Quant Analyzer Report
Frank3[EURCHF][M15][2010-2019-02]
Source: MT4Report| Symbol | EURCHF | Period | M15 : 04.01.2010 - 25.02.2019 |
|---|---|---|---|
| Initial deposit | 1000.0 | ||
| Parameters | - | ||
Total Profit
$ 425.72
Profit in pips
4236.1 pips
Yrly Avg profit
$ 46.45
Yrly Avg % ret
4.64 %
CAGR
3.61 %
# of trades
4889
Sharpe ratio
0.14
Profit factor
1.36
Return / DD ratio
5.67
Winning %
68.28 %
Drawdown
$ 75.13
% Drawdown
6.73 %
Daily Avg profit
$ 0.2
Mthly Avg profit
$ 3.87
Average trade
$ 0.57
Annual% / Max DD%
0.54
R Expectancy
0.11 R
R Exp score
61.11 R
SQN
7.44
SQN score
11.01
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | 2.68 | -2.42 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.26 |
| 2018 | 26.95 | -9.04 | -0.7 | 6.15 | -3.4 | -2.02 | -1.02 | 4.76 | -0.95 | -4.17 | 0.94 | 8.09 | 25.59 |
| 2017 | 12.14 | 4.27 | 2.63 | 5.01 | 4.21 | 10.22 | 0.11 | -7.29 | 3.61 | -4.35 | -1.42 | 7.12 | 36.26 |
| 2016 | 9.56 | 6.5 | 10.01 | 5.33 | 3.04 | 4.32 | 5.43 | 20.11 | 9.26 | 9.29 | 2.16 | -2.14 | 82.87 |
| 2015 | 6.21 | 2.35 | 10.83 | 8.92 | -3.41 | 4.13 | 0.08 | 2.51 | -6.48 | -3.51 | 1.44 | -1.26 | 21.81 |
| 2014 | -7.94 | 3.67 | 7.31 | -0.55 | -3.38 | -0.22 | -2.09 | -3.54 | 1.1 | 5.4 | -1.69 | 0.11 | -1.82 |
| 2013 | -11.71 | -4.5 | -0.19 | -4.01 | -8.57 | 3.44 | 9.74 | 2.18 | -7.42 | -2.41 | -2.75 | 3.15 | -23.05 |
| 2012 | 3.28 | 10.64 | 9.82 | 11.52 | 23.41 | 14.81 | 23.59 | 31.03 | 11.48 | 8.69 | 14.18 | 7.16 | 169.61 |
| 2011 | -1.08 | 0.24 | -17.32 | -8.97 | -3.14 | -12.45 | 3.72 | -25.08 | 26.07 | 21.6 | -3.13 | 23.49 | 3.95 |
| 2010 | 13.28 | 12.85 | 16.85 | 11.46 | 0.49 | -8.7 | 11.23 | 7.3 | 10.17 | 7.98 | 2.58 | 24.75 | 110.24 |
Stats
Strategy
| Wins/Losses Ratio | 2.15 | Payout Ratio (Avg Win/Loss) | 0.63 | Average # of Bars in Trade | 0 |
| AHPR | 0.01 | Z-Score | -22.24 | Z-Probability | 99.9 % |
| Expectancy | 0.09 | Deviation | $ 0.95 | Exposure | -999999999 % |
| Stagnation in Days | 835 | Stagnation in % | 25 % |
Trades
| # of Wins | 3338 | # of Losses | 1551 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 1606.16 | Gross Loss | $ -1180.44 | Average Win | $ 0.48 | Average Loss | $ -0.76 |
| Largest Win | $ 4.13 | Largest Loss | $ -3.66 | Max Consec Wins | 62 | Max Consec Losses | 17 |
| Avg Consec Wins | 4.66 | Avg Consec Loss | 2.16 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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