Quant Analyzer Report

StrategyTester_eurusd_S567_breakout

Source: MT4Report
Symbol EURUSD Period M15 : 07.05.2003 - 30.03.2022
Initial deposit 10000.0
Parameters -
Total Profit
41361.9
pips
Profit in money
$ 81781.23
Yrly Avg profit
2186.4 pips
Yrly Avg % ret
43.23 %
CAGR
11.72 %
# of trades
5185
Sharpe ratio
0.12
Profit factor
1.53
Return / DD ratio
13.6
Winning %
43.32 %
Drawdown
3042.25 pips
% Drawdown
9.8 %
Daily Avg profit
14.69 pips
Mthly Avg profit
182.21 pips
Average trade
37.87 pips
Annual% / Max DD%
1.2
R Expectancy
0.3 R
R Exp score
82.91 R
SQN
11.72
SQN score
4.24

Monthly Performance (pips)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 156.6 440.9 330.7 0 0 0 0 0 0 0 0 0 928.2
2021 -75.3 206.6 73.8 33.8 -0.2 403.7 90 60.1 -1 22.7 86.8 -19.6 881.4
2020 30.7 -38 -188.9 151.1 245.7 -120.6 175.6 -196.2 -84.7 -61.4 -37.9 -158.3 -282.9
2019 5.4 -157.3 37.2 75.8 7.3 115.5 142.3 58 8.7 91.3 53.2 18.2 455.6
2018 -8.1 418 417.2 -16.6 -165.8 726.1 101 230.1 23 -19.1 -71 -194.3 1440.5
2017 -6.3 75.4 328.5 -230 153.7 273.6 322.3 -164.8 51.4 407.3 300 -268.3 1242.8
2016 115.6 411.2 299.7 -241.5 44.2 624.2 25.8 -28.6 213.1 96.9 84 791.2 2435.8
2015 107.9 248.5 636.9 -202.7 620.3 470.7 -161.3 -12.5 -30.9 64.5 -4.6 600.2 2337
2014 38.7 99.5 42.1 83.6 93.2 77.5 47.7 56.5 224 487.1 257.1 -669.7 837.3
2013 611.9 822.5 83.1 211.6 131.9 519.6 232.7 -192.3 352.2 445.4 123.7 369.2 3711.5
2012 797.3 369.4 4.5 21.8 492.5 193.9 585 -363.7 309 25.2 -100.2 300.4 2635.1
2011 132 670 -213.6 493.3 127.6 661.4 332.8 164.2 561 422.1 445.8 115.1 3911.7
2010 251.7 16.8 -178.5 142.5 97.1 274.6 384 -375.4 1133.2 352.9 776 212.6 3087.5
2009 811.5 281 179.9 256.9 167.5 -284 -328.6 258.5 241.1 104.8 -840.1 867.4 1715.9
2008 63.6 639.2 1235.3 -373.3 660.3 507.8 797.2 657.6 795.3 -173 427.8 341.9 5579.7
2007 -38.8 -20.3 -134.2 -165 -203.5 54.2 211.3 217.8 205.2 -122.8 242.5 338 584.4
2006 -166.1 -83.1 112.7 161.8 1.3 345.2 299.6 -62.2 -109 -26.2 147.7 -366.2 255.5
2005 524.2 92.7 313.3 -200 680.6 427 597.4 70.3 177.6 95.4 -302.2 62.6 2538.9
2004 957.3 698 781.5 290.5 470.1 34.3 333.8 698.5 452.6 160.1 -26.1 252.2 5102.8
2003 0 0 0 0 144 564.5 -134.9 192.5 521.5 -247.7 736.4 186.9 1963.2

Stats

Strategy

Wins/Losses Ratio0.76 Payout Ratio (Avg Win/Loss)2.01 Average # of Bars in Trade0
AHPR0.04 Z-Score-20.47 Z-Probability99.9 %
Expectancy7.98 Deviation 57.41 pips Exposure-999999999 %
Stagnation in Days485 Stagnation in %7.03 %

Trades

# of Wins2246 # of Losses2939 # of Cancelled/Expired0
Gross Profit 118852.2 pips Gross Loss -77501.3 pips Average Win 52.92 pips Average Loss -26.37 pips
Largest Win 299.1 pips Largest Loss -183.7 pips Max Consec Wins18 Max Consec Losses18
Avg Consec Wins2.46 Avg Consec Loss3.22 Avg # of Bars in Wins0 Avg # of Bars in Losses0

Charts

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Trades by hour

P/L by weekday

Wins/Losses by month

Trades by weekday

P/L by year

Wins/Losses Profit by hour

Trades by year

Wins/Losses by hour

Wins/Losses by weekday

P/L by hour

Wins/Losses by weekday

Wins/Losses Profit by month
Report generated by Quant Analyzer