Quant Analyzer Report
StrategyTester_eurusd_2011
Source: MT4Report| Symbol | EURUSD | Period | M15 : 03.01.2011 - 23.12.2011 |
|---|---|---|---|
| Initial deposit | 10000.0 | ||
| Parameters | - | ||
Total Profit
$ 10289.15
Profit in pips
5318.2 pips
Yrly Avg profit
$ 10289.15
Yrly Avg % ret
102.89 %
CAGR
102.89 %
# of trades
717
Sharpe ratio
0.13
Profit factor
1.62
Return / DD ratio
6.79
Winning %
60.39 %
Drawdown
$ 1515.06
% Drawdown
10.2 %
Daily Avg profit
$ 42.34
Mthly Avg profit
$ 857.43
Average trade
$ 60.7
Annual% / Max DD%
10.09
R Expectancy
0.25 R
R Exp score
175.88 R
SQN
3.65
SQN score
7.85
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2011 | 365.24 | 1019.59 | 262.93 | 48.19 | 1342.01 | 316.07 | 282.58 | 122.83 | 1537.96 | 1194.8 | 2495.26 | 1301.69 | 10289.15 |
Stats
Strategy
| Wins/Losses Ratio | 1.52 | Payout Ratio (Avg Win/Loss) | 1.06 | Average # of Bars in Trade | 0 |
| AHPR | 0.1 | Z-Score | -6.29 | Z-Probability | 0 % |
| Expectancy | 14.35 | Deviation | $ 114.93 | Exposure | -999999999 % |
| Stagnation in Days | 42 | Stagnation in % | 11.83 % |
Trades
| # of Wins | 433 | # of Losses | 284 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 26904.56 | Gross Loss | $ -16615.41 | Average Win | $ 62.14 | Average Loss | $ -58.5 |
| Largest Win | $ 984.46 | Largest Loss | $ -493.54 | Max Consec Wins | 14 | Max Consec Losses | 9 |
| Avg Consec Wins | 3.28 | Avg Consec Loss | 2.15 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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