Quant Analyzer Portfolio Report

Portfolio

Total Profit
$ 374950016640.34
Profit in pips
38314.3 pips
Yrly Avg profit
$ 22054449036.01
Yrly Avg % ret
88217796.14 %
CAGR
150.42 %
# of trades
12302
Sharpe ratio
0.25
Profit factor
3.09
Return / DD ratio
18.8
Winning %
97.13 %
Drawdown
$ 19940228554.43
% Drawdown
38.55 %
Daily Avg profit
$ 86975183.63
Mthly Avg profit
$ 1837990277.65
Average trade
$ 59588353.44
Annual% / Max DD%
3.9
R Expectancy
0.06 R
R Exp score
43.48 R
SQN
10.99
SQN score
31.26

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
# 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

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2020 1930238060.12 1697125677.76 7608872413.79 -660915182.81 0 0 0 0 0 0 0 0 10575320968.86
2019 1431935800.53 1334683090 82484410.9 996511924.07 4118783139.97 391269998.18 587801330.28 1026539448.99 625985378.33 1261370808.98 885743150.59 549167860.06 13292276340.88
2018 4932480193.91 1993701654.79 1635288399.79 3123905340.01 -3281749513.45 2879579823.1 2697963032.06 1548225074.22 1767032903.62 1664096338.27 650004584.51 4264282335.26 23874810166.09
2017 3424939431.12 2388390524.34 2722709474.61 1726691222.86 3827311584.81 3401078461.54 1279679129.46 -14454641195.46 1945459323.54 2811584989.87 -1061230557.66 1317962996.26 9329935385.29
2016 2929508477.26 1882650996.59 3325821939.43 2082632188.79 1433476537.15 5563503424.5 2777341750.72 5429380321.14 4585626928.05 2970729707.66 2980850234.03 256457738.2 36217980243.52
2015 454941959.04 2555591638.18 3576666658.12 -9085527390.38 2172183722.32 -2991764014.62 2290687547.03 1754848123.67 971231353.14 1316756720.24 2097727011.83 2201594108.76 7314937437.33
2014 1586161796.24 231143485.74 850816397.88 349297842.22 85211079.26 227216667.29 14973750.88 29438535.51 -39269905.58 26304718.07 138216476.93 242990306.86 3742501151.3
2013 433781330.16 1328460501.54 1047974285.19 1249487446.43 824197575.63 1241570304.77 1657348244.92 1861475927.72 2095578872.42 689399648.34 637728939.93 1711126752.61 14778129829.66
2012 2509383676.28 3316204911.76 3973826343.87 5069670191.59 5616495699.57 4844225120.71 6136476904.26 6990813719.09 4745667917.32 4430365014.51 3016213757.69 7961700236.7 58611043493.35
2011 4578544891.99 3360389431.27 -3095821314.09 -2490172829.69 2381304709.47 5207550266.74 -5162483135.77 4547165658.16 4640658475.81 5050689820.96 1908285676.32 4185168042.97 25111279694.14
2010 4107609227.14 5767047546.61 8573105221.54 4100470134.39 -831453674.6 -4054847070.82 6352928586.65 8819316309.25 3298839617.27 6212394620.21 -7693282534.74 2747319737.4 37399447720.3
2009 1811050318.46 3381632149.13 9158763484.05 4038038251.05 13443602626.87 11472096407.99 8771860640.42 9664236852.16 12662947628.66 7461832437.6 3703754733.83 11513012495.56 97082828025.78
2008 -1353878853.81 1193171500.55 -9125986809.48 3404452730.19 2956751708.1 3185073012.1 6941133382.5 5154439364.11 -4512636511.36 -9597654626.23 -2458399875.52 4532053748.4 318518769.55
2007 1457048038.75 3680287936.33 3065817750.43 6033127591.17 4734707464.31 3899372449.52 5354570514.37 -5237245620.03 2044781534.48 8254759552.51 -6973881411.61 3335810248.02 29649156048.25
2006 37070032.28 5409939.46 4850646.28 67166714.97 191256172.7 318046529.09 652303904.39 1304010124.27 1085907548.09 1225023599.77 1560067959.89 1068457827.52 7519570998.71
2005 1060383.21 967520.71 916613.81 2028002.26 1252294.37 5175691.33 10095816.46 18045431.34 18503153.87 19272516.6 26797110.2 23926050.14 128040584.3
2004 38270.95 61282.22 64613.81 79014.27 149076.26 177075.65 233461.9 281419.65 363368.83 513377.2 1039793.76 1168021.07 4168775.57
2003 0 0 0 0 419.9 871.53 -330.61 3377.32 6643.35 8582.23 18562.89 32880.85 71007.46

Stats

Strategy

Wins/Losses Ratio33.85 Payout Ratio (Avg Win/Loss)0.09 Average # of Bars in Trade0
AHPR0.14 Z-Score-11.85 Z-Probability99.9 %
Expectancy30478785.29 Deviation $ 309045182.44 Exposure-999999999 %
Stagnation in Days258 Stagnation in %4.16 %

Trades

# of Wins11949 # of Losses353 # of Cancelled/Expired0
Gross Profit $ 554002970349.07 Gross Loss $ -179052953708.73 Average Win $ 46363961.03 Average Loss $ -507232163.48
Largest Win $ 4216906453.07 Largest Loss $ -5303884515.69 Max Consec Wins329 Max Consec Losses5
Avg Consec Wins38.92 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