Quant Analyzer Portfolio Report

Portfolio

Total Profit
$ 275667.07
Profit in pips
38248 pips
Yrly Avg profit
$ 16214.39
Yrly Avg % ret
64.86 %
CAGR
14.82 %
# of trades
12292
Sharpe ratio
0.24
Profit factor
2.69
Return / DD ratio
41.56
Winning %
97.14 %
Drawdown
$ 6632.43
% Drawdown
2.52 %
Daily Avg profit
$ 63.96
Mthly Avg profit
$ 1351.31
Average trade
$ 48.97
Annual% / Max DD%
5.88
R Expectancy
0.05 R
R Exp score
34.99 R
SQN
27.2
SQN score
32.82

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
# 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

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2020 706.96 398.45 2084.21 -1440.03 0 0 0 0 0 0 0 0 1749.59
2019 1551.11 764.26 -188.76 626.72 1442.19 1174.37 466.07 665.78 631.56 637.34 768.2 816.89 9355.73
2018 1469.67 1510.04 1495.29 1258.48 106.85 1189.2 1183.45 1202.37 399.49 1081.51 1261.38 1348.43 13506.16
2017 1985.88 -2.66 1417.68 -624.58 837.95 1919.73 583.74 -470.47 1642.24 1027.74 -613.61 -46.41 7657.23
2016 -2300.13 -650.4 -81.58 967.08 216.32 1831.15 1230.97 1860.14 1256.47 1701.02 1426.36 -682.33 6775.07
2015 -156.63 834.6 1006.5 381.36 -1572.68 -670.5 1027.18 1467.7 -1847.71 965.64 -287.36 -562.59 585.51
2014 457.81 921.06 119.29 1020.38 796.46 362.05 210.47 -862.5 -7.98 749.46 940.9 711.18 5418.58
2013 555.59 518.64 1768.39 1210.53 1296.27 1157.07 679.07 1127.81 167.73 820.65 818.82 1481.77 11602.34
2012 1771.5 -165.2 1930.19 1226.03 177.32 -608.55 1125.81 894.68 774.6 12.84 606.72 2192.74 9938.68
2011 2069.2 -474.68 243.55 89.84 1271.56 1370.3 289.6 312.09 907.62 2261.03 869.5 437.71 9647.32
2010 544 2310.89 2884.34 290.04 204.47 1956.93 1746.48 2506.46 1592.22 723.6 -1210.44 618.23 14167.22
2009 760.15 1732.12 1609.3 2172.87 1732.35 2886.18 1476.95 3412.43 3458.78 1227.81 722.13 3903.37 25094.44
2008 559.36 1325.28 -1070.04 1685.66 2317.36 1542.3 2695.63 214.79 362.03 -1283.97 -586.54 1832.18 9594.04
2007 2093.15 2764.29 1463.72 3440.13 2130.57 1519.83 1744.07 414.51 1539.5 1350.88 -531.47 2099.42 20028.6
2006 1799.2 461.41 572.18 1115.71 3301.73 3811.43 4970.18 4848.14 4657.96 3748.79 3382.88 1812.47 34482.08
2005 2408.49 2241.06 1943.67 1435.54 1702.73 3861.35 4274.37 5837.05 4084.9 2103.75 2098.11 3155.17 35146.19
2004 3842.48 3329.33 2660.7 2078.32 4416.1 3099.53 3597.26 3204.17 1860.17 3534.04 3534.21 3508.11 38664.42
2003 0 0 0 0 350.5 709.75 -209.55 2867.21 4071.84 4003.71 5402.37 5058.04 22253.87

Stats

Strategy

Wins/Losses Ratio33.92 Payout Ratio (Avg Win/Loss)0.08 Average # of Bars in Trade0
AHPR0.02 Z-Score-11.9 Z-Probability99.9 %
Expectancy22.43 Deviation $ 95.18 Exposure-999999999 %
Stagnation in Days476 Stagnation in %7.68 %

Trades

# of Wins11940 # of Losses352 # of Cancelled/Expired0
Gross Profit $ 438791.84 Gross Loss $ -163124.77 Average Win $ 36.75 Average Loss $ -463.42
Largest Win $ 886.95 Largest Loss $ -653.95 Max Consec Wins329 Max Consec Losses5
Avg Consec Wins39.02 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