Quant Analyzer Report
Night_Scalper_v1.0.pre6[CADCHF][M15][2010-2019-02]
Source: MT4Report| Symbol | CADCHF | Period | M15 : 05.01.2010 - 01.03.2019 |
|---|---|---|---|
| Initial deposit | 1000.0 | ||
| Parameters | - | ||
Total Profit
$ -366.2
Profit in pips
-3004 pips
Yrly Avg profit
$ -39.95
Yrly Avg % ret
-4 %
CAGR
-4.46 %
# of trades
1751
Sharpe ratio
-0.15
Profit factor
0.66
Return / DD ratio
-0.98
Winning %
53.28 %
Drawdown
$ 375.29
% Drawdown
37.34 %
Daily Avg profit
$ -0.21
Mthly Avg profit
$ -3.33
Average trade
$ 1.04
Annual% / Max DD%
-0.12
R Expectancy
-0.16 R
R Exp score
-30.04 R
SQN
-5.39
SQN score
-2.29
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | -1.37 | -0.02 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1.39 |
| 2018 | 2.44 | -3.72 | -5.99 | -1.4 | -2.21 | 4.36 | -2.78 | -1.43 | -5.98 | -6.21 | 0.13 | 4.59 | -18.2 |
| 2017 | 4.51 | -2.22 | 3.41 | -1.14 | 2.5 | -3.05 | -3.98 | -5.5 | -0.85 | -3.77 | 2.8 | -1.87 | -9.16 |
| 2016 | -14.3 | -3.2 | -12.37 | -1.59 | -6.67 | -9.83 | -3.26 | 0.79 | -12.32 | -0.37 | -0.85 | 0.41 | -63.56 |
| 2015 | -11.07 | -6.44 | 11.41 | 0.37 | -1.94 | 0.27 | 2.03 | -23.21 | -13.86 | 1.88 | -3.77 | -8.38 | -52.71 |
| 2014 | 2.2 | 1.29 | -3.29 | 0.45 | 0.07 | -0.8 | -0.31 | 0.29 | -2.02 | -8.99 | -1.54 | -0.57 | -13.22 |
| 2013 | -1 | -5.19 | 2.25 | -7.07 | -1.03 | -1.92 | -7.77 | 3.85 | -0.28 | -5.02 | -2.77 | -1.5 | -27.45 |
| 2012 | -2.5 | -0.27 | -1.12 | -9.54 | -5.23 | -0.5 | -1.85 | -2.59 | 4.14 | -5.64 | -2.92 | -0.09 | -28.11 |
| 2011 | 2.85 | -5.02 | -3.06 | -5.3 | -8.3 | -4.83 | -21.05 | -32.03 | -3.71 | 6.35 | 4.68 | -1.47 | -70.89 |
| 2010 | 1.14 | -0.59 | -23 | -20.34 | -44.75 | -8.44 | -11.82 | 7.93 | 17.99 | 3.16 | -6.11 | 3.32 | -81.51 |
Stats
Strategy
| Wins/Losses Ratio | 1.14 | Payout Ratio (Avg Win/Loss) | 0.58 | Average # of Bars in Trade | 0 |
| AHPR | -0.03 | Z-Score | -0.65 | Z-Probability | 74.22 % |
| Expectancy | -0.21 | Deviation | $ 2.05 | Exposure | -999999999 % |
| Stagnation in Days | 3298 | Stagnation in % | 98.68 % |
Trades
| # of Wins | 933 | # of Losses | 818 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 725.63 | Gross Loss | $ -1091.83 | Average Win | $ 0.78 | Average Loss | $ -1.33 |
| Largest Win | $ 5.89 | Largest Loss | $ -24.13 | Max Consec Wins | 11 | Max Consec Losses | 9 |
| Avg Consec Wins | 2.15 | Avg Consec Loss | 1.88 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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