Quant Analyzer Report
Frank3[USDCAD][M15][2010-2019-02]
Source: MT4Report| Symbol | USDCAD | Period | M15 : 04.01.2010 - 22.02.2019 |
|---|---|---|---|
| Initial deposit | 1000.0 | ||
| Parameters | - | ||
Total Profit
$ 123.81
Profit in pips
1568.2 pips
Yrly Avg profit
$ 13.5
Yrly Avg % ret
1.35 %
CAGR
1.17 %
# of trades
2042
Sharpe ratio
0.12
Profit factor
1.19
Return / DD ratio
4.16
Winning %
63.81 %
Drawdown
$ 29.77
% Drawdown
2.85 %
Daily Avg profit
$ 0.07
Mthly Avg profit
$ 1.13
Average trade
$ 0.71
Annual% / Max DD%
0.41
R Expectancy
0.07 R
R Exp score
15.17 R
SQN
3.16
SQN score
1.76
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | 7.02 | -4.21 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2.81 |
| 2018 | 1.82 | 9.94 | -4.77 | 8.49 | 0.76 | 2.65 | 3.25 | 1.83 | 3.83 | 3.5 | 3.49 | 0.83 | 35.62 |
| 2017 | 1.69 | -0.26 | 5.54 | -1.68 | -1.99 | 3.91 | 1.68 | -0.72 | -1.16 | 2.53 | -3.15 | 3.13 | 9.52 |
| 2016 | -5.77 | 3.4 | 11.67 | -8.83 | 2.85 | -1.05 | 3.28 | -3.97 | -1.77 | 0.13 | 10.73 | -7.57 | 3.1 |
| 2015 | -5.63 | 1.32 | 1.58 | 9.33 | -2.22 | 7.42 | 2.06 | 1.75 | -1.29 | 3.53 | 1.16 | -0.8 | 18.21 |
| 2014 | -8.66 | 1 | 3.12 | 3.21 | 2.94 | 1.35 | 5.23 | 2.63 | -3.89 | 4.27 | -0.35 | 10.8 | 21.65 |
| 2013 | -2.3 | 3.96 | 0.98 | 1.97 | -2.63 | -4.59 | 1.3 | 1.72 | 0.56 | -1.32 | -3.53 | 1.78 | -2.1 |
| 2012 | -1 | -7.59 | -0.83 | -2.17 | -4.42 | -1.97 | 2.98 | 4.99 | 4.75 | 1.15 | 1.54 | -0.67 | -3.24 |
| 2011 | 0.22 | 8.22 | 9.86 | 0.45 | -1.64 | 1.91 | 6.31 | -1.95 | -4.1 | -4.7 | 1.18 | 7.44 | 23.2 |
| 2010 | 2.81 | 2.21 | 6.62 | -0.47 | -1.26 | -8.91 | 1.87 | 6.1 | -2.08 | 5.32 | 6.46 | -3.63 | 15.04 |
Stats
Strategy
| Wins/Losses Ratio | 1.76 | Payout Ratio (Avg Win/Loss) | 0.67 | Average # of Bars in Trade | 0 |
| AHPR | 0.01 | Z-Score | -8.25 | Z-Probability | 0 % |
| Expectancy | 0.06 | Deviation | $ 1.08 | Exposure | -999999999 % |
| Stagnation in Days | 1028 | Stagnation in % | 30.82 % |
Trades
| # of Wins | 1303 | # of Losses | 739 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 782.79 | Gross Loss | $ -658.98 | Average Win | $ 0.6 | Average Loss | $ -0.89 |
| Largest Win | $ 3.26 | Largest Loss | $ -2.1 | Max Consec Wins | 17 | Max Consec Losses | 8 |
| Avg Consec Wins | 3.38 | Avg Consec Loss | 1.92 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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