Quant Analyzer Portfolio Report
Portfolio
Total Profit
$ 779877.12
Profit in pips
77192.4 pips
Yrly Avg profit
$ 76710.83
Yrly Avg % ret
383.55 %
CAGR
39.84 %
# of trades
11458
Sharpe ratio
0.24
Profit factor
2.95
Return / DD ratio
32.92
Winning %
76.81 %
Drawdown
$ 23688.26
% Drawdown
4.52 %
Daily Avg profit
$ 234.48
Mthly Avg profit
$ 6392.44
Average trade
$ 137.87
Annual% / Max DD%
8.81
R Expectancy
0.45 R
R Exp score
509.67 R
SQN
14.46
SQN score
35.2
Strategies in portfolio
| # | Name | Symbol | Timeframe | Net Profit ($) | Net Profit (pips) | # of Trades | Sharpe Ratio | Profit Factor |
| S2 | AUDCAD | AUDCAD | unknown | $ 197176.52 | 5149.6 pips | 884 | 0.42 | 2.83 |
| S3 | AUDCHF | AUDCHF | unknown | $ 4655.97 | 1893.3 pips | 306 | 0.56 | 4.81 |
| S4 | AUDNZD | AUDNZD | unknown | $ 78784.88 | 6639.9 pips | 852 | 0.41 | 2.84 |
| S5 | AUDUSD | AUDUSD | unknown | $ 7045.95 | 2424.8 pips | 542 | 0.34 | 4.96 |
| S6 | CADCHF | CADCHF | unknown | $ 4807.67 | 1463.1 pips | 274 | 0.48 | 5.23 |
| S7 | CHFJPY | CHFJPY | unknown | $ 6917.96 | 3236.9 pips | 497 | 0.47 | 5.77 |
| S8 | EURAUD | EURAUD | unknown | $ 168200.33 | 6710.4 pips | 868 | 0.37 | 2.52 |
| S9 | EURCAD | EURCAD | unknown | $ 16988.22 | 4947.6 pips | 618 | 0.44 | 5.02 |
| S10 | EURCHF | EURCHF | unknown | $ 12922.71 | 2019.2 pips | 483 | 0.37 | 4.48 |
| S11 | EURGBP | EURGBP | unknown | $ 7614.37 | 2210.1 pips | 488 | 0.44 | 3.84 |
| S12 | EURJPY | EURJPY | unknown | $ 4181.56 | 2692.2 pips | 408 | 0.35 | 3.1 |
| S13 | EURNZD | EURNZD | unknown | $ 114910.06 | 7387.6 pips | 525 | 0.45 | 2.9 |
| S14 | EURUSD | EURUSD | unknown | $ 3347.17 | 1824.6 pips | 325 | 0.31 | 4.14 |
| S15 | GBPAUD | GBPAUD | unknown | $ 38745.24 | 6718.4 pips | 932 | 0.33 | 2.48 |
| S16 | GBPCAD | GBPCAD | unknown | $ 9190 | 4147.7 pips | 433 | 0.38 | 4.08 |
| S17 | GBPCHF | GBPCHF | unknown | $ 41238.94 | 4171 pips | 579 | 0.39 | 4.49 |
| S18 | GBPUSD | GBPUSD | unknown | $ 17118.7 | 4427.1 pips | 689 | 0.38 | 3.97 |
| S19 | USDCAD | USDCAD | unknown | $ 8326.74 | 3300.9 pips | 692 | 0.33 | 3.83 |
| S20 | USDCHF | USDCHF | unknown | $ 32656.63 | 2463 pips | 310 | 0.5 | 5.3 |
| S21 | USDJPY | USDJPY | unknown | $ 5047.5 | 3365 pips | 753 | 0.39 | 3.31 |
| # | Name | Return / DD Ratio | Winning % | Drawdown | % Drawdown | Yearly avg. profit | Monthly avg. profit | Daily avg. profit |
| S2 | AUDCAD | 14 | 73.53 % | $ 14084.47 | 9.46 % | $ 19726.57 | $ 1643.14 | $ 157.36 |
| S3 | AUDCHF | 13.49 | 79.41 % | $ 345.02 | 7.93 % | $ 522.2 | $ 43.51 | $ 9.31 |
| S4 | AUDNZD | 25.63 | 72.18 % | $ 3073.52 | 8.31 % | $ 7945.07 | $ 662.06 | $ 73.98 |
| S5 | AUDUSD | 18.65 | 73.99 % | $ 377.82 | 8.29 % | $ 755.03 | $ 62.91 | $ 9.64 |
| S6 | CADCHF | 25.99 | 90.51 % | $ 184.98 | 8 % | $ 539.02 | $ 44.93 | $ 9.71 |
| S7 | CHFJPY | 32.52 | 78.87 % | $ 212.71 | 4.16 % | $ 714.9 | $ 59.64 | $ 9.41 |
| S8 | EURAUD | 8 | 77.53 % | $ 21037.86 | 12.47 % | $ 16672.76 | $ 1390.09 | $ 138.66 |
| S9 | EURCAD | 14.51 | 80.26 % | $ 1170.79 | 8.42 % | $ 1672.43 | $ 139.25 | $ 18.11 |
| S10 | EURCHF | 14.21 | 70.19 % | $ 909.61 | 11.7 % | $ 1435.14 | $ 119.65 | $ 20.81 |
| S11 | EURGBP | 30.08 | 70.49 % | $ 253.15 | 9.05 % | $ 816.36 | $ 67.99 | $ 9.08 |
| S12 | EURJPY | 9.01 | 75.25 % | $ 464.09 | 12.57 % | $ 432.91 | $ 36.05 | $ 6.53 |
| S13 | EURNZD | 10.24 | 77.71 % | $ 11222.91 | 16.26 % | $ 11582.93 | $ 965.63 | $ 120.07 |
| S14 | EURUSD | 13.17 | 73.54 % | $ 254.12 | 10.92 % | $ 368.29 | $ 30.71 | $ 5.85 |
| S15 | GBPAUD | 10.27 | 79.18 % | $ 3771.77 | 11.83 % | $ 3876.19 | $ 322.88 | $ 30.48 |
| S16 | GBPCAD | 16.06 | 78.29 % | $ 572.29 | 8.46 % | $ 911.78 | $ 75.95 | $ 10.22 |
| S17 | GBPCHF | 12.95 | 82.21 % | $ 3184.86 | 8.81 % | $ 4093.98 | $ 340.82 | $ 42.21 |
| S18 | GBPUSD | 34.17 | 77.79 % | $ 500.95 | 10.97 % | $ 1696.47 | $ 141.48 | $ 15.56 |
| S19 | USDCAD | 11.42 | 73.99 % | $ 728.9 | 8.72 % | $ 840.38 | $ 69.97 | $ 7.8 |
| S20 | USDCHF | 27.91 | 77.1 % | $ 1170.1 | 10.96 % | $ 3918.8 | $ 326.57 | $ 57.49 |
| S21 | USDJPY | 14.22 | 80.48 % | $ 354.92 | 6.71 % | $ 500.33 | $ 41.71 | $ 4.69 |
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2020 | 4797.64 | 10632.77 | 5213.95 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 20644.36 |
| 2019 | 899.62 | 4510.03 | 24853.53 | 3386 | 27741.85 | 1742.44 | -94.99 | 10859.47 | 20760.94 | -7068.31 | 8625.84 | -3798.63 | 92417.79 |
| 2018 | 24019.61 | 9141.45 | 15009.17 | 9620.14 | -1588.12 | 14858.18 | 3423.17 | 9494.21 | 4786.3 | 17456.97 | 15504.32 | 20285.51 | 142010.91 |
| 2017 | 18441.14 | 3836.7 | 16345.5 | -3538.75 | 9451.46 | 15051.63 | 460.67 | -11061.82 | 21284.15 | 9631.66 | 8841.74 | 4625.1 | 93369.18 |
| 2016 | 10333.92 | 18965.66 | 11179.03 | 10169.1 | 2897.98 | 13194.54 | 19034.2 | 12863.12 | 799.94 | 11475.04 | 45450.41 | 14930.81 | 171293.75 |
| 2015 | 8838.81 | 7650.64 | 7692.67 | 7371.64 | 1818.5 | 11955.98 | 10641.82 | 4096.68 | 12828.13 | 10781.49 | 8379.61 | 10228.48 | 102284.45 |
| 2014 | 5846.92 | 5834.67 | 8330.74 | 2604.98 | 1790.87 | -107.77 | 667.1 | 4131.52 | 2856.37 | 5339.13 | 4249.21 | 2002.3 | 43546.04 |
| 2013 | 2714 | 2756.82 | 5564.31 | 3309.58 | 4043.24 | 3382.64 | 2100 | 2633.93 | 4017.41 | 4199.74 | 1817.08 | 4589.22 | 41127.97 |
| 2012 | 2227.27 | 2465.43 | 3876.37 | 3252.8 | 1218.7 | 6570.49 | 2495.69 | 1938.28 | 2494.39 | 1173.97 | 1491.17 | 1116.28 | 30320.84 |
| 2011 | 1317.58 | 1540.68 | 2370.51 | 834.95 | 2245.19 | 2191.18 | 4638.34 | 1902.63 | 1743.11 | 4799.47 | 2554.83 | 3051.03 | 29189.5 |
| 2010 | 670.65 | 965.37 | 721.28 | 707.93 | 1606.39 | 885.34 | 912.22 | 1477.87 | 1657.87 | 1715.38 | 1706.03 | 646 | 13672.33 |
Stats
Strategy
| Wins/Losses Ratio | 3.31 | Payout Ratio (Avg Win/Loss) | 0.89 | Average # of Bars in Trade | 0 |
| AHPR | 0.03 | Z-Score | -19.98 | Z-Probability | 99.9 % |
| Expectancy | 68.06 | Deviation | $ 508.72 | Exposure | -999999999 % |
| Stagnation in Days | 67 | Stagnation in % | 1.81 % |
Trades
| # of Wins | 8801 | # of Losses | 2657 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 1179776.09 | Gross Loss | $ -399898.97 | Average Win | $ 134.05 | Average Loss | $ -150.51 |
| Largest Win | $ 11722.62 | Largest Loss | $ -14891.84 | Max Consec Wins | 36 | Max Consec Losses | 10 |
| Avg Consec Wins | 5.3 | Avg Consec Loss | 1.6 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
Click on the chart to see bigger image
