Quant Analyzer Portfolio Report

Portfolio (10)

Total Profit
56.19 %
Profit in money
$ 5619.41
Yrly Avg profit
56.19 %
Yrly Avg % ret
56.19 %
CAGR
56.19 %
# of trades
821
Sharpe ratio
0.11
Profit factor
1.31
Return / DD ratio
0.02
Winning %
56.03 %
Drawdown
2339.2 %
% Drawdown
13.7 %
Daily Avg profit
0.23 %
Mthly Avg profit
4.68 %
Average trade
0.51 %
Annual% / Max DD%
4.1
R Expectancy
0.14 R
R Exp score
112.39 R
SQN
2.46
SQN score
6.93

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 StrategyTester_2012_eurusd_S123567_risk80 StrategyTester_2012_eurusd_S123567_risk80 unknown $ 5056.28 2966.7 pips 587 0.1 1.31
S3 StrategyTester_2012_gbpusd_S123567_risk40 StrategyTester_2012_gbpusd_S123567_risk40 unknown $ 563.13 862.2 pips 234 0.08 1.34
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 StrategyTester_2012_eurusd_S123567_risk80 0.03 55.37 % 1943.58 % 11.94 % 50.56 % 4.21 % 0.22 %
S3 StrategyTester_2012_gbpusd_S123567_risk40 0.01 57.69 % 442.4 % 4.09 % 5.63 % 0.47 % 0.04 %

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2012 16.02 4.17 4.72 -0.98 11.86 1.49 15.88 -7.31 6.58 -3.82 -2.25 1.51 47.85

Stats

Strategy

Wins/Losses Ratio1.27 Payout Ratio (Avg Win/Loss)1.03 Average # of Bars in Trade0
AHPR0.06 Z-Score-7.66 Z-Probability0 %
Expectancy0.07 Deviation 0.91 % Exposure-999999999 %
Stagnation in Days149 Stagnation in %42.09 %

Trades

# of Wins460 # of Losses361 # of Cancelled/Expired0
Gross Profit 237.5 % Gross Loss -181.3 % Average Win 0.52 % Average Loss -0.5 %
Largest Win 3.08 % Largest Loss -3.21 % Max Consec Wins19 Max Consec Losses18
Avg Consec Wins3.09 Avg Consec Loss2.42 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