Quant Analyzer Report
StrategyTester_eurusd_S567
Source: MT4Report| Symbol | EURUSD | Period | M15 : 07.05.2003 - 11.10.2019 |
|---|---|---|---|
| Initial deposit | 10000.0 | ||
| Parameters | - | ||
Total Profit
$ 4899374.18
Profit in pips
39877.5 pips
Yrly Avg profit
$ 296953.17
Yrly Avg % ret
2969.53 %
CAGR
43.98 %
# of trades
4718
Sharpe ratio
0.16
Profit factor
1.61
Return / DD ratio
15.44
Winning %
42.96 %
Drawdown
$ 317258.17
% Drawdown
15.8 %
Daily Avg profit
$ 1954.28
Mthly Avg profit
$ 24744.31
Average trade
$ 4470.94
Annual% / Max DD%
2.78
R Expectancy
0.35 R
R Exp score
98.69 R
SQN
6.15
SQN score
4.08
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | -11558.38 | -84261.08 | 3959.8 | 22042.5 | -52466.71 | 34040.54 | 63343.5 | 79613.48 | 50282.24 | -11903.48 | 0 | 0 | 93092.41 |
| 2018 | -69905.67 | 339526.77 | 268546.61 | -1036.29 | -73110.1 | 672014.45 | 54681.4 | 107699.55 | 54479.53 | -43939.43 | -14226.1 | -106745.72 | 1187985 |
| 2017 | 152403.86 | 24906.01 | 178798.45 | -65803.95 | 18653.64 | 91728.12 | 222259.86 | -92197.39 | 64845.47 | 163593.99 | 112148.31 | -109473.59 | 761862.78 |
| 2016 | -68385.8 | 103068.82 | 164508.87 | -57483.04 | 7141.6 | 287280.3 | 33536.82 | -27232.39 | 78124.78 | 70002.59 | 3444.34 | 424549.28 | 1018556.17 |
| 2015 | 117472.88 | 91751.99 | 217955.83 | -92194.85 | 239610.01 | 118169.35 | -81140.71 | -17057.85 | 4149.58 | 28859.5 | -37503.61 | 174496.86 | 764568.98 |
| 2014 | 2487.11 | -8546.34 | 31987.87 | 12295.79 | 34546.18 | 24248.97 | 4106.05 | -3729.6 | 83815.58 | 184785.03 | 59390.3 | -131262.91 | 294124.03 |
| 2013 | 23009.8 | 87455.1 | -20416.81 | 38881.42 | -26230.87 | 66047.33 | 47981.76 | -30320.85 | 53682.89 | 38763.54 | 3110.54 | 56219.77 | 338183.62 |
| 2012 | 20598.68 | 14029.51 | -1540.28 | 16542.74 | 28046.94 | 3679.53 | 59859.23 | -49428.63 | 22897.26 | 1592.71 | -5878.21 | 14586.17 | 124985.65 |
| 2011 | 3840.95 | 21614.04 | 542.54 | 6580.88 | 12687.15 | 8993.19 | 2611.96 | 7746.21 | 30852.3 | 14297.85 | 20678.93 | 9302.46 | 139748.46 |
| 2010 | 1657.1 | 827.83 | -2468.69 | 3395.04 | -862.39 | 7417.77 | 2123.02 | -7887.4 | 31087.57 | 4622.01 | 14513.86 | 5656.46 | 60082.18 |
| 2009 | 12243.36 | 4790.12 | 2628.38 | 158.04 | 2211.66 | -1229.22 | -6015.61 | 2782.05 | 3309.53 | 3534.88 | -10435.08 | 17071.46 | 31049.57 |
| 2008 | 1126.42 | 2987 | 8558.57 | -3988.05 | 3478.94 | 4339.31 | 9095.44 | 3743.28 | 9846.09 | -3419.74 | 4290.62 | 2893.76 | 42951.64 |
| 2007 | 316.41 | -240.16 | -1395.27 | -939.72 | -1320.5 | 26.04 | 982.34 | 746.7 | 2516.35 | -1131.98 | 869.29 | 1328.93 | 1758.43 |
| 2006 | -678.3 | -541.75 | 286.12 | 1069.74 | 443.54 | 1888.01 | -169.68 | -1023.56 | -422 | -92.11 | 801.06 | -1295.35 | 265.72 |
| 2005 | 2114.07 | 835.13 | 3853.03 | -427.82 | 4704.31 | 2306.42 | 2726 | -934.24 | 1278.99 | 198.38 | -1097.45 | -1542.85 | 14013.97 |
| 2004 | 2369.53 | 2580.19 | 2931.35 | 2248.43 | 1943.72 | -180.68 | 1602.32 | 3303.27 | 2563.35 | 2382.39 | -1004.13 | 1404.58 | 22144.32 |
| 2003 | 0 | 0 | 0 | 0 | 154.14 | 682.36 | -291.54 | 252.98 | 1137.61 | -618.73 | 2236.64 | 447.79 | 4001.25 |
Stats
Strategy
| Wins/Losses Ratio | 0.75 | Payout Ratio (Avg Win/Loss) | 2.13 | Average # of Bars in Trade | 0 |
| AHPR | 0.14 | Z-Score | -19.93 | Z-Probability | 99.9 % |
| Expectancy | 1038.44 | Deviation | $ 12103.51 | Exposure | -999999999 % |
| Stagnation in Days | 823 | Stagnation in % | 13.71 % |
Trades
| # of Wins | 2027 | # of Losses | 2691 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 12996635.69 | Gross Loss | $ -8097261.51 | Average Win | $ 6411.76 | Average Loss | $ -3009.02 |
| Largest Win | $ 167714.07 | Largest Loss | $ -120840.69 | Max Consec Wins | 18 | Max Consec Losses | 18 |
| Avg Consec Wins | 2.47 | Avg Consec Loss | 3.27 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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