Quant Analyzer Portfolio Report

Portfolio (15)

Total Profit
24.11 %
Profit in money
$ 2410.59
Yrly Avg profit
24.11 %
Yrly Avg % ret
24.11 %
CAGR
24.11 %
# of trades
692
Sharpe ratio
0.07
Profit factor
1.28
Return / DD ratio
0.03
Winning %
55.49 %
Drawdown
938.09 %
% Drawdown
9.19 %
Daily Avg profit
0.11 %
Mthly Avg profit
2.01 %
Average trade
0.29 %
Annual% / Max DD%
2.62
R Expectancy
0.12 R
R Exp score
86.11 R
SQN
2.02
SQN score
5.63

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 StrategyTester_2017_eurusd_S123567_risk80 StrategyTester_2017_eurusd_S123567_risk80 unknown $ 2162.22 1654.7 pips 430 0.1 1.33
S3 StrategyTester_2017_gbpusd_S123567_risk40 StrategyTester_2017_gbpusd_S123567_risk40 unknown $ 248.37 1098.8 pips 262 0.03 1.11
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 StrategyTester_2017_eurusd_S123567_risk80 0.03 56.98 % 672.88 % 6.34 % 21.62 % 1.8 % 0.12 %
S3 StrategyTester_2017_gbpusd_S123567_risk40 0 53.05 % 624.97 % 5.81 % 2.48 % 0.21 % 0.02 %

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 -5.78 1.96 5.39 0.67 -0.42 4.15 5.36 -0.4 6.48 5.89 5.29 -5.93 22.65

Stats

Strategy

Wins/Losses Ratio1.25 Payout Ratio (Avg Win/Loss)1.02 Average # of Bars in Trade0
AHPR0.03 Z-Score-5.19 Z-Probability100 %
Expectancy0.03 Deviation 0.52 % Exposure-999999999 %
Stagnation in Days93 Stagnation in %26.35 %

Trades

# of Wins384 # of Losses308 # of Cancelled/Expired0
Gross Profit 111.13 % Gross Loss -87.02 % Average Win 0.29 % Average Loss -0.28 %
Largest Win 1.81 % Largest Loss -1.52 % Max Consec Wins13 Max Consec Losses15
Avg Consec Wins2.78 Avg Consec Loss2.23 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