Quant Analyzer Report
StrategyTester_eurusd_2018
Source: MT4Report| Symbol | EURUSD | Period | M15 : 02.01.2018 - 20.12.2018 |
|---|---|---|---|
| Initial deposit | 10000.0 | ||
| Parameters | - | ||
Total Profit
$ 4124.61
Profit in pips
1972.6 pips
Yrly Avg profit
$ 4124.98
Yrly Avg % ret
41.25 %
CAGR
41.25 %
# of trades
449
Sharpe ratio
0.18
Profit factor
1.79
Return / DD ratio
7.93
Winning %
59.47 %
Drawdown
$ 520.22
% Drawdown
4.13 %
Daily Avg profit
$ 19.55
Mthly Avg profit
$ 343.72
Average trade
$ 32.51
Annual% / Max DD%
9.99
R Expectancy
0.32 R
R Exp score
143.38 R
SQN
3.69
SQN score
6.42
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2018 | -2.72 | 761.76 | 809.43 | 92.43 | 12.29 | 1896.46 | 170.05 | 404.15 | 302.02 | -147.31 | 57.31 | -231.26 | 4124.61 |
Stats
Strategy
| Wins/Losses Ratio | 1.47 | Payout Ratio (Avg Win/Loss) | 1.22 | Average # of Bars in Trade | 0 |
| AHPR | 0.08 | Z-Score | -2.81 | Z-Probability | 99.75 % |
| Expectancy | 9.19 | Deviation | $ 57.68 | Exposure | -999999999 % |
| Stagnation in Days | 80 | Stagnation in % | 22.66 % |
Trades
| # of Wins | 267 | # of Losses | 182 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 9360.94 | Gross Loss | $ -5236.33 | Average Win | $ 35.06 | Average Loss | $ -28.77 |
| Largest Win | $ 363.37 | Largest Loss | $ -165.24 | Max Consec Wins | 13 | Max Consec Losses | 8 |
| Avg Consec Wins | 2.84 | Avg Consec Loss | 1.92 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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