Quant Analyzer Portfolio Report
Portfolio (16)
Profit in money
$ 4465.21
Strategies in portfolio
# |
Name |
Symbol |
Timeframe |
Net Profit ($) |
Net Profit (pips) |
# of Trades |
Sharpe Ratio |
Profit Factor |
S2 |
StrategyTester_2018_eurusd_S123567_risk80 |
StrategyTester_2018_eurusd_S123567_risk80 |
unknown |
$ 3937.14 |
2001.5 pips |
377 |
0.18 |
1.6 |
S3 |
StrategyTester_2018_gbpusd_S123567_risk40 |
StrategyTester_2018_gbpusd_S123567_risk40 |
unknown |
$ 528.07 |
983.5 pips |
213 |
0.06 |
1.26 |
# |
Name |
Return / DD Ratio |
Winning % |
Drawdown |
% Drawdown |
Yearly avg. profit |
Monthly avg. profit |
Daily avg. profit |
S2 |
StrategyTester_2018_eurusd_S123567_risk80 |
0.05 |
56.23 % |
749.32 %
|
5.11 % |
39.37 %
|
3.28 %
|
0.2 %
|
S3 |
StrategyTester_2018_gbpusd_S123567_risk40 |
0.01 |
51.17 % |
510.51 %
|
4.64 % |
5.28 %
|
0.44 %
|
0.04 %
|
Stats
Strategy
Wins/Losses Ratio | 1.19 |
Payout Ratio (Avg Win/Loss) | 1.27 |
Average # of Bars in Trade | 0 |
AHPR | 0.06 |
Z-Score | -5.08 |
Z-Probability | 100 % |
Expectancy | 0.08 |
Deviation | 0.61 %
|
Exposure | -999999999 % |
Stagnation in Days | 102 |
Stagnation in % | 28.98 % |
| |
Trades
| |
# of Wins | 321 |
# of Losses | 269 |
# of Cancelled/Expired | 0 |
Gross Profit | 130.49 %
|
Gross Loss | -85.84 %
|
Average Win | 0.41 %
|
Average Loss | -0.32 %
|
Largest Win | 2.3 %
|
Largest Loss | -1.77 %
|
Max Consec Wins | 13 |
Max Consec Losses | 8 |
Avg Consec Wins | 2.77 |
Avg Consec Loss | 2.3 |
Avg # of Bars in Wins | 0 |
Avg # of Bars in Losses | 0 |
Charts
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Report generated by Quant Analyzer