Quant Analyzer Portfolio Report

Portfolio

Total Profit
$ 857758031554.44
Profit in pips
51618 pips
Yrly Avg profit
$ 50705579724.02
Yrly Avg % ret
169018599.08 %
CAGR
159.56 %
# of trades
15103
Sharpe ratio
0.26
Profit factor
3.87
Return / DD ratio
21.6
Winning %
97.09 %
Drawdown
$ 39716690834.16
% Drawdown
11.89 %
Daily Avg profit
$ 188187369.8
Mthly Avg profit
$ 4225409022.44
Average trade
$ 96394930.39
Annual% / Max DD%
13.42
R Expectancy
0.08 R
R Exp score
74.61 R
SQN
17.92
SQN score
36.45

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 euraud euraud unknown $ 1195132.85 5098.2 pips 1254 0.25 2.81
S3 eurcad eurcad unknown $ 39726916.82 7107 pips 1633 0.27 2.51
S4 eurchf eurchf unknown $ 742846488675.89 14858.7 pips 3565 0.63 4.17
S5 eurgbp eurgbp unknown $ 95540503764.71 7577.2 pips 2736 0.39 2.65
S6 eurusd eurusd unknown $ 2703302985.15 7770.8 pips 3590 0.17 4.3
S7 usdcad usdcad unknown $ 16626814079.02 9206.1 pips 2325 0.4 3.87
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 euraud 5.51 93.94 % $ 217091.38 31.37 % $ 110363.94 $ 9193.33 $ 817.46
S3 eurcad 10.37 95.04 % $ 3830909.23 38.55 % $ 2577748.99 $ 214740.09 $ 19715.59
S4 eurchf 18.67 98.63 % $ 39789350928.51 11.92 % $ 45258417206.28 $ 3770794358.76 $ 280425250.54
S5 eurgbp 7.39 98.61 % $ 12923393800 28.31 % $ 5732430225.88 $ 477702518.82 $ 41812036.66
S6 eurusd 11.72 95.93 % $ 230620182.44 65.58 % $ 159758429.34 $ 13316763.47 $ 819679.5
S7 usdcad 6.94 97.85 % $ 2396164482.92 32.55 % $ 998037923.81 $ 83134070.4 $ 6803115.42

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2020 4132747969.2 4405540894.1 13350578426.59 0 0 0 0 0 0 0 0 0 21888867289.89
2019 6113177194.75 3539746936.44 -4374564504.23 3159309313.91 7971472835.17 2821566984.81 1979197730.04 5026484342.35 2639323461.15 2989270544.31 6080870174.89 -3774605910.65 34171249102.94
2018 6775612091.93 6670624285 4487178012.7 5003338429.37 -885600860.26 5453504919.57 8415923633.52 4399432561.62 6959350677.65 5375889262.99 5920562341.71 10027573053.33 68603388409.13
2017 6303659198.57 1896074150.86 4662944829.34 3689477049.43 5808141873.83 8549115508.97 2880675895.54 -11869296401.94 3800304346.11 6800343736.48 -2002604989.47 3296410581.41 33815245779.13
2016 2391041277.63 2043739960.4 4645097203.68 3471901246.03 789559639.68 7467649325.6 4057306325.96 6928643240.18 5858628429.92 4741076778.62 7121568819.75 411322444.49 49927534691.94
2015 11665433330.96 3851459762.15 5197878034.56 -8141846550.75 1354161662.1 -3669200637.42 5742074515.43 3389658397.55 -415974315.19 1852935883.17 2883867733.08 3356723066.8 27067170882.44
2014 2686392338.76 685815118.41 146038670.15 945137076.31 345773007.47 454261687.09 191587622.04 292010935.39 -863067227.52 388090009.87 993890614.7 849181030.68 7115110883.35
2013 855059026.59 1801461689.62 2386839454.95 1704106598.11 1503122236.78 1974091741.73 2807939668.29 2490532850.5 2492367024.3 1075266976.31 1112357297.98 2541778752.72 22744923317.88
2012 3702788677.52 4405008805.07 5797029935.47 6924726197.87 6901523454.43 5986635545 8817541088.1 9679312621.32 6084585891.92 5842659232.41 4119804880.35 9475038262.02 77736654591.48
2011 388048128.62 3456334502.85 -2515648582.93 -2180667873.9 2843541420.34 8026318218.06 -69144360.49 -1501518509.94 6984502361.33 6075842007.16 2575635181.22 5304583502.95 29387825995.27
2010 4964404666.47 8136023085.3 10230403651.59 5384680487.19 -140429619.54 -1790083511.34 7028216895.1 10235085826.4 3484456282.36 6681079872.08 -7260393399.46 4102934396.99 51056378633.14
2009 7900066291.29 8396477107.99 7284449199.79 5197073907.23 14915824820.73 13166602254.71 10250812053.22 11865734836.23 14660282579.47 8762887550.89 4821602034.61 13240363790.53 120462176426.69
2008 -837338564.65 2176193424.58 -12232701600.92 6342995534.66 4898281345.75 6046565308.48 9646171368.45 6276143457.91 -11890081067.78 -22149657588.29 -835253581.27 17015853460.3 4457171497.22
2007 10208200457.05 19515275244.11 12175178336.25 18173438257.55 11617683691.15 8011488722.6 9641345325.22 -6541199280.27 4755731601.9 12228400079.52 -8025728198.49 5258970771.99 97018785008.58
2006 3664259482.04 880638864.11 438816307.51 7506232810.22 21330948389.67 30885216705.07 38645509321.86 37837252289.8 19139549653.12 16478198281.13 15824221254.03 8899692202.23 201530535560.79
2005 47105063.55 44210515.88 43308236.66 110740667.17 64620189.77 278627229.48 601908977.98 1146256897.21 1979254509.69 1597044663.16 2396643517.06 2301790825.94 10611511293.55
2004 132049.4 841757.51 802264.01 1163583.46 2648295.51 6138634.37 8495962.42 11499999.33 13356882.45 22443576.08 44911009.68 50913501.98 163347516.2
2003 0 0 0 0 543.32 995.51 -175.06 4662.46 9967.07 12444.41 32509.99 93727.12 154674.82

Stats

Strategy

Wins/Losses Ratio33.33 Payout Ratio (Avg Win/Loss)0.12 Average # of Bars in Trade0
AHPR0.11 Z-Score-16.39 Z-Probability99.9 %
Expectancy56793884.1 Deviation $ 391567778.16 Exposure-999999999 %
Stagnation in Days217 Stagnation in %3.52 %

Trades

# of Wins14663 # of Losses440 # of Cancelled/Expired0
Gross Profit $ 1156805332649.66 Gross Loss $ -299047301095.22 Average Win $ 78892814.07 Average Loss $ -679652957.03
Largest Win $ 10240445664.19 Largest Loss $ -6019890000 Max Consec Wins663 Max Consec Losses5
Avg Consec Wins39.52 Avg Consec Loss1.19 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