Quant Analyzer Report
StrategyTester_eurusd_2016
Source: MT4Report| Symbol | EURUSD | Period | M15 : 04.01.2016 - 22.12.2016 |
|---|---|---|---|
| Initial deposit | 10000.0 | ||
| Parameters | - | ||
Total Profit
$ 6602.01
Profit in pips
3196.6 pips
Yrly Avg profit
$ 6601.51
Yrly Avg % ret
66.01 %
CAGR
66.02 %
# of trades
526
Sharpe ratio
0.14
Profit factor
1.89
Return / DD ratio
7.08
Winning %
62.74 %
Drawdown
$ 932.69
% Drawdown
8.95 %
Daily Avg profit
$ 30.15
Mthly Avg profit
$ 550.17
Average trade
$ 40.74
Annual% / Max DD%
7.38
R Expectancy
0.33 R
R Exp score
174.55 R
SQN
3.31
SQN score
5.39
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2016 | -449.75 | 851.1 | 619.5 | -218.73 | 42.93 | 1720.17 | 310.51 | -87.8 | 495.04 | 449.14 | 366.91 | 2502.99 | 6602.01 |
Stats
Strategy
| Wins/Losses Ratio | 1.68 | Payout Ratio (Avg Win/Loss) | 1.12 | Average # of Bars in Trade | 0 |
| AHPR | 0.1 | Z-Score | -4.22 | Z-Probability | 100 % |
| Expectancy | 12.55 | Deviation | $ 91.3 | Exposure | -999999999 % |
| Stagnation in Days | 64 | Stagnation in % | 18.08 % |
Trades
| # of Wins | 330 | # of Losses | 196 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 14014.76 | Gross Loss | $ -7412.75 | Average Win | $ 42.47 | Average Loss | $ -37.82 |
| Largest Win | $ 660.33 | Largest Loss | $ -375.24 | Max Consec Wins | 14 | Max Consec Losses | 8 |
| Avg Consec Wins | 3.33 | Avg Consec Loss | 2 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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