Quant Analyzer Report
susrvivor_m5_best - loveyourdream
Source: MT4Report| Symbol | EURUSD | Period | M5 : 01.01.2004 - 27.11.2017 |
|---|---|---|---|
| Initial deposit | 1000.0 | ||
| Parameters | - | ||
Total Profit
12636.5
pips
Profit in money
$ 2340.97
Yrly Avg profit
1284.96 pips
Yrly Avg % ret
23.8 %
CAGR
9 %
# of trades
1743
Sharpe ratio
0.16
Profit factor
1.94
Return / DD ratio
35.93
Winning %
71.54 %
Drawdown
351.74 pips
% Drawdown
19.91 %
Daily Avg profit
31.36 pips
Mthly Avg profit
107.09 pips
Average trade
22.43 pips
Annual% / Max DD%
0.45
R Expectancy
0.27 R
R Exp score
47.98 R
SQN
10.21
SQN score
5.36
Monthly Performance (pips)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2017 | 0 | 0 | 57.2 | 99.4 | -13.1 | -37.3 | 30 | 54.3 | 0 | 0 | 24.3 | 0 | 214.8 |
| 2016 | 0 | 0 | 190 | 0 | -57.5 | -115 | 0 | 0 | 0 | 0 | 36.8 | 109.5 | 163.8 |
| 2015 | -417.4 | 0 | 345.5 | 118.6 | 213 | 147.5 | 0 | -22.5 | 139.2 | 256 | 48.7 | 248.6 | 1077.2 |
| 2014 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -49.4 | -170.7 | 127.1 | 57.8 | -35.2 |
| 2013 | 266.5 | 252 | 0 | 119 | 0 | 0 | -21.5 | 0 | 0 | -44 | 162 | 0 | 734 |
| 2012 | -66.9 | 0 | 114.1 | 0 | -389.8 | 84 | -65.7 | 56.9 | 171.9 | 0 | 22.6 | -107.3 | -180.2 |
| 2011 | 248.5 | 38 | 0 | 228.5 | 492.5 | 84 | 596.2 | -24.6 | 279.3 | 624.8 | 320.2 | 49.7 | 2937.1 |
| 2010 | 308 | -4.9 | -46.4 | 507.2 | 193.8 | 56 | 432 | 277.8 | 102.7 | -54.4 | 616 | -779.6 | 1608.2 |
| 2009 | 314.2 | -80 | 703.1 | -1.4 | 350.8 | 28 | 0 | 60 | 126.8 | 0 | 153 | 534.1 | 2188.6 |
| 2008 | 252 | 252 | 759.1 | 0 | 91.4 | 64.4 | -59.8 | 738.9 | 1814.4 | 581.7 | -42.5 | -876.2 | 3575.4 |
| 2007 | 0 | 0 | 0 | 0 | 0 | 0 | 26.9 | 0 | 71.5 | -75.1 | 101.6 | -670.3 | -545.4 |
| 2006 | -420.9 | 0 | -144.6 | -311.3 | 123.1 | 0 | 14.5 | 0 | 0 | 0 | 67 | 29.6 | -642.6 |
| 2005 | -26.5 | 202.1 | 439.9 | 0 | 24.3 | -217.3 | 26.7 | 86.6 | 105.4 | 0 | 317.1 | -5.7 | 952.6 |
| 2004 | -410.9 | -95.8 | 264.8 | -20.4 | 182.8 | 0 | 84 | 126.5 | 63.6 | 267.4 | 109.8 | 16.4 | 588.2 |
Stats
Strategy
| Wins/Losses Ratio | 2.51 | Payout Ratio (Avg Win/Loss) | 0.77 | Average # of Bars in Trade | 0 |
| AHPR | 0.07 | Z-Score | -28.73 | Z-Probability | 99.9 % |
| Expectancy | 7.25 | Deviation | 33.31 pips | Exposure | -999999999 % |
| Stagnation in Days | 876 | Stagnation in % | 17.25 % |
Trades
| # of Wins | 1247 | # of Losses | 496 | # of Cancelled/Expired | 0 | ||
| Gross Profit | 25811.6 pips | Gross Loss | -13280.7 pips | Average Win | 20.7 pips | Average Loss | -26.78 pips |
| Largest Win | 28 pips | Largest Loss | -120 pips | Max Consec Wins | 93 | Max Consec Losses | 24 |
| Avg Consec Wins | 11.13 | Avg Consec Loss | 4.47 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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