Quant Analyzer Portfolio Report

Portfolio

Total Profit
$ 335719.79
Profit in pips
47217.6 pips
Yrly Avg profit
$ 19747.79
Yrly Avg % ret
65.83 %
CAGR
14.9 %
# of trades
14570
Sharpe ratio
0.3
Profit factor
2.82
Return / DD ratio
61.88
Winning %
97.25 %
Drawdown
$ 5425.72
% Drawdown
1.7 %
Daily Avg profit
$ 74.09
Mthly Avg profit
$ 1645.69
Average trade
$ 48.37
Annual% / Max DD%
8.77
R Expectancy
0.05 R
R Exp score
42.91 R
SQN
31.08
SQN score
38.4

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 euraud euraud unknown $ 17087.95 4355.7 pips 1290 0.09 1.62
S3 eurcad eurcad unknown $ 25245.97 5312.7 pips 1392 0.18 2.17
S4 eurchf eurchf unknown $ 112119.57 13200.4 pips 3339 0.44 6.5
S5 eurgbp eurgbp unknown $ 71039.78 7588.7 pips 2723 0.4 4
S6 eurusd eurusd unknown $ 50173.8 7790.5 pips 3548 0.09 1.72
S7 usdcad usdcad unknown $ 60052.72 8969.6 pips 2278 0.34 3.81
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 euraud 8.27 93.8 % $ 2066.33 26.14 % $ 1289.15 $ 107.47 $ 11
S3 eurcad 12.62 95.83 % $ 2001.19 9.53 % $ 1673.63 $ 139.48 $ 14.5
S4 eurchf 49.82 98.83 % $ 2250.51 2.62 % $ 6793.66 $ 566.26 $ 43.99
S5 eurgbp 40.78 98.6 % $ 1742.05 3.26 % $ 4242.04 $ 353.43 $ 31.2
S6 eurusd 12.27 96.14 % $ 4087.55 24.48 % $ 2951.03 $ 245.95 $ 15.45
S7 usdcad 30.79 97.85 % $ 1950.14 6.21 % $ 3584.18 $ 298.77 $ 25.1

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2020 804.22 492.97 2103.76 -1545.76 0 0 0 0 0 0 0 0 1855.19
2019 1768.56 837.46 -90.47 760.06 1533.39 1088.98 573.4 955.81 681.22 693.81 948.67 900.91 10651.8
2018 1686.17 1691.66 1920.83 1398.18 370.53 1417.73 1338.07 1275.56 517.76 1241.45 1398.91 1590.39 15847.24
2017 2269.82 191.39 1638.66 -276.96 1024.84 1242.49 735.59 -260.57 2090.92 1107.56 -399.88 137.74 9501.6
2016 -1850.54 -267.98 307.61 1293.23 515.28 1910.34 988.72 1688.65 1082.97 1928.86 1868.5 -511.71 8953.93
2015 125 1141.89 751.41 741.29 -1322.44 -281.97 1376.76 1671.84 -1440.11 106.7 74.6 -169.36 2775.61
2014 677.79 752.95 206.98 1296.92 850.46 413.67 280.92 -803.51 86.75 1125.48 1122.67 1177.77 7188.85
2013 832.86 626.49 1859.89 1364.45 1546.41 1340.64 450.39 1216.4 412.47 875.49 912.33 1674.29 13112.11
2012 2171.53 53.1 2621.58 1454.24 362.47 178.71 1589.13 1350.87 1424.29 -184.79 733.35 2376.58 14131.06
2011 808.74 -384.19 1051.01 602.3 1614.19 1944.6 124.58 798.11 1644.49 2973.37 1384.24 860.39 13421.83
2010 665.99 2793.95 2848.64 774.79 758.95 2872.86 2274.93 2584.84 2001.45 1092.36 -2396.43 1114.54 17386.87
2009 1270.77 2340.75 2063.32 2925.46 1862.57 3275.47 2021.68 4139.4 4264.21 1790.24 1379.21 4385.79 31718.87
2008 1139.2 1723.03 -571.67 1436.1 2889.84 1840.9 3196.28 330.51 579.88 -1312.99 -439.68 1269.65 12081.05
2007 2262.31 3350.2 2146.72 4373.21 2452.91 1942.19 2041.94 436.48 1823.09 1299.33 -1046.65 2206.58 23288.31
2006 2385.88 959.34 969.05 1792.94 3860.29 4353.59 5659.53 5020.17 5514.26 4105.37 3822.23 2135.3 40577.95
2005 3331.19 3019.9 2375.33 1619.94 2651.34 4773.15 4517.81 5922.64 4657.52 2641.72 2674.22 3031.68 41216.44
2004 4301.64 3906.21 3562.38 2839.16 4634.66 3958.51 4698.82 3759.82 2388.75 3858.67 4136.42 5188.19 47233.23
2003 0 0 0 0 350.5 709.75 -209.55 3463.81 4389.18 4286.52 6146.58 5641.06 24777.85

Stats

Strategy

Wins/Losses Ratio35.33 Payout Ratio (Avg Win/Loss)0.08 Average # of Bars in Trade0
AHPR0.02 Z-Score-13.33 Z-Probability99.9 %
Expectancy23.04 Deviation $ 93.01 Exposure-999999999 %
Stagnation in Days290 Stagnation in %4.68 %

Trades

# of Wins14169 # of Losses401 # of Cancelled/Expired0
Gross Profit $ 520248.56 Gross Loss $ -184528.77 Average Win $ 36.72 Average Loss $ -460.17
Largest Win $ 886.95 Largest Loss $ -653.95 Max Consec Wins372 Max Consec Losses5
Avg Consec Wins40.72 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