Quant Analyzer Report

eurusd

Source: MT4Report

Symbol	EURUSD	Period	M1 : 01.01.2010 - 28.02.2019
Initial deposit	1000.0
Parameters	-

Total Profit

$ 46125309.81

Profit in pips

13997 pips

Yrly Avg profit

$ 5031438.6

Yrly Avg % ret

503143.86 %

CAGR

192.68 %

# of trades

4869

Sharpe ratio

0.35

Profit factor

36577.33

Return / DD ratio

43735.18

Winning %

99.96 %

Drawdown

$ 1054.65

% Drawdown

45.21 %

Daily Avg profit

$ 15447.19

Mthly Avg profit

$ 419321

Average trade

$ 9473.78

Annual% / Max DD%

4.26

R Expectancy

15.02 R

R Exp score

7979.7 R

SQN

19.74

SQN score

201.22

generated by Quant Analyzer

Monthly Performance ($)

Stats

Strategy

Wins/Losses Ratio	2433.5	Payout Ratio (Avg Win/Loss)	15.03	Average # of Bars in Trade	0
AHPR	0.22	Z-Score	-10.04	Z-Probability	99.9 %
Expectancy	9473.26	Deviation	$ 33478.86	Exposure	-999999999 %
Stagnation in Days	84	Stagnation in %	2.51 %

Trades

		# of Wins	4867	# of Losses	2	# of Cancelled/Expired	0
Gross Profit	$ 46126570.88	Gross Loss	$ -1261.07	Average Win	$ 9477.41	Average Loss	$ -630.53
Largest Win	$ 1003494.18	Largest Loss	$ -685.56	Max Consec Wins	4434	Max Consec Losses	1
Avg Consec Wins	1622.33	Avg Consec Loss	1	Avg # of Bars in Wins	0	Avg # of Bars in Losses	0

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

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	YTD
2019	2550054.98	3140013.7	0	0	0	0	0	0	0	0	0	0	5690068.68
2018	1612222.71	1673255.62	1180272.11	566856.87	2706293.97	2070880.72	0	2527482.93	0	3283175.94	4024507.63	1652848.5	21297797
2017	390758.51	295149.09	566696.51	854779.04	1217715.14	454624.72	1568317.65	1232087.1	1006289.2	1192344.91	1025393.35	1050494.75	10854649.97
2016	273915.53	550304.44	510198.48	254011.82	172979.89	423839.69	402875.15	405609.06	0	472497.81	776321.42	760173.22	5002726.51
2015	122107.72	113052.53	181681.92	167497.79	178479.73	274763.64	186837.94	210514.62	239578.59	196724.91	330221.53	281970.13	2483431.05
2014	33584.13	38526.8	0	11831.17	26876.08	31934.26	43551.66	45310.33	47366.7	39546.52	55371.67	67696.43	441595.75
2013	16739.64	16784.55	11965.81	12830.12	23245.66	14760.66	25197	14987.23	30143.64	15305.32	25335.58	21629.17	228924.38
2012	5295.56	7090.64	5621.81	4697.64	7050.46	9488.33	7409.48	6138.81	6069.99	10042.3	11131.1	5078.58	85114.7
2011	1356.37	838.1	1035.68	1207	2063.33	1467.94	2107.67	3584.05	4605.43	4986.77	7522.99	3831.5	34606.83
2010	518.84	330.98	-202.47	-128.49	530.68	459.26	491.79	394.61	653.71	903.01	1267.15	1175.87	6394.94