Quant Analyzer Report
Night_Scalper_v1.0.pre6[USDCHF][M15][2010-2019-02]
Source: MT4Report| Symbol | USDCHF | Period | M15 : 06.01.2010 - 01.03.2019 |
|---|---|---|---|
| Initial deposit | 1000.0 | ||
| Parameters | - | ||
Total Profit
$ -91.7
Profit in pips
-563.4 pips
Yrly Avg profit
$ -10
Yrly Avg % ret
-1 %
CAGR
-0.96 %
# of trades
2087
Sharpe ratio
0
Profit factor
0.91
Return / DD ratio
-0.59
Winning %
61.67 %
Drawdown
$ 156.47
% Drawdown
14.89 %
Daily Avg profit
$ -0.06
Mthly Avg profit
$ -0.83
Average trade
$ 0.89
Annual% / Max DD%
-0.06
R Expectancy
-0.04 R
R Exp score
-8.2 R
SQN
-1.48
SQN score
-0.44
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | -2.29 | -0.63 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -2.92 |
| 2018 | -3.78 | -1.02 | -6.66 | 0.57 | 2.84 | 4.69 | 1.37 | -8.39 | 4.11 | 2.14 | -0.42 | 4.05 | -0.5 |
| 2017 | -3.88 | -2.36 | 0.04 | -0.83 | -0.03 | -1.57 | -6.72 | -12.75 | 4.27 | 7.69 | 4.69 | -0.53 | -11.98 |
| 2016 | -1.33 | 12.59 | -3.36 | 0.72 | -1.16 | -0.39 | -7.17 | 0.46 | 11.67 | 6.02 | 0.99 | -2.41 | 16.63 |
| 2015 | -25.06 | 10.18 | -12.2 | -8.62 | 7.54 | 3.38 | -1.8 | -10.68 | -8.75 | -7.29 | 6.46 | -3.66 | -50.5 |
| 2014 | 0.69 | 0.96 | -0.8 | 0.72 | -0.67 | 1.68 | 0.52 | -0.81 | -2.51 | -17.19 | 4.4 | 0.59 | -12.42 |
| 2013 | 1.7 | -2.36 | 2.66 | -0.23 | 1.89 | -3.18 | -2.7 | 5.73 | -5 | -2.32 | 1.88 | -0.59 | -2.52 |
| 2012 | 5.43 | -1.46 | 0.36 | -9.42 | -11.13 | 5.61 | 4.99 | -17.8 | 1.03 | -2.46 | -1.26 | -0.03 | -26.14 |
| 2011 | 13.63 | 4.84 | 2.06 | -6.6 | -2.96 | 4.07 | -18.54 | -21.73 | -4.8 | -13.14 | 9.13 | 5.39 | -28.65 |
| 2010 | 5.29 | 4.03 | 11.22 | -10.21 | -15.52 | 3.81 | 4.84 | -1.08 | 8.98 | 13.82 | 0.87 | 1.25 | 27.3 |
Stats
Strategy
| Wins/Losses Ratio | 1.61 | Payout Ratio (Avg Win/Loss) | 0.56 | Average # of Bars in Trade | 0 |
| AHPR | 0 | Z-Score | -1.23 | Z-Probability | 89.07 % |
| Expectancy | -0.04 | Deviation | $ 1.65 | Exposure | -999999999 % |
| Stagnation in Days | 2907 | Stagnation in % | 87.01 % |
Trades
| # of Wins | 1287 | # of Losses | 800 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 881.34 | Gross Loss | $ -973.04 | Average Win | $ 0.68 | Average Loss | $ -1.22 |
| Largest Win | $ 5.35 | Largest Loss | $ -5.82 | Max Consec Wins | 18 | Max Consec Losses | 6 |
| Avg Consec Wins | 2.66 | Avg Consec Loss | 1.66 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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