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
Yrly Avg % ret
20.69 %
CAGR
10.96 %
# of trades
2389
Sharpe ratio
0.08
Profit factor
1.25
Return / DD ratio
10.3
Winning %
47.65 %
Drawdown
2661.87 pips
% Drawdown
18.4 %
Daily Avg profit
6.9 pips
Mthly Avg profit
190.34 pips
Average trade
103.91 pips

Monthly Performance (pips)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2016 882.5 1376.6 -541.6 473.7 -438.6 101.5 2014.8 1691.1 -146.9 -396.7 320.1 -27.4 5309.1
2015 -275 -74.7 705.1 383.7 12.6 731.9 263.1 1312.2 -248.9 25.2 40.8 1512.5 4388.5
2014 -55.4 361.8 356.2 -252.2 -355.1 -267.1 -309.8 -316.3 852.3 1801.4 296.5 -103.7 2008.6
2013 -321 583.3 1161.5 -77.8 202.7 -712.1 164 -84.6 361.3 270.1 1430.3 48.6 3026.3
2012 409.5 1532.9 -351.9 -109.5 1096.4 -22.4 -187.1 -356.7 268 -293.4 672.8 550.9 3209.5
2011 -278.3 25.9 300.7 -23.5 -57.4 -450.3 422.5 -440.4 603.9 -213.3 158.6 -214.1 -165.7
2010 -1220.1 1746.2 54.5 -713.3 394.4 -789.9 -244.5 328.1 -887.8 -106.7 -323 518 -1244.1
2009 -43.6 1140.1 -153.8 -115.9 -327.7 524.5 -557.3 395.5 -969.5 407.8 -51.2 272.8 521.7
2008 1670.6 -115 9.5 712.5 516.6 -15 70.9 2075.2 457.1 1616.2 -752.5 -397.7 5848.4
2007 754.9 648.7 -408.7 297.6 210.7 385.9 619.7 571.8 -761.5 580 343.1 -441.6 2800.6
2006 1013.8 272.8 -981.9 551.2 -371.9 -7.4 -365.6 67.8 -235 -664.7 -19 36.7 -703.2
2005 833.3 -287.1 -246.4 287.2 9.2 -47.3 143.4 319.7 -480.5 811 102.9 964.3 2409.7

Stats

Strategy

Wins/Losses Ratio0.91 Payout Ratio (Avg Win/Loss)1.37 Average # of Bars in Trade0
AHPR0.06 Z-Score-3.65 Z-Probability99.99 %
Expectancy11.47 Deviation 172.83 pips Exposure-999999999 %
Stagnation in Days1150 Stagnation in %26.26 %

Trades

# of Wins1002 # of Losses1101 # of Cancelled/Expired286
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 Wins7 Max Consec Losses13
Avg Consec Wins1.93 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