Quant Analyzer Portfolio Report

Portfolio (9)

Total Profit
115.45 %
Profit in money
$ 11544.96
Yrly Avg profit
115.45 %
Yrly Avg % ret
115.45 %
CAGR
115.45 %
# of trades
1000
Sharpe ratio
0.12
Profit factor
1.46
Return / DD ratio
0.07
Winning %
56.7 %
Drawdown
1774.71 %
% Drawdown
11.44 %
Daily Avg profit
0.46 %
Mthly Avg profit
9.62 %
Average trade
0.62 %
Annual% / Max DD%
10.09
R Expectancy
0.2 R
R Exp score
199.04 R
SQN
3.57
SQN score
10.81

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 StrategyTester_2011_eurusd_S123567_risk80 StrategyTester_2011_eurusd_S123567_risk80 unknown $ 11255.29 5506 pips 664 0.14 1.5
S3 StrategyTester_2011_gbpusd_S123567_risk40 StrategyTester_2011_gbpusd_S123567_risk40 unknown $ 289.67 228.3 pips 336 0.05 1.12
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 StrategyTester_2011_eurusd_S123567_risk80 0.07 60.24 % 1672.39 % 10.91 % 112.54 % 9.38 % 0.47 %
S3 StrategyTester_2011_gbpusd_S123567_risk40 0.01 49.7 % 329.09 % 3.17 % 2.9 % 0.24 % 0.02 %

Monthly Performance (%)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2011 1.36 4.38 1.46 1.79 2.9 10.83 6.84 5.64 10.3 8.59 17.26 9.4 80.73

Stats

Strategy

Wins/Losses Ratio1.31 Payout Ratio (Avg Win/Loss)1.12 Average # of Bars in Trade0
AHPR0.08 Z-Score-8.02 Z-Probability0 %
Expectancy0.12 Deviation 1.14 % Exposure-999999999 %
Stagnation in Days47 Stagnation in %13.24 %

Trades

# of Wins567 # of Losses433 # of Cancelled/Expired0
Gross Profit 366.35 % Gross Loss -250.9 % Average Win 0.65 % Average Loss -0.58 %
Largest Win 4.63 % Largest Loss -5.43 % Max Consec Wins14 Max Consec Losses8
Avg Consec Wins3.08 Avg Consec Loss2.35 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