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
Yrly Avg % ret
11.07 %
CAGR
7.3 %
# of trades
1160
Sharpe ratio
0.08
Profit factor
1.25
Return / DD ratio
8.46
Winning %
40.93 %
Drawdown
1734.02 pips
% Drawdown
12.82 %
Daily Avg profit
4.02 pips
Mthly Avg profit
101.82 pips
Average trade
112.81 pips

Monthly Performance (pips)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2016 127.2 368.4 -326.1 -44.9 -625.7 11.9 -254.2 -11.9 -296.9 174.2 66.8 -518.4 -1329.6
2015 146 498.5 -188.8 703.9 -157.2 237.7 -174.8 500.1 251 275.4 -150.5 816.5 2757.8
2014 27.2 173 -61.4 -133.9 -82.6 -145.2 -77.1 140.4 539 897.8 72.8 1150.2 2500.2
2013 617.2 -432.8 -26.8 794 -421.6 420.2 -249.4 -93.1 8.2 -100.7 228.9 43.6 787.7
2012 -138.7 1121.3 395.2 -141.7 787.2 84.9 217.5 -148.8 97.6 -112.7 10.8 -87.7 2084.9
2011 155.9 -388.9 1778.3 -184.1 -72 -349.2 183.8 325 -172.6 -36.4 -242.8 718.9 1715.9
2010 140.8 -335.5 346.4 1055.8 672.4 -168.7 -534.9 738 188.2 -732.8 109.1 90.4 1569.2
2009 48.6 130.1 106.7 684.9 -372.5 -212.4 -270.4 22.6 653.9 -18.1 168.5 372.7 1314.6
2008 5.5 680.4 -285.1 300.3 -235.3 304.4 -287.7 1384.1 393.3 135.1 -174.9 233.6 2453.7
2007 483.9 -97.1 338.1 225.3 -460.8 151.6 225.8 782.8 483.7 -126 -979.5 -185.3 842.5
2006 -25.4 66.4 -14.6 171.2 -284 -222.8 -182.1 174.9 81.1 -104 -211.8 -14.5 -565.6
2005 128.5 108.5 -214 77.8 218.6 -514.1 388.8 376.1 -330.9 -146.6 409.1 28.8 530.6

Stats

Strategy

Wins/Losses Ratio0.69 Payout Ratio (Avg Win/Loss)1.81 Average # of Bars in Trade0
AHPR0.08 Z-Score-0.37 Z-Probability64.43 %
Expectancy12.64 Deviation 191.74 pips Exposure-999999999 %
Stagnation in Days399 Stagnation in %9.11 %

Trades

# of Wins458 # of Losses661 # of Cancelled/Expired41
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 Wins7 Max Consec Losses16
Avg Consec Wins1.72 Avg Consec Loss2.63 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