Quant Analyzer Portfolio Report
Portfolio (3)
Profit in money
$ 13279.21
Strategies in portfolio
# |
Name |
Symbol |
Timeframe |
Net Profit ($) |
Net Profit (pips) |
# of Trades |
Sharpe Ratio |
Profit Factor |
S2 |
StrategyTester_2005_eurusd_S123567_risk80 |
StrategyTester_2005_eurusd_S123567_risk80 |
unknown |
$ 9452.77 |
4360.9 pips |
642 |
0.16 |
1.45 |
S3 |
StrategyTester_2005_gbpusd_S123567_risk40 |
StrategyTester_2005_gbpusd_S123567_risk40 |
unknown |
$ 3826.44 |
3314.7 pips |
459 |
0.21 |
1.83 |
# |
Name |
Return / DD Ratio |
Winning % |
Drawdown |
% Drawdown |
Yearly avg. profit |
Monthly avg. profit |
Daily avg. profit |
S2 |
StrategyTester_2005_eurusd_S123567_risk80 |
0.04 |
61.06 % |
2675.35 %
|
12.56 % |
94.53 %
|
7.88 %
|
0.38 %
|
S3 |
StrategyTester_2005_gbpusd_S123567_risk40 |
0.08 |
65.58 % |
483.9 %
|
3.83 % |
38.26 %
|
3.19 %
|
0.18 %
|
Stats
Strategy
Wins/Losses Ratio | 1.7 |
Payout Ratio (Avg Win/Loss) | 0.89 |
Average # of Bars in Trade | 0 |
AHPR | 0.08 |
Z-Score | -11.77 |
Z-Probability | 99.9 % |
Expectancy | 0.12 |
Deviation | 1.01 %
|
Exposure | -999999999 % |
Stagnation in Days | 46 |
Stagnation in % | 12.99 % |
| |
Trades
| |
# of Wins | 693 |
# of Losses | 408 |
# of Cancelled/Expired | 0 |
Gross Profit | 388.89 %
|
Gross Loss | -256.09 %
|
Average Win | 0.56 %
|
Average Loss | -0.63 %
|
Largest Win | 3.69 %
|
Largest Loss | -5.99 %
|
Max Consec Wins | 20 |
Max Consec Losses | 11 |
Avg Consec Wins | 4.15 |
Avg Consec Loss | 2.46 |
Avg # of Bars in Wins | 0 |
Avg # of Bars in Losses | 0 |
Charts
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Report generated by Quant Analyzer