Forex Robotron Quant Analyzer Portfolio Report

Forex Robotron Portfolio

Total Profit
$ 10388214334.39
Profit in pips
51464.6 pips
Yrly Avg profit
$ 629570148.17
Yrly Avg % ret
2098567.16 %
CAGR
111.76 %
# of trades
14894
Sharpe ratio
0.27
Profit factor
3.24
Return / DD ratio
27.15
Winning %
97.01 %
Drawdown
$ 382655302.21
% Drawdown
10.33 %
Daily Avg profit
$ 2326587.76
Mthly Avg profit
$ 52465728.96
Average trade
$ 1321582.49
Annual% / Max DD%
10.82
R Expectancy
0.07 R
R Exp score
60.41 R
SQN
17.16
SQN score
36.93

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 euraud euraud unknown $ 464236.44 5084.5 pips 1225 0.18 2.54
S3 eurcad eurcad unknown $ 4901630.88 6782.5 pips 1611 0.19 1.77
S4 eurchf eurchf unknown $ 7198236604.59 14918.9 pips 3546 0.55 3.96
S5 eurgbp eurgbp unknown $ 2283828127.92 7659.4 pips 2701 0.4 2.24
S6 eurusd eurusd unknown $ 56855386.11 7704.5 pips 3532 0.13 2.54
S7 usdcad usdcad unknown $ 843928348.45 9314.8 pips 2279 0.33 3.51
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 euraud 14.03 93.96 % $ 33087.18 36.44 % $ 44930.51 $ 3743.84 $ 324.19
S3 eurcad 5.05 94.35 % $ 970871.19 44.94 % $ 326775.39 $ 27231.28 $ 2460.66
S4 eurchf 17.57 98.62 % $ 409622386.74 10.39 % $ 449920237.18 $ 37490815.65 $ 2736972.09
S5 eurgbp 12.38 98.59 % $ 184506067 17.85 % $ 140530260.96 $ 11711939.12 $ 1013233.42
S6 eurusd 10.47 95.95 % $ 5432137.03 67.46 % $ 3446093.16 $ 287148.41 $ 17553.38
S7 usdcad 13.22 97.76 % $ 63851067.95 34.75 % $ 52213206.29 $ 4350146.13 $ 352518.11

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2019 73297450.95 28496707.69 -51216800.15 37430190.69 78184423.49 19819742.23 23796737.76 64611368.46 23797683.92 20445149.06 0 0 318662654.1
2018 81356255.75 84837406.9 77151964.25 56378850.56 8993140.04 68766459.05 91525414.45 44101127.1 73104119.16 61409904.63 69382081.07 114622685.23 831629408.19
2017 101271631.44 -3354798.77 63752906.72 -2626214.86 70248414.51 66515280.68 41860182.93 -98446620.79 73640157.45 86021445.24 -25543449.82 50932423.83 424271358.56
2016 6084107.4 21179798.29 76292387.65 66545517.33 -11036468.8 54306036.08 38801946.03 54621990.03 46156045.83 79618811.38 143769944.56 -16691515.41 559648600.37
2015 142468337.97 67927480.93 59181342.77 -68396566.9 -12218588.98 -65884590.58 98683759.83 64897934.54 -34100999.86 -7227854.62 42023408.83 54155101.34 341508765.27
2014 39266198.35 5534145.71 -39906382.04 20789412.17 7666444.07 7845093.12 6367627.46 10133144.01 -46202243.41 18917339.2 32014972.96 29066032.96 91491784.56
2013 21929283.71 25264977.78 69128817.42 23514945.98 32700183.5 39064894.87 31027994.61 30373563.39 34277731.85 11978436.96 20381711.02 35866211.66 375508752.75
2012 62835987.29 47789110.41 78120911.52 85645022.91 13006331.03 -6007026.85 87182738.58 79981704.34 70644955.14 60340820.93 45394997.2 122977894.7 747913447.2
2011 27329212.44 -8881687.42 -14126366.28 -76028990.98 41570037.66 107231611.04 22799541.7 13449706.76 106286920.75 98910363.32 54385297.96 99850599.65 472776246.6
2010 63437177.27 113445299.88 135468985.32 69440637.42 -12438573.19 23068289.94 48391928.78 137479478.5 -80118120.22 78187520.04 -133824152.99 72102277.6 514640748.35
2009 86410995.66 110692217.01 129975022.75 90673788.35 238700727.76 213576226.12 173939903.73 181657558.75 172571757.12 -10315096.47 73505477.17 180122087.91 1641510665.86
2008 -12019686.43 18064547.04 -125534505.31 58341319.96 48727084.2 48870012.48 88511943.54 59248766.41 -107827885.68 -223545247.48 -2851452.49 188578639.96 38563536.2
2007 87295863.85 167936313.41 106874601.65 160439600.24 97586217.95 67453332.94 79311502.4 -71268539.41 34731038.03 112262549.28 -82420921.92 47102018.76 807303577.18
2006 122752512.38 18437135.5 12522350.66 161666066 286702705.93 270258402.75 332744972.58 323930275.68 167243075.98 140150737.83 134965913.03 74177974.63 2045552122.95
2005 12355338.16 11650988.88 10681597.8 26225803.17 13579573.19 61965852.48 122744374.34 217286213.63 274921585.2 132102884.09 141676540.89 99477797.58 1124668549.41
2004 86384.68 474280.62 413316.07 564256.18 1202516.49 2581022.33 3294366.94 4146510.67 4528089.7 7321580.72 13370951.53 14462535.36 52445811.29
2003 0 0 0 0 439.08 876.69 -321.26 4697.12 8565.66 10905.06 25705.25 67437.95 118305.55

Stats

Strategy

Wins/Losses Ratio32.39 Payout Ratio (Avg Win/Loss)0.1 Average # of Bars in Trade0
AHPR0.09 Z-Score-15.78 Z-Probability99.9 %
Expectancy697476.46 Deviation $ 5000502.52 Exposure-999999999 %
Stagnation in Days252 Stagnation in %4.19 %

Trades

# of Wins14448 # of Losses446 # of Cancelled/Expired0
Gross Profit $ 15035931933.22 Gross Loss $ -4647717598.83 Average Win $ 1040692.96 Average Loss $ -10420891.48
Largest Win $ 100376464.35 Largest Loss $ -68132900 Max Consec Wins376 Max Consec Losses5
Avg Consec Wins38.22 Avg Consec Loss1.18 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