Quant Analyzer Report
StrategyTester_eurusd_2007
Source: MT4Report| Symbol | EURUSD | Period | M15 : 01.01.2007 - 21.12.2007 |
|---|---|---|---|
| Initial deposit | 10000.0 | ||
| Parameters | - | ||
Total Profit
$ 3865.62
Profit in pips
1630.9 pips
Yrly Avg profit
$ 3865.9
Yrly Avg % ret
38.66 %
CAGR
38.66 %
# of trades
548
Sharpe ratio
0.18
Profit factor
1.73
Return / DD ratio
9.77
Winning %
62.41 %
Drawdown
$ 395.67
% Drawdown
3.05 %
Daily Avg profit
$ 18.15
Mthly Avg profit
$ 322.14
Average trade
$ 26.41
Annual% / Max DD%
12.67
R Expectancy
0.27 R
R Exp score
150.13 R
SQN
4.32
SQN score
8.76
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2007 | 322.73 | 107.19 | 191.28 | 58.9 | -104.09 | 60.22 | 244.27 | 552.63 | 935.21 | 546.65 | 401.15 | 549.48 | 3865.62 |
Stats
Strategy
| Wins/Losses Ratio | 1.66 | Payout Ratio (Avg Win/Loss) | 1.04 | Average # of Bars in Trade | 0 |
| AHPR | 0.06 | Z-Score | -4.34 | Z-Probability | 100 % |
| Expectancy | 7.05 | Deviation | $ 42.88 | Exposure | -999999999 % |
| Stagnation in Days | 90 | Stagnation in % | 25.42 % |
Trades
| # of Wins | 342 | # of Losses | 206 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 9170.34 | Gross Loss | $ -5304.72 | Average Win | $ 26.81 | Average Loss | $ -25.75 |
| Largest Win | $ 203.43 | Largest Loss | $ -171.6 | Max Consec Wins | 11 | Max Consec Losses | 7 |
| Avg Consec Wins | 3.23 | Avg Consec Loss | 1.96 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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