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
20083.5
pips
Profit in money
$ 36351.69
Yrly Avg profit
1061.56 pips
Yrly Avg % ret
19.21 %
CAGR
7.97 %
# of trades
4679
Sharpe ratio
0.13
Profit factor
1.72
Return / DD ratio
20.55
Winning %
77.03 %
Drawdown
977.45 pips
% Drawdown
6.28 %
Daily Avg profit
5.97 pips
Mthly Avg profit
88.47 pips
Average trade
16.16 pips
Annual% / Max DD%
1.27
R Expectancy
0.17 R
R Exp score
41.03 R
SQN
12.13
SQN score
5.45

Monthly Performance (pips)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 28.6 -104.8 -0.4 0 0 0 0 0 0 0 0 0 -76.6
2021 45.5 -19.8 91.7 18.7 33 49.7 6.8 -13.5 2.4 36.1 -62.8 -45.4 142.4
2020 33 -55.2 207.5 72.2 152.5 36.7 -13.4 126.5 85.9 30.1 117.8 20.3 813.9
2019 -28.5 45.9 29.9 16.3 18.9 -46.1 7.8 -54.1 -2.8 -8.1 28.8 -12.7 -4.7
2018 89.3 -22.5 66.7 36.8 117.8 25 25 49.6 61.1 -40 125.5 20 554.3
2017 -49.1 -10.6 61.9 81.1 3.1 89 13.6 108.8 20.8 78.4 12.3 4.4 413.7
2016 67.9 222.5 32.1 57.4 -38.4 150.2 46.6 36.7 -14.8 0.5 251.9 -24.9 787.7
2015 113.4 -205.8 113.9 175.1 218.4 111 71.4 151.8 -117.1 78.8 -45.9 -106.9 558.1
2014 22.8 39.1 -37.1 18.4 -6.4 -0.7 14 6.7 31.8 -4.9 53.9 107.1 244.7
2013 256.9 26.9 56.7 108.2 154.1 206.1 72.6 14.3 64.6 114.5 47.4 45.2 1167.5
2012 -29.7 -31.8 127.2 -33.8 150.3 -43.4 154 97.6 26.3 -325.2 -23.2 -42.8 25.5
2011 124.3 -86.1 242.1 -220.4 15.8 175.5 106.8 254.4 263.2 133.5 322.4 258.3 1589.8
2010 156.7 163.4 104.7 122.5 98.9 169.4 655.2 93 347.4 23 519.8 -160.5 2293.5
2009 105.9 153.8 15.8 381.5 124.1 683.1 -198.1 544.6 241.7 445.4 19.1 256 2772.9
2008 228.5 242.4 97.1 393 259 27.8 314.5 -109.3 -129.3 265.6 -52.5 392.4 1929.2
2007 73.7 53.6 113.4 38.8 79.1 47.9 81.9 176.2 108 234.8 68.6 7.7 1083.7
2006 209.6 165.6 26.2 134.6 117.8 28 160.2 -82.7 116 105.3 138.9 23.6 1143.1
2005 444.4 281.3 -60.1 55 110 260.6 155.6 307.2 121.4 -32.1 -36.8 209.5 1816
2004 -58.4 -113.5 146.7 275.6 372 151.7 348.7 248.4 157.1 132.7 89.3 -66.4 1683.9
2003 0 0 0 0 411.5 128 164.6 -67.4 -39.1 190.3 116.4 240.6 1144.9

Stats

Strategy

Wins/Losses Ratio3.35 Payout Ratio (Avg Win/Loss)0.51 Average # of Bars in Trade0
AHPR0.03 Z-Score-4.32 Z-Probability100 %
Expectancy4.29 Deviation 26.95 pips Exposure-999999999 %
Stagnation in Days288 Stagnation in %4.17 %

Trades

# of Wins3604 # of Losses1075 # of Cancelled/Expired0
Gross Profit 47801.7 pips Gross Loss -27812.2 pips Average Win 13.26 pips Average Loss -25.87 pips
Largest Win 99 pips Largest Loss -125 pips Max Consec Wins48 Max Consec Losses5
Avg Consec Wins4.64 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