Quant Analyzer Portfolio Report
Portfolio (5)
Profit in money
$ 4638.94
Strategies in portfolio
# |
Name |
Symbol |
Timeframe |
Net Profit ($) |
Net Profit (pips) |
# of Trades |
Sharpe Ratio |
Profit Factor |
S2 |
StrategyTester_2007_eurusd_S123567_risk80 |
StrategyTester_2007_eurusd_S123567_risk80 |
unknown |
$ 2237.2 |
1637 pips |
458 |
0.1 |
1.39 |
S3 |
StrategyTester_2007_gbpusd_S123567_risk40 |
StrategyTester_2007_gbpusd_S123567_risk40 |
unknown |
$ 2401.74 |
2712.7 pips |
393 |
0.19 |
1.62 |
# |
Name |
Return / DD Ratio |
Winning % |
Drawdown |
% Drawdown |
Yearly avg. profit |
Monthly avg. profit |
Daily avg. profit |
S2 |
StrategyTester_2007_eurusd_S123567_risk80 |
0.04 |
60.48 % |
570.72 %
|
4.74 % |
22.37 %
|
1.86 %
|
0.11 %
|
S3 |
StrategyTester_2007_gbpusd_S123567_risk40 |
0.05 |
62.34 % |
495.34 %
|
4 % |
24.02 %
|
2 %
|
0.12 %
|
Stats
Strategy
Wins/Losses Ratio | 1.59 |
Payout Ratio (Avg Win/Loss) | 0.94 |
Average # of Bars in Trade | 0 |
AHPR | 0.05 |
Z-Score | -7.82 |
Z-Probability | 0 % |
Expectancy | 0.05 |
Deviation | 0.49 %
|
Exposure | -999999999 % |
Stagnation in Days | 43 |
Stagnation in % | 12.18 % |
| |
Trades
| |
# of Wins | 522 |
# of Losses | 329 |
# of Cancelled/Expired | 0 |
Gross Profit | 141.98 %
|
Gross Loss | -95.59 %
|
Average Win | 0.27 %
|
Average Loss | -0.29 %
|
Largest Win | 2.17 %
|
Largest Loss | -2.34 %
|
Max Consec Wins | 14 |
Max Consec Losses | 10 |
Avg Consec Wins | 3.53 |
Avg Consec Loss | 2.21 |
Avg # of Bars in Wins | 0 |
Avg # of Bars in Losses | 0 |
Charts
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Report generated by Quant Analyzer