Quant Analyzer Portfolio Report

v1.3 - 20 pairs

Total Profit
$ 334984.25
Profit in pips
62196 pips
Yrly Avg profit
$ 41873.18
Yrly Avg % ret
209.37 %
CAGR
43.27 %
# of trades
10967
Sharpe ratio
0.21
Profit factor
2.21
Return / DD ratio
26.39
Winning %
76.57 %
Drawdown
$ 12693.03
% Drawdown
4.77 %
Daily Avg profit
$ 119.59
Mthly Avg profit
$ 3489.42
Average trade
$ 81.13
Annual% / Max DD%
9.07
R Expectancy
0.28 R
R Exp score
387.93 R
SQN
10.92
SQN score
36.54

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 AUDCAD AUDCAD unknown $ 23104.86 3128.7 pips 538 0.43 2.72
S3 AUDCHF AUDCHF unknown $ 4218.25 1629.6 pips 309 0.34 2.73
S4 AUDNZD AUDNZD unknown $ 27230.16 5238.9 pips 826 0.27 2.06
S5 AUDUSD AUDUSD unknown $ 4481.43 2059.9 pips 547 0.23 2.68
S6 CADCHF CADCHF unknown $ 1280.83 703 pips 142 0.38 2.97
S7 CHFJPY CHFJPY unknown $ 3716.51 2510.3 pips 410 0.27 3.18
S8 EURAUD EURAUD unknown $ 113071.24 6526.5 pips 1179 0.25 1.99
S9 EURCAD EURCAD unknown $ 4656.01 3002.2 pips 359 0.36 3.87
S10 EURCHF EURCHF unknown $ 16600.84 2207.8 pips 578 0.28 2.64
S11 EURGBP EURGBP unknown $ 12407.16 2260.2 pips 480 0.33 2.85
S12 EURJPY EURJPY unknown $ 6067.21 3127.6 pips 391 0.28 2.35
S13 EURNZD EURNZD unknown $ 31814.3 5658.4 pips 603 0.25 1.91
S14 EURUSD EURUSD unknown $ 15973.67 2851.6 pips 405 0.34 3.59
S15 GBPAUD GBPAUD unknown $ 12791.88 5058.8 pips 1015 0.22 2.1
S16 GBPCAD GBPCAD unknown $ 3855.54 2770.4 pips 310 0.35 3.65
S17 GBPCHF GBPCHF unknown $ 27678.17 3560 pips 732 0.25 2.25
S18 GBPUSD GBPUSD unknown $ 9044.53 2829 pips 530 0.28 2.44
S19 USDCAD USDCAD unknown $ 3637.01 2212.2 pips 484 0.28 2.53
S20 USDCHF USDCHF unknown $ 8354.78 1501.2 pips 213 0.35 2.89
S21 USDJPY USDJPY unknown $ 4999.87 3359.7 pips 916 0.28 2.36
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 AUDCAD 8.82 75.09 % $ 2618.95 10.37 % $ 2978.72 $ 248.44 $ 32.22
S3 AUDCHF 10.35 91.26 % $ 407.49 8.85 % $ 588.1 $ 49.05 $ 10.04
S4 AUDNZD 10.14 73.61 % $ 2686.6 10.39 % $ 3402.12 $ 283.65 $ 25.14
S5 AUDUSD 10.68 73.49 % $ 419.43 11.83 % $ 578.08 $ 48.19 $ 6.87
S6 CADCHF 6.4 91.55 % $ 200.03 8.55 % $ 222.97 $ 18.56 $ 6.28
S7 CHFJPY 20.61 79.27 % $ 180.35 9.76 % $ 496.02 $ 41.29 $ 5.82
S8 EURAUD 9.82 77.52 % $ 11515.1 16.57 % $ 14132.47 $ 1177.83 $ 74.49
S9 EURCAD 9.38 79.67 % $ 496.48 11.12 % $ 606.97 $ 50.61 $ 8.04
S10 EURCHF 10.44 73.36 % $ 1590.11 13.7 % $ 2398.79 $ 200.01 $ 21.7
S11 EURGBP 10.15 72.08 % $ 1222.45 16.13 % $ 1634.64 $ 136.34 $ 16.09
S12 EURJPY 12.39 72.89 % $ 489.55 10.68 % $ 767.17 $ 63.87 $ 8.7
S13 EURNZD 9.68 72.64 % $ 3285.92 15.27 % $ 3976 $ 331.4 $ 33.74
S14 EURUSD 10.99 72.1 % $ 1454.13 13.31 % $ 2082.49 $ 173.63 $ 25.76
S15 GBPAUD 14.52 77.93 % $ 881.26 11.69 % $ 1598.54 $ 133.25 $ 9.95
S16 GBPCAD 12.43 80.32 % $ 310.13 8.34 % $ 482.07 $ 40.16 $ 6.02
S17 GBPCHF 6.03 76.64 % $ 4592.95 20.86 % $ 3462.04 $ 288.31 $ 25.94
S18 GBPUSD 5.74 77.55 % $ 1576.85 18.86 % $ 1167.26 $ 97.25 $ 11.29
S19 USDCAD 7.3 74.17 % $ 498.41 10.87 % $ 474.31 $ 39.53 $ 4.73
S20 USDCHF 5.65 74.18 % $ 1478.79 16.48 % $ 1284.99 $ 107.11 $ 24.79
S21 USDJPY 10.89 79.91 % $ 459 7.88 % $ 624.87 $ 52.08 $ 4.45

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2018 22050.24 -3655.09 10674.29 3106.19 -870.44 8370.4 -849.9 4554.5 1224.68 6170.44 5447.34 14964.95 71187.6
2017 7915.96 4178.98 3948.02 -5144.7 5989.79 5791.61 8547.11 -9145.35 14924.75 7772.26 1899.23 4932.22 51609.88
2016 3400.17 4183.16 6568.49 7774.92 2317.34 10339.74 6692.62 5312.01 2709.85 9263.54 18729.26 8381.3 85672.4
2015 6774.02 6980.6 5129.73 3855.87 3162.67 7603.04 6756.88 -75.02 3855.54 5025.12 3038.1 7894.82 60001.37
2014 2937.07 760.94 3020.44 569.79 1100.37 -931.2 -198.48 145.13 2175.52 1410.85 1807.98 3271.9 16070.31
2013 63.85 1364.08 3657.5 1542.29 1020.73 731.42 1428.16 1768.47 1653.89 1465.66 2385.75 2543.8 19625.6
2012 1900.05 544.66 1321.88 1044.14 256.78 1890.57 991.89 713.42 777.49 678.61 578.07 1248.93 11946.49
2011 915.48 892.88 944.08 515.92 1001.88 1194.67 2777.29 1706.77 1400.89 2476.49 1925.27 3118.98 18870.6

Stats

Strategy

Wins/Losses Ratio3.27 Payout Ratio (Avg Win/Loss)0.68 Average # of Bars in Trade0
AHPR0.03 Z-Score-21.31 Z-Probability99.9 %
Expectancy30.54 Deviation $ 297.38 Exposure-999999999 %
Stagnation in Days95 Stagnation in %3.26 %

Trades

# of Wins8397 # of Losses2570 # of Cancelled/Expired0
Gross Profit $ 612393.14 Gross Loss $ -277408.89 Average Win $ 72.93 Average Loss $ -107.94
Largest Win $ 3871.38 Largest Loss $ -9363.6 Max Consec Wins40 Max Consec Losses8
Avg Consec Wins5.36 Avg Consec Loss1.64 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