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
$ 7968028.38
Profit in pips
41287.5 pips
Yrly Avg profit
$ 421191.36
Yrly Avg % ret
4211.91 %
CAGR
39.67 %
# of trades
5185
Sharpe ratio
0.13
Profit factor
1.35
Return / DD ratio
15.81
Winning %
43.32 %
Drawdown
$ 503944.42
% Drawdown
22.33 %
Daily Avg profit
$ 2830.56
Mthly Avg profit
$ 35101.45
Average trade
$ 10231.58
Annual% / Max DD%
1.78
R Expectancy
0.2 R
R Exp score
54.92 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 128958.77 496322.26 371117.94 0 0 0 0 0 0 0 0 0 996398.97
2021 -34024.74 86119.99 -48887.03 -10662.99 54841.27 346183.76 88956.92 -29129.9 -129010.97 40577.6 23915.36 -41479.51 347399.76
2020 25621.51 40523.96 -104379.51 157174.04 44706.58 -56693.83 194142.4 -140188.68 -195222.77 -17287.4 9745.1 -119350.85 -161209.45
2019 9402.81 -82798.69 40715.87 36068.09 -35189.66 101109.56 206677.2 91374.06 -19918.73 49159.03 -11485.68 67167.09 452280.95
2018 42083.18 375116.79 511117.96 -25502.48 -113468.24 791934.11 139196.72 323368.47 -7680.47 -43640.89 -134901.55 -140099.72 1717523.88
2017 -69706.7 77277.99 311741.05 -183928.21 58865.62 92511.84 228519.4 -172593.68 161630.38 230436.65 187782.18 -229255 693281.52
2016 -55995.85 112926.33 27606.31 -93714.34 37386.14 283266.03 -88247.86 -31026.26 122705.66 91731.04 86235.06 536451.64 1029323.9
2015 88506.46 82012.34 259512.22 -169950.1 236290.33 269029.86 -121546.25 -60612.2 79418.53 -77883.41 -53706.84 147495.6 678566.54
2014 8534.96 -5969.49 50741.5 45255.82 33177.12 8381.31 7506.46 18917.32 80002.01 234804.81 117141.81 -263576.19 334917.44
2013 57661.87 208529.91 8782.19 58270.87 30846.5 181439.39 21350.17 -111449.71 106692.06 100727.78 60949.97 158195.8 881996.8
2012 97725.2 50060.68 9071.36 -6909.81 101299.44 45586.58 111470.68 -81103.8 61544.39 22086.35 -31198.04 26384.38 406017.41
2011 -4112.37 46208.47 -18597.11 28471.85 5047.59 27056.42 18538.51 10121.16 39968.79 45103.28 54012.03 5614.08 257432.7
2010 7322.42 1655.37 -5850.12 7466.58 -4103.63 10364.18 4444.14 -19631.77 40405.76 22890.8 48140.95 14337.26 127441.94
2009 36106.58 7472.1 24.37 13782.78 5939.64 -22153.29 -8560.82 -432.7 3069.8 1883.31 -10994.11 14189.34 40327
2008 434.15 7814.39 17515.99 -9970.34 10447.29 11153.91 19724.72 14295.25 22274.63 -6714.32 18017.29 14579.03 119571.99
2007 -254.08 -55.39 -660.23 -629.54 -631.02 -1.74 485.39 1198.29 2969.44 -877.63 -251.29 2514.88 3807.08
2006 -1831.47 -467.78 82.08 989.38 221.56 1272.41 606.18 -1373.31 -735.81 -19.95 470.43 -2617.37 -3403.65
2005 4336.06 738.11 2120.43 -1327.09 5751.96 5500.83 5620.1 -1483.64 1680.07 -679.49 -2944.18 -818.31 18494.85
2004 2120.17 2750.84 3235.13 1435.15 2159.71 -229.96 1928.43 5060.26 3520.44 1441.15 -415.95 1810.22 24815.59
2003 0 0 0 0 146.39 484.36 -358.23 20.97 1150.24 -834.76 1836.1 598.09 3043.16

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 %
Expectancy1536.75 Deviation $ 21099.57 Exposure-999999999 %
Stagnation in Days878 Stagnation in %12.72 %

Trades

# of Wins2246 # of Losses2939 # of Cancelled/Expired0
Gross Profit $ 30509397.96 Gross Loss $ -22541369.58 Average Win $ 13583.88 Average Loss $ -7669.74
Largest Win $ 134506.98 Largest Loss $ -106726 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