Quant Analyzer Portfolio Report
Portfolio (2)
Profit in money
$ 27947.62
Strategies in portfolio
# |
Name |
Symbol |
Timeframe |
Net Profit ($) |
Net Profit (pips) |
# of Trades |
Sharpe Ratio |
Profit Factor |
S2 |
StrategyTester_2004_eurusd_S123567_risk80 |
StrategyTester_2004_eurusd_S123567_risk80 |
unknown |
$ 24695.98 |
6712.4 pips |
667 |
0.24 |
1.79 |
S3 |
StrategyTester_2004_gbpusd_S123567_risk40 |
StrategyTester_2004_gbpusd_S123567_risk40 |
unknown |
$ 3251.64 |
3662.6 pips |
445 |
0.13 |
1.47 |
# |
Name |
Return / DD Ratio |
Winning % |
Drawdown |
% Drawdown |
Yearly avg. profit |
Monthly avg. profit |
Daily avg. profit |
S2 |
StrategyTester_2004_eurusd_S123567_risk80 |
0.07 |
65.67 % |
3797.21 %
|
10.56 % |
246.95 %
|
20.58 %
|
1.17 %
|
S3 |
StrategyTester_2004_gbpusd_S123567_risk40 |
0.05 |
63.37 % |
640.64 %
|
4.68 % |
32.52 %
|
2.71 %
|
0.15 %
|
Stats
Strategy
Wins/Losses Ratio | 1.84 |
Payout Ratio (Avg Win/Loss) | 0.94 |
Average # of Bars in Trade | 0 |
AHPR | 0.12 |
Z-Score | -10.31 |
Z-Probability | 99.9 % |
Expectancy | 0.25 |
Deviation | 1.61 %
|
Exposure | -999999999 % |
Stagnation in Days | 23 |
Stagnation in % | 6.5 % |
| |
Trades
| |
# of Wins | 720 |
# of Losses | 392 |
# of Cancelled/Expired | 0 |
Gross Profit | 661.46 %
|
Gross Loss | -381.98 %
|
Average Win | 0.92 %
|
Average Loss | -0.97 %
|
Largest Win | 6.71 %
|
Largest Loss | -10.81 %
|
Max Consec Wins | 28 |
Max Consec Losses | 10 |
Avg Consec Wins | 4.09 |
Avg Consec Loss | 2.24 |
Avg # of Bars in Wins | 0 |
Avg # of Bars in Losses | 0 |
Charts
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Report generated by Quant Analyzer