Quant Analyzer Report
Theorem 5[GBPUSD_M5][2010-2019-03]
Source: MT4Report| Symbol | GBPUSD | Period | M5 : 04.01.2010 - 08.03.2019 |
|---|---|---|---|
| Initial deposit | 1000.0 | ||
| Parameters | - | ||
Total Profit
$ 501.64
Profit in pips
4910.2 pips
Yrly Avg profit
$ 54.22
Yrly Avg % ret
5.42 %
CAGR
4.15 %
# of trades
1843
Sharpe ratio
0.19
Profit factor
2.51
Return / DD ratio
28.76
Winning %
90.67 %
Drawdown
$ 17.44
% Drawdown
1.53 %
Daily Avg profit
$ 0.26
Mthly Avg profit
$ 4.52
Average trade
$ 0.63
Annual% / Max DD%
2.71
R Expectancy
0.14 R
R Exp score
28.09 R
SQN
9.39
SQN score
4.52
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | 4.69 | 2.55 | -0.37 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 6.87 |
| 2018 | -0.72 | 2.88 | 2.98 | 2.51 | -2.07 | 2.02 | 3.95 | -3.97 | 2.61 | 1.15 | 11.49 | 8.18 | 31.01 |
| 2017 | 5.5 | 4.96 | -1.72 | 4.01 | 2.76 | 14.09 | 2.62 | 1.78 | 6.49 | 4.8 | -3.69 | 4.91 | 46.51 |
| 2016 | 7.06 | 20.7 | 7.16 | 4.27 | 8.15 | 9.08 | -5.68 | 5.07 | 12.85 | 8.57 | 5.96 | 15.25 | 98.44 |
| 2015 | 8.75 | 5.77 | 14.63 | 7.09 | 0.14 | 10.69 | 7.67 | 7.69 | -1.72 | 5.19 | -2.4 | -2.29 | 61.21 |
| 2014 | 5.25 | 4.99 | 6.14 | 2.83 | 0.71 | -8.45 | 2.33 | 2.16 | 3.07 | 0.01 | 6.13 | 5.05 | 30.22 |
| 2013 | 7.64 | -7.59 | 0.9 | 7.81 | 5.42 | 9.31 | -3.33 | -7.06 | 4.11 | -1.69 | 4.63 | -0.76 | 19.39 |
| 2012 | 14.08 | -6.27 | 1.59 | 3.18 | 8.66 | 2.37 | 6.44 | 4.75 | 3.65 | 4.96 | 2.34 | -0.83 | 44.92 |
| 2011 | 6.13 | 6.9 | 6.01 | -2.96 | 7.9 | 7.85 | 7.49 | 10.96 | -6.99 | 4.84 | 13.2 | 14.84 | 76.17 |
| 2010 | 0.25 | 7.09 | 8.16 | 18.73 | 13.56 | 5.04 | 4.8 | 5.72 | 5.56 | 2.06 | 12.99 | 2.94 | 86.9 |
Stats
Strategy
| Wins/Losses Ratio | 9.72 | Payout Ratio (Avg Win/Loss) | 0.26 | Average # of Bars in Trade | 0 |
| AHPR | 0.02 | Z-Score | -2.51 | Z-Probability | 99.4 % |
| Expectancy | 0.27 | Deviation | $ 1.29 | Exposure | -999999999 % |
| Stagnation in Days | 220 | Stagnation in % | 6.57 % |
Trades
| # of Wins | 1671 | # of Losses | 172 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 833.08 | Gross Loss | $ -331.44 | Average Win | $ 0.5 | Average Loss | $ -1.93 |
| Largest Win | $ 11.12 | Largest Loss | $ -9.88 | Max Consec Wins | 90 | Max Consec Losses | 3 |
| Avg Consec Wins | 11.14 | Avg Consec Loss | 1.15 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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