Quant Analyzer Report
Frank3[EURUSD][M15][2010-2019-02]
Source: MT4Report| Symbol | EURUSD | Period | M15 : 04.01.2010 - 25.02.2019 |
|---|---|---|---|
| Initial deposit | 1000.0 | ||
| Parameters | - | ||
Total Profit
$ 138.03
Profit in pips
1617.3 pips
Yrly Avg profit
$ 15.06
Yrly Avg % ret
1.51 %
CAGR
1.3 %
# of trades
2364
Sharpe ratio
0.11
Profit factor
1.16
Return / DD ratio
1.96
Winning %
58.21 %
Drawdown
$ 70.58
% Drawdown
6.83 %
Daily Avg profit
$ 0.07
Mthly Avg profit
$ 1.25
Average trade
$ 0.79
Annual% / Max DD%
0.19
R Expectancy
0.07 R
R Exp score
17.31 R
SQN
3.09
SQN score
2.02
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | -4.35 | -0.51 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -4.86 |
| 2018 | 10.02 | -1.03 | 2.7 | 3 | -4.17 | -0.66 | -2.24 | 1.4 | -0.01 | 3.28 | -0.3 | 1.57 | 13.56 |
| 2017 | 1.99 | -4.44 | -2.61 | 3.21 | -0.56 | 12.58 | -1.99 | 4.79 | 5.79 | 0.94 | 2.5 | -1.93 | 20.27 |
| 2016 | -2.16 | 3.8 | 4.08 | 7.73 | 7.89 | 0.43 | 3.43 | 1.63 | 2.45 | 4.53 | 10.5 | 0.09 | 44.4 |
| 2015 | -9.41 | 3.43 | -1.79 | -0.15 | 6.04 | 9.74 | -2.05 | -2.67 | 0.29 | -0.41 | -5.49 | 2.9 | 0.43 |
| 2014 | 3.65 | 10.47 | 8.79 | 4.45 | -2.03 | -0.82 | 2.24 | 0.3 | -2.62 | -0.74 | 8.51 | 2.35 | 34.55 |
| 2013 | -2.75 | 8.58 | 3.48 | 8.23 | 2.19 | 2.98 | 7.24 | 13.68 | 2.46 | 5.48 | 0.9 | 6.58 | 59.05 |
| 2012 | -3.13 | -14.01 | 1.72 | -2.7 | -3.12 | -8.79 | 9.16 | 3.39 | 0.38 | -5.65 | -8.58 | 4.07 | -27.26 |
| 2011 | 6.23 | 2.56 | -8.54 | -5.21 | 1.43 | 2.79 | -5.07 | -9.9 | -3.52 | -4.85 | 10.84 | -6.23 | -19.47 |
| 2010 | 14.38 | 12.95 | 2.49 | -5.53 | -7.77 | 7.35 | -1.25 | -1.53 | -1.89 | 7.07 | 3.1 | -12.01 | 17.36 |
Stats
Strategy
| Wins/Losses Ratio | 1.39 | Payout Ratio (Avg Win/Loss) | 0.83 | Average # of Bars in Trade | 0 |
| AHPR | 0.01 | Z-Score | -12.71 | Z-Probability | 99.9 % |
| Expectancy | 0.06 | Deviation | $ 1.17 | Exposure | -999999999 % |
| Stagnation in Days | 1414 | Stagnation in % | 42.34 % |
Trades
| # of Wins | 1376 | # of Losses | 988 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 998.52 | Gross Loss | $ -860.49 | Average Win | $ 0.73 | Average Loss | $ -0.87 |
| Largest Win | $ 3.47 | Largest Loss | $ -1.43 | Max Consec Wins | 26 | Max Consec Losses | 9 |
| Avg Consec Wins | 3.22 | Avg Consec Loss | 2.31 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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