Quant Analyzer Portfolio Report
Portfolio
Total Profit
$ 139713.15
Profit in pips
155666.2 pips
Yrly Avg profit
$ 11642.81
Yrly Avg % ret
11.64 %
CAGR
7.56 %
# of trades
9491
Sharpe ratio
0.09
Profit factor
1.37
Return / DD ratio
21.56
Winning %
30 %
Drawdown
$ 6480.58
% Drawdown
5.12 %
Daily Avg profit
$ 31.93
Mthly Avg profit
$ 970.23
Average trade
$ 94.15
Strategies in portfolio
| # | Name | Symbol | Timeframe | Net Profit ($) | Net Profit (pips) | # of Trades | Sharpe Ratio | Profit Factor |
| S1 | StrategyTester_Angely104_Pro_USDJPY_20050101-20161231 | StrategyTester_Angely104_Pro_USDJPY_20050101-20161231 | unknown | $ 10308.3 | 10775.3 pips | 596 | 0.13 | 1.56 |
| S2 | StrategyTester_Angely104_Pro_NZDJPY_20050101-20161231 | StrategyTester_Angely104_Pro_NZDJPY_20050101-20161231 | unknown | $ 8883.53 | 10074.5 pips | 495 | 0.09 | 1.33 |
| S3 | StrategyTester_Angely104_Pro_GBPUSD_20050101-20161231 | StrategyTester_Angely104_Pro_GBPUSD_20050101-20161231 | unknown | $ 19529.4 | 19529.4 pips | 1694 | 0.08 | 1.31 |
| S4 | StrategyTester_Angely104_Pro_GBPJPY_20050101-20161231 | StrategyTester_Angely104_Pro_GBPJPY_20050101-20161231 | unknown | $ 37659.53 | 42698.4 pips | 1324 | 0.1 | 1.62 |
| S5 | StrategyTester_Angely104_Pro_EURUSD_20050101-20161231 | StrategyTester_Angely104_Pro_EURUSD_20050101-20161231 | unknown | $ 16374.6 | 16374.6 pips | 728 | 0.11 | 1.48 |
| S6 | StrategyTester_Angely104_Pro_EURJPY_20050101-20161231 | StrategyTester_Angely104_Pro_EURJPY_20050101-20161231 | unknown | $ 17976.46 | 20410.8 pips | 542 | 0.13 | 1.81 |
| S7 | StrategyTester_Angely104_Pro_EURAUD_20050101-20161231 | StrategyTester_Angely104_Pro_EURAUD_20050101-20161231 | unknown | $ 6508.27 | 8670.5 pips | 2117 | 0.03 | 1.09 |
| S8 | StrategyTester_Angely104_Pro_CADJPY_20050101-20161231 | StrategyTester_Angely104_Pro_CADJPY_20050101-20161231 | unknown | $ 7310.71 | 8311.6 pips | 566 | 0.08 | 1.27 |
| S9 | StrategyTester_Angely104_Pro_AUDNZD_20050101-20161231 | StrategyTester_Angely104_Pro_AUDNZD_20050101-20161231 | unknown | $ 5881.91 | 8246.2 pips | 375 | 0.14 | 1.51 |
| S10 | StrategyTester_Angely104_Pro_AUDJPY_20050101-20161231 | StrategyTester_Angely104_Pro_AUDJPY_20050101-20161231 | unknown | $ 9280.44 | 10574.9 pips | 1054 | 0.07 | 1.21 |
| # | Name | Return / DD Ratio | Winning % | Drawdown | % Drawdown | Yearly avg. profit | Monthly avg. profit | Daily avg. profit |
| S1 | StrategyTester_Angely104_Pro_USDJPY_20050101-20161231 | 10.49 | 31.13 % | $ 982.46 | 6.59 % | $ 871.71 | $ 72.59 | $ 3.8 |
| S2 | StrategyTester_Angely104_Pro_NZDJPY_20050101-20161231 | 3.9 | 34.95 % | $ 2278.74 | 16.54 % | $ 934.66 | $ 77.93 | $ 3.01 |
| S3 | StrategyTester_Angely104_Pro_GBPUSD_20050101-20161231 | 10.47 | 35.6 % | $ 1866 | 15.74 % | $ 1626.91 | $ 135.62 | $ 5.46 |
| S4 | StrategyTester_Angely104_Pro_GBPJPY_20050101-20161231 | 16.89 | 27.45 % | $ 2229.9 | 20.66 % | $ 3136.78 | $ 261.52 | $ 10.18 |
| S5 | StrategyTester_Angely104_Pro_EURUSD_20050101-20161231 | 7.61 | 29.12 % | $ 2152.5 | 10.2 % | $ 1365.75 | $ 113.71 | $ 4.74 |
| S6 | StrategyTester_Angely104_Pro_EURJPY_20050101-20161231 | 9.06 | 28.23 % | $ 1983.18 | 19.83 % | $ 1520.37 | $ 126.59 | $ 6.38 |
| S7 | StrategyTester_Angely104_Pro_EURAUD_20050101-20161231 | 2.06 | 24.89 % | $ 3162.16 | 26.77 % | $ 542.3 | $ 45.2 | $ 1.58 |
| S8 | StrategyTester_Angely104_Pro_CADJPY_20050101-20161231 | 4.5 | 32.74 % | $ 1623.59 | 13.47 % | $ 768.79 | $ 64.13 | $ 2.61 |
| S9 | StrategyTester_Angely104_Pro_AUDNZD_20050101-20161231 | 4.29 | 26.4 % | $ 1370.23 | 7.94 % | $ 619.25 | $ 51.6 | $ 2.2 |
| S10 | StrategyTester_Angely104_Pro_AUDJPY_20050101-20161231 | 4.69 | 32.35 % | $ 1978.6 | 12.5 % | $ 773.43 | $ 64.45 | $ 2.45 |
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2016 | 230.56 | 2437.28 | -1554.06 | 684.6 | -258.15 | -1400.84 | -350.93 | -222.32 | 1006.49 | 860.16 | 2053.24 | -958.82 | 2527.21 |
| 2015 | 527.86 | 656.94 | -242.85 | 4389.87 | -502.48 | 1213.27 | 374.41 | 1441.51 | -232.34 | -806.54 | 1928.8 | 965.22 | 9713.67 |
| 2014 | -294.87 | 437.46 | 99.3 | -1025.63 | 1591.22 | -859.34 | 1271.98 | 1194.34 | 1593.65 | 6751.63 | 456.69 | 1743.89 | 12960.32 |
| 2013 | 2789.07 | 2395.18 | -373.98 | 71.35 | -283.53 | 816.42 | 649.91 | 137.85 | 715.43 | -594.7 | 2891.77 | -405.65 | 8809.12 |
| 2012 | 406.95 | 1500.44 | -181.59 | 273.23 | 4011.23 | 878.36 | -1652.9 | 739.89 | -328.63 | -625.17 | 8154.46 | 452.23 | 13628.5 |
| 2011 | 467.26 | 222.66 | 5804.61 | -138.95 | 592.09 | -140.86 | -964.94 | 1079.55 | 1000.08 | 2850.51 | -992.53 | 2316.02 | 12095.5 |
| 2010 | 3122.13 | 1351.38 | 2737.98 | -793.68 | 4767.38 | 370.05 | -347.52 | -807.36 | -614.47 | 31.31 | -725.12 | -1118.43 | 7973.65 |
| 2009 | 3164.8 | 434.86 | 5299.96 | -875.74 | 1734.94 | -1348.76 | 3849.04 | -1261.62 | -688.78 | 1990.05 | 1541.73 | 1378.19 | 15218.67 |
| 2008 | -728.31 | 3073.54 | -1362.64 | 733.33 | 584.02 | 948.98 | 5271.79 | 5712.28 | 719.6 | 16151.21 | 479.97 | 7613.98 | 39197.75 |
| 2007 | 207.27 | 95.44 | -732.58 | 3311.09 | -773.72 | 2578.97 | 2828.63 | -2480.03 | 600.2 | 865.53 | 1958.36 | 1559.01 | 10018.17 |
| 2006 | 1306.66 | -941.92 | 1329.65 | 2191.8 | 744.53 | -682.55 | 14.6 | -374.77 | 2364.21 | 858.6 | 218.77 | -691.79 | 6337.79 |
| 2005 | -445.57 | -281.66 | -1407.32 | -1450.77 | 2365.62 | -531.44 | -193.79 | -392.61 | 1851.72 | 634.32 | -227.15 | 1311.45 | 1232.8 |
Stats
Strategy
| Wins/Losses Ratio | 0.43 | Payout Ratio (Avg Win/Loss) | 3.2 | Average # of Bars in Trade | 0 |
| AHPR | 0.01 | Z-Score | -27.8 | Z-Probability | 99.9 % |
| Expectancy | 14.72 | Deviation | $ 180.52 | Exposure | -999999999 % |
| Stagnation in Days | 339 | Stagnation in % | 7.74 % |
Trades
| # of Wins | 2657 | # of Losses | 6201 | # of Cancelled/Expired | 633 | ||
| Gross Profit | $ 516654.72 | Gross Loss | $ -376941.57 | Average Win | $ 194.45 | Average Loss | $ -60.79 |
| Largest Win | $ 1778.5 | Largest Loss | $ -504.56 | Max Consec Wins | 18 | Max Consec Losses | 53 |
| Avg Consec Wins | 2.08 | Avg Consec Loss | 5.34 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
Click on the chart to see bigger image
