Quant Analyzer Report
Frank3[GBPUSD][M15][2010-2019-02]
Source: MT4Report| Symbol | GBPUSD | Period | M15 : 05.01.2010 - 25.02.2019 |
|---|---|---|---|
| Initial deposit | 1000.0 | ||
| Parameters | - | ||
Total Profit
$ 93.95
Profit in pips
1120.3 pips
Yrly Avg profit
$ 10.25
Yrly Avg % ret
1.02 %
CAGR
0.9 %
# of trades
1876
Sharpe ratio
0
Profit factor
1.12
Return / DD ratio
2.82
Winning %
67.54 %
Drawdown
$ 33.32
% Drawdown
3.11 %
Daily Avg profit
$ 0.06
Mthly Avg profit
$ 0.85
Average trade
$ 0.87
Annual% / Max DD%
0.29
R Expectancy
0.04 R
R Exp score
8.07 R
SQN
1.99
SQN score
0.88
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | -11.78 | 12.95 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1.17 |
| 2018 | -4.73 | -0.69 | 2.56 | -2.83 | -2.82 | -5.12 | -4.14 | -0.35 | 2.3 | -0.19 | 6.87 | 16.69 | 7.55 |
| 2017 | 0.68 | -6.33 | 0.66 | 7.1 | -4.32 | -4.29 | -4.51 | 7.39 | 2.11 | 4.87 | 4.28 | 3.59 | 11.23 |
| 2016 | 2.63 | 5.33 | 5.73 | -1.26 | -5.76 | 1.85 | -15.92 | 1.78 | 4.65 | 5.82 | 3.41 | 9.85 | 18.11 |
| 2015 | -12.77 | 4.67 | -5.37 | 4.16 | -18.93 | 3.34 | 1.93 | 2.19 | 0.92 | 3.9 | -2.25 | 2.64 | -15.57 |
| 2014 | -0.23 | -0.2 | 3.28 | 5.14 | 2.29 | -2.54 | 2.95 | 0.54 | -7.78 | 2.61 | 0.43 | 4.9 | 11.39 |
| 2013 | -3.64 | 5.97 | 1.32 | 2.38 | 4.75 | -4.3 | -2.11 | -2.87 | 0.45 | 3.41 | 1.68 | -1.07 | 5.97 |
| 2012 | 8 | -8.08 | -2.24 | 3.97 | -10.75 | -5.01 | 6.85 | 1.91 | 3.13 | -1.76 | 2.94 | 7.7 | 6.66 |
| 2011 | 3.97 | 8.37 | -1.77 | -5.05 | -4.35 | -2.71 | 8.83 | -4.71 | -1.05 | 1.39 | 9.5 | -4.24 | 8.18 |
| 2010 | 12.94 | 0.82 | -5.51 | 16.02 | -5.54 | -0.8 | 7.03 | 2.79 | 5.37 | 3.08 | 2.68 | 0.38 | 39.26 |
Stats
Strategy
| Wins/Losses Ratio | 2.08 | Payout Ratio (Avg Win/Loss) | 0.54 | Average # of Bars in Trade | 0 |
| AHPR | 0 | Z-Score | -7.04 | Z-Probability | 0 % |
| Expectancy | 0.05 | Deviation | $ 1.37 | Exposure | -999999999 % |
| Stagnation in Days | 845 | Stagnation in % | 25.31 % |
Trades
| # of Wins | 1267 | # of Losses | 609 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 864.75 | Gross Loss | $ -770.8 | Average Win | $ 0.68 | Average Loss | $ -1.27 |
| Largest Win | $ 4.3 | Largest Loss | $ -9.1 | Max Consec Wins | 18 | Max Consec Losses | 7 |
| Avg Consec Wins | 3.68 | Avg Consec Loss | 1.77 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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