Quant Analyzer Portfolio Report

Portfolio

Total Profit
$ 532842611315.9
Profit in pips
39504.9 pips
Yrly Avg profit
$ 30018349807.99
Yrly Avg % ret
120073399.23 %
CAGR
143.06 %
# of trades
12610
Sharpe ratio
0.3
Profit factor
3.11
Return / DD ratio
21.68
Winning %
97.15 %
Drawdown
$ 24577380635.08
% Drawdown
18.55 %
Daily Avg profit
$ 118911540.13
Mthly Avg profit
$ 2501608503.83
Average trade
$ 82264119.1
Annual% / Max DD%
7.71
R Expectancy
0.06 R
R Exp score
42.84 R
SQN
12.39
SQN score
30.23

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S1 euraud euraud unknown $ 569787.34 4902.4 pips 1359 0.17 4.12
S2 eurcad eurcad unknown $ 2151103.7 5736.8 pips 1449 0.23 2.53
S3 eurchf eurchf unknown $ 490838450120.48 13308.5 pips 3368 0.67 3.38
S4 eurgbp eurgbp unknown $ 41965714160.48 7695.5 pips 2782 0.31 1.91
S5 eurusd eurusd unknown $ 35726143.9 7861.7 pips 3652 0.12 1.75
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S1 euraud 26.27 94.11 % $ 21688.36 39.9 % $ 40954.25 $ 3411.9 $ 347.86
S2 eurcad 9.37 96.07 % $ 229566.3 36.92 % $ 135924.81 $ 11321.6 $ 1182.57
S3 eurchf 19.93 98.84 % $ 24624439669.63 18.61 % $ 28733286468.45 $ 2394333903.03 $ 189439772.34
S4 eurgbp 4.62 98.56 % $ 9074731646.49 35.4 % $ 2398471801.41 $ 199836734.1 $ 17926405.02
S5 eurusd 5.45 96.06 % $ 6556577.42 62.19 % $ 2013264.08 $ 167728.38 $ 10635.95

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2021 482544154.62 0 0 0 0 0 0 0 0 0 0 0 482544154.62
2020 2689468547.45 3030034818.44 12842944311.9 -2209564465.28 2718846391.99 -1854654652.49 2804489085.96 2466021722.39 1465080132.49 806023829.48 -2258720586.01 6031803094.24 28531772230.56
2019 3172798051.2 1531835057.51 -3538900664.01 1604042053.67 5585333028.74 1410972502.35 937481221.17 2291673058.93 1407725233.85 1944662225.19 3190569475.48 1169986827.17 20708178071.25
2018 5598446780.18 2875400809.66 2187809820.29 3664190858.51 -3211103904.3 3565741626.71 4255052697.72 2237175994.52 3253230448.97 2728587489.9 2417940459.38 6523056092.52 36095529174.06
2017 4412612218.08 2028416444.58 3280415069.44 1224432255.4 4424793836.14 4975382885.75 1675559130.7 -15271720900.93 2240214875.74 3997343480.32 -1822863179.83 1842153172.18 13006739287.57
2016 2657316257.46 1853913902.46 3888188952.32 2589109458.1 1040663326.29 5824445553.4 3348623628.86 6126788167.62 5191546927.31 3494222383.97 4411015285.96 -125611445.62 40300222398.13
2015 820337201.88 3195589037.63 4357365899.96 -9746698705.33 1784521058.85 -3828535087.55 2899926607.87 2399368779.7 299633503.46 1649740227.75 2388806895.25 2609520634.02 8829576053.49
2014 1983118805.49 354005732.7 363602250.5 485765053.77 155997854.72 304319262.23 67282044.22 132690551.07 -550060562.71 116613714.62 422677323.34 410224143.62 4246236173.57
2013 563826658.64 1543821412.91 1563732475.24 1441784582.95 1085770009.4 1556609253.85 1979667236.91 2155250035.75 2392138640.54 811930434.08 847326097.35 2046189870.16 17988046707.78
2012 2972003497.37 3747731327.09 4621496351.39 5829423649.59 5929025099.38 5040418367.01 6959427158.76 7835784560.45 5320881523.37 5044424665.74 3425944158.12 8979282830.58 65705843188.85
2011 5202957610.99 3507011470.4 -3285625039.18 -2806432956.8 2653998735.39 5802596148.18 -5502403603.4 5083585981.68 5222266812.23 5703680700.26 2242509035.96 4834881221.64 28659026117.35
2010 4568890750.02 6392117391.66 9559067256.83 4642769816.03 -948587963.55 -4175426260.11 6884612341.98 9819016004.15 3232400882.27 6814649244.61 -8475392835.25 3135038953.47 41449155582.11
2009 2625536773.9 4555810765.24 10792291494.4 4550409115.96 14851394089.44 12693777740.83 9758519381.89 10814029252.69 14012569052.59 8018750561.55 4174515705.85 12750911395.39 109598515329.73
2008 -1574709963.4 1934780995.79 -14260911456.04 6368515665.93 4971294852.3 5290430856.85 9345814741.53 6058316809.41 -4641917175.38 -11894794925.69 -3552829754.7 7080867212.33 5124857858.93
2007 6057007714.64 15718129845.53 11966737674.99 17763277780.71 10847368885.54 7572926708.87 8925269548.62 -7897300212.4 3937037442.76 12426471086.37 -9212365753.14 5155902027.7 83260462750.19
2006 104133961.76 15650532.29 13654747.6 198121283.12 583759294.62 1025212738.39 2229087805.01 4735562950.37 4119093432.63 4802134195.08 6316594260.96 4378334171.25 28521339373.08
2005 2115364.54 1990806.6 1894957.03 4343695.69 2668265.51 11460618.15 23455949.22 44068739.75 46959918.64 50327751.36 72190265.93 65439038.8 326915371.22
2004 51944.43 87691.34 95568.81 119656.55 233114.39 286730.42 388856.42 483489.74 645772.08 928292.94 1967403.78 2275391.84 7563912.74
2003 0 0 0 0 315.08 829.12 -326.48 3718.89 7572.58 9994.56 22622.04 42854.88 87580.67

Stats

Strategy

Wins/Losses Ratio34.03 Payout Ratio (Avg Win/Loss)0.09 Average # of Bars in Trade0
AHPR0.13 Z-Score-11.88 Z-Probability99.9 %
Expectancy42255559.98 Deviation $ 384975728.83 Exposure-999999999 %
Stagnation in Days258 Stagnation in %3.99 %

Trades

# of Wins12250 # of Losses360 # of Cancelled/Expired0
Gross Profit $ 785096576600.74 Gross Loss $ -252253965284.84 Average Win $ 64089516.46 Average Loss $ -700705459.12
Largest Win $ 4555717386.88 Largest Loss $ -5796675161.43 Max Consec Wins300 Max Consec Losses5
Avg Consec Wins39.01 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