Quant Analyzer Report
StrategyTester_eurusd_2012
Source: MT4Report| Symbol | EURUSD | Period | M15 : 02.01.2012 - 21.12.2012 |
|---|---|---|---|
| Initial deposit | 10000.0 | ||
| Parameters | - | ||
Total Profit
$ 4073.63
Profit in pips
2834.2 pips
Yrly Avg profit
$ 4073.38
Yrly Avg % ret
40.74 %
CAGR
40.74 %
# of trades
643
Sharpe ratio
0.09
Profit factor
1.31
Return / DD ratio
1.66
Winning %
55.99 %
Drawdown
$ 2459.68
% Drawdown
15.56 %
Daily Avg profit
$ 18.69
Mthly Avg profit
$ 339.47
Average trade
$ 47.65
Annual% / Max DD%
2.62
R Expectancy
0.13 R
R Exp score
86.78 R
SQN
1.88
SQN score
4.87
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2012 | 792.47 | 415.51 | 162.79 | 629.73 | 1182.03 | -112.62 | 2118.28 | -1397.31 | 820.24 | -634.87 | -315.72 | 413.1 | 4073.63 |
Stats
Strategy
| Wins/Losses Ratio | 1.27 | Payout Ratio (Avg Win/Loss) | 1.03 | Average # of Bars in Trade | 0 |
| AHPR | 0.06 | Z-Score | -4.92 | Z-Probability | 100 % |
| Expectancy | 6.34 | Deviation | $ 94.81 | Exposure | -999999999 % |
| Stagnation in Days | 148 | Stagnation in % | 41.81 % |
Trades
| # of Wins | 360 | # of Losses | 283 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 17357.67 | Gross Loss | $ -13284.04 | Average Win | $ 48.22 | Average Loss | $ -46.94 |
| Largest Win | $ 474.24 | Largest Loss | $ -596.23 | Max Consec Wins | 12 | Max Consec Losses | 10 |
| Avg Consec Wins | 2.81 | Avg Consec Loss | 2.19 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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