Quant Analyzer Portfolio Report
Portfolio
Profit in pips
169877.3 pips
Yrly Avg profit
$ 12523.5
Mthly Avg profit
$ 1043.66
Strategies in portfolio
# |
Name |
Symbol |
Timeframe |
Net Profit ($) |
Net Profit (pips) |
# of Trades |
Sharpe Ratio |
Profit Factor |
S2 |
AJ |
AJ |
unknown |
$ 11549.92 |
13099 pips |
738 |
0.1 |
1.43 |
S3 |
AN |
AN |
unknown |
$ 5236.53 |
7304.4 pips |
389 |
0.12 |
1.43 |
S4 |
CJ |
CJ |
unknown |
$ 9355.02 |
10613 pips |
528 |
0.1 |
1.33 |
S5 |
EA |
EA |
unknown |
$ 13090.98 |
17020.6 pips |
1666 |
0.05 |
1.18 |
S6 |
EC |
EC |
unknown |
$ 9880.72 |
12966.6 pips |
567 |
0.09 |
1.29 |
S7 |
EJ |
EJ |
unknown |
$ 16605.24 |
18843.1 pips |
549 |
0.14 |
1.68 |
S8 |
EU |
EU |
unknown |
$ 15354.8 |
15354.8 pips |
730 |
0.11 |
1.45 |
S9 |
GJ |
GJ |
unknown |
$ 37421.51 |
42447.3 pips |
1167 |
0.11 |
1.63 |
S10 |
GU |
GU |
unknown |
$ 21487.3 |
21487.3 pips |
856 |
0.09 |
1.4 |
S11 |
UJ |
UJ |
unknown |
$ 10305.36 |
10741.2 pips |
1734 |
0.06 |
1.31 |
# |
Name |
Return / DD Ratio |
Winning % |
Drawdown |
% Drawdown |
Yearly avg. profit |
Monthly avg. profit |
Daily avg. profit |
S2 |
AJ |
7.89 |
34.34 % |
$ 1463.65
|
13.99 % |
$ 969.07
|
$ 80.77
|
$ 3.75
|
S3 |
AN |
3.49 |
25.71 % |
$ 1500.96
|
9 % |
$ 550.85
|
$ 45.93
|
$ 1.91
|
S4 |
CJ |
5.81 |
34.79 % |
$ 1610.68
|
15.09 % |
$ 984.4
|
$ 82.06
|
$ 3.55
|
S5 |
EA |
4.63 |
26.33 % |
$ 2826.26
|
21.71 % |
$ 1090.97
|
$ 90.91
|
$ 3.09
|
S6 |
EC |
4.27 |
34.47 % |
$ 2312.5
|
10.47 % |
$ 823.92
|
$ 68.62
|
$ 2.63
|
S7 |
EJ |
10.26 |
32.31 % |
$ 1618.53
|
15.78 % |
$ 1404.64
|
$ 116.94
|
$ 5.96
|
S8 |
EU |
7.79 |
29.45 % |
$ 1972.3
|
10.16 % |
$ 1279.71
|
$ 106.63
|
$ 4.47
|
S9 |
GJ |
17.08 |
23.29 % |
$ 2190.48
|
21.9 % |
$ 3116.86
|
$ 259.87
|
$ 9.44
|
S10 |
GU |
7.45 |
22.78 % |
$ 2883.7
|
18.05 % |
$ 1789.27
|
$ 149.22
|
$ 5.06
|
S11 |
UJ |
3.62 |
16.17 % |
$ 2842.98
|
17.71 % |
$ 858.66
|
$ 71.57
|
$ 2.7
|
Stats
Strategy
Wins/Losses Ratio | 0.36 |
Payout Ratio (Avg Win/Loss) | 3.9 |
Average # of Bars in Trade | 0 |
AHPR | 0.01 |
Z-Score | -27.29 |
Z-Probability | 99.9 % |
Expectancy | 16.84 |
Deviation | $ 204.87
|
Exposure | -999999999 % |
Stagnation in Days | 236 |
Stagnation in % | 5.39 % |
| |
Trades
| |
# of Wins | 2121 |
# of Losses | 5913 |
# of Cancelled/Expired | 890 |
Gross Profit | $ 527988.58
|
Gross Loss | $ -377701.2
|
Average Win | $ 248.93
|
Average Loss | $ -63.88
|
Largest Win | $ 2137.2
|
Largest Loss | $ -493.9
|
Max Consec Wins | 11 |
Max Consec Losses | 64 |
Avg Consec Wins | 2.09 |
Avg Consec Loss | 6.69 |
Avg # of Bars in Wins | 0 |
Avg # of Bars in Losses | 0 |
Charts
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Report generated by Quant Analyzer