Quant Analyzer Portfolio Report

Portfolio (12)

Total Profit
26.49 %
Profit in money
$ 2649.25
Yrly Avg profit
26.49 %
Yrly Avg % ret
26.49 %
CAGR
26.49 %
# of trades
595
Sharpe ratio
0.1
Profit factor
1.33
Return / DD ratio
0.02
Winning %
56.97 %
Drawdown
1138.36 %
% Drawdown
8.3 %
Daily Avg profit
0.12 %
Mthly Avg profit
2.21 %
Average trade
0.31 %
Annual% / Max DD%
3.19
R Expectancy
0.14 R
R Exp score
85.45 R
SQN
2.21
SQN score
5.57

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 StrategyTester_2014_eurusd_S123567_risk80 StrategyTester_2014_eurusd_S123567_risk80 unknown $ 1445.88 1078.8 pips 411 0.06 1.21
S3 StrategyTester_2014_gbpusd_S123567_risk40 StrategyTester_2014_gbpusd_S123567_risk40 unknown $ 1203.37 1265.8 pips 184 0.21 2.1
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 StrategyTester_2014_eurusd_S123567_risk80 0.01 53.77 % 1032.21 % 8.33 % 14.46 % 1.21 % 0.07 %
S3 StrategyTester_2014_gbpusd_S123567_risk40 0.05 64.13 % 229.7 % 2.01 % 12.03 % 1 % 0.11 %

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2014 -0.11 1.87 2.89 3.04 1.47 1.71 0.8 2.85 4.21 10.2 4.6 -8.07 25.46

Stats

Strategy

Wins/Losses Ratio1.32 Payout Ratio (Avg Win/Loss)1.01 Average # of Bars in Trade0
AHPR0.04 Z-Score-4.79 Z-Probability100 %
Expectancy0.04 Deviation 0.56 % Exposure-999999999 %
Stagnation in Days53 Stagnation in %14.89 %

Trades

# of Wins339 # of Losses256 # of Cancelled/Expired0
Gross Profit 106.29 % Gross Loss -79.79 % Average Win 0.31 % Average Loss -0.31 %
Largest Win 2.23 % Largest Loss -2.05 % Max Consec Wins9 Max Consec Losses8
Avg Consec Wins2.87 Avg Consec Loss2.17 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