Quant Analyzer Portfolio Report
Portfolio (8)
Profit in money
$ 15152.78
Strategies in portfolio
# |
Name |
Symbol |
Timeframe |
Net Profit ($) |
Net Profit (pips) |
# of Trades |
Sharpe Ratio |
Profit Factor |
S2 |
StrategyTester_2010_eurusd_S123567_risk80 |
StrategyTester_2010_eurusd_S123567_risk80 |
unknown |
$ 12859.21 |
5188.3 pips |
681 |
0.15 |
1.5 |
S3 |
StrategyTester_2010_gbpusd_S123567_risk40 |
StrategyTester_2010_gbpusd_S123567_risk40 |
unknown |
$ 2293.57 |
2603.5 pips |
366 |
0.16 |
1.56 |
# |
Name |
Return / DD Ratio |
Winning % |
Drawdown |
% Drawdown |
Yearly avg. profit |
Monthly avg. profit |
Daily avg. profit |
S2 |
StrategyTester_2010_eurusd_S123567_risk80 |
0.05 |
62.11 % |
2438.59 %
|
11.21 % |
128.59 %
|
10.72 %
|
0.56 %
|
S3 |
StrategyTester_2010_gbpusd_S123567_risk40 |
0.04 |
62.02 % |
631.52 %
|
5.03 % |
22.94 %
|
1.91 %
|
0.12 %
|
Stats
Strategy
Wins/Losses Ratio | 1.64 |
Payout Ratio (Avg Win/Loss) | 0.92 |
Average # of Bars in Trade | 0 |
AHPR | 0.09 |
Z-Score | -7.71 |
Z-Probability | 0 % |
Expectancy | 0.14 |
Deviation | 1.3 %
|
Exposure | -999999999 % |
Stagnation in Days | 61 |
Stagnation in % | 17.28 % |
| |
Trades
| |
# of Wins | 650 |
# of Losses | 397 |
# of Cancelled/Expired | 0 |
Gross Profit | 449.9 %
|
Gross Loss | -298.37 %
|
Average Win | 0.69 %
|
Average Loss | -0.75 %
|
Largest Win | 5.8 %
|
Largest Loss | -7.87 %
|
Max Consec Wins | 17 |
Max Consec Losses | 10 |
Avg Consec Wins | 3.44 |
Avg Consec Loss | 2.11 |
Avg # of Bars in Wins | 0 |
Avg # of Bars in Losses | 0 |
Charts
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Report generated by Quant Analyzer