Quant Analyzer Portfolio Report

Portfolio (5)

Total Profit
46.39 %
Profit in money
$ 4638.94
Yrly Avg profit
46.39 %
Yrly Avg % ret
46.39 %
CAGR
46.39 %
# of trades
851
Sharpe ratio
0.15
Profit factor
1.49
Return / DD ratio
0.06
Winning %
61.34 %
Drawdown
829.2 %
% Drawdown
5.78 %
Daily Avg profit
0.19 %
Mthly Avg profit
3.87 %
Average trade
0.28 %
Annual% / Max DD%
8.03
R Expectancy
0.19 R
R Exp score
159.97 R
SQN
3.67
SQN score
11.97

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 %

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2007 4.42 2.89 7.47 4.61 0.35 1.64 2.11 2.73 6.8 5.75 -2.74 6.28 42.33

Stats

Strategy

Wins/Losses Ratio1.59 Payout Ratio (Avg Win/Loss)0.94 Average # of Bars in Trade0
AHPR0.05 Z-Score-7.82 Z-Probability0 %
Expectancy0.05 Deviation 0.49 % Exposure-999999999 %
Stagnation in Days43 Stagnation in %12.18 %

Trades

# of Wins522 # of Losses329 # of Cancelled/Expired0
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 Wins14 Max Consec Losses10
Avg Consec Wins3.53 Avg Consec Loss2.21 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