Quant Analyzer Portfolio Report
Portfolio (1)
Profit in money
$ 8925.79
Strategies in portfolio
# |
Name |
Symbol |
Timeframe |
Net Profit ($) |
Net Profit (pips) |
# of Trades |
Sharpe Ratio |
Profit Factor |
S2 |
StrategyTester_2003_eurusd_S123567_risk80 |
StrategyTester_2003_eurusd_S123567_risk80 |
unknown |
$ 6500.05 |
3095.7 pips |
444 |
0.18 |
1.61 |
S3 |
StrategyTester_2003_gbpusd_S123567_risk40 |
StrategyTester_2003_gbpusd_S123567_risk40 |
unknown |
$ 2425.74 |
2520.9 pips |
233 |
0.32 |
2.57 |
# |
Name |
Return / DD Ratio |
Winning % |
Drawdown |
% Drawdown |
Yearly avg. profit |
Monthly avg. profit |
Daily avg. profit |
S2 |
StrategyTester_2003_eurusd_S123567_risk80 |
0.06 |
60.59 % |
1041.16 %
|
7.47 % |
97.5 %
|
8.13 %
|
0.4 %
|
S3 |
StrategyTester_2003_gbpusd_S123567_risk40 |
0.13 |
72.53 % |
183.88 %
|
1.67 % |
36.4 %
|
3.03 %
|
0.2 %
|
Stats
Strategy
Wins/Losses Ratio | 1.83 |
Payout Ratio (Avg Win/Loss) | 0.95 |
Average # of Bars in Trade | 0 |
AHPR | 0.1 |
Z-Score | -8.15 |
Z-Probability | 0 % |
Expectancy | 0.13 |
Deviation | 0.82 %
|
Exposure | -999999999 % |
Stagnation in Days | 25 |
Stagnation in % | 10.73 % |
| |
Trades
| |
# of Wins | 438 |
# of Losses | 239 |
# of Cancelled/Expired | 0 |
Gross Profit | 210.62 %
|
Gross Loss | -121.36 %
|
Average Win | 0.48 %
|
Average Loss | -0.51 %
|
Largest Win | 2.89 %
|
Largest Loss | -4.6 %
|
Max Consec Wins | 20 |
Max Consec Losses | 8 |
Avg Consec Wins | 4.09 |
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