Quant Analyzer Report
StrategyTester_eurusd_2004
Source: MT4Report| Symbol | EURUSD | Period | M15 : 01.01.2004 - 24.12.2004 |
|---|---|---|---|
| Initial deposit | 10000.0 | ||
| Parameters | - | ||
Total Profit
$ 25298.04
Profit in pips
7542 pips
Yrly Avg profit
$ 25299.41
Yrly Avg % ret
252.99 %
CAGR
252.98 %
# of trades
737
Sharpe ratio
0.26
Profit factor
2.37
Return / DD ratio
9.81
Winning %
66.62 %
Drawdown
$ 2579.81
% Drawdown
7.23 %
Daily Avg profit
$ 110.47
Mthly Avg profit
$ 2108.17
Average trade
$ 84.39
Annual% / Max DD%
34.99
R Expectancy
0.46 R
R Exp score
337.37 R
SQN
6.6
SQN score
18.75
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2004 | 2488.61 | 1220.85 | 3067.13 | 2356 | 3759.55 | 991.77 | 3015 | 3782.17 | 2351.86 | 2308.04 | -811.23 | 768.29 | 25298.04 |
Stats
Strategy
| Wins/Losses Ratio | 2 | Payout Ratio (Avg Win/Loss) | 1.19 | Average # of Bars in Trade | 0 |
| AHPR | 0.17 | Z-Score | -6.28 | Z-Probability | 0 % |
| Expectancy | 34.33 | Deviation | $ 149.87 | Exposure | -999999999 % |
| Stagnation in Days | 44 | Stagnation in % | 12.29 % |
Trades
| # of Wins | 491 | # of Losses | 246 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 43746.5 | Gross Loss | $ -18448.46 | Average Win | $ 89.1 | Average Loss | $ -74.99 |
| Largest Win | $ 1234.56 | Largest Loss | $ -1215.35 | Max Consec Wins | 37 | Max Consec Losses | 7 |
| Avg Consec Wins | 3.87 | Avg Consec Loss | 1.95 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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