Quant Analyzer Portfolio Report

Portfolio (18)

Total Profit
11.59 %
Profit in money
$ 1158.86
Yrly Avg profit
11.59 %
Yrly Avg % ret
11.59 %
CAGR
11.59 %
# of trades
668
Sharpe ratio
0.06
Profit factor
1.16
Return / DD ratio
0.01
Winning %
54.79 %
Drawdown
794.05 %
% Drawdown
6.67 %
Daily Avg profit
0.05 %
Mthly Avg profit
0.97 %
Average trade
0.24 %
Annual% / Max DD%
1.74
R Expectancy
0.07 R
R Exp score
48.29 R
SQN
1.19
SQN score
2.42

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 StrategyTester_2020_eurusd_S123567_risk80 StrategyTester_2020_eurusd_S123567_risk80 unknown $ 1307.49 528.9 pips 426 0.07 1.23
S3 StrategyTester_2020_gbpusd_S123567_risk40 StrategyTester_2020_gbpusd_S123567_risk40 unknown $ -148.63 -386.5 pips 242 -0.05 0.91
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 StrategyTester_2020_eurusd_S123567_risk80 0.02 57.04 % 649.13 % 5.52 % 13.07 % 1.09 % 0.06 %
S3 StrategyTester_2020_gbpusd_S123567_risk40 0 50.83 % 607.11 % 5.8 % -1.49 % -0.12 % -0.01 %

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2020 1.39 -0.49 7.49 -1.1 4.41 0.36 4.22 -0.73 -2.8 -0.19 3.19 -4.57 11.19

Stats

Strategy

Wins/Losses Ratio1.21 Payout Ratio (Avg Win/Loss)0.96 Average # of Bars in Trade0
AHPR0.02 Z-Score-5.66 Z-Probability100 %
Expectancy0.02 Deviation 0.44 % Exposure-999999999 %
Stagnation in Days149 Stagnation in %42.33 %

Trades

# of Wins366 # of Losses302 # of Cancelled/Expired0
Gross Profit 84.93 % Gross Loss -73.34 % Average Win 0.23 % Average Loss -0.24 %
Largest Win 1.49 % Largest Loss -2.02 % Max Consec Wins16 Max Consec Losses8
Avg Consec Wins2.82 Avg Consec Loss2.32 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