Quant Analyzer Report
StrategyTester_eurusd_2008
Source: MT4Report| Symbol | EURUSD | Period | M15 : 01.01.2008 - 24.12.2008 |
|---|---|---|---|
| Initial deposit | 10000.0 | ||
| Parameters | - | ||
Total Profit
$ 17859.61
Profit in pips
7344.5 pips
Yrly Avg profit
$ 17859.61
Yrly Avg % ret
178.6 %
CAGR
178.6 %
# of trades
657
Sharpe ratio
0.25
Profit factor
2.04
Return / DD ratio
10.5
Winning %
65.91 %
Drawdown
$ 1701.08
% Drawdown
6.57 %
Daily Avg profit
$ 75.68
Mthly Avg profit
$ 1488.3
Average trade
$ 79.63
Annual% / Max DD%
27.18
R Expectancy
0.35 R
R Exp score
232.18 R
SQN
5.48
SQN score
15.89
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2008 | 826.29 | 1027.48 | 1801.13 | 1080.45 | 1893.66 | 2055.41 | 3018.68 | 1434.53 | 1527.28 | 876.63 | 356.72 | 1961.35 | 17859.61 |
Stats
Strategy
| Wins/Losses Ratio | 1.93 | Payout Ratio (Avg Win/Loss) | 1.05 | Average # of Bars in Trade | 0 |
| AHPR | 0.16 | Z-Score | -4.15 | Z-Probability | 100 % |
| Expectancy | 27.18 | Deviation | $ 137.55 | Exposure | -999999999 % |
| Stagnation in Days | 50 | Stagnation in % | 13.93 % |
Trades
| # of Wins | 433 | # of Losses | 224 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 35088.81 | Gross Loss | $ -17229.2 | Average Win | $ 81.04 | Average Loss | $ -76.92 |
| Largest Win | $ 545.7 | Largest Loss | $ -1389.2 | Max Consec Wins | 18 | Max Consec Losses | 8 |
| Avg Consec Wins | 3.46 | Avg Consec Loss | 1.81 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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