Quant Analyzer Report
StrategyTester_eurusd_2015
Source: MT4Report| Symbol | EURUSD | Period | M15 : 01.01.2015 - 24.12.2015 |
|---|---|---|---|
| Initial deposit | 10000.0 | ||
| Parameters | - | ||
Total Profit
$ 7194.79
Profit in pips
2763 pips
Yrly Avg profit
$ 7195.24
Yrly Avg % ret
71.95 %
CAGR
71.95 %
# of trades
641
Sharpe ratio
0.12
Profit factor
1.48
Return / DD ratio
3.67
Winning %
53.04 %
Drawdown
$ 1962.27
% Drawdown
11.2 %
Daily Avg profit
$ 31.01
Mthly Avg profit
$ 599.57
Average trade
$ 58.12
Annual% / Max DD%
6.42
R Expectancy
0.22 R
R Exp score
144.11 R
SQN
2.75
SQN score
5.96
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2015 | 926.96 | 841.85 | 2151.66 | -629.27 | 2651.78 | 1159.46 | -632.13 | 197.3 | -217.66 | 185.89 | -555.69 | 1114.64 | 7194.79 |
Stats
Strategy
| Wins/Losses Ratio | 1.13 | Payout Ratio (Avg Win/Loss) | 1.31 | Average # of Bars in Trade | 0 |
| AHPR | 0.09 | Z-Score | -4.27 | Z-Probability | 100 % |
| Expectancy | 11.22 | Deviation | $ 113.62 | Exposure | -999999999 % |
| Stagnation in Days | 164 | Stagnation in % | 45.94 % |
Trades
| # of Wins | 340 | # of Losses | 301 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 22224.26 | Gross Loss | $ -15029.47 | Average Win | $ 65.37 | Average Loss | $ -49.93 |
| Largest Win | $ 825.48 | Largest Loss | $ -372.4 | Max Consec Wins | 12 | Max Consec Losses | 10 |
| Avg Consec Wins | 2.56 | Avg Consec Loss | 2.25 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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