Quant Analyzer Portfolio Report

Portfolio (4)

Total Profit
50.13 %
Profit in money
$ 5013.33
Yrly Avg profit
50.13 %
Yrly Avg % ret
50.13 %
CAGR
50.13 %
# of trades
1040
Sharpe ratio
0.1
Profit factor
1.37
Return / DD ratio
0.05
Winning %
58.94 %
Drawdown
1013.91 %
% Drawdown
7.35 %
Daily Avg profit
0.2 %
Mthly Avg profit
4.18 %
Average trade
0.31 %
Annual% / Max DD%
6.82
R Expectancy
0.15 R
R Exp score
156.66 R
SQN
3.24
SQN score
10.75

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 StrategyTester_2006_eurusd_S123567_risk80 StrategyTester_2006_eurusd_S123567_risk80 unknown $ 1480.85 1401.6 pips 564 0.06 1.16
S3 StrategyTester_2006_gbpusd_S123567_risk40 StrategyTester_2006_gbpusd_S123567_risk40 unknown $ 3532.48 3708 pips 476 0.17 1.79
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 StrategyTester_2006_eurusd_S123567_risk80 0.02 56.21 % 766.06 % 6.38 % 14.81 % 1.23 % 0.06 %
S3 StrategyTester_2006_gbpusd_S123567_risk40 0.08 62.18 % 445.67 % 3.65 % 35.32 % 2.94 % 0.16 %

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2006 1.72 4.3 -0.73 13.73 4.74 4.8 3.99 -2.22 5.92 6.17 9.04 -6.45 45.01

Stats

Strategy

Wins/Losses Ratio1.44 Payout Ratio (Avg Win/Loss)0.95 Average # of Bars in Trade0
AHPR0.04 Z-Score-12.3 Z-Probability99.9 %
Expectancy0.05 Deviation 0.55 % Exposure-999999999 %
Stagnation in Days53 Stagnation in %14.97 %

Trades

# of Wins613 # of Losses427 # of Cancelled/Expired0
Gross Profit 185.35 % Gross Loss -135.21 % Average Win 0.3 % Average Loss -0.32 %
Largest Win 2.2 % Largest Loss -2.65 % Max Consec Wins22 Max Consec Losses14
Avg Consec Wins3.93 Avg Consec Loss2.72 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