Quant Analyzer Portfolio Report

Portfolio (7)

Total Profit
121.61 %
Profit in money
$ 12160.7
Yrly Avg profit
121.61 %
Yrly Avg % ret
121.61 %
CAGR
121.61 %
# of trades
981
Sharpe ratio
0.12
Profit factor
1.48
Return / DD ratio
0.05
Winning %
64.73 %
Drawdown
2428.48 %
% Drawdown
17.08 %
Daily Avg profit
0.5 %
Mthly Avg profit
10.13 %
Average trade
0.64 %
Annual% / Max DD%
7.12
R Expectancy
0.17 R
R Exp score
166.59 R
SQN
4.21
SQN score
15.45

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 StrategyTester_2009_eurusd_S123567_risk80 StrategyTester_2009_eurusd_S123567_risk80 unknown $ 7269 4617.2 pips 684 0.1 1.34
S3 StrategyTester_2009_gbpusd_S123567_risk40 StrategyTester_2009_gbpusd_S123567_risk40 unknown $ 4891.7 4558.3 pips 297 0.32 2.36
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 StrategyTester_2009_eurusd_S123567_risk80 0.03 60.82 % 2266.43 % 16.98 % 72.69 % 6.06 % 0.31 %
S3 StrategyTester_2009_gbpusd_S123567_risk40 0.09 73.74 % 531.81 % 3.82 % 48.92 % 4.08 % 0.29 %

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2009 4.25 8.56 0.16 15.3 14.39 9.19 -14.93 15.82 20.52 14.69 -5.96 15.09 97.1

Stats

Strategy

Wins/Losses Ratio1.84 Payout Ratio (Avg Win/Loss)0.81 Average # of Bars in Trade0
AHPR0.08 Z-Score-8.99 Z-Probability0 %
Expectancy0.12 Deviation 1.06 % Exposure-999999999 %
Stagnation in Days62 Stagnation in %17.51 %

Trades

# of Wins635 # of Losses346 # of Cancelled/Expired0
Gross Profit 374.03 % Gross Loss -252.42 % Average Win 0.59 % Average Loss -0.73 %
Largest Win 2.7 % Largest Loss -5.45 % Max Consec Wins22 Max Consec Losses8
Avg Consec Wins3.94 Avg Consec Loss2.16 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