Quant Analyzer Report
Night_Scalper_v1.0.pre6[EURCHF][M15][2010-2019-02]
Source: MT4Report| Symbol | EURCHF | Period | M15 : 05.01.2010 - 25.02.2019 |
|---|---|---|---|
| Initial deposit | 1000.0 | ||
| Parameters | - | ||
Total Profit
$ 146.21
Profit in pips
1507.8 pips
Yrly Avg profit
$ 16.55
Yrly Avg % ret
1.65 %
CAGR
1.37 %
# of trades
1424
Sharpe ratio
0.08
Profit factor
1.27
Return / DD ratio
3.02
Winning %
64.75 %
Drawdown
$ 48.37
% Drawdown
4.41 %
Daily Avg profit
$ 0.12
Mthly Avg profit
$ 1.38
Average trade
$ 0.86
Annual% / Max DD%
0.31
R Expectancy
0.1 R
R Exp score
15.32 R
SQN
3.02
SQN score
1.46
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | 3.22 | 0.39 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3.61 |
| 2018 | 4.88 | -7.54 | 2.39 | 3.91 | -2.85 | -3.85 | -0.22 | 3.76 | -4.45 | 7.12 | 3.19 | 1 | 7.34 |
| 2017 | 0.6 | 1.06 | -3.28 | -0.38 | 2.1 | 1.33 | -4.6 | 0.05 | 4.31 | -0.69 | 0.07 | -1.42 | -0.85 |
| 2016 | 4.49 | 1.64 | -1.04 | 0.73 | 0.74 | 2.86 | 2.87 | -0.66 | 5.37 | 0.65 | 3.72 | 4.22 | 25.59 |
| 2015 | -13.87 | 1.21 | 17.45 | 1.83 | -3.99 | 2.02 | -1.54 | 3.69 | -2.42 | 4.51 | 0.14 | -3.25 | 5.78 |
| 2014 | 3.35 | 3.18 | 2.75 | 0.3 | -0.18 | 0.55 | 0 | 0.13 | 1.9 | 1.08 | 0 | 0.37 | 13.43 |
| 2013 | -2.94 | 0.25 | 5.36 | -3.99 | 2.8 | 5.54 | 2.33 | 1.14 | 3.72 | -0.44 | 1.57 | 1.33 | 16.67 |
| 2012 | 0.9 | 0.62 | -1.8 | -0.62 | 0.05 | 0 | 0 | -4.94 | -0.04 | -0.2 | 0.52 | 0.88 | -4.63 |
| 2011 | 11.49 | 6.8 | -7.46 | -2.48 | 7.53 | -8.32 | -10.16 | -23.89 | 17.23 | 5.29 | -0.92 | 5.47 | 0.58 |
| 2010 | 3.01 | 5.34 | 6.21 | 3.92 | -0.16 | -1.25 | 5.72 | 7.87 | 12.94 | 7.51 | 18.71 | 8.87 | 78.69 |
Stats
Strategy
| Wins/Losses Ratio | 1.84 | Payout Ratio (Avg Win/Loss) | 0.69 | Average # of Bars in Trade | 0 |
| AHPR | 0.01 | Z-Score | -2.23 | Z-Probability | 98.71 % |
| Expectancy | 0.1 | Deviation | $ 1.49 | Exposure | -999999999 % |
| Stagnation in Days | 1093 | Stagnation in % | 32.73 % |
Trades
| # of Wins | 922 | # of Losses | 502 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 685.97 | Gross Loss | $ -539.76 | Average Win | $ 0.74 | Average Loss | $ -1.08 |
| Largest Win | $ 6.58 | Largest Loss | $ -6.03 | Max Consec Wins | 12 | Max Consec Losses | 6 |
| Avg Consec Wins | 2.99 | Avg Consec Loss | 1.62 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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