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 Ratio | 40.32 | Payout Ratio (Avg Win/Loss) | 0.09 | Average # of Bars in Trade | 0 |
| AHPR | 0.07 | Z-Score | -19.99 | Z-Probability | 99.9 % |
| Expectancy | 27589419.86 | Deviation | $ 287494069.71 | Exposure | -999999999 % |
| Stagnation in Days | 385 | Stagnation in % | 5.45 % |
Trades
| # of Wins | 17742 | # of Losses | 440 | # of Cancelled/Expired | 0 | ||
| 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 Wins | 462 | Max Consec Losses | 4 |
| Avg Consec Wins | 48.34 | Avg Consec Loss | 1.2 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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