Quant Analyzer Portfolio Report
Portfolio (18)
Profit in money
$ 1158.86
Strategies in portfolio
# |
Name |
Symbol |
Timeframe |
Net Profit ($) |
Net Profit (pips) |
# of Trades |
Sharpe Ratio |
Profit Factor |
S2 |
StrategyTester_2020_eurusd_S123567_risk80 |
StrategyTester_2020_eurusd_S123567_risk80 |
unknown |
$ 1307.49 |
528.9 pips |
426 |
0.07 |
1.23 |
S3 |
StrategyTester_2020_gbpusd_S123567_risk40 |
StrategyTester_2020_gbpusd_S123567_risk40 |
unknown |
$ -148.63 |
-386.5 pips |
242 |
-0.05 |
0.91 |
# |
Name |
Return / DD Ratio |
Winning % |
Drawdown |
% Drawdown |
Yearly avg. profit |
Monthly avg. profit |
Daily avg. profit |
S2 |
StrategyTester_2020_eurusd_S123567_risk80 |
0.02 |
57.04 % |
649.13 %
|
5.52 % |
13.07 %
|
1.09 %
|
0.06 %
|
S3 |
StrategyTester_2020_gbpusd_S123567_risk40 |
0 |
50.83 % |
607.11 %
|
5.8 % |
-1.49 %
|
-0.12 %
|
-0.01 %
|
Stats
Strategy
Wins/Losses Ratio | 1.21 |
Payout Ratio (Avg Win/Loss) | 0.96 |
Average # of Bars in Trade | 0 |
AHPR | 0.02 |
Z-Score | -5.66 |
Z-Probability | 100 % |
Expectancy | 0.02 |
Deviation | 0.44 %
|
Exposure | -999999999 % |
Stagnation in Days | 149 |
Stagnation in % | 42.33 % |
| |
Trades
| |
# of Wins | 366 |
# of Losses | 302 |
# of Cancelled/Expired | 0 |
Gross Profit | 84.93 %
|
Gross Loss | -73.34 %
|
Average Win | 0.23 %
|
Average Loss | -0.24 %
|
Largest Win | 1.49 %
|
Largest Loss | -2.02 %
|
Max Consec Wins | 16 |
Max Consec Losses | 8 |
Avg Consec Wins | 2.82 |
Avg Consec Loss | 2.32 |
Avg # of Bars in Wins | 0 |
Avg # of Bars in Losses | 0 |
Charts
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Report generated by Quant Analyzer