EA Analyzer Portfolio Report

Portfolio

Total Profit $ 53161252
Profit in pips 53842.2 pips
Yearly Avg profit $ 5272190
# of trades 8562
Sharpe ratio 0.12
Profit factor 3.37
Return / DD ratio 42.11
Winning % 81.02 %
Drawdown $ 1262375
% Drawdown 22.33 %
Daily Avg profit $ 14379.57
Monthly Avg profit $ 439349.19
Average trade $ 11455.07

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S1 AUDCAD AUDCAD M15 $ 36317692 9278.8 pips 1000 0.3 4.25
S2 AUDCHF AUDCHF M15 $ 10086.66 1314.3 pips 226 0.36 2.71
S3 AUDUSD AUDUSD M15 $ 17448.53 1907.89 pips 476 0.25 3.3
S4 CADCHF CADCHF M15 $ 2570.35 640.1 pips 126 0.34 2.45
S5 EURAUD EURAUD M15 $ 8590755 8726.67 pips 1482 0.25 2.41
S6 EURCAD EURCAD M15 $ 1082104.25 6598.78 pips 834 0.31 3.59
S7 EURCHF EURCHF M15 $ 6635477 3965.21 pips 1124 0.22 2.51
S8 EURGBP EURGBP M15 $ 9717.79 1279 pips 213 0.47 6.63
S9 EURUSD EURUSD M15 $ 84625.8 2476 pips 320 0.36 3.07
S10 GBPAUD GBPAUD M15 $ 253195.36 8096.89 pips 1249 0.25 2.26
S11 GBPCAD GBPCAD M15 $ 86085.62 3746.51 pips 453 0.27 2.77
S12 GBPUSD GBPUSD M15 $ 22539.32 2128.71 pips 367 0.28 2.55
S13 USDCAD USDCAD M15 $ 16712.19 2353.72 pips 419 0.28 4.08
S14 USDCHF USDCHF M15 $ 32276.96 1329.5 pips 273 0.3 2.97
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S1 AUDCAD 28.75 83.2 % $ 1263326 33.02 % $ 3601754.25 $ 300146.22 $ 9823.56
S2 AUDCHF 6.49 90.71 % $ 1553.32 16.2 % $ 1729.14 $ 144.1 $ 4.72
S3 AUDUSD 9.5 72.9 % $ 1837.56 23.12 % $ 2868.25 $ 239.02 $ 7.8
S4 CADCHF 3.06 93.65 % $ 839.82 21.17 % $ 434.43 $ 36.2 $ 1.19
S5 EURAUD 8.88 80.16 % $ 967921 51.98 % $ 866294.62 $ 72191.22 $ 2368.56
S6 EURCAD 11.46 94 % $ 94458.59 28.02 % $ 107316.12 $ 8943.01 $ 293.73
S7 EURCHF 7.15 79 % $ 928294.25 79 % $ 663547.69 $ 55295.64 $ 1813.96
S8 EURGBP 7.47 70.89 % $ 1301.21 21.76 % $ 1041.19 $ 86.77 $ 2.83
S9 EURUSD 3.51 72.5 % $ 24141.97 27.79 % $ 13911.09 $ 1159.26 $ 37.97
S10 GBPAUD 6.54 81.27 % $ 38714.8 31.95 % $ 25110.29 $ 2092.52 $ 68.52
S11 GBPCAD 4.91 80.79 % $ 17540.05 31.23 % $ 8537.42 $ 711.45 $ 23.33
S12 GBPUSD 10.61 78.47 % $ 2124.15 18.09 % $ 3705.09 $ 308.76 $ 10.08
S13 USDCAD 7.31 79.24 % $ 2286.7 21.7 % $ 2747.21 $ 228.93 $ 7.5
S14 USDCHF 6.12 69.96 % $ 5273.84 19.15 % $ 5305.8 $ 442.15 $ 14.45

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 550935.44 94051.98 0 0 0 0 0 0 0 0 0 0 644987.44
2016 1337951.62 -9400.47 1169723.12 988230.88 -36342.91 1496854.38 1745064.75 390687.56 551414.5 1600307.12 2137398.5 837075.62 12208964
2015 882668.44 1221793.25 1505451.88 738393.88 530369.56 1410602.75 -42281.61 309165.75 447918.94 794653.19 265763.88 1590827.62 9655328
2014 460620.75 368226.41 533862.88 235913.84 248427.16 64306.16 29061.05 70834.68 269132.53 433105.22 317465.91 439325.62 3470282
2013 -239523.03 490546.44 218678.83 229403.19 236384.72 630123.56 387883.91 636166.12 -347139.44 295651.88 253393.8 234877.52 3026447.25
2012 243864.64 233892.48 514478 154749.62 392142.69 350146.25 112572.34 116694.07 229263.02 -633027.06 138950.66 60327.29 1914054.12
2011 846352.31 303183.59 771416 518436.91 833332.25 -207565.28 447954.91 -30934.2 191356.36 674473.06 1162623.12 810743.12 6321372
2010 1373092.5 2574532.25 425325.56 257081.59 1412221.5 268217.44 44636.45 -294892.19 159474.92 338311.38 1026320.19 591782.44 8176104.5
2009 5426.05 8445.52 30837.48 96241.25 311841.88 525963.94 1468596.12 961512.44 981620 2269717.25 1227119.62 -168920.62 7718401
2008 -3422.1 1764.41 -1517 2122.3 2389.37 1872.42 2191.69 3753.74 3823.18 -5320.12 4527.14 2853.18 15038.21
2007 232.6 321.43 440 831.27 821.34 873.5 364.25 1537.19 1328.43 1074.16 1958.27 518.61 10301.05

Stats

Strategy

Wins/Losses Ratio4.27 Payout Ratio (Avg Win/Loss)0.79 Average # of Bars in Trade0
AHPR0.1 Z-Score-12.04 Z-Probability0 %
Expectancy6208.98 Deviation $ 47921.86 Exposure0 %
Stagnation in Days185 Stagnation in %5 %

Trades

# of Wins6937 # of Losses1625
Gross Profit $ 75619832 Gross Loss $ -22458500 Average Win $ 10900.94 Average Loss $ -13820.62
Largest Win $ 643098.25 Largest Loss $ -706553.88 Max Consec Wins57 Max Consec Losses8
Avg Consec Wins6.05 Avg Consec Loss1.42 Avg # of Bars in Wins0 Avg # of Bars in Losses0

Charts

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P/L by hour P/L by weekday P/L by month
Long vs Short trades Long vs Short P/L Trades by month
P/L by trade duration Wins/Losses by hour Wins/Losses Profit by weekday
Report generated by StrategyQuant EA Analyzer