Quant Analyzer Portfolio Report

Portfolio (19)

Total Profit
25.76 %
Profit in money
$ 2576.15
Yrly Avg profit
20.61 %
Yrly Avg % ret
20.61 %
CAGR
12.14 %
# of trades
545
Sharpe ratio
0.1
Profit factor
1.43
Return / DD ratio
0.03
Winning %
59.27 %
Drawdown
931.85 %
% Drawdown
7.79 %
Daily Avg profit
0.1 %
Mthly Avg profit
1.72 %
Average trade
0.27 %
Annual% / Max DD%
1.56
R Expectancy
0.18 R
R Exp score
76.32 R
SQN
2.49
SQN score
3.73

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 StrategyTester_2021_eurusd_S123567_risk80 StrategyTester_2021_eurusd_S123567_risk80 unknown $ 2388.78 1876.1 pips 364 0.13 1.48
S3 StrategyTester_2021_gbpusd_S123567_risk40 StrategyTester_2021_gbpusd_S123567_risk40 unknown $ 187.37 564.9 pips 181 0.05 1.18
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 StrategyTester_2021_eurusd_S123567_risk80 0.03 59.34 % 690.96 % 6.06 % 19.11 % 1.59 % 0.11 %
S3 StrategyTester_2021_gbpusd_S123567_risk40 0 59.12 % 379.39 % 3.59 % 1.5 % 0.12 % 0.01 %

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 2.9 6.53 3.59 0 0 0 0 0 0 0 0 0 13.02
2021 -0.31 0.78 1.56 -0.52 1.21 8.08 1.74 -0.04 -0.16 0.09 0.74 -2.47 10.69

Stats

Strategy

Wins/Losses Ratio1.45 Payout Ratio (Avg Win/Loss)0.98 Average # of Bars in Trade0
AHPR0.04 Z-Score-3.52 Z-Probability99.98 %
Expectancy0.05 Deviation 0.5 % Exposure-999999999 %
Stagnation in Days101 Stagnation in %22.39 %

Trades

# of Wins323 # of Losses222 # of Cancelled/Expired0
Gross Profit 85.78 % Gross Loss -60.02 % Average Win 0.27 % Average Loss -0.27 %
Largest Win 2.38 % Largest Loss -2.26 % Max Consec Wins13 Max Consec Losses10
Avg Consec Wins2.88 Avg Consec Loss1.96 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