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 Ratio42.17 Payout Ratio (Avg Win/Loss)0.08 Average # of Bars in Trade0
AHPR0.09 Z-Score-14.68 Z-Probability99.9 %
Expectancy33740324.66 Deviation $ 318769065.45 Exposure-999999999 %
Stagnation in Days385 Stagnation in %5.62 %

Trades

# of Wins14423 # of Losses342 # of Cancelled/Expired0
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 Wins336 Max Consec Losses4
Avg Consec Wins48.89 Avg Consec Loss1.16 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