Quant Analyzer Report
Night_Scalper_v1.0.pre6[GBPUSD][M15][2010-2019-02]
Source: MT4Report| Symbol | GBPUSD | Period | M15 : 05.01.2010 - 01.03.2019 |
|---|---|---|---|
| Initial deposit | 1000.0 | ||
| Parameters | - | ||
Total Profit
$ 148.19
Profit in pips
1758.3 pips
Yrly Avg profit
$ 16.17
Yrly Avg % ret
1.62 %
CAGR
1.39 %
# of trades
2315
Sharpe ratio
0.07
Profit factor
1.12
Return / DD ratio
3.08
Winning %
65.4 %
Drawdown
$ 48.05
% Drawdown
4.67 %
Daily Avg profit
$ 0.07
Mthly Avg profit
$ 1.35
Average trade
$ 1.12
Annual% / Max DD%
0.3
R Expectancy
0.04 R
R Exp score
10.57 R
SQN
1.92
SQN score
1.27
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | -15.56 | 1.69 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -13.87 |
| 2018 | -9.82 | -9.21 | 4.03 | 5.08 | 6.56 | 3.2 | 0.56 | 3.13 | 0.8 | 0.18 | 15.62 | 11.1 | 31.23 |
| 2017 | -4.31 | 3.34 | 2.72 | 1.1 | 0.84 | 6.99 | 3.97 | 4.45 | -6.28 | 5.9 | 6.37 | 3.63 | 28.72 |
| 2016 | 3.9 | 10.09 | 1.62 | 10.58 | 2.26 | 14.64 | -22.44 | 20.3 | 18.94 | 7.66 | 9.66 | -9.59 | 67.62 |
| 2015 | -7.01 | 9.27 | -17.22 | 1.39 | 4.01 | 1.45 | 2.45 | 7.82 | 9.12 | -2.36 | -2.46 | 4.91 | 11.37 |
| 2014 | 8.8 | -3.19 | -0.05 | 3.3 | 1.77 | -4.76 | -0.86 | -3.52 | -7.77 | -17.47 | 10.47 | 4.74 | -8.54 |
| 2013 | 6.39 | 2.34 | -3.38 | 3.74 | -1.19 | -17.41 | 7.56 | 6.76 | -9.04 | 8.03 | -2.99 | 7.11 | 7.92 |
| 2012 | 10.38 | -9.06 | 1.8 | 1.03 | -3.88 | -1.21 | 5.59 | -11.9 | -4.33 | -3.92 | 3 | 3.25 | -9.25 |
| 2011 | 19.02 | 2.54 | 10.78 | -5.19 | -9.89 | -13.81 | 10.86 | 0.09 | -2.71 | -6.28 | 20.26 | 3.63 | 29.3 |
| 2010 | 16.05 | -5.43 | 6.37 | 9.05 | -25.75 | -3.83 | -3.97 | 4.84 | -7.8 | 9.41 | 4.65 | 0.1 | 3.69 |
Stats
Strategy
| Wins/Losses Ratio | 1.89 | Payout Ratio (Avg Win/Loss) | 0.59 | Average # of Bars in Trade | 0 |
| AHPR | 0.01 | Z-Score | -1.28 | Z-Probability | 89.97 % |
| Expectancy | 0.06 | Deviation | $ 1.92 | Exposure | -999999999 % |
| Stagnation in Days | 1479 | Stagnation in % | 44.25 % |
Trades
| # of Wins | 1514 | # of Losses | 801 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 1375.78 | Gross Loss | $ -1227.59 | Average Win | $ 0.91 | Average Loss | $ -1.53 |
| Largest Win | $ 9.1 | Largest Loss | $ -6.03 | Max Consec Wins | 17 | Max Consec Losses | 6 |
| Avg Consec Wins | 2.97 | Avg Consec Loss | 1.57 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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