Quant Analyzer Report
Night_Scalper_v1.0.pre6[GBPCHF][M15][2010-2019-02]
Source: MT4Report| Symbol | GBPCHF | Period | M15 : 05.01.2010 - 28.02.2019 |
|---|---|---|---|
| Initial deposit | 1000.0 | ||
| Parameters | - | ||
Total Profit
$ 305.99
Profit in pips
3169.6 pips
Yrly Avg profit
$ 33.39
Yrly Avg % ret
3.34 %
CAGR
2.71 %
# of trades
1917
Sharpe ratio
0.07
Profit factor
1.3
Return / DD ratio
5.6
Winning %
65.36 %
Drawdown
$ 54.67
% Drawdown
4.5 %
Daily Avg profit
$ 0.2
Mthly Avg profit
$ 2.78
Average trade
$ 1.23
Annual% / Max DD%
0.6
R Expectancy
0.1 R
R Exp score
21.54 R
SQN
3.89
SQN score
2.2
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | -17.27 | 3.35 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -13.92 |
| 2018 | 6.41 | -11.8 | 2.59 | -5.22 | 0.33 | 7.14 | 4.47 | 2.07 | -6.01 | 5.31 | 9.57 | 14.25 | 29.11 |
| 2017 | 5.64 | 5.01 | 3.7 | 5.31 | 4.43 | 6.1 | -5.04 | -11.47 | 2.89 | 5.52 | 6.13 | 0.15 | 28.37 |
| 2016 | -4.97 | 15.47 | 7.57 | 6.63 | -11.28 | 3.22 | 2.89 | 6.81 | 11.97 | 10.27 | 9.45 | 0.84 | 58.87 |
| 2015 | -19.65 | 9.86 | 26.27 | -1.83 | 4.08 | -0.13 | -0.76 | -3.17 | -5.48 | 9.69 | -2.61 | -9.53 | 6.74 |
| 2014 | 11.27 | 2.27 | 2.18 | -0.61 | -1.15 | -10.09 | 1.58 | 1.7 | -9.76 | -7.33 | 3.74 | 5.19 | -1.01 |
| 2013 | 8.03 | 3.57 | -0.42 | 5.08 | 2.68 | 5.97 | 10.26 | 2.22 | 4.96 | -0.3 | -3.95 | -1.82 | 36.28 |
| 2012 | 2.51 | 3.27 | 4.16 | -8.78 | -6.32 | 7.12 | 4.26 | -3.64 | 3.52 | -3.35 | 1.59 | 0.49 | 4.83 |
| 2011 | 9.09 | 6.69 | 6.45 | -1.3 | -1.05 | 8.07 | -15.81 | -33.94 | 23.86 | 15.35 | -1.53 | 4.18 | 20.06 |
| 2010 | 14.96 | 18.35 | 0.69 | -7.77 | 15.42 | 15.92 | -0.4 | 6.82 | 17.55 | 20.57 | 25.87 | 8.68 | 136.66 |
Stats
Strategy
| Wins/Losses Ratio | 1.89 | Payout Ratio (Avg Win/Loss) | 0.69 | Average # of Bars in Trade | 0 |
| AHPR | 0.01 | Z-Score | -1.66 | Z-Probability | 95.15 % |
| Expectancy | 0.16 | Deviation | $ 2.09 | Exposure | -999999999 % |
| Stagnation in Days | 352 | Stagnation in % | 10.53 % |
Trades
| # of Wins | 1253 | # of Losses | 664 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 1333.72 | Gross Loss | $ -1027.73 | Average Win | $ 1.06 | Average Loss | $ -1.55 |
| Largest Win | $ 6.44 | Largest Loss | $ -12.26 | Max Consec Wins | 16 | Max Consec Losses | 9 |
| Avg Consec Wins | 2.97 | Avg Consec Loss | 1.58 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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