Quant Analyzer Report

StrategyTester_Ichiro_Pro_EURJPY2_20050101-20161231

Source: MT4Report
Symbol EURJPY Period H4 : 03.01.2005 - 30.12.2016
Initial deposit 10000.0
Parameters -
Total Profit
17037.2
pips
Profit in money
$ 15431.59
Yrly Avg profit
1419.74 pips
Yrly Avg % ret
12.86 %
CAGR
8.09 %
# of trades
7095
Sharpe ratio
0.02
Profit factor
1.07
Return / DD ratio
3.89
Winning %
45.51 %
Drawdown
4383.94 pips
% Drawdown
17.82 %
Daily Avg profit
3.92 pips
Mthly Avg profit
118.31 pips
Average trade
68.4 pips

Monthly Performance (pips)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2016 -73.3 1217.5 -1126.4 185.3 -427.6 700.9 149.9 -361.7 -667 39.8 27.6 245.6 -89.4
2015 1120.9 -557.9 -314.5 -294.1 309.1 -484.9 -591.3 -594.4 461.1 -336.2 -929.8 -205 -2417
2014 57.8 -333.5 -375.3 -348.2 57.9 -66.9 -8.5 -246.3 453.7 129.9 990.9 -366.3 -54.8
2013 1310 63.8 519.3 1534.3 -917.7 279.8 -1046.1 -178.7 337.3 420.8 529.7 753.2 3605.7
2012 684.2 199 288.4 872.1 348.9 -513.9 325.8 -431.4 216.8 191.9 437.3 447.7 3066.8
2011 591.7 -830.1 1421.2 841.6 147.2 -559.1 1057.2 -1242.1 -510.7 8 -362.7 -281.9 280.3
2010 -777.8 663 592.3 730.7 -213.6 -1163.3 -1031.4 339.1 -274.7 -779.5 543.4 -574.1 -1945.9
2009 560.4 -338.8 1195.4 2055.6 -679.9 -1024.2 791.7 -720 -33.5 2203.3 238.5 847.5 5096
2008 -129.4 -137.7 -805.9 229 -189.5 -289.3 475.1 1204.5 2322 2894.9 347.4 190.6 6111.7
2007 254.3 1065.2 1486.7 -1295.1 -563.3 -33.5 500.9 2090.8 258.2 -44.8 -1097 370.1 2992.5
2006 190.6 1056.7 300.3 122.8 -208.3 -296.2 -39.9 -585.9 -388 174.1 -218.7 402.7 510.2
2005 -1255.1 -104 -53.7 392.7 36.2 127 665.2 124.3 -125.5 27.2 -119.5 166.3 -118.9

Stats

Strategy

Wins/Losses Ratio0.84 Payout Ratio (Avg Win/Loss)1.28 Average # of Bars in Trade0
AHPR0.01 Z-Score-14.89 Z-Probability99.9 %
Expectancy2.4 Deviation 109.33 pips Exposure-999999999 %
Stagnation in Days977 Stagnation in %22.31 %

Trades

# of Wins3229 # of Losses3866 # of Cancelled/Expired0
Gross Profit 251149.9 pips Gross Loss -234112.7 pips Average Win 77.78 pips Average Loss -60.56 pips
Largest Win 577.2 pips Largest Loss -80.9 pips Max Consec Wins10 Max Consec Losses14
Avg Consec Wins2.23 Avg Consec Loss2.67 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