Quant Analyzer Report
StrategyTester_eurusd_2017
Source: MT4Report| Symbol | EURUSD | Period | M15 : 02.01.2017 - 22.12.2017 |
|---|---|---|---|
| Initial deposit | 10000.0 | ||
| Parameters | - | ||
Total Profit
$ 2637.69
Profit in pips
1918 pips
Yrly Avg profit
$ 2637.69
Yrly Avg % ret
26.38 %
CAGR
26.38 %
# of trades
498
Sharpe ratio
0.1
Profit factor
1.41
Return / DD ratio
3.43
Winning %
59.04 %
Drawdown
$ 769.64
% Drawdown
6.09 %
Daily Avg profit
$ 12.74
Mthly Avg profit
$ 219.81
Average trade
$ 31.41
Annual% / Max DD%
4.33
R Expectancy
0.17 R
R Exp score
82.74 R
SQN
2.06
SQN score
5.58
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2017 | 129.05 | -21.98 | 524.18 | -64.5 | 99.54 | 464.98 | 853.95 | -136.89 | 51.47 | 640.85 | 482.45 | -385.41 | 2637.69 |
Stats
Strategy
| Wins/Losses Ratio | 1.44 | Payout Ratio (Avg Win/Loss) | 0.98 | Average # of Bars in Trade | 0 |
| AHPR | 0.05 | Z-Score | -4.24 | Z-Probability | 100 % |
| Expectancy | 5.3 | Deviation | $ 63.16 | Exposure | -999999999 % |
| Stagnation in Days | 64 | Stagnation in % | 18.08 % |
Trades
| # of Wins | 294 | # of Losses | 204 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 9140.36 | Gross Loss | $ -6502.67 | Average Win | $ 31.09 | Average Loss | $ -31.88 |
| Largest Win | $ 378.42 | Largest Loss | $ -296.86 | Max Consec Wins | 16 | Max Consec Losses | 6 |
| Avg Consec Wins | 3 | Avg Consec Loss | 2.08 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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