Quant Analyzer Report
StrategyTester_Socute_Pro_EURJPY1_20050101-20161231
Source: MT4Report
Symbol |
EURJPY |
Period |
D1 : 05.01.2005 - 30.12.2016 |
Initial deposit |
10000.0 |
|
|
Parameters |
- |
Total Profit
14661.9
pips
Profit in money
$ 13279.02
Yrly Avg profit
1222.5 pips
Daily Avg profit
4.02 pips
Mthly Avg profit
101.82 pips
Average trade
112.81 pips
Stats
Strategy
Wins/Losses Ratio | 0.69 |
Payout Ratio (Avg Win/Loss) | 1.81 |
Average # of Bars in Trade | 0 |
AHPR | 0.08 |
Z-Score | -0.37 |
Z-Probability | 64.43 % |
Expectancy | 12.64 |
Deviation | 191.74 pips
|
Exposure | -999999999 % |
Stagnation in Days | 399 |
Stagnation in % | 9.11 % |
| |
Trades
| |
# of Wins | 458 |
# of Losses | 661 |
# of Cancelled/Expired | 41 |
Gross Profit | 72760.2 pips
|
Gross Loss | -58098.3 pips
|
Average Win | 158.87 pips
|
Average Loss | -87.89 pips
|
Largest Win | 1273.4 pips
|
Largest Loss | -696.8 pips
|
Max Consec Wins | 7 |
Max Consec Losses | 16 |
Avg Consec Wins | 1.72 |
Avg Consec Loss | 2.63 |
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