Quant Analyzer Report
Frank3[NZDUSD][M15][2010-2019-02]
Source: MT4Report| Symbol | NZDUSD | Period | M15 : 05.01.2010 - 25.02.2019 |
|---|---|---|---|
| Initial deposit | 1000.0 | ||
| Parameters | - | ||
Total Profit
$ -472.09
Profit in pips
-4628.5 pips
Yrly Avg profit
$ -51.5
Yrly Avg % ret
-5.15 %
CAGR
-6.19 %
# of trades
3068
Sharpe ratio
-0.12
Profit factor
0.72
Return / DD ratio
-0.98
Winning %
57.3 %
Drawdown
$ 479.89
% Drawdown
47.62 %
Daily Avg profit
$ -0.22
Mthly Avg profit
$ -4.29
Average trade
$ 0.95
Annual% / Max DD%
-0.13
R Expectancy
-0.12 R
R Exp score
-39.92 R
SQN
-7.45
SQN score
-4.36
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | -11.92 | -8.94 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -20.86 |
| 2018 | 0.72 | -4.15 | 4.16 | 4.19 | 2.4 | -3.24 | 0.84 | 0.65 | 2.48 | -10.2 | 1.54 | -11.17 | -11.78 |
| 2017 | -1.74 | -2.22 | 12.13 | 5.96 | -6.49 | 1.59 | -3 | -4.1 | -0.19 | -9.73 | -3.29 | -1.42 | -12.5 |
| 2016 | -16.61 | -8.39 | -4.67 | -0.68 | -4.22 | 9.07 | -6.48 | -13.05 | 7.73 | -0.78 | 3.63 | 0.59 | -33.86 |
| 2015 | -12.85 | 5.78 | -13.91 | -8.23 | -10.87 | -9.08 | -8.41 | -7.68 | -4.55 | -1.03 | 0.42 | -1.4 | -71.81 |
| 2014 | 10.92 | -8.36 | 17.43 | -8.28 | -8.4 | -3 | -12.43 | -8.46 | -4.46 | 0.21 | -13.01 | -10.51 | -48.35 |
| 2013 | -1.52 | -0.4 | 2.24 | -10.3 | -12.43 | 10.2 | -3.78 | -8.55 | -14.07 | -2.46 | -10.45 | -6.92 | -58.44 |
| 2012 | 2.25 | -15.82 | -5.39 | -4.48 | -17.52 | -17.51 | 12 | 2.61 | -1.47 | -9.95 | 0.25 | -2.57 | -57.6 |
| 2011 | -3.95 | 4.65 | 3.49 | -9.6 | -12.92 | -0.4 | -5.17 | -18.36 | -12.87 | -21.27 | -3.2 | -5.82 | -85.42 |
| 2010 | 4.54 | -6.64 | -2.48 | -0.48 | -16.86 | -4.35 | -9.89 | -4.57 | -2.31 | -3.17 | -3.9 | -21.36 | -71.47 |
Stats
Strategy
| Wins/Losses Ratio | 1.34 | Payout Ratio (Avg Win/Loss) | 0.54 | Average # of Bars in Trade | 0 |
| AHPR | -0.02 | Z-Score | -11.07 | Z-Probability | 99.9 % |
| Expectancy | -0.15 | Deviation | $ 1.59 | Exposure | -999999999 % |
| Stagnation in Days | 3304 | Stagnation in % | 98.95 % |
Trades
| # of Wins | 1758 | # of Losses | 1310 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 1220.67 | Gross Loss | $ -1692.76 | Average Win | $ 0.69 | Average Loss | $ -1.29 |
| Largest Win | $ 7.88 | Largest Loss | $ -4.27 | Max Consec Wins | 15 | Max Consec Losses | 13 |
| Avg Consec Wins | 2.92 | Avg Consec Loss | 2.18 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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