | 2.05 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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