Quant Analyzer Portfolio Report
Portfolio
Total Profit
$ 314217.78
Profit in pips
39504.6 pips
Yrly Avg profit
$ 17701.85
Yrly Avg % ret
70.81 %
CAGR
14.71 %
# of trades
12610
Sharpe ratio
0.25
Profit factor
2.75
Return / DD ratio
45.57
Winning %
97.13 %
Drawdown
$ 6894.93
% Drawdown
2.4 %
Daily Avg profit
$ 70.12
Mthly Avg profit
$ 1475.2
Average trade
$ 53.38
Annual% / Max DD%
6.13
R Expectancy
0.05 R
R Exp score
35.71 R
SQN
28.51
SQN score
32.39
Strategies in portfolio
| # | Name | Symbol | Timeframe | Net Profit ($) | Net Profit (pips) | # of Trades | Sharpe Ratio | Profit Factor |
| S2 | euraud | euraud | unknown | $ 25579.11 | 4902.4 pips | 1359 | 0.1 | 1.79 |
| S3 | eurcad | eurcad | unknown | $ 31684.77 | 5736.5 pips | 1449 | 0.19 | 2.36 |
| S4 | eurchf | eurchf | unknown | $ 125038.85 | 13308.5 pips | 3368 | 0.46 | 6.61 |
| S5 | eurgbp | eurgbp | unknown | $ 82591.7 | 7695.5 pips | 2782 | 0.38 | 3.97 |
| S6 | eurusd | eurusd | unknown | $ 49323.35 | 7861.7 pips | 3652 | 0.09 | 1.67 |
| # | Name | Return / DD Ratio | Winning % | Drawdown | % Drawdown | Yearly avg. profit | Monthly avg. profit | Daily avg. profit |
| S2 | euraud | 10.55 | 94.11 % | $ 2423.64 | 29.34 % | $ 1838.53 | $ 153.17 | $ 15.62 |
| S3 | eurcad | 14.49 | 95.93 % | $ 2186.89 | 10.08 % | $ 2002.11 | $ 166.76 | $ 17.42 |
| S4 | eurchf | 50.88 | 98.84 % | $ 2457.47 | 2.61 % | $ 7319.67 | $ 609.95 | $ 48.26 |
| S5 | eurgbp | 43.34 | 98.56 % | $ 1905.45 | 3.31 % | $ 4720.37 | $ 393.29 | $ 35.28 |
| S6 | eurusd | 11.78 | 96.06 % | $ 4185.5 | 24.46 % | $ 2779.5 | $ 231.57 | $ 14.68 |
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2021 | 212.15 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 212.15 |
| 2020 | 784.6 | 478.08 | 2232.49 | -1327.09 | 1313.57 | 657.03 | 2071.26 | 1259.52 | 920.94 | 455.67 | 898.88 | 1309.71 | 11054.66 |
| 2019 | 1742.19 | 841.68 | -226.9 | 696.57 | 1621.32 | 1320.77 | 528.24 | 758.59 | 694.26 | 703.4 | 876.16 | 892.91 | 10449.19 |
| 2018 | 1624.24 | 1683.86 | 1672.64 | 1366.31 | 100.38 | 1332.98 | 1322.65 | 1307.94 | 463.78 | 1211.43 | 1417.18 | 1449.61 | 14953 |
| 2017 | 2197.44 | 89.44 | 1570.07 | -696.47 | 979.96 | 2131.61 | 635.44 | -514.84 | 1811.18 | 1154.42 | -641.37 | -4.83 | 8712.05 |
| 2016 | -2561.14 | -716.95 | -34.85 | 1064.75 | 227.18 | 2020.96 | 1349.59 | 2131.77 | 1404.47 | 1909.51 | 1603.78 | -675.9 | 7723.17 |
| 2015 | -27.93 | 972.5 | 1051.13 | 439.48 | -1609.74 | -700.32 | 1149.11 | 1616.7 | -1988.41 | 1078.82 | -211.22 | -501.07 | 1269.05 |
| 2014 | 578.66 | 1015.23 | 98.46 | 1161.03 | 907.65 | 412.04 | 238.29 | -920.61 | -5.1 | 839.64 | 1031.6 | 800.65 | 6157.54 |
| 2013 | 574.03 | 514.74 | 1935.3 | 1310.84 | 1453.42 | 1219.04 | 688.1 | 1237.04 | -373.1 | 942.24 | 949.83 | 1633.88 | 12085.36 |
| 2012 | 1939.45 | -21.4 | 2147.17 | 1401.73 | 337.48 | -569.63 | 732.89 | 1013.73 | 900.98 | 64.86 | 1087.84 | 2407.21 | 11442.31 |
| 2011 | 2262.78 | -568 | 235.77 | 88.9 | 1347.24 | 1617.95 | 314.69 | 483.36 | 1095.52 | 2534.47 | 1087.14 | 483.75 | 10983.57 |
| 2010 | 464.08 | 2555 | 3087.28 | 348.35 | 178.9 | 2106.66 | 1943.87 | 2651.37 | 1625.63 | 793.82 | -1214.77 | 724.77 | 15264.96 |
| 2009 | 881.14 | 1891.31 | 1888.18 | 2349.34 | 2024.44 | 3153.3 | 1664.93 | 3642.76 | 3769.88 | 1285.39 | 704.05 | 4239.11 | 27493.83 |
| 2008 | 636.72 | 1376.81 | -1127.32 | 1870.37 | 2555.67 | 1671.26 | 2953.98 | 355.8 | 511.02 | -1340.32 | -580.03 | 1959.37 | 10843.33 |
| 2007 | 2259.43 | 3003.63 | 1541.9 | 3727.15 | 2347.3 | 1149.56 | 1902.93 | 422.38 | 1636.2 | 1449.29 | -604.53 | 2196.25 | 21031.49 |
| 2006 | 2016.98 | 535.91 | 696.12 | 1293.46 | 3796.85 | 4097.02 | 5507.43 | 5442.46 | 5072.27 | 4043.04 | 3691.73 | 1921.93 | 38115.2 |
| 2005 | 2694.3 | 2470.23 | 2191.63 | 1606.07 | 1957.85 | 4350.5 | 4708.87 | 6366.99 | 4479.84 | 2428.68 | 2352.99 | 3427.8 | 39035.75 |
| 2004 | 4246.03 | 3717.48 | 3029.4 | 2446.13 | 4797.98 | 3464.13 | 3916.15 | 3505.89 | 2123.4 | 3903.14 | 3913.73 | 3826.04 | 42889.5 |
| 2003 | 0 | 0 | 0 | 0 | 342.5 | 730.75 | -212.55 | 3163.02 | 4514.53 | 4412.32 | 5922.42 | 5628.68 | 24501.67 |
Stats
Strategy
| Wins/Losses Ratio | 33.83 | Payout Ratio (Avg Win/Loss) | 0.08 | Average # of Bars in Trade | 0 |
| AHPR | 0.02 | Z-Score | -11.88 | Z-Probability | 99.9 % |
| Expectancy | 24.92 | Deviation | $ 102.21 | Exposure | -999999999 % |
| Stagnation in Days | 474 | Stagnation in % | 7.33 % |
Trades
| # of Wins | 12248 | # of Losses | 362 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 493686.45 | Gross Loss | $ -179468.67 | Average Win | $ 40.31 | Average Loss | $ -495.77 |
| Largest Win | $ 991.58 | Largest Loss | $ -730.3 | Max Consec Wins | 272 | Max Consec Losses | 5 |
| Avg Consec Wins | 38.76 | Avg Consec Loss | 1.15 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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