Quant Analyzer Portfolio Report

Portfolio (2)

Total Profit
279.48 %
Profit in money
$ 27947.62
Yrly Avg profit
279.49 %
Yrly Avg % ret
279.49 %
CAGR
279.48 %
# of trades
1112
Sharpe ratio
0.2
Profit factor
1.73
Return / DD ratio
0.07
Winning %
64.75 %
Drawdown
4000.29 %
% Drawdown
10.2 %
Daily Avg profit
1.24 %
Mthly Avg profit
23.29 %
Average trade
0.94 %
Annual% / Max DD%
27.4
R Expectancy
0.26 R
R Exp score
288.13 R
SQN
5.77
SQN score
21.41

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 StrategyTester_2004_eurusd_S123567_risk80 StrategyTester_2004_eurusd_S123567_risk80 unknown $ 24695.98 6712.4 pips 667 0.24 1.79
S3 StrategyTester_2004_gbpusd_S123567_risk40 StrategyTester_2004_gbpusd_S123567_risk40 unknown $ 3251.64 3662.6 pips 445 0.13 1.47
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 StrategyTester_2004_eurusd_S123567_risk80 0.07 65.67 % 3797.21 % 10.56 % 246.95 % 20.58 % 1.17 %
S3 StrategyTester_2004_gbpusd_S123567_risk40 0.05 63.37 % 640.64 % 4.68 % 32.52 % 2.71 % 0.15 %

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2004 12.31 18.75 18.2 11.58 21.19 5.6 19.7 22.51 13.81 8.04 3.94 -0.34 155.31

Stats

Strategy

Wins/Losses Ratio1.84 Payout Ratio (Avg Win/Loss)0.94 Average # of Bars in Trade0
AHPR0.12 Z-Score-10.31 Z-Probability99.9 %
Expectancy0.25 Deviation 1.61 % Exposure-999999999 %
Stagnation in Days23 Stagnation in %6.5 %

Trades

# of Wins720 # of Losses392 # of Cancelled/Expired0
Gross Profit 661.46 % Gross Loss -381.98 % Average Win 0.92 % Average Loss -0.97 %
Largest Win 6.71 % Largest Loss -10.81 % Max Consec Wins28 Max Consec Losses10
Avg Consec Wins4.09 Avg Consec Loss2.24 Avg # of Bars in Wins0 Avg # of Bars in Losses0

Charts

Click on the chart to see bigger image

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