Quant Analyzer Report

StrategyTester_Tiger_Pro_AUDJPY_20050101-20161231

Source: MT4Report
Symbol AUDJPY Period D1 : 03.01.2005 - 30.12.2016
Initial deposit 10000.0
Parameters -
Total Profit
12615.9
pips
Profit in money
$ 11427.44
Yrly Avg profit
1051.68 pips
Yrly Avg % ret
9.53 %
CAGR
6.56 %
# of trades
1071
Sharpe ratio
0.07
Profit factor
1.16
Return / DD ratio
4.78
Winning %
49.86 %
Drawdown
2639.11 pips
% Drawdown
14.35 %
Daily Avg profit
2.92 pips
Mthly Avg profit
87.61 pips
Average trade
161.2 pips

Monthly Performance (pips)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2016 108.7 -217.8 -618.6 1163.9 -320.4 -608.7 -320.7 -241 493 -554 -173.9 195.4 -1094.1
2015 461.6 -589.6 133.1 -274 -420.9 -20.2 79 324 203 288.5 -99.9 398 482.6
2014 -484.6 -151.5 334.8 -41.2 -50.7 24.3 341.2 0 502.7 1244.9 556.9 -533.1 1743.7
2013 -626.4 -93.1 850.8 -249.5 789.8 -101.1 -665.9 -436.6 -102 116.8 -339.8 -581.3 -1438.3
2012 -142.4 -41.3 -44.1 215.5 -90.6 -299.6 -66.5 258.8 241.8 32.2 1524.9 -460.6 1128.1
2011 -301.1 689 1746.1 -579.2 -797.7 -244.2 207.3 385.4 357.8 986.3 617.7 100.1 3167.5
2010 361.3 353.1 289.2 -49 648.9 382 -65.2 -349.9 -206.1 -339 -414.4 3.2 614.1
2009 -87.1 -64.8 -616.2 -67.5 218.9 -547.4 914.4 -644.6 -1021 789.5 531.4 -66.4 -660.8
2008 804.7 404.1 1339.5 -451 -148.1 -1065.9 1429.2 364.6 -812.8 2694.4 -186.1 355.3 4727.9
2007 286.7 134.8 -695.9 905.8 -175.1 -360.2 130.9 1293 1065.7 1444.3 -22.4 -1120.5 2887.1
2006 -303.3 -262.2 794.6 -492.1 298.1 -446.2 -458.9 -259.7 401.6 0 0 101.3 -626.8
2005 1061 -176.4 -299.6 -150.8 303.6 -583.6 -25.2 630.8 -298.8 183.4 -153.3 1193.8 1684.9

Stats

Strategy

Wins/Losses Ratio0.99 Payout Ratio (Avg Win/Loss)1.16 Average # of Bars in Trade0
AHPR0.08 Z-Score-4.52 Z-Probability100 %
Expectancy11.78 Deviation 254.15 pips Exposure-999999999 %
Stagnation in Days596 Stagnation in %13.61 %

Trades

# of Wins534 # of Losses537 # of Cancelled/Expired0
Gross Profit 92632.3 pips Gross Loss -80016.4 pips Average Win 173.47 pips Average Loss -149.01 pips
Largest Win 1055.8 pips Largest Loss -192.8 pips Max Consec Wins12 Max Consec Losses10
Avg Consec Wins2.3 Avg Consec Loss2.32 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