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SIMPLITRADE MANAGED FOREX
99% ACCURATE HISTORICAL BACKTEST RESULTS
SIMPLITRADE NIGHT SCALPER QUAD V2 - RISK-20
www.simplitrade.com
BACKTEST CONDITIONS USED (TO MATCH REAL-LIFE TRADING):
99% ACCURATE TICK DATA - SUPPLIED BY DUKASCOPY BANK S.A. (SUISSE)
VARIABLE SPREAD - EXTRACTED FROM TICK DATA (ASK-BID)
BROKERAGE COMMISSIONS OF $5.50 / RTL (ROUND TURN LOT) DEDUCTED FROM ALL TRADES
INITIAL DEPOSIT FOR EACH BACKTEST IS $10,000 USD
FOR A $1K DEPOSIT, SIMPLY DIVIDE RESULTS BY 10 AS EARNINGS ARE PROPORTIONAL
ABOUT SIMPLITRADE
"SimpliTrade are a leading forex management and wealth creation company with over 20 years experience that specialize in
yielding high returns for their clients, time and time again."
As a company, being one hundred percent focused on performance and delivering real results both come naturally to us and is
what we've successfully been achieving from when we started out. The SimpliTrade Team specialize in risk-controlled financial
growth using tried, tested and proven strategies.
All of our trading systems utilize our proprietary in-built SMARTStrategy™ technology, which, along with precise market timing
and other highly sophisticated algorithms, allow us to choose the best trading opportunities in an attempt to create large profits
whilst at the same time, keeping drawdown to a minimum.
Steadily, SimpliTrade are going from strength to strength. This can be backed up by our solid track record, strong ethical values,
transparency and friendly customer service.
When you make the smart decision to choose SimpliTrade as your financial partner, you'll receive a tailor-made solution from us
that meets with your perception of growth and risk.
SimpliTrade stands out from other managed forex services. Our professional expertise allows us to provide you very competitive
and welcome returns on your funds. We plan our portfolio in order to avoid losses where at all possible. We use a variety of
varied technical and fundamental based strategies within our custom-made proprietary software that we use in trading the forex.
With our scalping trading systems, trade execution is of paramount importance, so in order to get the best execution times
possible we lease servers housed in the very same datacenters as our Forex Brokers, their Liquidity Providers and the Tier-One
Banks: J.P. Morgan, Barclays, Citigroup, Merrill Lynch & Deutsche Bank (to name but a few) at the Equinix datacenters located
in both New York City & London, where we enjoy a latency of less than 1ms, the best possible.
RISK DISCLOSURE Trading foreign exchange carries a high level of risk, and may not be suitable for all investors. Before deciding to trade foreign exchange you should carefully
consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you
should not invest money that you cannot afford to lose. You should be aware of all the risks associated with foreign exchange trading, and seek advice from an independent financial
advisor if you have any doubts.
Unless specifically stated, all graphs and charts are gross results (before fees). Past performance is not necessarily indicative of future results.
1 of 18
PROFIT IN PIPS 63221.5 PIPS
YRLY AVG PROFIT $ 313681721.34
YRLY AVG % RET 3136817.21 %
CAGR 138.06 %
TOTAL PROFIT
$4470109662.46
# OF TRADES
22176
SHARPE RATIO
0.1
PROFIT FACTOR
1.92
RETURN / DD RATIO
37.26
WINNING %
78.66 %
DRAWDOWN
$ 119968045.47
% DRAWDOWN
35.2 %
DAILY AVG PROFIT
$ 1207158.97
MTHLY AVG PROFIT
$ 26140992.18
AVERAGE TRADE
$ 639105.33
ANNUAL% / MAX DD%
3.92
R EXPECTANCY
0.2 R
R EXP SCORE
306.03 R
SQN
26.79
SQN SCORE
44.99
QUANT ANALYZER REPORTSIMPLITRADE NIGHT SCALPER QUAD V2 - MAY 03 - AUG 17 - RISK-20
Source: N/A
Symbol Portfolio Period unknown : 06.05.2003 - 21.07.2017
Initial deposit 10000.0
Parameters -
MONTHLY PERFORMANCE ($)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 5566181.37 -11636599.8 13625179.6 29371796.07 -1191500.85 28753347.67 7861983.34 0 0 0 0 0 72350387.4
2016 6250469.06 15362892.04 24736045.61 20448695.42 11407839.94 26655781.98 -8934249.98 33523671 14053317.2 34647661.11 262086.47 3673535.92 182087745.77
2015 -15879058.87 38466155.48 851831.68 36624779.95 14943303.53 34336266.69 22256143.58 18250474.95 -1294958.92 20972023.07 -2513474.3 -3242177.44 163771309.4
2014 14667532.21 25414499.46 31126153.72 22768711.04 11658672.93 -872210.4 1399017.56 1234648.9 3308023.19 2633925.29 1838174.67 -1112190.58 114064957.99
2013 18020086.07 28619590.58 25744931.43 21264600.72 15081326.36 1169504.98 -1463359.25 21204494.62 22468880.86 16689290.26 7023255.28 12874921.44 188697523.35
2012 25265838.27 -9474502.42 13350148.71 7086108.69 7734202.3 11955939.49 31136030.17 -5130870.43 15948250.64 -7394440.64 -3214262.83 19433003.93 106695445.88
2011 19726957.39 17624208.79 -27375994.81 7417058.85 -5676991.46 14145601.01 3799587.01 7616790.69 8272564.85 31313903.7 28260182.65 39936106.92 145059975.59
2010 61969849 6596470.27 40279450.01 41903467.64 21709599 54636700.58 61388487.88 44288259.59 32890145.26 32033319.78 52223937.4 11453857.51 461373543.92
2009 52536829.44 29646579.84 29819619.53 63531853.74 31003309.22 66365727.86 31469694.83 71977064.54 48044781.04 37541533.54 49320741.87 48806496.85 560064232.3
2008 17255515.94 56383678.72 -8283683.16 53732782.71 41920379.98 64868823.26 60897442.7 50999456.35 -29938.19 -64884635.54 66109638.98 90483813.41 429453275.16
2007 22381209.83 45616228.71 66851876.99 42684291.85 36059120.76 16295604.97 -8481022.04 4789731.66 26911315.72 43977739.41 38516274.87 46600100.7 382202473.43
2006 17850978.29 13331577.82 27391944.09 520610.62 -1329619.47 36066509.53 42524755.52 10768350.15 64570130.84 55152679.76 76490304.73 44014294.44 387352516.32
2005 56477766.98 39704968.11 46082435.14 50377599.98 59626302.88 69523519.46 71656446.29 45786717.36 43391016.65 39664567.68 23335065.46 35699383.83 581325789.82
2004 15705808.43 42292789.48 89315579.61 40567751.47 86239368.32 90376695.13 58766805.96 63965952.28 34287854.68 39149115.76 47408147.75 72213848.13 680289717
2003 0 0 0 0 7662.79 32606.16 79240.57 99559.96 159776.78 742512.88 106766.67 14092643.32 15320769.13
STATS
Strategy
Wins/Losses Ratio 3.69 Payout Ratio (Avg Win/Loss) 0.52 Average # of Bars in Trade 0
AHPR 0.06 Z-Score -36.41 Z-Probability 99.9 %
Expectancy 201574.21 Deviation $ 1202907.34 Exposure -999999999 %
Stagnation in Days 180 Stagnation in % 3.47 %
Trades
# of Wins 17443 # of Losses 4733 # of Cancelled/Expired 0
Gross Profit $ 9321454680.58 Gross Loss $ -4851345018.12 Average Win $ 534395.15 Average Loss $ -1025004.23
generated by Quant Analyzer
2 of 18
Largest Win $ 9945000 Largest Loss $ -9087957.39 Max Consec Wins 68 Max Consec Losses 12
Avg Consec Wins 6.2 Avg Consec Loss 1.68 Avg # of Bars in Wins 0 Avg # of Bars in Losses 0
3 of 18
PROFIT IN PIPS 4921.2 PIPS
YRLY AVG PROFIT $ 22786484.22
YRLY AVG % RET 227864.84 %
CAGR 151904.85 %
TOTAL PROFIT
$15190485.23
# OF TRADES
1205
SHARPE RATIO
0.31
PROFIT FACTOR
5.19
RETURN / DD RATIO
29
WINNING %
82.24 %
DRAWDOWN
$ 523876.5
% DRAWDOWN
35.2 %
DAILY AVG PROFIT
$ 87806.27
MTHLY AVG PROFIT
$ 1898810.65
AVERAGE TRADE
$ 18622.36
ANNUAL% / MAX DD%
4315.48
R EXPECTANCY
0.74 R
R EXP SCORE
1345.29 R
SQN
9.34
SQN SCORE
59.78
QUANT ANALYZER REPORTSIMPLITRADE NIGHT SCALPER QUAD V2 - MAY 03 - JAN 04 - RISK-20
Source: N/A
Symbol Portfolio Period unknown : 06.05.2003 - 31.12.2003
Initial deposit 10000.0
Parameters -
MONTHLY PERFORMANCE ($)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2003 0 0 0 0 7662.79 32606.16 79240.57 99559.96 159776.78 742512.88 106766.67 13962359.42 15190485.23
STATS
Strategy
Wins/Losses Ratio 4.63 Payout Ratio (Avg Win/Loss) 1.12 Average # of Bars in Trade 0
AHPR 0.63 Z-Score -9.33 Z-Probability 0 %
Expectancy 12606.21 Deviation $ 47234.92 Exposure -999999999 %
Stagnation in Days 22 Stagnation in % 9.17 %
Trades
# of Wins 991 # of Losses 214 # of Cancelled/Expired 0
Gross Profit $ 18815215.03 Gross Loss $ -3624729.8 Average Win $ 18986.09 Average Loss $ -16937.99
Largest Win $ 549744.23 Largest Loss $ -306209.93 Max Consec Wins 35 Max Consec Losses 6
Avg Consec Wins 7.62 Avg Consec Loss 1.66 Avg # of Bars in Wins 0 Avg # of Bars in Losses 0
generated by Quant Analyzer
4 of 18
PROFIT IN PIPS 8818.3 PIPS
YRLY AVG PROFIT $ 322086205.99
YRLY AVG % RET 3220862.06 %
CAGR 3220862.06 %
TOTAL PROFIT
$322086205.99
# OF TRADES
1950
SHARPE RATIO
0.37
PROFIT FACTOR
3.51
RETURN / DD RATIO
23.35
WINNING %
84.26 %
DRAWDOWN
$ 13791842.24
% DRAWDOWN
31.65 %
DAILY AVG PROFIT
$ 1025752.25
MTHLY AVG PROFIT
$ 26840517.17
AVERAGE TRADE
$ 296608.42
ANNUAL% / MAX DD%
101764.99
R EXPECTANCY
0.4 R
R EXP SCORE
771.6 R
SQN
13.24
SQN SCORE
87.01
QUANT ANALYZER REPORTSIMPLITRADE NIGHT SCALPER QUAD V2 - JAN 04 - JAN 05 - RISK-20
Source: N/A
Symbol Portfolio Period unknown : 01.01.2004 - 31.12.2004
Initial deposit 10000.0
Parameters -
MONTHLY PERFORMANCE ($)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2004 10245.98 30927.94 241724.54 351510.16 2964311.92 17572678.77 43889888.08 63965952.28 34287854.68 39149115.76 47408147.75 72213848.13 322086205.99
STATS
Strategy
Wins/Losses Ratio 5.35 Payout Ratio (Avg Win/Loss) 0.66 Average # of Bars in Trade 0
AHPR 0.55 Z-Score -11.52 Z-Probability 99.9 %
Expectancy 165172.41 Deviation $ 566417.43 Exposure -999999999 %
Stagnation in Days 9 Stagnation in % 2.46 %
Trades
# of Wins 1643 # of Losses 307 # of Cancelled/Expired 0
Gross Profit $ 450236312.21 Gross Loss $ -128150106.22 Average Win $ 274033.06 Average Loss $ -417427.06
Largest Win $ 6295000 Largest Loss $ -7055000 Max Consec Wins 41 Max Consec Losses 5
Avg Consec Wins 8.56 Avg Consec Loss 1.6 Avg # of Bars in Wins 0 Avg # of Bars in Losses 0
generated by Quant Analyzer
5 of 18
PROFIT IN PIPS 7439.6 PIPS
YRLY AVG PROFIT $ 197753983.33
YRLY AVG % RET 1977539.83 %
CAGR 1977539.83 %
TOTAL PROFIT
$197753983.33
# OF TRADES
1977
SHARPE RATIO
0.35
PROFIT FACTOR
2.24
RETURN / DD RATIO
10.09
WINNING %
83.06 %
DRAWDOWN
$ 19602949.12
% DRAWDOWN
19.23 %
DAILY AVG PROFIT
$ 642058.39
MTHLY AVG PROFIT
$ 16479498.61
AVERAGE TRADE
$ 261072.18
ANNUAL% / MAX DD%
102836.18
R EXPECTANCY
0.21 R
R EXP SCORE
416.15 R
SQN
7.24
SQN SCORE
80.1
QUANT ANALYZER REPORTSIMPLITRADE NIGHT SCALPER QUAD V2 - JAN 05 - JAN 06 - RISK-20
Source: N/A
Symbol Portfolio Period unknown : 03.01.2005 - 30.12.2005
Initial deposit 10000.0
Parameters -
MONTHLY PERFORMANCE ($)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2005 20639.78 32734.16 95328.99 275258.9 933618.48 4077442.2 17271630.23 32957296.97 43391016.65 39664567.68 23335065.46 35699383.83 197753983.33
STATS
Strategy
Wins/Losses Ratio 4.9 Payout Ratio (Avg Win/Loss) 0.46 Average # of Bars in Trade 0
AHPR 0.51 Z-Score -10.15 Z-Probability 99.9 %
Expectancy 100027.31 Deviation $ 634677.92 Exposure -999999999 %
Stagnation in Days 15 Stagnation in % 4.14 %
Trades
# of Wins 1642 # of Losses 335 # of Cancelled/Expired 0
Gross Profit $ 356946842.02 Gross Loss $ -159192858.69 Average Win $ 217385.41 Average Loss $ -475202.56
Largest Win $ 3825000 Largest Loss $ -7055000 Max Consec Wins 50 Max Consec Losses 6
Avg Consec Wins 7.6 Avg Consec Loss 1.56 Avg # of Bars in Wins 0 Avg # of Bars in Losses 0
generated by Quant Analyzer
6 of 18
PROFIT IN PIPS 5336.4 PIPS
YRLY AVG PROFIT $ 10000955.57
YRLY AVG % RET 100009.55 %
CAGR 100011.61 %
TOTAL PROFIT
$10001161.25
# OF TRADES
1945
SHARPE RATIO
0.18
PROFIT FACTOR
2.8
RETURN / DD RATIO
6.33
WINNING %
80.98 %
DRAWDOWN
$ 1579653.73
% DRAWDOWN
67.99 %
DAILY AVG PROFIT
$ 38466
MTHLY AVG PROFIT
$ 833430.1
AVERAGE TRADE
$ 10841.72
ANNUAL% / MAX DD%
1470.98
R EXPECTANCY
0.34 R
R EXP SCORE
667.57 R
SQN
4.86
SQN SCORE
52.68
QUANT ANALYZER REPORTSIMPLITRADE NIGHT SCALPER QUAD V2 - JAN 06 - JAN 07 - RISK-20
Source: N/A
Symbol Portfolio Period unknown : 02.01.2006 - 29.12.2006
Initial deposit 10000.0
Parameters -
MONTHLY PERFORMANCE ($)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2006 3017.32 3667.6 11080.19 -2994.14 -5249.32 20060.52 50335.92 470.43 235368.84 631848.07 3280004.49 5773551.33 10001161.25
STATS
Strategy
Wins/Losses Ratio 4.26 Payout Ratio (Avg Win/Loss) 0.66 Average # of Bars in Trade 0
AHPR 0.38 Z-Score -15.44 Z-Probability 99.9 %
Expectancy 5141.99 Deviation $ 46996.76 Exposure -999999999 %
Stagnation in Days 79 Stagnation in % 21.88 %
Trades
# of Wins 1575 # of Losses 370 # of Cancelled/Expired 0
Gross Profit $ 15544157.16 Gross Loss $ -5542995.91 Average Win $ 9869.31 Average Loss $ -14981.07
Largest Win $ 438540.2 Largest Loss $ -1257419.71 Max Consec Wins 39 Max Consec Losses 11
Avg Consec Wins 8.04 Avg Consec Loss 1.9 Avg # of Bars in Wins 0 Avg # of Bars in Losses 0
generated by Quant Analyzer
7 of 18
PROFIT IN PIPS 5127 PIPS
YRLY AVG PROFIT $ 10601059.39
YRLY AVG % RET 106010.59 %
CAGR 106008.23 %
TOTAL PROFIT
$10600822.9
# OF TRADES
1793
SHARPE RATIO
0.2
PROFIT FACTOR
2.21
RETURN / DD RATIO
6.27
WINNING %
82.21 %
DRAWDOWN
$ 1691235.97
% DRAWDOWN
44.87 %
DAILY AVG PROFIT
$ 33977
MTHLY AVG PROFIT
$ 883401.91
AVERAGE TRADE
$ 15704.53
ANNUAL% / MAX DD%
2362.56
R EXPECTANCY
0.21 R
R EXP SCORE
385.22 R
SQN
4.2
SQN SCORE
58.71
QUANT ANALYZER REPORTSIMPLITRADE NIGHT SCALPER QUAD V2 - JAN 07 - JAN 08 - RISK-20
Source: N/A
Symbol Portfolio Period unknown : 01.01.2007 - 31.12.2007
Initial deposit 10000.0
Parameters -
MONTHLY PERFORMANCE ($)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2007 4180.27 20760.25 83738.23 161552.37 298438.37 205636.62 -195296.86 -10225.38 345472.54 1246762.27 2312037.39 6127766.83 10600822.9
STATS
Strategy
Wins/Losses Ratio 4.62 Payout Ratio (Avg Win/Loss) 0.48 Average # of Bars in Trade 0
AHPR 0.41 Z-Score -9.05 Z-Probability 0 %
Expectancy 5912.34 Deviation $ 60475.38 Exposure -999999999 %
Stagnation in Days 50 Stagnation in % 13.7 %
Trades
# of Wins 1474 # of Losses 319 # of Cancelled/Expired 0
Gross Profit $ 19379521.92 Gross Loss $ -8778699.02 Average Win $ 13147.57 Average Loss $ -27519.43
Largest Win $ 416769.71 Largest Loss $ -1691235.97 Max Consec Wins 51 Max Consec Losses 6
Avg Consec Wins 7.12 Avg Consec Loss 1.54 Avg # of Bars in Wins 0 Avg # of Bars in Losses 0
generated by Quant Analyzer
8 of 18
PROFIT IN PIPS 5240.4 PIPS
YRLY AVG PROFIT $ 7668121.18
YRLY AVG % RET 76681.21 %
CAGR 76683.41 %
TOTAL PROFIT
$7668341.38
# OF TRADES
1393
SHARPE RATIO
0.13
PROFIT FACTOR
1.23
RETURN / DD RATIO
0.89
WINNING %
76.88 %
DRAWDOWN
$ 8644097.75
% DRAWDOWN
96.71 %
DAILY AVG PROFIT
$ 25391.86
MTHLY AVG PROFIT
$ 639028.45
AVERAGE TRADE
$ 52828.48
ANNUAL% / MAX DD%
792.92
R EXPECTANCY
0.05 R
R EXP SCORE
74.91 R
SQN
1.44
SQN SCORE
43.64
QUANT ANALYZER REPORTSIMPLITRADE NIGHT SCALPER QUAD V2 - JAN 08 - JAN 09 - RISK-20
Source: N/A
Symbol Portfolio Period unknown : 01.01.2008 - 31.12.2008
Initial deposit 10000.0
Parameters -
MONTHLY PERFORMANCE ($)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2008 3073.55 27001.45 -9634.61 55244.54 116359.81 539372.06 1661343.65 4055616.36 -2615975.25 -3410739.62 923450.47 6323228.97 7668341.38
STATS
Strategy
Wins/Losses Ratio 3.33 Payout Ratio (Avg Win/Loss) 0.37 Average # of Bars in Trade 0
AHPR 0.58 Z-Score -7.97 Z-Probability 0 %
Expectancy 5504.91 Deviation $ 150031.97 Exposure -999999999 %
Stagnation in Days 97 Stagnation in % 26.5 %
Trades
# of Wins 1071 # of Losses 322 # of Cancelled/Expired 0
Gross Profit $ 40629204.39 Gross Loss $ -32960863.01 Average Win $ 37935.77 Average Loss $ -102362.93
Largest Win $ 1032937.42 Largest Loss $ -1147213.55 Max Consec Wins 29 Max Consec Losses 8
Avg Consec Wins 5.46 Avg Consec Loss 1.65 Avg # of Bars in Wins 0 Avg # of Bars in Losses 0
generated by Quant Analyzer
9 of 18
PROFIT IN PIPS 6423.1 PIPS
YRLY AVG PROFIT $ 145429558.64
YRLY AVG % RET 1454295.59 %
CAGR 1454295.59 %
TOTAL PROFIT
$145429558.64
# OF TRADES
1398
SHARPE RATIO
0.24
PROFIT FACTOR
2.76
RETURN / DD RATIO
9.52
WINNING %
80.97 %
DRAWDOWN
$ 15276693.89
% DRAWDOWN
53.7 %
DAILY AVG PROFIT
$ 555074.65
MTHLY AVG PROFIT
$ 12119129.89
AVERAGE TRADE
$ 221998.82
ANNUAL% / MAX DD%
27081.85
R EXPECTANCY
0.34 R
R EXP SCORE
469.11 R
SQN
6.74
SQN SCORE
48.4
QUANT ANALYZER REPORTSIMPLITRADE NIGHT SCALPER QUAD V2 - JAN 09 - JAN 10 - RISK-20
Source: N/A
Symbol Portfolio Period unknown : 01.01.2009 - 31.12.2009
Initial deposit 10000.0
Parameters -
MONTHLY PERFORMANCE ($)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2009 12355.17 12721.76 19358.06 130003.53 145669.7 905440.74 932872.52 6918323.38 14128960.38 24302599.07 48955506.7 48965747.63 145429558.64
STATS
Strategy
Wins/Losses Ratio 4.26 Payout Ratio (Avg Win/Loss) 0.65 Average # of Bars in Trade 0
AHPR 0.73 Z-Score -9.49 Z-Probability 0 %
Expectancy 104026.87 Deviation $ 589224.02 Exposure -999999999 %
Stagnation in Days 34 Stagnation in % 9.32 %
Trades
# of Wins 1132 # of Losses 266 # of Cancelled/Expired 0
Gross Profit $ 227891956.34 Gross Loss $ -82462397.7 Average Win $ 201317.98 Average Loss $ -310009.01
Largest Win $ 3920259.75 Largest Loss $ -8221693.89 Max Consec Wins 56 Max Consec Losses 7
Avg Consec Wins 6.99 Avg Consec Loss 1.65 Avg # of Bars in Wins 0 Avg # of Bars in Losses 0
generated by Quant Analyzer
10 of 18
PROFIT IN PIPS 5420.7 PIPS
YRLY AVG PROFIT $ 24761849.44
YRLY AVG % RET 247618.49 %
CAGR 247612.19 %
TOTAL PROFIT
$24761218.98
# OF TRADES
1571
SHARPE RATIO
0.19
PROFIT FACTOR
1.92
RETURN / DD RATIO
4.03
WINNING %
81.48 %
DRAWDOWN
$ 6146199.39
% DRAWDOWN
81.36 %
DAILY AVG PROFIT
$ 80655.44
MTHLY AVG PROFIT
$ 2063434.92
AVERAGE TRADE
$ 50017.24
ANNUAL% / MAX DD%
3043.41
R EXPECTANCY
0.17 R
R EXP SCORE
267.79 R
SQN
3.97
SQN SCORE
39.6
QUANT ANALYZER REPORTSIMPLITRADE NIGHT SCALPER QUAD V2 - JAN 10 - JAN 11 - RISK-20
Source: N/A
Symbol Portfolio Period unknown : 01.01.2010 - 31.12.2010
Initial deposit 10000.0
Parameters -
MONTHLY PERFORMANCE ($)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2010 22857 -17247.96 17822.21 40386.09 18036.86 169698.23 595944.65 1158769.43 1775768.17 3349923.03 13197474.97 4431786.3 24761218.98
STATS
Strategy
Wins/Losses Ratio 4.4 Payout Ratio (Avg Win/Loss) 0.44 Average # of Bars in Trade 0
AHPR 0.54 Z-Score -8.92 Z-Probability 0 %
Expectancy 15761.44 Deviation $ 161109.11 Exposure -999999999 %
Stagnation in Days 54 Stagnation in % 14.79 %
Trades
# of Wins 1280 # of Losses 291 # of Cancelled/Expired 0
Gross Profit $ 51669153.98 Gross Loss $ -26907935 Average Win $ 40366.53 Average Loss $ -92467.13
Largest Win $ 1386407.13 Largest Loss $ -2395579.24 Max Consec Wins 68 Max Consec Losses 10
Avg Consec Wins 6.96 Avg Consec Loss 1.57 Avg # of Bars in Wins 0 Avg # of Bars in Losses 0
generated by Quant Analyzer
11 of 18
PROFIT IN PIPS 2015 PIPS
YRLY AVG PROFIT $ 60313.96
YRLY AVG % RET 603.14 %
CAGR 603.14 %
TOTAL PROFIT
$ 60313.96# OF TRADES
1251
SHARPE RATIO
0.07
PROFIT FACTOR
1.46
RETURN / DD RATIO
3.3
WINNING %
72.74 %
DRAWDOWN
$ 18252.74
% DRAWDOWN
73.94 %
DAILY AVG PROFIT
$ 206.55
MTHLY AVG PROFIT
$ 5026.16
AVERAGE TRADE
$ 259.55
ANNUAL% / MAX DD%
8.16
R EXPECTANCY
0.12 R
R EXP SCORE
155.58 R
SQN
3.54
SQN SCORE
12.19
QUANT ANALYZER REPORTSIMPLITRADE NIGHT SCALPER QUAD V2 - JAN 11 - JAN 12 - RISK-20
Source: N/A
Symbol Portfolio Period unknown : 03.01.2011 - 30.12.2011
Initial deposit 10000.0
Parameters -
MONTHLY PERFORMANCE ($)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2011 4226.26 4938.49 -11246.59 855.59 -1574.83 2097.56 90.36 -445.12 1274.48 8525.11 12630.38 38942.27 60313.96
STATS
Strategy
Wins/Losses Ratio 2.67 Payout Ratio (Avg Win/Loss) 0.55 Average # of Bars in Trade 0
AHPR 0.21 Z-Score -8.32 Z-Probability 0 %
Expectancy 48.21 Deviation $ 526.36 Exposure -999999999 %
Stagnation in Days 257 Stagnation in % 71.19 %
Trades
# of Wins 910 # of Losses 341 # of Cancelled/Expired 0
Gross Profit $ 192507.14 Gross Loss $ -132193.18 Average Win $ 211.55 Average Loss $ -387.66
Largest Win $ 2055.42 Largest Loss $ -4872.2 Max Consec Wins 26 Max Consec Losses 8
Avg Consec Wins 4.76 Avg Consec Loss 1.79 Avg # of Bars in Wins 0 Avg # of Bars in Losses 0
generated by Quant Analyzer
12 of 18
PROFIT IN PIPS 1694.4 PIPS
YRLY AVG PROFIT $ 54663.58
YRLY AVG % RET 546.63 %
CAGR 546.65 %
TOTAL PROFIT
$ 54665.15# OF TRADES
1396
SHARPE RATIO
0.09
PROFIT FACTOR
1.27
RETURN / DD RATIO
2.71
WINNING %
72.42 %
DRAWDOWN
$ 20178.1
% DRAWDOWN
45.26 %
DAILY AVG PROFIT
$ 182.22
MTHLY AVG PROFIT
$ 4555.43
AVERAGE TRADE
$ 332.46
ANNUAL% / MAX DD%
12.08
R EXPECTANCY
0.07 R
R EXP SCORE
102.8 R
SQN
2.26
SQN SCORE
14.79
QUANT ANALYZER REPORTSIMPLITRADE NIGHT SCALPER QUAD V2 - JAN 12 - JAN 13 - RISK-20
Source: N/A
Symbol Portfolio Period unknown : 02.01.2012 - 31.12.2012
Initial deposit 10000.0
Parameters -
MONTHLY PERFORMANCE ($)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2012 6496.15 -3751.19 3200.84 2466.8 2925.92 5406.84 22706.06 -5995.98 16462.84 -10563.57 -3752.79 19063.23 54665.15
STATS
Strategy
Wins/Losses Ratio 2.63 Payout Ratio (Avg Win/Loss) 0.48 Average # of Bars in Trade 0
AHPR 0.15 Z-Score -10.07 Z-Probability 99.9 %
Expectancy 39.16 Deviation $ 711.71 Exposure -999999999 %
Stagnation in Days 73 Stagnation in % 20 %
Trades
# of Wins 1011 # of Losses 385 # of Cancelled/Expired 0
Gross Profit $ 259386.28 Gross Loss $ -204721.13 Average Win $ 256.56 Average Loss $ -531.74
Largest Win $ 5243.77 Largest Loss $ -8762.31 Max Consec Wins 17 Max Consec Losses 6
Avg Consec Wins 4.93 Avg Consec Loss 1.89 Avg # of Bars in Wins 0 Avg # of Bars in Losses 0
generated by Quant Analyzer
13 of 18
PROFIT IN PIPS 2633.7 PIPS
YRLY AVG PROFIT $ 79069.6
YRLY AVG % RET 790.7 %
CAGR 790.7 %
TOTAL PROFIT
$ 79069.6# OF TRADES
1434
SHARPE RATIO
0.07
PROFIT FACTOR
1.23
RETURN / DD RATIO
0.96
WINNING %
75.73 %
DRAWDOWN
$ 82075.24
% DRAWDOWN
89.77 %
DAILY AVG PROFIT
$ 253.43
MTHLY AVG PROFIT
$ 6589.13
AVERAGE TRADE
$ 528.57
ANNUAL% / MAX DD%
8.81
R EXPECTANCY
0.06 R
R EXP SCORE
81.06 R
SQN
1.66
SQN SCORE
22.53
QUANT ANALYZER REPORTSIMPLITRADE NIGHT SCALPER QUAD V2 - JAN 13 - JAN 14 - RISK-20
Source: N/A
Symbol Portfolio Period unknown : 01.01.2013 - 31.12.2013
Initial deposit 10000.0
Parameters -
MONTHLY PERFORMANCE ($)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2013 3080.56 9228.76 14641.7 17701.5 15828.77 -2286.67 -49559.33 9551.48 16550.86 18684.8 8615.51 17031.66 79069.6
STATS
Strategy
Wins/Losses Ratio 3.12 Payout Ratio (Avg Win/Loss) 0.4 Average # of Bars in Trade 0
AHPR 0.2 Z-Score -9.6 Z-Probability 0 %
Expectancy 55.14 Deviation $ 1340.56 Exposure -999999999 %
Stagnation in Days 167 Stagnation in % 45.75 %
Trades
# of Wins 1086 # of Losses 348 # of Cancelled/Expired 0
Gross Profit $ 418522.26 Gross Loss $ -339452.66 Average Win $ 385.38 Average Loss $ -975.44
Largest Win $ 7145.28 Largest Loss $ -14674.21 Max Consec Wins 23 Max Consec Losses 7
Avg Consec Wins 5.48 Avg Consec Loss 1.77 Avg # of Bars in Wins 0 Avg # of Bars in Losses 0
generated by Quant Analyzer
14 of 18
PROFIT IN PIPS 1933.7 PIPS
YRLY AVG PROFIT $ 66619.77
YRLY AVG % RET 666.2 %
CAGR 666.2 %
TOTAL PROFIT
$ 66619.77# OF TRADES
1506
SHARPE RATIO
0.11
PROFIT FACTOR
1.22
RETURN / DD RATIO
1.8
WINNING %
72.64 %
DRAWDOWN
$ 37039.15
% DRAWDOWN
36.05 %
DAILY AVG PROFIT
$ 216.3
MTHLY AVG PROFIT
$ 5551.65
AVERAGE TRADE
$ 449.79
ANNUAL% / MAX DD%
18.48
R EXPECTANCY
0.06 R
R EXP SCORE
89.88 R
SQN
1.61
SQN SCORE
26.95
QUANT ANALYZER REPORTSIMPLITRADE NIGHT SCALPER QUAD V2 - JAN 14 - JAN 15 - RISK-20
Source: N/A
Symbol Portfolio Period unknown : 02.01.2014 - 31.12.2014
Initial deposit 10000.0
Parameters -
MONTHLY PERFORMANCE ($)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2014 3057.66 8692.77 19044.42 23578.3 17061.89 -2550.25 2062.02 2036.01 1975.53 46.01 -83.7 -8300.89 66619.77
STATS
Strategy
Wins/Losses Ratio 2.66 Payout Ratio (Avg Win/Loss) 0.46 Average # of Bars in Trade 0
AHPR 0.15 Z-Score -7.46 Z-Probability 0 %
Expectancy 44.24 Deviation $ 1138.43 Exposure -999999999 %
Stagnation in Days 67 Stagnation in % 18.41 %
Trades
# of Wins 1094 # of Losses 412 # of Cancelled/Expired 0
Gross Profit $ 372000.79 Gross Loss $ -305381.02 Average Win $ 340.04 Average Loss $ -741.22
Largest Win $ 6353.69 Largest Loss $ -13122.3 Max Consec Wins 38 Max Consec Losses 12
Avg Consec Wins 4.5 Avg Consec Loss 1.7 Avg # of Bars in Wins 0 Avg # of Bars in Losses 0
generated by Quant Analyzer
15 of 18
PROFIT IN PIPS 2369 PIPS
YRLY AVG PROFIT $ 112901.09
YRLY AVG % RET 1129.01 %
CAGR 1129.05 %
TOTAL PROFIT
$ 112904.82# OF TRADES
1210
SHARPE RATIO
0.09
PROFIT FACTOR
1.29
RETURN / DD RATIO
1.44
WINNING %
73.97 %
DRAWDOWN
$ 78137.82
% DRAWDOWN
58.05 %
DAILY AVG PROFIT
$ 382.73
MTHLY AVG PROFIT
$ 9408.74
AVERAGE TRADE
$ 742.47
ANNUAL% / MAX DD%
19.45
R EXPECTANCY
0.07 R
R EXP SCORE
90.55 R
SQN
1.93
SQN SCORE
21.24
QUANT ANALYZER REPORTSIMPLITRADE NIGHT SCALPER QUAD V2 - JAN 15 - JAN 16 - RISK-20
Source: N/A
Symbol Portfolio Period unknown : 02.01.2015 - 31.12.2015
Initial deposit 10000.0
Parameters -
MONTHLY PERFORMANCE ($)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2015 -3404.46 7065.2 -4103.71 10554.77 6767.3 26105.35 25382.84 31854.94 -6505.09 56199.9 -10057.62 -26954.6 112904.82
STATS
Strategy
Wins/Losses Ratio 2.84 Payout Ratio (Avg Win/Loss) 0.45 Average # of Bars in Trade 0
AHPR 0.24 Z-Score -7.28 Z-Probability 0 %
Expectancy 93.31 Deviation $ 1801.08 Exposure -999999999 %
Stagnation in Days 50 Stagnation in % 13.74 %
Trades
# of Wins 895 # of Losses 315 # of Cancelled/Expired 0
Gross Profit $ 505644.46 Gross Loss $ -392739.64 Average Win $ 564.97 Average Loss $ -1246.79
Largest Win $ 6072.85 Largest Loss $ -22745.32 Max Consec Wins 26 Max Consec Losses 9
Avg Consec Wins 4.84 Avg Consec Loss 1.7 Avg # of Bars in Wins 0 Avg # of Bars in Losses 0
generated by Quant Analyzer
16 of 18
PROFIT IN PIPS 2574.2 PIPS
YRLY AVG PROFIT $ 248865.92
YRLY AVG % RET 2488.66 %
CAGR 2488.59 %
TOTAL PROFIT
$ 248858.65# OF TRADES
1370
SHARPE RATIO
0.12
PROFIT FACTOR
1.28
RETURN / DD RATIO
1.33
WINNING %
76.64 %
DRAWDOWN
$ 187741.66
% DRAWDOWN
44.06 %
DAILY AVG PROFIT
$ 810.61
MTHLY AVG PROFIT
$ 20738.22
AVERAGE TRADE
$ 1463.83
ANNUAL% / MAX DD%
56.48
R EXPECTANCY
0.07 R
R EXP SCORE
90.67 R
SQN
1.6
SQN SCORE
19.2
QUANT ANALYZER REPORTSIMPLITRADE NIGHT SCALPER QUAD V2 - JAN 16 - JAN 17 - RISK-20
Source: N/A
Symbol Portfolio Period unknown : 04.01.2016 - 30.12.2016
Initial deposit 10000.0
Parameters -
MONTHLY PERFORMANCE ($)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2016 1084.9 3590.43 9137.23 12248.91 8446.34 27748.94 -14337.01 56922.05 34502.66 141386.49 -39098.71 7226.42 248858.65
STATS
Strategy
Wins/Losses Ratio 3.28 Payout Ratio (Avg Win/Loss) 0.39 Average # of Bars in Trade 0
AHPR 0.27 Z-Score -6.49 Z-Probability 0 %
Expectancy 181.65 Deviation $ 4403.01 Exposure -999999999 %
Stagnation in Days 57 Stagnation in % 15.75 %
Trades
# of Wins 1050 # of Losses 320 # of Cancelled/Expired 0
Gross Profit $ 1127150.99 Gross Loss $ -878292.34 Average Win $ 1073.48 Average Loss $ -2744.66
Largest Win $ 24928.99 Largest Loss $ -63144.17 Max Consec Wins 23 Max Consec Losses 5
Avg Consec Wins 5.17 Avg Consec Loss 1.58 Avg # of Bars in Wins 0 Avg # of Bars in Losses 0
generated by Quant Analyzer
17 of 18
PROFIT IN PIPS 1164.8 PIPS
YRLY AVG PROFIT $ 40913.54
YRLY AVG % RET 409.14 %
CAGR 238.67 %
TOTAL PROFIT
$ 23866.86# OF TRADES
757
SHARPE RATIO
0.09
PROFIT FACTOR
1.47
RETURN / DD RATIO
3.02
WINNING %
75.83 %
DRAWDOWN
$ 7898.53
% DRAWDOWN
49.52 %
DAILY AVG PROFIT
$ 165.74
MTHLY AVG PROFIT
$ 3409.55
AVERAGE TRADE
$ 164.71
ANNUAL% / MAX DD%
4.82
R EXPECTANCY
0.11 R
R EXP SCORE
148.53 R
SQN
2.5
SQN SCORE
16.83
QUANT ANALYZER REPORTSIMPLITRADE NIGHT SCALPER QUAD V2 - JAN 17 - AUG 17 - RISK-20
Source: N/A
Symbol Portfolio Period unknown : 02.01.2017 - 21.07.2017
Initial deposit 10000.0
Parameters -
MONTHLY PERFORMANCE ($)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 320.02 -2901.63 2317.64 7666.59 -906.12 12283.35 5087.01 0 0 0 0 0 23866.86
STATS
Strategy
Wins/Losses Ratio 3.14 Payout Ratio (Avg Win/Loss) 0.47 Average # of Bars in Trade 0
AHPR 0.18 Z-Score -5.76 Z-Probability 100 %
Expectancy 31.53 Deviation $ 371.31 Exposure -999999999 %
Stagnation in Days 95 Stagnation in % 47.5 %
Trades
# of Wins 574 # of Losses 183 # of Cancelled/Expired 0
Gross Profit $ 74276.44 Gross Loss $ -50409.58 Average Win $ 129.4 Average Loss $ -275.46
Largest Win $ 4425.52 Largest Loss $ -3788.54 Max Consec Wins 48 Max Consec Losses 8
Avg Consec Wins 5.17 Avg Consec Loss 1.66 Avg # of Bars in Wins 0 Avg # of Bars in Losses 0
generated by Quant Analyzer
18 of 18
