Quant Analyzer Portfolio Report
Portfolio (6)
Profit in money
$ 32223.57
Strategies in portfolio
# |
Name |
Symbol |
Timeframe |
Net Profit ($) |
Net Profit (pips) |
# of Trades |
Sharpe Ratio |
Profit Factor |
S2 |
StrategyTester_2008_eurusd_S123567_risk80 |
StrategyTester_2008_eurusd_S123567_risk80 |
unknown |
$ 29132.77 |
7514.6 pips |
617 |
0.25 |
2 |
S3 |
StrategyTester_2008_gbpusd_S123567_risk40 |
StrategyTester_2008_gbpusd_S123567_risk40 |
unknown |
$ 3090.8 |
3159.7 pips |
347 |
0.21 |
1.78 |
# |
Name |
Return / DD Ratio |
Winning % |
Drawdown |
% Drawdown |
Yearly avg. profit |
Monthly avg. profit |
Daily avg. profit |
S2 |
StrategyTester_2008_eurusd_S123567_risk80 |
0.1 |
64.99 % |
2908.59 %
|
10.82 % |
291.35 %
|
24.28 %
|
1.38 %
|
S3 |
StrategyTester_2008_gbpusd_S123567_risk40 |
0.07 |
64.84 % |
458.22 %
|
3.64 % |
30.91 %
|
2.58 %
|
0.17 %
|
Stats
Strategy
Wins/Losses Ratio | 1.85 |
Payout Ratio (Avg Win/Loss) | 1.07 |
Average # of Bars in Trade | 0 |
AHPR | 0.15 |
Z-Score | -8.1 |
Z-Probability | 0 % |
Expectancy | 0.33 |
Deviation | 1.85 %
|
Exposure | -999999999 % |
Stagnation in Days | 63 |
Stagnation in % | 17.7 % |
| |
Trades
| |
# of Wins | 626 |
# of Losses | 338 |
# of Cancelled/Expired | 0 |
Gross Profit | 651.65 %
|
Gross Loss | -329.42 %
|
Average Win | 1.04 %
|
Average Loss | -0.97 %
|
Largest Win | 9.1 %
|
Largest Loss | -11.15 %
|
Max Consec Wins | 16 |
Max Consec Losses | 8 |
Avg Consec Wins | 3.84 |
Avg Consec Loss | 2.07 |
Avg # of Bars in Wins | 0 |
Avg # of Bars in Losses | 0 |
Charts
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Report generated by Quant Analyzer