Quant Analyzer Report
Night_Scalper_v1.0.pre6[GBPCAD][M15][2010-2019-02]
Source: MT4Report| Symbol | GBPCAD | Period | M15 : 05.01.2010 - 01.03.2019 |
|---|---|---|---|
| Initial deposit | 1000.0 | ||
| Parameters | - | ||
Total Profit
$ -41.7
Profit in pips
-210.9 pips
Yrly Avg profit
$ -4.55
Yrly Avg % ret
-0.45 %
CAGR
-0.43 %
# of trades
2680
Sharpe ratio
0
Profit factor
0.97
Return / DD ratio
-0.37
Winning %
61.46 %
Drawdown
$ 111.45
% Drawdown
10.81 %
Daily Avg profit
$ -0.02
Mthly Avg profit
$ -0.38
Average trade
$ 1.11
Annual% / Max DD%
-0.04
R Expectancy
-0.01 R
R Exp score
-3.12 R
SQN
-0.51
SQN score
0.05
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | -12.35 | -1.47 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -13.82 |
| 2018 | -3.31 | 8.19 | -0.34 | 5.12 | -6.16 | 11.88 | 0.74 | 1.33 | -8.56 | -1.17 | 10.34 | 1.96 | 20.02 |
| 2017 | 12.84 | 2.51 | 2.08 | 5.17 | 7.34 | 4.01 | 4.53 | 0.57 | -9.26 | 0.68 | 1.05 | -1.58 | 29.94 |
| 2016 | 2.72 | 14.8 | -13.62 | -11.39 | -16.74 | -23.92 | -19.52 | 8.03 | -17.29 | -4.93 | -1.3 | -3.78 | -86.94 |
| 2015 | -1.74 | 1.56 | 3.01 | 4.88 | 16.88 | -0.14 | -0.64 | -18.81 | -16.81 | 9.22 | 6.32 | 17.17 | 20.9 |
| 2014 | 8.16 | 2.22 | -2.25 | 5.08 | 8.59 | -1.65 | -0.72 | 1.91 | -4.86 | -0.18 | 1.83 | 12.85 | 30.98 |
| 2013 | 0.5 | -5.59 | 3.2 | -5.82 | 4.28 | -3.5 | -6.77 | 6.53 | 0.11 | 2.04 | -0.56 | -9.69 | -15.27 |
| 2012 | 3.48 | 4.76 | 2.1 | -8.04 | -6.34 | 1.23 | 2.36 | -3.75 | 1.41 | -6.8 | 1.4 | 1.02 | -7.17 |
| 2011 | 0.2 | -3.07 | 4.76 | -0.09 | -0.13 | -3.39 | 5.68 | 5.68 | -5.67 | -4.82 | 4.41 | 1.31 | 4.87 |
| 2010 | -0.65 | 2.95 | -5.32 | 0.12 | -10.27 | -6.58 | -3.26 | 7.11 | 16.06 | 0.42 | -24.3 | -1.49 | -25.21 |
Stats
Strategy
| Wins/Losses Ratio | 1.59 | Payout Ratio (Avg Win/Loss) | 0.61 | Average # of Bars in Trade | 0 |
| AHPR | 0 | Z-Score | 0.67 | Z-Probability | 25.14 % |
| Expectancy | -0.02 | Deviation | $ 1.94 | Exposure | -999999999 % |
| Stagnation in Days | 1672 | Stagnation in % | 50.03 % |
Trades
| # of Wins | 1647 | # of Losses | 1033 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 1465.71 | Gross Loss | $ -1507.41 | Average Win | $ 0.89 | Average Loss | $ -1.46 |
| Largest Win | $ 11.79 | Largest Loss | $ -5.77 | Max Consec Wins | 13 | Max Consec Losses | 7 |
| Avg Consec Wins | 2.56 | Avg Consec Loss | 1.61 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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