Quant Analyzer Report
GBPUSD
Source: MT4Report| Symbol | GBPUSD | Period | M30 : 05.01.2010 - 19.01.2018 |
|---|---|---|---|
| Initial deposit | 100.0 | ||
| Parameters | - | ||
Total Profit
$ 520.66
Profit in pips
5231.8 pips
Yrly Avg profit
$ 64.41
Yrly Avg % ret
64.41 %
CAGR
22.49 %
# of trades
21165
Sharpe ratio
0.04
Profit factor
1.5
Return / DD ratio
11.19
Winning %
85.16 %
Drawdown
$ 46.52
% Drawdown
11.61 %
Daily Avg profit
$ 0.23
Mthly Avg profit
$ 5.37
Average trade
$ 0.12
Annual% / Max DD%
1.94
R Expectancy
0.01 R
R Exp score
33.72 R
SQN
5.45
SQN score
8.47
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2018 | 11.24 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 11.24 |
| 2017 | 16.16 | -4.62 | 6.57 | -14.76 | 8.45 | 29.47 | -4.7 | -12.22 | 13.33 | 5.05 | 5.71 | -14.14 | 34.3 |
| 2016 | 5.59 | 18.8 | 28.72 | -4.54 | 13.48 | -9.73 | -1 | -3.83 | -9.52 | 3.32 | 2 | -12.08 | 31.21 |
| 2015 | -11.52 | 4.52 | 12.4 | 7.25 | 15.94 | 3.57 | 4.93 | 8.11 | 16.96 | 12.88 | 2.7 | -4.1 | 73.64 |
| 2014 | 5.27 | 10.26 | -4.38 | 10.57 | 6.75 | 8.27 | 1.98 | -6.52 | 5.7 | -5.38 | -7.31 | -3.54 | 21.67 |
| 2013 | -0.38 | 15.9 | 17.05 | 24.05 | 5.21 | -3.85 | 18.02 | -3.03 | 13.62 | 21.03 | 26.58 | 7.89 | 142.09 |
| 2012 | 1.59 | 7.7 | 6.29 | -4.31 | -0.44 | 8.96 | 11.36 | -2.41 | 8.28 | 0.1 | -4.35 | -1.21 | 31.56 |
| 2011 | -0.9 | 11.8 | -3.02 | -0.03 | 7.95 | 0.09 | -5.02 | 16.02 | -3.92 | 23.98 | 4.89 | 10.76 | 62.6 |
| 2010 | 17.62 | 0.68 | 26.06 | 6.87 | 7.41 | 10.07 | -8.43 | 6.07 | 15.53 | 12.26 | 26.07 | -7.86 | 112.35 |
Stats
Strategy
| Wins/Losses Ratio | 5.74 | Payout Ratio (Avg Win/Loss) | 0.26 | Average # of Bars in Trade | 0 |
| AHPR | 0.01 | Z-Score | -0.63 | Z-Probability | 73.57 % |
| Expectancy | 0.02 | Deviation | $ 0.66 | Exposure | -999999999 % |
| Stagnation in Days | 472 | Stagnation in % | 16.07 % |
Trades
| # of Wins | 3098 | # of Losses | 540 | # of Cancelled/Expired | 17527 | ||
| Gross Profit | $ 1552.81 | Gross Loss | $ -1032.15 | Average Win | $ 0.5 | Average Loss | $ -1.91 |
| Largest Win | $ 5.18 | Largest Loss | $ -25.7 | Max Consec Wins | 6 | Max Consec Losses | 121 |
| Avg Consec Wins | 1.34 | Avg Consec Loss | 7.83 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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