Quant Analyzer Report

StrategyTester_gbpusd_S567_breakout

Source: MT4Report
Symbol GBPUSD Period M15 : 07.05.2003 - 17.03.2022
Initial deposit 10000.0
Parameters -
Total Profit
22899.9
pips
Profit in money
$ 27097.03
Yrly Avg profit
1243.57 pips
Yrly Avg % ret
14.71 %
CAGR
6.77 %
# of trades
2581
Sharpe ratio
0.13
Profit factor
1.49
Return / DD ratio
10.51
Winning %
34.83 %
Drawdown
2177.86 pips
% Drawdown
7.31 %
Daily Avg profit
15.51 pips
Mthly Avg profit
103.62 pips
Average trade
44.97 pips
Annual% / Max DD%
0.93
R Expectancy
0.32 R
R Exp score
44.89 R
SQN
7.55
SQN score
1.95

Monthly Performance (pips)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 0 -115.3 -137.5 0 0 0 0 0 0 0 0 0 -252.8
2021 -97.3 -17.5 160.3 -0.5 0 209.4 -97.6 0 250.8 -34.8 112.3 92.8 577.9
2020 224 -100.1 468.6 -543.4 -60.4 17.3 -46 -160.8 -190.3 -267.9 121.6 -248.9 -786.3
2019 -373.3 142.2 -478.6 -97.7 52.8 26.2 25.6 91.2 309.1 567.9 -83.3 766.7 948.8
2018 110.4 630.1 -1.7 584 -114.8 193.3 24.6 20.2 52.7 -48.1 -522.3 49.2 977.6
2017 -61.6 152.8 -137.4 303.9 -188.6 101.9 197.5 235.7 452.5 36.1 -11 -208.1 873.7
2016 -78.2 -324.5 895.5 -269.8 323 371.4 -353.6 40.4 369.1 -202.5 140.9 173.2 1084.9
2015 -146.3 356.8 750.6 -28.4 144.6 -131.3 178.3 -81.8 371 372.2 311.4 52.8 2149.9
2014 -127.6 191.6 49.2 176.1 47.2 242.9 53.8 106.1 148.6 179.9 -96.2 -114.6 857
2013 35.1 28 45.3 523.1 482 459 424 -26.2 -79 219.7 -76.9 -264.6 1769.5
2012 317.9 -154.3 181.4 144 127.1 59.1 427.6 -414.4 11.1 104.9 4.5 -5.3 803.6
2011 84 -331.3 -240.3 -72.6 119.2 243 217.5 -397.8 111.1 -79.4 -24.9 -223.9 -595.4
2010 229 315.2 360.5 197 402 614.5 -33 -206 442 -570.7 26.8 -233.5 1543.8
2009 0 255 -147 393.5 674.5 -150 -183.5 -126.5 1646 334 89 204.5 2989.5
2008 127.5 613 222.5 -95.9 -148.5 324 -345.5 633 -109.5 -177.5 0 0 1043.1
2007 681.7 200.4 430.2 245.5 -94.5 131.5 103.5 -308.5 -202.2 -121.5 -227.5 708 1546.6
2006 -3.3 112.1 -3.5 1295.6 91.2 264.6 -13.8 31.7 204.1 161.7 674.6 -240.2 2574.8
2005 152.8 -235 266 280.1 201.8 253.3 -258.1 -296.2 235.2 96.5 885.5 -379.3 1202.6
2004 456.5 730 7.2 16.5 455.7 -113.4 515.2 312.8 66.8 -102.7 510.5 -163.9 2691.2
2003 0 0 0 0 -54.4 90.7 504.7 13.6 38.1 -67.7 445.8 -70.9 899.9

Stats

Strategy

Wins/Losses Ratio0.53 Payout Ratio (Avg Win/Loss)2.79 Average # of Bars in Trade0
AHPR0.05 Z-Score-18.72 Z-Probability99.9 %
Expectancy8.87 Deviation 69.76 pips Exposure-999999999 %
Stagnation in Days938 Stagnation in %13.61 %

Trades

# of Wins899 # of Losses1682 # of Cancelled/Expired0
Gross Profit 69481.2 pips Gross Loss -46589.1 pips Average Win 77.29 pips Average Loss -27.7 pips
Largest Win 331.4 pips Largest Loss -96.4 pips Max Consec Wins13 Max Consec Losses24
Avg Consec Wins2.43 Avg Consec Loss4.55 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