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
$ 298907.99
Profit in pips
22899.9 pips
Yrly Avg profit
$ 16232.06
Yrly Avg % ret
162.32 %
CAGR
18.71 %
# of trades
2581
Sharpe ratio
0.14
Profit factor
1.35
Return / DD ratio
5.86
Winning %
34.83 %
Drawdown
$ 50977.83
% Drawdown
22.92 %
Daily Avg profit
$ 202.51
Mthly Avg profit
$ 1352.52
Average trade
$ 780.12
Annual% / Max DD%
0.82
R Expectancy
0.23 R
R Exp score
31.85 R
SQN
4.16
SQN score
1.58

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 0 -3610.05 -2986.98 0 0 0 0 0 0 0 0 0 -6597.03
2021 -1479.55 -1052.51 3163.63 202.92 0 10653.18 -5130.87 0 8913.39 -1227.94 5716.61 -5469.67 14289.19
2020 12976.9 -7367.1 21930.85 -28490.97 -1129.39 2184.56 -876.36 -4993.33 -3753.46 -3651.21 -85.25 -7650.36 -20905.12
2019 -7618.41 1639.83 -7381.44 -725.26 -2001.36 622.94 2300.87 3102.67 8084.62 31420.25 -6023.1 39341.42 62763.03
2018 131.02 25599.95 -6463.31 24090.42 -5218.48 11344.84 727.43 5615.51 3673.62 -654.61 -20440.56 -1587.51 36818.32
2017 -6813.47 234.19 -2610 10134.88 -6989.4 1187.17 8449.51 5244.12 15932.68 2500.52 -687.34 -9722.71 16860.15
2016 -1137.08 -9358.53 24057.73 -13287.13 7664.95 11619.18 -13286.08 -2972.53 9370.16 -10016.96 1638.41 3389.12 7681.24
2015 -2572.79 5269.7 18384.79 -4525.19 -343.85 -5174.03 6067.66 1580.94 3575.08 7862.03 11932.01 3107.18 45163.53
2014 -1769.63 2128.3 1430 3557.26 1253.77 5962.2 752.03 3793.02 6091.92 10546.6 -1712.62 -5265.79 26767.06
2013 81.38 -369.73 323.89 7061.27 7876.99 11521.7 9485.81 -1179.75 -935.92 5690.54 -4550.37 -2886.22 32119.59
2012 1663.03 -2402.03 1838.5 1389.31 1095.2 894.63 7415.38 -6252.89 480.32 1481.86 66.5 -39 7630.81
2011 -1941.83 -1181.88 -685.32 -763.52 -1541.86 885.31 2377.49 -4799.2 -782.54 -2082.91 -887.44 -1021.77 -12425.47
2010 797.5 5608.76 4857.71 2760.9 6129.18 11125.55 243.34 -3115.05 10276.32 -11560.71 2291.4 -940.39 28474.51
2009 0 738.54 -311.24 940.32 5569.94 -1990.91 -1090.46 -446.57 16247.37 4327.9 835.23 2946.48 27766.6
2008 -356.8 3853.43 603.99 -1125.12 -893.89 1736.43 -2898.46 2079.83 -547.73 -625.95 0 0 1825.73
2007 3586.42 1371.51 3915.76 2537.98 -1038.08 897.98 -1134.1 -1282.42 -801.41 -264.45 -717.84 1463.63 8534.98
2006 -990.83 189.42 -225.04 5698.9 648.88 777.83 -243.51 561.18 1047.48 1854.6 3478.84 -1604.97 11192.78
2005 305.34 -854.38 944.63 393.19 208.73 1149.58 -810.49 -622.83 -0.59 156.15 3592.18 -1649.75 2811.76
2004 828.27 1921.49 -104.59 69.84 1732.02 -198.33 1499.55 1038.49 297.53 -487.68 1460.15 -501.47 7555.27
2003 0 0 0 0 -145.55 -259.93 247.15 -61.01 132.31 -51.21 846.92 -127.62 581.06

Stats

Strategy

Wins/Losses Ratio0.53 Payout Ratio (Avg Win/Loss)2.52 Average # of Bars in Trade0
AHPR0.14 Z-Score-18.72 Z-Probability99.9 %
Expectancy115.81 Deviation $ 1562.65 Exposure-999999999 %
Stagnation in Days981 Stagnation in %14.24 %

Trades

# of Wins899 # of Losses1682 # of Cancelled/Expired0
Gross Profit $ 1156200.94 Gross Loss $ -857292.95 Average Win $ 1286.1 Average Loss $ -509.69
Largest Win $ 11938.27 Largest Loss $ -8324.64 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