Quant Analyzer Report

StrategyTester_Tiger_Pro_EURJPY_20050101-20161231

Source: MT4Report
Symbol EURJPY Period D1 : 03.01.2005 - 30.12.2016
Initial deposit 10000.0
Parameters -
Total Profit
9535.4
pips
Profit in money
$ 8636.18
Yrly Avg profit
794.84 pips
Yrly Avg % ret
7.2 %
CAGR
5.32 %
# of trades
2371
Sharpe ratio
0.04
Profit factor
1.09
Return / DD ratio
3.47
Winning %
57.82 %
Drawdown
2747.71 pips
% Drawdown
25.42 %
Daily Avg profit
2.3 pips
Mthly Avg profit
66.22 pips
Average trade
90.68 pips

Monthly Performance (pips)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2016 490.9 707 -25.8 596.2 -1005.5 475.6 265.6 -27.2 -529.3 616.8 292.1 -582 1274.4
2015 308.8 -155 801.5 433.4 212.1 879.8 -255.9 -448.1 235.9 -227.7 -68.6 720.5 2436.7
2014 -81.1 -254.6 110.2 -88.1 18.2 -625.7 98.5 -230.9 63.1 571 689.1 -457.6 -187.9
2013 -772.2 -198.2 999.3 -729.3 -196.9 -151.7 -601.1 -261.3 -429.9 -38.5 924.4 166.7 -1288.7
2012 678.2 1138.8 -155.4 181.4 1029.9 -153 3.2 65.3 480 202.8 42.4 447.6 3961.2
2011 244.2 -349.9 415.9 948.8 14.1 -499.3 553 -834 689.2 547.9 642.6 241.4 2613.9
2010 -435.7 -424.7 765.4 -582 91.8 82.8 -1130.5 376.6 -406.9 -326.8 142.9 -618.4 -2465.5
2009 -565.1 -135.1 -136.3 296 -291.5 341.7 230.4 -220.7 -201.4 590.4 -252.6 188.8 -155.4
2008 212.1 325.2 -502.6 638.2 -257.1 54 -827 122.1 903 1591.1 -199.2 805.8 2865.6
2007 58.5 28.7 -208 49.7 -119.6 292.4 507.2 725 419.7 637.9 -395.3 238.1 2234.3
2006 112 -212.7 57.4 -610.9 62.3 -378.3 -552.4 -112.5 -253.7 -124.7 14.3 -189.7 -2188.9
2005 764 -323.5 -456.6 -186.5 -21.1 126.7 611 335.6 -288 -6.6 -79 -40.3 435.7

Stats

Strategy

Wins/Losses Ratio1.37 Payout Ratio (Avg Win/Loss)0.8 Average # of Bars in Trade0
AHPR0.03 Z-Score-2.86 Z-Probability99.79 %
Expectancy4.02 Deviation 139.79 pips Exposure-999999999 %
Stagnation in Days889 Stagnation in %20.3 %

Trades

# of Wins1371 # of Losses1000 # of Cancelled/Expired0
Gross Profit 112268.7 pips Gross Loss -102733.3 pips Average Win 81.89 pips Average Loss -102.73 pips
Largest Win 504.3 pips Largest Loss -135.1 pips Max Consec Wins13 Max Consec Losses7
Avg Consec Wins2.52 Avg Consec Loss1.83 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