Quant Analyzer Portfolio Report
Portfolio
Total Profit
$ 498175893534.61
Profit in pips
48084.2 pips
Yrly Avg profit
$ 26568481246.52
Yrly Avg % ret
3795497.32 %
CAGR
96.16 %
# of trades
14765
Sharpe ratio
0.31
Profit factor
3.45
Return / DD ratio
30.58
Winning %
97.68 %
Drawdown
$ 16291205993.9
% Drawdown
10.59 %
Daily Avg profit
$ 123158440.92
Mthly Avg profit
$ 2214115082.38
Average trade
$ 61238673.31
Annual% / Max DD%
9.08
R Expectancy
0.06 R
R Exp score
44.76 R
SQN
12.91
SQN score
33.06
Strategies in portfolio
| # | Name | Symbol | Timeframe | Net Profit ($) | Net Profit (pips) | # of Trades | Sharpe Ratio | Profit Factor |
| S2 | euraud | euraud | unknown | $ 6709812.38 | 4395.3 pips | 1211 | 0.18 | 4.9 |
| S3 | eurcad | eurcad | unknown | $ 19664755.89 | 4952.8 pips | 1256 | 0.24 | 2.84 |
| S4 | eurchf | eurchf | unknown | $ 391048087168.57 | 11303.3 pips | 2849 | 0.84 | 3.89 |
| S5 | eurgbp | eurgbp | unknown | $ 103454931039.6 | 6579.5 pips | 2325 | 0.41 | 2.58 |
| S6 | eurusd | eurusd | unknown | $ 379435504.77 | 6986 pips | 3178 | 0.14 | 2.21 |
| S7 | usdcad | usdcad | unknown | $ 3057416699.18 | 7936.6 pips | 2010 | 0.37 | 3.04 |
| S8 | usdchf | usdchf | unknown | $ 209648554.22 | 5930.7 pips | 1936 | 0.24 | 2.51 |
| # | Name | Return / DD Ratio | Winning % | Drawdown | % Drawdown | Yearly avg. profit | Monthly avg. profit | Daily avg. profit |
| S2 | euraud | 38.99 | 94.72 % | $ 172101.68 | 33.33 % | $ 454782.33 | $ 37908.54 | $ 4662.83 |
| S3 | eurcad | 9.72 | 96.42 % | $ 2024054.57 | 34.24 % | $ 1209946.13 | $ 100844.9 | $ 12605.61 |
| S4 | eurchf | 25.52 | 99.12 % | $ 15323029113.13 | 10.84 % | $ 22351095301.7 | $ 1862133748.42 | $ 184369678.06 |
| S5 | eurgbp | 6.09 | 99.05 % | $ 16973973400 | 34.13 % | $ 5617269029.87 | $ 468121859.91 | $ 55982105.54 |
| S6 | eurusd | 8.34 | 96.79 % | $ 45501496 | 68.89 % | $ 20230192.55 | $ 1686380.02 | $ 134076.15 |
| S7 | usdcad | 12.33 | 98.26 % | $ 248024375.4 | 33.44 % | $ 166104429.63 | $ 13834464.7 | $ 1466386.91 |
| S8 | usdchf | 8.35 | 97.47 % | $ 25099210.34 | 44.94 % | $ 11227459.76 | $ 935931.05 | $ 99359.5 |
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2022 | 550708580.27 | 1181.21 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 550709761.48 |
| 2021 | 1667940040.89 | 2552180672.72 | 2428918976.82 | 746672766.16 | 973257731 | 141744801.86 | 826551780.72 | 1551021773.83 | 1100109767.91 | 363312006.54 | 109185445.47 | 337844059.06 | 12798739822.98 |
| 2020 | 2276814067.38 | 2563449656.56 | 14387343903.37 | -2896831450.77 | 2697127397.38 | -3505907452.13 | 3448106289.69 | 3215340079.79 | 678822234.45 | 1180352631.36 | 3319873643.36 | 5004421683.34 | 32368912683.78 |
| 2019 | 4040523067.66 | -665511837.92 | -8882310928.01 | 1923485985.53 | 3132056073.77 | 695047370.13 | 1043577276.15 | 2197570892.49 | 2206369194.86 | 1710651838.64 | 3540383226.5 | 889631263.54 | 11831473423.34 |
| 2018 | 6234635257.62 | 4564822455.58 | 3681216598.16 | 3395265968.46 | -2431266704.99 | 4234326802.76 | 3033938852.67 | 3048212465.13 | 2207846767.9 | 3476945257.7 | 1919190157.55 | 6659617099.11 | 40024750977.65 |
| 2017 | 4794452870.39 | 3791736083.37 | 3378193673.14 | 2955842086.04 | 4325393057.58 | 10577693131.07 | 2688559911.69 | -13323568549.96 | 1450538716.29 | 3339884868.2 | 6233862583.52 | 3175992695.64 | 33388581126.97 |
| 2016 | -527261713.52 | 3378989806.14 | 3500056747.58 | 1899937437.75 | -978627174.33 | 6682993888.63 | 2710605939.84 | 3727631609.09 | 4219442457.83 | 2919003272.4 | 6071376316.2 | 6337182662.2 | 39941331249.81 |
| 2015 | 722733788.41 | 3781778992.12 | 4505909145.04 | -8856681585.97 | -707548489.19 | -5493901387.21 | 1551262724.94 | 2197035415.5 | -1741494090.76 | 920194674.24 | 2506378207.01 | 1715304582.99 | 1100971977.12 |
| 2014 | 2028492519.56 | 649062459 | -2350765375.49 | 705676181.86 | 186624011.57 | 84407238.47 | 66883829.55 | 65660599.16 | -2587684232.87 | 318388533.9 | 835314115.62 | 633712096.43 | 635771976.76 |
| 2013 | 1015354150.21 | 1828041615.83 | 1756780528.05 | 959937637.75 | 1620935374.98 | 1441788031.48 | 2044673066.42 | 1675547674.56 | 503474285.35 | 903164847.99 | 1254244254.79 | 2344323618.26 | 17348265085.67 |
| 2012 | 2971209970.93 | 3413453415.46 | 3411954221.16 | 4782010546.08 | 5563443302.95 | 4530951601.41 | 5118198388.37 | 5244451888.32 | 2281956245.15 | 3001281543.75 | 2478474488.51 | 6877570309.41 | 49674955921.5 |
| 2011 | 4647915407.81 | 1538155411.12 | -4461104588.46 | -3715872250.91 | 2315955887.19 | 5351936617.06 | -5045152475.6 | 5441151555.11 | 3365894864.16 | 3790535721.35 | 2936031412.97 | 4397475086.25 | 20562922648.05 |
| 2010 | 3347731031.97 | 6132983831.22 | 6208829310.9 | 3823774287.22 | -771894370.33 | 287562376.29 | 4755779784.35 | 7380887634.49 | -147159904.64 | 3749901254.79 | -9157340743.89 | 112548539.85 | 25723603032.22 |
| 2009 | 2680502924.27 | 4669478684.17 | 8131770915.52 | 10084554085.72 | 10775274753.31 | 12145100346.78 | 8936561003.73 | 10009656614.71 | 10095043679.54 | 4747744368.06 | 3846391001.58 | 7650604885.95 | 93772683263.34 |
| 2008 | 2904592966.89 | 794925955.8 | -2722778068.4 | 1912096724.1 | 2307932240.15 | 1617465639.25 | 8223307461.02 | 4215514460.57 | -4249870933.9 | -1186087444.69 | -3408593593.61 | 5977871000.17 | 16386376407.35 |
| 2007 | 4102896261.49 | 13369919495.16 | 7940566074.45 | 14477735626.58 | 6822965672.69 | 6479017230.35 | 6841582929.63 | -7736950378.81 | 5570361586.15 | 9050323450.1 | -3951494107.8 | 4538630214.21 | 67505554054.2 |
| 2006 | 177518675 | 143237932.38 | 40468563.03 | 334689405.29 | 1041396417 | 1800819516.01 | 2997209878.97 | 6122086270.76 | 4955949538.12 | 5001921710 | 7365188959.78 | 3693035383.58 | 33673522249.92 |
| 2005 | 8114087.21 | 5712796.32 | 5919395.16 | 11628038.32 | 14539001.09 | 36049877.39 | 62863115.95 | 100272829.96 | 108856846.68 | 110711494.65 | 161214040.52 | 223049190.14 | 848930713.39 |
| 2004 | 404570.6 | 782828.1 | 790012.44 | 1040491.99 | 1678993.13 | 1700065.19 | 2623846.43 | 3311778.8 | 3113705.05 | 5364175.87 | 7028540.57 | 8908988.48 | 36747996.65 |
| 2003 | 0 | 0 | 0 | 0 | 20905.23 | 28775.32 | 14950.1 | 75577.12 | 133463.71 | 82807.32 | 248152.58 | 484531.05 | 1089162.43 |
Stats
Strategy
| Wins/Losses Ratio | 42.17 | Payout Ratio (Avg Win/Loss) | 0.08 | Average # of Bars in Trade | 0 |
| AHPR | 0.09 | Z-Score | -14.68 | Z-Probability | 99.9 % |
| Expectancy | 33740324.66 | Deviation | $ 318769065.45 | Exposure | -999999999 % |
| Stagnation in Days | 385 | Stagnation in % | 5.62 % |
Trades
| # of Wins | 14423 | # of Losses | 342 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 701182452442.54 | Gross Loss | $ -203006558907.92 | Average Win | $ 48615575.99 | Average Loss | $ -593586429.56 |
| Largest Win | $ 7278149151.41 | Largest Loss | $ -7130564000 | Max Consec Wins | 336 | Max Consec Losses | 4 |
| Avg Consec Wins | 48.89 | Avg Consec Loss | 1.16 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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