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
$ 1225890.36
Profit in pips
20964.2 pips
Yrly Avg profit
$ 74305.89
Yrly Avg % ret
743.06 %
CAGR
32.76 %
# of trades
5474
Sharpe ratio
0.19
Profit factor
1.62
Return / DD ratio
22.64
Winning %
76.36 %
Drawdown
$ 54137.54
% Drawdown
14.36 %
Daily Avg profit
$ 363.66
Mthly Avg profit
$ 6191.37
Average trade
$ 946.7
Annual% / Max DD%
2.28
R Expectancy
0.15 R
R Exp score
48.61 R
SQN
8.08
SQN score
8.27
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | 9423.17 | 12419.66 | 4203.24 | 3533.42 | 3124.86 | -11850.17 | -3560.21 | -32813.72 | 5697.12 | 768.5 | 0 | 0 | -9054.13 |
| 2018 | 22152.28 | 17528.03 | 20143.86 | 15349.35 | 23185.41 | -5969.58 | -6857.25 | 7139.68 | 21076.47 | -9112.21 | 10636.27 | 8309.02 | 123581.33 |
| 2017 | -27356 | -5280.32 | 7187.03 | 19142.43 | 2806.37 | 14094.53 | 3717.48 | 26343.76 | -16962.65 | 12737.91 | 13113.22 | -196.1 | 49347.66 |
| 2016 | -6049.79 | 28000.54 | -6957.58 | 11361.91 | 21.7 | 18814.93 | 14410.14 | 16532.85 | 9527.11 | 14693.31 | 29433.46 | 8206.06 | 137994.64 |
| 2015 | 1332.91 | 8696.28 | 30458.01 | 13548 | 22202.18 | 3175.49 | 16920.75 | 25910.66 | -19813.89 | 35243.12 | -6874.52 | -33088.19 | 97710.8 |
| 2014 | -454 | 7758.97 | -4060.79 | 12600.26 | 3370.8 | 5350.39 | 2591.19 | -1626.19 | 6380.26 | 12816.49 | 4290.16 | 19311.98 | 68329.52 |
| 2013 | 39713.19 | 17205.41 | -14632.89 | 24138.58 | 26355 | 25385.85 | 6577.69 | 3535.66 | 15042.85 | -925.17 | 4815.56 | 9212.4 | 156424.13 |
| 2012 | 6756.31 | -2053.09 | 19947.25 | 3228.18 | 19258.03 | -13413.15 | 13589.08 | 18471.64 | 654.59 | -33673.94 | -6795.54 | -2174 | 23795.36 |
| 2011 | 16381.58 | 43.83 | 6348.65 | -25218.5 | 22083.63 | -3428.95 | 15486.62 | -1798.03 | -1713.98 | 25066.89 | 45946.94 | 31195.53 | 130394.21 |
| 2010 | 8685 | 880.06 | 16287.65 | 1848.51 | 2083.7 | 19500.15 | 41663.26 | 10557.05 | 34934.94 | 33576.06 | 34241.91 | -397.54 | 203860.75 |
| 2009 | 2864.78 | 6265.25 | -10572.18 | 6105.15 | 4278.9 | 29511.19 | -18398.26 | 27939.7 | 11296.97 | 30793.98 | -4985.34 | 15753.23 | 100853.37 |
| 2008 | 7195.38 | 4994.84 | 772.7 | 12388.54 | 8287.64 | 9638.03 | 8342.05 | 2872.64 | -3976.64 | 6214.42 | -401.08 | 7470.41 | 63798.93 |
| 2007 | 2023.64 | 830.32 | 2683.8 | 1794.54 | 1187.74 | 378.77 | 96.87 | 2542.71 | 2867.22 | 5254.48 | 1849.22 | 2150.23 | 23659.54 |
| 2006 | 1002.49 | 694.43 | -294.95 | 1250.34 | 809.09 | 1045.18 | 2639.13 | 1153.51 | 3666.55 | 3265.42 | 2511.73 | 1047.43 | 18790.35 |
| 2005 | 1594.16 | 2530.41 | 13.03 | 753.77 | 1924.61 | 3520.99 | 1047.98 | 3380.49 | 3306.32 | -1113.17 | 327.49 | 1809.08 | 19095.16 |
| 2004 | 931.46 | -312.54 | 1039.01 | 1524.58 | 2231.78 | 1612.6 | 1700.37 | 1406.56 | 914.65 | 924.3 | 260.13 | 723.36 | 12956.26 |
| 2003 | 0 | 0 | 0 | 0 | 1175.38 | 478.43 | 653.04 | 129.35 | -57.95 | 766.13 | 546.24 | 661.86 | 4352.48 |
Stats
Strategy
| Wins/Losses Ratio | 3.23 | Payout Ratio (Avg Win/Loss) | 0.5 | Average # of Bars in Trade | 0 |
| AHPR | 0.09 | Z-Score | -2.9 | Z-Probability | 99.81 % |
| Expectancy | 223.95 | Deviation | $ 2174.28 | Exposure | -999999999 % |
| Stagnation in Days | 235 | Stagnation in % | 3.92 % |
Trades
| # of Wins | 4180 | # of Losses | 1294 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 3204070.04 | Gross Loss | $ -1978179.68 | Average Win | $ 766.52 | Average Loss | $ -1528.73 |
| Largest Win | $ 14686.2 | Largest Loss | $ -28071.36 | 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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