Quant Analyzer Report
Frank3[AUDUSD][M15][2010-2019-02]
Source: MT4Report| Symbol | AUDUSD | Period | M15 : 04.01.2010 - 22.02.2019 |
|---|---|---|---|
| Initial deposit | 1000.0 | ||
| Parameters | - | ||
Total Profit
$ -129.8
Profit in pips
-1241.2 pips
Yrly Avg profit
$ -14.16
Yrly Avg % ret
-1.42 %
CAGR
-1.38 %
# of trades
2374
Sharpe ratio
-0.09
Profit factor
0.87
Return / DD ratio
-0.79
Winning %
63.44 %
Drawdown
$ 163.93
% Drawdown
16.14 %
Daily Avg profit
$ -0.07
Mthly Avg profit
$ -1.18
Average trade
$ 0.81
Annual% / Max DD%
-0.09
R Expectancy
-0.05 R
R Exp score
-12 R
SQN
-2.65
SQN score
-1.1
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | 2.94 | -0.98 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1.96 |
| 2018 | 1.97 | 7.68 | -2.82 | 3.39 | 1.96 | 1.41 | 1.6 | -0.61 | -3.93 | -1.94 | -0.98 | -0.35 | 7.38 |
| 2017 | -6 | -1.48 | -6.02 | 1.02 | 1.21 | -5.64 | 3.86 | -2.42 | 0.72 | 0.83 | 4.06 | 1.12 | -8.74 |
| 2016 | -1.61 | -3.87 | 11.11 | -0.36 | -4.06 | -5.14 | -3.82 | 1.53 | 5.62 | 7.58 | 0.03 | -2.94 | 4.07 |
| 2015 | -3.66 | -0.44 | -1.07 | -1.5 | 4.79 | 7.81 | 0.92 | -0.43 | 1.57 | -4.64 | -2.9 | -5.01 | -4.56 |
| 2014 | 1.43 | -10.99 | 6.75 | 2.99 | -6.15 | -2.68 | -0.95 | 0.79 | -2.34 | -3.12 | -3.12 | -0.33 | -17.72 |
| 2013 | -5.99 | -6.92 | 5.16 | 7.14 | -9.49 | 2.22 | 7.84 | -1.6 | 2.2 | 6.58 | -3.72 | -7.15 | -3.73 |
| 2012 | 8.36 | -16.8 | -1.54 | -6.91 | -10.37 | -7.37 | 6.89 | -5.99 | -3.8 | 3.33 | -6.83 | 0.07 | -40.96 |
| 2011 | -3.2 | -1.1 | 11.01 | -0.53 | 2.32 | 2.58 | 4.15 | -20.67 | 0.12 | -5.8 | 2.03 | -7.22 | -16.31 |
| 2010 | -2.5 | 8.36 | 5.44 | -1.69 | -16.61 | -9.68 | -15.78 | -0.9 | -8.97 | 0.72 | -8.7 | -0.88 | -51.19 |
Stats
Strategy
| Wins/Losses Ratio | 1.74 | Payout Ratio (Avg Win/Loss) | 0.5 | Average # of Bars in Trade | 0 |
| AHPR | -0.01 | Z-Score | -6.8 | Z-Probability | 0 % |
| Expectancy | -0.05 | Deviation | $ 1.33 | Exposure | -999999999 % |
| Stagnation in Days | 3235 | Stagnation in % | 96.97 % |
Trades
| # of Wins | 1506 | # of Losses | 868 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 892 | Gross Loss | $ -1021.8 | Average Win | $ 0.59 | Average Loss | $ -1.18 |
| Largest Win | $ 4.04 | Largest Loss | $ -13.19 | Max Consec Wins | 25 | Max Consec Losses | 17 |
| Avg Consec Wins | 3.19 | Avg Consec Loss | 1.84 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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