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
$ 81781.23
Profit in pips
41361.9 pips
Yrly Avg profit
$ 4322.97
Yrly Avg % ret
43.23 %
CAGR
11.72 %
# of trades
5185
Sharpe ratio
0.12
Profit factor
1.47
Return / DD ratio
26.88
Winning %
43.32 %
Drawdown
$ 3042.25
% Drawdown
9.8 %
Daily Avg profit
$ 29.05
Mthly Avg profit
$ 360.27
Average trade
$ 83.54
Annual% / Max DD%
1.2
R Expectancy
0.26 R
R Exp score
72.31 R
SQN
10.54
SQN score
3.74

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 319.07 937.22 691 0 0 0 0 0 0 0 0 0 1947.29
2021 -199.59 441.27 139.34 34.18 -13.64 877.68 163.01 117.94 -9.58 21.8 162.01 -81.76 1652.66
2020 49.56 -99.31 -442.07 301.54 503.39 -312.63 335.74 -459.3 -205.14 -151.39 -113.85 -380.96 -974.42
2019 -16.18 -381.32 39.78 156.49 4.7 219.38 314.6 104.19 0.86 157.29 120.43 -5.31 714.91
2018 -43.66 895.92 870.43 -57.14 -409.45 1547.52 205.96 474.1 10.54 -51.08 -202.1 -446.84 2794.2
2017 -125.41 137.62 685.75 -543.44 305.85 554.1 643.68 -401.2 100.05 884.35 609.06 -617.6 2232.81
2016 220.15 846.63 574.93 -573.41 85.54 1338.14 4.72 -103.01 410.04 180.76 166.83 1714.04 4865.36
2015 200.75 514.25 1367.92 -537.33 1296.55 968.42 -384.94 -91.26 -134.97 122.5 -21.82 1292.08 4592.15
2014 51.26 175.9 44.72 139.47 188.44 125.95 93.23 102.01 472.48 1021.76 519.78 -1503.21 1431.79
2013 1287.07 1779.8 154.1 394.07 225.11 1089 443.44 -466.85 717.52 914.86 241.91 792.81 7572.84
2012 1697.28 737.7 -43.27 14.57 1073.34 374.3 1207.53 -887.61 591.86 5.7 -237.07 627.11 5161.44
2011 249.01 1428.7 -512.82 1028.2 264.4 1416.95 679.79 300.33 1224.65 871.19 938.83 234.12 8123.35
2010 517.56 -3.47 -413.45 275.02 181.78 568.79 778.02 -873.6 2422.65 712 1655.14 435.3 6255.74
2009 1770.21 594.65 352.24 520.78 312.78 -662.88 -782.71 473.69 465.33 183.15 -1901.56 1866.65 3192.33
2008 112.4 1356.32 2642.24 -914.23 1406.19 1078.94 1716.4 1418.41 1726.95 -394.46 922.37 744.34 11815.87
2007 -102.5 -82.63 -336.82 -409.87 -452.91 101.68 425.05 431.45 393.37 -294.47 478.14 713.34 863.83
2006 -435.62 -222.64 195.92 280.95 -43.22 715.92 616.54 -206.25 -271.5 -95.72 272.46 -852.12 -45.28
2005 1120.56 139.02 634.6 -489.2 1455.82 907.94 1244.14 95.77 361.68 150.88 -748.65 92.9 4965.46
2004 2063.69 1490.14 1676.01 595.02 977.25 49.8 710.03 1484.21 920.52 302.67 -131.25 527.11 10665.2
2003 0 0 0 0 271.41 1201.49 -340.58 377.24 1092.47 -598.12 1575.69 374.1 3953.7

Stats

Strategy

Wins/Losses Ratio0.76 Payout Ratio (Avg Win/Loss)1.92 Average # of Bars in Trade0
AHPR0.04 Z-Score-20.47 Z-Probability99.9 %
Expectancy15.77 Deviation $ 127.27 Exposure-999999999 %
Stagnation in Days538 Stagnation in %7.79 %

Trades

# of Wins2246 # of Losses2939 # of Cancelled/Expired0
Gross Profit $ 257464.77 Gross Loss $ -175683.54 Average Win $ 114.63 Average Loss $ -59.78
Largest Win $ 656.48 Largest Loss $ -405.68 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