Quant Analyzer Report
StrategyTester_Tiger_Pro_GBPJPY3_20050101-20161231
Source: MT4Report
Symbol |
GBPJPY |
Period |
D1 : 03.01.2005 - 30.12.2016 |
Initial deposit |
10000.0 |
|
|
Parameters |
- |
Total Profit
27409.4
pips
Profit in money
$ 24826.29
Yrly Avg profit
2284.08 pips
Daily Avg profit
6.9 pips
Mthly Avg profit
190.34 pips
Average trade
103.91 pips
Stats
Strategy
Wins/Losses Ratio | 0.91 |
Payout Ratio (Avg Win/Loss) | 1.37 |
Average # of Bars in Trade | 0 |
AHPR | 0.06 |
Z-Score | -3.65 |
Z-Probability | 99.99 % |
Expectancy | 11.47 |
Deviation | 172.83 pips
|
Exposure | -999999999 % |
Stagnation in Days | 1150 |
Stagnation in % | 26.26 % |
| |
Trades
| |
# of Wins | 1002 |
# of Losses | 1101 |
# of Cancelled/Expired | 286 |
Gross Profit | 137824.2 pips
|
Gross Loss | -110414.8 pips
|
Average Win | 137.55 pips
|
Average Loss | -100.29 pips
|
Largest Win | 998 pips
|
Largest Loss | -152.6 pips
|
Max Consec Wins | 7 |
Max Consec Losses | 13 |
Avg Consec Wins | 1.93 |
Avg Consec Loss | 2.67 |
Avg # of Bars in Wins | 0 |
Avg # of Bars in Losses | 0 |
Charts
Click on the chart to see bigger image
Report generated by Quant Analyzer