Quant Analyzer Portfolio Report

Portfolio (13)

Total Profit
55.69 %
Profit in money
$ 5569.21
Yrly Avg profit
55.69 %
Yrly Avg % ret
55.69 %
CAGR
55.69 %
# of trades
871
Sharpe ratio
0.08
Profit factor
1.29
Return / DD ratio
0.05
Winning %
52.35 %
Drawdown
1236.73 %
% Drawdown
9.81 %
Daily Avg profit
0.24 %
Mthly Avg profit
4.64 %
Average trade
0.5 %
Annual% / Max DD%
5.68
R Expectancy
0.14 R
R Exp score
121.06 R
SQN
2.35
SQN score
7.3

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 %

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2015 2.02 3.92 16.55 -7.57 14.01 8.96 -0.13 1.83 1.34 2.27 0.94 4.93 49.08

Stats

Strategy

Wins/Losses Ratio1.1 Payout Ratio (Avg Win/Loss)1.18 Average # of Bars in Trade0
AHPR0.05 Z-Score-6.53 Z-Probability0 %
Expectancy0.06 Deviation 0.91 % Exposure-999999999 %
Stagnation in Days59 Stagnation in %16.71 %

Trades

# of Wins456 # of Losses415 # of Cancelled/Expired0
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 Wins11 Max Consec Losses11
Avg Consec Wins2.68 Avg Consec Loss2.44 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