Quant Analyzer Report
Theorem 5[EURCHF_2ND_M5][2010-2019-03]
Source: MT4Report| Symbol | EURCHF | Period | M5 : 04.01.2010 - 07.03.2019 |
|---|---|---|---|
| Initial deposit | 1000.0 | ||
| Parameters | - | ||
Total Profit
$ 429.51
Profit in pips
4396.4 pips
Yrly Avg profit
$ 46.85
Yrly Avg % ret
4.69 %
CAGR
3.64 %
# of trades
3287
Sharpe ratio
0.07
Profit factor
1.31
Return / DD ratio
5.22
Winning %
83.72 %
Drawdown
$ 82.3
% Drawdown
5.58 %
Daily Avg profit
$ 0.17
Mthly Avg profit
$ 3.9
Average trade
$ 0.98
Annual% / Max DD%
0.65
R Expectancy
0.05 R
R Exp score
17.95 R
SQN
4.26
SQN score
3.36
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | 6.04 | -0.72 | 1.76 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 7.08 |
| 2018 | 7.88 | -2.28 | 7.49 | -4.83 | -13.14 | 1.73 | 9.04 | 4.81 | -11.57 | 13.13 | -1.89 | -2.37 | 8 |
| 2017 | 6.83 | 3.52 | -10.75 | -19.5 | -9.16 | -2.41 | -21.31 | -15.5 | 9.56 | 0.53 | 0.78 | 6.53 | -50.88 |
| 2016 | 23.39 | -3.9 | 21.43 | 9.12 | 0.7 | -14.06 | 9.01 | 2.41 | 4.48 | 13.3 | 10.92 | 13.85 | 90.65 |
| 2015 | 2.51 | 15.91 | 26.28 | 9.7 | 21.3 | -5.87 | 1.32 | 10.74 | 1.64 | 12.69 | 5.03 | -6.43 | 94.82 |
| 2014 | 1.02 | 8.84 | -7.04 | 3.53 | 0.77 | 1.31 | 0 | 2.44 | 1.47 | 5.25 | 5.28 | 0 | 22.87 |
| 2013 | -23.07 | -3.31 | 18.47 | 4.14 | -11.83 | 3.87 | -7.53 | -5.02 | 4.01 | 9.48 | 4.93 | 1.51 | -4.35 |
| 2012 | 14.83 | -4.03 | -4.37 | 1.87 | 1.15 | 0.42 | 5.44 | 4.53 | 5.82 | 3.81 | 0.96 | -3.5 | 26.93 |
| 2011 | 4.54 | 8.74 | 1.88 | 8.02 | 4.75 | -22.05 | 38.28 | -17.61 | 29.6 | 12.13 | -5.26 | 5.39 | 68.41 |
| 2010 | 16.36 | 13.44 | 5.11 | -1.29 | -11.21 | 23.74 | -1.64 | 17.06 | 30.69 | 17.85 | 9.62 | 46.25 | 165.98 |
Stats
Strategy
| Wins/Losses Ratio | 5.14 | Payout Ratio (Avg Win/Loss) | 0.25 | Average # of Bars in Trade | 0 |
| AHPR | 0.01 | Z-Score | -1.13 | Z-Probability | 87.08 % |
| Expectancy | 0.13 | Deviation | $ 1.95 | Exposure | -999999999 % |
| Stagnation in Days | 739 | Stagnation in % | 22.06 % |
Trades
| # of Wins | 2752 | # of Losses | 535 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 1827.55 | Gross Loss | $ -1398.04 | Average Win | $ 0.66 | Average Loss | $ -2.61 |
| Largest Win | $ 11.13 | Largest Loss | $ -14.75 | Max Consec Wins | 46 | Max Consec Losses | 5 |
| Avg Consec Wins | 6.28 | Avg Consec Loss | 1.22 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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