Quant Analyzer Report

StrategyTester_eurusd_total

Source: MT4Report
Symbol EURUSD Period M15 : 06.05.2003 - 31.03.2022
Initial deposit 10000.0
Parameters -
Total Profit
61468.3
pips
Profit in money
$ 118183.14
Yrly Avg profit
3249.23 pips
Yrly Avg % ret
62.47 %
CAGR
13.6 %
# of trades
9866
Sharpe ratio
0.13
Profit factor
1.58
Return / DD ratio
27.2
Winning %
59.3 %
Drawdown
2259.74 pips
% Drawdown
6.6 %
Daily Avg profit
14.84 pips
Mthly Avg profit
270.79 pips
Average trade
27.56 pips
Annual% / Max DD%
2.06
R Expectancy
0.24 R
R Exp score
123.97 R
SQN
15.76
SQN score
8.15

Monthly Performance (pips)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 185.6 335 329.4 0 0 0 0 0 0 0 0 0 850
2021 -8.1 186.6 166 53 33.1 453.8 96.9 46.8 1.4 59.5 23 -65.2 1046.8
2020 63.9 -89 19.3 223.5 399.3 -84.3 163.1 -72 3.2 -31.7 80.3 -138.2 537.4
2019 -24.5 -110.8 69.1 92.1 28 69.4 150.6 5.7 5.3 82.8 82 5.4 455.1
2018 80.4 395.1 483.9 21.2 -47.2 751.3 126.2 279.7 84.7 -59.3 55.4 -173.4 1998
2017 -56.2 64.6 390.5 -148.1 156.2 366.5 328.9 -62.7 71.7 485 314.5 -263.6 1647.3
2016 181.1 632.7 331.9 -182.5 5.1 773.6 72.9 7.5 198.3 98.5 331.2 766.1 3216.4
2015 221.4 42.8 750.9 -26.9 836.2 583.5 -70.9 139.3 -110.1 143.3 -50.1 493.5 2952.9
2014 61.8 140.1 5.1 94.1 86.2 76.8 61.7 63.1 256 481.7 310.9 -564.1 1073.4
2013 869 850.3 139.9 320.6 286.3 725.5 304.2 -177.7 417 560.7 133.6 414.3 4843.7
2012 768.5 338.3 131 -14.5 642.6 150.3 737.9 -266 336.1 -300.7 -123.2 258 2658.3
2011 255.5 585.8 30.4 272.4 142.4 836.4 442.8 419.1 824 554.2 768.4 373.2 5504.6
2010 409 180.1 -74.2 263.5 196.8 444 1039.2 -282.4 1480.8 374.7 1292.2 51.5 5375.2
2009 917.8 435.8 196.2 637.4 291.4 410.1 -526.7 802.6 482.6 549.8 -821 1122 4498
2008 290.9 883.7 1330.7 16.1 922.1 542.9 1112.6 550.3 676.3 99.9 374.8 734.3 7534.6
2007 37.4 33.3 -13.6 -126.2 -124.6 102.1 292.9 395.7 310.8 108.8 310.1 349.9 1676.6
2006 45.1 79 140 301.9 119.5 372.4 460.5 -150.8 5.6 77.4 286.2 -334.8 1402
2005 967 376.2 246.7 -150.6 794.7 690.9 752.9 377.2 301.3 62.7 -341.1 273.5 4351.4
2004 905.5 589.7 928.3 572.3 832.2 186.3 679.7 946.2 610.1 290.6 62.8 147.2 6750.9
2003 0 0 0 0 553 690.3 28.5 121.6 480.9 -56.8 853.9 424.3 3095.7

Stats

Strategy

Wins/Losses Ratio1.46 Payout Ratio (Avg Win/Loss)1.09 Average # of Bars in Trade0
AHPR0.03 Z-Score-21.01 Z-Probability99.9 %
Expectancy6.23 Deviation 44.7 pips Exposure-999999999 %
Stagnation in Days260 Stagnation in %3.77 %

Trades

# of Wins5851 # of Losses4015 # of Cancelled/Expired0
Gross Profit 166619.9 pips Gross Loss -105252.2 pips Average Win 28.48 pips Average Loss -26.21 pips
Largest Win 299.1 pips Largest Loss -183.7 pips Max Consec Wins21 Max Consec Losses12
Avg Consec Wins3.12 Avg Consec Loss2.14 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