Quant Analyzer Report
StrategyTester_eurusd_2006
Source: MT4Report| Symbol | EURUSD | Period | M15 : 02.01.2006 - 22.12.2006 |
|---|---|---|---|
| Initial deposit | 10000.0 | ||
| Parameters | - | ||
Total Profit
$ 4057.04
Profit in pips
1906.9 pips
Yrly Avg profit
$ 4056.79
Yrly Avg % ret
40.57 %
CAGR
40.57 %
# of trades
646
Sharpe ratio
0.11
Profit factor
1.48
Return / DD ratio
4.36
Winning %
58.67 %
Drawdown
$ 931.56
% Drawdown
8.2 %
Daily Avg profit
$ 16.63
Mthly Avg profit
$ 338.09
Average trade
$ 32.21
Annual% / Max DD%
4.95
R Expectancy
0.2 R
R Exp score
129.32 R
SQN
3.04
SQN score
8.65
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2006 | 164.29 | 96.87 | -187.5 | 566.01 | 316.06 | 369.68 | 537.13 | 102.18 | 710.27 | 691.67 | 738.7 | -48.32 | 4057.04 |
Stats
Strategy
| Wins/Losses Ratio | 1.42 | Payout Ratio (Avg Win/Loss) | 1.05 | Average # of Bars in Trade | 0 |
| AHPR | 0.05 | Z-Score | -6.8 | Z-Probability | 0 % |
| Expectancy | 6.28 | Deviation | $ 58.5 | Exposure | -999999999 % |
| Stagnation in Days | 38 | Stagnation in % | 10.73 % |
Trades
| # of Wins | 379 | # of Losses | 267 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 12432.68 | Gross Loss | $ -8375.64 | Average Win | $ 32.8 | Average Loss | $ -31.37 |
| Largest Win | $ 431.02 | Largest Loss | $ -495.55 | Max Consec Wins | 13 | Max Consec Losses | 7 |
| Avg Consec Wins | 3.3 | Avg Consec Loss | 2.3 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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