Quant Analyzer Report
Theorem 5[EURUSD_M5][2010-2019-03]
Source: MT4Report| Symbol | EURUSD | Period | M5 : 04.01.2010 - 08.03.2019 |
|---|---|---|---|
| Initial deposit | 1000.0 | ||
| Parameters | - | ||
Total Profit
$ 330.82
Profit in pips
3190.8 pips
Yrly Avg profit
$ 35.76
Yrly Avg % ret
3.58 %
CAGR
2.9 %
# of trades
1907
Sharpe ratio
0.17
Profit factor
1.84
Return / DD ratio
12.72
Winning %
87.83 %
Drawdown
$ 26.01
% Drawdown
1.98 %
Daily Avg profit
$ 0.18
Mthly Avg profit
$ 2.98
Average trade
$ 0.58
Annual% / Max DD%
1.46
R Expectancy
0.1 R
R Exp score
21.16 R
SQN
5.69
SQN score
3.36
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | -3.67 | 0.02 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -3.65 |
| 2018 | 0.35 | 4.97 | 3.64 | 3.32 | 5.5 | -2.92 | 3.39 | -2.81 | 1.24 | 4.17 | 3.03 | -3.12 | 20.76 |
| 2017 | 4.8 | 2.64 | -1.13 | -20.67 | 2.19 | 3.3 | 2.23 | 2.99 | 6.57 | 5.69 | 2.73 | -2.94 | 8.4 |
| 2016 | 6.8 | 7.05 | 5.23 | 6.14 | 1.75 | 11.91 | 3.03 | -2.76 | 0.91 | 3.48 | 17.57 | 0.35 | 61.46 |
| 2015 | -7.82 | 3.68 | -1.72 | 9.28 | 4.31 | 3.02 | 11.38 | -7.36 | 8.21 | 5.56 | 5.3 | 6.14 | 39.98 |
| 2014 | 5.26 | 2.52 | 2.42 | 1.91 | 1.72 | 0.54 | 0.66 | 0.26 | 2.01 | -4.55 | 4.38 | 4.5 | 21.63 |
| 2013 | 1.86 | 8.34 | 19.95 | 7.4 | 5.35 | 6.91 | -4.1 | 3.1 | 2.76 | 3.3 | 1.88 | 3.64 | 60.39 |
| 2012 | 1.33 | -3.06 | 5.94 | 0.58 | 4.25 | -7.56 | 7.48 | -1.76 | -1.79 | -6.66 | 2.49 | 3.64 | 4.88 |
| 2011 | 7.15 | 5.21 | 1.18 | 1.45 | -4.06 | -1.64 | -7.93 | 8.51 | 13.24 | 7.68 | 0.95 | 7.1 | 38.84 |
| 2010 | 10.19 | 2.18 | 6.54 | -5.8 | 13.08 | 7.78 | 6.7 | 14.56 | 9.23 | 2.41 | 8.48 | 2.78 | 78.13 |
Stats
Strategy
| Wins/Losses Ratio | 7.22 | Payout Ratio (Avg Win/Loss) | 0.26 | Average # of Bars in Trade | 0 |
| AHPR | 0.02 | Z-Score | -0.97 | Z-Probability | 83.4 % |
| Expectancy | 0.17 | Deviation | $ 1.39 | Exposure | -999999999 % |
| Stagnation in Days | 262 | Stagnation in % | 7.82 % |
Trades
| # of Wins | 1675 | # of Losses | 232 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 722.97 | Gross Loss | $ -392.15 | Average Win | $ 0.43 | Average Loss | $ -1.69 |
| Largest Win | $ 15.22 | Largest Loss | $ -21.97 | Max Consec Wins | 59 | Max Consec Losses | 3 |
| Avg Consec Wins | 8.21 | Avg Consec Loss | 1.14 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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