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
14694.5
pips
Profit in money
$ 15881.59
Yrly Avg profit
776.88 pips
Yrly Avg % ret
8.4 %
CAGR
4.87 %
# of trades
3214
Sharpe ratio
0.16
Profit factor
1.77
Return / DD ratio
23.99
Winning %
80.12 %
Drawdown
612.49 pips
% Drawdown
3.92 %
Daily Avg profit
5.72 pips
Mthly Avg profit
64.73 pips
Average trade
16.42 pips
Annual% / Max DD%
1.24
R Expectancy
0.15 R
R Exp score
26.04 R
SQN
10.39
SQN score
3.22

Monthly Performance (pips)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 -23.4 31.9 22.9 0 0 0 0 0 0 0 0 0 31.4
2021 -19.3 42 33.7 31.4 12 -3.8 77.3 2.9 30.1 24.4 29.3 4.4 264.4
2020 14 46 174.6 20.1 54.8 25.6 89.5 -100 40.2 89.9 80 -128.9 405.8
2019 -117.9 48 -103.7 12.4 24.7 42.5 22.3 1 66.7 -23.2 31.8 -21.5 -16.9
2018 -98.6 -127.5 68.6 44.5 -76.6 9.1 -10.3 6.6 47.1 27.3 102.7 20.1 13
2017 -199.3 113.7 98.2 7.6 -11.7 134.6 -59.7 13.2 35.5 -27.4 61.2 57.1 223
2016 133.3 137.9 133.9 -87.7 -2.3 67.3 -11.6 87.4 47.1 66.7 94.2 84.3 750.5
2015 -92.4 176.2 80.5 -186.1 2.5 112.9 54.8 -11.3 37 -103.4 -99.4 102.7 74
2014 70.8 111.2 52.8 8.9 26.4 22.2 -1.1 3 -5.8 35.2 47.3 47.1 418
2013 71.6 32.4 -5.2 39.1 35.9 42.1 -25.8 53.4 -0.1 -120.5 -56 27.3 94.2
2012 47.6 49.6 20.4 47.7 -36.3 -325.8 117.5 44.4 26.3 15.6 25.3 25.3 57.6
2011 240.1 4.5 37.9 6.3 35.1 146.7 -70 47.6 114.2 56.5 101.4 122.4 842.7
2010 169 42.7 70.5 76.5 171 147 263.7 -161.3 -161.8 160.2 266.6 -2.5 1041.6
2009 -106.5 151 184 242.6 298.1 111.7 -60.8 334.8 109.5 -62.5 276 11.7 1489.6
2008 210 192.5 114.5 233.3 118.7 326.4 85.2 259.6 217 127.7 53.1 180.5 2118.5
2007 -6.2 84.9 203.4 183.4 114.9 60.5 13.1 16.2 201.1 170.7 43 87.5 1172.5
2006 155 100.8 -92 107.6 216 25.4 -7 131.4 253.6 147 63.8 36.9 1138.5
2005 240.3 70.4 211.5 225 154.4 372.3 23.6 232 159.8 101.3 198.1 123.4 2112.1
2004 192.2 203.3 86.6 -171 78.8 221.9 76.6 -34 -6.9 216 74 -93 844.5
2003 0 0 0 0 279.9 190.7 333.3 -0 140.6 334.7 153 187.3 1619.5

Stats

Strategy

Wins/Losses Ratio4.03 Payout Ratio (Avg Win/Loss)0.44 Average # of Bars in Trade0
AHPR0.03 Z-Score-4.23 Z-Probability100 %
Expectancy4.57 Deviation 27.63 pips Exposure-999999999 %
Stagnation in Days411 Stagnation in %5.96 %

Trades

# of Wins2575 # of Losses639 # of Cancelled/Expired0
Gross Profit 33712.2 pips Gross Loss -19060.7 pips Average Win 13.09 pips Average Loss -29.83 pips
Largest Win 90 pips Largest Loss -145 pips 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

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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