Quant Analyzer Report
StrategyTester_eurusd_2009
Source: MT4Report| Symbol | EURUSD | Period | M15 : 01.01.2009 - 25.12.2009 |
|---|---|---|---|
| Initial deposit | 10000.0 | ||
| Parameters | - | ||
Total Profit
$ 11296.51
Profit in pips
4719.3 pips
Yrly Avg profit
$ 11297.1
Yrly Avg % ret
112.98 %
CAGR
112.97 %
# of trades
761
Sharpe ratio
0.13
Profit factor
1.58
Return / DD ratio
5.06
Winning %
62.68 %
Drawdown
$ 2231.96
% Drawdown
15.25 %
Daily Avg profit
$ 46.87
Mthly Avg profit
$ 941.38
Average trade
$ 66.13
Annual% / Max DD%
7.41
R Expectancy
0.22 R
R Exp score
164.39 R
SQN
3.88
SQN score
10.29
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2009 | 1056.65 | 769.95 | -104.98 | 596.82 | 414.19 | 1632.82 | -1349.15 | 2480.95 | 1105.5 | 2711.75 | -1726.29 | 3708.3 | 11296.51 |
Stats
Strategy
| Wins/Losses Ratio | 1.68 | Payout Ratio (Avg Win/Loss) | 0.94 | Average # of Bars in Trade | 0 |
| AHPR | 0.1 | Z-Score | -6.86 | Z-Probability | 0 % |
| Expectancy | 14.84 | Deviation | $ 117.35 | Exposure | -999999999 % |
| Stagnation in Days | 50 | Stagnation in % | 13.97 % |
Trades
| # of Wins | 477 | # of Losses | 284 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 30811.98 | Gross Loss | $ -19515.47 | Average Win | $ 64.6 | Average Loss | $ -68.72 |
| Largest Win | $ 451.37 | Largest Loss | $ -894.16 | Max Consec Wins | 18 | Max Consec Losses | 8 |
| Avg Consec Wins | 3.53 | Avg Consec Loss | 2.12 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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