Quant Analyzer Portfolio Report

Portfolio (16)

Total Profit
44.65 %
Profit in money
$ 4465.21
Yrly Avg profit
44.65 %
Yrly Avg % ret
44.65 %
CAGR
44.65 %
# of trades
590
Sharpe ratio
0.14
Profit factor
1.52
Return / DD ratio
0.04
Winning %
54.41 %
Drawdown
1027.98 %
% Drawdown
6.64 %
Daily Avg profit
0.2 %
Mthly Avg profit
3.72 %
Average trade
0.37 %
Annual% / Max DD%
6.72
R Expectancy
0.24 R
R Exp score
139.54 R
SQN
3.41
SQN score
7.23

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 StrategyTester_2018_eurusd_S123567_risk80 StrategyTester_2018_eurusd_S123567_risk80 unknown $ 3937.14 2001.5 pips 377 0.18 1.6
S3 StrategyTester_2018_gbpusd_S123567_risk40 StrategyTester_2018_gbpusd_S123567_risk40 unknown $ 528.07 983.5 pips 213 0.06 1.26
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 StrategyTester_2018_eurusd_S123567_risk80 0.05 56.23 % 749.32 % 5.11 % 39.37 % 3.28 % 0.2 %
S3 StrategyTester_2018_gbpusd_S123567_risk40 0.01 51.17 % 510.51 % 4.64 % 5.28 % 0.44 % 0.04 %

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2018 -0.56 9.92 9.62 3.98 0.27 13.66 2.31 5.76 1.27 -1.98 -2.77 -2.54 38.95

Stats

Strategy

Wins/Losses Ratio1.19 Payout Ratio (Avg Win/Loss)1.27 Average # of Bars in Trade0
AHPR0.06 Z-Score-5.08 Z-Probability100 %
Expectancy0.08 Deviation 0.61 % Exposure-999999999 %
Stagnation in Days102 Stagnation in %28.98 %

Trades

# of Wins321 # of Losses269 # of Cancelled/Expired0
Gross Profit 130.49 % Gross Loss -85.84 % Average Win 0.41 % Average Loss -0.32 %
Largest Win 2.3 % Largest Loss -1.77 % Max Consec Wins13 Max Consec Losses8
Avg Consec Wins2.77 Avg Consec Loss2.3 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