Quant Analyzer Portfolio Report

Portfolio

Total Profit
$ 10591318.46
Profit in pips
101913.6 pips
Yrly Avg profit
$ 722151.3
Yrly Avg % ret
1444.3 %
CAGR
42.96 %
# of trades
19921
Sharpe ratio
0.12
Profit factor
1.64
Return / DD ratio
21.67
Winning %
68.46 %
Drawdown
$ 488669.68
% Drawdown
10.73 %
Daily Avg profit
$ 2871.05
Mthly Avg profit
$ 60177.95
Average trade
$ 2185.6
Annual% / Max DD%
4
R Expectancy
0.2 R
R Exp score
275.42 R
SQN
7.48
SQN score
18.77

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 StrategyTester_euraud StrategyTester_euraud unknown $ 41939.75 13193.9 pips 3012 0.1 1.29
S3 StrategyTester_eurusd StrategyTester_eurusd unknown $ 8947494.65 28970.2 pips 4842 0.18 1.69
S4 StrategyTester_gbpusd StrategyTester_gbpusd unknown $ 1270124.57 26222.6 pips 4749 0.14 1.48
S5 StrategyTester_usdchf StrategyTester_usdchf unknown $ 139689.53 17387.6 pips 3461 0.14 1.53
S6 StrategyTester_usdjpy StrategyTester_usdjpy unknown $ 192069.96 16139.3 pips 3857 0.13 1.45
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 StrategyTester_euraud 9.86 65.8 % $ 4252.74 12.99 % $ 3569.06 $ 297.45 $ 16.38
S3 StrategyTester_eurusd 17.74 71.21 % $ 504491.48 14.31 % $ 610026.22 $ 50838.04 $ 2944.22
S4 StrategyTester_gbpusd 12.85 67.55 % $ 98874.05 12.55 % $ 86589.92 $ 7216.62 $ 452.16
S5 StrategyTester_usdchf 8.68 66.43 % $ 16098.79 11.1 % $ 9521.97 $ 793.69 $ 58.28
S6 StrategyTester_usdjpy 8.83 70.03 % $ 21750.34 22.84 % $ 13092.83 $ 1091.31 $ 72.13

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 -75701.85 45686.36 222502.21 192910.29 -35977.38 308804.95 44365.7 -91342.72 132076.71 313098.38 189631.91 -53106.83 1192947.73
2016 96094.36 390794.44 490949.32 94418.07 -2836.3 493040.05 50383.05 137361.19 55742.66 -68571.47 -13978.97 670337.83 2393734.23
2015 -50997.32 80736.82 386065.78 201537.13 884703.15 241319.41 -171078.6 287785.04 72699.9 46639.19 -180119.31 111126.9 1910418.09
2014 18625.3 109102.02 19059.07 63582.72 191421.45 -136951.08 11977.26 12944.24 269765.98 334126.41 232961.71 31331.73 1157946.81
2013 58278.94 232721.93 3394.02 185529.29 110110.82 333604.47 -22980.3 60223.41 273021.88 72911.45 89105.65 233456.6 1629378.16
2012 62799.32 -160043.84 56786.39 40613.17 92748.99 23155.64 264641.4 -192062.15 34541.97 -60734.34 -29881.33 27526.39 160091.61
2011 37811.78 58666.02 26926.83 6415.37 82332.02 14399.25 60393.73 105975.31 59521.9 29318.06 71702.56 286207.23 839670.06
2010 40084.46 19692.89 40159.59 3838.3 28484.95 68246.33 96069.69 1648.91 120140.07 52768.1 95274.77 -50521.49 515886.57
2009 24092.6 23817.33 14025.09 45838.21 21696.84 49239.93 13331.27 44060.52 66357.22 30057.37 -25779.82 55263.75 362000.31
2008 10516.84 19223.62 13604.8 15297.51 21240.84 25351.12 17944.89 23642.87 14804.07 23130.34 4668.48 42848.21 232273.59
2007 1721.65 1840.11 5770.19 5917.03 1233.09 803.05 -1857.02 2932.83 5989.44 4499.41 5403.34 5935.59 40188.71
2006 1402.15 2583.12 -3420.88 12788.46 1296.2 2311.75 6778.29 1847.41 4881.8 4038.56 7824.07 753.06 43083.99
2005 5527.59 7737.92 8721.13 3168.69 8566.83 5092.23 2944.98 7639.09 6142.16 888.93 3953.65 -3855.28 56527.92
2004 4488.86 4836.83 3903.45 3389.83 4836.62 1900 5540.6 3537.01 1974.32 3432.62 2181.31 3287.22 43308.67
2003 0 0 0 0 2344.74 1357.6 2591.75 655.75 1506.39 379.42 3143.39 1882.97 13862.01

Stats

Strategy

Wins/Losses Ratio2.17 Payout Ratio (Avg Win/Loss)0.76 Average # of Bars in Trade0
AHPR0.03 Z-Score-32.69 Z-Probability99.9 %
Expectancy531.67 Deviation $ 10169.88 Exposure-999999999 %
Stagnation in Days205 Stagnation in %3.84 %

Trades

# of Wins13638 # of Losses6283 # of Cancelled/Expired0
Gross Profit $ 27065347.23 Gross Loss $ -16474028.77 Average Win $ 1984.55 Average Loss $ -2622
Largest Win $ 332054.37 Largest Loss $ -241800 Max Consec Wins37 Max Consec Losses11
Avg Consec Wins4.12 Avg Consec Loss1.9 Avg # of Bars in Wins0 Avg # of Bars in Losses0

Charts

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Trades by hour

P/L by weekday

Wins/Losses by month

Trades by weekday

P/L by year

Wins/Losses Profit by hour

Trades by year

Wins/Losses by hour

Wins/Losses by weekday

P/L by hour

Wins/Losses by weekday

Wins/Losses Profit by month
Report generated by Quant Analyzer