Quant Analyzer Portfolio Report

Portfolio (11)

Total Profit
131.17 %
Profit in money
$ 13117.39
Yrly Avg profit
131.18 %
Yrly Avg % ret
131.18 %
CAGR
131.17 %
# of trades
827
Sharpe ratio
0.18
Profit factor
1.73
Return / DD ratio
0.06
Winning %
57.56 %
Drawdown
2022.16 %
% Drawdown
10.05 %
Daily Avg profit
0.56 %
Mthly Avg profit
10.93 %
Average trade
0.59 %
Annual% / Max DD%
13.05
R Expectancy
0.31 R
R Exp score
257.21 R
SQN
5.11
SQN score
13.67

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 StrategyTester_2013_eurusd_S123567_risk80 StrategyTester_2013_eurusd_S123567_risk80 unknown $ 11690.28 4889 pips 536 0.22 1.79
S3 StrategyTester_2013_gbpusd_S123567_risk40 StrategyTester_2013_gbpusd_S123567_risk40 unknown $ 1427.11 1862.8 pips 291 0.14 1.44
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 StrategyTester_2013_eurusd_S123567_risk80 0.06 58.77 % 1888.18 % 10.32 % 116.91 % 9.74 % 0.54 %
S3 StrategyTester_2013_gbpusd_S123567_risk40 0.03 55.33 % 531.42 % 4.45 % 14.27 % 1.19 % 0.09 %

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2013 11.39 16.62 1.03 8.7 9.08 19.53 6.13 -4.91 6.93 9.67 1.43 6.72 92.31

Stats

Strategy

Wins/Losses Ratio1.36 Payout Ratio (Avg Win/Loss)1.27 Average # of Bars in Trade0
AHPR0.1 Z-Score-7.45 Z-Probability0 %
Expectancy0.16 Deviation 0.99 % Exposure-999999999 %
Stagnation in Days98 Stagnation in %27.61 %

Trades

# of Wins476 # of Losses351 # of Cancelled/Expired0
Gross Profit 311.45 % Gross Loss -180.28 % Average Win 0.65 % Average Loss -0.51 %
Largest Win 4.75 % Largest Loss -2.35 % Max Consec Wins17 Max Consec Losses11
Avg Consec Wins3.15 Avg Consec Loss2.34 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