Quant Analyzer Portfolio Report
Portfolio (11)
Profit in money
$ 13117.39
Strategies in portfolio
# |
Name |
Symbol |
Timeframe |
Net Profit ($) |
Net Profit (pips) |
# of Trades |
Sharpe Ratio |
Profit Factor |
S2 |
StrategyTester_2013_eurusd_S123567_risk80 |
StrategyTester_2013_eurusd_S123567_risk80 |
unknown |
$ 11690.28 |
4889 pips |
536 |
0.22 |
1.79 |
S3 |
StrategyTester_2013_gbpusd_S123567_risk40 |
StrategyTester_2013_gbpusd_S123567_risk40 |
unknown |
$ 1427.11 |
1862.8 pips |
291 |
0.14 |
1.44 |
# |
Name |
Return / DD Ratio |
Winning % |
Drawdown |
% Drawdown |
Yearly avg. profit |
Monthly avg. profit |
Daily avg. profit |
S2 |
StrategyTester_2013_eurusd_S123567_risk80 |
0.06 |
58.77 % |
1888.18 %
|
10.32 % |
116.91 %
|
9.74 %
|
0.54 %
|
S3 |
StrategyTester_2013_gbpusd_S123567_risk40 |
0.03 |
55.33 % |
531.42 %
|
4.45 % |
14.27 %
|
1.19 %
|
0.09 %
|
Stats
Strategy
Wins/Losses Ratio | 1.36 |
Payout Ratio (Avg Win/Loss) | 1.27 |
Average # of Bars in Trade | 0 |
AHPR | 0.1 |
Z-Score | -7.45 |
Z-Probability | 0 % |
Expectancy | 0.16 |
Deviation | 0.99 %
|
Exposure | -999999999 % |
Stagnation in Days | 98 |
Stagnation in % | 27.61 % |
| |
Trades
| |
# of Wins | 476 |
# of Losses | 351 |
# of Cancelled/Expired | 0 |
Gross Profit | 311.45 %
|
Gross Loss | -180.28 %
|
Average Win | 0.65 %
|
Average Loss | -0.51 %
|
Largest Win | 4.75 %
|
Largest Loss | -2.35 %
|
Max Consec Wins | 17 |
Max Consec Losses | 11 |
Avg Consec Wins | 3.15 |
Avg Consec Loss | 2.34 |
Avg # of Bars in Wins | 0 |
Avg # of Bars in Losses | 0 |
Charts
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Report generated by Quant Analyzer