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
134376.91 %
Profit in money
$ 13437691.46
Yrly Avg profit
7104.01 %
Yrly Avg % ret
7104.01 %
CAGR
43.36 %
# of trades
5795
Sharpe ratio
0.15
Profit factor
1.31
Return / DD ratio
0.06
Winning %
59.95 %
Drawdown
2377501.51 %
% Drawdown
16.04 %
Daily Avg profit
45.03 %
Mthly Avg profit
591.97 %
Average trade
171.84 %
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 -0.54 -1.04 -0.85 0 0 0 0 0 0 0 0 0 -2.43
2021 -1.51 -0.04 1.36 0.32 0.25 2.77 -1.06 -0.07 2.54 -0.25 1.93 -0.46 5.77
2020 3.21 -0.9 8.06 -7.57 0.28 0.43 0.76 -2.65 -0.62 -0.23 -0.27 -3.98 -3.48
2019 -3.58 1.32 -5.82 -0.23 0.13 0.85 1.09 1.82 4.84 8.05 -1.05 9.79 17.2
2018 -1.05 8.43 0.88 10.05 -3.35 3.47 -0.19 0.24 0.17 -0.17 -4.74 -0.62 13.12
2017 -9.35 3.25 -1.17 5.55 -4.11 3.6 2.45 2.61 7.48 -0.14 0.97 -2.32 8.82
2016 2.05 -1.3 16.82 -7.11 3.58 5.38 -7.64 1.6 4.74 -3.51 1.92 3.21 19.72
2015 -4.04 6.83 13.65 -8.04 0.62 -1.13 5.01 -0.54 4.58 2.4 5.34 2.85 27.52
2014 -0.42 5.01 2.3 3.08 1.52 5.37 0.66 2.52 3.04 8.38 -0.38 -2.06 29.02
2013 1.92 -0.12 0.36 8.09 8 11.24 6.68 1.49 -0.84 3.39 -6.65 -1.62 31.95
2012 4.16 -1.79 2.99 3 0.12 -3.04 9.33 -5.89 0.84 1.19 0.43 0.45 11.8
2011 2.81 -2.64 -0.2 -0.8 -1.92 4.86 3.38 -3.82 1.08 -3.12 0.99 2 2.64
2010 6.87 8.55 8.13 5.63 11.14 16.06 8.39 -5.56 5.65 -7.29 8.44 -2.51 63.51
2009 -1.75 8.65 6.01 11.61 24.34 -0.6 -6.07 9.33 35.48 3.93 9.35 5.17 105.46
2008 4.46 15.92 5.52 4.54 0.48 16.03 -5.92 17.13 1.52 1.31 1.41 5.66 68.05
2007 11.55 5.5 16.08 10.14 0.47 4.05 -0.42 -1.04 3.58 4.14 -6.46 7.25 54.84
2006 -1.37 4.63 -3.07 28.97 8.37 3.63 -1.55 4.64 11.21 10.24 13.76 -4.4 75.06
2005 7 -3.34 10.91 10.72 6.81 18.08 -3.67 3.24 4.08 3.24 24.93 -4.02 77.98
2004 16.31 21.08 1.45 -2.22 17.22 4.8 10.96 5.11 2.56 2.61 7.83 -5.3 82.42
2003 0 0 0 0 6.76 2.12 13.53 -1.81 4.94 8.87 14.21 4.64 53.25

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 %
Expectancy23.19 Deviation 415.32 % Exposure-999999999 %
Stagnation in Days709 Stagnation in %10.28 %

Trades

# of Wins3474 # of Losses2321 # of Cancelled/Expired0
Gross Profit 565097.98 % Gross Loss -430721.07 % Average Win 162.66 % Average Loss -185.58 %
Largest Win 4680 % Largest Loss -2249 % 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