Quant Analyzer Report
StrategyTester_Tiger_Pro_AUDJPY_20050101-20161231
Source: MT4Report| Symbol | AUDJPY | Period | D1 : 03.01.2005 - 30.12.2016 |
|---|---|---|---|
| Initial deposit | 10000.0 | ||
| Parameters | - | ||
Total Profit
12615.9
pips
Profit in money
$ 11427.44
Yrly Avg profit
1051.68 pips
Yrly Avg % ret
9.53 %
CAGR
6.56 %
# of trades
1071
Sharpe ratio
0.07
Profit factor
1.16
Return / DD ratio
4.78
Winning %
49.86 %
Drawdown
2639.11 pips
% Drawdown
14.35 %
Daily Avg profit
2.92 pips
Mthly Avg profit
87.61 pips
Average trade
161.2 pips
Monthly Performance (pips)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2016 | 108.7 | -217.8 | -618.6 | 1163.9 | -320.4 | -608.7 | -320.7 | -241 | 493 | -554 | -173.9 | 195.4 | -1094.1 |
| 2015 | 461.6 | -589.6 | 133.1 | -274 | -420.9 | -20.2 | 79 | 324 | 203 | 288.5 | -99.9 | 398 | 482.6 |
| 2014 | -484.6 | -151.5 | 334.8 | -41.2 | -50.7 | 24.3 | 341.2 | 0 | 502.7 | 1244.9 | 556.9 | -533.1 | 1743.7 |
| 2013 | -626.4 | -93.1 | 850.8 | -249.5 | 789.8 | -101.1 | -665.9 | -436.6 | -102 | 116.8 | -339.8 | -581.3 | -1438.3 |
| 2012 | -142.4 | -41.3 | -44.1 | 215.5 | -90.6 | -299.6 | -66.5 | 258.8 | 241.8 | 32.2 | 1524.9 | -460.6 | 1128.1 |
| 2011 | -301.1 | 689 | 1746.1 | -579.2 | -797.7 | -244.2 | 207.3 | 385.4 | 357.8 | 986.3 | 617.7 | 100.1 | 3167.5 |
| 2010 | 361.3 | 353.1 | 289.2 | -49 | 648.9 | 382 | -65.2 | -349.9 | -206.1 | -339 | -414.4 | 3.2 | 614.1 |
| 2009 | -87.1 | -64.8 | -616.2 | -67.5 | 218.9 | -547.4 | 914.4 | -644.6 | -1021 | 789.5 | 531.4 | -66.4 | -660.8 |
| 2008 | 804.7 | 404.1 | 1339.5 | -451 | -148.1 | -1065.9 | 1429.2 | 364.6 | -812.8 | 2694.4 | -186.1 | 355.3 | 4727.9 |
| 2007 | 286.7 | 134.8 | -695.9 | 905.8 | -175.1 | -360.2 | 130.9 | 1293 | 1065.7 | 1444.3 | -22.4 | -1120.5 | 2887.1 |
| 2006 | -303.3 | -262.2 | 794.6 | -492.1 | 298.1 | -446.2 | -458.9 | -259.7 | 401.6 | 0 | 0 | 101.3 | -626.8 |
| 2005 | 1061 | -176.4 | -299.6 | -150.8 | 303.6 | -583.6 | -25.2 | 630.8 | -298.8 | 183.4 | -153.3 | 1193.8 | 1684.9 |
Stats
Strategy
| Wins/Losses Ratio | 0.99 | Payout Ratio (Avg Win/Loss) | 1.16 | Average # of Bars in Trade | 0 |
| AHPR | 0.08 | Z-Score | -4.52 | Z-Probability | 100 % |
| Expectancy | 11.78 | Deviation | 254.15 pips | Exposure | -999999999 % |
| Stagnation in Days | 596 | Stagnation in % | 13.61 % |
Trades
| # of Wins | 534 | # of Losses | 537 | # of Cancelled/Expired | 0 | ||
| Gross Profit | 92632.3 pips | Gross Loss | -80016.4 pips | Average Win | 173.47 pips | Average Loss | -149.01 pips |
| Largest Win | 1055.8 pips | Largest Loss | -192.8 pips | Max Consec Wins | 12 | Max Consec Losses | 10 |
| Avg Consec Wins | 2.3 | Avg Consec Loss | 2.32 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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