Quant Analyzer Portfolio Report
Portfolio (20)
Profit in money
$ 175321.56
Strategies in portfolio
# |
Name |
Symbol |
Timeframe |
Net Profit ($) |
Net Profit (pips) |
# of Trades |
Sharpe Ratio |
Profit Factor |
S2 |
PortfolioMerge |
PortfolioMerge |
unknown |
$ 8925.79 |
5616.6 pips |
677 |
0.19 |
1.74 |
S3 |
PortfolioMerge (1) |
PortfolioMerge (1) |
unknown |
$ 27947.62 |
10375 pips |
1112 |
0.2 |
1.73 |
S4 |
PortfolioMerge (10) |
PortfolioMerge (10) |
unknown |
$ 13117.39 |
6751.8 pips |
827 |
0.18 |
1.73 |
S5 |
PortfolioMerge (11) |
PortfolioMerge (11) |
unknown |
$ 2649.25 |
2344.6 pips |
595 |
0.1 |
1.33 |
S6 |
PortfolioMerge (12) |
PortfolioMerge (12) |
unknown |
$ 5569.21 |
5112.3 pips |
871 |
0.08 |
1.29 |
S7 |
PortfolioMerge (13) |
PortfolioMerge (13) |
unknown |
$ 5253.8 |
5127.9 pips |
773 |
0.12 |
1.44 |
S8 |
PortfolioMerge (14) |
PortfolioMerge (14) |
unknown |
$ 2410.59 |
2753.5 pips |
692 |
0.07 |
1.28 |
S9 |
PortfolioMerge (15) |
PortfolioMerge (15) |
unknown |
$ 4465.21 |
2985 pips |
590 |
0.14 |
1.52 |
S10 |
PortfolioMerge (16) |
PortfolioMerge (16) |
unknown |
$ 1614.79 |
1435 pips |
499 |
0.09 |
1.34 |
S11 |
PortfolioMerge (17) |
PortfolioMerge (17) |
unknown |
$ 1158.86 |
142.4 pips |
668 |
0.06 |
1.16 |
S12 |
PortfolioMerge (18) |
PortfolioMerge (18) |
unknown |
$ 2576.15 |
2441 pips |
545 |
0.1 |
1.43 |
S13 |
PortfolioMerge (2) |
PortfolioMerge (2) |
unknown |
$ 13279.21 |
7675.6 pips |
1101 |
0.16 |
1.52 |
S14 |
PortfolioMerge (3) |
PortfolioMerge (3) |
unknown |
$ 5013.33 |
5109.6 pips |
1040 |
0.1 |
1.37 |
S15 |
PortfolioMerge (4) |
PortfolioMerge (4) |
unknown |
$ 4638.94 |
4349.7 pips |
851 |
0.15 |
1.49 |
S16 |
PortfolioMerge (5) |
PortfolioMerge (5) |
unknown |
$ 32223.57 |
10674.3 pips |
964 |
0.21 |
1.98 |
S17 |
PortfolioMerge (6) |
PortfolioMerge (6) |
unknown |
$ 12160.7 |
9175.5 pips |
981 |
0.12 |
1.48 |
S18 |
PortfolioMerge (7) |
PortfolioMerge (7) |
unknown |
$ 15152.78 |
7791.8 pips |
1047 |
0.14 |
1.51 |
S19 |
PortfolioMerge (8) |
PortfolioMerge (8) |
unknown |
$ 11544.96 |
5734.3 pips |
1000 |
0.12 |
1.46 |
S20 |
PortfolioMerge (9) |
PortfolioMerge (9) |
unknown |
$ 5619.41 |
3828.9 pips |
821 |
0.11 |
1.31 |
# |
Name |
Return / DD Ratio |
Winning % |
Drawdown |
% Drawdown |
Yearly avg. profit |
Monthly avg. profit |
Daily avg. profit |
S2 |
PortfolioMerge |
0.08 |
64.7 % |
1050.74 %
|
6.89 % |
133.9 %
|
11.16 %
|
0.53 %
|
S3 |
PortfolioMerge (1) |
0.07 |
64.75 % |
4000.29 %
|
10.2 % |
279.49 %
|
23.29 %
|
1.24 %
|
S4 |
PortfolioMerge (10) |
0.06 |
57.56 % |
2022.16 %
|
10.05 % |
131.18 %
|
10.93 %
|
0.56 %
|
S5 |
PortfolioMerge (11) |
0.02 |
56.97 % |
1138.36 %
|
8.3 % |
26.49 %
|
2.21 %
|
0.12 %
|
S6 |
PortfolioMerge (12) |
0.05 |
52.35 % |
1236.73 %
|
9.81 % |
55.69 %
|
4.64 %
|
0.24 %
|
S7 |
PortfolioMerge (13) |
0.04 |
58.47 % |
1181.34 %
|
9.4 % |
52.54 %
|
4.38 %
|
0.23 %
|
S8 |
PortfolioMerge (14) |
0.03 |
55.49 % |
938.09 %
|
9.19 % |
24.11 %
|
2.01 %
|
0.11 %
|
S9 |
PortfolioMerge (15) |
0.04 |
54.41 % |
1027.98 %
|
6.64 % |
44.65 %
|
3.72 %
|
0.2 %
|
S10 |
PortfolioMerge (16) |
0.03 |
56.71 % |
633.58 %
|
6.31 % |
16.15 %
|
1.35 %
|
0.08 %
|
S11 |
PortfolioMerge (17) |
0.01 |
54.79 % |
794.05 %
|
6.67 % |
11.59 %
|
0.97 %
|
0.05 %
|
S12 |
PortfolioMerge (18) |
0.03 |
59.27 % |
931.85 %
|
7.79 % |
20.61 %
|
1.72 %
|
0.1 %
|
S13 |
PortfolioMerge (2) |
0.06 |
62.94 % |
2088.5 %
|
8.78 % |
132.79 %
|
11.07 %
|
0.51 %
|
S14 |
PortfolioMerge (3) |
0.05 |
58.94 % |
1013.91 %
|
7.35 % |
50.13 %
|
4.18 %
|
0.2 %
|
S15 |
PortfolioMerge (4) |
0.06 |
61.34 % |
829.2 %
|
5.78 % |
46.39 %
|
3.87 %
|
0.19 %
|
S16 |
PortfolioMerge (5) |
0.13 |
64.94 % |
2569.84 %
|
9.4 % |
322.23 %
|
26.85 %
|
1.43 %
|
S17 |
PortfolioMerge (6) |
0.05 |
64.73 % |
2428.48 %
|
17.08 % |
121.61 %
|
10.13 %
|
0.5 %
|
S18 |
PortfolioMerge (7) |
0.06 |
62.08 % |
2552.78 %
|
10.18 % |
151.53 %
|
12.63 %
|
0.63 %
|
S19 |
PortfolioMerge (8) |
0.07 |
56.7 % |
1774.71 %
|
11.44 % |
115.45 %
|
9.62 %
|
0.46 %
|
S20 |
PortfolioMerge (9) |
0.02 |
56.03 % |
2339.2 %
|
13.7 % |
56.19 %
|
4.68 %
|
0.23 %
|
Stats
Strategy
Wins/Losses Ratio | 1.47 |
Payout Ratio (Avg Win/Loss) | 1.05 |
Average # of Bars in Trade | 0 |
AHPR | 0.02 |
Z-Score | -33.14 |
Z-Probability | 99.9 % |
Expectancy | 0.11 |
Deviation | 1 %
|
Exposure | -999999999 % |
Stagnation in Days | 408 |
Stagnation in % | 5.91 % |
| |
Trades
| |
# of Wins | 9324 |
# of Losses | 6330 |
# of Cancelled/Expired | 0 |
Gross Profit | 4978.6 %
|
Gross Loss | -3225.39 %
|
Average Win | 0.53 %
|
Average Loss | -0.51 %
|
Largest Win | 9.1 %
|
Largest Loss | -11.15 %
|
Max Consec Wins | 28 |
Max Consec Losses | 18 |
Avg Consec Wins | 3.36 |
Avg Consec Loss | 2.28 |
Avg # of Bars in Wins | 0 |
Avg # of Bars in Losses | 0 |
Charts
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Report generated by Quant Analyzer