Quant Analyzer Portfolio Report
Portfolio (4)
Profit in money
$ 5013.33
Strategies in portfolio
# |
Name |
Symbol |
Timeframe |
Net Profit ($) |
Net Profit (pips) |
# of Trades |
Sharpe Ratio |
Profit Factor |
S2 |
StrategyTester_2006_eurusd_S123567_risk80 |
StrategyTester_2006_eurusd_S123567_risk80 |
unknown |
$ 1480.85 |
1401.6 pips |
564 |
0.06 |
1.16 |
S3 |
StrategyTester_2006_gbpusd_S123567_risk40 |
StrategyTester_2006_gbpusd_S123567_risk40 |
unknown |
$ 3532.48 |
3708 pips |
476 |
0.17 |
1.79 |
# |
Name |
Return / DD Ratio |
Winning % |
Drawdown |
% Drawdown |
Yearly avg. profit |
Monthly avg. profit |
Daily avg. profit |
S2 |
StrategyTester_2006_eurusd_S123567_risk80 |
0.02 |
56.21 % |
766.06 %
|
6.38 % |
14.81 %
|
1.23 %
|
0.06 %
|
S3 |
StrategyTester_2006_gbpusd_S123567_risk40 |
0.08 |
62.18 % |
445.67 %
|
3.65 % |
35.32 %
|
2.94 %
|
0.16 %
|
Stats
Strategy
Wins/Losses Ratio | 1.44 |
Payout Ratio (Avg Win/Loss) | 0.95 |
Average # of Bars in Trade | 0 |
AHPR | 0.04 |
Z-Score | -12.3 |
Z-Probability | 99.9 % |
Expectancy | 0.05 |
Deviation | 0.55 %
|
Exposure | -999999999 % |
Stagnation in Days | 53 |
Stagnation in % | 14.97 % |
| |
Trades
| |
# of Wins | 613 |
# of Losses | 427 |
# of Cancelled/Expired | 0 |
Gross Profit | 185.35 %
|
Gross Loss | -135.21 %
|
Average Win | 0.3 %
|
Average Loss | -0.32 %
|
Largest Win | 2.2 %
|
Largest Loss | -2.65 %
|
Max Consec Wins | 22 |
Max Consec Losses | 14 |
Avg Consec Wins | 3.93 |
Avg Consec Loss | 2.72 |
Avg # of Bars in Wins | 0 |
Avg # of Bars in Losses | 0 |
Charts
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Report generated by Quant Analyzer