Quant Analyzer Report
StrategyTester_eurusd_2010
Source: MT4Report| Symbol | EURUSD | Period | M15 : 04.01.2010 - 23.12.2010 |
|---|---|---|---|
| Initial deposit | 10000.0 | ||
| Parameters | - | ||
Total Profit
$ 13104.7
Profit in pips
5690 pips
Yrly Avg profit
$ 13104.02
Yrly Avg % ret
131.04 %
CAGR
131.05 %
# of trades
775
Sharpe ratio
0.21
Profit factor
1.93
Return / DD ratio
14.83
Winning %
64.65 %
Drawdown
$ 883.69
% Drawdown
6.05 %
Daily Avg profit
$ 56.98
Mthly Avg profit
$ 1092.06
Average trade
$ 53.45
Annual% / Max DD%
21.66
R Expectancy
0.33 R
R Exp score
253.56 R
SQN
5.79
SQN score
16.09
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2010 | 414.75 | 249.63 | 461.81 | 155.1 | 76.58 | 1112.83 | 1814.32 | -236.74 | 4050.47 | 1638.28 | 2868.04 | 499.63 | 13104.7 |
Stats
Strategy
| Wins/Losses Ratio | 1.83 | Payout Ratio (Avg Win/Loss) | 1.05 | Average # of Bars in Trade | 0 |
| AHPR | 0.11 | Z-Score | -4.94 | Z-Probability | 100 % |
| Expectancy | 16.91 | Deviation | $ 89.19 | Exposure | -999999999 % |
| Stagnation in Days | 40 | Stagnation in % | 11.33 % |
Trades
| # of Wins | 501 | # of Losses | 274 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 27264.59 | Gross Loss | $ -14159.89 | Average Win | $ 54.42 | Average Loss | $ -51.68 |
| Largest Win | $ 446.55 | Largest Loss | $ -543.6 | Max Consec Wins | 20 | Max Consec Losses | 10 |
| Avg Consec Wins | 3.41 | Avg Consec Loss | 1.88 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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