Quant Analyzer Portfolio Report
Portfolio (10)
Profit in money
$ 5619.41
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 %
|
Stats
Strategy
Wins/Losses Ratio | 1.27 |
Payout Ratio (Avg Win/Loss) | 1.03 |
Average # of Bars in Trade | 0 |
AHPR | 0.06 |
Z-Score | -7.66 |
Z-Probability | 0 % |
Expectancy | 0.07 |
Deviation | 0.91 %
|
Exposure | -999999999 % |
Stagnation in Days | 149 |
Stagnation in % | 42.09 % |
| |
Trades
| |
# of Wins | 460 |
# of Losses | 361 |
# of Cancelled/Expired | 0 |
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 Wins | 19 |
Max Consec Losses | 18 |
Avg Consec Wins | 3.09 |
Avg Consec Loss | 2.42 |
Avg # of Bars in Wins | 0 |
Avg # of Bars in Losses | 0 |
Charts
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Report generated by Quant Analyzer