Quant Analyzer Portfolio Report
Portfolio (9)
Profit in money
$ 11544.96
Strategies in portfolio
# |
Name |
Symbol |
Timeframe |
Net Profit ($) |
Net Profit (pips) |
# of Trades |
Sharpe Ratio |
Profit Factor |
S2 |
StrategyTester_2011_eurusd_S123567_risk80 |
StrategyTester_2011_eurusd_S123567_risk80 |
unknown |
$ 11255.29 |
5506 pips |
664 |
0.14 |
1.5 |
S3 |
StrategyTester_2011_gbpusd_S123567_risk40 |
StrategyTester_2011_gbpusd_S123567_risk40 |
unknown |
$ 289.67 |
228.3 pips |
336 |
0.05 |
1.12 |
# |
Name |
Return / DD Ratio |
Winning % |
Drawdown |
% Drawdown |
Yearly avg. profit |
Monthly avg. profit |
Daily avg. profit |
S2 |
StrategyTester_2011_eurusd_S123567_risk80 |
0.07 |
60.24 % |
1672.39 %
|
10.91 % |
112.54 %
|
9.38 %
|
0.47 %
|
S3 |
StrategyTester_2011_gbpusd_S123567_risk40 |
0.01 |
49.7 % |
329.09 %
|
3.17 % |
2.9 %
|
0.24 %
|
0.02 %
|
Stats
Strategy
Wins/Losses Ratio | 1.31 |
Payout Ratio (Avg Win/Loss) | 1.12 |
Average # of Bars in Trade | 0 |
AHPR | 0.08 |
Z-Score | -8.02 |
Z-Probability | 0 % |
Expectancy | 0.12 |
Deviation | 1.14 %
|
Exposure | -999999999 % |
Stagnation in Days | 47 |
Stagnation in % | 13.24 % |
| |
Trades
| |
# of Wins | 567 |
# of Losses | 433 |
# of Cancelled/Expired | 0 |
Gross Profit | 366.35 %
|
Gross Loss | -250.9 %
|
Average Win | 0.65 %
|
Average Loss | -0.58 %
|
Largest Win | 4.63 %
|
Largest Loss | -5.43 %
|
Max Consec Wins | 14 |
Max Consec Losses | 8 |
Avg Consec Wins | 3.08 |
Avg Consec Loss | 2.35 |
Avg # of Bars in Wins | 0 |
Avg # of Bars in Losses | 0 |
Charts
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Report generated by Quant Analyzer