Quant Analyzer Portfolio Report
Portfolio
Total Profit
$ 57944.82
Profit in pips
77366 pips
Yrly Avg profit
$ 5699.7
Yrly Avg % ret
2.98 %
CAGR
2.44 %
# of trades
11481
Sharpe ratio
0
Profit factor
3.97
Return / DD ratio
135.93
Winning %
76.94 %
Drawdown
$ 426.27
% Drawdown
0.18 %
Daily Avg profit
$ 17.42
Mthly Avg profit
$ 474.96
Average trade
$ 8.44
Annual% / Max DD%
13.54
R Expectancy
0.69 R
R Exp score
774.42 R
SQN
41.32
SQN score
50
Strategies in portfolio
| # | Name | Symbol | Timeframe | Net Profit ($) | Net Profit (pips) | # of Trades | Sharpe Ratio | Profit Factor |
| S2 | AUDCAD | AUDCAD | unknown | $ 3532.45 | 5218.9 pips | 888 | 0.36 | 3.42 |
| S3 | AUDCHF | AUDCHF | unknown | $ 1919.03 | 1927.1 pips | 310 | 0.64 | 5.59 |
| S4 | AUDNZD | AUDNZD | unknown | $ 3804.2 | 6581.5 pips | 851 | 0.42 | 3.1 |
| S5 | AUDUSD | AUDUSD | unknown | $ 2194.51 | 2441.2 pips | 544 | 0.37 | 3.97 |
| S6 | CADCHF | CADCHF | unknown | $ 1479.33 | 1481.9 pips | 276 | 0.47 | 5.1 |
| S7 | CHFJPY | CHFJPY | unknown | $ 2804.35 | 3232.3 pips | 498 | 0.48 | 5.54 |
| S8 | EURAUD | EURAUD | unknown | $ 3966.94 | 6794.1 pips | 872 | 0.38 | 3.36 |
| S9 | EURCAD | EURCAD | unknown | $ 3327.07 | 4939.3 pips | 619 | 0.5 | 7.25 |
| S10 | EURCHF | EURCHF | unknown | $ 1820.52 | 2019.1 pips | 483 | 0.32 | 4.57 |
| S11 | EURGBP | EURGBP | unknown | $ 2544.36 | 2209.7 pips | 488 | 0.48 | 4.05 |
| S12 | EURJPY | EURJPY | unknown | $ 2275.35 | 2693.9 pips | 408 | 0.35 | 3.25 |
| S13 | EURNZD | EURNZD | unknown | $ 4315.64 | 7385.3 pips | 525 | 0.47 | 3.87 |
| S14 | EURUSD | EURUSD | unknown | $ 1628.06 | 1824.5 pips | 325 | 0.24 | 3.64 |
| S15 | GBPAUD | GBPAUD | unknown | $ 3802.25 | 6727.4 pips | 932 | 0.3 | 3.14 |
| S16 | GBPCAD | GBPCAD | unknown | $ 2733.21 | 4140.1 pips | 433 | 0.41 | 4.44 |
| S17 | GBPCHF | GBPCHF | unknown | $ 4077.4 | 4175.6 pips | 579 | 0.37 | 4.67 |
| S18 | GBPUSD | GBPUSD | unknown | $ 3943.49 | 4457.7 pips | 692 | 0.43 | 4.11 |
| S19 | USDCAD | USDCAD | unknown | $ 2343.19 | 3299.1 pips | 692 | 0.33 | 3.96 |
| S20 | USDCHF | USDCHF | unknown | $ 2436.54 | 2463 pips | 310 | 0.48 | 5.82 |
| S21 | USDJPY | USDJPY | unknown | $ 2996.93 | 3354.3 pips | 756 | 0.33 | 3.64 |
| # | Name | Return / DD Ratio | Winning % | Drawdown | % Drawdown | Yearly avg. profit | Monthly avg. profit | Daily avg. profit |
| S2 | AUDCAD | 54.95 | 74.1 % | $ 64.29 | 0.61 % | $ 353.25 | $ 29.44 | $ 2.81 |
| S3 | AUDCHF | 25.61 | 79.03 % | $ 74.93 | 0.65 % | $ 215.43 | $ 17.93 | $ 3.79 |
| S4 | AUDNZD | 50.54 | 72.15 % | $ 75.27 | 0.68 % | $ 383.55 | $ 31.97 | $ 3.56 |
| S5 | AUDUSD | 26.4 | 74.08 % | $ 83.14 | 0.79 % | $ 235.26 | $ 19.59 | $ 2.99 |
| S6 | CADCHF | 22.97 | 90.58 % | $ 64.41 | 0.64 % | $ 165.94 | $ 13.83 | $ 2.98 |
| S7 | CHFJPY | 51.65 | 78.92 % | $ 54.3 | 0.48 % | $ 289.9 | $ 24.18 | $ 3.81 |
| S8 | EURAUD | 39.25 | 77.41 % | $ 101.06 | 0.98 % | $ 393.6 | $ 32.78 | $ 3.25 |
| S9 | EURCAD | 34.87 | 80.29 % | $ 95.41 | 0.75 % | $ 327.01 | $ 27.27 | $ 3.54 |
| S10 | EURCHF | 22.55 | 70.19 % | $ 80.73 | 0.71 % | $ 202.18 | $ 16.86 | $ 2.93 |
| S11 | EURGBP | 26.79 | 70.7 % | $ 94.99 | 0.93 % | $ 272.79 | $ 22.72 | $ 3.03 |
| S12 | EURJPY | 13.45 | 75.49 % | $ 169.11 | 1.43 % | $ 235.57 | $ 19.62 | $ 3.56 |
| S13 | EURNZD | 29.68 | 78.29 % | $ 145.42 | 1.05 % | $ 435.02 | $ 36.27 | $ 4.51 |
| S14 | EURUSD | 10.6 | 73.54 % | $ 153.54 | 13.06 % | $ 179.14 | $ 14.94 | $ 2.85 |
| S15 | GBPAUD | 32.43 | 79.18 % | $ 117.23 | 0.94 % | $ 380.39 | $ 31.69 | $ 2.99 |
| S16 | GBPCAD | 28.41 | 78.75 % | $ 96.2 | 0.96 % | $ 271.17 | $ 22.59 | $ 3.04 |
| S17 | GBPCHF | 32.78 | 82.21 % | $ 124.4 | 1.24 % | $ 404.78 | $ 33.7 | $ 4.16 |
| S18 | GBPUSD | 32.65 | 77.75 % | $ 120.78 | 1.14 % | $ 391.16 | $ 32.59 | $ 3.56 |
| S19 | USDCAD | 26.69 | 73.99 % | $ 87.79 | 0.73 % | $ 236.49 | $ 19.69 | $ 2.2 |
| S20 | USDCHF | 32.32 | 77.1 % | $ 75.39 | 0.69 % | $ 292.38 | $ 24.37 | $ 4.29 |
| S21 | USDJPY | 28.63 | 81.08 % | $ 104.67 | 0.92 % | $ 297.31 | $ 24.77 | $ 2.77 |
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2020 | 221.72 | 182.22 | 101.99 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 505.93 |
| 2019 | 102.77 | 161.48 | 416.95 | 17.05 | 375 | 152.02 | 75.44 | 236.02 | 383.43 | 192.01 | 151.88 | 8.1 | 2272.15 |
| 2018 | 626.65 | 285.48 | 309.24 | 207.76 | 135.65 | 411.17 | 186.74 | 210.66 | -10.19 | 114.4 | 464.98 | 586.19 | 3528.73 |
| 2017 | 637.23 | 276.91 | 362.43 | -56.31 | 264.95 | 439.18 | 211.16 | 67.76 | 593 | 365.59 | 116.13 | 234.47 | 3512.5 |
| 2016 | 287.1 | 972.78 | 458.95 | 549.41 | 176.58 | 759.35 | 704.74 | 501.11 | 144.43 | 593.5 | 1488.66 | 577.8 | 7214.41 |
| 2015 | 667.55 | 762.19 | 581.49 | 342.27 | 282.92 | 1122.07 | 999.83 | 144.59 | 626.3 | 421.67 | 401.83 | 535.53 | 6888.24 |
| 2014 | 472.77 | 450.32 | 710.28 | 225.27 | 152.75 | -104.24 | 34.71 | 247.78 | 396.19 | 414.11 | 445.76 | 385.85 | 3831.55 |
| 2013 | 391.78 | 301.38 | 887.25 | 408.74 | 506.82 | 367.97 | 515.64 | 135.26 | 482.75 | 530.02 | 354.2 | 505.65 | 5387.46 |
| 2012 | 596.61 | 473.98 | 722.36 | 533.63 | 365.03 | 954.72 | 386.05 | 267.83 | 269.54 | 205.62 | 280.54 | 311.22 | 5367.13 |
| 2011 | 659.39 | 702.3 | 941.9 | 517.34 | 732.02 | 880.69 | 1932.23 | 583.9 | 674.38 | 1138.38 | 748.54 | 885.23 | 10396.3 |
| 2010 | 571.38 | 738.69 | 638.89 | 665 | 1186.01 | 545.06 | 676.41 | 841.24 | 891.72 | 994.01 | 804.36 | 487.65 | 9040.42 |
Stats
Strategy
| Wins/Losses Ratio | 3.34 | Payout Ratio (Avg Win/Loss) | 1.19 | Average # of Bars in Trade | 0 |
| AHPR | 0 | Z-Score | -20.11 | Z-Probability | 99.9 % |
| Expectancy | 5.05 | Deviation | $ 13.52 | Exposure | -999999999 % |
| Stagnation in Days | 74 | Stagnation in % | 1.99 % |
Trades
| # of Wins | 8834 | # of Losses | 2647 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 77426.53 | Gross Loss | $ -19481.71 | Average Win | $ 8.76 | Average Loss | $ -7.36 |
| Largest Win | $ 121.99 | Largest Loss | $ -120.78 | Max Consec Wins | 36 | Max Consec Losses | 10 |
| Avg Consec Wins | 5.34 | Avg Consec Loss | 1.6 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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