Quant Analyzer Report

eurusd (1)

Source: MT4Report
Symbol EURUSD Period M1 : 01.01.2010 - 01.03.2019
Initial deposit 1000.0
Parameters -
Total Profit
$ 350733208.24
Profit in pips
18809.2 pips
Yrly Avg profit
$ 37916095.96
Yrly Avg % ret
3791609.6 %
CAGR
258.51 %
# of trades
3763
Sharpe ratio
1.26
Profit factor
6.84
Return / DD ratio
34.96
Winning %
96.6 %
Drawdown
$ 10031281.38
% Drawdown
5.4 %
Daily Avg profit
$ 115069.95
Mthly Avg profit
$ 3159758.63
Average trade
$ 125122.66
Annual% / Max DD%
47.87
R Expectancy
0.2 R
R Exp score
80.82 R
SQN
16.58
SQN score
89.79

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2019 37794642.43 -7960918.99 -597263.55 0 0 0 0 0 0 0 0 0 29236459.89
2018 22998738.81 5820844.69 1673754.74 9475012.15 13190928.85 27947189.7 21783874.54 13662165.01 24136734.09 4539039.93 14727968.7 21704575.45 181660826.66
2017 7473480.75 -2107860.82 1871037.17 867813.5 5524675.59 10169641.49 9161035.56 550753.17 14993088.16 2666443.11 11237749.64 12825437.73 75233295.05
2016 -81533.75 4630217.77 2711242.66 863156.7 2402506.74 7200638.9 4491434.1 899935.1 5214990.27 650061.68 5036781.62 3372528.45 37391960.24
2015 815571.83 710606.36 1269984.61 1644113.31 1232096.53 2770137.06 2982443.08 2749473.7 218841.12 2621893.44 2548646.52 2128963.47 21692771.03
2014 -22313.78 189115.86 40088.16 0 288345.95 334616.74 284740.96 320364.57 207673.8 461360.69 126818.69 570755.24 2801566.88
2013 35691.76 151797.46 109973.71 152634.37 9031.24 139016.09 189032.45 81574.73 194365.75 142574.73 376139.97 343704.48 1925536.74
2012 31771.4 58331.65 41980.25 8492.8 70604.8 72949.53 56334.88 17861.66 25365.18 47514.46 5776.54 70522.99 507506.14
2011 5456.76 3074.69 7464.06 7146.07 10395.83 11990.35 28788.43 21160.26 29705.14 36597.1 41469.46 56892.78 260140.93
2010 485.85 418.13 363.78 627.14 1232.1 2229.56 1452.19 1306.73 2095.18 3158.25 5874.12 3901.65 23144.68

Stats

Strategy

Wins/Losses Ratio28.4 Payout Ratio (Avg Win/Loss)0.24 Average # of Bars in Trade0
AHPR0.34 Z-Score-0.69 Z-Probability75.49 %
Expectancy93205.74 Deviation $ 346219.23 Exposure-999999999 %
Stagnation in Days59 Stagnation in %1.76 %

Trades

# of Wins3635 # of Losses128 # of Cancelled/Expired0
Gross Profit $ 410784886.67 Gross Loss $ -60051678.43 Average Win $ 113008.22 Average Loss $ -469153.74
Largest Win $ 1473098.84 Largest Loss $ -9434017.83 Max Consec Wins194 Max Consec Losses2
Avg Consec Wins29.55 Avg Consec Loss1.04 Avg # of Bars in Wins0 Avg # of Bars in Losses0

Charts

Click on the chart to see bigger image

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