Quant Analyzer Portfolio Report
Portfolio
Total Profit
$ 51418248.21
Profit in pips
60278 pips
Yrly Avg profit
$ 2293680.38
Yrly Avg % ret
2293.68 %
CAGR
31.19 %
# of trades
18228
Sharpe ratio
0.15
Profit factor
3.28
Return / DD ratio
131.16
Winning %
97.62 %
Drawdown
$ 392023.53
% Drawdown
9.91 %
Daily Avg profit
$ 11190.04
Mthly Avg profit
$ 191145.9
Average trade
$ 5292.06
Annual% / Max DD%
3.15
R Expectancy
0.05 R
R Exp score
44.2 R
SQN
40.37
SQN score
45.05
Strategies in portfolio
| # | Name | Symbol | Timeframe | Net Profit ($) | Net Profit (pips) | # of Trades | Sharpe Ratio | Profit Factor |
| S2 | AUDUSD | AUDUSD | unknown | $ 1090110.8 | 1509 pips | 631 | 0.3 | 3.77 |
| S3 | CHFJPY | CHFJPY | unknown | $ 4131288 | 4485 pips | 1617 | 0.14 | 2.19 |
| S4 | EURAUD | EURAUD | unknown | $ 3384162.91 | 4389 pips | 997 | 0.18 | 2.5 |
| S5 | EURCAD | EURCAD | unknown | $ 4477163.41 | 5301 pips | 1285 | 0.18 | 3.27 |
| S6 | EURCHF | EURCHF | unknown | $ 11123323.18 | 11634 pips | 2794 | 0.27 | 8.64 |
| S7 | EURGBP | EURGBP | unknown | $ 10011332.65 | 7354 pips | 2351 | 0.27 | 6.47 |
| S8 | EURUSD | EURUSD | unknown | $ 5247951.02 | 7697 pips | 3155 | 0.08 | 2.12 |
| S9 | GBPUSD | GBPUSD | unknown | $ 2076495.7 | 2765 pips | 1283 | 0.15 | 1.91 |
| S10 | USDCAD | USDCAD | unknown | $ 5668757.67 | 8720 pips | 2095 | 0.22 | 4.49 |
| S11 | USDCHF | USDCHF | unknown | $ 4207662.87 | 6424 pips | 2020 | 0.18 | 2.63 |
| # | Name | Return / DD Ratio | Winning % | Drawdown | % Drawdown | Yearly avg. profit | Monthly avg. profit | Daily avg. profit |
| S2 | AUDUSD | 10.88 | 98.73 % | $ 100240 | 36.21 % | $ 125837.83 | $ 10481.83 | $ 1738.61 |
| S3 | CHFJPY | 24.09 | 96.35 % | $ 171477.95 | 61.03 % | $ 222277.09 | $ 18525.96 | $ 2335.38 |
| S4 | EURAUD | 15.25 | 95.89 % | $ 221947.76 | 60.25 % | $ 272498.09 | $ 22712.5 | $ 3337.44 |
| S5 | EURCAD | 17.91 | 97.04 % | $ 250033.29 | 52.53 % | $ 262149.24 | $ 21839.82 | $ 2780.85 |
| S6 | EURCHF | 84.5 | 99.07 % | $ 131634.72 | 1.65 % | $ 595738.75 | $ 49657.69 | $ 5241.91 |
| S7 | EURGBP | 48.03 | 99.06 % | $ 208424.8 | 5.52 % | $ 506911.54 | $ 42241.91 | $ 5302.61 |
| S8 | EURUSD | 13.29 | 96.77 % | $ 394870 | 90.03 % | $ 234136.79 | $ 19509.11 | $ 1825.37 |
| S9 | GBPUSD | 10.53 | 96.34 % | $ 197150 | 59.08 % | $ 143137.4 | $ 11933.88 | $ 1613.44 |
| S10 | USDCAD | 42.5 | 98.23 % | $ 133396.99 | 38.28 % | $ 269827.45 | $ 22495.07 | $ 2298.77 |
| S11 | USDCHF | 16.5 | 97.33 % | $ 254937.26 | 33.74 % | $ 199468.22 | $ 16631.08 | $ 1909.97 |
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2025 | -7339.52 | 57831.82 | 53678.25 | -126668.51 | -27790.36 | 55292.63 | 50107.17 | 15436.53 | 15170.32 | 0 | 0 | 0 | 85718.33 |
| 2024 | -5679.24 | 19840.25 | 28919.57 | 83450.15 | 24172.57 | 28379.11 | 35414.41 | 26563.49 | 22642.8 | 17106.61 | 27428.11 | 35416.08 | 343653.91 |
| 2023 | 43090.02 | -10896.73 | -87830.94 | 26991.31 | 71166.1 | 6500 | 29419.48 | 18594.7 | 11046.35 | 45850.6 | 15457.8 | 35644.09 | 205032.78 |
| 2022 | 37737.19 | -9160.59 | 173841.66 | 9020 | 23100 | -25733.39 | 47048.08 | 46571.54 | -63835.79 | 47765.6 | 3221.88 | 29060.25 | 318636.43 |
| 2021 | 239948.48 | 146354.6 | 358230 | 98434.57 | 52297.51 | 45351.56 | 152258.03 | 65185.68 | 44581.52 | 43580.9 | 108731.27 | 113089.52 | 1468043.64 |
| 2020 | 132646.62 | 148863.85 | 243539.28 | -147560.77 | 291428.71 | 254281.87 | 293524.25 | 296212.31 | 80885.96 | 181937.01 | 321013.97 | 255812.82 | 2352585.88 |
| 2019 | 91065.36 | 211605.47 | -122040.81 | 87756.44 | 166514.66 | 40525.76 | 103818.26 | 139885.15 | 106682.85 | 123568.43 | 157960.51 | 53054.39 | 1160396.47 |
| 2018 | 314934.02 | 101104.73 | 321625.11 | 175418.56 | 159198.97 | 178278.72 | 100331.99 | 234048.18 | 174237.62 | 158215.67 | 276257.42 | 213270.45 | 2406921.44 |
| 2017 | 351283.52 | 214547.88 | 75283.21 | 68323.99 | 3413.92 | 236532.9 | 135672.43 | 30590.67 | 163539 | 90887.65 | 353272.92 | -37558.08 | 1685790.01 |
| 2016 | -253461.13 | 77121.42 | 74190.7 | 204248.78 | 6920.91 | 275741.78 | 79001.09 | 294124.6 | 180861.2 | 284464.52 | 348468.63 | 294064.82 | 1865747.32 |
| 2015 | 224988.64 | 147023.11 | 38660.69 | 201688.02 | 49545.98 | -41877.8 | 216274.91 | 284741.04 | -188881.87 | 98577.66 | 116264.03 | 71011.73 | 1218016.14 |
| 2014 | 197899.13 | 113161.79 | 41929.72 | 260593.13 | 105782.32 | 36134.53 | 3408.15 | -17792.85 | -98420.11 | 177010.09 | 19769.87 | 233452.74 | 1072928.51 |
| 2013 | 174815.84 | 207288.94 | 123732.54 | 183117.94 | 226388.74 | 117605.63 | -11998.95 | 171451.67 | 23999.64 | 179344.23 | 157002.66 | 292758.26 | 1845507.14 |
| 2012 | 271912.83 | 93186.73 | 338674.4 | 201669.29 | 211877.18 | 220701.15 | 206761.27 | 191900.16 | 130872.22 | 30983.4 | 81217.25 | 172115.54 | 2151871.42 |
| 2011 | 208610.39 | -4238.41 | 88912.52 | 46192.86 | 144727.02 | 273523.62 | 71060.75 | 210558.75 | 174038.16 | 371170.9 | 301481.61 | 133822.49 | 2019860.66 |
| 2010 | 262718.88 | 198858.35 | 447724.28 | 197143.23 | 104968.07 | 276430.13 | 325864.7 | 338674.9 | 285160.57 | 194236.25 | -201026.14 | 73088.09 | 2503841.31 |
| 2009 | 243054.39 | 332683.28 | 352612.85 | 398798.62 | 141437.21 | 517671.08 | 194322.22 | 467401.77 | 445168.9 | 157350.04 | 282300.92 | 439757.11 | 3972558.39 |
| 2008 | 373484.35 | 241850.14 | 136694.8 | 205583.44 | 358087.86 | 176621.88 | 443795.66 | 201074.77 | -83089.72 | 74724.07 | -118037.43 | 388102.87 | 2398892.69 |
| 2007 | 127907.54 | 442564.77 | 363537.09 | 436562.83 | 335135.27 | 290418.04 | 187342.01 | 65993.82 | 318415.25 | 235257.13 | -8033.04 | 350241.83 | 3145342.54 |
| 2006 | 308651.98 | 222782.54 | 174523.86 | 333762.61 | 557037.19 | 590439.99 | 701020.45 | 571780.51 | 540271.52 | 461351.81 | 343391.63 | 266549.72 | 5071563.81 |
| 2005 | 295744.8 | 306954.96 | 312076.3 | 398063.92 | 500593.95 | 749939.48 | 646207.96 | 782441.06 | 731324.65 | 364350.53 | 420232.81 | 637368.36 | 6145298.78 |
| 2004 | 311400.99 | 488721.36 | 543641.15 | 503954.53 | 490191.63 | 395396.2 | 578750.95 | 558192.85 | 316532.61 | 608595.86 | 570128.41 | 659440.51 | 6024947.05 |
| 2003 | 0 | 0 | 0 | 0 | 13198.28 | 28468.59 | 19667.17 | 105915.19 | 388796.26 | 239006 | 480449.41 | 679592.66 | 1955093.56 |
Stats
Strategy
| Wins/Losses Ratio | 41 | Payout Ratio (Avg Win/Loss) | 0.08 | Average # of Bars in Trade | 0 |
| AHPR | 0.03 | Z-Score | -14.96 | Z-Probability | 99.9 % |
| Expectancy | 2820.84 | Deviation | $ 9751.79 | Exposure | -999999999 % |
| Stagnation in Days | 153 | Stagnation in % | 1.87 % |
Trades
| # of Wins | 17794 | # of Losses | 434 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 73940915.19 | Gross Loss | $ -22522666.98 | Average Win | $ 4155.38 | Average Loss | $ -51895.55 |
| Largest Win | $ 120208.6 | Largest Loss | $ -84813.32 | Max Consec Wins | 567 | Max Consec Losses | 4 |
| Avg Consec Wins | 47.07 | Avg Consec Loss | 1.15 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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