Quant Analyzer Report
EURUSD
Source: MT4Report| Symbol | EURUSD | Period | M30 : 01.01.2010 - 19.01.2018 |
|---|---|---|---|
| Initial deposit | 100.0 | ||
| Parameters | - | ||
Total Profit
$ 810.81
Profit in pips
8150.3 pips
Yrly Avg profit
$ 100.31
Yrly Avg % ret
100.31 %
CAGR
27.82 %
# of trades
24324
Sharpe ratio
0.04
Profit factor
2.15
Return / DD ratio
51.84
Winning %
87.07 %
Drawdown
$ 15.64
% Drawdown
12.28 %
Daily Avg profit
$ 0.32
Mthly Avg profit
$ 8.36
Average trade
$ 0.09
Annual% / Max DD%
2.27
R Expectancy
0.02 R
R Exp score
68.23 R
SQN
9.89
SQN score
20.47
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2018 | 5.07 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 5.07 |
| 2017 | 10.75 | 1.9 | 11.33 | -2.31 | -0.54 | 11.04 | 13.46 | 10.43 | 2.37 | 3.46 | 0.55 | 4.2 | 66.64 |
| 2016 | 11.13 | 2.59 | 15.02 | 7.11 | 11.42 | 2.22 | 12.23 | 12.66 | 4.3 | 8.54 | -0.07 | 12.22 | 99.37 |
| 2015 | -0.32 | 6.67 | 22.06 | 35.3 | 12.77 | 38.09 | 0.01 | 7.54 | 17.45 | 13.24 | -3.72 | -4.11 | 144.98 |
| 2014 | 10.82 | 6.32 | 6.8 | 3.62 | 0.66 | 1.93 | 5.19 | -2.63 | -2.63 | 15.79 | 5.39 | 12.39 | 63.65 |
| 2013 | 34.06 | 19.61 | -0.17 | 10.46 | 20.61 | -4.36 | 5.16 | 1.47 | 8.85 | 20.54 | 18.64 | 1.08 | 135.95 |
| 2012 | -7.16 | 16.13 | 30.85 | 8.13 | 13.19 | 29.33 | 3.99 | -1.75 | -0.28 | 4.17 | 7.53 | 0.5 | 104.63 |
| 2011 | 1.3 | 0.61 | 3.3 | 11.83 | 21.75 | 22.14 | 14.99 | 7.39 | 17.43 | 7.76 | 15.32 | 15.44 | 139.26 |
| 2010 | -4.01 | -7.62 | 5.78 | 1.13 | 23.02 | -7.26 | 8.03 | -0.56 | 17.29 | 3.45 | -3.65 | 15.66 | 51.26 |
Stats
Strategy
| Wins/Losses Ratio | 6.74 | Payout Ratio (Avg Win/Loss) | 0.32 | Average # of Bars in Trade | 0 |
| AHPR | 0.01 | Z-Score | -1.28 | Z-Probability | 89.97 % |
| Expectancy | 0.03 | Deviation | $ 0.53 | Exposure | -999999999 % |
| Stagnation in Days | 103 | Stagnation in % | 3.5 % |
Trades
| # of Wins | 3233 | # of Losses | 480 | # of Cancelled/Expired | 20611 | ||
| Gross Profit | $ 1516.52 | Gross Loss | $ -705.71 | Average Win | $ 0.47 | Average Loss | $ -1.47 |
| Largest Win | $ 5.2 | Largest Loss | $ -7.15 | Max Consec Wins | 6 | Max Consec Losses | 132 |
| Avg Consec Wins | 1.34 | Avg Consec Loss | 8.77 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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