Quant Analyzer Report

StrategyTester_gbpusd_S123_scalping

Source: MT4Report
Symbol GBPUSD Period M15 : 08.05.2003 - 24.03.2022
Initial deposit 10000.0
Parameters -
Total Profit
$ 363229.72
Profit in pips
14694.5 pips
Yrly Avg profit
$ 19203.48
Yrly Avg % ret
192.03 %
CAGR
19.84 %
# of trades
3214
Sharpe ratio
0.18
Profit factor
1.47
Return / DD ratio
13.88
Winning %
80.12 %
Drawdown
$ 26168.6
% Drawdown
10.3 %
Daily Avg profit
$ 141.39
Mthly Avg profit
$ 1600.13
Average trade
$ 596.77
Annual% / Max DD%
1.93
R Expectancy
0.09 R
R Exp score
15.78 R
SQN
5.33
SQN score
2.69

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 -10.95 896.5 1116.25 0 0 0 0 0 0 0 0 0 2001.8
2021 -1530.32 1656.7 1673.57 1229.42 2057.36 -1118.96 4654.27 670.57 2532.43 1036.63 3410.1 -922.22 15349.55
2020 102.4 4171.7 16117.77 -11488.16 2813.21 -2803.29 5720.59 -3478.33 2454.17 5651.78 2685.32 -7098.07 14849.09
2019 -1844.51 3910.04 -13642.45 14.29 1297.25 2057.55 1733.78 278.7 4251.75 288.46 1537.14 5012.97 4894.97
2018 -11273.57 -1117.78 4305.51 1950.05 -5634.24 1058.34 -1555.08 -16.79 2680.71 1079.92 7214.71 184.73 -1123.49
2017 -13625.86 6270.86 4296.9 -26.6 -4276.43 7616.24 -4459.71 425.39 215.76 -323.64 4722.3 6828.86 7664.07
2016 6244.34 10990.4 11686.57 -9821.41 116.23 4776.04 -4031.41 4162.48 3667.95 3502.65 6826.65 6435.61 44556.1
2015 -7669.82 8200.47 4955.66 -19184.15 1587.95 2026.56 3828.67 -1832.68 1556.73 -11065.85 -963.41 3312.65 -15247.22
2014 1820.85 5423.17 3101.33 430.38 1509.31 925.6 218.17 -431.82 -6086.82 2389.91 2753.42 3016.86 15070.36
2013 4985.72 291.43 -2539.92 3590.05 1213.02 2707.47 -3862.94 5555.28 664.65 -1640.62 -7952 298.45 3310.59
2012 4226.82 3971.49 1713.35 2372.52 -1984.69 -9163.9 4145.19 1865 733.63 -123.72 556.6 935.45 9247.74
2011 12260.12 -130.13 930.25 39.33 2861.73 7356.59 -3327.47 1242.96 4327.29 -2146.35 8379.28 7153.45 38947.05
2010 6304.34 5093.44 5068.72 7140.4 5354.93 7753.69 17667.78 -3741.24 -11904.44 6073.25 9712.19 -1631.15 52891.91
2009 -2146.91 4613.99 5447.27 9794.34 16314.61 4909.51 -4560.34 17121.87 4944.98 -5558.97 13444.09 1148 65472.44
2008 3655.88 3635.85 1360.93 5305.73 2006.75 8597.66 2367.23 7977.38 3921.45 3921.14 1420.8 6401.38 50572.18
2007 -377.31 1021.91 2597.48 2555.85 1652.85 881.96 1007.03 1382.41 3499.38 3629.23 -3047.24 1200.93 16004.48
2006 1681.37 1193.74 -847.56 1135.21 1804.52 585.79 -296.92 1214.75 3013 1959.86 748.75 244.79 12437.3
2005 1058.7 355.31 1374.97 1578.43 1380.85 3275.89 40.85 2067.91 1421.03 488.82 1889.14 1399.73 16331.63
2004 1041.94 876.21 317.32 -937.47 233.44 1236.01 2.33 -146.39 246.42 1084.56 203.47 -419.74 3738.1
2003 0 0 0 0 791.15 715.21 1167.51 -105.15 524.38 1384.37 854.32 929.28 6261.07

Stats

Strategy

Wins/Losses Ratio4.03 Payout Ratio (Avg Win/Loss)0.36 Average # of Bars in Trade0
AHPR0.12 Z-Score-4.23 Z-Probability100 %
Expectancy113.01 Deviation $ 1295.09 Exposure-999999999 %
Stagnation in Days576 Stagnation in %8.35 %

Trades

# of Wins2575 # of Losses639 # of Cancelled/Expired0
Gross Profit $ 1140620.42 Gross Loss $ -777390.7 Average Win $ 442.96 Average Loss $ -1216.57
Largest Win $ 3694.29 Largest Loss $ -14526.4 Max Consec Wins36 Max Consec Losses5
Avg Consec Wins5.44 Avg Consec Loss1.35 Avg # of Bars in Wins0 Avg # of Bars in Losses0

Charts

Click on the chart to see bigger image

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