Quant Analyzer Portfolio Report

Portfolio (17)

Total Profit
16.15 %
Profit in money
$ 1614.79
Yrly Avg profit
16.15 %
Yrly Avg % ret
16.15 %
CAGR
16.15 %
# of trades
499
Sharpe ratio
0.09
Profit factor
1.34
Return / DD ratio
0.03
Winning %
56.71 %
Drawdown
633.58 %
% Drawdown
6.31 %
Daily Avg profit
0.08 %
Mthly Avg profit
1.35 %
Average trade
0.22 %
Annual% / Max DD%
2.56
R Expectancy
0.15 R
R Exp score
73.4 R
SQN
2.03
SQN score
3.59

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 StrategyTester_2019_eurusd_S123567_risk80 StrategyTester_2019_eurusd_S123567_risk80 unknown $ 738.57 499.1 pips 278 0.08 1.24
S3 StrategyTester_2019_gbpusd_S123567_risk40 StrategyTester_2019_gbpusd_S123567_risk40 unknown $ 876.22 935.9 pips 221 0.13 1.54
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 StrategyTester_2019_eurusd_S123567_risk80 0.02 59.71 % 320.82 % 3.16 % 7.39 % 0.62 % 0.04 %
S3 StrategyTester_2019_gbpusd_S123567_risk40 0.02 52.94 % 526.81 % 5.25 % 8.76 % 0.73 % 0.07 %

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2019 -3.28 0.36 -2.01 1.42 0.23 0.76 3.21 0.68 2.45 5.67 -0.12 6.47 15.83

Stats

Strategy

Wins/Losses Ratio1.31 Payout Ratio (Avg Win/Loss)1.03 Average # of Bars in Trade0
AHPR0.03 Z-Score-4.52 Z-Probability100 %
Expectancy0.03 Deviation 0.4 % Exposure-999999999 %
Stagnation in Days209 Stagnation in %58.87 %

Trades

# of Wins283 # of Losses216 # of Cancelled/Expired0
Gross Profit 63 % Gross Loss -46.85 % Average Win 0.22 % Average Loss -0.22 %
Largest Win 1.57 % Largest Loss -1.44 % Max Consec Wins13 Max Consec Losses12
Avg Consec Wins2.86 Avg Consec Loss2.2 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