Quant Analyzer Report

StrategyTester_gbpusd_total

Source: MT4Report
Symbol GBPUSD Period M15 : 07.05.2003 - 24.03.2022
Initial deposit 10000.0
Parameters -
Total Profit
37545.5
pips
Profit in money
$ 42915.11
Yrly Avg profit
1984.98 pips
Yrly Avg % ret
22.69 %
CAGR
8.69 %
# of trades
5797
Sharpe ratio
0.14
Profit factor
1.57
Return / DD ratio
16.38
Winning %
59.94 %
Drawdown
2292.32 pips
% Drawdown
4.47 %
Daily Avg profit
12.58 pips
Mthly Avg profit
165.4 pips
Average trade
29.11 pips
Annual% / Max DD%
1.94
R Expectancy
0.23 R
R Exp score
70.22 R
SQN
11.21
SQN score
4.42

Monthly Performance (pips)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 -26.8 -84.4 -114.5 0 0 0 0 0 0 0 0 0 -225.7
2021 -116.4 24.4 193.3 30.7 12 205.9 -150.2 1.9 280.9 -10.4 141.5 98.6 712.2
2020 236.9 -54.5 642.1 -524 -5.5 43.3 44 -256.2 -150.1 -177.9 202.1 -377.6 -377.4
2019 -491.8 191.4 -582.7 -85.4 77 74.3 47.7 91 375.1 542.2 -51.5 749.1 936.4
2018 11 502.9 66.5 627.8 -186.1 202.8 14.2 26.5 85.9 -19 -417.1 70.1 985.5
2017 -261 266.2 -37.5 311.5 -200.3 236.7 140.4 248.9 488.5 6.2 50.3 -150.7 1099.2
2016 54.6 -181.5 1027.8 -356.8 320.9 437.9 -364.3 139.8 415.3 -135.3 235.5 260.3 1854.2
2015 -238.6 533 831.7 -214.2 147 -18.2 231.6 -93.7 408 268.3 213.8 155.5 2224.2
2014 -56.5 302.4 102.5 185 72.6 264.9 52.7 108.9 143.9 214.7 -49 -66.2 1275.9
2013 106.2 60.4 40.5 562.1 519.2 501.5 397.2 28.4 -79.6 98.9 -133.2 -237.3 1864.3
2012 365.9 -105.1 201.6 191.7 91.3 -266.9 545.5 -366.3 37.4 120.5 28.2 20 863.8
2011 323.1 -327.1 -203.6 -67.5 154.4 389.2 146.7 -350.1 226.2 -27 75.9 -101.9 238.3
2010 398 356.9 431 276 573.5 761.5 231.2 -367.3 281.7 -410.5 293.2 -235.1 2590.1
2009 -104.5 405.5 92 635.6 975.6 -38.1 -244.8 209.3 1755 270.5 365 216.2 4537.3
2008 338 805.5 335 148.2 -29 647.4 -260.3 892.6 108 -49.3 52.6 181 3169.7
2007 674.3 285.1 633.3 426.9 19.4 192.5 118.1 -293.3 -0.6 47.2 -183 797 2716.9
2006 151.4 213.6 -92.7 1403.2 307.2 286.1 -20.8 163.7 457.7 308.7 738.5 -203.3 3713.3
2005 393.1 -163.1 477.5 504.4 356.4 623.5 -234.3 -64.2 395.5 197.8 1083.6 -252.9 3317.3
2004 648.7 928.8 94.3 -155 534.5 108.5 591.4 278.8 59.9 111.9 582 -254.7 3529.1
2003 0 0 0 0 225.5 281.8 837 13.5 180.3 267.6 598.8 116.4 2520.9

Stats

Strategy

Wins/Losses Ratio1.5 Payout Ratio (Avg Win/Loss)1.05 Average # of Bars in Trade0
AHPR0.03 Z-Score-19.12 Z-Probability99.9 %
Expectancy6.48 Deviation 49.46 pips Exposure-999999999 %
Stagnation in Days709 Stagnation in %10.28 %

Trades

# of Wins3475 # of Losses2322 # of Cancelled/Expired0
Gross Profit 103135.4 pips Gross Loss -65641.1 pips Average Win 29.68 pips Average Loss -28.27 pips
Largest Win 331.4 pips Largest Loss -145 pips Max Consec Wins25 Max Consec Losses16
Avg Consec Wins3.33 Avg Consec Loss2.23 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