Quant Analyzer Report

StrategyTester_eurusd_S567_breakout

Source: MT4Report
Symbol EURUSD Period M15 : 07.05.2003 - 30.03.2022
Initial deposit 10000.0
Parameters -
Total Profit
79680.28 %
Profit in money
$ 7968028.38
Yrly Avg profit
4211.91 %
Yrly Avg % ret
4211.91 %
CAGR
39.67 %
# of trades
5185
Sharpe ratio
0.13
Profit factor
1.35
Return / DD ratio
0.16
Winning %
43.32 %
Drawdown
503944.42 %
% Drawdown
22.33 %
Daily Avg profit
28.31 %
Mthly Avg profit
351.01 %
Average trade
102.32 %
Annual% / Max DD%
1.78
R Expectancy
0.2 R
R Exp score
54.91 R
SQN
5.76
SQN score
3.05

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 1.84 6.82 4.81 0 0 0 0 0 0 0 0 0 13.46
2021 -0.51 1.3 -0.73 -0.15 0.84 5.09 1.28 -0.39 -1.83 0.59 0.39 -0.59 5.28
2020 0.38 0.6 -1.51 2.33 0.67 -0.78 2.79 -1.97 -2.83 -0.25 0.16 -1.78 -2.2
2019 0.16 -1.31 0.66 0.57 -0.55 1.6 3.19 1.38 -0.26 0.75 -0.17 1.01 7.03
2018 0.96 7.79 9.74 -0.42 -2.02 13.77 2.25 5.03 -0.08 -0.65 -2.03 -2.17 32.17
2017 -1.56 2.01 7.68 -4.4 1.47 2.25 5.37 -3.9 3.78 5.11 4 -4.82 17
2016 -1.85 3.98 1.18 -3.14 1.3 9.42 -2.7 -0.93 3.95 2.87 2.62 14.86 31.56
2015 4.01 3.52 10.53 -6.4 9.2 9.71 -4.05 -2.05 2.86 -2.61 -1.9 5.28 28.12
2014 0.52 -0.24 2.76 2.32 1.74 0.46 0.37 0.94 3.9 10.59 4.92 -11.12 17.16
2013 5.63 18.22 0.86 4.71 2.48 12.58 1.6 -7.3 7.13 6.3 3.69 8.83 64.73
2012 15.31 7.19 1.32 -0.76 12.75 5.36 12.01 -8.14 6.57 2.28 -3.08 2.67 53.48
2011 -0.98 13.09 -4.85 7.58 1.49 6.69 4.5 2.63 8.64 8.86 9.84 1.18 58.68
2010 3.42 0.95 -2.6 3.39 -1.72 4.66 2.11 -8.51 17.15 8.7 16.12 4.53 48.2
2009 19.01 3.81 0.34 6.37 2.69 -9.52 -3.97 -0.17 1.48 0.91 -5.27 6.81 22.51
2008 0.86 13.01 24.43 -12.51 13.63 12.87 19.27 12.22 16.32 -4.47 12.08 8.76 116.47
2007 -0.48 -0.1 -1.26 -1.21 -1.23 -0 0.96 2.33 5.58 -1.53 -0.4 4.62 7.27
2006 -3.28 -0.86 0.17 1.83 0.44 2.4 1.09 -2.37 -1.3 -0.03 0.86 -4.8 -5.84
2005 11.03 1.91 5.07 -2.94 12.46 10.68 9.93 -2.33 2.88 -1 -4.93 -1.42 41.32
2004 15.69 16.98 17 6.79 9.41 -0.79 7.71 17.68 10.79 4.15 -1.01 5.14 109.53
2003 0 0 0 0 1.47 4.76 -3.39 0.23 10.72 -7.46 16.15 4.76 27.26

Stats

Strategy

Wins/Losses Ratio0.76 Payout Ratio (Avg Win/Loss)1.77 Average # of Bars in Trade0
AHPR0.13 Z-Score-20.47 Z-Probability99.9 %
Expectancy15.37 Deviation 211 % Exposure-999999999 %
Stagnation in Days878 Stagnation in %12.72 %

Trades

# of Wins2246 # of Losses2939 # of Cancelled/Expired0
Gross Profit 305093.98 % Gross Loss -225413.7 % Average Win 135.84 % Average Loss -76.7 %
Largest Win 1345.07 % Largest Loss -1067.26 % Max Consec Wins18 Max Consec Losses18
Avg Consec Wins2.46 Avg Consec Loss3.22 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