Quant Analyzer Report
StrategyTester_eurusd
Source: MT4Report| Symbol | EURUSD | Period | M15 : 06.05.2003 - 11.10.2019 |
|---|---|---|---|
| Initial deposit | 500.0 | ||
| Parameters | - | ||
Total Profit
$ 10679781.13
Profit in pips
60928.5 pips
Yrly Avg profit
$ 647260.73
Yrly Avg % ret
129452.15 %
CAGR
79.76 %
# of trades
10195
Sharpe ratio
0.16
Profit factor
1.57
Return / DD ratio
19.88
Winning %
60.94 %
Drawdown
$ 537230
% Drawdown
15.13 %
Daily Avg profit
$ 2761.06
Mthly Avg profit
$ 53938.29
Average trade
$ 4752.86
Annual% / Max DD%
5.27
R Expectancy
0.22 R
R Exp score
136.46 R
SQN
7.19
SQN score
10.45
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | -44728.01 | -71943.67 | 55743.87 | 69256.14 | -15503.9 | 10705.34 | 104890.1 | -25498.73 | 73231.55 | -934.97 | 0 | 0 | 155217.72 |
| 2018 | 123702.4 | 650911.96 | 633063.81 | 19643 | 8287.16 | 1180323.41 | 137496.9 | 287155.26 | 152201.08 | -139040.82 | -56805.1 | -171541.72 | 2825397.34 |
| 2017 | 134067.38 | 32020.35 | 348159.31 | -45453.46 | 52399.31 | 319880.2 | 442275.41 | -71999.4 | 3809.09 | 356483.8 | 287680.65 | -215358.52 | 1643964.12 |
| 2016 | -139597.66 | 329972.58 | 133305.92 | -78237.96 | 14723.28 | 537903.9 | 92031.29 | -18494.17 | 203783.77 | 150971.21 | 262919.61 | 904225.42 | 2393507.19 |
| 2015 | 259060.94 | 183850.57 | 477326.82 | -139733.18 | 542273.29 | 218820.38 | -139264.86 | 31657.56 | -48342.46 | 47815.84 | -115910.27 | 224208.4 | 1541763.03 |
| 2014 | 15161.33 | -3920.45 | 58002.11 | 35359.29 | 67092.25 | 51125.75 | 10514.71 | -10272.37 | 167364.33 | 368430.89 | 120541.86 | -204542.18 | 674857.52 |
| 2013 | 63606.22 | 158764.89 | -40303.17 | 82837.63 | -17170.71 | 146937.75 | 96674.4 | -48238.72 | 109783.89 | 68465.3 | 14376.72 | 114628.26 | 750362.46 |
| 2012 | 20450.04 | 13390.95 | 13970.72 | 31924.34 | 65810.05 | -3333.96 | 103847.38 | -59772.59 | 40734.64 | -30268.93 | -16978.2 | 20567.75 | 200342.19 |
| 2011 | 14171.64 | 23038.35 | 4717.1 | -1163.77 | 33318.21 | 7900.68 | 7078.28 | -544.78 | 35733.43 | 28802.51 | 60311 | 31368.31 | 244730.96 |
| 2010 | 5229.17 | 126.61 | 4751.76 | 2230.6 | 338.32 | 13762.47 | 19812.74 | -1769.3 | 43509.05 | 19614.64 | 31196.36 | 5379.21 | 144181.63 |
| 2009 | 5938.84 | 3757.11 | -812 | 2944.19 | 2085.62 | 8167.23 | -6699.7 | 12291.53 | 5460.73 | 13465.8 | -8601.72 | 18338.89 | 56336.52 |
| 2008 | 1610.19 | 1881.63 | 3083.28 | 1977.56 | 2971.23 | 4171.91 | 5176.85 | 2901.87 | 2142.24 | 725.93 | 914.54 | 3498.71 | 31055.94 |
| 2007 | 492.01 | 138.57 | 242.92 | 85.16 | -140.05 | 79.58 | 321.61 | 729.41 | 1199.66 | 771.5 | 533.6 | 763.31 | 5217.28 |
| 2006 | 177.78 | 14.11 | 32.09 | 473.84 | 320.48 | 559.31 | 512.06 | 113.64 | 690.6 | 647.55 | 700.25 | -106.3 | 4135.41 |
| 2005 | 507.56 | 400.25 | 495.5 | 19.29 | 883.08 | 829.06 | 535.68 | 313.45 | 807.52 | -213.62 | -110.29 | 221.45 | 4688.93 |
| 2004 | 276.1 | 157.31 | 361.46 | 390.03 | 363.11 | 120.86 | 343.38 | 533.97 | 385.28 | 399.04 | -101.52 | 226.24 | 3455.26 |
| 2003 | 0 | 0 | 0 | 0 | 88.3 | 72.95 | 24.24 | 22.86 | 79.39 | -5.79 | 204.15 | 81.53 | 567.63 |
Stats
Strategy
| Wins/Losses Ratio | 1.56 | Payout Ratio (Avg Win/Loss) | 1 | Average # of Bars in Trade | 0 |
| AHPR | 0.1 | Z-Score | -20.06 | Z-Probability | 99.9 % |
| Expectancy | 1047.55 | Deviation | $ 15165.01 | Exposure | -999999999 % |
| Stagnation in Days | 375 | Stagnation in % | 6.25 % |
Trades
| # of Wins | 6213 | # of Losses | 3982 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 29567584.22 | Gross Loss | $ -18887803.09 | Average Win | $ 4758.99 | Average Loss | $ -4743.3 |
| Largest Win | $ 250400 | Largest Loss | $ -153000 | Max Consec Wins | 31 | Max Consec Losses | 10 |
| Avg Consec Wins | 3.19 | Avg Consec Loss | 2.05 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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