Quant Analyzer Portfolio Report
Portfolio (13)
Profit in money
$ 5569.21
Strategies in portfolio
# |
Name |
Symbol |
Timeframe |
Net Profit ($) |
Net Profit (pips) |
# of Trades |
Sharpe Ratio |
Profit Factor |
S2 |
StrategyTester_2015_eurusd_S123567_risk80 |
StrategyTester_2015_eurusd_S123567_risk80 |
unknown |
$ 4483.46 |
2889.1 pips |
580 |
0.1 |
1.27 |
S3 |
StrategyTester_2015_gbpusd_S123567_risk40 |
StrategyTester_2015_gbpusd_S123567_risk40 |
unknown |
$ 1085.75 |
2223.2 pips |
291 |
0.12 |
1.42 |
# |
Name |
Return / DD Ratio |
Winning % |
Drawdown |
% Drawdown |
Yearly avg. profit |
Monthly avg. profit |
Daily avg. profit |
S2 |
StrategyTester_2015_eurusd_S123567_risk80 |
0.04 |
52.24 % |
1177.91 %
|
8.25 % |
44.83 %
|
3.74 %
|
0.21 %
|
S3 |
StrategyTester_2015_gbpusd_S123567_risk40 |
0.02 |
52.58 % |
559.74 %
|
5.3 % |
10.86 %
|
0.9 %
|
0.07 %
|
Stats
Strategy
Wins/Losses Ratio | 1.1 |
Payout Ratio (Avg Win/Loss) | 1.18 |
Average # of Bars in Trade | 0 |
AHPR | 0.05 |
Z-Score | -6.53 |
Z-Probability | 0 % |
Expectancy | 0.06 |
Deviation | 0.91 %
|
Exposure | -999999999 % |
Stagnation in Days | 59 |
Stagnation in % | 16.71 % |
| |
Trades
| |
# of Wins | 456 |
# of Losses | 415 |
# of Cancelled/Expired | 0 |
Gross Profit | 246.93 %
|
Gross Loss | -191.24 %
|
Average Win | 0.54 %
|
Average Loss | -0.46 %
|
Largest Win | 6.27 %
|
Largest Loss | -3.19 %
|
Max Consec Wins | 11 |
Max Consec Losses | 11 |
Avg Consec Wins | 2.68 |
Avg Consec Loss | 2.44 |
Avg # of Bars in Wins | 0 |
Avg # of Bars in Losses | 0 |
Charts
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Report generated by Quant Analyzer