Forex Robotron Quant Analyzer Portfolio Report

Forex Robotron Portfolio

Total Profit
$ 7788006346.89
Profit in pips
54596.8 pips
Yrly Avg profit
$ 474392467.47
Yrly Avg % ret
1355407.05 %
CAGR
106.32 %
# of trades
17214
Sharpe ratio
0.22
Profit factor
2.48
Return / DD ratio
22.03
Winning %
80.32 %
Drawdown
$ 353546101.03
% Drawdown
9.85 %
Daily Avg profit
$ 1706399.29
Mthly Avg profit
$ 39533027.14
Average trade
$ 1063122.61
Annual% / Max DD%
10.79
R Expectancy
0.29 R
R Exp score
305.68 R
SQN
16.44
SQN score
31.45

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 euraud euraud unknown $ 506830.58 5047.2 pips 1232 0.22 2.39
S3 eurcad eurcad unknown $ 4242977.12 6458 pips 1607 0.22 1.94
S4 eurchf eurchf unknown $ 6054858296.11 13802 pips 3541 0.54 2.88
S5 eurgbp eurgbp unknown $ 1468804263.15 7171.5 pips 2727 0.46 1.82
S6 eurusd eurusd unknown $ 50045329.67 7424.4 pips 3519 0.15 1.59
S7 usdcad usdcad unknown $ 176506817.38 8092.8 pips 2282 0.33 2.26
S8 usdchf usdchf unknown $ 33041832.88 6600.9 pips 2306 0.22 2.15
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 euraud 13.46 76.46 % $ 37662.04 32.43 % $ 48675.48 $ 4054.64 $ 359.2
S3 eurcad 6.76 71.94 % $ 627426.71 40.04 % $ 284519.74 $ 23703.78 $ 2139.68
S4 eurchf 16.39 88.36 % $ 369403752.04 10.4 % $ 380424985.52 $ 31700828.78 $ 2314548.28
S5 eurgbp 15.04 82.84 % $ 97681776 12.47 % $ 90875194.45 $ 7571156 $ 660433.57
S6 eurusd 4.97 77.44 % $ 10076612.33 54.59 % $ 3047944.03 $ 254037.21 $ 15532.38
S7 usdcad 14.29 77.78 % $ 12355880.01 26.57 % $ 10915268.22 $ 909828.96 $ 73759.64
S8 usdchf 9.18 79.84 % $ 3600216.71 28.67 % $ 2013459.82 $ 167725.04 $ 13091.06

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2019 -1438895.67 62845833.73 -39704737.31 20837433.62 64515347.29 13698949.33 15370886.21 33894338.41 12291372.09 0 0 0 182310527.7
2018 53157225.06 51519723.15 24080743.37 37658314.09 -17557320.92 41884121.23 61915523.08 26824718.59 58986285.57 32264202.45 31287230.54 91114990.71 493135756.92
2017 69651918.67 24595839.05 32085052.33 32732445.9 23664902.32 97125907.05 22123461.99 -33776647.7 11257924.26 63645280.36 -20366220.44 -17971819.59 304768044.2
2016 11338777.06 32337600.41 58598850.47 49661747.51 -881631.45 15129721.2 34935782.07 64497892.79 32632940.78 56763923.42 107428741.97 -38674869.41 423769476.82
2015 95356965.07 59174220.36 35256910.64 -47008379.71 -42207768.02 -65668916.56 78746893.46 50200621.41 -20441823.61 15323670.73 -781645.77 7966057.68 165916805.68
2014 31671752.92 -15081174.17 -12753969.37 -2272489.99 54524.61 -10177066.51 3827230.6 6849840.74 -21797746.17 6324229.62 15082535.51 18540808.09 20268475.88
2013 14164288.93 10532331.63 36679581.52 17720086.19 24987356.36 31307453.5 28918830.63 28516315.66 -367935.83 4567384.78 2604885.26 25798416.54 225428995.17
2012 59054133.58 24019958.63 72771800.04 57118780.38 33184088.8 42354644.76 80472400.6 74600029.94 52980457.85 19690572.16 18400065.13 96184376.42 630831308.29
2011 15376746.39 -1036755.86 -44797861.99 -38619485.71 18622551.94 89270549.85 -22985451.59 -22581424.45 88434471.43 69727411.2 5228287.73 84739694.08 241378733.02
2010 42759083.38 79911078.9 109198020.29 25604467.14 18879859.78 27766245.88 52182858.49 82616292.49 27245188.53 39586475.8 -46882728.49 87468852.44 546335694.63
2009 72316482.36 54929233.27 60876749.73 52421434.52 149772413.11 114449255.49 105973756.58 126905045.34 134091908.86 82938519.75 52687998.32 147722983.44 1155085780.77
2008 8230241.97 -21352532.09 -165972248.63 41860032.93 33515042.08 45293467.94 73261807.61 21297540.48 -97125698.51 -232997277.17 -13426031.79 155331660.05 -152083995.13
2007 81480956.14 161825921.45 71706552.24 145984913.44 76287509.76 51144717.95 44316148.57 -26880591.88 16227167.44 85672945.99 -28959284.18 43296997.43 722103954.35
2006 115460221.63 11385634.04 2806995.47 150095636.03 256237904.6 253626495.25 307442589.49 283707806.38 162228633.01 137225779.72 124873051.89 69317014.41 1874407761.92
2005 8207860.51 6816204.05 7408525.05 18069128.04 14210334.68 44599481.86 83897130.19 146201123.4 237187095.54 122147328.32 140189286.62 83750741.63 912684239.89
2004 91250.85 471387.03 346940.55 451507.01 1075756.03 2217793.04 2376823.54 3349562.42 3652136.79 5628079.1 10481435.58 11410584.21 41553256.15
2003 0 0 0 0 249.08 984.36 831.84 5355.54 7908.79 8926.22 22129.41 65145.39 111530.63

Stats

Strategy

Wins/Losses Ratio4.08 Payout Ratio (Avg Win/Loss)0.61 Average # of Bars in Trade0
AHPR0.07 Z-Score-29.23 Z-Probability99.9 %
Expectancy452422.82 Deviation $ 3662238.11 Exposure-999999999 %
Stagnation in Days335 Stagnation in %5.61 %

Trades

# of Wins13827 # of Losses3387 # of Cancelled/Expired0
Gross Profit $ 13044299479.98 Gross Loss $ -5256293133.09 Average Win $ 943393.32 Average Loss $ -1551902.31
Largest Win $ 99784334.49 Largest Loss $ -62352000 Max Consec Wins74 Max Consec Losses9
Avg Consec Wins6.53 Avg Consec Loss1.6 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