Quant Analyzer Portfolio Report

Portfolio

Total Profit
$ 501630831872.46
Profit in pips
56377.4 pips
Yrly Avg profit
$ 25833629178.97
Yrly Avg % ret
2348511.74 %
CAGR
91.84 %
# of trades
18182
Sharpe ratio
0.27
Profit factor
3.47
Return / DD ratio
30.79
Winning %
97.58 %
Drawdown
$ 16290851817.24
% Drawdown
10.59 %
Daily Avg profit
$ 118532805.26
Mthly Avg profit
$ 2152922025.2
Average trade
$ 49921148.87
Annual% / Max DD%
8.67
R Expectancy
0.06 R
R Exp score
55.99 R
SQN
12.98
SQN score
35.37

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 AUDJPY AUDJPY unknown $ 180317.42 901.5 pips 395 0.19 2.62
S3 AUDUSD AUDUSD unknown $ 229073.2 1001.5 pips 520 0.19 3.26
S4 CHFJPY CHFJPY unknown $ 9992930.13 4072.2 pips 1561 0.16 2
S5 EURAUD EURAUD unknown $ 7684745.11 4292.1 pips 1093 0.21 5.22
S6 EURCAD EURCAD unknown $ 20481917.78 4981.2 pips 1259 0.24 2.91
S7 EURCHF EURCHF unknown $ 391048087168.57 11303.3 pips 2849 0.84 3.89
S8 EURGBP EURGBP unknown $ 106768613639.6 6608.1 pips 2334 0.41 2.63
S9 EURJPY EURJPY unknown $ 952189.11 2269.1 pips 1015 0.13 2.13
S10 EURUSD EURUSD unknown $ 407524580.02 7032.1 pips 3190 0.14 2.3
S11 USDCAD USDCAD unknown $ 3151083075.61 7966 pips 2021 0.37 3.1
S12 USDCHF USDCHF unknown $ 216002235.91 5950.3 pips 1945 0.24 2.56
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 AUDJPY 6.73 97.97 % $ 26793.69 16.99 % $ 45083.92 $ 3756.61 $ 391.99
S3 AUDUSD 8.43 98.65 % $ 27186.98 16.39 % $ 41656.08 $ 3470.81 $ 375.53
S4 CHFJPY 13.28 96.22 % $ 752469.58 27.87 % $ 550027.26 $ 45839.13 $ 5823.39
S5 EURAUD 36.8 95.24 % $ 208845.72 35.39 % $ 576250.42 $ 48029.66 $ 5938.75
S6 EURCAD 10.12 96.43 % $ 2024054.57 34.24 % $ 1247461.04 $ 103969.13 $ 13087.49
S7 EURCHF 25.52 99.12 % $ 15323029113.13 10.84 % $ 22351095301.7 $ 1862133748.42 $ 184369678.06
S8 EURGBP 6.29 99.06 % $ 16973973400 34.13 % $ 5643091764.6 $ 470346315.59 $ 57402480.45
S9 EURJPY 9.06 96.45 % $ 105127.5 37.23 % $ 101091.53 $ 8426.45 $ 794.15
S10 EURUSD 8.96 96.8 % $ 45501496 68.89 % $ 21538759.93 $ 1795262.47 $ 143343.15
S11 USDCAD 12.7 98.27 % $ 248024375.4 33.44 % $ 168016186.16 $ 14004813.67 $ 1501230.62
S12 USDCHF 8.61 97.48 % $ 25099210.34 44.94 % $ 11474216.46 $ 955762.11 $ 101839.81

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 550790599.17 460744536.42 1032595866.95 273714142.21 0 399137559.33 426532463.47 850509110.64 24427.9 0 0 0 3994048706.09
2021 1668148771.5 2552308457.51 2429072983.51 746872294.86 973298847.09 141758361.69 826615574.82 1551039121.78 1100122674.93 363435786.23 109593058.28 338699136.49 12800965068.69
2020 2276978669.17 2563525561.82 14387842209.03 -2896695459.11 2697280437.71 -3505600705.08 3448408307.17 3215613524.69 678933631.09 1180458117.27 3320183871.5 5004693885.05 32371622050.31
2019 4040215590.5 -665188193.01 -8882199170.95 1923544571.77 3132178031.78 695128032.69 1043678029.3 2197640432.96 2206557755.96 1710677827.48 3540597015.53 889822271.58 11832652195.59
2018 6234813786.3 4564489939.83 3681325794.43 3395362372.92 -2430973149.06 4234494102.84 3034100962.99 3048341691.25 2208009117.71 3477312257.19 1919255142.57 6659809640.13 40026341659.1
2017 4794812172.32 3791945687.65 3378419626.33 2955580323.38 4325254567.95 10577900633.19 2688578503.65 -13323342962.23 1450546122.56 3339997322.26 6233979396.52 3176008190.1 33389679583.68
2016 -527235108.66 3378370040.08 3500149839.9 1900001472.89 -978591960.45 6683070301.14 2710616917.94 3727873484.03 4219561853.58 2919113414.21 6071335070.22 6337285424.28 39941550749.16
2015 722507650.51 3781784321.23 4506009969.66 -8856568622.46 -707501524.13 -5493857487.87 1551316101.99 2197132534.49 -1741614686.48 920299578.13 2506477319.23 1715195497.51 1101180651.81
2014 2028587426.11 649152185.25 -2350735392.91 705732151.1 186632416.13 84151725.79 66896777.48 65660761.27 -2587869817.97 318481196.93 835074092.56 633914997.85 635678519.59
2013 1015227962.87 1828182196.81 1756883339.13 960025666.64 1620980411.29 1441649488.14 2044677839.13 1675686220.79 503484465.3 903074864.21 1254332550.98 2344376133.3 17348581138.59
2012 2971245893.41 3413546332.29 3412078316.34 4782214182.63 5563280312.45 4530980023.66 5118060262.32 5244485670.76 2281970937.04 3001310506.51 2478465936.53 6877438120.79 49675076494.73
2011 4648094546.44 1538242731.36 -4461269178.46 -3715762996.49 2316001909.04 5352120118.33 -5045234315.49 5441008254.84 3365825087.61 3790483489.44 2935950365.61 4397528041.19 20562988053.42
2010 3347797520.97 6132869801.19 6208795338.37 3823724839.22 -771932277.8 287680215.88 4755908569.77 7381008419.71 -147076055.17 3750032081.53 -9157472620.13 112625885.45 25723961718.99
2009 2680370079.78 4669304694.49 8131888692.33 10084506052.64 10775368868.92 12145275452.35 8936350356.8 10009804878.1 10095118214.18 4747822956.44 3846319894.13 7650735962.85 93772866103.01
2008 2904708809.32 794983386.19 -2722868359.73 1912152197.96 2308045457.14 1617551465.85 8223521621.06 4215493370.56 -4250045897.41 -1186008213.62 -3408698909.37 5978028443.01 16386863370.96
2007 4102787082.8 13369956979 7940618911.9 14477785933.33 6823035320.86 6479066198.68 6841567255.01 -7737067350.73 5570434912.64 9050378636.2 -3951413027.03 4538721288.25 67505872140.91
2006 177537790.08 143197772.61 40469884.68 334699930.24 1041421194.14 1800848446.86 2997239192.4 6122131991.73 4955937375.62 5001887443.81 7365209288.54 3693079210.9 33673659521.61
2005 8134799.84 5704642 5939889.66 11638354.71 14561394.89 36076963.38 62886927.75 100299691.35 108900676 110739310.88 161218997.43 223086498.58 849188146.47
2004 411818.44 797123.92 800930.71 1057425.35 1695748.83 1685957.44 2639836.72 3321888.76 3129357.64 5389287.01 7076023.64 8944551.75 36949950.21
2003 0 0 0 0 20905.23 28775.32 14950.1 68736.19 137345.26 86369.85 256322.79 492644.8 1106049.54

Stats

Strategy

Wins/Losses Ratio40.32 Payout Ratio (Avg Win/Loss)0.09 Average # of Bars in Trade0
AHPR0.07 Z-Score-19.99 Z-Probability99.9 %
Expectancy27589419.86 Deviation $ 287494069.71 Exposure-999999999 %
Stagnation in Days385 Stagnation in %5.45 %

Trades

# of Wins17742 # of Losses440 # of Cancelled/Expired0
Gross Profit $ 704648580285.01 Gross Loss $ -203017748412.54 Average Win $ 39716411.92 Average Loss $ -461403973.66
Largest Win $ 7278149151.41 Largest Loss $ -7130564000 Max Consec Wins462 Max Consec Losses4
Avg Consec Wins48.34 Avg Consec Loss1.2 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