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
$ 15881.59
Profit in pips
14694.5 pips
Yrly Avg profit
$ 839.64
Yrly Avg % ret
8.4 %
CAGR
4.87 %
# of trades
3214
Sharpe ratio
0.16
Profit factor
1.62
Return / DD ratio
25.93
Winning %
80.12 %
Drawdown
$ 612.49
% Drawdown
3.92 %
Daily Avg profit
$ 6.18
Mthly Avg profit
$ 69.96
Average trade
$ 20.78
Annual% / Max DD%
1.24
R Expectancy
0.12 R
R Exp score
21.09 R
SQN
8.63
SQN score
2.65

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 -42.88 34.15 18.63 0 0 0 0 0 0 0 0 0 9.9
2021 -41.13 43.59 33.1 37.42 10.2 -8.44 91.87 0.13 30.98 26.9 30.71 -8.25 247.08
2020 5.57 53.57 213.81 5.37 63.43 21.3 99.75 -133.82 44.36 100.73 83.69 -176.64 381.12
2019 -165.47 51.63 -144.28 12.14 27.71 47.26 24.44 -4.19 81.98 -42.88 34.45 -40.33 -117.54
2018 -134.25 -185.68 81.37 53.67 -103.34 10.49 -17.73 4.27 52.76 19.37 119.57 17.42 -82.08
2017 -276.99 133.76 115.56 -1.57 -30.66 165.99 -84.83 14.25 39.35 -46.36 68.7 61.34 158.54
2016 149.34 168.89 162.72 -118.17 -10.97 65.05 -23.88 102.25 52.52 73 106.36 101.05 828.16
2015 -139.57 207.92 92.24 -245.33 -6.14 129.91 66.57 -20.25 41.78 -137.5 -141.53 125.37 -26.53
2014 75.93 132.44 59.43 9.08 29.1 27.04 -4.51 0.58 -21.83 34.15 56.03 49.11 446.55
2013 80.66 37.04 -20.7 35.17 31.26 45.77 -45.31 55.89 -8 -164.84 -83.12 21.7 -14.48
2012 46.35 52.33 20.77 54.47 -57.49 -434.84 145.12 50.17 29.05 11.8 21.58 27.75 -32.94
2011 293.76 2.27 27.62 1.55 32.6 181.91 -104.63 32.55 140.08 49.69 113.13 152.97 923.5
2010 200.97 37 71.31 78.55 205.34 173.76 324.3 -233.47 -226.47 190.85 327.9 -11.59 1138.45
2009 -146.58 188.92 223.56 294.73 367.14 127.89 -99.24 416.61 128.99 -97.61 344.05 -4.23 1744.23
2008 254.6 228.03 132.84 271.31 132.7 396.7 98.21 319.88 259.19 153.25 59.58 227.61 2533.9
2007 -27.67 94.87 243.68 218.67 129.81 63.69 -6 -8.5 242.33 202.3 30.69 99.02 1282.89
2006 181.65 120.68 -132.87 111.4 255.08 6.05 -27.9 135.49 302.7 171.3 65.94 36.15 1225.67
2005 297.96 74.32 252.45 265.77 175.93 455.79 8.53 273.87 186.14 101.95 236.02 151.12 2479.85
2004 229.05 245.28 95.34 -248.19 69.3 267.12 79.78 -72.21 -25.83 254.73 70.73 -139.99 825.11
2003 0 0 0 0 344.3 228.62 405.12 -21.53 159.89 405.18 179.91 228.72 1930.21

Stats

Strategy

Wins/Losses Ratio4.03 Payout Ratio (Avg Win/Loss)0.4 Average # of Bars in Trade0
AHPR0.03 Z-Score-4.23 Z-Probability100 %
Expectancy4.94 Deviation $ 36.12 Exposure-999999999 %
Stagnation in Days822 Stagnation in %11.92 %

Trades

# of Wins2575 # of Losses639 # of Cancelled/Expired0
Gross Profit $ 41328.15 Gross Loss $ -25446.56 Average Win $ 16.05 Average Loss $ -39.82
Largest Win $ 115.5 Largest Loss $ -189.41 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