Quant Analyzer Report
StrategyTester_eurusd_2019
Source: MT4Report| Symbol | EURUSD | Period | M15 : 02.01.2019 - 11.10.2019 |
|---|---|---|---|
| Initial deposit | 10000.0 | ||
| Parameters | - | ||
Total Profit
$ 307.39
Profit in pips
277.3 pips
Yrly Avg profit
$ 368.87
Yrly Avg % ret
3.68 %
CAGR
3.07 %
# of trades
267
Sharpe ratio
0.03
Profit factor
1.12
Return / DD ratio
0.83
Winning %
55.43 %
Drawdown
$ 370.68
% Drawdown
3.64 %
Daily Avg profit
$ 1.98
Mthly Avg profit
$ 30.74
Average trade
$ 19.72
Annual% / Max DD%
0.84
R Expectancy
0.06 R
R Exp score
17.71 R
SQN
0.52
SQN score
0.49
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | -16.54 | -41.33 | 26.78 | 70.45 | 2.32 | -14.76 | 106.85 | -7.94 | 232.3 | -50.74 | 0 | 0 | 307.39 |
Stats
Strategy
| Wins/Losses Ratio | 1.24 | Payout Ratio (Avg Win/Loss) | 0.9 | Average # of Bars in Trade | 0 |
| AHPR | 0.01 | Z-Score | -1.99 | Z-Probability | 97.67 % |
| Expectancy | 1.15 | Deviation | $ 40.79 | Exposure | -999999999 % |
| Stagnation in Days | 240 | Stagnation in % | 84.81 % |
Trades
| # of Wins | 148 | # of Losses | 119 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 2786.05 | Gross Loss | $ -2478.66 | Average Win | $ 18.82 | Average Loss | $ -20.83 |
| Largest Win | $ 305.84 | Largest Loss | $ -147.84 | Max Consec Wins | 8 | Max Consec Losses | 6 |
| Avg Consec Wins | 2.55 | Avg Consec Loss | 2.02 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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