Quant Analyzer Report
Night_Scalper_v1.0.pre6[USDCAD][M15][2010-2019-02]
Source: MT4Report| Symbol | USDCAD | Period | M15 : 05.01.2010 - 01.03.2019 |
|---|---|---|---|
| Initial deposit | 1000.0 | ||
| Parameters | - | ||
Total Profit
$ -67.14
Profit in pips
-767.7 pips
Yrly Avg profit
$ -7.32
Yrly Avg % ret
-0.73 %
CAGR
-0.69 %
# of trades
2101
Sharpe ratio
0
Profit factor
0.93
Return / DD ratio
-0.66
Winning %
61.02 %
Drawdown
$ 102.31
% Drawdown
9.89 %
Daily Avg profit
$ -0.04
Mthly Avg profit
$ -0.61
Average trade
$ 0.93
Annual% / Max DD%
-0.07
R Expectancy
-0.03 R
R Exp score
-5.95 R
SQN
-1.06
SQN score
-0.41
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | -5.5 | -4.51 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -10.01 |
| 2018 | -4.79 | -3.18 | -11.53 | 8.25 | 1.97 | 7.46 | -0.62 | 1.58 | -6.64 | -9.6 | -0.89 | 0.84 | -17.15 |
| 2017 | -0.82 | -4.01 | -1.26 | -1.63 | 4.76 | 0.81 | 0.93 | -4.74 | 0.1 | 0.23 | -0.08 | -4.26 | -9.97 |
| 2016 | -1.41 | -6.32 | -1.04 | -1.35 | -7.59 | -6.42 | -5.32 | 1.53 | -13.91 | 0 | 0.41 | -2.95 | -44.37 |
| 2015 | -7.2 | -8.3 | -10.45 | 10.66 | 4.83 | -3.27 | 1.09 | -1.07 | 2.6 | 1.9 | -0.04 | 6.36 | -2.89 |
| 2014 | -1.19 | 0.52 | -2.48 | 4.62 | 0.05 | -0.6 | 1.61 | 3.56 | -1.9 | -15.25 | 4.07 | 10.09 | 3.1 |
| 2013 | 0.54 | 2.13 | 4 | -0.14 | -6.35 | 2.9 | -0.38 | 4.22 | -7.96 | -1.52 | 4.3 | 2.33 | 4.07 |
| 2012 | 1.92 | 0.3 | 5.32 | -2.57 | -5.76 | -1.46 | 1.35 | -1.27 | 1.14 | -2.84 | 0.12 | 0.76 | -2.99 |
| 2011 | 1.18 | 4.58 | 4.9 | -1.87 | 1.75 | 3.89 | 8.89 | -6.92 | -5.56 | -16.75 | 10.18 | 2.14 | 6.41 |
| 2010 | 12.25 | -4.53 | 2.97 | 0.5 | -44.25 | -6.19 | 6.63 | 11.81 | 6.02 | 11.99 | 8.7 | 0.76 | 6.66 |
Stats
Strategy
| Wins/Losses Ratio | 1.57 | Payout Ratio (Avg Win/Loss) | 0.6 | Average # of Bars in Trade | 0 |
| AHPR | 0 | Z-Score | -0.09 | Z-Probability | 53.59 % |
| Expectancy | -0.03 | Deviation | $ 1.68 | Exposure | -999999999 % |
| Stagnation in Days | 2761 | Stagnation in % | 82.62 % |
Trades
| # of Wins | 1282 | # of Losses | 819 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 940.77 | Gross Loss | $ -1007.91 | Average Win | $ 0.73 | Average Loss | $ -1.23 |
| Largest Win | $ 5.65 | Largest Loss | $ -6.17 | Max Consec Wins | 14 | Max Consec Losses | 9 |
| Avg Consec Wins | 2.55 | Avg Consec Loss | 1.63 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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