Quant Analyzer Report
StrategyTester_eurusd_2005
Source: MT4Report| Symbol | EURUSD | Period | M15 : 03.01.2005 - 22.12.2005 |
|---|---|---|---|
| Initial deposit | 10000.0 | ||
| Parameters | - | ||
Total Profit
$ 9699.06
Profit in pips
4540.9 pips
Yrly Avg profit
$ 9699.06
Yrly Avg % ret
96.99 %
CAGR
96.99 %
# of trades
726
Sharpe ratio
0.19
Profit factor
1.72
Return / DD ratio
6.81
Winning %
62.67 %
Drawdown
$ 1424.35
% Drawdown
6.98 %
Daily Avg profit
$ 38.8
Mthly Avg profit
$ 808.26
Average trade
$ 50.29
Annual% / Max DD%
13.9
R Expectancy
0.27 R
R Exp score
196.1 R
SQN
4.99
SQN score
12.99
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2005 | 966.61 | 963.82 | 527.34 | 142.59 | 1276.73 | 1911.94 | 1158.89 | 1253.89 | 1818.03 | -445.49 | -324.37 | 449.08 | 9699.06 |
Stats
Strategy
| Wins/Losses Ratio | 1.68 | Payout Ratio (Avg Win/Loss) | 1.03 | Average # of Bars in Trade | 0 |
| AHPR | 0.09 | Z-Score | -6.3 | Z-Probability | 0 % |
| Expectancy | 13.36 | Deviation | $ 81.04 | Exposure | -999999999 % |
| Stagnation in Days | 78 | Stagnation in % | 22.03 % |
Trades
| # of Wins | 455 | # of Losses | 271 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 23103.92 | Gross Loss | $ -13404.86 | Average Win | $ 50.78 | Average Loss | $ -49.46 |
| Largest Win | $ 285.19 | Largest Loss | $ -471.12 | Max Consec Wins | 21 | Max Consec Losses | 9 |
| Avg Consec Wins | 3.47 | Avg Consec Loss | 2.08 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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