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
2989.08 %
Profit in money
$ 298907.99
Yrly Avg profit
162.32 %
Yrly Avg % ret
162.32 %
CAGR
18.71 %
# of trades
2581
Sharpe ratio
0.14
Profit factor
1.35
Return / DD ratio
0.06
Winning %
34.83 %
Drawdown
50977.83 %
% Drawdown
22.92 %
Daily Avg profit
2.03 %
Mthly Avg profit
13.53 %
Average trade
7.8 %
Annual% / Max DD%
0.82
R Expectancy
0.23 R
R Exp score
31.83 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 -1.15 -0.96 0 0 0 0 0 0 0 0 0 -2.11
2021 -0.49 -0.35 1.06 0.07 0 3.49 -1.63 0 2.88 -0.39 1.86 -1.69 4.81
2020 4.01 -2.22 6.55 -8.47 -0.35 0.69 -0.27 -1.56 -1.19 -1.17 -0.02 -2.5 -6.5
2019 -2.97 0.65 -2.95 -0.3 -0.81 0.26 0.96 1.29 3.22 11.71 -2.1 13.3 22.26
2018 0.08 10.98 -2.62 9.61 -1.96 4.3 0.29 2.07 1.38 -0.21 -7.44 -0.61 15.88
2017 -3.31 0.14 -1.31 5.07 -3.43 0.61 4.15 2.49 7.45 1.11 -0.19 -4.26 8.51
2016 -0.53 -4.84 12.2 -6.38 3.89 5.66 -6.28 -1.31 4.57 -4.83 0.84 1.67 4.67
2015 -1.69 3.49 11.39 -2.59 -0.07 -3.09 3.72 0.97 2.08 4.44 6.38 1.67 26.69
2014 -1.4 1.7 1.13 2.76 0.95 4.43 0.54 2.7 4.21 6.94 -1.04 -3.31 19.62
2013 0.09 -0.34 0.42 7.29 7.61 10.21 7.92 -0.89 -0.68 4.46 -3.42 -2.26 30.4
2012 1.91 -2.74 2.15 1.58 1.26 1.05 7.96 -6.53 0.53 1.61 0.07 -0.04 8.81
2011 -1.97 -1.21 -0.72 -0.79 -1.64 0.96 2.56 -5.12 -0.85 -2.32 -1 -1.16 -13.25
2010 1.35 7.85 6.24 3.36 7.15 11.72 0.25 -3.05 9.99 -11.13 2.35 -0.92 35.16
2009 0 1.74 -0.72 2.23 12.07 -4.06 -2.32 -0.97 30.63 6.83 1.39 4.37 51.2
2008 -0.84 9.31 1.51 -2.51 -2.06 4.01 -6.7 4.93 -1.26 -1.46 0 0 4.95
2007 10.7 3.92 10.2 6.09 -2.4 2.1 -2.55 -3.05 -1.96 -0.66 -1.81 3.68 24.25
2006 -4.79 0.97 -1.09 25.46 2.53 3.15 -0.72 2.28 3.78 6.42 11 -4.81 44.19
2005 1.8 -4.67 5.34 2.11 1.17 5.92 -3.97 -3.21 0 0.83 17.47 -7.49 15.3
2004 7.67 15.82 -0.66 0.69 12.42 -1.25 9.82 6.25 1.77 -2.73 8.31 -2.63 55.49
2003 0 0 0 0 -1.45 -2.66 2.57 -0.62 1.36 -0.5 8.35 -1.2 5.87

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 %
Expectancy1.16 Deviation 15.63 % Exposure-999999999 %
Stagnation in Days981 Stagnation in %14.24 %

Trades

# of Wins899 # of Losses1682 # of Cancelled/Expired0
Gross Profit 11562.01 % Gross Loss -8572.93 % Average Win 12.86 % Average Loss -5.1 %
Largest Win 119.38 % Largest Loss -83.25 % 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