Quant Analyzer Report
StrategyTester_eurusd_2014
Source: MT4Report| Symbol | EURUSD | Period | M15 : 02.01.2014 - 24.12.2014 |
|---|---|---|---|
| Initial deposit | 10000.0 | ||
| Parameters | - | ||
Total Profit
$ 4428.31
Profit in pips
1261.2 pips
Yrly Avg profit
$ 4428.67
Yrly Avg % ret
44.28 %
CAGR
44.28 %
# of trades
488
Sharpe ratio
0.11
Profit factor
1.62
Return / DD ratio
2.68
Winning %
57.38 %
Drawdown
$ 1651.33
% Drawdown
10.39 %
Daily Avg profit
$ 19.86
Mthly Avg profit
$ 369.03
Average trade
$ 38.53
Annual% / Max DD%
4.26
R Expectancy
0.26 R
R Exp score
128.14 R
SQN
2.22
SQN score
4.74
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2014 | -59.2 | 65.28 | 319.42 | 238.84 | 522.5 | 371.55 | 75.45 | -71.37 | 1024.42 | 2514.69 | 815.1 | -1388.37 | 4428.31 |
Stats
Strategy
| Wins/Losses Ratio | 1.35 | Payout Ratio (Avg Win/Loss) | 1.2 | Average # of Bars in Trade | 0 |
| AHPR | 0.08 | Z-Score | -1.31 | Z-Probability | 90.49 % |
| Expectancy | 9.07 | Deviation | $ 95.07 | Exposure | -999999999 % |
| Stagnation in Days | 50 | Stagnation in % | 14.04 % |
Trades
| # of Wins | 280 | # of Losses | 208 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 11616.39 | Gross Loss | $ -7188.08 | Average Win | $ 41.49 | Average Loss | $ -34.56 |
| Largest Win | $ 1294.04 | Largest Loss | $ -283.41 | Max Consec Wins | 10 | Max Consec Losses | 6 |
| Avg Consec Wins | 2.48 | Avg Consec Loss | 1.84 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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