Quant Analyzer Report

StrategyTester_gbpusd_S123_scalping

Source: MT4Report
Symbol GBPUSD Period M15 : 08.05.2003 - 24.03.2022
Initial deposit 10000.0
Parameters -
Total Profit
3632.3 %
Profit in money
$ 363229.72
Yrly Avg profit
192.03 %
Yrly Avg % ret
192.03 %
CAGR
19.84 %
# of trades
3214
Sharpe ratio
0.18
Profit factor
1.47
Return / DD ratio
0.14
Winning %
80.12 %
Drawdown
26168.6 %
% Drawdown
10.3 %
Daily Avg profit
1.41 %
Mthly Avg profit
16 %
Average trade
5.97 %
Annual% / Max DD%
1.93
R Expectancy
0.09 R
R Exp score
15.78 R
SQN
5.33
SQN score
2.69

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 -0 0.24 0.32 0 0 0 0 0 0 0 0 0 0.56
2021 -0.42 0.47 0.47 0.34 0.57 -0.31 1.29 0.18 0.69 0.28 0.92 -0.25 4.24
2020 0.03 1.22 4.62 -3.12 0.8 -0.79 1.63 -0.98 0.7 1.58 0.76 -1.95 4.51
2019 -0.53 1.16 -4.06 0.01 0.4 0.63 0.53 0.09 1.28 0.09 0.46 1.5 1.55
2018 -3.34 -0.33 1.32 0.59 -1.71 0.33 -0.48 -0 0.82 0.33 2.18 0.06 -0.23
2017 -4.18 1.97 1.33 -0.01 -1.3 2.34 -1.35 0.13 0.07 -0.1 1.44 2.05 2.4
2016 2.17 3.71 3.8 -3.12 0.04 1.65 -1.27 1.36 1.18 1.13 2.17 1.98 14.8
2015 -2.56 2.77 1.64 -6.36 0.56 0.71 1.31 -0.62 0.53 -3.76 -0.34 1.18 -4.95
2014 0.64 1.87 1.06 0.15 0.51 0.31 0.07 -0.14 -2.01 0.83 0.93 1.01 5.22
2013 1.75 0.1 -0.86 1.26 0.43 0.93 -1.31 1.91 0.23 -0.55 -2.71 0.11 1.29
2012 1.54 1.43 0.61 0.84 -0.69 -3.25 1.5 0.67 0.26 -0.04 0.2 0.33 3.4
2011 5.15 -0.04 0.49 0.02 1.18 2.91 -1.28 0.51 1.69 -0.78 3.22 2.67 15.73
2010 3.53 2.73 2.71 3.61 2.68 3.7 7.84 -1.52 -5.19 2.83 4.23 -0.69 26.46
2009 -1.79 4.01 4.56 7.72 11.63 3.43 -2.85 10.86 2.93 -3.11 7.8 0.74 45.94
2008 5.52 5.2 1.98 7.1 2.62 10.16 2.64 8.44 4.08 3.86 1.41 5.73 58.73
2007 -0.73 2.11 5.14 4.82 2.99 1.56 1.78 2.41 5.74 5.63 -4.44 1.9 28.9
2006 4.54 3.1 -2.09 2.93 4.58 1.45 -0.63 2.91 6.82 4.19 1.56 0.54 29.91
2005 5.18 1.68 6.24 6.71 5.57 12.02 0.24 6.92 4.51 1.69 5.6 3.94 60.31
2004 6.33 5.02 1.9 -4.89 1.51 6.75 0.14 -0.71 1.31 5.53 1.1 -1.96 22.05
2003 0 0 0 0 7.63 6.46 9.7 -0.79 4.17 10.09 5.76 5.9 48.92

Stats

Strategy

Wins/Losses Ratio4.03 Payout Ratio (Avg Win/Loss)0.36 Average # of Bars in Trade0
AHPR0.12 Z-Score-4.23 Z-Probability100 %
Expectancy1.13 Deviation 12.95 % Exposure-999999999 %
Stagnation in Days576 Stagnation in %8.35 %

Trades

# of Wins2575 # of Losses639 # of Cancelled/Expired0
Gross Profit 11406.2 % Gross Loss -7773.91 % Average Win 4.43 % Average Loss -12.17 %
Largest Win 36.94 % Largest Loss -145.26 % Max Consec Wins36 Max Consec Losses5
Avg Consec Wins5.44 Avg Consec Loss1.35 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