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 Ratio | 0.84 | Payout Ratio (Avg Win/Loss) | 1.28 | Average # of Bars in Trade | 0 |
| AHPR | 0.01 | Z-Score | -14.89 | Z-Probability | 99.9 % |
| Expectancy | 2.4 | Deviation | 109.33 pips | Exposure | -999999999 % |
| Stagnation in Days | 977 | Stagnation in % | 22.31 % |
Trades
| # of Wins | 3229 | # of Losses | 3866 | # of Cancelled/Expired | 0 | ||
| 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 Wins | 10 | Max Consec Losses | 14 |
| Avg Consec Wins | 2.23 | Avg Consec Loss | 2.67 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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