Quant Analyzer Portfolio Report

Portfolio (1)

Total Profit
89.26 %
Profit in money
$ 8925.79
Yrly Avg profit
133.9 %
Yrly Avg % ret
133.9 %
CAGR
89.26 %
# of trades
677
Sharpe ratio
0.19
Profit factor
1.74
Return / DD ratio
0.08
Winning %
64.7 %
Drawdown
1050.74 %
% Drawdown
6.89 %
Daily Avg profit
0.53 %
Mthly Avg profit
11.16 %
Average trade
0.49 %
Annual% / Max DD%
12.95
R Expectancy
0.26 R
R Exp score
262.54 R
SQN
4.64
SQN score
20.11

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 %

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2003 0 0 0 0 13.6 11.69 4.95 -0.43 12.48 0.27 20.79 9.6 72.95

Stats

Strategy

Wins/Losses Ratio1.83 Payout Ratio (Avg Win/Loss)0.95 Average # of Bars in Trade0
AHPR0.1 Z-Score-8.15 Z-Probability0 %
Expectancy0.13 Deviation 0.82 % Exposure-999999999 %
Stagnation in Days25 Stagnation in %10.73 %

Trades

# of Wins438 # of Losses239 # of Cancelled/Expired0
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 Wins20 Max Consec Losses8
Avg Consec Wins4.09 Avg Consec Loss2.23 Avg # of Bars in Wins0 Avg # of Bars in Losses0

Charts

Click on the chart to see bigger image

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