Quant Analyzer Report

StrategyTester_eurusd_total

Source: MT4Report
Symbol EURUSD Period M15 : 06.05.2003 - 31.03.2022
Initial deposit 1000.0
Parameters -
Total Profit
3279587.48 %
Profit in money
$ 32795874.78
Yrly Avg profit
173376.24 %
Yrly Avg % ret
173376.24 %
CAGR
68.19 %
# of trades
9856
Sharpe ratio
0.14
Profit factor
1.39
Return / DD ratio
2.65
Winning %
59.26 %
Drawdown
1236785.33 %
% Drawdown
23.79 %
Daily Avg profit
791.98 %
Mthly Avg profit
14447.52 %
Average trade
2019.82 %
Annual% / Max DD%
2.87
R Expectancy
0.16 R
R Exp score
83.73 R
SQN
8.09
SQN score
6.98

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 0.85 2.12 1.73 0 0 0 0 0 0 0 0 0 4.7
2021 -0.26 0.71 0.84 0.28 0.31 2.74 0.51 0.24 -0.16 0.37 0 -0.62 4.97
2020 0.3 -0.39 -0.22 1.11 1.84 -0.7 0.48 -0.25 -0.46 -0.04 0.16 -1.02 0.82
2019 -0.57 -0.76 0.17 0.49 0.02 0.29 1.17 -0.21 -0.02 0.43 0.46 -0.09 1.37
2018 0.66 2.92 3.39 0.13 -0.19 5.09 0.77 1.78 0.44 -0.47 0.05 -1.02 13.55
2017 -0.9 0.44 3.59 -1.42 0.74 2.3 2.44 -0.71 0.69 3.52 2.13 -2.16 10.66
2016 0.36 5.52 3.12 -2.09 0.15 6.72 0.18 -0.19 1.59 1.12 2.7 6.63 25.82
2015 4.13 1.01 9.48 -1.93 9.15 6.35 -1.11 0.99 -1.13 1.23 -1.33 3.81 30.65
2014 0.55 1.06 -0.27 1.22 1.67 0.57 0.6 0.82 1.67 6.76 3.65 -7.18 11.14
2013 12.1 19.2 1.66 5.68 5.12 13.85 3.83 -4.54 7.34 7.59 1.93 6.95 80.7
2012 15.1 4.76 5.11 -2.5 16.15 2.71 15.03 -6.02 8.11 -5.92 -3.29 1.8 51.02
2011 1.92 12.31 -1.15 4.99 4.08 10.89 6.53 9.24 11.89 11.67 20.21 9.81 102.37
2010 7.51 5.65 0.92 9.41 0.22 8.65 22.89 -7.8 31.92 2.26 32.9 -1.96 112.57
2009 20.23 9.25 0.14 17.22 5.67 12.72 -13.55 15.99 9.06 16.65 -13.13 17.54 97.8
2008 6.64 20.08 24.04 -0.09 22.61 13.17 29.07 13.03 16.57 3.71 8.95 18.37 176.14
2007 0.65 0.98 2.21 0.35 0.34 -0.06 2.81 4.35 7.02 5.38 0.49 4.22 28.76
2006 1.18 3.86 0.54 4.09 1.49 2.67 5.87 -5.37 1.53 2.97 4.4 -6.31 16.91
2005 24.34 10.97 2.46 -2.51 16.2 19.02 15.76 5.47 6.24 -3.36 -7.41 3.67 90.85
2004 18.93 10.7 20.5 15.31 19.26 3.27 18.07 24.7 15.88 7.91 0.48 -0.44 154.57
2003 0 0 0 0 11.85 11.83 -1.54 0.15 12.54 -3.6 17.02 8.94 57.19

Stats

Strategy

Wins/Losses Ratio1.45 Payout Ratio (Avg Win/Loss)0.96 Average # of Bars in Trade0
AHPR0.11 Z-Score-20.98 Z-Probability99.9 %
Expectancy332.75 Deviation 4416.66 % Exposure-999999999 %
Stagnation in Days400 Stagnation in %5.79 %

Trades

# of Wins5841 # of Losses4015 # of Cancelled/Expired0
Gross Profit 11593443.29 % Gross Loss -8313855.81 % Average Win 1984.84 % Average Loss -2070.7 %
Largest Win 59680 % Largest Loss -24280 % Max Consec Wins21 Max Consec Losses12
Avg Consec Wins3.11 Avg Consec Loss2.14 Avg # of Bars in Wins0 Avg # of Bars in Losses0

Charts

Click on the chart to see bigger image

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