Forex Robotron Quant Analyzer Portfolio Report

Portfolio

Total Profit
$ 12496086838.48
Profit in pips
46794.1 pips
Yrly Avg profit
$ 789272014.08
Yrly Avg % ret
131545335.68 %
CAGR
169.47 %
# of trades
15619
Sharpe ratio
0.36
Profit factor
2.88
Return / DD ratio
30.41
Winning %
86.18 %
Drawdown
$ 410895515.2
% Drawdown
5.2 %
Daily Avg profit
$ 3543983.79
Mthly Avg profit
$ 65768878.1
Average trade
$ 1650848.66
Annual% / Max DD%
32.59
R Expectancy
0.26 R
R Exp score
256.35 R
SQN
29.44
SQN score
51.25

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 eurchf eurchf unknown $ 10230458901.83 23276.4 pips 6672 0.59 3.67
S3 eurusd eurusd unknown $ 2262701934.71 14362.2 pips 5688 0.3 1.8
S4 usdchf usdchf unknown $ 2926001.94 9155.5 pips 3259 0.25 1.91
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 eurchf 28.19 89.61 % $ 362936885.53 5.2 % $ 656515779.89 $ 54708336.37 $ 3567105.61
S3 eurusd 10.85 84.83 % $ 208570000 39.5 % $ 142922565.24 $ 11908957.55 $ 703139.2
S4 usdchf 11.6 81.53 % $ 252299.6 18.21 % $ 247260.18 $ 20605.65 $ 1273.84

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2019 -44207758.93 8455044.76 0 0 0 0 0 0 0 0 0 0 -35752714.17
2018 24576896.87 48649772.57 15781039.32 66974454.18 31425408.88 31956360.46 34859026.72 45394353.69 31453894.7 10905813.72 11326012.26 16239856.77 369542890.14
2017 54834279.45 78430330.07 22947225.67 68917890.54 29280711.17 105093366.88 17022087.7 -11319668.15 13430336.26 30606614.6 10777111.76 14593535.52 434613821.47
2016 22404319.78 -2716918.04 26619727.58 38715904.56 34918173.68 -14406853.14 64277279.11 62375332.95 58062974 35517873.81 12066799.26 40309990.76 378144604.31
2015 -36947997.51 35297486.24 25834649.91 115137477 56120526.22 25011253.04 -8188842.23 64121561.77 4305838.61 -5940361.3 -22425387.04 -41798468.96 210527735.75
2014 -19597088.86 34763529.29 5288465.57 2445354.29 748270.08 -11320137.89 -7565288.74 -20408746.75 -31280981.07 31466443.7 -16824154.55 9129357 -23154977.93
2013 -73050984.05 58290657.28 9210907.39 8743937.92 11818597.65 32480816.99 19728319.93 31678452.92 3698169.26 -6250856.94 433372.04 48448717.31 145230107.7
2012 -595172.06 -20251916.53 72282853.06 38299563.04 114546371.77 25012939.81 111816205.98 99129625.29 39181935.26 -52708476.09 -45700069.81 -15389879.45 365623980.27
2011 89673320.98 -22531689.84 -32484064.07 -38535938.34 -42643339.25 -66304016.39 -63244848.21 -72202968.08 85236681.69 53956586.73 64402711.78 122359804.13 77682241.13
2010 61355300.87 75847558.03 154057877.09 80174265.03 21378102.56 213367747.14 256073553.41 259551032.51 246012278.29 190857227.88 78792493.06 124142338.83 1761609774.7
2009 62410546.08 43102904.13 34217827.8 165333767.44 142768931.89 146926656.26 129507332.16 138869258.78 114625333.7 91357860.92 65244130.69 130000041.29 1264364591.14
2008 -49375677.98 -3195787.9 -15583886.97 3859969.67 78623378.76 82325629.71 110856834.36 52365694.28 -89309103.96 -14711313.21 23818697.13 84012821.6 263687255.49
2007 123474390.27 235605469.91 35880721.15 163705055.68 144945262.87 143818631.62 102400450.59 59318371.5 84930308.96 81752030.53 14112814.13 44342967.02 1234286474.23
2006 196359578.46 119488351.7 64890540.17 316440028.92 389091450.87 504617321.16 379760068.26 497119319.58 168097742.97 192400380.93 173301465.98 95696944.17 3097263193.17
2005 73587008.89 30524239.35 60841837.12 184817024.81 225285599.88 313869618.65 251869581.9 481730713.2 366246377.06 223289431.35 200713132.8 368085324.49 2780859889.5
2004 17061.65 154222.87 157610.04 507671.58 1458022.69 4078271.82 8162712.81 9723776.43 12906063.1 25532774.57 51404709.03 57444895.41 171547792
2003 0 0 0 0 44.36 69.68 68.25 161.09 346.06 686.01 1760.19 7043.94 10179.58

Stats

Strategy

Wins/Losses Ratio6.24 Payout Ratio (Avg Win/Loss)0.46 Average # of Bars in Trade0
AHPR0.11 Z-Score-27.69 Z-Probability99.9 %
Expectancy800056.78 Deviation $ 3500859.59 Exposure-999999999 %
Stagnation in Days434 Stagnation in %7.51 %

Trades

# of Wins13461 # of Losses2158 # of Cancelled/Expired0
Gross Profit $ 19140346024.79 Gross Loss $ -6644259186.31 Average Win $ 1421911.15 Average Loss $ -3078896.75
Largest Win $ 44996382.4 Largest Loss $ -29530000 Max Consec Wins126 Max Consec Losses6
Avg Consec Wins9.29 Avg Consec Loss1.49 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