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

Monthly Performance ($)

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

Stats

Strategy

Wins/Losses Ratio2433.5 Payout Ratio (Avg Win/Loss)15.03 Average # of Bars in Trade0
AHPR0.22 Z-Score-10.04 Z-Probability99.9 %
Expectancy9473.26 Deviation $ 33478.86 Exposure-999999999 %
Stagnation in Days84 Stagnation in %2.51 %

Trades

# of Wins4867 # of Losses2 # of Cancelled/Expired0
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 Wins4434 Max Consec Losses1
Avg Consec Wins1622.33 Avg Consec Loss1 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