Quant Analyzer Report

StrategyTester_eurusd_total_09_22

Source: MT4Report
Symbol EURUSD Period M15 : 05.01.2009 - 31.03.2022
Initial deposit 10000.0
Parameters -
Total Profit
72505.36 %
Profit in money
$ 7250536.17
Yrly Avg profit
5471.7 %
Yrly Avg % ret
5471.7 %
CAGR
60.09 %
# of trades
6467
Sharpe ratio
0.13
Profit factor
1.38
Return / DD ratio
0.15
Winning %
57.99 %
Drawdown
494479.37 %
% Drawdown
20.88 %
Daily Avg profit
26.4 %
Mthly Avg profit
456.01 %
Average trade
70.16 %
Annual% / Max DD%
2.88
R Expectancy
0.16 R
R Exp score
78 R
SQN
5.98
SQN score
5.62

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 4.09 8.02 4.62 0 0 0 0 0 0 0 0 0 16.73
2021 0.25 0.77 1.06 -1.02 1.13 8.46 1.9 0.11 -1.93 0.25 0.05 -2.22 8.81
2020 0.96 -0.23 5.1 3.17 5.44 0.47 4.08 0.48 -3.07 -0.96 4.15 -3.16 16.44
2019 -2.04 -0.4 1.11 1.93 0.33 -0.22 3.3 -0.29 -0.05 1.35 0.78 1.72 7.51
2018 1.28 8.57 12.22 0.15 1.89 14.42 3.26 6.34 1.08 -2.5 -0.08 -2.87 43.79
2017 -2.23 2.3 8.69 -3.05 2.32 3.22 5.14 -1.87 5.14 7.6 6.45 -6.73 26.98
2016 0.16 8.64 3.31 -3.36 2.02 13.53 -1.4 -0.12 4.9 3.67 7.61 16.27 55.23
2015 5.02 2.34 15.96 -4.99 17.58 11.72 -2.71 2.15 -0.74 2.22 -2.11 3.9 50.35
2014 0.77 1 1.03 2.56 2.05 -0.43 0.65 2.22 3.36 9.56 5.99 -9.04 19.72
2013 12.9 20.2 1.09 6.88 7.32 18.12 4.03 -7.05 9.38 9.97 4.7 9.24 96.79
2012 15.11 4.74 5.12 -2.53 16.12 2.7 14.96 -6.01 8 -5.55 -3.3 1.79 51.14
2011 2.06 12.34 -1.14 4.99 4.04 10.95 6.46 9.28 11.94 11.66 20.2 9.79 102.58
2010 7.38 5.48 0.96 9.32 0.36 8.58 22.76 -7.34 32.05 2.34 33.07 -1.98 113
2009 7.1 7.5 -2.91 14.33 5.5 11.45 -13.57 16.04 8.74 16.29 -12.7 17.24 75.03

Stats

Strategy

Wins/Losses Ratio1.38 Payout Ratio (Avg Win/Loss)1 Average # of Bars in Trade0
AHPR0.11 Z-Score-14.77 Z-Probability99.9 %
Expectancy11.21 Deviation 161.84 % Exposure-999999999 %
Stagnation in Days411 Stagnation in %8.5 %

Trades

# of Wins3750 # of Losses2717 # of Cancelled/Expired0
Gross Profit 263113.38 % Gross Loss -190608.02 % Average Win 70.16 % Average Loss -70.15 %
Largest Win 1582 % Largest Loss -1613.2 % Max Consec Wins18 Max Consec Losses12
Avg Consec Wins2.91 Avg Consec Loss2.11 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