Quant Analyzer Portfolio Report
Portfolio (7)
Profit in money
$ 12160.7
Strategies in portfolio
# |
Name |
Symbol |
Timeframe |
Net Profit ($) |
Net Profit (pips) |
# of Trades |
Sharpe Ratio |
Profit Factor |
S2 |
StrategyTester_2009_eurusd_S123567_risk80 |
StrategyTester_2009_eurusd_S123567_risk80 |
unknown |
$ 7269 |
4617.2 pips |
684 |
0.1 |
1.34 |
S3 |
StrategyTester_2009_gbpusd_S123567_risk40 |
StrategyTester_2009_gbpusd_S123567_risk40 |
unknown |
$ 4891.7 |
4558.3 pips |
297 |
0.32 |
2.36 |
# |
Name |
Return / DD Ratio |
Winning % |
Drawdown |
% Drawdown |
Yearly avg. profit |
Monthly avg. profit |
Daily avg. profit |
S2 |
StrategyTester_2009_eurusd_S123567_risk80 |
0.03 |
60.82 % |
2266.43 %
|
16.98 % |
72.69 %
|
6.06 %
|
0.31 %
|
S3 |
StrategyTester_2009_gbpusd_S123567_risk40 |
0.09 |
73.74 % |
531.81 %
|
3.82 % |
48.92 %
|
4.08 %
|
0.29 %
|
Stats
Strategy
Wins/Losses Ratio | 1.84 |
Payout Ratio (Avg Win/Loss) | 0.81 |
Average # of Bars in Trade | 0 |
AHPR | 0.08 |
Z-Score | -8.99 |
Z-Probability | 0 % |
Expectancy | 0.12 |
Deviation | 1.06 %
|
Exposure | -999999999 % |
Stagnation in Days | 62 |
Stagnation in % | 17.51 % |
| |
Trades
| |
# of Wins | 635 |
# of Losses | 346 |
# of Cancelled/Expired | 0 |
Gross Profit | 374.03 %
|
Gross Loss | -252.42 %
|
Average Win | 0.59 %
|
Average Loss | -0.73 %
|
Largest Win | 2.7 %
|
Largest Loss | -5.45 %
|
Max Consec Wins | 22 |
Max Consec Losses | 8 |
Avg Consec Wins | 3.94 |
Avg Consec Loss | 2.16 |
Avg # of Bars in Wins | 0 |
Avg # of Bars in Losses | 0 |
Charts
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Report generated by Quant Analyzer