Quant Analyzer Portfolio Report

Portfolio

Total Profit
$ 1003782.71
Profit in pips
5743.6 pips
Yrly Avg profit
$ 250964.38
Yrly Avg % ret
278.85 %
CAGR
86.71 %
# of trades
2683
Sharpe ratio
0.22
Profit factor
2.48
Return / DD ratio
17.36
Winning %
92.25 %
Drawdown
$ 57816.11
% Drawdown
10.5 %
Daily Avg profit
$ 1180.92
Mthly Avg profit
$ 20912.14
Average trade
$ 879.28
Annual% / Max DD%
8.26
R Expectancy
0.11 R
R Exp score
77.03 R
SQN
12.32
SQN score
19.34

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 euraud euraud unknown $ 64657.81 664.6 pips 241 0.22 1.48
S3 eurcad eurcad unknown $ 96201.82 671.5 pips 214 0.34 2.23
S4 eurchf eurchf unknown $ 74641.28 437 pips 180 0.39 3.76
S5 eurgbp eurgbp unknown $ 117814.98 433.6 pips 231 0.28 3.6
S6 eurjpy eurjpy unknown $ 105264.64 833 pips 479 0.17 2.41
S7 eurusd eurusd unknown $ 318919.37 916.1 pips 503 0.29 3.24
S8 gbpusd gbpusd unknown $ 80548.62 582 pips 293 0.2 2.18
S9 usdcad usdcad unknown $ 102686.63 780.2 pips 300 0.31 2.57
S10 usdchf usdchf unknown $ 43047.56 425.6 pips 242 0.22 2.03
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 euraud 2.54 84.65 % $ 25490.11 27.46 % $ 17642.73 $ 1469.5 $ 267.18
S3 eurcad 7.45 91.12 % $ 12906.22 17.65 % $ 28159.26 $ 2346.39 $ 372.88
S4 eurchf 9.31 95.56 % $ 8018.26 16.93 % $ 21347.41 $ 1777.17 $ 339.28
S5 eurgbp 13.54 94.37 % $ 8701 35.53 % $ 31396.93 $ 2618.11 $ 456.65
S6 eurjpy 9.69 91.02 % $ 10867.28 45.65 % $ 26872.15 $ 2239.67 $ 226.86
S7 eurusd 14.86 96.22 % $ 21466.93 22.72 % $ 81410.03 $ 6785.52 $ 658.92
S8 gbpusd 5.91 89.08 % $ 13630.54 35.81 % $ 20552.27 $ 1713.8 $ 258.17
S9 usdcad 9.64 93.33 % $ 10649.76 25.41 % $ 26205.63 $ 2184.82 $ 271.66
S10 usdchf 5.67 92.98 % $ 7594.08 24.08 % $ 11227.94 $ 935.82 $ 153.19

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2021 79708.46 42618.47 111285.12 62101.28 34081.01 21376.34 37039.22 29976.33 34411.42 11341.27 37803.96 6651.43 508394.31
2020 27253.69 3737.52 10398.38 -22458.6 43296.56 19334.82 50278.17 46348.14 5110.45 16646.24 13735.6 56094.94 269775.91
2019 252.48 19919.87 3539.05 11040.98 17531.57 6242.34 11012.12 9506.26 14004.6 416.67 17535.32 13958.07 124959.33
2018 5405.31 5251.19 9580.95 10952.97 3230.7 5535.61 -530.12 10719.84 14827.37 3158.41 14852.8 17668.13 100653.16

Stats

Strategy

Wins/Losses Ratio11.9 Payout Ratio (Avg Win/Loss)0.21 Average # of Bars in Trade0
AHPR0.09 Z-Score-7.06 Z-Probability0 %
Expectancy374.13 Deviation $ 1652.34 Exposure-999999999 %
Stagnation in Days44 Stagnation in %3.07 %

Trades

# of Wins2475 # of Losses208 # of Cancelled/Expired0
Gross Profit $ 1681449.95 Gross Loss $ -677667.24 Average Win $ 679.37 Average Loss $ -3258.02
Largest Win $ 9884.86 Largest Loss $ -17340.65 Max Consec Wins98 Max Consec Losses5
Avg Consec Wins14.82 Avg Consec Loss1.25 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