Quant Analyzer Portfolio Report
Portfolio (19)
Profit in money
$ 2576.15
Strategies in portfolio
# |
Name |
Symbol |
Timeframe |
Net Profit ($) |
Net Profit (pips) |
# of Trades |
Sharpe Ratio |
Profit Factor |
S2 |
StrategyTester_2021_eurusd_S123567_risk80 |
StrategyTester_2021_eurusd_S123567_risk80 |
unknown |
$ 2388.78 |
1876.1 pips |
364 |
0.13 |
1.48 |
S3 |
StrategyTester_2021_gbpusd_S123567_risk40 |
StrategyTester_2021_gbpusd_S123567_risk40 |
unknown |
$ 187.37 |
564.9 pips |
181 |
0.05 |
1.18 |
# |
Name |
Return / DD Ratio |
Winning % |
Drawdown |
% Drawdown |
Yearly avg. profit |
Monthly avg. profit |
Daily avg. profit |
S2 |
StrategyTester_2021_eurusd_S123567_risk80 |
0.03 |
59.34 % |
690.96 %
|
6.06 % |
19.11 %
|
1.59 %
|
0.11 %
|
S3 |
StrategyTester_2021_gbpusd_S123567_risk40 |
0 |
59.12 % |
379.39 %
|
3.59 % |
1.5 %
|
0.12 %
|
0.01 %
|
Stats
Strategy
Wins/Losses Ratio | 1.45 |
Payout Ratio (Avg Win/Loss) | 0.98 |
Average # of Bars in Trade | 0 |
AHPR | 0.04 |
Z-Score | -3.52 |
Z-Probability | 99.98 % |
Expectancy | 0.05 |
Deviation | 0.5 %
|
Exposure | -999999999 % |
Stagnation in Days | 101 |
Stagnation in % | 22.39 % |
| |
Trades
| |
# of Wins | 323 |
# of Losses | 222 |
# of Cancelled/Expired | 0 |
Gross Profit | 85.78 %
|
Gross Loss | -60.02 %
|
Average Win | 0.27 %
|
Average Loss | -0.27 %
|
Largest Win | 2.38 %
|
Largest Loss | -2.26 %
|
Max Consec Wins | 13 |
Max Consec Losses | 10 |
Avg Consec Wins | 2.88 |
Avg Consec Loss | 1.96 |
Avg # of Bars in Wins | 0 |
Avg # of Bars in Losses | 0 |
Charts
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Report generated by Quant Analyzer