Quant Analyzer Report
Night_Scalper_v1.0.pre6[EURGBP][M15][2010-2019-02]
Source: MT4Report| Symbol | EURGBP | Period | M15 : 05.01.2010 - 27.02.2019 |
|---|---|---|---|
| Initial deposit | 1000.0 | ||
| Parameters | - | ||
Total Profit
$ 285.69
Profit in pips
2141.2 pips
Yrly Avg profit
$ 31.17
Yrly Avg % ret
3.12 %
CAGR
2.54 %
# of trades
1729
Sharpe ratio
0.11
Profit factor
1.58
Return / DD ratio
13.41
Winning %
68.07 %
Drawdown
$ 21.31
% Drawdown
1.63 %
Daily Avg profit
$ 0.2
Mthly Avg profit
$ 2.6
Average trade
$ 0.73
Annual% / Max DD%
1.56
R Expectancy
0.19 R
R Exp score
35.02 R
SQN
6.4
SQN score
3.24
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | -17.05 | 1.55 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -15.5 |
| 2018 | 9.93 | 6.5 | 0.53 | 0.43 | -0.82 | 0.94 | 0.66 | 2.97 | 2.15 | 5.74 | 13.29 | 9.21 | 51.53 |
| 2017 | 9.15 | 5.46 | 1.71 | -3.86 | 3.57 | 15.25 | -2.71 | 2.92 | 8.07 | 6.53 | 4.1 | -1.05 | 49.14 |
| 2016 | -0.72 | 6.01 | 5.31 | 4.49 | -0.31 | 22.53 | 8.97 | 8.26 | 3.29 | 6.29 | 4.82 | -0.18 | 68.76 |
| 2015 | 3.77 | 3.73 | 10.01 | 4.23 | 2.99 | 8.06 | -3.93 | -6.7 | 5.42 | -9.76 | 2.71 | 0.64 | 21.17 |
| 2014 | 3.74 | 0.14 | 3.62 | 1.12 | 0.09 | -6.06 | 0.66 | 0.12 | -3.87 | -3.07 | 3.87 | 7.83 | 8.19 |
| 2013 | 0.96 | 0.8 | 7.98 | 6.86 | 5.19 | -0.16 | 2.38 | -2.31 | -1.15 | 4.02 | -0.18 | 0.72 | 25.11 |
| 2012 | 2.56 | 2.71 | 3.7 | -2.69 | -6.01 | 6.76 | 2.74 | -0.13 | 0.16 | -7.64 | 0.26 | 0.44 | 2.86 |
| 2011 | -2.07 | -0.43 | 3.61 | 5.9 | 1.35 | -7.24 | -1.72 | 16.88 | 9.47 | 6.08 | 5.96 | 5.42 | 43.21 |
| 2010 | 7.57 | 9.75 | 4.02 | -12.5 | 5.21 | -0.46 | 7.41 | 0.94 | 2.52 | 2.35 | 0.99 | 3.42 | 31.22 |
Stats
Strategy
| Wins/Losses Ratio | 2.13 | Payout Ratio (Avg Win/Loss) | 0.74 | Average # of Bars in Trade | 0 |
| AHPR | 0.01 | Z-Score | -0.26 | Z-Probability | 60.26 % |
| Expectancy | 0.17 | Deviation | $ 1.21 | Exposure | -999999999 % |
| Stagnation in Days | 269 | Stagnation in % | 8.05 % |
Trades
| # of Wins | 1177 | # of Losses | 552 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 777.17 | Gross Loss | $ -491.48 | Average Win | $ 0.66 | Average Loss | $ -0.89 |
| Largest Win | $ 9.37 | Largest Loss | $ -8.35 | Max Consec Wins | 15 | Max Consec Losses | 8 |
| Avg Consec Wins | 3.19 | Avg Consec Loss | 1.49 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
Click on the chart to see bigger image
