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
$ 27097.03
Profit in pips
22899.9 pips
Yrly Avg profit
$ 1471.49
Yrly Avg % ret
14.71 %
CAGR
6.77 %
# of trades
2581
Sharpe ratio
0.13
Profit factor
1.44
Return / DD ratio
12.44
Winning %
34.83 %
Drawdown
$ 2177.86
% Drawdown
7.31 %
Daily Avg profit
$ 18.36
Mthly Avg profit
$ 122.61
Average trade
$ 58.74
Annual% / Max DD%
0.93
R Expectancy
0.28 R
R Exp score
39.76 R
SQN
6.88
SQN score
1.76

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 0 -152.62 -184.15 0 0 0 0 0 0 0 0 0 -336.77
2021 -129.89 -26.39 205.23 -5.2 0 268.22 -137.08 0 325.01 -48.88 141.01 107.2 699.23
2020 283.07 -135.27 605.11 -723.76 -88.25 18.26 -61.62 -213.59 -260 -360.47 153.35 -335.82 -1118.99
2019 -497.31 169.37 -634.92 -136.24 62.27 27.23 25.14 104.84 388.9 715.74 -111.02 981.9 1095.9
2018 130.81 803.07 -13.27 749.24 -157.1 247.31 25.18 15.02 50.84 -69.15 -697.87 57.16 1141.24
2017 -102.55 178.85 -199.04 392.34 -250.16 120.5 247.79 301.5 563.96 39.63 -28.39 -279.9 984.53
2016 -103.7 -441.75 1142.63 -371.63 402.64 460.91 -470.53 29.66 468.87 -273.54 172.96 221.41 1237.93
2015 -200.49 446.69 962.63 -62.04 174.97 -197.85 216.72 -118.86 471.98 472.32 399.84 58.13 2624.04
2014 -185.82 241.87 61.12 222.68 60.09 305.63 69.34 137.89 181.04 215.74 -133.38 -154.33 1021.87
2013 42.47 28.94 42.84 669.18 610.22 585.14 520.12 -43.42 -119.48 274.54 -122.13 -354.84 2133.58
2012 396.26 -226.74 225.14 187.15 158.67 58.63 538.64 -558.62 9.88 130.47 2.21 -7.8 913.89
2011 97.75 -443.37 -320.34 -114.67 148.3 307.85 259.33 -525.76 134.06 -122.85 -47.38 -309.2 -936.28
2010 284.82 385.77 458.21 252.46 520.78 791.3 -49.27 -286.79 553 -756.09 21.47 -317.65 1858.01
2009 0 324.18 -195.65 502.78 863.58 -196.82 -243.77 -168.76 2117.06 426.73 107.82 259.48 3796.63
2008 151.19 775.35 271.51 -131.04 -205.14 400.61 -467.91 813.38 -145.08 -232.57 0 0 1230.3
2007 870.52 240.17 534.56 307.19 -132.78 167.55 117.92 -415.37 -279.87 -170.5 -310.94 914.94 1843.39
2006 -28.66 131.46 -19.18 1657.23 109.1 329.31 -36.9 9.97 257.75 182.44 850.86 -334.61 3108.77
2005 172.16 -326.2 323.11 357.76 250.29 310.18 -362.16 -400.84 301.69 123.63 1134.09 -512.5 1371.21
2004 581.91 936.15 0.81 8.86 576.98 -157.85 657.39 397.07 63.71 -148.63 644.02 -226.18 3334.24
2003 0 0 0 0 -74.72 108.77 648.21 7.87 39.31 -101.72 562.98 -96.39 1094.31

Stats

Strategy

Wins/Losses Ratio0.53 Payout Ratio (Avg Win/Loss)2.69 Average # of Bars in Trade0
AHPR0.05 Z-Score-18.72 Z-Probability99.9 %
Expectancy10.5 Deviation $ 91.32 Exposure-999999999 %
Stagnation in Days966 Stagnation in %14.02 %

Trades

# of Wins899 # of Losses1682 # of Cancelled/Expired0
Gross Profit $ 89354.14 Gross Loss $ -62257.11 Average Win $ 99.39 Average Loss $ -37.01
Largest Win $ 429.91 Largest Loss $ -126.23 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