Quant Analyzer Portfolio Report
Portfolio (17)
Profit in money
$ 1614.79
Strategies in portfolio
# |
Name |
Symbol |
Timeframe |
Net Profit ($) |
Net Profit (pips) |
# of Trades |
Sharpe Ratio |
Profit Factor |
S2 |
StrategyTester_2019_eurusd_S123567_risk80 |
StrategyTester_2019_eurusd_S123567_risk80 |
unknown |
$ 738.57 |
499.1 pips |
278 |
0.08 |
1.24 |
S3 |
StrategyTester_2019_gbpusd_S123567_risk40 |
StrategyTester_2019_gbpusd_S123567_risk40 |
unknown |
$ 876.22 |
935.9 pips |
221 |
0.13 |
1.54 |
# |
Name |
Return / DD Ratio |
Winning % |
Drawdown |
% Drawdown |
Yearly avg. profit |
Monthly avg. profit |
Daily avg. profit |
S2 |
StrategyTester_2019_eurusd_S123567_risk80 |
0.02 |
59.71 % |
320.82 %
|
3.16 % |
7.39 %
|
0.62 %
|
0.04 %
|
S3 |
StrategyTester_2019_gbpusd_S123567_risk40 |
0.02 |
52.94 % |
526.81 %
|
5.25 % |
8.76 %
|
0.73 %
|
0.07 %
|
Stats
Strategy
Wins/Losses Ratio | 1.31 |
Payout Ratio (Avg Win/Loss) | 1.03 |
Average # of Bars in Trade | 0 |
AHPR | 0.03 |
Z-Score | -4.52 |
Z-Probability | 100 % |
Expectancy | 0.03 |
Deviation | 0.4 %
|
Exposure | -999999999 % |
Stagnation in Days | 209 |
Stagnation in % | 58.87 % |
| |
Trades
| |
# of Wins | 283 |
# of Losses | 216 |
# of Cancelled/Expired | 0 |
Gross Profit | 63 %
|
Gross Loss | -46.85 %
|
Average Win | 0.22 %
|
Average Loss | -0.22 %
|
Largest Win | 1.57 %
|
Largest Loss | -1.44 %
|
Max Consec Wins | 13 |
Max Consec Losses | 12 |
Avg Consec Wins | 2.86 |
Avg Consec Loss | 2.2 |
Avg # of Bars in Wins | 0 |
Avg # of Bars in Losses | 0 |
Charts
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Report generated by Quant Analyzer