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
9332.03 %
Profit in money
$ 933202.56
Yrly Avg profit
493.24 %
Yrly Avg % ret
493.24 %
CAGR
25.53 %
# of trades
4677
Sharpe ratio
0.16
Profit factor
1.54
Return / DD ratio
0.26
Winning %
76.97 %
Drawdown
35924.01 %
% Drawdown
13.86 %
Daily Avg profit
2.77 %
Mthly Avg profit
41.11 %
Average trade
9.36 %
Annual% / Max DD%
1.84
R Expectancy
0.12 R
R Exp score
30.87 R
SQN
7.29
SQN score
4.82

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 0.26 -0.71 -1.2 0 0 0 0 0 0 0 0 0 -1.64
2021 0.57 -1.66 1.07 0.28 0.29 0.97 0.11 -0.1 0.03 0.43 -0.6 -0.77 0.6
2020 0.45 -0.29 4.64 -0.46 2.75 2.05 0.03 2.46 1.26 0.56 1.99 -0.21 15.23
2019 -0.15 0.97 0.5 0.32 0.38 -0.97 0.15 -1.48 0.05 -0.11 0.39 0.31 0.35
2018 1.16 0.84 1.67 0.64 2.76 1.19 0.76 0.61 1.3 -0.93 1.1 0.16 11.27
2017 -2.54 -0.01 0.86 1.28 0.02 1.32 0.33 2.02 -1.2 0.83 0.61 0.01 3.53
2016 -0.19 2.48 -0.12 0.88 -0.39 1.97 0.96 0.49 -0.48 0.53 4.81 -0.78 10.15
2015 2.15 -1.59 2.34 0.86 4.42 1.28 1.22 3.8 -3.12 2.79 -0.4 -3.73 10.02
2014 0.12 0.7 -0.2 0.42 0.04 0.08 0.19 -0.1 0.55 1.18 0.89 3.3 7.18
2013 4.35 2.06 -0.56 2.64 4.37 5 1.11 0.36 1.68 1.29 0.81 0.75 23.86
2012 -0.03 -0.46 3.14 -0.07 2.49 -2.17 1.76 2.33 0.55 -5.21 -0.43 -0.62 1.28
2011 2.04 -2.1 3.22 -4.46 2.45 1.98 2.04 4.01 1.08 4.34 8.99 7.28 30.87
2010 3.4 3.56 3.07 1.92 0.02 4.66 19.21 1.8 11.01 -6.66 15.74 -6.59 51.14
2009 -1.63 2.63 -5.08 10.16 2.69 21.16 -10.01 17.4 7.44 14.87 -0.71 7.46 66.39
2008 7.25 6.53 0.92 12.72 8.33 2.36 9.74 -1.66 0.59 7.38 -3.79 7.38 57.77
2007 1.29 1.11 2.78 1.67 1.44 0.62 1.92 2.44 2.42 5.93 2.06 0.32 24.01
2006 4.5 4.3 -0.38 3.57 2.97 -0.6 3.89 -2.45 2.45 2.18 2.99 0.85 24.28
2005 11.21 9.57 -2.33 0.93 2.74 8.64 4.2 7.26 2.69 -2.91 -0.52 4.25 45.7
2004 2.6 -2.07 5.4 8.69 10.07 3.55 11.27 7.87 4.64 4.55 2.19 -2.86 55.91
2003 0 0 0 0 8.9 3.63 4.18 -0.82 -1.14 4.09 2.38 5.33 26.54

Stats

Strategy

Wins/Losses Ratio3.34 Payout Ratio (Avg Win/Loss)0.46 Average # of Bars in Trade0
AHPR0.1 Z-Score-4.52 Z-Probability100 %
Expectancy2 Deviation 20.11 % Exposure-999999999 %
Stagnation in Days282 Stagnation in %4.08 %

Trades

# of Wins3600 # of Losses1077 # of Cancelled/Expired0
Gross Profit 26544.17 % Gross Loss -17212.14 % Average Win 7.37 % Average Loss -15.98 %
Largest Win 157.92 % Largest Loss -197.85 % Max Consec Wins48 Max Consec Losses5
Avg Consec Wins4.65 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