Quant Analyzer Portfolio Report

Portfolio (8)

Total Profit
151.53 %
Profit in money
$ 15152.78
Yrly Avg profit
151.53 %
Yrly Avg % ret
151.53 %
CAGR
151.53 %
# of trades
1047
Sharpe ratio
0.14
Profit factor
1.51
Return / DD ratio
0.06
Winning %
62.08 %
Drawdown
2552.78 %
% Drawdown
10.18 %
Daily Avg profit
0.63 %
Mthly Avg profit
12.63 %
Average trade
0.71 %
Annual% / Max DD%
14.88
R Expectancy
0.19 R
R Exp score
202.04 R
SQN
4
SQN score
13.8

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 StrategyTester_2010_eurusd_S123567_risk80 StrategyTester_2010_eurusd_S123567_risk80 unknown $ 12859.21 5188.3 pips 681 0.15 1.5
S3 StrategyTester_2010_gbpusd_S123567_risk40 StrategyTester_2010_gbpusd_S123567_risk40 unknown $ 2293.57 2603.5 pips 366 0.16 1.56
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 StrategyTester_2010_eurusd_S123567_risk80 0.05 62.11 % 2438.59 % 11.21 % 128.59 % 10.72 % 0.56 %
S3 StrategyTester_2010_gbpusd_S123567_risk40 0.04 62.02 % 631.52 % 5.03 % 22.94 % 1.91 % 0.12 %

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2010 2.56 6.32 4.3 9.63 4.15 12.92 21.23 -8.33 27.27 -1.06 29.6 -2.47 106.12

Stats

Strategy

Wins/Losses Ratio1.64 Payout Ratio (Avg Win/Loss)0.92 Average # of Bars in Trade0
AHPR0.09 Z-Score-7.71 Z-Probability0 %
Expectancy0.14 Deviation 1.3 % Exposure-999999999 %
Stagnation in Days61 Stagnation in %17.28 %

Trades

# of Wins650 # of Losses397 # of Cancelled/Expired0
Gross Profit 449.9 % Gross Loss -298.37 % Average Win 0.69 % Average Loss -0.75 %
Largest Win 5.8 % Largest Loss -7.87 % Max Consec Wins17 Max Consec Losses10
Avg Consec Wins3.44 Avg Consec Loss2.11 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