Quant Analyzer Portfolio Report

Portfolio (3)

Total Profit
132.79 %
Profit in money
$ 13279.21
Yrly Avg profit
132.79 %
Yrly Avg % ret
132.79 %
CAGR
132.79 %
# of trades
1101
Sharpe ratio
0.16
Profit factor
1.52
Return / DD ratio
0.06
Winning %
62.94 %
Drawdown
2088.5 %
% Drawdown
8.78 %
Daily Avg profit
0.51 %
Mthly Avg profit
11.07 %
Average trade
0.59 %
Annual% / Max DD%
15.12
R Expectancy
0.19 R
R Exp score
210.78 R
SQN
4.47
SQN score
15.74

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 StrategyTester_2005_eurusd_S123567_risk80 StrategyTester_2005_eurusd_S123567_risk80 unknown $ 9452.77 4360.9 pips 642 0.16 1.45
S3 StrategyTester_2005_gbpusd_S123567_risk40 StrategyTester_2005_gbpusd_S123567_risk40 unknown $ 3826.44 3314.7 pips 459 0.21 1.83
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 StrategyTester_2005_eurusd_S123567_risk80 0.04 61.06 % 2675.35 % 12.56 % 94.53 % 7.88 % 0.38 %
S3 StrategyTester_2005_gbpusd_S123567_risk40 0.08 65.58 % 483.9 % 3.83 % 38.26 % 3.19 % 0.18 %

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2005 16.2 7.76 6.61 2.69 16.99 22.14 11.51 5.74 6.5 -1.16 4.14 1.6 100.73

Stats

Strategy

Wins/Losses Ratio1.7 Payout Ratio (Avg Win/Loss)0.89 Average # of Bars in Trade0
AHPR0.08 Z-Score-11.77 Z-Probability99.9 %
Expectancy0.12 Deviation 1.01 % Exposure-999999999 %
Stagnation in Days46 Stagnation in %12.99 %

Trades

# of Wins693 # of Losses408 # of Cancelled/Expired0
Gross Profit 388.89 % Gross Loss -256.09 % Average Win 0.56 % Average Loss -0.63 %
Largest Win 3.69 % Largest Loss -5.99 % Max Consec Wins20 Max Consec Losses11
Avg Consec Wins4.15 Avg Consec Loss2.46 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