Quant Analyzer Portfolio Report

Portfolio (14)

Total Profit
52.54 %
Profit in money
$ 5253.8
Yrly Avg profit
52.54 %
Yrly Avg % ret
52.54 %
CAGR
52.54 %
# of trades
773
Sharpe ratio
0.12
Profit factor
1.44
Return / DD ratio
0.04
Winning %
58.47 %
Drawdown
1181.34 %
% Drawdown
9.4 %
Daily Avg profit
0.23 %
Mthly Avg profit
4.38 %
Average trade
0.37 %
Annual% / Max DD%
5.59
R Expectancy
0.18 R
R Exp score
142.01 R
SQN
3.18
SQN score
7.83

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 StrategyTester_2016_eurusd_S123567_risk80 StrategyTester_2016_eurusd_S123567_risk80 unknown $ 4577.1 3148 pips 450 0.14 1.56
S3 StrategyTester_2016_gbpusd_S123567_risk40 StrategyTester_2016_gbpusd_S123567_risk40 unknown $ 676.7 1979.9 pips 323 0.06 1.18
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 StrategyTester_2016_eurusd_S123567_risk80 0.04 60.22 % 1048.71 % 9.85 % 45.77 % 3.81 % 0.24 %
S3 StrategyTester_2016_gbpusd_S123567_risk40 0.01 56.04 % 765.36 % 6.91 % 6.77 % 0.56 % 0.04 %

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2016 -0.99 5.21 7.06 -5.31 2.78 13.22 -4.78 -0.41 5.37 1.73 6.95 14.49 45.32

Stats

Strategy

Wins/Losses Ratio1.41 Payout Ratio (Avg Win/Loss)1.03 Average # of Bars in Trade0
AHPR0.06 Z-Score-6.5 Z-Probability0 %
Expectancy0.07 Deviation 0.67 % Exposure-999999999 %
Stagnation in Days97 Stagnation in %27.4 %

Trades

# of Wins452 # of Losses321 # of Cancelled/Expired0
Gross Profit 170.9 % Gross Loss -118.36 % Average Win 0.38 % Average Loss -0.37 %
Largest Win 3.26 % Largest Loss -2.77 % Max Consec Wins15 Max Consec Losses11
Avg Consec Wins3.12 Avg Consec Loss2.23 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