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
$ 36351.69
Profit in pips
20083.5 pips
Yrly Avg profit
$ 1921.46
Yrly Avg % ret
19.21 %
CAGR
7.97 %
# of trades
4679
Sharpe ratio
0.13
Profit factor
1.58
Return / DD ratio
37.19
Winning %
77.03 %
Drawdown
$ 977.45
% Drawdown
6.28 %
Daily Avg profit
$ 10.81
Mthly Avg profit
$ 160.14
Average trade
$ 34.7
Annual% / Max DD%
1.27
R Expectancy
0.13 R
R Exp score
32.78 R
SQN
9.97
SQN score
4.5

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 33.66 -252.21 -25.43 0 0 0 0 0 0 0 0 0 -243.98
2021 81.48 -88.35 176.23 34.67 64.9 99.96 10.34 -34.32 2.2 69.56 -154.46 -121.81 140.4
2020 57.68 -137.6 408.14 134.23 304.62 49.82 -64.52 259.82 164.98 41.64 226.45 30.52 1475.78
2019 -76.56 68.75 53 21.55 29.26 -101.41 14.7 -129.49 -11.4 -19.36 44.43 -39.34 -145.87
2018 169.1 -80.11 133.8 69.45 248.55 36.68 37.95 94.19 129.35 -105.36 227.26 37.22 998.08
2017 -133.37 -65.88 102.69 165.03 -16.36 167.21 11.16 202.03 30.25 154.17 -6.57 -13.37 596.99
2016 116.5 446.03 30.86 109.06 -96.94 314.91 79.48 69.83 -45.47 -21.66 515.15 -72.03 1445.72
2015 219.52 -473.67 218.57 339.69 429.29 191.39 124.96 294.92 -287.27 143.98 -106.66 -264.02 830.7
2014 35.4 78.8 -107.27 28.16 -33.15 -4 16.49 -5.84 42.6 -40.29 97.02 219.77 327.69
2013 539.91 32.41 81.14 206.62 305.25 426.68 131.72 9.2 130.14 228.04 84.15 89.89 2265.15
2012 -113.42 -118.32 258.44 -101.4 289.5 -135.89 293.86 207.2 46.5 -746.85 -75.45 -139.27 -335.1
2011 232.1 -217.4 476.14 -523.36 -9.2 326.04 204.18 469.72 541.51 215.58 642.75 540.73 2898.79
2010 283.31 302.78 177.52 212.65 163.35 312.48 1383.47 148.27 705.87 -22.78 1070.7 -382.16 4355.46
2009 192.07 278.01 -28.86 778.23 198.5 1434.08 -524.92 1148.61 491.92 950.04 -16.45 526.02 5427.25
2008 453.53 472.63 168.11 794.18 516.94 9.19 654.35 -296.68 -341.05 520.45 -148.54 832.68 3635.79
2007 137.83 109.47 230.86 50.3 136.5 63.77 157.25 352 199.07 483.34 96.74 -11.18 2005.95
2006 404.64 347.1 29.16 242.83 208.25 5.57 316.46 -228.33 220.9 207.8 268.76 40.69 2063.83
2005 908.43 573.39 -162.01 71.04 187.12 511.41 272.29 627.51 233.43 -124.49 -111.23 432.31 3419.2
2004 -172.03 -280.63 267.74 524.36 757.04 275.64 729.9 511.57 311.76 247.95 153.11 -179.67 3146.74
2003 0 0 0 0 821.6 213.75 320.97 -191.24 -186.04 357.23 217.8 489.05 2043.12

Stats

Strategy

Wins/Losses Ratio3.35 Payout Ratio (Avg Win/Loss)0.47 Average # of Bars in Trade0
AHPR0.03 Z-Score-4.32 Z-Probability100 %
Expectancy7.77 Deviation $ 59.7 Exposure-999999999 %
Stagnation in Days288 Stagnation in %4.17 %

Trades

# of Wins3604 # of Losses1075 # of Cancelled/Expired0
Gross Profit $ 99356.43 Gross Loss $ -63004.74 Average Win $ 27.57 Average Loss $ -58.61
Largest Win $ 216.26 Largest Loss $ -281.58 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