Quant Analyzer Report
Theorem 5[EURCHF_M5_default][2010-2019-03]
Source: MT4Report| Symbol | EURCHF | Period | M5 : 01.01.2010 - 08.03.2019 |
|---|---|---|---|
| Initial deposit | 1000.0 | ||
| Parameters | - | ||
Total Profit
$ 308.45
Profit in pips
3416.2 pips
Yrly Avg profit
$ 33.35
Yrly Avg % ret
3.34 %
CAGR
2.72 %
# of trades
4500
Sharpe ratio
0.07
Profit factor
1.18
Return / DD ratio
3.41
Winning %
83.31 %
Drawdown
$ 90.42
% Drawdown
6.87 %
Daily Avg profit
$ 0.1
Mthly Avg profit
$ 2.78
Average trade
$ 0.82
Annual% / Max DD%
0.4
R Expectancy
0.03 R
R Exp score
14.82 R
SQN
2.87
SQN score
3.47
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | 4.25 | 6.6 | 4.31 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 15.16 |
| 2018 | 10.63 | -4.52 | 7.79 | -1.66 | -14.54 | -4.38 | 5.43 | -0.89 | -8.25 | 15.22 | 3.76 | -4.81 | 3.78 |
| 2017 | -6.14 | 3.64 | -10.3 | -17.91 | 0.38 | -6.25 | -31.91 | -14.89 | 2.66 | 6.29 | 6.03 | 2.48 | -65.92 |
| 2016 | 14.81 | -1.4 | 17.55 | 2.48 | 1.64 | -11.57 | 8.85 | 3 | 4.85 | 6.52 | 1.82 | 11.5 | 60.05 |
| 2015 | 7.29 | 11.47 | 25.15 | 22.12 | 13.19 | -9.11 | 3.62 | 2.06 | 6.15 | 14.51 | -2.08 | 8.53 | 102.9 |
| 2014 | -4.52 | 9.31 | -12.25 | -1.35 | -4.69 | 4.63 | 0.03 | 2.92 | -1.5 | 6.81 | -3.39 | 3.15 | -0.85 |
| 2013 | -26.3 | -12.89 | 14.51 | 6.91 | -23.12 | 3.27 | -18.59 | -11.46 | 2.8 | 2.37 | 4.72 | -6.37 | -64.15 |
| 2012 | 13.61 | 7.58 | 1.52 | 2.66 | 1.64 | 2.08 | 2.19 | 2.9 | 9.44 | 1.81 | -2.09 | -0.19 | 43.15 |
| 2011 | 1.11 | 4.21 | 3.57 | -7.5 | 2.69 | -22.69 | 34.72 | -15.88 | 34.6 | 12.72 | -17.57 | 19.07 | 49.05 |
| 2010 | 18.58 | 19.13 | 0.45 | -6.67 | -14.93 | 30.99 | -7.23 | 21.48 | 30.04 | 6.43 | 13.66 | 53.35 | 165.28 |
Stats
Strategy
| Wins/Losses Ratio | 4.99 | Payout Ratio (Avg Win/Loss) | 0.24 | Average # of Bars in Trade | 0 |
| AHPR | 0.01 | Z-Score | -1.29 | Z-Probability | 90.15 % |
| Expectancy | 0.07 | Deviation | $ 1.77 | Exposure | -999999999 % |
| Stagnation in Days | 861 | Stagnation in % | 25.67 % |
Trades
| # of Wins | 3749 | # of Losses | 751 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 1998.76 | Gross Loss | $ -1690.31 | Average Win | $ 0.53 | Average Loss | $ -2.25 |
| Largest Win | $ 11.13 | Largest Loss | $ -14.94 | Max Consec Wins | 59 | Max Consec Losses | 4 |
| Avg Consec Wins | 6.19 | Avg Consec Loss | 1.24 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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