Quant Analyzer Report
StrategyTester_eurusd_S123
Source: MT4Report| Symbol | EURUSD | Period | M15 : 06.05.2003 - 10.10.2019 |
|---|---|---|---|
| Initial deposit | 10000.0 | ||
| Parameters | - | ||
Total Profit
$ 49027.61
Profit in pips
20964.2 pips
Yrly Avg profit
$ 2971.75
Yrly Avg % ret
29.72 %
CAGR
11.01 %
# of trades
5474
Sharpe ratio
0.18
Profit factor
1.94
Return / DD ratio
33.68
Winning %
76.36 %
Drawdown
$ 1455.69
% Drawdown
3.63 %
Daily Avg profit
$ 14.54
Mthly Avg profit
$ 247.61
Average trade
$ 27.95
Annual% / Max DD%
3.03
R Expectancy
0.22 R
R Exp score
73.98 R
SQN
13.88
SQN score
8.47
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | 100.58 | 100.29 | 33.26 | 27.5 | 24.77 | -93.3 | -27.61 | -265.86 | 46.39 | 6.08 | 0 | 0 | -47.9 |
| 2018 | 197.16 | 156.46 | 172.82 | 128.19 | 192.47 | -34.53 | -23.83 | 55.18 | 172.42 | -69.25 | 88.92 | 67.42 | 1103.43 |
| 2017 | -261.05 | -50.3 | 68.96 | 182.56 | 26.24 | 130.79 | 34.32 | 242.25 | -155 | 113.72 | 117.04 | -2.81 | 446.72 |
| 2016 | -44.88 | 347 | -124.49 | 73.28 | 39.73 | 201.41 | 155.15 | 165.64 | 92.94 | 143.25 | 288.18 | 78.3 | 1415.51 |
| 2015 | 62.54 | -47.28 | 367.79 | 164.15 | 246.17 | -14.21 | 188.98 | 285.59 | -236.96 | 359.74 | -70.45 | -339.24 | 966.82 |
| 2014 | -23.47 | 119.95 | -51.93 | 162.93 | 42.47 | 67.49 | 32.87 | -19.78 | 80.63 | 154.73 | 51.81 | 249.27 | 866.97 |
| 2013 | 627.56 | 269.12 | -206.65 | 363.21 | 389.29 | 352.48 | 89.39 | 48.45 | 203.05 | -13.72 | 64.72 | 122.12 | 2309.02 |
| 2012 | 108.05 | -28.61 | 330.76 | 53.48 | 305.42 | -205.3 | 214.62 | 286.55 | 8.31 | -521.44 | -113.2 | -35.45 | 403.19 |
| 2011 | 365.84 | -12.16 | 137.37 | -528.22 | 479.04 | -65.83 | 334.57 | -30.33 | -18.39 | 514.18 | 861.17 | 549.51 | 2586.75 |
| 2010 | 357.55 | 46.52 | 460.54 | 71.92 | 173.86 | 673.76 | 1302.24 | 312.7 | 942.1 | 828.14 | 792.37 | 0.12 | 5961.82 |
| 2009 | 222.08 | 439.29 | -652.87 | 407.69 | 276.76 | 1682.25 | -914.47 | 1508.43 | 555.45 | 1377.19 | -198.5 | 642.35 | 5345.65 |
| 2008 | 783.27 | 506.09 | 89.82 | 1151.5 | 705.84 | 756.81 | 612.3 | 215.93 | -289.92 | 446.15 | -26.17 | 504.1 | 5455.72 |
| 2007 | 308.79 | 123.77 | 381.94 | 255.08 | 161.97 | 52.05 | 13.12 | 343.15 | 369.42 | 644.49 | 216.55 | 248.09 | 3118.42 |
| 2006 | 209.97 | 142.76 | -72.97 | 264.9 | 341.45 | 207.53 | 507.25 | 214.94 | 648.73 | 548.74 | 401.59 | 159.89 | 3574.78 |
| 2005 | 574.9 | 850.4 | 6.41 | 239.19 | 583.72 | 988.18 | 285.25 | 832.38 | 762.14 | -245.31 | 81.44 | 397.6 | 5356.3 |
| 2004 | 700.04 | -202.52 | 665.52 | 915.53 | 1195.74 | 786.88 | 766.94 | 588.38 | 362.5 | 356.24 | 105.46 | 264.45 | 6505.16 |
| 2003 | 0 | 0 | 0 | 0 | 1118.12 | 415.65 | 554.86 | 110.77 | -39.02 | 610.24 | 413.82 | 474.81 | 3659.25 |
Stats
Strategy
| Wins/Losses Ratio | 3.23 | Payout Ratio (Avg Win/Loss) | 0.6 | Average # of Bars in Trade | 0 |
| AHPR | 0.03 | Z-Score | -2.9 | Z-Probability | 99.81 % |
| Expectancy | 8.96 | Deviation | $ 51.38 | Exposure | -999999999 % |
| Stagnation in Days | 235 | Stagnation in % | 3.92 % |
Trades
| # of Wins | 4180 | # of Losses | 1294 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 101012.62 | Gross Loss | $ -51985.01 | Average Win | $ 24.17 | Average Loss | $ -40.17 |
| Largest Win | $ 234.19 | Largest Loss | $ -844.49 | Max Consec Wins | 62 | Max Consec Losses | 7 |
| Avg Consec Wins | 4.41 | Avg Consec Loss | 1.37 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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