Forex Robotron Quant Analyzer Portfolio Report
Portfolio
Total Profit
$ 36241009.05
Profit in pips
44556.2 pips
Yrly Avg profit
$ 2264952.39
Yrly Avg % ret
5662.38 %
CAGR
49.27 %
# of trades
12279
Sharpe ratio
0.23
Profit factor
2.62
Return / DD ratio
21.23
Winning %
81.42 %
Drawdown
$ 1707410.75
% Drawdown
13.83 %
Daily Avg profit
$ 9972.76
Mthly Avg profit
$ 188755.26
Average trade
$ 6601.43
Annual% / Max DD%
3.56
R Expectancy
0.3 R
R Exp score
230.55 R
SQN
9.15
SQN score
31.38
Strategies in portfolio
| # | Name | Symbol | Timeframe | Net Profit ($) | Net Profit (pips) | # of Trades | Sharpe Ratio | Profit Factor |
| S2 | euraud | euraud | unknown | $ 21412.98 | 3899.6 pips | 995 | 0.2 | 1.92 |
| S3 | eurcad | eurcad | unknown | $ 85834.85 | 5782.3 pips | 1310 | 0.27 | 2 |
| S4 | eurchf | eurchf | unknown | $ 34633431.7 | 11769.4 pips | 2923 | 0.52 | 2.66 |
| S5 | eurgbp | eurgbp | unknown | $ 923290.52 | 5706.7 pips | 2209 | 0.37 | 1.86 |
| S6 | eurusd | eurusd | unknown | $ 2568.57 | 887.4 pips | 464 | 0.2 | 2.05 |
| S7 | gbpaud | gbpaud | unknown | $ 26377.75 | 3662.2 pips | 679 | 0.25 | 2.37 |
| S8 | usdcad | usdcad | unknown | $ 356319.06 | 6970.2 pips | 1868 | 0.38 | 2.33 |
| S9 | usdchf | usdchf | unknown | $ 191773.62 | 5878.4 pips | 1831 | 0.25 | 2.52 |
| # | Name | Return / DD Ratio | Winning % | Drawdown | % Drawdown | Yearly avg. profit | Monthly avg. profit | Daily avg. profit |
| S2 | euraud | 11.14 | 75.88 % | $ 1921.8 | 11.81 % | $ 2177.02 | $ 181.47 | $ 19 |
| S3 | eurcad | 7.71 | 71.6 % | $ 11139.42 | 16.13 % | $ 5920.64 | $ 493.3 | $ 54.33 |
| S4 | eurchf | 20.18 | 89.67 % | $ 1716312.64 | 15.17 % | $ 2246492.87 | $ 187207.74 | $ 16796.04 |
| S5 | eurgbp | 9.64 | 84.29 % | $ 95772.81 | 13.18 % | $ 58632.5 | $ 4885.14 | $ 547.62 |
| S6 | eurusd | 8.41 | 79.53 % | $ 305.32 | 5.07 % | $ 833.01 | $ 69.42 | $ 5.75 |
| S7 | gbpaud | 18.37 | 76.73 % | $ 1435.77 | 13.58 % | $ 2703.82 | $ 225.45 | $ 32.33 |
| S8 | usdcad | 26.62 | 77.89 % | $ 13386.94 | 8.37 % | $ 22615.2 | $ 1885.29 | $ 186.46 |
| S9 | usdchf | 12.08 | 80.67 % | $ 15873.52 | 22.37 % | $ 12053.14 | $ 1004.05 | $ 98.19 |
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | -573644.81 | 416028.51 | -68659.68 | -107295.39 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -333571.37 |
| 2018 | 1378789.65 | 682035.18 | 9084.5 | 670263.07 | -24374.35 | 792323.77 | -140385.3 | 102350.77 | 201279.41 | -311099.88 | -10151.01 | 1072980.97 | 4423096.78 |
| 2017 | 505877.77 | 557694.92 | 619283.07 | 489240.17 | 204011.32 | 854988.29 | 182.91 | -1385776.19 | 120563.47 | 223633.72 | 762160.83 | -161356 | 2790504.28 |
| 2016 | 267176.45 | 140664.46 | 495663.71 | 313639.36 | 301231.35 | 821719.15 | 267992.67 | 728422.3 | 771299.25 | 447961.66 | 656917.6 | 1094234.88 | 6306922.84 |
| 2015 | 1591821.09 | 480046.84 | 414011.47 | 192835.45 | 98693.28 | -283570 | 108192.47 | 69903.63 | 106982.03 | -129375.37 | 400637.39 | 106221.07 | 3156399.35 |
| 2014 | 92432.72 | 15841.4 | -24927.25 | -19814.87 | 7431.95 | -4061.33 | 689.8 | 1533.74 | -22137.93 | 5025.86 | -997.34 | 46433.19 | 97449.94 |
| 2013 | 16456.02 | 182142.81 | -15777.4 | 82143.2 | 112913.48 | 66432.63 | 210328.35 | 203872.21 | 63848.64 | 105144.34 | 94659.05 | 266658.16 | 1388821.49 |
| 2012 | 252883.17 | 313238.33 | 323460.98 | 414432.69 | 540148.25 | 500604.91 | 578443.26 | 630981.87 | 270318.79 | 138905.19 | 200396.6 | 802485.73 | 4966299.77 |
| 2011 | 332237.42 | 112147.07 | -1133808.3 | -192755.86 | 184640.87 | 447660.6 | -343151.96 | 887070.17 | 278697.76 | 299726.94 | 70743.33 | 350695.62 | 1293903.66 |
| 2010 | 245266.2 | 563907.61 | 521665.8 | 297139.97 | -150855.8 | 100762.96 | 505470.65 | 310895.91 | -555720.63 | 49999.13 | -305359.24 | 262086.58 | 1845259.14 |
| 2009 | 289883.89 | 217859.59 | 333040.95 | 455190.85 | 538529.35 | 666409.32 | 517783.9 | 611412.37 | 636479.2 | 435750.36 | 259702.44 | 573446.89 | 5535489.11 |
| 2008 | 20188.41 | -144973.73 | -233379.43 | 9504.06 | 37244.77 | 125355.56 | 270529.41 | 45116.08 | -58583.13 | -561618.46 | 26793.99 | 524288.76 | 60466.29 |
| 2007 | 120760.4 | 383737.95 | 130745.19 | 415203.78 | 143782.05 | 169584.58 | 111435.22 | -115093.71 | 30393.14 | 326389.4 | -19733.12 | 165204.09 | 1862408.97 |
| 2006 | 49556.62 | 36447.99 | 9669.83 | 78298.9 | 172245.63 | 236013.1 | 268008.54 | 415224 | 266515.23 | 229456.83 | 286069.74 | 125485.43 | 2172991.84 |
| 2005 | 14970.97 | 9617.44 | 9854.67 | 16982.05 | 20205.1 | 42283.72 | 58959.12 | 70115.57 | 64876.88 | 49649.29 | 65318.14 | 69849.84 | 492682.79 |
| 2004 | 4554.43 | 12959.39 | 7371.45 | 9883.33 | 11695.2 | 13979.6 | 17579.8 | 14904 | 11655.03 | 20253.02 | 18855.09 | 21683.86 | 165374.2 |
| 2003 | 0 | 0 | 0 | 0 | 374.57 | 313.28 | 217.7 | 1613.46 | 2450.66 | 1206.88 | 3410.16 | 6923.26 | 16509.97 |
Stats
Strategy
| Wins/Losses Ratio | 4.38 | Payout Ratio (Avg Win/Loss) | 0.6 | Average # of Bars in Trade | 0 |
| AHPR | 0.06 | Z-Score | -25.91 | Z-Probability | 99.9 % |
| Expectancy | 2951.46 | Deviation | $ 35926.44 | Exposure | -999999999 % |
| Stagnation in Days | 431 | Stagnation in % | 7.4 % |
Trades
| # of Wins | 9998 | # of Losses | 2281 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 58649980.76 | Gross Loss | $ -22408971.71 | Average Win | $ 5866.17 | Average Loss | $ -9824.19 |
| Largest Win | $ 1833513.22 | Largest Loss | $ -1191873.94 | Max Consec Wins | 82 | Max Consec Losses | 8 |
| Avg Consec Wins | 7.02 | Avg Consec Loss | 1.6 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
Click on the chart to see bigger image
