Quant Analyzer Portfolio Report

Portfolio (20)

Total Profit
1753.22 %
Profit in money
$ 175321.56
Yrly Avg profit
92.68 %
Yrly Avg % ret
92.68 %
CAGR
15.72 %
# of trades
15654
Sharpe ratio
0.11
Profit factor
1.54
Return / DD ratio
0.44
Winning %
59.56 %
Drawdown
4000.29 %
% Drawdown
8.31 %
Daily Avg profit
0.39 %
Mthly Avg profit
7.72 %
Average trade
0.52 %
Annual% / Max DD%
1.89
R Expectancy
0.22 R
R Exp score
181.73 R
SQN
15.37
SQN score
10.9

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 %

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 2.86 6.41 3.61 0 0 0 0 0 0 0 0 0 12.88
2021 -0.31 0.79 1.55 -0.52 1.2 7.94 1.7 -0.05 -0.24 0.09 0.68 -2.36 10.46
2020 1.38 -0.49 7.32 -0.96 4.35 0.36 4.09 -0.58 -2.75 -0.24 3.18 -4.32 11.35
2019 -3.3 0.36 -1.99 1.5 0.23 0.77 3.3 0.63 2.35 5.44 -0.11 6.09 15.27
2018 -0.56 9.75 9.37 3.41 0.43 12.71 2.23 5.33 1.06 -1.87 -2.04 -2.38 37.46
2017 -5.86 2 5.56 0.57 -0.33 4.1 5.28 -0.5 6.13 5.77 5.16 -5.7 22.2
2016 -0.98 5.17 6.82 -5.12 2.69 12.44 -4.31 -0.39 5.01 1.8 6.55 13.54 43.21
2015 2.09 3.84 15.81 -7.02 13.81 8.93 -0.7 1.75 0.8 1.96 0.29 4.29 45.86
2014 -0.1 1.86 2.84 2.95 1.41 1.64 0.76 2.68 3.89 9.2 4.15 -7.26 24.02
2013 11.32 16.54 1.04 7.71 7.85 16.95 4.7 -4.66 6.44 8.29 2.35 6.59 85.12
2012 15.74 4.15 4.43 -1.13 11.53 1.64 14.24 -6.28 6.3 -3.89 -2.22 1.41 45.94
2011 1.36 4.34 1.46 1.8 2.96 10.53 6.49 5.87 10.07 8.81 16.73 8.73 79.16
2010 2.57 6.19 4.05 9.03 3.55 11.22 17.97 -6.95 23.4 -0.14 25.52 -1.9 94.5
2009 4.29 8.33 0.02 14.2 12.22 7.99 -12.95 13.56 15.97 11.55 -5.01 11.53 81.71
2008 6.95 17.84 19.1 2.75 17.12 14.03 20.55 12.24 11.94 2.82 6.84 14.33 146.51
2007 4.43 2.84 7.3 4.5 0.32 1.6 1.75 2.23 5.81 4.87 -2.4 5.32 38.59
2006 1.72 4.23 -0.69 12.96 4.33 4.26 3.44 -1.89 5.26 5.32 7.57 -5.12 41.41
2005 15.89 7.79 5.69 1.91 14.97 18.26 10.47 4.74 5.23 -1.52 0.85 1.63 85.91
2004 12.03 17.1 16.56 10.94 17.88 4.32 16.12 19.46 12.04 6.48 1.79 0.79 135.51
2003 0 0 0 0 13.32 11.23 3.99 -0.33 11.28 -0.25 17.52 8.01 64.77

Stats

Strategy

Wins/Losses Ratio1.47 Payout Ratio (Avg Win/Loss)1.05 Average # of Bars in Trade0
AHPR0.02 Z-Score-33.14 Z-Probability99.9 %
Expectancy0.11 Deviation 1 % Exposure-999999999 %
Stagnation in Days408 Stagnation in %5.91 %

Trades

# of Wins9324 # of Losses6330 # of Cancelled/Expired0
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 Wins28 Max Consec Losses18
Avg Consec Wins3.36 Avg Consec Loss2.28 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