Quant Analyzer Report
Frank3[USDCHF][M15][2010-2019-02]
Source: MT4Report| Symbol | USDCHF | Period | M15 : 04.01.2010 - 22.02.2019 |
|---|---|---|---|
| Initial deposit | 1000.0 | ||
| Parameters | - | ||
Total Profit
$ 260.86
Profit in pips
2916.3 pips
Yrly Avg profit
$ 28.46
Yrly Avg % ret
2.85 %
CAGR
2.35 %
# of trades
4699
Sharpe ratio
0
Profit factor
1.17
Return / DD ratio
2.49
Winning %
66.89 %
Drawdown
$ 104.6
% Drawdown
9.24 %
Daily Avg profit
$ 0.13
Mthly Avg profit
$ 2.37
Average trade
$ 0.7
Annual% / Max DD%
0.25
R Expectancy
0.06 R
R Exp score
29.34 R
SQN
4.13
SQN score
4.96
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | 0.75 | -9.18 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -8.43 |
| 2018 | 13.19 | 1.24 | 0.01 | 8.98 | -2.22 | 7 | 2.93 | -6.65 | 6.82 | 0.49 | 2.84 | 5.58 | 40.21 |
| 2017 | 7.07 | 0.49 | 5.9 | 6.18 | 1.29 | 4.63 | 1.61 | 0.06 | 10.09 | 3.38 | 9.55 | -2.02 | 48.23 |
| 2016 | 0.89 | 8.31 | 7.26 | 5.89 | 3.13 | 14.94 | -8.1 | 26.57 | 16.47 | 19.52 | 7.3 | -6.61 | 95.57 |
| 2015 | -15.95 | 16.86 | -4.64 | 10.01 | 6.78 | -8.77 | 0.23 | -3.63 | 3.34 | 2.44 | -1.79 | -5.6 | -0.72 |
| 2014 | -10.62 | 4.23 | 14.77 | 3.48 | 0.71 | 0.52 | 2.84 | -0.44 | 0.62 | -8.85 | 6.01 | 0.32 | 13.59 |
| 2013 | 16.11 | -0.36 | 5.81 | 7.68 | -1.62 | 7.25 | -5.6 | 3.86 | 0.28 | -5.15 | -6.98 | 4.55 | 25.83 |
| 2012 | 9.52 | -29.51 | 5.38 | -3.88 | -21.87 | -13.12 | 12.39 | -0.85 | 14.1 | -2.73 | -9.15 | 3.41 | -36.31 |
| 2011 | 41.24 | 2.05 | -11.7 | -1.79 | 6.08 | -4.55 | 5.81 | -8.13 | -31.35 | -4.09 | -6.77 | 14.31 | 1.11 |
| 2010 | 10.61 | -1.9 | 24.86 | 2.97 | -9.56 | 3.17 | 9.5 | 3.04 | 24.68 | 0.11 | 9.16 | 5.14 | 81.78 |
Stats
Strategy
| Wins/Losses Ratio | 2.02 | Payout Ratio (Avg Win/Loss) | 0.58 | Average # of Bars in Trade | 0 |
| AHPR | 0 | Z-Score | -18.73 | Z-Probability | 99.9 % |
| Expectancy | 0.06 | Deviation | $ 1.12 | Exposure | -999999999 % |
| Stagnation in Days | 1993 | Stagnation in % | 59.74 % |
Trades
| # of Wins | 3143 | # of Losses | 1556 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 1765.34 | Gross Loss | $ -1504.48 | Average Win | $ 0.56 | Average Loss | $ -0.97 |
| Largest Win | $ 4.4 | Largest Loss | $ -4.02 | Max Consec Wins | 47 | Max Consec Losses | 10 |
| Avg Consec Wins | 4.17 | Avg Consec Loss | 2.06 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
Click on the chart to see bigger image
