Quant Analyzer Portfolio Report

Portfolio

Total Profit
$ 898032992346.81
Profit in pips
48620.6 pips
Yrly Avg profit
$ 50121724386.9
Yrly Avg % ret
200486897.55 %
CAGR
149.83 %
# of trades
19144
Sharpe ratio
0.3
Profit factor
2.46
Return / DD ratio
24.1
Winning %
97.4 %
Drawdown
$ 37267916682.53
% Drawdown
10.89 %
Daily Avg profit
$ 184060871.56
Mthly Avg profit
$ 4176897638.82
Average trade
$ 111018274.19
Annual% / Max DD%
13.76
R Expectancy
0.04 R
R Exp score
40.59 R
SQN
13.07
SQN score
44.43

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 euraud euraud unknown $ 356542.44 5538.3 pips 2099 0.11 3.08
S3 eurcad eurcad unknown $ 854222.13 6175.5 pips 2266 0.13 2.41
S4 eurchf eurchf unknown $ 629773658021.4 16515.9 pips 5150 0.61 3.03
S5 eurgbp eurgbp unknown $ 267801019028.03 9998.4 pips 4359 0.35 1.88
S6 eurusd eurusd unknown $ 457104532.79 10392.5 pips 5270 0.12 1.81
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 euraud 14.41 94.43 % $ 24746.88 50.92 % $ 24725.26 $ 2060.94 $ 155.29
S3 eurcad 11.75 95.81 % $ 72695.77 63.29 % $ 52565.2 $ 4380.63 $ 325.42
S4 eurchf 17.96 98.82 % $ 35063126929.72 11.6 % $ 35820058234.49 $ 2984709279.72 $ 188724500.46
S5 eurgbp 8.52 98.76 % $ 31446342400 32.16 % $ 15157574538.79 $ 1263212353.91 $ 84134784.49
S6 eurusd 9.66 96.77 % $ 47306694.99 72.98 % $ 25511116.73 $ 2126067.59 $ 114247.57

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2021 2549544399.79 4029534766.29 6278797085.53 0 0 0 0 0 0 0 0 0 12857876251.61
2020 4025633700.1 3779756496.17 13969700974.1 -3228072668.59 4250447261.8 592060371.64 5356521784.56 3249933333.94 2999859548.64 -2241450723.59 -2656730719.47 8075447158.01 38173106517.31
2019 5186045026.79 3761809529.02 -7333676321.33 4560335770.05 7623019800.28 4179789654.75 1756390769.5 -472338145.23 3052325452.48 7067742216.39 5459173600.58 1615571821.84 36456189175.12
2018 8879725343.05 2897498761.82 3604337762.54 -1649359435.85 643545571.9 3236868790.55 9767390249.7 -1849222953.88 7140935903 6920817582.88 1134138172.21 16399542712.92 57126218460.84
2017 12033640976.83 809242806.89 5347246630.41 -2837337625.42 6888225764.09 15156554342.42 -1181283385.72 -11889709865.35 3150817023.42 7846310111.97 -5123763204.18 7214412203.28 37414355778.64
2016 3209790635.44 2579312395.01 6922598870.71 5728123775.71 -8985945940.62 8759131017.59 7028227571.84 11723994587.71 8555869683.26 9631669241.16 13370241304.49 359843391.99 68882856534.29
2015 4249656049.34 5557727051.55 5508731501.48 -6379449603.29 -21046464267.75 -7274012752.67 6584306502.73 6733035232.45 -4067760659.49 4555710454.41 3999821796.98 -5091182371.43 -6669881065.69
2014 4702499566.11 -2937820687.84 -3004008439.79 1751186244.44 2133070739.21 1056050998.74 693910348.92 -5918044846.24 -5588649506.69 1755906632.33 3329513004.8 -4213348757.1 -6239734703.11
2013 2858163153.59 5310670344.28 7401333086.75 4172522853.04 3794569811.34 4759495622.67 3954662279.93 3051688793.76 3322135102.73 1650661322.76 2544454633.02 4086122510.44 46906479514.31
2012 9700121085.5 6204646926.79 8213428395.26 1291715939.5 1425631098.75 50716350.38 9423164760.94 8064490160.9 945378086.35 7693553171.63 3662614015.29 12837733146.28 69513193137.57
2011 4229485510.33 2026842458.85 -359745460.13 -5705234351.85 178679398.61 9025610712.49 1656685970.01 10876876426.93 11447134914.96 9981222217.53 7213396577.9 12113937232.69 62684891608.32
2010 7208214557.05 4005668631.55 16960293709.79 9180020185.32 -2228510753.54 -4060320998.63 6594321448.45 13233969011.39 -7764441314.59 3595834400.64 -13551489447.32 9850946262.81 43024505692.92
2009 5290910528.6 3594021229.58 15371263822.42 13643522040.57 18193498879.21 20670790351.96 8894940671.58 19815616492.18 22187847948.55 -775362042.5 7450755599.38 19125233245.81 153463038767.34
2008 -6830472006.96 2484718736.53 -14732345734.97 8777433742.6 2162694189.68 5081044793.59 9162708770.43 8069898720.48 -10373735211.24 -15222039298.41 -1056222631.11 6638736853.23 -5837579076.15
2007 11614503603.55 19240112679.13 11822682538.38 18487658606.96 12553415763.91 6234943534.08 3968540666.23 -3439247029.28 5624815506.13 7163522134.26 -8324352604.02 4366312535.86 89312907935.19
2006 2751435003.25 943534732.59 776279246.59 5392357635.21 17944689311.87 29480074219.41 40656048674 40232177464.71 17347880098.93 12530205518.09 16431580679.52 9801880692.94 194288143277.11
2005 21665641.83 19512964.44 25107137.01 54428343.3 25375910.82 174714319.91 294786511.1 723686482.41 936228653.46 1045155592.33 1526374887.75 1773319859.6 6620356303.96
2004 118427.95 206950.34 238504.63 402742.83 973073.61 1267847.61 2165910.32 2286576.47 5399981.02 7235612.97 16944942.43 18673994.79 55914564.97
2003 0 0 0 0 428.83 1145.41 -297.05 3754.44 10991.44 17594.81 36454.17 83600.17 153672.22

Stats

Strategy

Wins/Losses Ratio37.52 Payout Ratio (Avg Win/Loss)0.07 Average # of Bars in Trade0
AHPR0.09 Z-Score-15.54 Z-Probability99.9 %
Expectancy46909370.68 Deviation $ 500864243.43 Exposure-999999999 %
Stagnation in Days462 Stagnation in %7.06 %

Trades

# of Wins18647 # of Losses497 # of Cancelled/Expired0
Gross Profit $ 1511683416742.68 Gross Loss $ -613650424395.87 Average Win $ 81068451.59 Average Loss $ -1234709103.41
Largest Win $ 10064988500 Largest Loss $ -7185902000 Max Consec Wins373 Max Consec Losses5
Avg Consec Wins43.26 Avg Consec Loss1.16 Avg # of Bars in Wins0 Avg # of Bars in Losses0

Charts

Click on the chart to see bigger image

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