Quant Analyzer Portfolio Report

v1.3 - 20 pairs

Total Profit
$ 46652.12
Profit in pips
62308.5 pips
Yrly Avg profit
$ 5831.54
Yrly Avg % ret
583.15 %
CAGR
62.09 %
# of trades
10967
Sharpe ratio
0.17
Profit factor
2.74
Return / DD ratio
113.14
Winning %
76.47 %
Drawdown
$ 412.35
% Drawdown
19.76 %
Daily Avg profit
$ 16.66
Mthly Avg profit
$ 485.96
Average trade
$ 9.15
Annual% / Max DD%
3.14
R Expectancy
0.41 R
R Exp score
561.26 R
SQN
28.52
SQN score
45.6

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 AUDCAD AUDCAD unknown $ 2107.28 3131.4 pips 538 0.44 3.53
S3 AUDCHF AUDCHF unknown $ 1487.35 1631 pips 309 0.32 2.81
S4 AUDNZD AUDNZD unknown $ 3224.6 5238.9 pips 826 0.23 2.3
S5 AUDUSD AUDUSD unknown $ 1808.75 2058.7 pips 547 0.21 2.67
S6 CADCHF CADCHF unknown $ 661.72 703 pips 142 0.4 3.49
S7 CHFJPY CHFJPY unknown $ 2066.64 2510.2 pips 410 0.23 2.72
S8 EURAUD EURAUD unknown $ 3928.96 6536.7 pips 1179 0.27 2.46
S9 EURCAD EURCAD unknown $ 1956.65 3051.5 pips 359 0.39 4.09
S10 EURCHF EURCHF unknown $ 1912.38 2206.4 pips 578 0.25 3.01
S11 EURGBP EURGBP unknown $ 2595.94 2260.6 pips 480 0.37 3.17
S12 EURJPY EURJPY unknown $ 2612.18 3127.1 pips 391 0.3 2.55
S13 EURNZD EURNZD unknown $ 3442.31 5645.3 pips 603 0.23 2.4
S14 EURUSD EURUSD unknown $ 2600.86 2851.1 pips 405 0.32 3.83
S15 GBPAUD GBPAUD unknown $ 2872.63 5080.5 pips 1015 0.18 2.04
S16 GBPCAD GBPCAD unknown $ 1755.62 2810.1 pips 310 0.36 3.89
S17 GBPCHF GBPCHF unknown $ 3156.33 3560 pips 732 0.24 2.83
S18 GBPUSD GBPUSD unknown $ 2434.13 2829.4 pips 530 0.33 2.72
S19 USDCAD USDCAD unknown $ 1619.47 2212.7 pips 484 0.3 2.84
S20 USDCHF USDCHF unknown $ 1520.72 1501.7 pips 213 0.32 3.32
S21 USDJPY USDJPY unknown $ 2887.6 3362.2 pips 916 0.31 2.86
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 AUDCAD 31.12 75.09 % $ 67.71 3.59 % $ 271.67 $ 22.66 $ 2.94
S3 AUDCHF 17.19 90.61 % $ 86.5 6.57 % $ 207.36 $ 17.29 $ 3.54
S4 AUDNZD 32.71 73.61 % $ 98.59 7.25 % $ 402.88 $ 33.59 $ 2.98
S5 AUDUSD 14.92 73.49 % $ 121.26 8.05 % $ 233.32 $ 19.45 $ 2.77
S6 CADCHF 9.92 91.55 % $ 66.68 4.83 % $ 115.2 $ 9.59 $ 3.24
S7 CHFJPY 16.17 79.27 % $ 127.8 9.82 % $ 275.82 $ 22.96 $ 3.23
S8 EURAUD 28.75 77.35 % $ 136.65 4.13 % $ 491.07 $ 40.93 $ 2.59
S9 EURCAD 15.97 78.27 % $ 122.53 5.89 % $ 255.07 $ 21.27 $ 3.38
S10 EURCHF 21.42 73.36 % $ 89.27 6.17 % $ 276.34 $ 23.04 $ 2.5
S11 EURGBP 16.42 72.08 % $ 158.12 6.31 % $ 342.02 $ 28.53 $ 3.37
S12 EURJPY 19.01 72.89 % $ 137.44 7.36 % $ 330.3 $ 27.5 $ 3.75
S13 EURNZD 23.43 72.14 % $ 146.91 7.38 % $ 430.2 $ 35.86 $ 3.65
S14 EURUSD 21.72 72.1 % $ 119.72 6.2 % $ 339.08 $ 28.27 $ 4.19
S15 GBPAUD 21.89 78.23 % $ 131.21 11.47 % $ 358.98 $ 29.92 $ 2.24
S16 GBPCAD 18.67 79.35 % $ 94.05 6.29 % $ 219.51 $ 18.29 $ 2.73
S17 GBPCHF 15.84 76.64 % $ 199.25 6.77 % $ 394.8 $ 32.88 $ 2.96
S18 GBPUSD 12.15 77.55 % $ 200.26 6.19 % $ 314.14 $ 26.17 $ 3.04
S19 USDCAD 14.08 74.17 % $ 115.03 7.11 % $ 211.2 $ 17.6 $ 2.11
S20 USDCHF 14.33 74.18 % $ 106.1 5.06 % $ 233.89 $ 19.5 $ 4.51
S21 USDJPY 22.76 80.02 % $ 126.89 6.61 % $ 360.89 $ 30.08 $ 2.57

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2018 840.84 14 339.78 202.28 222.35 297.73 197.48 109.2 6.58 203.55 384.47 707.44 3525.7
2017 442.47 283.39 143.6 148.99 244.83 339.56 287.73 -58.77 668.49 405.43 71.62 333.96 3311.3
2016 436.26 562.9 580.79 624.78 347.79 870.37 612.21 535.39 102.62 560.05 1132.55 512.19 6877.9
2015 976.26 1005.18 795.82 414.98 258.33 974.99 969.33 54.32 496.85 453.26 245.91 880.9 7526.13
2014 552.75 155.73 692.34 151.5 156.49 -209.17 16.78 97.08 456.42 371.4 459.39 761.42 3662.13
2013 -152.29 567.44 1188.24 406.2 288.78 141.93 389.61 318.67 502.56 434.81 609.23 500.16 5195.34
2012 844.89 216.23 562 408.52 191.61 630.34 346.34 250.45 262.32 273.49 158.39 479.74 4624.32
2011 799.3 752.29 755.58 511.45 782.25 877.97 1888.06 1082.21 886.61 1268.85 934.01 1390.72 11929.3

Stats

Strategy

Wins/Losses Ratio3.25 Payout Ratio (Avg Win/Loss)0.84 Average # of Bars in Trade0
AHPR0.04 Z-Score-21.09 Z-Probability99.9 %
Expectancy4.25 Deviation $ 16.37 Exposure-999999999 %
Stagnation in Days85 Stagnation in %2.91 %

Trades

# of Wins8386 # of Losses2581 # of Cancelled/Expired0
Gross Profit $ 73480.48 Gross Loss $ -26828.36 Average Win $ 8.76 Average Loss $ -10.39
Largest Win $ 119.35 Largest Loss $ -110.71 Max Consec Wins40 Max Consec Losses8
Avg Consec Wins5.32 Avg Consec Loss1.64 Avg # of Bars in Wins0 Avg # of Bars in Losses0

Charts

Click on the chart to see bigger image

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