Quant Analyzer Report

StrategyTester_eurusd_S123_scalping

Source: MT4Report
Symbol EURUSD Period M15 : 06.05.2003 - 31.03.2022
Initial deposit 10000.0
Parameters -
Total Profit
$ 933202.56
Profit in pips
19953.5 pips
Yrly Avg profit
$ 49323.86
Yrly Avg % ret
493.24 %
CAGR
25.53 %
# of trades
4677
Sharpe ratio
0.16
Profit factor
1.54
Return / DD ratio
25.98
Winning %
76.97 %
Drawdown
$ 35924.01
% Drawdown
13.86 %
Daily Avg profit
$ 277.41
Mthly Avg profit
$ 4111.02
Average trade
$ 935.56
Annual% / Max DD%
1.84
R Expectancy
0.12 R
R Exp score
30.86 R
SQN
7.29
SQN score
4.82

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 2518.86 -6794.97 -11577.63 0 0 0 0 0 0 0 0 0 -15853.74
2021 5380.11 -15920.06 10122.37 2625.96 2759.28 9293.99 1067.63 -943.57 279.62 4122.79 -5843.4 -7462 5482.72
2020 3719.87 -2398.44 38689.24 -4015.43 23809.94 18152.29 47.14 22333.5 11572.93 5194.12 18447.46 -1969.65 133582.97
2019 -1254.86 7942.7 4095.31 2637.27 3136.2 -8084.55 1272.87 -12181.43 408.24 -903.37 3183.54 2501.75 2753.67
2018 8467.27 6182.77 12492.67 4896.5 21326.51 9301.59 6007.52 4841.59 10518.79 -7562.96 8891.38 1339.75 86703.38
2017 -18088.27 -68.94 5911.09 8936.66 133.67 9344.97 2316.4 14508.91 -8852.1 6009.54 4449.02 54.45 24655.4
2016 -1236.8 15938.54 -822.54 5761.66 -2591.68 12966.67 6413.65 3277.71 -3236.23 3570.48 33343.32 -5745.07 67639.71
2015 12498.56 -9610.23 13648.68 4749.32 27112.11 7933.45 7515.23 24611.65 -21022.38 18180.33 -2674.08 -24449.17 58493.47
2014 660.84 3788.96 -1102.04 2281.92 207.12 426.76 1050.22 -546.44 3018.32 6467.49 4952.23 18752.56 39957.94
2013 18888.53 9203.19 -2660.22 12035.09 20637.83 24717.09 5632.68 1851.86 8729.69 6786.95 4297.81 4025.66 114146.16
2012 -546.61 -2091.22 13251.53 -419.73 10853.55 -9700.42 7681.48 10356.79 2462.42 -23150.68 -1884.1 -2659.44 4153.57
2011 6192.02 -6882.1 10205.76 -14378.08 7414.74 6120.77 6365.83 13013.1 3436.09 14622.26 33078.75 29503.41 108692.55
2010 6233.97 6932.1 6068.68 3981.04 -498.23 10116.34 47216.09 4579.54 31721.66 -20898.32 48262.82 -21913.31 121802.38
2009 -1883.92 2449.71 -5193.87 10100 2606.51 25410.42 -13156.11 22847.2 10994.2 24610.86 -1744.61 13669.18 90709.57
2008 4264.47 4110.87 492.95 8831.48 6422.46 1812.74 8452.11 -1602.03 371.85 6864.1 -3792.47 7114.5 43343.03
2007 578.2 507.65 1293.42 794.83 695.37 303.94 950.48 1231.87 1236.17 3193.13 1136.18 164.53 12085.77
2006 1619.5 1618.19 -168.7 1388.21 1160.24 -261.44 1609.95 -1038.66 1021.32 930.66 1308.69 376.56 9564.52
2005 2654.3 2514.52 -669.69 239.63 738.18 2510.8 1275.86 2383.17 904.08 -1038.59 -188.72 1463.37 12786.91
2004 330.81 -280.84 716.83 1232.76 1562.84 578.71 2036.03 1562.19 975.02 999.91 493.04 -678.62 9528.68
2003 0 0 0 0 927.09 394.67 478.6 -98.92 -157.53 473.81 285.45 670.73 2973.9

Stats

Strategy

Wins/Losses Ratio3.34 Payout Ratio (Avg Win/Loss)0.46 Average # of Bars in Trade0
AHPR0.1 Z-Score-4.52 Z-Probability100 %
Expectancy199.53 Deviation $ 2011.1 Exposure-999999999 %
Stagnation in Days282 Stagnation in %4.08 %

Trades

# of Wins3600 # of Losses1077 # of Cancelled/Expired0
Gross Profit $ 2654416.91 Gross Loss $ -1721214.35 Average Win $ 737.34 Average Loss $ -1598.16
Largest Win $ 15791.66 Largest Loss $ -19785.49 Max Consec Wins48 Max Consec Losses5
Avg Consec Wins4.65 Avg Consec Loss1.39 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