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 Ratio33.83 Payout Ratio (Avg Win/Loss)0.08 Average # of Bars in Trade0
AHPR0.02 Z-Score-11.88 Z-Probability99.9 %
Expectancy24.92 Deviation $ 102.21 Exposure-999999999 %
Stagnation in Days474 Stagnation in %7.33 %

Trades

# of Wins12248 # of Losses362 # of Cancelled/Expired0
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 Wins272 Max Consec Losses5
Avg Consec Wins38.76 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