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Mean Reversion Pro v2

EURUSD H1 (2020-2024) · April 17, 2026

Your Strategy Verdict

85/100
You may have an edge — but it's not stable yet

This is based on real trade data. Not assumptions.

What this means

Your strategy shows signs of a statistical edge, but instability means it may break under pressure.

You're only seeing part of the picture.

Based on your results, you're currently making trading decisions without seeing critical data.

Most traders realize this too late.

The real risk — and the real edge — is hidden below.

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Strategy Diagnostics

📅
Performance by Weekday
Negative Diagnostic

Your strategy loses money on Wednesdays with a negative expectancy.

CONSEJO DE DIAGNÓSTICOYou may want to review trades taken on Wednesdays.

🕒
Session Performance
Positive Diagnostic

Your best performance occurs during the London session.

CONSEJO DE DIAGNÓSTICOConsider focusing your trading during these hours for maximum edge.

📉
Drawdown Profile
Positive Diagnostic

Your drawdowns are optimal than average for similar strategies.

CONSEJO DE DIAGNÓSTICOReview your position sizing rules to ensure drawdown stays below 20%.

🎯
Win Rate dependency
Informational Diagnostic

Your profitability depends heavily on risk-reward ratio (large wins).

CONSEJO DE DIAGNÓSTICOEnsure your stop losses are always respected to protect this edge.

📊
SQN (System Quality Number)0
Negative Diagnostic

Poor

CONSEJO DE DIAGNÓSTICOSQN measures strategy quality based on expectancy and standard deviation normalized by trade count.

🔗
Z-Score (Correlation)0
Neutral Diagnostic

Random

CONSEJO DE DIAGNÓSTICOZ-Score measures trade dependency. A high score suggests wins/losses are clustered.

🎲
Monte Carlo Analysis0
Positive Diagnostic

Robust Variance

CONSEJO DE DIAGNÓSTICOSimulates thousands of variations of your trade sequence to identify worst-case outcomes and survival probability.

Risk of Ruin??? (calculated with over 10,000 Monte Carlo simulations)
Expected Drawdown???%
Time to Ruin??? trades

Edge Alerts

🎯

You have a statistically solid Edge with a Profit Factor of 1.84.

Key Metrics

Win Rate

45.0%

Below 50%

Profit Factor

1.84

Excellent

Expectancy

+0.42 R

Per trade

Max Drawdown

12.5%

Worst peak-to-trough

Sample Size

436

Statistically robust

Equity Curve

Equity Curve (R-Multiples)

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You're only seeing part of the picture

You're only seeing a surface-level analysis. You still don't know:

  • If your edge survives different market conditions
  • How fragile your strategy really is
  • What happens under drawdown pressure

"Most traders believe they have an edge.
Few actually do."

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