Quant Analyzer Portfolio Report
Portfolio (15)
Profit in money
$ 2410.59
Strategies in portfolio
# |
Name |
Symbol |
Timeframe |
Net Profit ($) |
Net Profit (pips) |
# of Trades |
Sharpe Ratio |
Profit Factor |
S2 |
StrategyTester_2017_eurusd_S123567_risk80 |
StrategyTester_2017_eurusd_S123567_risk80 |
unknown |
$ 2162.22 |
1654.7 pips |
430 |
0.1 |
1.33 |
S3 |
StrategyTester_2017_gbpusd_S123567_risk40 |
StrategyTester_2017_gbpusd_S123567_risk40 |
unknown |
$ 248.37 |
1098.8 pips |
262 |
0.03 |
1.11 |
# |
Name |
Return / DD Ratio |
Winning % |
Drawdown |
% Drawdown |
Yearly avg. profit |
Monthly avg. profit |
Daily avg. profit |
S2 |
StrategyTester_2017_eurusd_S123567_risk80 |
0.03 |
56.98 % |
672.88 %
|
6.34 % |
21.62 %
|
1.8 %
|
0.12 %
|
S3 |
StrategyTester_2017_gbpusd_S123567_risk40 |
0 |
53.05 % |
624.97 %
|
5.81 % |
2.48 %
|
0.21 %
|
0.02 %
|
Stats
Strategy
Wins/Losses Ratio | 1.25 |
Payout Ratio (Avg Win/Loss) | 1.02 |
Average # of Bars in Trade | 0 |
AHPR | 0.03 |
Z-Score | -5.19 |
Z-Probability | 100 % |
Expectancy | 0.03 |
Deviation | 0.52 %
|
Exposure | -999999999 % |
Stagnation in Days | 93 |
Stagnation in % | 26.35 % |
| |
Trades
| |
# of Wins | 384 |
# of Losses | 308 |
# of Cancelled/Expired | 0 |
Gross Profit | 111.13 %
|
Gross Loss | -87.02 %
|
Average Win | 0.29 %
|
Average Loss | -0.28 %
|
Largest Win | 1.81 %
|
Largest Loss | -1.52 %
|
Max Consec Wins | 13 |
Max Consec Losses | 15 |
Avg Consec Wins | 2.78 |
Avg Consec Loss | 2.23 |
Avg # of Bars in Wins | 0 |
Avg # of Bars in Losses | 0 |
Charts
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Report generated by Quant Analyzer