Quant Analyzer Portfolio Report

Portfolio

Total Profit
$ 375536178334.32
Profit in pips
47297.3 pips
Yrly Avg profit
$ 22091757240.8
Yrly Avg % ret
73639190.8 %
CAGR
147.92 %
# of trades
14581
Sharpe ratio
0.21
Profit factor
3.09
Return / DD ratio
18.83
Winning %
97.26 %
Drawdown
$ 19940205575.17
% Drawdown
38.55 %
Daily Avg profit
$ 82844954.41
Mthly Avg profit
$ 1840863619.29
Average trade
$ 50349859.67
Annual% / Max DD%
3.84
R Expectancy
0.06 R
R Exp score
49.28 R
SQN
11
SQN score
34.32

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 euraud euraud unknown $ 103705.41 4355.7 pips 1290 0.14 2.12
S3 eurcad eurcad unknown $ 636114.7 5378.3 pips 1401 0.2 1.86
S4 eurchf eurchf unknown $ 367466101006.17 13187.5 pips 3339 0.51 3.14
S5 eurgbp eurgbp unknown $ 7437841880.18 7588.7 pips 2723 0.31 1.99
S6 eurusd eurusd unknown $ 45333933.88 7804.1 pips 3549 0.13 2.07
S7 usdcad usdcad unknown $ 586161693.98 8983 pips 2279 0.34 3.3
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 euraud 11.6 93.8 % $ 8941.87 34.48 % $ 7823.73 $ 652.24 $ 66.73
S3 eurcad 5.77 95.79 % $ 110149.81 33.99 % $ 42171.54 $ 3514.45 $ 364.12
S4 eurchf 18.41 98.83 % $ 19955618961.02 38.63 % $ 22265870486.84 $ 1855889399.02 $ 144160887.02
S5 eurgbp 4.12 98.6 % $ 1807347643.99 33.14 % $ 444139952.15 $ 37004188.46 $ 3266509.39
S6 eurusd 7.1 96.14 % $ 6385802.79 59.7 % $ 2667152.83 $ 222225.17 $ 13953.2
S7 usdcad 12.99 97.94 % $ 45134372.48 34.7 % $ 34999948.8 $ 2916227.33 $ 244743.92

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2020 1941478727.35 1709296398.62 7611213339.51 -675404642.9 0 0 0 0 0 0 0 0 10586583822.58
2019 1451602906.78 1341509414.56 91776964.24 1009490600.69 4127856654.05 380769947.82 598447546 1056465290.47 631475081.88 1267447331.95 905771271.51 558741926.11 13421354936.06
2018 4944761586.66 2004459654.17 1662010109.14 3133102471.05 -3263513305.64 2896046567.89 2709654185.93 1554019145.2 1776460630.2 1677063681.95 661517460.12 4285006503.48 24040588690.15
2017 3436267175.26 2396539838.63 2732327318.84 1742712942.76 3836448433.51 3367966962.29 1286323300.64 -14445126735.55 1967142131.86 2815657450.21 -1049999739.24 1328039350.6 9414298429.81
2016 2941470103.2 1893755966.5 3338032621.85 2093624058.91 1444218145.47 5565558391.26 2767804179.62 5422740354.84 4579197801.54 2978390832.43 2996650457.01 263247484.69 36284690397.32
2015 459897529.62 2561209727.68 3571588210.54 -9078829157.68 2177115617.42 -2983592841.18 2298610982.82 1759712293.18 981562759.68 1294575324.22 2106008368.22 2211297101.09 7359155915.61
2014 1588844172.94 228748940.28 851876343.18 352770658.28 85912911.01 227894827.38 15910258.12 30233522.79 -37974370.64 31644171.29 140958786.59 250484310.09 3767304531.31
2013 436312124.05 1329471148.9 1048856012.03 1251003229.24 826789599.3 1243552007.62 1654605849.99 1862409684.49 2098242693.12 690015902.35 638762314 1713409259.17 14793429824.26
2012 2511011528.62 3317144740.48 3977105510.89 5070852682.34 5617324977.6 4848881560.42 6139590945.25 6994167062.43 4750991907.09 4428391140.07 3017276775.53 7963292801.66 58636031632.38
2011 4576255447.36 3360523012.59 -3094519881.42 -2489227150.02 2381995130.99 5208811658.38 -5162940623.58 4548305587.25 4642607336.02 5052861747.15 1909950176.82 4186639039.59 25121261481.13
2010 4107705941.73 5767589979.82 8573023885.98 4101062159.59 -830701859.08 -4053419733.26 6353884269.16 8819412725.75 3299660376.22 6213191340.57 -7695829769.82 2748227707.94 37403807024.6
2009 1811202871.79 3381838848.02 9158932865.16 4038353364.27 13443650711.76 11472283703.83 8772147648.21 9664672019.5 12663507754.43 7462280350.43 3704345717.32 11513498448.4 97086714303.12
2008 -1353769826.97 1193253558.23 -9125874228.77 3404387518.78 2956888411.05 3185150626.53 6941274263.69 5154473771.43 -4512569020.87 -9597672904.98 -2458353649.9 4531869913.23 319058431.45
2007 1457064925.57 3680350814.1 3065900224.72 6033260571.46 4734759576.58 3899446080.64 5354620721.91 -5237247356.48 2044830815.7 8254742816.32 -6973990779.2 3335822713.6 29649561124.92
2006 37088251.87 5427156.58 4865631.15 67195191.92 191282653.63 318075076.01 652345207.27 1304019674.7 1085969150.54 1225052479.91 1560106347.27 1068488415.59 7519915236.44
2005 1069327.94 976496.28 922220.8 2030556.88 1267010.16 5192664.95 10100432.24 18046802.9 18516059.87 19286185.47 26813568.97 23921682.81 128143009.27
2004 39057.92 62376.29 66595.53 80989.39 149650.42 179803.63 237723.96 283951.32 366048.96 515045.48 1043406.83 1180651.27 4205301
2003 0 0 0 0 419.9 871.53 -330.61 3978.42 7040.99 8906.56 19574.69 33781.43 74242.91

Stats

Strategy

Wins/Losses Ratio35.45 Payout Ratio (Avg Win/Loss)0.09 Average # of Bars in Trade0
AHPR0.11 Z-Score-13.29 Z-Probability99.9 %
Expectancy25755173.06 Deviation $ 283887164.51 Exposure-999999999 %
Stagnation in Days258 Stagnation in %4.16 %

Trades

# of Wins14181 # of Losses400 # of Cancelled/Expired0
Gross Profit $ 554843741056.46 Gross Loss $ -179307562722.14 Average Win $ 39125854.39 Average Loss $ -448268906.81
Largest Win $ 4216906453.07 Largest Loss $ -5303884515.69 Max Consec Wins372 Max Consec Losses5
Avg Consec Wins40.87 Avg Consec Loss1.15 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