Quant Analyzer Report
StrategyTester_eurusd_S567
Source: MT4Report| Symbol | EURUSD | Period | M15 : 07.05.2003 - 11.10.2019 |
|---|---|---|---|
| Initial deposit | 10000.0 | ||
| Parameters | - | ||
Total Profit
$ 66040.08
Profit in pips
39877.5 pips
Yrly Avg profit
$ 4002.72
Yrly Avg % ret
40.03 %
CAGR
12.67 %
# of trades
4718
Sharpe ratio
0.15
Profit factor
1.66
Return / DD ratio
38.05
Winning %
42.96 %
Drawdown
$ 1735.44
% Drawdown
6.84 %
Daily Avg profit
$ 26.34
Mthly Avg profit
$ 333.54
Average trade
$ 56.23
Annual% / Max DD%
1.85
R Expectancy
0.38 R
R Exp score
108.12 R
SQN
11.32
SQN score
4.37
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | -8.54 | -194 | -5.28 | 42.97 | -109.63 | 79.21 | 133.07 | 162.64 | 183.88 | -26.47 | 0 | 0 | 257.85 |
| 2018 | -182 | 916.19 | 696.51 | -4.56 | -163.65 | 1548.39 | 111.74 | 222.5 | 108.93 | -82.84 | -23.18 | -217.91 | 2930.12 |
| 2017 | 553.26 | 89.82 | 596.48 | -205.42 | 56.4 | 298.54 | 679.33 | -260.72 | 206.95 | 475.04 | 312.13 | -295.62 | 2506.19 |
| 2016 | -346.45 | 695.52 | 723.65 | -277.52 | 111.65 | 1473.41 | 145.29 | -108.78 | 359.28 | 302.35 | 13.11 | 1658.83 | 4750.34 |
| 2015 | 858.69 | 797.53 | 1661.95 | -723.86 | 1433.42 | 886.29 | -511.72 | 19.37 | 246.12 | 145.71 | -202.64 | 1361.51 | 5972.37 |
| 2014 | 12.66 | -71.21 | 487.23 | 199.38 | 430.89 | 237.31 | 90.85 | 38.22 | 938.2 | 1519 | 654 | -1120.91 | 3415.62 |
| 2013 | 551.3 | 1763.58 | -354.53 | 729.03 | -487.59 | 1134.51 | 859.59 | -463.09 | 857.88 | 554.95 | 37.78 | 751.3 | 5934.71 |
| 2012 | 610.55 | 414.28 | -29.11 | 479.8 | 728.88 | 128.96 | 1442.52 | -1017.64 | 566.08 | 39.77 | -136.25 | 330.19 | 3558.03 |
| 2011 | 217.18 | 1111.38 | 30.47 | 307.54 | 565.49 | 412.78 | 132.42 | 311.98 | 1222.18 | 512.22 | 713.59 | 314.73 | 5851.96 |
| 2010 | 147.47 | 57.3 | -174.55 | 264.29 | -29.94 | 603.74 | 182.23 | -575.64 | 2185.43 | 292.81 | 878.74 | 338.86 | 4170.74 |
| 2009 | 1256.69 | 495.64 | 261.31 | 17.33 | 196.9 | -90.34 | -531.38 | 279.48 | 309.46 | 287.8 | -916.57 | 1516.25 | 3082.57 |
| 2008 | 217.02 | 579.68 | 1502.16 | -595.96 | 577.25 | 690.05 | 1295.14 | 497.91 | 1155.62 | -358.03 | 524.37 | 321.31 | 6406.52 |
| 2007 | 43.18 | -45.07 | -272.71 | -183.27 | -285.25 | 5.56 | 216.25 | 162.7 | 487.54 | -262.38 | 199.49 | 278.77 | 344.81 |
| 2006 | -124.75 | -115.86 | 82.62 | 221.25 | 122.57 | 322.29 | -64.15 | -112.08 | -80.75 | -17.31 | 69.32 | -260.18 | 42.97 |
| 2005 | 587.05 | 253.31 | 979.68 | -101.43 | 1071.77 | 488.79 | 538.87 | -188.68 | 253.73 | 32.12 | -179.41 | -292.99 | 3442.81 |
| 2004 | 1619.17 | 1440.64 | 1546.7 | 1011.74 | 795.23 | -61.43 | 616.81 | 1142.8 | 858.54 | 710.59 | -275.3 | 412.48 | 9817.97 |
| 2003 | 0 | 0 | 0 | 0 | 154.14 | 671.38 | -242.57 | 242.36 | 1076.35 | -536.11 | 1838.18 | 350.77 | 3554.5 |
Stats
Strategy
| Wins/Losses Ratio | 0.75 | Payout Ratio (Avg Win/Loss) | 2.21 | Average # of Bars in Trade | 0 |
| AHPR | 0.04 | Z-Score | -19.93 | Z-Probability | 99.9 % |
| Expectancy | 14 | Deviation | $ 94.88 | Exposure | -999999999 % |
| Stagnation in Days | 823 | Stagnation in % | 13.71 % |
Trades
| # of Wins | 2027 | # of Losses | 2691 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 165666.76 | Gross Loss | $ -99626.68 | Average Win | $ 81.73 | Average Loss | $ -37.02 |
| Largest Win | $ 631.62 | Largest Loss | $ -454.27 | Max Consec Wins | 18 | Max Consec Losses | 18 |
| Avg Consec Wins | 2.47 | Avg Consec Loss | 3.27 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
Click on the chart to see bigger image
