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
$ 118183.14
Profit in pips
61468.3 pips
Yrly Avg profit
$ 6247.2
Yrly Avg % ret
62.47 %
CAGR
13.6 %
# of trades
9866
Sharpe ratio
0.13
Profit factor
1.5
Return / DD ratio
52.3
Winning %
59.3 %
Drawdown
$ 2259.74
% Drawdown
6.6 %
Daily Avg profit
$ 28.54
Mthly Avg profit
$ 520.63
Average trade
$ 60.34
Annual% / Max DD%
2.06
R Expectancy
0.2 R
R Exp score
105.14 R
SQN
13.78
SQN score
7

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 353.61 682.59 663.59 0 0 0 0 0 0 0 0 0 1699.79
2021 -71.6 352.48 316.67 69.95 51.92 978.52 173.57 84.06 -7.38 92.9 5.35 -204.01 1842.43
2020 107.68 -231.98 -32.39 436.21 810.43 -263.69 273.2 -204.54 -35.76 -110.63 113.48 -350.88 511.13
2019 -95.82 -311.25 95.95 178.04 37.92 117.97 330.4 -21.34 -11.86 137.05 164.86 -44.87 577.05
2018 123.68 814.93 1004.23 14.51 -155.44 1584.64 244.35 568.29 141.21 -156.88 27.14 -407.64 3803.02
2017 -260.54 71.3 788.66 -376.65 288.17 729.89 639.44 -213.91 129.2 1036.98 607.33 -630.31 2809.56
2016 331.37 1290.46 606.01 -460.83 -12.94 1651.29 85.3 -34.5 364.57 161.52 673.18 1641.57 6297
2015 420.49 40.8 1586.71 -196.1 1720.34 1163.77 -218.18 203.66 -335.64 266.48 -127.6 1028.5 5553.23
2014 87.32 258 -62.33 150.25 153.97 121.95 109.72 95.95 515.52 980.37 616.58 -1286.74 1740.56
2013 1827.42 1814.19 235.46 602.45 531.02 1515.24 572.74 -456.99 848.1 1144.66 242.02 882.48 9758.79
2012 1585.84 620.92 213.63 -91.1 1362.4 237.97 1498.97 -680.19 640.12 -742.69 -312.08 488.72 4822.51
2011 479.35 1215.48 -32.5 503.74 253 1741.89 891.01 771.15 1765.72 1083.69 1582.02 774.41 11028.96
2010 802.19 299.09 -236.81 484.37 346.89 881.27 2161.49 -725.33 3128.96 686.58 2717.92 51.82 10598.44
2009 1963.16 874.86 324.48 1296.81 510.84 795.4 -1307.63 1621.2 956.81 1132.31 -1918.01 2389.59 8639.82
2008 563.29 1833.57 2806.61 -127.97 1929.29 1104.19 2372.73 1126.13 1407.02 142.05 772.73 1577.02 15506.66
2007 40.83 26.84 -90.12 -359.57 -316.85 165.45 581.64 787.19 587.16 181.83 572.68 711.4 2888.48
2006 -27.46 116.76 227.5 535.88 165.91 719.73 934.54 -447.56 -53.68 108.34 540.34 -794.27 2026.03
2005 2025.47 717.25 458.29 -430.48 1651.96 1426.61 1516.21 722.62 600.17 25.07 -864.5 528.29 8376.96
2004 1906.18 1220.95 1943.97 1133.02 1712.51 326.1 1433.77 1994.24 1233.16 545.78 20.98 262.52 13733.18
2003 0 0 0 0 1087.51 1410.4 -22.25 178.3 903.13 -239.57 1795.91 856.11 5969.54

Stats

Strategy

Wins/Losses Ratio1.46 Payout Ratio (Avg Win/Loss)1.03 Average # of Bars in Trade0
AHPR0.03 Z-Score-21.01 Z-Probability99.9 %
Expectancy11.98 Deviation $ 98.98 Exposure-999999999 %
Stagnation in Days400 Stagnation in %5.79 %

Trades

# of Wins5851 # of Losses4015 # of Cancelled/Expired0
Gross Profit $ 356748.13 Gross Loss $ -238564.99 Average Win $ 60.97 Average Loss $ -59.42
Largest Win $ 656.48 Largest Loss $ -405.68 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