Quant Analyzer Report

StrategyTester_gbpusd_total

Source: MT4Report
Symbol GBPUSD Period M15 : 07.05.2003 - 24.03.2022
Initial deposit 10000.0
Parameters -
Total Profit
$ 13437691.46
Profit in pips
37610.9 pips
Yrly Avg profit
$ 710400.54
Yrly Avg % ret
7104.01 %
CAGR
43.36 %
# of trades
5795
Sharpe ratio
0.15
Profit factor
1.31
Return / DD ratio
5.65
Winning %
59.95 %
Drawdown
$ 2377501.51
% Drawdown
16.04 %
Daily Avg profit
$ 4503.25
Mthly Avg profit
$ 59196.88
Average trade
$ 17184.11
Annual% / Max DD%
2.7
R Expectancy
0.12 R
R Exp score
38.28 R
SQN
4.55
SQN score
4.1

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 -74688.66 -142615.64 -116126.86 0 0 0 0 0 0 0 0 0 -333431.16
2021 -196163.86 -6213.62 174561.23 41901.5 32456.56 364354.43 -142646.6 -9200 340169.61 -34573.91 260724.73 -66381.62 758988.45
2020 436269.85 -125672 1148480.41 -1097666.84 38114.05 58528.17 105817.62 -370228.57 -84773.36 -31521.25 -39437.02 -531684.37 -493773.31
2019 -404402.41 145898.35 -635340.97 -24602.58 13031.72 90163.79 114774.91 192935.97 537603.82 945742.08 -129605.61 1236688.32 2082887.39
2018 -112113.81 863343.33 92450.75 1141520.44 -399583.44 408608 -23775.17 27900.73 18174.4 -21068.09 -564177.78 -71949.78 1359329.58
2017 -838821.83 274726.09 -102985.04 487253.23 -368009.61 317863.16 221902.9 243751.01 718372.51 -18003.04 91048.48 -237590.22 789507.64
2016 155951.17 -103836.77 1406734.84 -636288 302485.8 465155.72 -688740.45 127890.45 421334.47 -322713.24 166335.37 291262.69 1585572.05
2015 -235719.02 396873.66 872182.12 -545544.69 32231.72 -74122.61 320702.33 -38544.81 307261.13 160664.68 385076.62 211702.17 1792763.3
2014 -19358.39 225789.33 107514.67 147726.82 74898.28 272872.39 34532.59 134102.17 161587.96 479156.67 -25141 -127338.52 1466342.97
2013 63079.75 -6023.73 8144.72 278104.53 295826.18 457454.55 284748.58 68129.59 -41958.23 155877.15 -314842.08 -72527.11 1176013.9
2012 123360.71 -55366.29 89708.04 93310.88 1764.69 -100013.73 296393.36 -194443.39 26587.42 37527.47 14050.87 14561.66 347441.69
2011 79819.64 -77567.44 -8655.39 -23423.45 -54674.05 137074.09 97951.5 -114168.95 30581.64 -91571.23 27101.67 56771 59239.03
2010 104076.07 140937.41 147496.44 109990.9 236091.41 393191.45 233082.24 -161892.17 154285.8 -209323.97 235689.12 -73869.81 1309754.89
2009 -10034.36 48310.07 36127.75 75667.33 190988.46 -7484.29 -53471.57 80785.34 383399.06 48065.07 129146.68 75065.96 996565.5
2008 12686.83 50303.83 18624.58 16393.22 1387.15 66164.72 -26160.45 77918.18 6509.5 5906.96 6772.79 30166.33 266673.64
2007 19976.65 10191.9 33837.4 24312.89 1168.58 10522.19 -1507.01 -3022.09 9418.31 11244.3 -18316.65 19703.83 117530.3
2006 -1163.57 3692.22 -2617.3 26515.63 9128.26 3905.2 -2166.75 5268.28 14487.26 14634.53 22151.83 -7696.42 86139.17
2005 2653.07 -1352 4390.59 4852.63 3291.04 10050.04 -2367.91 1868.48 2490.47 1953.07 18280.37 -3369.67 42740.18
2004 2936.95 4574.52 280.69 -653.53 4414.45 1352.69 3343.67 1684.64 864.52 912.74 2889.37 -2119.44 20481.27
2003 0 0 0 0 694.77 221.33 1569.29 -230.58 604.94 1180.88 2120.25 764.1 6924.98

Stats

Strategy

Wins/Losses Ratio1.5 Payout Ratio (Avg Win/Loss)0.88 Average # of Bars in Trade0
AHPR0.13 Z-Score-19.09 Z-Probability99.9 %
Expectancy2318.84 Deviation $ 41532.4 Exposure-999999999 %
Stagnation in Days709 Stagnation in %10.28 %

Trades

# of Wins3474 # of Losses2321 # of Cancelled/Expired0
Gross Profit $ 56509798.01 Gross Loss $ -43072106.55 Average Win $ 16266.49 Average Loss $ -18557.56
Largest Win $ 468000 Largest Loss $ -224900 Max Consec Wins25 Max Consec Losses16
Avg Consec Wins3.34 Avg Consec Loss2.23 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