Quant Analyzer Report
USDJPY
Source: MT4Report| Symbol | USDJPY | Period | M30 : 06.01.2010 - 19.01.2018 |
|---|---|---|---|
| Initial deposit | 100.0 | ||
| Parameters | - | ||
Total Profit
$ 560.04
Profit in pips
5677.2 pips
Yrly Avg profit
$ 69.28
Yrly Avg % ret
69.28 %
CAGR
23.33 %
# of trades
30543
Sharpe ratio
0.05
Profit factor
1.73
Return / DD ratio
17.64
Winning %
83.95 %
Drawdown
$ 31.75
% Drawdown
15.76 %
Daily Avg profit
$ 0.26
Mthly Avg profit
$ 5.77
Average trade
$ 0.07
Annual% / Max DD%
1.48
R Expectancy
0.01 R
R Exp score
52.49 R
SQN
7.74
SQN score
18.35
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2018 | 16.27 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 16.27 |
| 2017 | 9.05 | -6.1 | -5.98 | 3.23 | 2.39 | 18.38 | -0.13 | 1.75 | 0.36 | -5.43 | 8.62 | 4.02 | 30.16 |
| 2016 | 10.92 | 2.86 | 5.38 | 7.12 | 12.15 | 9.86 | 12.86 | 16.53 | 10.21 | 0.37 | 13.56 | 4.07 | 105.89 |
| 2015 | -3.35 | 4.36 | 7.64 | 0.85 | -0.98 | 7.46 | 6.86 | 12.18 | -1.14 | 6.36 | 5.38 | 2.22 | 47.84 |
| 2014 | 14.12 | 3 | 20.32 | 6.21 | 10.11 | 0.25 | 3.86 | 6.49 | 4.16 | 15.51 | 11.41 | 16.4 | 111.84 |
| 2013 | 21.01 | 8.67 | 0.04 | 20.32 | 28.1 | 4.89 | 8.53 | 18.06 | 6.65 | 9.84 | 9.08 | 2.54 | 137.73 |
| 2012 | -9.9 | 6.33 | -2.11 | 6.84 | -2.1 | -8.76 | -9.74 | 5.23 | 8.84 | 0.07 | 23.65 | 0.55 | 18.9 |
| 2011 | 2.83 | -7.15 | 13.12 | 3.75 | 14.95 | -7.5 | -4.53 | -3.04 | 10.7 | 16.34 | 1.48 | -8.74 | 32.21 |
| 2010 | -3.8 | 3.59 | 3.07 | -0.04 | 6.75 | 3.27 | -0.36 | 12.75 | 1.26 | -1.33 | 22 | 12.04 | 59.2 |
Stats
Strategy
| Wins/Losses Ratio | 5.23 | Payout Ratio (Avg Win/Loss) | 0.33 | Average # of Bars in Trade | 0 |
| AHPR | 0.01 | Z-Score | 0.4 | Z-Probability | 34.46 % |
| Expectancy | 0.02 | Deviation | $ 0.42 | Exposure | -999999999 % |
| Stagnation in Days | 343 | Stagnation in % | 11.68 % |
Trades
| # of Wins | 3018 | # of Losses | 577 | # of Cancelled/Expired | 26948 | ||
| Gross Profit | $ 1322.57 | Gross Loss | $ -762.53 | Average Win | $ 0.44 | Average Loss | $ -1.32 |
| Largest Win | $ 6.54 | Largest Loss | $ -5.01 | Max Consec Wins | 6 | Max Consec Losses | 147 |
| Avg Consec Wins | 1.31 | Avg Consec Loss | 11.9 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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