Quant Analyzer Report
Frank3[USDJPY][M15][2010-2019-02]
Source: MT4Report| Symbol | USDJPY | Period | M15 : 06.01.2010 - 25.02.2019 |
|---|---|---|---|
| Initial deposit | 1000.0 | ||
| Parameters | - | ||
Total Profit
$ 200.6
Profit in pips
2241.9 pips
Yrly Avg profit
$ 21.88
Yrly Avg % ret
2.19 %
CAGR
1.85 %
# of trades
2891
Sharpe ratio
0.11
Profit factor
1.19
Return / DD ratio
2.19
Winning %
64.41 %
Drawdown
$ 91.8
% Drawdown
8.21 %
Daily Avg profit
$ 0.09
Mthly Avg profit
$ 1.82
Average trade
$ 0.8
Annual% / Max DD%
0.22
R Expectancy
0.07 R
R Exp score
21.24 R
SQN
3.93
SQN score
2.75
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | 2.92 | 4.96 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 7.88 |
| 2018 | 6.98 | 14.94 | 1.68 | 2.41 | -0.09 | -1.01 | 3.35 | 0.48 | 6.1 | -3.3 | 2.55 | -3.64 | 30.45 |
| 2017 | -7.5 | -1.05 | 0.2 | 11.74 | 10.59 | 6.64 | 9.21 | -6.55 | -4.32 | 8.84 | -2.79 | 0.94 | 25.95 |
| 2016 | -6.9 | -9.29 | 2.59 | 14 | -1.44 | 8.57 | -8.27 | 7.29 | 3.87 | 5.27 | 2.08 | -2.08 | 15.69 |
| 2015 | 11.53 | 5.93 | 1.48 | 7.75 | 1.4 | 0.67 | 6.54 | 2.82 | 1.09 | 4.13 | 3.32 | 1.66 | 48.32 |
| 2014 | 2.07 | 5.61 | 5.98 | 2.94 | -1.21 | 4.87 | 4.01 | 3.6 | -2.08 | 5.45 | 3.87 | -0.27 | 34.84 |
| 2013 | -23.92 | -9.5 | -9.03 | -10.68 | -7.94 | -6.56 | -7.31 | 7.87 | 3.37 | 6.56 | -4.56 | -4.93 | -66.63 |
| 2012 | 7.47 | -2.23 | 2.99 | 4.31 | 9.52 | 2.05 | 6.35 | 2.01 | 4.18 | -1.66 | 0.57 | -11.35 | 24.21 |
| 2011 | 6.25 | -0.09 | -0.53 | -4.25 | 5.39 | 8.36 | 5.35 | -4.9 | 8.95 | 8.47 | 0.38 | 14.47 | 47.85 |
| 2010 | 10.14 | 3.65 | -6.35 | 6.74 | -8.82 | 6.52 | 1.85 | -4.29 | 2.3 | 8.45 | 6.22 | 5.63 | 32.04 |
Stats
Strategy
| Wins/Losses Ratio | 1.81 | Payout Ratio (Avg Win/Loss) | 0.66 | Average # of Bars in Trade | 0 |
| AHPR | 0.01 | Z-Score | -11.47 | Z-Probability | 99.9 % |
| Expectancy | 0.07 | Deviation | $ 1.2 | Exposure | -999999999 % |
| Stagnation in Days | 1073 | Stagnation in % | 32.14 % |
Trades
| # of Wins | 1862 | # of Losses | 1029 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 1261.94 | Gross Loss | $ -1061.34 | Average Win | $ 0.68 | Average Loss | $ -1.03 |
| Largest Win | $ 3.82 | Largest Loss | $ -2.1 | Max Consec Wins | 24 | Max Consec Losses | 9 |
| Avg Consec Wins | 3.57 | Avg Consec Loss | 1.98 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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