Quant Analyzer Report

StrategyTester_eurusd_total

Source: MT4Report
Symbol EURUSD Period M15 : 06.05.2003 - 31.03.2022
Initial deposit 1000.0
Parameters -
Total Profit
$ 32795874.78
Profit in pips
61306 pips
Yrly Avg profit
$ 1733762.44
Yrly Avg % ret
173376.24 %
CAGR
68.19 %
# of trades
9856
Sharpe ratio
0.14
Profit factor
1.39
Return / DD ratio
26.52
Winning %
59.26 %
Drawdown
$ 1236785.33
% Drawdown
23.79 %
Daily Avg profit
$ 7919.8
Mthly Avg profit
$ 144475.22
Average trade
$ 20198.15
Annual% / Max DD%
2.87
R Expectancy
0.16 R
R Exp score
83.73 R
SQN
8.09
SQN score
6.98

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 266296.67 673522.9 560084.64 0 0 0 0 0 0 0 0 0 1499904.21
2021 -76871.47 210244.85 253107.9 84314.1 93100.98 842031 157392 76035.9 -49513.65 117216.39 -2487.87 -196937.32 1507632.81
2020 88164.91 -116419.52 -70408.19 328817.36 552604.45 -212530.29 144117.73 -75544.43 -139117.32 -11998.21 47754.06 -307159.66 228280.89
2019 -165973.82 -221158.63 49054.48 140235.43 6226.61 83640.3 340452.7 -63103.4 -8244.72 124808 135419.92 -25662.22 395694.65
2018 165749.39 754401.37 908532.8 34100.74 -53256.17 1420868.02 221946 517444 127980 -139664.34 14413.11 -300881.49 3671633.43
2017 -212532.54 98659.47 832334.79 -334730.36 172139.8 543856.67 589937.87 -177449.05 166958.99 880425.12 547926 -557479.23 2550047.53
2016 58119.41 1006084.42 584738.33 -406000.38 28267.81 1310086.17 33320.54 -40614.33 323873.26 231113.31 570121.17 1463742.74 5162852.45
2015 543389.13 132385.34 1355907.09 -301533.5 1416280.42 1056796 -198159.66 165114.99 -201528.41 202316.27 -231605.54 648812.66 4588174.79
2014 61946.69 124109.65 -39768.15 146374.56 198987.42 67592.63 74088.72 101425.08 207590.81 883461.68 504009.92 -987323.8 1342495.21
2013 682128.76 1255542.09 111180.44 416902.19 399019.16 1213238.49 352997.98 -438123.59 707450.76 787644.41 205716.73 789852.21 6483549.63
2012 522793.67 172542.86 201565.45 -112777.84 710180.3 121463.97 778993.74 -345997.44 443057.15 -341575.75 -179387.46 94139.91 2064998.56
2011 19392.98 158714.53 -17765.21 67398.17 55890.5 170689.58 106650.12 164196.9 240291.48 260877.65 535348.99 300097.68 2061783.37
2010 31345.45 24465.64 3435.46 46241.74 -1240.63 46239.48 144324.69 -55584.29 244502.56 15162.59 351091.88 -30381.23 819603.34
2009 35607.13 18118.57 -1061.41 39700.43 13833.88 35967.96 -40094.37 45817.51 29227.07 61356.44 -50934.02 67183.11 254722.3
2008 1992.86 6947.44 10132.85 -285.54 12137.32 8258.54 22981.54 12277.06 18139.48 4436.2 11211.52 27550.67 135779.94
2007 144.34 222.58 505.42 80.12 78.02 -15.18 666.87 1063.9 1799.12 1460.31 101.27 1179.58 7286.35
2006 213.93 756.55 82.93 829.75 278.45 542.67 1298.44 -1236.52 330.28 666.21 1024.28 -1483.28 3303.69
2005 2154.72 1142.4 235.13 -295.02 1936.56 2710.51 2628.26 1001.28 1214.65 -730.86 -1455.52 682.59 11224.7
2004 351.08 229.6 515.93 460.41 687.06 122.01 806.9 1367.54 1065.48 591.82 23.56 -62.53 6158.86
2003 0 0 0 0 124.98 138.4 -20.7 0.56 161.18 -51.92 247.35 148.22 748.07

Stats

Strategy

Wins/Losses Ratio1.45 Payout Ratio (Avg Win/Loss)0.96 Average # of Bars in Trade0
AHPR0.11 Z-Score-20.98 Z-Probability99.9 %
Expectancy3327.5 Deviation $ 44166.59 Exposure-999999999 %
Stagnation in Days400 Stagnation in %5.79 %

Trades

# of Wins5841 # of Losses4015 # of Cancelled/Expired0
Gross Profit $ 115934432.92 Gross Loss $ -83138558.14 Average Win $ 19848.39 Average Loss $ -20706.99
Largest Win $ 596800 Largest Loss $ -242800 Max Consec Wins21 Max Consec Losses12
Avg Consec Wins3.11 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