Quant Analyzer Report
StrategyTester_eurusd_2003
Source: MT4Report| Symbol | EURUSD | Period | M15 : 06.05.2003 - 23.12.2003 |
|---|---|---|---|
| Initial deposit | 10000.0 | ||
| Parameters | - | ||
Total Profit
$ 8499.06
Profit in pips
3244.6 pips
Yrly Avg profit
$ 12748.59
Yrly Avg % ret
127.48 %
CAGR
84.99 %
# of trades
488
Sharpe ratio
0.27
Profit factor
2.27
Return / DD ratio
16.79
Winning %
62.5 %
Drawdown
$ 506.28
% Drawdown
3.42 %
Daily Avg profit
$ 52.14
Mthly Avg profit
$ 1062.38
Average trade
$ 44.82
Annual% / Max DD%
24.85
R Expectancy
0.48 R
R Exp score
348.99 R
SQN
5.81
SQN score
19.17
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2003 | 0 | 0 | 0 | 0 | 1378.38 | 1140.27 | 471.97 | 461.15 | 975.24 | 301.04 | 2461.75 | 1309.26 | 8499.06 |
Stats
Strategy
| Wins/Losses Ratio | 1.67 | Payout Ratio (Avg Win/Loss) | 1.36 | Average # of Bars in Trade | 0 |
| AHPR | 0.13 | Z-Score | -6.02 | Z-Probability | 0 % |
| Expectancy | 17.42 | Deviation | $ 71.64 | Exposure | -999999999 % |
| Stagnation in Days | 36 | Stagnation in % | 15.52 % |
Trades
| # of Wins | 305 | # of Losses | 183 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 15184.76 | Gross Loss | $ -6685.7 | Average Win | $ 49.79 | Average Loss | $ -36.53 |
| Largest Win | $ 311.43 | Largest Loss | $ -325.89 | Max Consec Wins | 12 | Max Consec Losses | 6 |
| Avg Consec Wins | 3.63 | Avg Consec Loss | 2.18 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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