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
$ 42915.11
Profit in pips
37545.5 pips
Yrly Avg profit
$ 2268.87
Yrly Avg % ret
22.69 %
CAGR
8.69 %
# of trades
5797
Sharpe ratio
0.14
Profit factor
1.49
Return / DD ratio
18.72
Winning %
59.94 %
Drawdown
$ 2292.32
% Drawdown
4.47 %
Daily Avg profit
$ 14.38
Mthly Avg profit
$ 189.05
Average trade
$ 37.66
Annual% / Max DD%
1.94
R Expectancy
0.2 R
R Exp score
60.07 R
SQN
9.86
SQN score
3.85

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 -47.3 -119.78 -165.39 0 0 0 0 0 0 0 0 0 -332.47
2021 -170.76 17.07 237.4 31.96 10.2 260.17 -212.32 -1.17 355.99 -21.98 171.59 100.77 778.92
2020 287.21 -82.22 817.49 -719.3 -24.7 40.08 38.78 -342.34 -215.65 -259.61 237.69 -512.2 -734.77
2019 -663.56 222.56 -779.72 -124.23 89.33 81.78 49.31 99.09 469.96 669.61 -76.57 946.64 984.2
2018 -4.48 617.78 67.58 802 -253.56 258.32 7.31 18.9 86.26 -47.44 -575.05 75.62 1053.24
2017 -379.67 312.22 -81.26 390.77 -280.82 286.75 166.34 315.75 603.96 -9.98 40.44 -218.17 1146.33
2016 45 -266.23 1303.27 -488.89 391.93 524.93 -493.24 146.93 520.22 -199.89 279.85 326.11 2089.99
2015 -339.92 654.61 1056.38 -306.98 168.7 -67.69 281.34 -139.89 513.76 334.17 260.65 183.5 2598.63
2014 -109.5 373.79 121.2 231.76 87.89 332.41 64.83 138.21 160.64 249.37 -77.48 -103.53 1469.59
2013 122.48 65.98 22.65 704.21 643.17 631.43 473.51 14.03 -128.12 109.31 -205.64 -333.14 2119.87
2012 443.13 -174.92 245.65 241.62 101.83 -376.47 684.28 -503.64 38.93 142.27 21.71 19.95 884.34
2011 390.21 -441.49 -294.28 -114.68 181.04 489.11 153.65 -493.09 275.31 -78.49 64.97 -156.75 -24.49
2010 485.79 421.47 529.52 334.26 726.77 965.06 275.68 -520.26 328.48 -565.24 349.11 -328.07 3002.57
2009 -143.98 512.45 97.77 796.86 1234.62 -68.67 -343.65 249.15 2245.4 327.82 451.87 255.25 5614.89
2008 406.45 1003.38 401.75 154.31 -71.4 793.41 -369.7 1133.26 114.76 -78.67 58.93 228.26 3774.74
2007 841.29 334.78 777.84 523.27 -4.26 231.89 113.86 -425.17 -36.89 29.2 -278.3 1015.91 3123.42
2006 152.6 253.05 -148.41 1768.63 364.18 330.28 -64.8 146.24 560.45 353.74 916.93 -298.46 4334.43
2005 470.12 -249.93 575.56 622.62 426.48 763.24 -353.37 -126.97 488.48 225.58 1370.11 -357.48 3854.44
2004 810.96 1175.58 96.8 -239.98 646.28 109.27 736.65 324.86 37.88 104.28 711.5 -363.31 4150.77
2003 0 0 0 0 269.58 337.91 1052.03 -13.79 201.28 304.24 742.89 132.33 3026.47

Stats

Strategy

Wins/Losses Ratio1.5 Payout Ratio (Avg Win/Loss)1 Average # of Bars in Trade0
AHPR0.03 Z-Score-19.12 Z-Probability99.9 %
Expectancy7.4 Deviation $ 64.66 Exposure-999999999 %
Stagnation in Days709 Stagnation in %10.28 %

Trades

# of Wins3475 # of Losses2322 # of Cancelled/Expired0
Gross Profit $ 130609.16 Gross Loss $ -87694.05 Average Win $ 37.59 Average Loss $ -37.77
Largest Win $ 429.91 Largest Loss $ -189.41 Max Consec Wins25 Max Consec Losses16
Avg Consec Wins3.33 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