Quant Analyzer Report
Night_Scalper_v1.0.pre6[EURUSD][M15][2010-2019-02]
Source: MT4Report| Symbol | EURUSD | Period | M15 : 07.01.2010 - 20.02.2019 |
|---|---|---|---|
| Initial deposit | 1000.0 | ||
| Parameters | - | ||
Total Profit
$ 41.59
Profit in pips
487.8 pips
Yrly Avg profit
$ 4.62
Yrly Avg % ret
0.46 %
CAGR
0.41 %
# of trades
641
Sharpe ratio
0.08
Profit factor
1.15
Return / DD ratio
1.46
Winning %
67.08 %
Drawdown
$ 28.48
% Drawdown
2.69 %
Daily Avg profit
$ 0.06
Mthly Avg profit
$ 0.39
Average trade
$ 0.94
Annual% / Max DD%
0.15
R Expectancy
0.05 R
R Exp score
3.5 R
SQN
1.23
SQN score
0.32
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | -4.31 | 0.53 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -3.78 |
| 2018 | -7.22 | 1.76 | 0.7 | 0.32 | -2.48 | 2.53 | -0.7 | 1.93 | 1.65 | 1.22 | 0.14 | -1.81 | -1.96 |
| 2017 | 2.08 | 1.22 | -3.46 | -4.2 | 0.89 | 2.07 | 2.25 | -0.68 | -2.33 | 0.82 | 0.67 | -0.75 | -1.42 |
| 2016 | -0.81 | 1.83 | -0.29 | -3.84 | 0.55 | 0.51 | -4.31 | 0 | 5.58 | 1.84 | 0.59 | 1.51 | 3.16 |
| 2015 | 1.37 | -8.45 | 3.07 | 4.24 | 0.91 | 0.97 | -4.57 | -2.39 | 3.56 | -0.45 | 2.68 | -6.91 | -5.97 |
| 2014 | 0.38 | 0.35 | -0.28 | 0.58 | -1.91 | 0.81 | 1.3 | 0.53 | -3.96 | 2.82 | 1.05 | -1.46 | 0.21 |
| 2013 | 2.29 | 2.35 | 6.5 | -0.27 | 1.56 | -4.04 | 3.32 | 4.14 | 0.34 | -5.27 | 1.52 | 2.49 | 14.93 |
| 2012 | 1.59 | 6.63 | -0.49 | -10.22 | -0.51 | 3.17 | 2.26 | -2.91 | -3.19 | -3.48 | 0.31 | 0.22 | -6.62 |
| 2011 | 4.09 | 2.59 | 5.37 | 4.46 | -7.45 | -7.68 | 3.33 | 5.75 | -13.66 | -8.77 | 9.26 | 1.77 | -0.94 |
| 2010 | 8.41 | 0.07 | 7.27 | 0.21 | 0.48 | -5.24 | 11.27 | 1.66 | 0.76 | 6.09 | 10.64 | 2.36 | 43.98 |
Stats
Strategy
| Wins/Losses Ratio | 2.04 | Payout Ratio (Avg Win/Loss) | 0.56 | Average # of Bars in Trade | 0 |
| AHPR | 0.01 | Z-Score | -1.46 | Z-Probability | 92.79 % |
| Expectancy | 0.06 | Deviation | $ 1.6 | Exposure | -999999999 % |
| Stagnation in Days | 2857 | Stagnation in % | 85.77 % |
Trades
| # of Wins | 430 | # of Losses | 211 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 320.71 | Gross Loss | $ -279.12 | Average Win | $ 0.75 | Average Loss | $ -1.32 |
| Largest Win | $ 4.86 | Largest Loss | $ -4.29 | Max Consec Wins | 16 | Max Consec Losses | 6 |
| Avg Consec Wins | 3.16 | Avg Consec Loss | 1.56 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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