Quant Analyzer Report
Night_Scalper_v1.0.pre6[EURCAD][M15][2010-2019-02]
Source: MT4Report| Symbol | EURCAD | Period | M15 : 05.01.2010 - 01.03.2019 |
|---|---|---|---|
| Initial deposit | 1000.0 | ||
| Parameters | - | ||
Total Profit
$ 106.32
Profit in pips
1777.2 pips
Yrly Avg profit
$ 11.6
Yrly Avg % ret
1.16 %
CAGR
1.02 %
# of trades
2832
Sharpe ratio
0
Profit factor
1.1
Return / DD ratio
1.39
Winning %
64.83 %
Drawdown
$ 76.38
% Drawdown
6.67 %
Daily Avg profit
$ 0.05
Mthly Avg profit
$ 0.97
Average trade
$ 0.8
Annual% / Max DD%
0.15
R Expectancy
0.03 R
R Exp score
10.74 R
SQN
1.7
SQN score
1.64
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | -1.59 | -5.73 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -7.32 |
| 2018 | 1.41 | 9.98 | -2.92 | 4.88 | 3.82 | 1.5 | 2.13 | 0.99 | -3.17 | -10.94 | 3.93 | -0.06 | 11.55 |
| 2017 | 11.72 | 0.88 | -4.34 | -2.03 | 12 | 9.06 | 2.92 | -1.11 | -6.76 | -2.62 | 1.1 | 0.08 | 20.9 |
| 2016 | -16.61 | 6.24 | 5.57 | -0.1 | -8.31 | 7.06 | -9.08 | 6.87 | -23.4 | 2.96 | 4 | 5.51 | -19.29 |
| 2015 | 0.31 | -6.58 | 5.18 | 7.74 | 5.21 | 10.84 | -1.51 | -24.58 | -11.79 | -0.42 | 2.28 | -4.82 | -18.14 |
| 2014 | -6.29 | 4.32 | 1.91 | 3.32 | 5.25 | -0.29 | -0.41 | 3.14 | -1.83 | -4.32 | 1.53 | 7.78 | 14.11 |
| 2013 | 8.97 | -9.9 | 6.15 | 1.61 | 3.69 | 4.79 | 3 | 2.14 | 1.1 | 0.71 | 2.61 | -1.07 | 23.8 |
| 2012 | 1.5 | 4.33 | 6.73 | -6.34 | -1.8 | 1.44 | -1.25 | -0.22 | -1.34 | -10.33 | 0.84 | 1.25 | -5.19 |
| 2011 | 11.03 | 0.44 | -1.9 | 2.57 | 1.68 | 0.48 | -0.51 | 16.94 | -3.36 | -2.79 | 14.79 | 6.8 | 46.17 |
| 2010 | 9.05 | 3.24 | 5.09 | -2.2 | -18.61 | 5.66 | 10.32 | 1.47 | 15.93 | -4.3 | 8.34 | 5.74 | 39.73 |
Stats
Strategy
| Wins/Losses Ratio | 1.84 | Payout Ratio (Avg Win/Loss) | 0.6 | Average # of Bars in Trade | 0 |
| AHPR | 0 | Z-Score | -2.58 | Z-Probability | 99.51 % |
| Expectancy | 0.04 | Deviation | $ 1.4 | Exposure | -999999999 % |
| Stagnation in Days | 1290 | Stagnation in % | 38.6 % |
Trades
| # of Wins | 1836 | # of Losses | 996 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 1182.69 | Gross Loss | $ -1076.37 | Average Win | $ 0.64 | Average Loss | $ -1.08 |
| Largest Win | $ 4.69 | Largest Loss | $ -5.25 | Max Consec Wins | 17 | Max Consec Losses | 11 |
| Avg Consec Wins | 3 | Avg Consec Loss | 1.62 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
Click on the chart to see bigger image
