Quant Analyzer Portfolio Report

Portfolio

Total Profit
$ 52335793.78
Profit in pips
61768 pips
Yrly Avg profit
$ 2522319.26
Yrly Avg % ret
2522.32 %
CAGR
32.93 %
# of trades
19085
Sharpe ratio
0.13
Profit factor
3.05
Return / DD ratio
133.5
Winning %
97.35 %
Drawdown
$ 392023.53
% Drawdown
20.79 %
Daily Avg profit
$ 11894.5
Mthly Avg profit
$ 210183.91
Average trade
$ 5418.32
Annual% / Max DD%
1.58
R Expectancy
0.05 R
R Exp score
49.88 R
SQN
39.02
SQN score
46.06

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 AUDUSD AUDUSD unknown $ 1001030.8 1401 pips 599 0.3 3.55
S3 CHFJPY CHFJPY unknown $ 4101632.17 4458 pips 1613 0.14 2.18
S4 EURAUD EURAUD unknown $ 3344239.45 4342 pips 991 0.18 2.49
S5 EURCAD EURCAD unknown $ 4521203.96 5340 pips 1280 0.18 3.36
S6 EURCHF EURCHF unknown $ 11088193.96 11600 pips 2787 0.27 8.62
S7 EURGBP EURGBP unknown $ 9973877.03 7325 pips 2342 0.27 6.45
S8 EURUSD EURUSD unknown $ 5189511.02 7588 pips 3079 0.08 2.14
S9 GBPUSD GBPUSD unknown $ 3308858.35 4729 pips 2365 0.08 1.59
S10 USDCAD USDCAD unknown $ 5624700.04 8623 pips 2064 0.23 4.46
S11 USDCHF USDCHF unknown $ 4182547 6362 pips 1965 0.19 2.69
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 AUDUSD 9.99 98.66 % $ 100240 36.21 % $ 138172.33 $ 11506.1 $ 1696.66
S3 CHFJPY 23.92 96.34 % $ 171477.95 61.03 % $ 223669.91 $ 18643.78 $ 2323.87
S4 EURAUD 15.07 95.86 % $ 221947.76 60.25 % $ 276583.11 $ 23063.72 $ 3317.7
S5 EURCAD 18.08 97.11 % $ 250033.29 52.53 % $ 270000.65 $ 22493.55 $ 2818.71
S6 EURCHF 84.23 99.07 % $ 131634.72 1.65 % $ 610149.06 $ 50863.28 $ 5252.58
S7 EURGBP 47.85 99.06 % $ 208424.8 5.52 % $ 515643.48 $ 42990.85 $ 5308.08
S8 EURUSD 13.14 96.75 % $ 394870 90.03 % $ 251199.97 $ 20925.45 $ 1860.71
S9 GBPUSD 10.55 94.8 % $ 313542 98.85 % $ 160672.01 $ 13396.19 $ 1316.17
S10 USDCAD 42.17 98.21 % $ 133396.99 38.28 % $ 287121.32 $ 23934.89 $ 2330.03
S11 USDCHF 16.41 97.35 % $ 254937.26 33.74 % $ 211745.43 $ 17647.88 $ 1959.96

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 23105.16 0 0 0 0 0 0 0 0 0 0 0 23105.16
2023 43090.02 -10896.73 -87830.94 26991.31 71166.1 6500 29419.48 18594.7 11046.35 45850.6 13707.8 35644.09 203282.78
2022 37737.19 -9160.59 178441.66 9020 23100 -25733.39 47048.08 46571.54 -63835.79 47765.6 15871.88 29060.25 335886.43
2021 239948.48 146354.6 353930 98434.57 52297.51 45351.56 152258.03 65185.68 44581.52 43580.9 104431.27 113089.52 1459443.64
2020 132646.62 148863.85 261139.28 -147560.77 291428.71 254281.87 293524.25 296212.31 80885.96 181937.01 328613.97 255812.82 2377785.88
2019 91065.36 211605.47 -122040.81 87756.44 166514.66 40525.76 103818.26 139885.15 106682.85 123568.43 161960.51 53054.39 1164396.47
2018 314934.02 101104.73 330225.11 175418.56 159198.97 178278.72 100331.99 234048.18 174237.62 158215.67 276257.42 213270.45 2415521.44
2017 351283.52 214547.88 81583.21 68323.99 3413.92 236532.9 135672.43 30590.67 163539 90887.65 356572.92 -37558.08 1695390.01
2016 -253461.13 77121.42 79490.7 204248.78 6920.91 275741.78 79001.09 294124.6 180861.2 284464.52 344168.63 294064.82 1866747.32
2015 224988.64 147023.11 103010.69 201688.02 49545.98 -41877.8 216274.91 284741.04 -188881.87 98577.66 110964.03 71011.73 1277066.14
2014 197899.13 113161.79 44229.72 260593.13 105782.32 36134.53 3408.15 -17792.85 -98420.11 177010.09 16919.87 233452.74 1072378.51
2013 174815.84 207288.94 85632.54 183117.94 226388.74 117605.63 -11998.95 171451.67 23999.64 179344.23 157702.66 292758.26 1808107.14
2012 271912.83 93186.73 338674.4 201669.29 211877.18 220701.15 206761.27 191900.16 130872.22 30983.4 82767.25 172115.54 2153421.42
2011 214072.34 18055.54 108762.32 54259.36 150431.12 274058.87 71060.75 210558.75 174038.16 371170.9 245781.61 133822.49 2026072.21
2010 329568.88 251408.35 432324.28 154443.23 67518.07 351880.13 309114.7 344375.4 322583.42 247810.15 -178476.69 79684.14 2712234.06
2009 200104.39 338133.28 469912.85 407748.62 178737.21 600221.08 154272.22 525901.77 487168.9 183250.04 279300.92 440057.11 4264808.39
2008 439384.35 270750.14 174794.8 201133.44 340387.86 170321.88 450245.66 196524.77 -233089.72 105324.07 -140587.43 373302.87 2348492.69
2007 194107.54 498964.77 314287.09 492112.83 399935.27 327418.04 227642.01 104143.82 319415.25 292707.13 316.96 409441.83 3580492.54
2006 277488.58 241649.89 193941.86 378787.76 578987.19 610639.99 777170.45 607830.51 595821.52 469001.81 393941.63 255649.72 5380910.91
2005 313194.8 309504.96 333726.3 446963.92 477543.95 831339.48 643857.96 687441.06 739174.65 197823.43 397196.56 657201.21 6034968.28
2004 308240.79 492008.51 545507.6 492023.03 492719.68 400519.5 590834.05 591587.45 367494.16 609786.56 620328.41 667590.51 6178640.25
2003 0 0 0 0 23468.98 54592.69 62137.67 53784.79 387990.41 227578.1 483297.91 663791.56 1956642.11

Stats

Strategy

Wins/Losses Ratio36.79 Payout Ratio (Avg Win/Loss)0.08 Average # of Bars in Trade0
AHPR0.03 Z-Score-19.09 Z-Probability99.9 %
Expectancy2742.25 Deviation $ 10071.39 Exposure-999999999 %
Stagnation in Days148 Stagnation in %1.96 %

Trades

# of Wins18580 # of Losses505 # of Cancelled/Expired0
Gross Profit $ 77872181.45 Gross Loss $ -25536387.67 Average Win $ 4191.18 Average Loss $ -50567.1
Largest Win $ 120208.6 Largest Loss $ -84813.32 Max Consec Wins464 Max Consec Losses4
Avg Consec Wins43.72 Avg Consec Loss1.19 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