Quant Analyzer Portfolio Report
Portfolio (14)
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 %
|
Stats
Strategy
Wins/Losses Ratio | 1.41 |
Payout Ratio (Avg Win/Loss) | 1.03 |
Average # of Bars in Trade | 0 |
AHPR | 0.06 |
Z-Score | -6.5 |
Z-Probability | 0 % |
Expectancy | 0.07 |
Deviation | 0.67 %
|
Exposure | -999999999 % |
Stagnation in Days | 97 |
Stagnation in % | 27.4 % |
| |
Trades
| |
# of Wins | 452 |
# of Losses | 321 |
# of Cancelled/Expired | 0 |
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 Wins | 15 |
Max Consec Losses | 11 |
Avg Consec Wins | 3.12 |
Avg Consec Loss | 2.23 |
Avg # of Bars in Wins | 0 |
Avg # of Bars in Losses | 0 |
Charts
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Report generated by Quant Analyzer