Quant Analyzer Portfolio Report
Portfolio (12)
Profit in money
$ 2649.25
Strategies in portfolio
# |
Name |
Symbol |
Timeframe |
Net Profit ($) |
Net Profit (pips) |
# of Trades |
Sharpe Ratio |
Profit Factor |
S2 |
StrategyTester_2014_eurusd_S123567_risk80 |
StrategyTester_2014_eurusd_S123567_risk80 |
unknown |
$ 1445.88 |
1078.8 pips |
411 |
0.06 |
1.21 |
S3 |
StrategyTester_2014_gbpusd_S123567_risk40 |
StrategyTester_2014_gbpusd_S123567_risk40 |
unknown |
$ 1203.37 |
1265.8 pips |
184 |
0.21 |
2.1 |
# |
Name |
Return / DD Ratio |
Winning % |
Drawdown |
% Drawdown |
Yearly avg. profit |
Monthly avg. profit |
Daily avg. profit |
S2 |
StrategyTester_2014_eurusd_S123567_risk80 |
0.01 |
53.77 % |
1032.21 %
|
8.33 % |
14.46 %
|
1.21 %
|
0.07 %
|
S3 |
StrategyTester_2014_gbpusd_S123567_risk40 |
0.05 |
64.13 % |
229.7 %
|
2.01 % |
12.03 %
|
1 %
|
0.11 %
|
Stats
Strategy
Wins/Losses Ratio | 1.32 |
Payout Ratio (Avg Win/Loss) | 1.01 |
Average # of Bars in Trade | 0 |
AHPR | 0.04 |
Z-Score | -4.79 |
Z-Probability | 100 % |
Expectancy | 0.04 |
Deviation | 0.56 %
|
Exposure | -999999999 % |
Stagnation in Days | 53 |
Stagnation in % | 14.89 % |
| |
Trades
| |
# of Wins | 339 |
# of Losses | 256 |
# of Cancelled/Expired | 0 |
Gross Profit | 106.29 %
|
Gross Loss | -79.79 %
|
Average Win | 0.31 %
|
Average Loss | -0.31 %
|
Largest Win | 2.23 %
|
Largest Loss | -2.05 %
|
Max Consec Wins | 9 |
Max Consec Losses | 8 |
Avg Consec Wins | 2.87 |
Avg Consec Loss | 2.17 |
Avg # of Bars in Wins | 0 |
Avg # of Bars in Losses | 0 |
Charts
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Report generated by Quant Analyzer