Quant Analyzer Report
StrategyTester_eurusd_2013
Source: MT4Report| Symbol | EURUSD | Period | M15 : 01.01.2013 - 23.12.2013 |
|---|---|---|---|
| Initial deposit | 10000.0 | ||
| Parameters | - | ||
Total Profit
$ 10995.07
Profit in pips
5024.5 pips
Yrly Avg profit
$ 10994.37
Yrly Avg % ret
109.94 %
CAGR
109.95 %
# of trades
625
Sharpe ratio
0.18
Profit factor
2.06
Return / DD ratio
8.08
Winning %
59.84 %
Drawdown
$ 1360.44
% Drawdown
7.68 %
Daily Avg profit
$ 46.79
Mthly Avg profit
$ 916.26
Average trade
$ 50.8
Annual% / Max DD%
14.32
R Expectancy
0.43 R
R Exp score
265.89 R
SQN
4.51
SQN score
9.62
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2013 | 940.23 | 2058.09 | -526.84 | 1170.42 | -6.56 | 2168.77 | 1404.9 | -667.83 | 1567.8 | 1024.4 | 194.73 | 1666.96 | 10995.07 |
Stats
Strategy
| Wins/Losses Ratio | 1.49 | Payout Ratio (Avg Win/Loss) | 1.38 | Average # of Bars in Trade | 0 |
| AHPR | 0.12 | Z-Score | -4.38 | Z-Probability | 100 % |
| Expectancy | 17.59 | Deviation | $ 103.11 | Exposure | -999999999 % |
| Stagnation in Days | 70 | Stagnation in % | 19.66 % |
Trades
| # of Wins | 374 | # of Losses | 251 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 21373.32 | Gross Loss | $ -10378.25 | Average Win | $ 57.15 | Average Loss | $ -41.35 |
| Largest Win | $ 1003.68 | Largest Loss | $ -345.28 | Max Consec Wins | 14 | Max Consec Losses | 8 |
| Avg Consec Wins | 2.97 | Avg Consec Loss | 2.01 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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